# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-002154
**Filing Date:** 2023-1
**Character Count:** 893527
**Document Hash:** 3daf261f462d701917d71a43109fba05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002154.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002154

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757
- **IRS NUMBER:** 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:** 23546558

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

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000029358 | Columbia Strategic Income Fund Class A               | COSIX           |
| C000029360 | Columbia Strategic Income Fund Class C               | CLSCX           |
| C000029362 | Columbia Strategic Income Fund Institutional Class   | LSIZX           |
| C000094661 | Columbia Strategic Income Fund Class R               | CSNRX           |
| C000094663 | Columbia Strategic Income Fund Institutional 2 Class | CTIVX           |
| C000122657 | Columbia Strategic Income Fund Advisor Class         | CMNRX           |
| C000129839 | Columbia Strategic Income Fund Institutional 3 Class | CPHUX           |

## Nport-Ex

![](img5253609f1.jpg)

First Quarter Report<br> November 30, 2022 (Unaudited)

![](img8b548d362.jpg)

Columbia Strategic Income Fund

Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value

------

## Portfolio of Investments<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 2.9%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 2.9%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 2.9%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 2.9%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;ARES XLIV CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLIV CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLIV CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLIV CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-44A Class DR | &nbsp;&nbsp;Series 2017-44A Class DR | &nbsp;&nbsp;Series 2017-44A Class DR | &nbsp;&nbsp;Series 2017-44A Class DR |
| &nbsp;&nbsp;3-month USD LIBOR + 6.870%<br> Floor 6.870%<br> 04/15/2034 | &nbsp;&nbsp;10.949% | 15000000 | &nbsp;&nbsp;12801075 |
| &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-5A Class E | &nbsp;&nbsp;Series 2021-5A Class E | &nbsp;&nbsp;Series 2021-5A Class E | &nbsp;&nbsp;Series 2021-5A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.500%<br> Floor 6.500%<br> 10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9.283% | 13320000 | &nbsp;&nbsp;11011577 |
| &nbsp;&nbsp;Series 2021-6A Class E | &nbsp;&nbsp;Series 2021-6A Class E | &nbsp;&nbsp;Series 2021-6A Class E | &nbsp;&nbsp;Series 2021-6A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.500%<br> Floor 6.500%<br> 10/21/2034 | &nbsp;&nbsp;10.778% | 11450000 | &nbsp;&nbsp;&nbsp;&nbsp;9450246 |
| &nbsp;&nbsp;Series 2021-7A Class E | &nbsp;&nbsp;Series 2021-7A Class E | &nbsp;&nbsp;Series 2021-7A Class E | &nbsp;&nbsp;Series 2021-7A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.750%<br> Floor 6.750%<br> 01/22/2035 | &nbsp;&nbsp;11.075% | 15350000 | &nbsp;&nbsp;12845571 |
| &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-18A Class D | &nbsp;&nbsp;Series 2021-18A Class D | &nbsp;&nbsp;Series 2021-18A Class D | &nbsp;&nbsp;Series 2021-18A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 6.500%<br> Floor 6.500%<br> 01/15/2035 | &nbsp;&nbsp;10.579% | 13050000 | &nbsp;&nbsp;11404943 |
| &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-2A Class E | &nbsp;&nbsp;Series 2021-2A Class E | &nbsp;&nbsp;Series 2021-2A Class E | &nbsp;&nbsp;Series 2021-2A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.250%<br> Floor 6.250%<br> 07/15/2034 | &nbsp;&nbsp;10.329% | &nbsp;&nbsp;8350000 | &nbsp;&nbsp;&nbsp;&nbsp;7310667 |
| &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR |
| &nbsp;&nbsp;3-month USD LIBOR + 7.000%<br> Floor 7.000%<br> 07/20/2034 | &nbsp;&nbsp;11.243% | 11400000 | &nbsp;&nbsp;&nbsp;&nbsp;9278152 |
| &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a),(c),(d)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B | &nbsp;&nbsp;Subordinated Series 2021-1 Class B |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2.853% | &nbsp;&nbsp;2806714 | &nbsp;&nbsp;&nbsp;&nbsp;2797943 |
| &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-A Class C | &nbsp;&nbsp;Subordinated Series 2021-A Class C | &nbsp;&nbsp;Subordinated Series 2021-A Class C | &nbsp;&nbsp;Subordinated Series 2021-A Class C |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 16000000 | &nbsp;&nbsp;15110245 |
| &nbsp;&nbsp;Madison Park Funding XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-22A Class DR | &nbsp;&nbsp;Series 2016-22A Class DR | &nbsp;&nbsp;Series 2016-22A Class DR | &nbsp;&nbsp;Series 2016-22A Class DR |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 3.500%<br> 01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7.579% | 10900000 | &nbsp;&nbsp;&nbsp;&nbsp;9986046 |
| &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.500%<br> Floor 6.500%<br> 07/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9.210% | &nbsp;&nbsp;9700000 | &nbsp;&nbsp;&nbsp;&nbsp;8599234 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Octagon Investment Partners 48 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 48 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 48 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 48 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-3A Class ER | &nbsp;&nbsp;Series 2020-3A Class ER | &nbsp;&nbsp;Series 2020-3A Class ER | &nbsp;&nbsp;Series 2020-3A Class ER |
| &nbsp;&nbsp;3-month USD LIBOR + 6.700%<br> Floor 6.700%<br> 10/20/2034 | &nbsp;&nbsp;10.943% | 12750000 | &nbsp;&nbsp;&nbsp;&nbsp;11499365 |
| &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8.050% | 13934962 | &nbsp;&nbsp;&nbsp;&nbsp;13536882 |
| &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;962476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962476 |
| &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A |
| &nbsp;&nbsp;01/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;4557142 | &nbsp;&nbsp;&nbsp;&nbsp;4318065 |
| &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E | &nbsp;&nbsp;Series 2021-1A Class E |
| &nbsp;&nbsp;3-month USD LIBOR + 6.350%<br> Floor 6.350%<br> 07/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8.862% | &nbsp;&nbsp;6900000 | &nbsp;&nbsp;&nbsp;&nbsp;5981479 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $166,208,539) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $166,208,539) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $166,208,539) | &nbsp;&nbsp;**146893966** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.1%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.1%** |
| &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.840%<br> Floor 1.840%<br> 10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5.713% | &nbsp;&nbsp;3485000 | &nbsp;&nbsp;&nbsp;&nbsp;3327135 |
| &nbsp;&nbsp;Subordinated Series 2019-DPLO Class E | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class E | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class E | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.240%<br> Floor 2.240%<br> 10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6.113% | 11510000 | &nbsp;&nbsp;&nbsp;&nbsp;10876950 |
| &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.400%<br> Floor 2.400%<br> 06/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6.276% | &nbsp;&nbsp;8700000 | &nbsp;&nbsp;&nbsp;&nbsp;8036671 |
| &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.800%<br> Floor 1.925%<br> 06/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5.676% | 13700000 | &nbsp;&nbsp;&nbsp;&nbsp;13098410 |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-MFM1 Class E | &nbsp;&nbsp;Subordinated Series 2021-MFM1 Class E | &nbsp;&nbsp;Subordinated Series 2021-MFM1 Class E | &nbsp;&nbsp;Subordinated Series 2021-MFM1 Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 2.250%<br> 01/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6481996 |
| &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E |
| &nbsp;&nbsp;12/09/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4.076% | &nbsp;&nbsp;7208000 | &nbsp;&nbsp;&nbsp;&nbsp;5604639 |

---

2 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-OC11 Class D | &nbsp;&nbsp;Subordinated Series 2019-OC11 Class D | &nbsp;&nbsp;Subordinated Series 2019-OC11 Class D | &nbsp;&nbsp;Subordinated Series 2019-OC11 Class D |
| &nbsp;&nbsp;12/09/2041 | &nbsp;&nbsp;4.076% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;4791730 |
| &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.721%<br> Floor 2.721%<br> 11/15/2038 | &nbsp;&nbsp;6.596% | &nbsp;&nbsp;8490000 | &nbsp;&nbsp;&nbsp;&nbsp;7788659 |
| &nbsp;&nbsp;Subordinated Series 2019-IKPR Class F | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class F | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class F | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.417%<br> Floor 3.417%<br> 11/15/2038 | &nbsp;&nbsp;7.292% | 16035000 | &nbsp;&nbsp;14536997 |
| &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.492%<br> Floor 3.492%<br> 11/15/2037 | &nbsp;&nbsp;7.368% | &nbsp;&nbsp;6536887 | &nbsp;&nbsp;&nbsp;&nbsp;6209909 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F | &nbsp;&nbsp;Subordinated Series 2020-CBM Class F |
| &nbsp;&nbsp;02/10/2037 | &nbsp;&nbsp;3.754% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3443570 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;4.373% | &nbsp;&nbsp;7525000 | &nbsp;&nbsp;&nbsp;&nbsp;4965624 |
| &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;4.373% | 19910000 | &nbsp;&nbsp;10429728 |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-UVIL Class E | &nbsp;&nbsp;Subordinated Series 2019-UVIL Class E | &nbsp;&nbsp;Subordinated Series 2019-UVIL Class E | &nbsp;&nbsp;Subordinated Series 2019-UVIL Class E |
| &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;3.393% | 15300000 | &nbsp;&nbsp;11156979 |
| &nbsp;&nbsp;Hilton USA Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Series 2016-HHV Class F | &nbsp;&nbsp;Series 2016-HHV Class F | &nbsp;&nbsp;Series 2016-HHV Class F | &nbsp;&nbsp;Series 2016-HHV Class F |
| &nbsp;&nbsp;11/05/2038 | &nbsp;&nbsp;4.333% | 28590000 | &nbsp;&nbsp;24206610 |
| &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E |
| &nbsp;&nbsp;11/05/2035 | &nbsp;&nbsp;5.519% | 11500000 | &nbsp;&nbsp;10718083 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E |
| &nbsp;&nbsp;11/10/2036 | &nbsp;&nbsp;3.283% | 15500000 | &nbsp;&nbsp;13286053 |
| &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-SFR1 Class F | &nbsp;&nbsp;Series 2020-SFR1 Class F | &nbsp;&nbsp;Series 2020-SFR1 Class F | &nbsp;&nbsp;Series 2020-SFR1 Class F |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;3.431% | 17000000 | &nbsp;&nbsp;15296945 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class F | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class F | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class F | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class F |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;6.152% | 12000000 | &nbsp;&nbsp;11602025 |
| &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-NYCH Class C | &nbsp;&nbsp;Series 2018-NYCH Class C | &nbsp;&nbsp;Series 2018-NYCH Class C | &nbsp;&nbsp;Series 2018-NYCH Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.500%<br> Floor 1.500%<br> 02/15/2032 | &nbsp;&nbsp;5.375% | 10941000 | &nbsp;&nbsp;10453139 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2017-SMP Class D | &nbsp;&nbsp;Subordinated Series 2017-SMP Class D | &nbsp;&nbsp;Subordinated Series 2017-SMP Class D | &nbsp;&nbsp;Subordinated Series 2017-SMP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.775%<br> Floor 1.650%<br> 12/15/2034 | &nbsp;&nbsp;5.651% | 9790000 | &nbsp;&nbsp;&nbsp;&nbsp;8940138 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $226,699,954) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $226,699,954) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $226,699,954) | &nbsp;&nbsp;**205251990** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** |
| &nbsp;&nbsp;**Media 0.0%** | &nbsp;&nbsp;**Media 0.0%** | &nbsp;&nbsp;**Media 0.0%** |
| &nbsp;&nbsp;iHeartMedia, Inc., Class A<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96440 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**96440** |
| &nbsp;&nbsp;**Consumer Discretionary 0.0%** | &nbsp;&nbsp;**Consumer Discretionary 0.0%** | &nbsp;&nbsp;**Consumer Discretionary 0.0%** |
| &nbsp;&nbsp;**Multiline Retail 0.0%** | &nbsp;&nbsp;**Multiline Retail 0.0%** | &nbsp;&nbsp;**Multiline Retail 0.0%** |
| &nbsp;&nbsp;Belk, Inc.<sup>(d),(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**462** |
| &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** |
| &nbsp;&nbsp;**Energy Equipment & Services 0.0%** | &nbsp;&nbsp;**Energy Equipment & Services 0.0%** | &nbsp;&nbsp;**Energy Equipment & Services 0.0%** |
| &nbsp;&nbsp;Covia Holdings Corp.<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;74466 | &nbsp;&nbsp;1028562 |
| &nbsp;&nbsp;McDermott International Ltd.<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25268 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;1053830 |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** |
| &nbsp;&nbsp;New Frontera Holdings<sup>(d),(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| &nbsp;&nbsp;Southcross Energy Partners LLC<sup>(d),(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| &nbsp;&nbsp;Southcross Energy Partners LLC, Class A<sup>(d),(f)</sup> | &nbsp;&nbsp;272263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14974 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15297 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**1069127** |
| &nbsp;&nbsp;**Industrials 0.0%** | &nbsp;&nbsp;**Industrials 0.0%** | &nbsp;&nbsp;**Industrials 0.0%** |
| &nbsp;&nbsp;**Machinery 0.0%** | &nbsp;&nbsp;**Machinery 0.0%** | &nbsp;&nbsp;**Machinery 0.0%** |
| &nbsp;&nbsp;TNT Crane and Rigging, Inc.<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23468 | &nbsp;&nbsp;&nbsp;&nbsp;190677 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;&nbsp;&nbsp;**190677** |
| &nbsp;&nbsp;**Information Technology 0.0%** | &nbsp;&nbsp;**Information Technology 0.0%** | &nbsp;&nbsp;**Information Technology 0.0%** |
| &nbsp;&nbsp;**Communications Equipment 0.0%** | &nbsp;&nbsp;**Communications Equipment 0.0%** | &nbsp;&nbsp;**Communications Equipment 0.0%** |
| &nbsp;&nbsp;Riverbed Technology, Inc.<sup>(d),(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3394** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,389,099) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,389,099) | &nbsp;&nbsp;**1360100** |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 3

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Bonds 0.1%** | &nbsp;&nbsp;**Convertible Bonds 0.1%** | &nbsp;&nbsp;**Convertible Bonds 0.1%** | &nbsp;&nbsp;**Convertible Bonds 0.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** | &nbsp;&nbsp;**Cable and Satellite 0.1%** |
| &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;3.375% | 9468000 | &nbsp;&nbsp;6130530 |
| &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $8,962,594) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $8,962,594) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $8,962,594) | &nbsp;&nbsp;**6130530** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks 0.0%** |
| &nbsp;&nbsp;**Issuer** |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Information Technology 0.0%** | &nbsp;&nbsp;**Information Technology 0.0%** | &nbsp;&nbsp;**Information Technology 0.0%** | &nbsp;&nbsp;**Information Technology 0.0%** |
| &nbsp;&nbsp;**Communications Equipment 0.0%** | &nbsp;&nbsp;**Communications Equipment 0.0%** | &nbsp;&nbsp;**Communications Equipment 0.0%** | &nbsp;&nbsp;**Communications Equipment 0.0%** |
| &nbsp;&nbsp;Riverbed Technology, Inc.<sup>(d)</sup> | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;14204 | &nbsp;&nbsp;14204 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**14204** |
| &nbsp;&nbsp;Total Convertible Preferred Stocks<br> (Cost $307,751) | &nbsp;&nbsp;Total Convertible Preferred Stocks<br> (Cost $307,751) | &nbsp;&nbsp;Total Convertible Preferred Stocks<br> (Cost $307,751) | &nbsp;&nbsp;**14204** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 42.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 42.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 42.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 42.9%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Aerospace & Defense 1.3%** | &nbsp;&nbsp;**Aerospace & Defense 1.3%** | &nbsp;&nbsp;**Aerospace & Defense 1.3%** | &nbsp;&nbsp;**Aerospace & Defense 1.3%** |
| &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | 12470000 | &nbsp;&nbsp;&nbsp;&nbsp;9809534 |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;9390000 | &nbsp;&nbsp;&nbsp;&nbsp;8285227 |
| &nbsp;&nbsp;08/01/2059 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 18928000 | &nbsp;&nbsp;13115058 |
| &nbsp;&nbsp;05/01/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;7549000 | &nbsp;&nbsp;&nbsp;&nbsp;6982745 |
| &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;2816000 | &nbsp;&nbsp;&nbsp;&nbsp;2771158 |
| &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;5006000 | &nbsp;&nbsp;&nbsp;&nbsp;4229142 |
| &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9.375% | &nbsp;&nbsp;1135000 | &nbsp;&nbsp;&nbsp;&nbsp;1194456 |
| &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;2772000 | &nbsp;&nbsp;&nbsp;&nbsp;2829426 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;8643000 | &nbsp;&nbsp;&nbsp;&nbsp;8592647 |
| &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;1566000 | &nbsp;&nbsp;&nbsp;&nbsp;1537404 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;4776000 | &nbsp;&nbsp;&nbsp;&nbsp;4501244 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;2458000 | &nbsp;&nbsp;&nbsp;&nbsp;2162418 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**66010459** |
| &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** |
| &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;2022000 | &nbsp;&nbsp;&nbsp;&nbsp;1850078 |
| &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;2307000 | &nbsp;&nbsp;&nbsp;&nbsp;2563027 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/20/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7804098 | &nbsp;&nbsp;&nbsp;&nbsp;7585147 |
| &nbsp;&nbsp;04/20/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;230425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215170 |
| &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/20/2026 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4536720 | &nbsp;&nbsp;&nbsp;&nbsp;4298951 |
| &nbsp;&nbsp;Spirit Loyalty Cayman Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Spirit Loyalty Cayman Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Spirit Loyalty Cayman Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Spirit Loyalty Cayman Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/20/2025 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2435000 | &nbsp;&nbsp;&nbsp;&nbsp;2462948 |
| &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1693000 | &nbsp;&nbsp;&nbsp;&nbsp;1574801 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**20550122** |
| &nbsp;&nbsp;**Automotive 0.7%** | &nbsp;&nbsp;**Automotive 0.7%** | &nbsp;&nbsp;**Automotive 0.7%** | &nbsp;&nbsp;**Automotive 0.7%** |
| &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. |
| &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183431 |
| &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. |
| &nbsp;&nbsp;02/12/2032 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3984000 | &nbsp;&nbsp;&nbsp;&nbsp;3157494 |
| &nbsp;&nbsp;01/15/2043 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5753000 | &nbsp;&nbsp;&nbsp;&nbsp;4267500 |
| &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC |
| &nbsp;&nbsp;09/08/2024 | &nbsp;&nbsp;3.664% | &nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp;3545070 |
| &nbsp;&nbsp;06/16/2025 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4449000 | &nbsp;&nbsp;&nbsp;&nbsp;4307267 |
| &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956463 |
| &nbsp;&nbsp;08/17/2027 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4839000 | &nbsp;&nbsp;&nbsp;&nbsp;4407376 |
| &nbsp;&nbsp;11/04/2027 | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;1788000 | &nbsp;&nbsp;&nbsp;&nbsp;1856293 |
| &nbsp;&nbsp;02/16/2028 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1231000 | &nbsp;&nbsp;&nbsp;&nbsp;1035384 |
| &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421372 |
| &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4437000 | &nbsp;&nbsp;&nbsp;&nbsp;3837114 |
| &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1497000 | &nbsp;&nbsp;&nbsp;&nbsp;1471067 |
| &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(h)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(h)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(h)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(h)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547379 |
| &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1518000 | &nbsp;&nbsp;&nbsp;&nbsp;1485374 |
| &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3927000 | &nbsp;&nbsp;&nbsp;&nbsp;3849896 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**35328480** |
| &nbsp;&nbsp;**Banking 7.8%** | &nbsp;&nbsp;**Banking 7.8%** | &nbsp;&nbsp;**Banking 7.8%** | &nbsp;&nbsp;**Banking 7.8%** |
| &nbsp;&nbsp;Bank of America Corp.<sup>(i)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(i)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(i)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(i)</sup> |
| &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;2.884% | 41540000 | &nbsp;&nbsp;35383322 |
| &nbsp;&nbsp;10/24/2031 | &nbsp;&nbsp;1.922% | 47155000 | &nbsp;&nbsp;36547863 |
| &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;2.572% | 19830000 | &nbsp;&nbsp;15792515 |
| &nbsp;&nbsp;02/04/2033 | &nbsp;&nbsp;2.972% | 35980000 | &nbsp;&nbsp;29483235 |
| &nbsp;&nbsp;Citigroup, Inc.<sup>(i)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(i)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(i)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(i)</sup> |
| &nbsp;&nbsp;06/03/2031 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;5572000 | &nbsp;&nbsp;&nbsp;&nbsp;4571974 |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;3.057% | 33061000 | &nbsp;&nbsp;27197788 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(i)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(i)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(i)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(i)</sup> |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.383% | 42449000 | &nbsp;&nbsp;33575531 |
| &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9206000 | &nbsp;&nbsp;&nbsp;&nbsp;7388065 |

---

4 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(i)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(i)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(i)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(i)</sup> |
| &nbsp;&nbsp;05/24/2032 | &nbsp;&nbsp;2.804% | 12449000 | &nbsp;&nbsp;&nbsp;&nbsp;9640812 |
| &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;2.871% | 36469000 | &nbsp;&nbsp;&nbsp;&nbsp;27846997 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(i)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(i)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(i)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(i)</sup> |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;3322000 | &nbsp;&nbsp;&nbsp;&nbsp;2821236 |
| &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150250 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.580% | 48337000 | &nbsp;&nbsp;&nbsp;&nbsp;39268268 |
| &nbsp;&nbsp;11/08/2032 | &nbsp;&nbsp;2.545% | 53175000 | &nbsp;&nbsp;&nbsp;&nbsp;42613627 |
| &nbsp;&nbsp;Morgan Stanley<sup>(i)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(i)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(i)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(i)</sup> |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7279000 | &nbsp;&nbsp;&nbsp;&nbsp;5676995 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/16/2036 | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;2990000 | &nbsp;&nbsp;&nbsp;&nbsp;2218326 |
| &nbsp;&nbsp;04/20/2037 | &nbsp;&nbsp;5.297% | 15235000 | &nbsp;&nbsp;&nbsp;&nbsp;14180755 |
| &nbsp;&nbsp;Wells Fargo & Co.<sup>(i)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(i)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(i)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(i)</sup> |
| &nbsp;&nbsp;02/11/2031 | &nbsp;&nbsp;2.572% | 50120000 | &nbsp;&nbsp;&nbsp;&nbsp;42019180 |
| &nbsp;&nbsp;03/02/2033 | &nbsp;&nbsp;3.350% | 17034000 | &nbsp;&nbsp;&nbsp;&nbsp;14564508 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**390941247** |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.3%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.3%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.3%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.3%** |
| &nbsp;&nbsp;AG Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53244 |
| &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;3743000 | &nbsp;&nbsp;&nbsp;&nbsp;3783193 |
| &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2280000 | &nbsp;&nbsp;&nbsp;&nbsp;1892497 |
| &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2568000 | &nbsp;&nbsp;&nbsp;&nbsp;2469727 |
| &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2419000 | &nbsp;&nbsp;&nbsp;&nbsp;2107734 |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8366000 | &nbsp;&nbsp;&nbsp;&nbsp;7077053 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**17383448** |
| &nbsp;&nbsp;**Building Materials 0.3%** | &nbsp;&nbsp;**Building Materials 0.3%** | &nbsp;&nbsp;**Building Materials 0.3%** | &nbsp;&nbsp;**Building Materials 0.3%** |
| &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2879000 | &nbsp;&nbsp;&nbsp;&nbsp;2605205 |
| &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2420000 | &nbsp;&nbsp;&nbsp;&nbsp;2247040 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1447000 | &nbsp;&nbsp;&nbsp;&nbsp;1216950 |
| &nbsp;&nbsp;Cemex SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Cemex SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Cemex SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Cemex SAB de CV<sup>(a)</sup> |
| &nbsp;&nbsp;06/05/2027 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355163 |
| &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1493000 | &nbsp;&nbsp;&nbsp;&nbsp;1377606 |
| &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3231000 | &nbsp;&nbsp;&nbsp;&nbsp;2881952 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2178000 | &nbsp;&nbsp;&nbsp;&nbsp;1807554 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2378000 | &nbsp;&nbsp;&nbsp;&nbsp;1959133 |
| &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1730000 | &nbsp;&nbsp;&nbsp;&nbsp;1497412 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**15948015** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Cable and Satellite 2.4%** | &nbsp;&nbsp;**Cable and Satellite 2.4%** | &nbsp;&nbsp;**Cable and Satellite 2.4%** | &nbsp;&nbsp;**Cable and Satellite 2.4%** |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;3596000 | &nbsp;&nbsp;&nbsp;&nbsp;3380417 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;2860000 | &nbsp;&nbsp;&nbsp;&nbsp;2624308 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;1545000 | &nbsp;&nbsp;&nbsp;&nbsp;1401800 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;1653000 | &nbsp;&nbsp;&nbsp;&nbsp;1423619 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;4927000 | &nbsp;&nbsp;&nbsp;&nbsp;4150888 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;866000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707169 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;2722000 | &nbsp;&nbsp;&nbsp;&nbsp;2274892 |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. |
| &nbsp;&nbsp;05/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;9589000 | &nbsp;&nbsp;&nbsp;&nbsp;7917762 |
| &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital |
| &nbsp;&nbsp;05/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;4290000 | &nbsp;&nbsp;&nbsp;&nbsp;3542226 |
| &nbsp;&nbsp;06/30/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;6305000 | &nbsp;&nbsp;&nbsp;&nbsp;3964046 |
| &nbsp;&nbsp;04/01/2063 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | 24569000 | &nbsp;&nbsp;19840610 |
| &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685986 |
| &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;2654000 | &nbsp;&nbsp;&nbsp;&nbsp;1807705 |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;3068000 | &nbsp;&nbsp;&nbsp;&nbsp;2348254 |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;2412000 | &nbsp;&nbsp;&nbsp;&nbsp;1526340 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;7934000 | &nbsp;&nbsp;&nbsp;&nbsp;5719878 |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;1621000 | &nbsp;&nbsp;&nbsp;&nbsp;1039179 |
| &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;2147000 | &nbsp;&nbsp;&nbsp;&nbsp;1969631 |
| &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;2502000 | &nbsp;&nbsp;&nbsp;&nbsp;2038828 |
| &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;9845000 | &nbsp;&nbsp;&nbsp;&nbsp;6475352 |
| &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1969000 | &nbsp;&nbsp;&nbsp;&nbsp;2023685 |
| &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;3415000 | &nbsp;&nbsp;&nbsp;&nbsp;2798599 |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;5130000 | &nbsp;&nbsp;&nbsp;&nbsp;2823879 |
| &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;2513000 | &nbsp;&nbsp;&nbsp;&nbsp;2273110 |
| &nbsp;&nbsp;08/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536424 |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441853 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;1278000 | &nbsp;&nbsp;&nbsp;&nbsp;1191420 |
| &nbsp;&nbsp;07/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;2187000 | &nbsp;&nbsp;&nbsp;&nbsp;1845432 |
| &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 18114000 | &nbsp;&nbsp;15412970 |
| &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;4644000 | &nbsp;&nbsp;&nbsp;&nbsp;3801353 |
| &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;2577000 | &nbsp;&nbsp;&nbsp;&nbsp;2351950 |
| &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;5066000 | &nbsp;&nbsp;&nbsp;&nbsp;4189419 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 5

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> |
| &nbsp;&nbsp;02/28/2030 | &nbsp;&nbsp;5.125% | 1818000 | &nbsp;&nbsp;&nbsp;&nbsp;1475126 |
| &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;6.000% | 1956000 | &nbsp;&nbsp;&nbsp;&nbsp;1796135 |
| &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.875% | 5065000 | &nbsp;&nbsp;&nbsp;&nbsp;4304585 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**122104830** |
| &nbsp;&nbsp;**Chemicals 0.9%** | &nbsp;&nbsp;**Chemicals 0.9%** | &nbsp;&nbsp;**Chemicals 0.9%** | &nbsp;&nbsp;**Chemicals 0.9%** |
| &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2030 | &nbsp;&nbsp;7.125% | 2176000 | &nbsp;&nbsp;&nbsp;&nbsp;2134769 |
| &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.375% | 1492000 | &nbsp;&nbsp;&nbsp;&nbsp;1222023 |
| &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.750% | 1456000 | &nbsp;&nbsp;&nbsp;&nbsp;1334075 |
| &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/10/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453418 |
| &nbsp;&nbsp;01/31/2030 | &nbsp;&nbsp;4.500% | 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;7696137 |
| &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;7.125% | 2823000 | &nbsp;&nbsp;&nbsp;&nbsp;2654532 |
| &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.875% | 4241000 | &nbsp;&nbsp;&nbsp;&nbsp;3628466 |
| &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.250% | 3430000 | &nbsp;&nbsp;&nbsp;&nbsp;3055433 |
| &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;4.750% | 2382000 | &nbsp;&nbsp;&nbsp;&nbsp;1923739 |
| &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;9.000% | 2058000 | &nbsp;&nbsp;&nbsp;&nbsp;1706980 |
| &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;3.375% | 1561000 | &nbsp;&nbsp;&nbsp;&nbsp;1385755 |
| &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2028 | &nbsp;&nbsp;3.875% | 2159000 | &nbsp;&nbsp;&nbsp;&nbsp;1840934 |
| &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;9.375% | 1917000 | &nbsp;&nbsp;&nbsp;&nbsp;1880519 |
| &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(h)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(h)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(h)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(h)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;8.750% | 1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889706 |
| &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;4.250% | 3005000 | &nbsp;&nbsp;&nbsp;&nbsp;2434729 |
| &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.125% | 1001000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858641 |
| &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;5.250% | 1512000 | &nbsp;&nbsp;&nbsp;&nbsp;1249087 |
| &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.875% | 4613000 | &nbsp;&nbsp;&nbsp;&nbsp;4132918 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;5.625% | 5715000 | &nbsp;&nbsp;&nbsp;&nbsp;4709669 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**45191530** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** | &nbsp;&nbsp;**Construction Machinery 0.2%** |
| &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6880000 | &nbsp;&nbsp;&nbsp;&nbsp;5949131 |
| &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1295000 | &nbsp;&nbsp;&nbsp;&nbsp;1211238 |
| &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1649000 | &nbsp;&nbsp;&nbsp;&nbsp;1626661 |
| &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779275 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;997000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822841 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10389146** |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** |
| &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583582 |
| &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3340000 | &nbsp;&nbsp;&nbsp;&nbsp;2747417 |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2464000 | &nbsp;&nbsp;&nbsp;&nbsp;1988039 |
| &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2024000 | &nbsp;&nbsp;&nbsp;&nbsp;1807200 |
| &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2014000 | &nbsp;&nbsp;&nbsp;&nbsp;1796325 |
| &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2461000 | &nbsp;&nbsp;&nbsp;&nbsp;2477441 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.500% | 13892000 | &nbsp;&nbsp;12101482 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**23501486** |
| &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** |
| &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2516000 | &nbsp;&nbsp;&nbsp;&nbsp;2248695 |
| &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1314000 | &nbsp;&nbsp;&nbsp;&nbsp;1284140 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864589 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1242000 | &nbsp;&nbsp;&nbsp;&nbsp;1225406 |
| &nbsp;&nbsp;04/01/2046 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6740000 | &nbsp;&nbsp;&nbsp;&nbsp;5239656 |
| &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885550 |
| &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) |
| &nbsp;&nbsp;04/01/2031 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1475000 | &nbsp;&nbsp;&nbsp;&nbsp;1131411 |
| &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993714 |
| &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1495000 | &nbsp;&nbsp;&nbsp;&nbsp;1280212 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157033 |

---

6 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1884000 | &nbsp;&nbsp;&nbsp;&nbsp;1464506 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16774912** |
| &nbsp;&nbsp;**Diversified Manufacturing 1.1%** | &nbsp;&nbsp;**Diversified Manufacturing 1.1%** | &nbsp;&nbsp;**Diversified Manufacturing 1.1%** | &nbsp;&nbsp;**Diversified Manufacturing 1.1%** |
| &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;2.722% | 16226000 | &nbsp;&nbsp;13850094 |
| &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2554000 | &nbsp;&nbsp;&nbsp;&nbsp;2462929 |
| &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. |
| &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;4.418% | 14038000 | &nbsp;&nbsp;13241025 |
| &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> | &nbsp;&nbsp;General Electric Co.<sup>(b)</sup> |
| &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated | &nbsp;&nbsp;Junior Subordinated |
| &nbsp;&nbsp;3-month USD LIBOR + 3.330%<br> 12/31/2049 | &nbsp;&nbsp;6.623% | 13800000 | &nbsp;&nbsp;13265887 |
| &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/30/2028 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1254000 | &nbsp;&nbsp;&nbsp;&nbsp;1084417 |
| &nbsp;&nbsp;06/30/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2297000 | &nbsp;&nbsp;&nbsp;&nbsp;1685458 |
| &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1882000 | &nbsp;&nbsp;&nbsp;&nbsp;1490180 |
| &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548721 |
| &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3205000 | &nbsp;&nbsp;&nbsp;&nbsp;3245166 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1539000 | &nbsp;&nbsp;&nbsp;&nbsp;1559914 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**52433791** |
| &nbsp;&nbsp;**Electric 2.1%** | &nbsp;&nbsp;**Electric 2.1%** | &nbsp;&nbsp;**Electric 2.1%** | &nbsp;&nbsp;**Electric 2.1%** |
| &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. |
| &nbsp;&nbsp;01/15/2050 | &nbsp;&nbsp;3.450% | 11560000 | &nbsp;&nbsp;&nbsp;&nbsp;8230864 |
| &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2035000 | &nbsp;&nbsp;&nbsp;&nbsp;1861760 |
| &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7347000 | &nbsp;&nbsp;&nbsp;&nbsp;6201933 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4484000 | &nbsp;&nbsp;&nbsp;&nbsp;3603841 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. |
| &nbsp;&nbsp;09/01/2046 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7780000 | &nbsp;&nbsp;&nbsp;&nbsp;5862376 |
| &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;4.750% | 15730000 | &nbsp;&nbsp;12564836 |
| &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8185000 | &nbsp;&nbsp;&nbsp;&nbsp;7128105 |
| &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3086000 | &nbsp;&nbsp;&nbsp;&nbsp;2574829 |
| &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2319000 | &nbsp;&nbsp;&nbsp;&nbsp;2251484 |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6630000 | &nbsp;&nbsp;&nbsp;&nbsp;6239008 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1229000 | &nbsp;&nbsp;&nbsp;&nbsp;1026339 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2109000 | &nbsp;&nbsp;&nbsp;&nbsp;1944384 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6846000 | &nbsp;&nbsp;&nbsp;&nbsp;5512720 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;3.875% | 14895000 | &nbsp;&nbsp;&nbsp;&nbsp;12122805 |
| &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. |
| &nbsp;&nbsp;07/01/2050 | &nbsp;&nbsp;4.950% | 12240000 | &nbsp;&nbsp;&nbsp;&nbsp;9778142 |
| &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1034000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937606 |
| &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1845000 | &nbsp;&nbsp;&nbsp;&nbsp;1684097 |
| &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) |
| &nbsp;&nbsp;07/01/2046 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9510000 | &nbsp;&nbsp;&nbsp;&nbsp;8055064 |
| &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1141000 | &nbsp;&nbsp;&nbsp;&nbsp;1064539 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3263000 | &nbsp;&nbsp;&nbsp;&nbsp;2944378 |
| &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1291000 | &nbsp;&nbsp;&nbsp;&nbsp;1248535 |
| &nbsp;&nbsp;07/31/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1280000 | &nbsp;&nbsp;&nbsp;&nbsp;1198797 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1871000 | &nbsp;&nbsp;&nbsp;&nbsp;1673563 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**105710005** |
| &nbsp;&nbsp;**Environmental 0.3%** | &nbsp;&nbsp;**Environmental 0.3%** | &nbsp;&nbsp;**Environmental 0.3%** | &nbsp;&nbsp;**Environmental 0.3%** |
| &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1809000 | &nbsp;&nbsp;&nbsp;&nbsp;1733218 |
| &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2533000 | &nbsp;&nbsp;&nbsp;&nbsp;2389521 |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1425000 | &nbsp;&nbsp;&nbsp;&nbsp;1371671 |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1717358 |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2070000 | &nbsp;&nbsp;&nbsp;&nbsp;1840564 |
| &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5139000 | &nbsp;&nbsp;&nbsp;&nbsp;4743745 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**13796077** |
| &nbsp;&nbsp;**Finance Companies 0.7%** | &nbsp;&nbsp;**Finance Companies 0.7%** | &nbsp;&nbsp;**Finance Companies 0.7%** | &nbsp;&nbsp;**Finance Companies 0.7%** |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. |
| &nbsp;&nbsp;01/25/2023 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1992000 | &nbsp;&nbsp;&nbsp;&nbsp;1985672 |
| &nbsp;&nbsp;09/25/2023 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525280 |
| &nbsp;&nbsp;06/25/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853903 |
| &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. |
| &nbsp;&nbsp;09/15/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137461 |
| &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3141000 | &nbsp;&nbsp;&nbsp;&nbsp;2774193 |
| &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4226000 | &nbsp;&nbsp;&nbsp;&nbsp;3401010 |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3811000 | &nbsp;&nbsp;&nbsp;&nbsp;2947218 |
| &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;4.000% | 19824000 | &nbsp;&nbsp;&nbsp;&nbsp;14570536 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 7

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2537000 | &nbsp;&nbsp;&nbsp;&nbsp;2531653 |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3440000 | &nbsp;&nbsp;&nbsp;&nbsp;3355791 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**33082717** |
| &nbsp;&nbsp;**Food and Beverage 2.1%** | &nbsp;&nbsp;**Food and Beverage 2.1%** | &nbsp;&nbsp;**Food and Beverage 2.1%** | &nbsp;&nbsp;**Food and Beverage 2.1%** |
| &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| &nbsp;&nbsp;02/01/2046 | &nbsp;&nbsp;4.900% | 13775000 | &nbsp;&nbsp;&nbsp;&nbsp;12905819 |
| &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;5.300% | 20083000 | &nbsp;&nbsp;&nbsp;&nbsp;17915671 |
| &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2845000 | &nbsp;&nbsp;&nbsp;&nbsp;2775237 |
| &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;5.625% | 10218000 | &nbsp;&nbsp;&nbsp;&nbsp;9365656 |
| &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> |
| &nbsp;&nbsp;06/27/2024 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2166000 | &nbsp;&nbsp;&nbsp;&nbsp;2125183 |
| &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. |
| &nbsp;&nbsp;06/01/2046 | &nbsp;&nbsp;4.375% | 12981000 | &nbsp;&nbsp;&nbsp;&nbsp;10935614 |
| &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845096 |
| &nbsp;&nbsp;01/31/2030 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2124000 | &nbsp;&nbsp;&nbsp;&nbsp;1897889 |
| &nbsp;&nbsp;01/31/2032 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2110000 | &nbsp;&nbsp;&nbsp;&nbsp;1867866 |
| &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3370000 | &nbsp;&nbsp;&nbsp;&nbsp;3329162 |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4780000 | &nbsp;&nbsp;&nbsp;&nbsp;4153996 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;3.500% | 28039000 | &nbsp;&nbsp;&nbsp;&nbsp;22675062 |
| &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1840000 | &nbsp;&nbsp;&nbsp;&nbsp;1794357 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1287000 | &nbsp;&nbsp;&nbsp;&nbsp;1129832 |
| &nbsp;&nbsp;09/15/2031 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2918000 | &nbsp;&nbsp;&nbsp;&nbsp;2465007 |
| &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2296000 | &nbsp;&nbsp;&nbsp;&nbsp;1979218 |
| &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3314000 | &nbsp;&nbsp;&nbsp;&nbsp;2741384 |
| &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177365 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;967000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871875 |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1757000 | &nbsp;&nbsp;&nbsp;&nbsp;1540104 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**103491393** |
| &nbsp;&nbsp;**Gaming 0.8%** | &nbsp;&nbsp;**Gaming 0.8%** | &nbsp;&nbsp;**Gaming 0.8%** | &nbsp;&nbsp;**Gaming 0.8%** |
| &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1260000 | &nbsp;&nbsp;&nbsp;&nbsp;1175016 |
| &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2548000 | &nbsp;&nbsp;&nbsp;&nbsp;2235703 |
| &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5516000 | &nbsp;&nbsp;&nbsp;&nbsp;4640858 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;5.750% |  | 3950000 | &nbsp;&nbsp;&nbsp;&nbsp;3905741 |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.250% |  | 5374000 | &nbsp;&nbsp;&nbsp;&nbsp;5302424 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;8.125% |  | 2777000 | &nbsp;&nbsp;&nbsp;&nbsp;2787944 |
| &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;6.500% |  | &nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562430 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.125% |  | 1446000 | &nbsp;&nbsp;&nbsp;&nbsp;1360832 |
| &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.750% |  | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199436 |
| &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.875% |  | 4992000 | &nbsp;&nbsp;&nbsp;&nbsp;4310870 |
| &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.125% |  | 1853000 | &nbsp;&nbsp;&nbsp;&nbsp;1526968 |
| &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;6.625% |  | 3087000 | &nbsp;&nbsp;&nbsp;&nbsp;2612378 |
| &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;8.625% |  | 1839000 | &nbsp;&nbsp;&nbsp;&nbsp;1896522 |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;7.000% |  | 1446000 | &nbsp;&nbsp;&nbsp;&nbsp;1432564 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;7.250% |  | 2450000 | &nbsp;&nbsp;&nbsp;&nbsp;2411232 |
| &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;5.500% |  | 2369000 | &nbsp;&nbsp;&nbsp;&nbsp;2277791 |
| &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;7.750% |  | &nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329372 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**38968081** |
| &nbsp;&nbsp;**Health Care 2.4%** | &nbsp;&nbsp;**Health Care 2.4%** | &nbsp;&nbsp;**Health Care 2.4%** | &nbsp;&nbsp;**Health Care 2.4%** | &nbsp;&nbsp;**Health Care 2.4%** |
| &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;5.500% |  | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;1060011 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.000% |  | 1372000 | &nbsp;&nbsp;&nbsp;&nbsp;1265198 |
| &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2029 | &nbsp;&nbsp;4.625% |  | 1012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851202 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;5.125% |  | 3368000 | &nbsp;&nbsp;&nbsp;&nbsp;2882993 |
| &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;4.625% |  | 1819000 | &nbsp;&nbsp;&nbsp;&nbsp;1673298 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;3.875% |  | 4553000 | &nbsp;&nbsp;&nbsp;&nbsp;3904502 |
| &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL |
| &nbsp;&nbsp;08/13/2041 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;EUR | 8469000 | &nbsp;&nbsp;&nbsp;&nbsp;5941148 |
| &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.125% |  | &nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479324 |
| &nbsp;&nbsp;04/01/2030 | &nbsp;&nbsp;3.500% |  | 1731000 | &nbsp;&nbsp;&nbsp;&nbsp;1428103 |
| &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414507 |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;3.750% |  | 1124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984094 |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;4.000% |  | &nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842396 |
| &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;6.875% |  | 2712000 | &nbsp;&nbsp;&nbsp;&nbsp;1450091 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;5.250% |  | 5131000 | &nbsp;&nbsp;&nbsp;&nbsp;3919470 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;4.750% |  | 3273000 | &nbsp;&nbsp;&nbsp;&nbsp;2403642 |

---

8 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. |
| &nbsp;&nbsp;03/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | 14239000 | &nbsp;&nbsp;&nbsp;&nbsp;13187058 |
| &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | 17075000 | &nbsp;&nbsp;&nbsp;&nbsp;17478229 |
| &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;2135000 | &nbsp;&nbsp;&nbsp;&nbsp;2156036 |
| &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | 25887000 | &nbsp;&nbsp;&nbsp;&nbsp;20825175 |
| &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;1424000 | &nbsp;&nbsp;&nbsp;&nbsp;1288752 |
| &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792685 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;1864000 | &nbsp;&nbsp;&nbsp;&nbsp;1795520 |
| &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;3152000 | &nbsp;&nbsp;&nbsp;&nbsp;2569495 |
| &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;1976000 | &nbsp;&nbsp;&nbsp;&nbsp;1754616 |
| &nbsp;&nbsp;RP Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;RP Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;RP Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;RP Escrow Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;7315000 | &nbsp;&nbsp;&nbsp;&nbsp;6127726 |
| &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;4045000 | &nbsp;&nbsp;&nbsp;&nbsp;3914370 |
| &nbsp;&nbsp;Surgery Center Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Surgery Center Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Surgery Center Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Surgery Center Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;1837000 | &nbsp;&nbsp;&nbsp;&nbsp;1810362 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;1363000 | &nbsp;&nbsp;&nbsp;&nbsp;1371014 |
| &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334665 |
| &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;2592000 | &nbsp;&nbsp;&nbsp;&nbsp;2496584 |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;2761000 | &nbsp;&nbsp;&nbsp;&nbsp;2586957 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;4212000 | &nbsp;&nbsp;&nbsp;&nbsp;3715344 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;1872000 | &nbsp;&nbsp;&nbsp;&nbsp;1630383 |
| &nbsp;&nbsp;US Acute Care Solutions LLC<sup>(a)</sup> | &nbsp;&nbsp;US Acute Care Solutions LLC<sup>(a)</sup> | &nbsp;&nbsp;US Acute Care Solutions LLC<sup>(a)</sup> | &nbsp;&nbsp;US Acute Care Solutions LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;2468000 | &nbsp;&nbsp;&nbsp;&nbsp;2239208 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**117574158** |
| &nbsp;&nbsp;**Healthcare Insurance 0.2%** | &nbsp;&nbsp;**Healthcare Insurance 0.2%** | &nbsp;&nbsp;**Healthcare Insurance 0.2%** | &nbsp;&nbsp;**Healthcare Insurance 0.2%** |
| &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;2786000 | &nbsp;&nbsp;&nbsp;&nbsp;2301165 |
| &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;4611000 | &nbsp;&nbsp;&nbsp;&nbsp;3804867 |
| &nbsp;&nbsp;08/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;7507000 | &nbsp;&nbsp;&nbsp;&nbsp;5948410 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**12054442** |
| &nbsp;&nbsp;**Home Construction 0.3%** | &nbsp;&nbsp;**Home Construction 0.3%** | &nbsp;&nbsp;**Home Construction 0.3%** | &nbsp;&nbsp;**Home Construction 0.3%** |
| &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. |
| &nbsp;&nbsp;06/06/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;2373000 | &nbsp;&nbsp;&nbsp;&nbsp;2242208 |
| &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;9096000 | &nbsp;&nbsp;&nbsp;&nbsp;7708109 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2763000 | &nbsp;&nbsp;&nbsp;&nbsp;2385675 |
| &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1294000 | &nbsp;&nbsp;&nbsp;&nbsp;1209670 |
| &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2024 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688944 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14234606** |
| &nbsp;&nbsp;**Independent Energy 1.5%** | &nbsp;&nbsp;**Independent Energy 1.5%** | &nbsp;&nbsp;**Independent Energy 1.5%** | &nbsp;&nbsp;**Independent Energy 1.5%** |
| &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. |
| &nbsp;&nbsp;02/01/2042 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332923 |
| &nbsp;&nbsp;04/15/2043 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1601000 | &nbsp;&nbsp;&nbsp;&nbsp;1220738 |
| &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6352000 | &nbsp;&nbsp;&nbsp;&nbsp;6098089 |
| &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6021000 | &nbsp;&nbsp;&nbsp;&nbsp;5942480 |
| &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/14/2027 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223194 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1638000 | &nbsp;&nbsp;&nbsp;&nbsp;1540739 |
| &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3953000 | &nbsp;&nbsp;&nbsp;&nbsp;3636203 |
| &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966778 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1426000 | &nbsp;&nbsp;&nbsp;&nbsp;1305151 |
| &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1142000 | &nbsp;&nbsp;&nbsp;&nbsp;1051928 |
| &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2028 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1262000 | &nbsp;&nbsp;&nbsp;&nbsp;1207023 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3120000 | &nbsp;&nbsp;&nbsp;&nbsp;2862979 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1459000 | &nbsp;&nbsp;&nbsp;&nbsp;1346681 |
| &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2756000 | &nbsp;&nbsp;&nbsp;&nbsp;2698897 |
| &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. |
| &nbsp;&nbsp;09/01/2030 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4862000 | &nbsp;&nbsp;&nbsp;&nbsp;5073976 |
| &nbsp;&nbsp;01/01/2031 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6973000 | &nbsp;&nbsp;&nbsp;&nbsp;7077944 |
| &nbsp;&nbsp;09/15/2036 | &nbsp;&nbsp;6.450% | 19770000 | &nbsp;&nbsp;19904977 |
| &nbsp;&nbsp;03/15/2040 | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1485000 | &nbsp;&nbsp;&nbsp;&nbsp;1449924 |
| &nbsp;&nbsp;03/15/2046 | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;5307000 | &nbsp;&nbsp;&nbsp;&nbsp;5390230 |
| &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;938000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885666 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7949000 | &nbsp;&nbsp;&nbsp;&nbsp;6993877 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**77210397** |
| &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** |
| &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. |
| &nbsp;&nbsp;02/15/2052 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4960000 | &nbsp;&nbsp;&nbsp;&nbsp;3575986 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 9

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Leisure 0.6%** | &nbsp;&nbsp;**Leisure 0.6%** | &nbsp;&nbsp;**Leisure 0.6%** | &nbsp;&nbsp;**Leisure 0.6%** |
| &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;3212000 | &nbsp;&nbsp;&nbsp;&nbsp;2702164 |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;3034000 | &nbsp;&nbsp;&nbsp;&nbsp;2255966 |
| &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;10.375% | &nbsp;&nbsp;1844000 | &nbsp;&nbsp;&nbsp;&nbsp;1910129 |
| &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681694 |
| &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;782000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751582 |
| &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;6775000 | &nbsp;&nbsp;&nbsp;&nbsp;5927514 |
| &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;2526000 | &nbsp;&nbsp;&nbsp;&nbsp;2088761 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;1143000 | &nbsp;&nbsp;&nbsp;&nbsp;1017024 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;2766000 | &nbsp;&nbsp;&nbsp;&nbsp;2292619 |
| &nbsp;&nbsp;08/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;9110000 | &nbsp;&nbsp;&nbsp;&nbsp;7900567 |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;1151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955294 |
| &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;1889000 | &nbsp;&nbsp;&nbsp;&nbsp;1836798 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**30320112** |
| &nbsp;&nbsp;**Life Insurance 0.8%** | &nbsp;&nbsp;**Life Insurance 0.8%** | &nbsp;&nbsp;**Life Insurance 0.8%** | &nbsp;&nbsp;**Life Insurance 0.8%** |
| &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;4.419% | 10756000 | &nbsp;&nbsp;10661753 |
| &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a)</sup> | &nbsp;&nbsp;Massachusetts Mutual Life Insurance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;10/15/2070 | &nbsp;&nbsp;&nbsp;&nbsp;3.729% | &nbsp;&nbsp;6860000 | &nbsp;&nbsp;&nbsp;&nbsp;4608860 |
| &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | 25683000 | &nbsp;&nbsp;24939287 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**40209900** |
| &nbsp;&nbsp;**Lodging 0.1%** | &nbsp;&nbsp;**Lodging 0.1%** | &nbsp;&nbsp;**Lodging 0.1%** | &nbsp;&nbsp;**Lodging 0.1%** |
| &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;966000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959231 |
| &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;1955000 | &nbsp;&nbsp;&nbsp;&nbsp;1759653 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2718884** |
| &nbsp;&nbsp;**Media and Entertainment 2.5%** | &nbsp;&nbsp;**Media and Entertainment 2.5%** | &nbsp;&nbsp;**Media and Entertainment 2.5%** | &nbsp;&nbsp;**Media and Entertainment 2.5%** |
| &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;9716000 | &nbsp;&nbsp;&nbsp;&nbsp;9217774 |
| &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;3019000 | &nbsp;&nbsp;&nbsp;&nbsp;2871131 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2028 | &nbsp;&nbsp;7.750% |  | &nbsp;&nbsp;3499000 | &nbsp;&nbsp;&nbsp;&nbsp;2625216 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;7.500% |  | &nbsp;&nbsp;3783000 | &nbsp;&nbsp;&nbsp;&nbsp;2808406 |
| &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;3368000 | &nbsp;&nbsp;&nbsp;&nbsp;2927680 |
| &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;1407936 | &nbsp;&nbsp;&nbsp;&nbsp;1336395 |
| &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;3659000 | &nbsp;&nbsp;&nbsp;&nbsp;3260892 |
| &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2062 | &nbsp;&nbsp;5.391% |  | 54205000 | &nbsp;&nbsp;&nbsp;&nbsp;41906705 |
| &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. |
| &nbsp;&nbsp;04/15/2028 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;3047000 | &nbsp;&nbsp;&nbsp;&nbsp;2980586 |
| &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;6157000 | &nbsp;&nbsp;&nbsp;&nbsp;6275929 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7871000 | &nbsp;&nbsp;&nbsp;&nbsp;8180407 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351207 |
| &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4380000 | &nbsp;&nbsp;&nbsp;&nbsp;4355448 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;5.375% |  | &nbsp;&nbsp;1315000 | &nbsp;&nbsp;&nbsp;&nbsp;1294076 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;7476000 | &nbsp;&nbsp;&nbsp;&nbsp;7282386 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;4.875% |  | 13193000 | &nbsp;&nbsp;&nbsp;&nbsp;12565800 |
| &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;1420000 | &nbsp;&nbsp;&nbsp;&nbsp;1298646 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683732 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;2185000 | &nbsp;&nbsp;&nbsp;&nbsp;1844083 |
| &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;4335000 | &nbsp;&nbsp;&nbsp;&nbsp;3514245 |
| &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;3260000 | &nbsp;&nbsp;&nbsp;&nbsp;2667327 |
| &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;1237000 | &nbsp;&nbsp;&nbsp;&nbsp;1058998 |
| &nbsp;&nbsp;06/30/2030 | &nbsp;&nbsp;7.375% |  | &nbsp;&nbsp;1319000 | &nbsp;&nbsp;&nbsp;&nbsp;1316228 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**122623297** |
| &nbsp;&nbsp;**Metals and Mining 0.5%** | &nbsp;&nbsp;**Metals and Mining 0.5%** | &nbsp;&nbsp;**Metals and Mining 0.5%** | &nbsp;&nbsp;**Metals and Mining 0.5%** | &nbsp;&nbsp;**Metals and Mining 0.5%** |
| &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699965 |
| &nbsp;&nbsp;10/01/2031 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;3121000 | &nbsp;&nbsp;&nbsp;&nbsp;2665241 |
| &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;5.625% |  | &nbsp;&nbsp;1795000 | &nbsp;&nbsp;&nbsp;&nbsp;1646661 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;8908000 | &nbsp;&nbsp;&nbsp;&nbsp;7306617 |
| &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;6673000 | &nbsp;&nbsp;&nbsp;&nbsp;6001080 |
| &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492300 |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;2804000 | &nbsp;&nbsp;&nbsp;&nbsp;2366154 |

---

10 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1369000 | &nbsp;&nbsp;&nbsp;&nbsp;1229604 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2010000 | &nbsp;&nbsp;&nbsp;&nbsp;1814390 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1651000 | &nbsp;&nbsp;&nbsp;&nbsp;1358925 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**25580937** |
| &nbsp;&nbsp;**Midstream 2.6%** | &nbsp;&nbsp;**Midstream 2.6%** | &nbsp;&nbsp;**Midstream 2.6%** | &nbsp;&nbsp;**Midstream 2.6%** |
| &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1343000 | &nbsp;&nbsp;&nbsp;&nbsp;1232773 |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506723 |
| &nbsp;&nbsp;01/31/2032 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3525000 | &nbsp;&nbsp;&nbsp;&nbsp;2868368 |
| &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2202000 | &nbsp;&nbsp;&nbsp;&nbsp;1842522 |
| &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP |
| &nbsp;&nbsp;04/01/2044 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1252000 | &nbsp;&nbsp;&nbsp;&nbsp;1178278 |
| &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1292000 | &nbsp;&nbsp;&nbsp;&nbsp;1263046 |
| &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1588000 | &nbsp;&nbsp;&nbsp;&nbsp;1396396 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2964000 | &nbsp;&nbsp;&nbsp;&nbsp;2560780 |
| &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC |
| &nbsp;&nbsp;01/31/2060 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5461000 | &nbsp;&nbsp;&nbsp;&nbsp;4044340 |
| &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2976000 | &nbsp;&nbsp;&nbsp;&nbsp;2925934 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;1219835 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2159000 | &nbsp;&nbsp;&nbsp;&nbsp;1896483 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;4.750% | 12404000 | &nbsp;&nbsp;10568448 |
| &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP |
| &nbsp;&nbsp;07/15/2048 | &nbsp;&nbsp;6.500% | 10829000 | &nbsp;&nbsp;&nbsp;&nbsp;8450946 |
| &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/31/2036 | &nbsp;&nbsp;2.625% | 12000000 | &nbsp;&nbsp;&nbsp;&nbsp;9560227 |
| &nbsp;&nbsp;09/30/2040 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3925000 | &nbsp;&nbsp;&nbsp;&nbsp;3013437 |
| &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1191000 | &nbsp;&nbsp;&nbsp;&nbsp;1166610 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1667000 | &nbsp;&nbsp;&nbsp;&nbsp;1518471 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. |
| &nbsp;&nbsp;02/15/2046 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8109000 | &nbsp;&nbsp;&nbsp;&nbsp;7136814 |
| &nbsp;&nbsp;08/01/2052 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6578000 | &nbsp;&nbsp;&nbsp;&nbsp;6006085 |
| &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2682000 | &nbsp;&nbsp;&nbsp;&nbsp;2618896 |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;752000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729153 |
| &nbsp;&nbsp;04/28/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1573000 | &nbsp;&nbsp;&nbsp;&nbsp;1493687 |
| &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. |
| &nbsp;&nbsp;06/15/2044 | &nbsp;&nbsp;4.700% | 26497000 | &nbsp;&nbsp;20559203 |
| &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> | &nbsp;&nbsp;Rockies Express Pipeline LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1393000 | &nbsp;&nbsp;&nbsp;&nbsp;1305713 |
| &nbsp;&nbsp;Superior Plus LP/General Partner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Superior Plus LP/General Partner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Superior Plus LP/General Partner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Superior Plus LP/General Partner, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1181000 | &nbsp;&nbsp;&nbsp;&nbsp;1008854 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;2648000 | &nbsp;&nbsp;&nbsp;&nbsp;2297143 |
| &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;4429000 | &nbsp;&nbsp;&nbsp;&nbsp;3863265 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;4.125% |  | &nbsp;&nbsp;8868000 | &nbsp;&nbsp;&nbsp;&nbsp;7650732 |
| &nbsp;&nbsp;11/01/2033 | &nbsp;&nbsp;3.875% |  | 13243000 | &nbsp;&nbsp;&nbsp;&nbsp;10777657 |
| &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) |
| &nbsp;&nbsp;09/15/2045 | &nbsp;&nbsp;5.100% |  | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;9450217 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**132111036** |
| &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. |
| &nbsp;&nbsp;05/15/2047 | &nbsp;&nbsp;4.375% |  | 13773000 | &nbsp;&nbsp;&nbsp;&nbsp;11681570 |
| &nbsp;&nbsp;**Oil Field Services 0.2%** | &nbsp;&nbsp;**Oil Field Services 0.2%** | &nbsp;&nbsp;**Oil Field Services 0.2%** | &nbsp;&nbsp;**Oil Field Services 0.2%** | &nbsp;&nbsp;**Oil Field Services 0.2%** |
| &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;7.375% |  | &nbsp;&nbsp;1005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980750 |
| &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2023 | &nbsp;&nbsp;5.375% |  | &nbsp;&nbsp;9719893 | &nbsp;&nbsp;&nbsp;&nbsp;9626196 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**10606946** |
| &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** |
| &nbsp;&nbsp;Booz Allen Hamilton, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Booz Allen Hamilton, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Booz Allen Hamilton, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Booz Allen Hamilton, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Booz Allen Hamilton, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;1358000 | &nbsp;&nbsp;&nbsp;&nbsp;1223801 |
| &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;1167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960384 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2184185** |
| &nbsp;&nbsp;**Other REIT 0.6%** | &nbsp;&nbsp;**Other REIT 0.6%** | &nbsp;&nbsp;**Other REIT 0.6%** | &nbsp;&nbsp;**Other REIT 0.6%** | &nbsp;&nbsp;**Other REIT 0.6%** |
| &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;2997000 | &nbsp;&nbsp;&nbsp;&nbsp;2638079 |
| &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4837000 | &nbsp;&nbsp;&nbsp;&nbsp;4078518 |
| &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> |
| &nbsp;&nbsp;07/18/2032 | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;8396000 | &nbsp;&nbsp;&nbsp;&nbsp;6491070 |
| &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;3838000 | &nbsp;&nbsp;&nbsp;&nbsp;3646939 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;1293000 | &nbsp;&nbsp;&nbsp;&nbsp;1128471 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.750% |  | &nbsp;&nbsp;5315000 | &nbsp;&nbsp;&nbsp;&nbsp;4379472 |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;1816000 | &nbsp;&nbsp;&nbsp;&nbsp;1681738 |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;1571000 | &nbsp;&nbsp;&nbsp;&nbsp;1343226 |
| &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755432 |
| &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;1102000 | &nbsp;&nbsp;&nbsp;&nbsp;1006372 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 11

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925581 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**28074898** |
| &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** |
| &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;1033000 | &nbsp;&nbsp;&nbsp;&nbsp;1008655 |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;3939000 | &nbsp;&nbsp;&nbsp;&nbsp;3176564 |
| &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp;1708365 |
| &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1.570% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312521 |
| &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;1101000 | &nbsp;&nbsp;&nbsp;&nbsp;1085471 |
| &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875446 |
| &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;4288000 | &nbsp;&nbsp;&nbsp;&nbsp;3378150 |
| &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;3592000 | &nbsp;&nbsp;&nbsp;&nbsp;3372085 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;1408000 | &nbsp;&nbsp;&nbsp;&nbsp;1324934 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16242191** |
| &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** |
| &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435081 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;03/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 12396000 | &nbsp;&nbsp;11321549 |
| &nbsp;&nbsp;02/22/2062 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;2833000 | &nbsp;&nbsp;&nbsp;&nbsp;2326796 |
| &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;2070000 | &nbsp;&nbsp;&nbsp;&nbsp;1375534 |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;2868000 | &nbsp;&nbsp;&nbsp;&nbsp;1757144 |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608167 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14.000% | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87737 |
| &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> |
| &nbsp;&nbsp;06/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42631 |
| &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;1726000 | &nbsp;&nbsp;&nbsp;&nbsp;1443843 |
| &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> | &nbsp;&nbsp;Jazz Securities DAC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;1660000 | &nbsp;&nbsp;&nbsp;&nbsp;1493055 |
| &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;4589000 | &nbsp;&nbsp;&nbsp;&nbsp;4129500 |
| &nbsp;&nbsp;04/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;3943000 | &nbsp;&nbsp;&nbsp;&nbsp;3498427 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**28519464** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** | &nbsp;&nbsp;**Property & Casualty 0.7%** |
| &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1693000 | &nbsp;&nbsp;&nbsp;&nbsp;1524686 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3396000 | &nbsp;&nbsp;&nbsp;&nbsp;3130748 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2406000 | &nbsp;&nbsp;&nbsp;&nbsp;2056528 |
| &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786937 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2393000 | &nbsp;&nbsp;&nbsp;&nbsp;2033119 |
| &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;3.850% | 18110000 | &nbsp;&nbsp;14798893 |
| &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3525000 | &nbsp;&nbsp;&nbsp;&nbsp;2993389 |
| &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1091000 | &nbsp;&nbsp;&nbsp;&nbsp;1058378 |
| &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3379000 | &nbsp;&nbsp;&nbsp;&nbsp;3340645 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3087000 | &nbsp;&nbsp;&nbsp;&nbsp;2715771 |
| &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2030 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331605 |
| &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;944000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928510 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**35699209** |
| &nbsp;&nbsp;**Restaurants 0.3%** | &nbsp;&nbsp;**Restaurants 0.3%** | &nbsp;&nbsp;**Restaurants 0.3%** | &nbsp;&nbsp;**Restaurants 0.3%** |
| &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2011000 | &nbsp;&nbsp;&nbsp;&nbsp;2008763 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3236000 | &nbsp;&nbsp;&nbsp;&nbsp;2893025 |
| &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1305000 | &nbsp;&nbsp;&nbsp;&nbsp;1151923 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2042000 | &nbsp;&nbsp;&nbsp;&nbsp;1718336 |
| &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3646000 | &nbsp;&nbsp;&nbsp;&nbsp;3656243 |
| &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. |
| &nbsp;&nbsp;04/01/2032 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2405000 | &nbsp;&nbsp;&nbsp;&nbsp;2225581 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13653871** |
| &nbsp;&nbsp;**Retailers 1.0%** | &nbsp;&nbsp;**Retailers 1.0%** | &nbsp;&nbsp;**Retailers 1.0%** | &nbsp;&nbsp;**Retailers 1.0%** |
| &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611587 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592808 |
| &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853099 |
| &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512498 |
| &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1053000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976708 |
| &nbsp;&nbsp;11/01/2035 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2968000 | &nbsp;&nbsp;&nbsp;&nbsp;2685604 |

---

12 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3325000 | &nbsp;&nbsp;&nbsp;&nbsp;2800690 |
| &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1325000 | &nbsp;&nbsp;&nbsp;&nbsp;1121155 |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. |
| &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1562000 | &nbsp;&nbsp;&nbsp;&nbsp;1044649 |
| &nbsp;&nbsp;04/01/2062 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9118000 | &nbsp;&nbsp;&nbsp;&nbsp;7373186 |
| &nbsp;&nbsp;09/15/2062 | &nbsp;&nbsp;5.800% | 28755000 | &nbsp;&nbsp;28319813 |
| &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2066000 | &nbsp;&nbsp;&nbsp;&nbsp;1887198 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2190000 | &nbsp;&nbsp;&nbsp;&nbsp;2038967 |
| &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1366000 | &nbsp;&nbsp;&nbsp;&nbsp;1032232 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**51850194** |
| &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** |
| &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;1112274 |
| &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2743000 | &nbsp;&nbsp;&nbsp;&nbsp;2489306 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3601580** |
| &nbsp;&nbsp;**Technology 2.5%** | &nbsp;&nbsp;**Technology 2.5%** | &nbsp;&nbsp;**Technology 2.5%** | &nbsp;&nbsp;**Technology 2.5%** |
| &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2302000 | &nbsp;&nbsp;&nbsp;&nbsp;2069772 |
| &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1723000 | &nbsp;&nbsp;&nbsp;&nbsp;1399272 |
| &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436274 |
| &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2034 | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;6490000 | &nbsp;&nbsp;&nbsp;&nbsp;5162677 |
| &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;8804000 | &nbsp;&nbsp;&nbsp;&nbsp;6440558 |
| &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876428 |
| &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1277000 | &nbsp;&nbsp;&nbsp;&nbsp;1145627 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3176000 | &nbsp;&nbsp;&nbsp;&nbsp;2720247 |
| &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2806000 | &nbsp;&nbsp;&nbsp;&nbsp;2320900 |
| &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1836000 | &nbsp;&nbsp;&nbsp;&nbsp;1660972 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3323000 | &nbsp;&nbsp;&nbsp;&nbsp;3128427 |
| &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1484000 | &nbsp;&nbsp;&nbsp;&nbsp;1396494 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6225000 | &nbsp;&nbsp;&nbsp;&nbsp;5456701 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;3.750% | 16143000 | &nbsp;&nbsp;13965480 |
| &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3147000 | &nbsp;&nbsp;&nbsp;&nbsp;2756932 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | 2367000 | &nbsp;&nbsp;1809479 |
| &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | 2087000 | &nbsp;&nbsp;1697821 |
| &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;664000 | &nbsp;&nbsp;&nbsp;&nbsp;586519 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | 2592000 | &nbsp;&nbsp;2332643 |
| &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Lenovo Group Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | 5000000 | &nbsp;&nbsp;4898311 |
| &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | 5973000 | &nbsp;&nbsp;3494320 |
| &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | 4425000 | &nbsp;&nbsp;3307453 |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 3666000 | &nbsp;&nbsp;3189020 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | 3881000 | &nbsp;&nbsp;3339074 |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | 1130000 | &nbsp;&nbsp;1096878 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;147020 |
| &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9.290% | 1636000 | &nbsp;&nbsp;1575358 |
| &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 2210000 | &nbsp;&nbsp;1921397 |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 7610000 | &nbsp;&nbsp;7231109 |
| &nbsp;&nbsp;02/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 6320000 | &nbsp;&nbsp;4362918 |
| &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. |
| &nbsp;&nbsp;04/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | 2784000 | &nbsp;&nbsp;1939625 |
| &nbsp;&nbsp;03/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | 6662000 | &nbsp;&nbsp;4738030 |
| &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | 1796000 | &nbsp;&nbsp;1570775 |
| &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;349000 | &nbsp;&nbsp;&nbsp;&nbsp;332040 |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 1072000 | &nbsp;&nbsp;&nbsp;&nbsp;978218 |
| &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;376332 |
| &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | 2018000 | &nbsp;&nbsp;1926075 |
| &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | 4503000 | &nbsp;&nbsp;4255745 |
| &nbsp;&nbsp;Switch Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Switch Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Switch Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Switch Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;866000 | &nbsp;&nbsp;&nbsp;&nbsp;882237 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | 2651000 | &nbsp;&nbsp;2705690 |
| &nbsp;&nbsp;Synaptics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Synaptics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Synaptics, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Synaptics, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 2355000 | &nbsp;&nbsp;2001028 |
| &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;719844 |
| &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/03/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | 6400000 | &nbsp;&nbsp;4010426 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 13

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;2565000 | &nbsp;&nbsp;&nbsp;&nbsp;2568069 |
| &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4838000 | &nbsp;&nbsp;&nbsp;&nbsp;4091514 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**125021729** |
| &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** |
| &nbsp;&nbsp;Adani Ports & Special Economic Zone Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adani Ports & Special Economic Zone Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adani Ports & Special Economic Zone Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Adani Ports & Special Economic Zone Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/04/2027 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3267000 | &nbsp;&nbsp;&nbsp;&nbsp;2891994 |
| &nbsp;&nbsp;07/03/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4224484 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7116478** |
| &nbsp;&nbsp;**Wireless 1.3%** | &nbsp;&nbsp;**Wireless 1.3%** | &nbsp;&nbsp;**Wireless 1.3%** | &nbsp;&nbsp;**Wireless 1.3%** |
| &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3633000 | &nbsp;&nbsp;&nbsp;&nbsp;2458437 |
| &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;1139000 | &nbsp;&nbsp;&nbsp;&nbsp;1089586 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;871000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727067 |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5232000 | &nbsp;&nbsp;&nbsp;&nbsp;4060529 |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1316000 | &nbsp;&nbsp;&nbsp;&nbsp;1039308 |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.800% | 12821000 | &nbsp;&nbsp;&nbsp;&nbsp;11736933 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3570000 | &nbsp;&nbsp;&nbsp;&nbsp;2868508 |
| &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> | &nbsp;&nbsp;Millicom International Cellular SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/25/2029 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp;&nbsp;2569653 |
| &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1176000 | &nbsp;&nbsp;&nbsp;&nbsp;1086140 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5224000 | &nbsp;&nbsp;&nbsp;&nbsp;4368594 |
| &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. |
| &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3743000 | &nbsp;&nbsp;&nbsp;&nbsp;3965522 |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;1214000 | &nbsp;&nbsp;&nbsp;&nbsp;1451505 |
| &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;831000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848317 |
| &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4892000 | &nbsp;&nbsp;&nbsp;&nbsp;4077117 |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;3.500% | 20231000 | &nbsp;&nbsp;&nbsp;&nbsp;17584908 |
| &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2031 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747232 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3870000 | &nbsp;&nbsp;&nbsp;&nbsp;3171168 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**63850524** |
| &nbsp;&nbsp;**Wirelines 1.2%** | &nbsp;&nbsp;**Wirelines 1.2%** | &nbsp;&nbsp;**Wirelines 1.2%** | &nbsp;&nbsp;**Wirelines 1.2%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;4.350% | 10065000 | &nbsp;&nbsp;&nbsp;&nbsp;9676014 |
| &nbsp;&nbsp;12/01/2057 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9118000 | &nbsp;&nbsp;&nbsp;&nbsp;6629277 |
| &nbsp;&nbsp;CenturyLink, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CenturyLink, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CenturyLink, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CenturyLink, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636946 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176972 |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028783 |
| &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959846 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850117 |
| &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540993 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4689000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427062 |
| &nbsp;&nbsp;Network i2i Ltd.<sup>(a),(i)</sup> | &nbsp;&nbsp;Network i2i Ltd.<sup>(a),(i)</sup> | &nbsp;&nbsp;Network i2i Ltd.<sup>(a),(i)</sup> | &nbsp;&nbsp;Network i2i Ltd.<sup>(a),(i)</sup> |
| &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6718131 |
| &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. |
| &nbsp;&nbsp;03/21/2031 | &nbsp;&nbsp;2.550% | 21930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18266755 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**57910896** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $2,453,957,415) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $2,453,957,415) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $2,453,957,415) | &nbsp;&nbsp;**2145833229** |
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> 6.5%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> 6.5%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> 6.5%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> 6.5%** |
| &nbsp;&nbsp;**Angola 0.2%** | &nbsp;&nbsp;**Angola 0.2%** | &nbsp;&nbsp;**Angola 0.2%** | &nbsp;&nbsp;**Angola 0.2%** |
| &nbsp;&nbsp;Angolan Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Angolan Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Angolan Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Angolan Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;8.000% | 10040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9162371 |
| &nbsp;&nbsp;**Argentina 0.0%** | &nbsp;&nbsp;**Argentina 0.0%** | &nbsp;&nbsp;**Argentina 0.0%** | &nbsp;&nbsp;**Argentina 0.0%** |
| &nbsp;&nbsp;Argentine Republic Government International Bond | &nbsp;&nbsp;Argentine Republic Government International Bond | &nbsp;&nbsp;Argentine Republic Government International Bond | &nbsp;&nbsp;Argentine Republic Government International Bond |
| &nbsp;&nbsp;07/09/2029 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
| &nbsp;&nbsp;Argentine Republic Government International Bond<sup>(i)</sup> | &nbsp;&nbsp;Argentine Republic Government International Bond<sup>(i)</sup> | &nbsp;&nbsp;Argentine Republic Government International Bond<sup>(i)</sup> | &nbsp;&nbsp;Argentine Republic Government International Bond<sup>(i)</sup> |
| &nbsp;&nbsp;07/09/2030 | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22588 |
| &nbsp;&nbsp;07/09/2035 | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;156873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37963 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**62972** |
| &nbsp;&nbsp;**Azerbaijan 0.1%** | &nbsp;&nbsp;**Azerbaijan 0.1%** | &nbsp;&nbsp;**Azerbaijan 0.1%** | &nbsp;&nbsp;**Azerbaijan 0.1%** |
| &nbsp;&nbsp;Republic of Azerbaijan International Bond<sup>(a)</sup> | &nbsp;&nbsp;Republic of Azerbaijan International Bond<sup>(a)</sup> | &nbsp;&nbsp;Republic of Azerbaijan International Bond<sup>(a)</sup> | &nbsp;&nbsp;Republic of Azerbaijan International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2032 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477217 |
| &nbsp;&nbsp;**Brazil 0.2%** | &nbsp;&nbsp;**Brazil 0.2%** | &nbsp;&nbsp;**Brazil 0.2%** | &nbsp;&nbsp;**Brazil 0.2%** |
| &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond | &nbsp;&nbsp;Brazilian Government International Bond |
| &nbsp;&nbsp;06/12/2030 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779376 |
| &nbsp;&nbsp;01/07/2041 | &nbsp;&nbsp;5.625% | 11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9610652 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11390028** |
| &nbsp;&nbsp;**Canada 0.2%** | &nbsp;&nbsp;**Canada 0.2%** | &nbsp;&nbsp;**Canada 0.2%** | &nbsp;&nbsp;**Canada 0.2%** |
| &nbsp;&nbsp;MEGlobal Canada ULC<sup>(a)</sup> | &nbsp;&nbsp;MEGlobal Canada ULC<sup>(a)</sup> | &nbsp;&nbsp;MEGlobal Canada ULC<sup>(a)</sup> | &nbsp;&nbsp;MEGlobal Canada ULC<sup>(a)</sup> |
| &nbsp;&nbsp;05/18/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850992 |
| &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940118 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863450 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9654560** |

---

14 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Colombia 0.8%** | &nbsp;&nbsp;**Colombia 0.8%** | &nbsp;&nbsp;**Colombia 0.8%** | &nbsp;&nbsp;**Colombia 0.8%** | &nbsp;&nbsp;**Colombia 0.8%** |
| &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond |
| &nbsp;&nbsp;02/26/2044 | &nbsp;&nbsp;5.625% |  | &nbsp;&nbsp;6725000 | &nbsp;&nbsp;&nbsp;&nbsp;4836628 |
| &nbsp;&nbsp;06/15/2045 | &nbsp;&nbsp;5.000% |  | 11200000 | &nbsp;&nbsp;&nbsp;&nbsp;7517096 |
| &nbsp;&nbsp;05/15/2049 | &nbsp;&nbsp;5.200% |  | &nbsp;&nbsp;7147000 | &nbsp;&nbsp;&nbsp;&nbsp;4782461 |
| &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA |
| &nbsp;&nbsp;04/29/2030 | &nbsp;&nbsp;6.875% |  | 23038000 | &nbsp;&nbsp;20597105 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**37733290** |
| &nbsp;&nbsp;**Dominican Republic 0.4%** | &nbsp;&nbsp;**Dominican Republic 0.4%** | &nbsp;&nbsp;**Dominican Republic 0.4%** | &nbsp;&nbsp;**Dominican Republic 0.4%** | &nbsp;&nbsp;**Dominican Republic 0.4%** |
| &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2023 | &nbsp;&nbsp;8.900% | &nbsp;&nbsp;DOP | 42000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767099 |
| &nbsp;&nbsp;01/25/2027 | &nbsp;&nbsp;5.950% |  | &nbsp;&nbsp;4475000 | &nbsp;&nbsp;&nbsp;&nbsp;4370886 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;2295000 | &nbsp;&nbsp;&nbsp;&nbsp;1960461 |
| &nbsp;&nbsp;09/23/2032 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417839 |
| &nbsp;&nbsp;04/30/2044 | &nbsp;&nbsp;7.450% |  | &nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;7429631 |
| &nbsp;&nbsp;01/27/2045 | &nbsp;&nbsp;6.850% |  | &nbsp;&nbsp;4881000 | &nbsp;&nbsp;&nbsp;&nbsp;4284809 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**19230725** |
| &nbsp;&nbsp;**Egypt 0.4%** | &nbsp;&nbsp;**Egypt 0.4%** | &nbsp;&nbsp;**Egypt 0.4%** | &nbsp;&nbsp;**Egypt 0.4%** | &nbsp;&nbsp;**Egypt 0.4%** |
| &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;7.600% |  | &nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1028862 |
| &nbsp;&nbsp;04/16/2030 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;6600000 | &nbsp;&nbsp;&nbsp;&nbsp;4860808 |
| &nbsp;&nbsp;02/16/2031 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355197 |
| &nbsp;&nbsp;05/29/2032 | &nbsp;&nbsp;7.625% |  | &nbsp;&nbsp;8162000 | &nbsp;&nbsp;&nbsp;&nbsp;6183954 |
| &nbsp;&nbsp;01/31/2047 | &nbsp;&nbsp;8.500% |  | &nbsp;&nbsp;5700000 | &nbsp;&nbsp;&nbsp;&nbsp;3838301 |
| &nbsp;&nbsp;02/21/2048 | &nbsp;&nbsp;7.903% |  | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;1945892 |
| &nbsp;&nbsp;03/01/2049 | &nbsp;&nbsp;8.700% |  | &nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658440 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**18871454** |
| &nbsp;&nbsp;**Ghana 0.1%** | &nbsp;&nbsp;**Ghana 0.1%** | &nbsp;&nbsp;**Ghana 0.1%** | &nbsp;&nbsp;**Ghana 0.1%** | &nbsp;&nbsp;**Ghana 0.1%** |
| &nbsp;&nbsp;Ghana Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ghana Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ghana Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ghana Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ghana Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;02/11/2035 | &nbsp;&nbsp;7.875% |  | &nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843141 |
| &nbsp;&nbsp;03/26/2051 | &nbsp;&nbsp;8.950% |  | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;1681271 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2524412** |
| &nbsp;&nbsp;**Guatemala 0.1%** | &nbsp;&nbsp;**Guatemala 0.1%** | &nbsp;&nbsp;**Guatemala 0.1%** | &nbsp;&nbsp;**Guatemala 0.1%** | &nbsp;&nbsp;**Guatemala 0.1%** |
| &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> | &nbsp;&nbsp;Guatemala Government Bond<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2050 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4583371 |
| &nbsp;&nbsp;**Hungary 0.3%** | &nbsp;&nbsp;**Hungary 0.3%** | &nbsp;&nbsp;**Hungary 0.3%** | &nbsp;&nbsp;**Hungary 0.3%** | &nbsp;&nbsp;**Hungary 0.3%** |
| &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Hungary Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/22/2031 | &nbsp;&nbsp;2.125% |  | 20100000 | &nbsp;&nbsp;15213058 |
| &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** |
| &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;3.250% |  | &nbsp;&nbsp;6200000 | &nbsp;&nbsp;&nbsp;&nbsp;5470433 |
| &nbsp;&nbsp;**Indonesia 0.6%** | &nbsp;&nbsp;**Indonesia 0.6%** | &nbsp;&nbsp;**Indonesia 0.6%** | &nbsp;&nbsp;**Indonesia 0.6%** | &nbsp;&nbsp;**Indonesia 0.6%** |
| &nbsp;&nbsp;Indonesia Asahan Aluminium Persero PT<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Asahan Aluminium Persero PT<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Asahan Aluminium Persero PT<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Asahan Aluminium Persero PT<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Asahan Aluminium Persero PT<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2050 | &nbsp;&nbsp;5.800% |  | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;4926233 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Indonesia Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2045 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp;&nbsp;3474445 |
| &nbsp;&nbsp;Indonesia Treasury Bond | &nbsp;&nbsp;Indonesia Treasury Bond | &nbsp;&nbsp;Indonesia Treasury Bond | &nbsp;&nbsp;Indonesia Treasury Bond | &nbsp;&nbsp;Indonesia Treasury Bond |
| &nbsp;&nbsp;04/15/2039 | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;IDR | 68305000000 | &nbsp;&nbsp;&nbsp;&nbsp;4771826 |
| &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Pertamina Persero<sup>(a)</sup> |
| &nbsp;&nbsp;05/30/2044 | &nbsp;&nbsp;6.450% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10066000 | &nbsp;&nbsp;10281642 |
| &nbsp;&nbsp;PT Saka Energi Indonesia<sup>(a)</sup> | &nbsp;&nbsp;PT Saka Energi Indonesia<sup>(a)</sup> | &nbsp;&nbsp;PT Saka Energi Indonesia<sup>(a)</sup> | &nbsp;&nbsp;PT Saka Energi Indonesia<sup>(a)</sup> | &nbsp;&nbsp;PT Saka Energi Indonesia<sup>(a)</sup> |
| &nbsp;&nbsp;05/05/2024 | &nbsp;&nbsp;4.450% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782000 | &nbsp;&nbsp;&nbsp;&nbsp;2682807 |
| &nbsp;&nbsp;05/05/2024 | &nbsp;&nbsp;4.450% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596000 | &nbsp;&nbsp;&nbsp;&nbsp;2503439 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**28640392** |
| &nbsp;&nbsp;**Ivory Coast 0.2%** | &nbsp;&nbsp;**Ivory Coast 0.2%** | &nbsp;&nbsp;**Ivory Coast 0.2%** | &nbsp;&nbsp;**Ivory Coast 0.2%** | &nbsp;&nbsp;**Ivory Coast 0.2%** |
| &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2032 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275000 | &nbsp;&nbsp;&nbsp;&nbsp;7588545 |
| &nbsp;&nbsp;06/15/2033 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847000 | &nbsp;&nbsp;&nbsp;&nbsp;3440012 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**11028557** |
| &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** | &nbsp;&nbsp;**Malaysia 0.1%** |
| &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Petronas Capital Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/21/2030 | &nbsp;&nbsp;3.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800000 | &nbsp;&nbsp;&nbsp;&nbsp;4450674 |
| &nbsp;&nbsp;**Mexico 0.6%** | &nbsp;&nbsp;**Mexico 0.6%** | &nbsp;&nbsp;**Mexico 0.6%** | &nbsp;&nbsp;**Mexico 0.6%** | &nbsp;&nbsp;**Mexico 0.6%** |
| &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond | &nbsp;&nbsp;Mexico Government International Bond |
| &nbsp;&nbsp;04/16/2030 | &nbsp;&nbsp;3.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3578147 |
| &nbsp;&nbsp;08/14/2041 | &nbsp;&nbsp;4.280% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243482 |
| &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos |
| &nbsp;&nbsp;01/28/2031 | &nbsp;&nbsp;5.950% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235000 | &nbsp;&nbsp;&nbsp;&nbsp;1680299 |
| &nbsp;&nbsp;02/16/2032 | &nbsp;&nbsp;6.700% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12449000 | &nbsp;&nbsp;&nbsp;&nbsp;9635648 |
| &nbsp;&nbsp;09/21/2047 | &nbsp;&nbsp;6.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542000 | &nbsp;&nbsp;&nbsp;&nbsp;5400540 |
| &nbsp;&nbsp;01/23/2050 | &nbsp;&nbsp;7.690% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;10317522 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**30855638** |
| &nbsp;&nbsp;**Oman 0.1%** | &nbsp;&nbsp;**Oman 0.1%** | &nbsp;&nbsp;**Oman 0.1%** | &nbsp;&nbsp;**Oman 0.1%** | &nbsp;&nbsp;**Oman 0.1%** |
| &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Oman Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/17/2048 | &nbsp;&nbsp;6.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506000 | &nbsp;&nbsp;&nbsp;&nbsp;5992950 |
| &nbsp;&nbsp;Oman Sovereign Sukuk Co.<sup>(a)</sup> | &nbsp;&nbsp;Oman Sovereign Sukuk Co.<sup>(a)</sup> | &nbsp;&nbsp;Oman Sovereign Sukuk Co.<sup>(a)</sup> | &nbsp;&nbsp;Oman Sovereign Sukuk Co.<sup>(a)</sup> | &nbsp;&nbsp;Oman Sovereign Sukuk Co.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;4.397% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489832 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**6482782** |
| &nbsp;&nbsp;**Panama 0.1%** | &nbsp;&nbsp;**Panama 0.1%** | &nbsp;&nbsp;**Panama 0.1%** | &nbsp;&nbsp;**Panama 0.1%** | &nbsp;&nbsp;**Panama 0.1%** |
| &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond | &nbsp;&nbsp;Panama Government International Bond |
| &nbsp;&nbsp;01/19/2033 | &nbsp;&nbsp;3.298% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6779000 | &nbsp;&nbsp;&nbsp;&nbsp;5631393 |
| &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** |
| &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;03/27/2027 | &nbsp;&nbsp;4.700% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1971341 |
| &nbsp;&nbsp;08/11/2044 | &nbsp;&nbsp;6.100% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939000 | &nbsp;&nbsp;&nbsp;&nbsp;2799280 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4770621** |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 15

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Qatar 0.5%** | &nbsp;&nbsp;**Qatar 0.5%** | &nbsp;&nbsp;**Qatar 0.5%** | &nbsp;&nbsp;**Qatar 0.5%** | &nbsp;&nbsp;**Qatar 0.5%** |
| &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;04/16/2030 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1933615 |
| &nbsp;&nbsp;03/14/2049 | &nbsp;&nbsp;4.817% |  | 15614000 | &nbsp;&nbsp;15189705 |
| &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> |
| &nbsp;&nbsp;07/12/2031 | &nbsp;&nbsp;2.250% |  | &nbsp;&nbsp;6077000 | &nbsp;&nbsp;&nbsp;&nbsp;5082850 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**22206170** |
| &nbsp;&nbsp;**Romania 0.2%** | &nbsp;&nbsp;**Romania 0.2%** | &nbsp;&nbsp;**Romania 0.2%** | &nbsp;&nbsp;**Romania 0.2%** | &nbsp;&nbsp;**Romania 0.2%** |
| &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Romanian Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/28/2050 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;EUR | 12000000 | &nbsp;&nbsp;&nbsp;&nbsp;7596244 |
| &nbsp;&nbsp;02/14/2051 | &nbsp;&nbsp;4.000% |  | &nbsp;&nbsp;2246000 | &nbsp;&nbsp;&nbsp;&nbsp;1500636 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**9096880** |
| &nbsp;&nbsp;**Saudi Arabia 0.4%** | &nbsp;&nbsp;**Saudi Arabia 0.4%** | &nbsp;&nbsp;**Saudi Arabia 0.4%** | &nbsp;&nbsp;**Saudi Arabia 0.4%** | &nbsp;&nbsp;**Saudi Arabia 0.4%** |
| &nbsp;&nbsp;Saudi Arabian Oil Co.<sup>(a)</sup> | &nbsp;&nbsp;Saudi Arabian Oil Co.<sup>(a)</sup> | &nbsp;&nbsp;Saudi Arabian Oil Co.<sup>(a)</sup> | &nbsp;&nbsp;Saudi Arabian Oil Co.<sup>(a)</sup> | &nbsp;&nbsp;Saudi Arabian Oil Co.<sup>(a)</sup> |
| &nbsp;&nbsp;11/24/2030 | &nbsp;&nbsp;2.250% |  | 15163000 | &nbsp;&nbsp;12601479 |
| &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;3.250% |  | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2743325 |
| &nbsp;&nbsp;04/17/2049 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4686943 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**20031747** |
| &nbsp;&nbsp;**South Africa 0.3%** | &nbsp;&nbsp;**South Africa 0.3%** | &nbsp;&nbsp;**South Africa 0.3%** | &nbsp;&nbsp;**South Africa 0.3%** | &nbsp;&nbsp;**South Africa 0.3%** |
| &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond |
| &nbsp;&nbsp;09/30/2029 | &nbsp;&nbsp;4.850% |  | &nbsp;&nbsp;4800000 | &nbsp;&nbsp;&nbsp;&nbsp;4376014 |
| &nbsp;&nbsp;09/30/2049 | &nbsp;&nbsp;5.750% |  | 16025000 | &nbsp;&nbsp;12251671 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16627685** |
| &nbsp;&nbsp;**Ukraine 0.1%** | &nbsp;&nbsp;**Ukraine 0.1%** | &nbsp;&nbsp;**Ukraine 0.1%** | &nbsp;&nbsp;**Ukraine 0.1%** | &nbsp;&nbsp;**Ukraine 0.1%** |
| &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/08/2026 | &nbsp;&nbsp;7.625% |  | &nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794798 |
| &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;7.750% |  | &nbsp;&nbsp;9800000 | &nbsp;&nbsp;&nbsp;&nbsp;2311512 |
| &nbsp;&nbsp;09/25/2034 | &nbsp;&nbsp;7.375% |  | 12900000 | &nbsp;&nbsp;&nbsp;&nbsp;2737756 |
| &nbsp;&nbsp;03/15/2035 | &nbsp;&nbsp;7.253% |  | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;1257269 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7101335** |
| &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** |
| &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Crescent Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/18/2029 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;5600000 | &nbsp;&nbsp;&nbsp;&nbsp;5192559 |
| &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;5.625% |  | &nbsp;&nbsp;6091000 | &nbsp;&nbsp;&nbsp;&nbsp;5571834 |
| &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/02/2037 | &nbsp;&nbsp;6.850% |  | &nbsp;&nbsp;3650000 | &nbsp;&nbsp;&nbsp;&nbsp;3816025 |
| &nbsp;&nbsp;09/30/2049 | &nbsp;&nbsp;4.700% |  | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1635115 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16215533** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g),(l)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**United Kingdom 0.0%** | &nbsp;&nbsp;**United Kingdom 0.0%** | &nbsp;&nbsp;**United Kingdom 0.0%** | &nbsp;&nbsp;**United Kingdom 0.0%** | &nbsp;&nbsp;**United Kingdom 0.0%** |
| &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/19/2024 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751313 |
| &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $388,541,288) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $388,541,288) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $388,541,288) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $388,541,288) | &nbsp;&nbsp;**323264611** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 37.7%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 37.7%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 37.7%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 37.7%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 37.7%** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;12/01/2022 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| &nbsp;&nbsp;05/01/2052 | &nbsp;&nbsp;3.000% |  | &nbsp;&nbsp;63245687 | &nbsp;&nbsp;&nbsp;&nbsp;56309357 |
| &nbsp;&nbsp;07/01/2052-<br> 08/01/2052 | &nbsp;&nbsp;4.000% |  | &nbsp;&nbsp;64361060 | &nbsp;&nbsp;&nbsp;&nbsp;61330396 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(m)</sup> |
| &nbsp;&nbsp;CMO Series 304 Class C69 | &nbsp;&nbsp;CMO Series 304 Class C69 | &nbsp;&nbsp;CMO Series 304 Class C69 | &nbsp;&nbsp;CMO Series 304 Class C69 | &nbsp;&nbsp;CMO Series 304 Class C69 |
| &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;4.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;2638010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513539 |
| &nbsp;&nbsp;CMO Series 4147 Class CI | &nbsp;&nbsp;CMO Series 4147 Class CI | &nbsp;&nbsp;CMO Series 4147 Class CI | &nbsp;&nbsp;CMO Series 4147 Class CI | &nbsp;&nbsp;CMO Series 4147 Class CI |
| &nbsp;&nbsp;01/15/2041 | &nbsp;&nbsp;3.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;2307398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114348 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(m)</sup> |
| &nbsp;&nbsp;CMO Series 318 Class S1 | &nbsp;&nbsp;CMO Series 318 Class S1 | &nbsp;&nbsp;CMO Series 318 Class S1 | &nbsp;&nbsp;CMO Series 318 Class S1 | &nbsp;&nbsp;CMO Series 318 Class S1 |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.950%<br> Cap 5.950%<br> 11/15/2043 | &nbsp;&nbsp;2.077% |  | &nbsp;&nbsp;&nbsp;&nbsp;4913192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523227 |
| &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 08/25/2049 | &nbsp;&nbsp;2.034% |  | &nbsp;&nbsp;27071396 | &nbsp;&nbsp;&nbsp;&nbsp;3039392 |
| &nbsp;&nbsp;CMO STRIPS Series 326 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 326 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 326 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 326 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 326 Class S1 |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 03/15/2044 | &nbsp;&nbsp;2.127% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88401 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e),(m)</sup> |
| &nbsp;&nbsp;CMO Series 4515 Class SA | &nbsp;&nbsp;CMO Series 4515 Class SA | &nbsp;&nbsp;CMO Series 4515 Class SA | &nbsp;&nbsp;CMO Series 4515 Class SA | &nbsp;&nbsp;CMO Series 4515 Class SA |
| &nbsp;&nbsp;08/15/2038 | &nbsp;&nbsp;0.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;4315487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148364 |
| &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;0.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;9481317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428363 |
| &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association |
| &nbsp;&nbsp;01/01/2023 | &nbsp;&nbsp;5.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| &nbsp;&nbsp;08/01/2032-<br> 05/01/2052 | &nbsp;&nbsp;3.000% |  | 148053603 | &nbsp;&nbsp;132232108 |
| &nbsp;&nbsp;05/01/2052 | &nbsp;&nbsp;3.500% |  | 167476689 | &nbsp;&nbsp;155050503 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e),(m)</sup> |
| &nbsp;&nbsp;CMO Series 2006-5 Class N1 | &nbsp;&nbsp;CMO Series 2006-5 Class N1 | &nbsp;&nbsp;CMO Series 2006-5 Class N1 | &nbsp;&nbsp;CMO Series 2006-5 Class N1 | &nbsp;&nbsp;CMO Series 2006-5 Class N1 |
| &nbsp;&nbsp;08/25/2034 | &nbsp;&nbsp;0.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;3364818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(m)</sup> |
| &nbsp;&nbsp;CMO Series 2012-129 Class IC | &nbsp;&nbsp;CMO Series 2012-129 Class IC | &nbsp;&nbsp;CMO Series 2012-129 Class IC | &nbsp;&nbsp;CMO Series 2012-129 Class IC | &nbsp;&nbsp;CMO Series 2012-129 Class IC |
| &nbsp;&nbsp;01/25/2041 | &nbsp;&nbsp;3.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;1098464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52988 |

---

16 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2012-131 Class MI | &nbsp;&nbsp;CMO Series 2012-131 Class MI | &nbsp;&nbsp;CMO Series 2012-131 Class MI | &nbsp;&nbsp;CMO Series 2012-131 Class MI |
| &nbsp;&nbsp;01/25/2040 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1484173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65433 |
| &nbsp;&nbsp;CMO Series 2012-133 Class EI | &nbsp;&nbsp;CMO Series 2012-133 Class EI | &nbsp;&nbsp;CMO Series 2012-133 Class EI | &nbsp;&nbsp;CMO Series 2012-133 Class EI |
| &nbsp;&nbsp;07/25/2031 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;431805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 |
| &nbsp;&nbsp;CMO Series 2013-1 Class AI | &nbsp;&nbsp;CMO Series 2013-1 Class AI | &nbsp;&nbsp;CMO Series 2013-1 Class AI | &nbsp;&nbsp;CMO Series 2013-1 Class AI |
| &nbsp;&nbsp;02/25/2043 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1768135 | &nbsp;&nbsp;&nbsp;&nbsp;246607 |
| &nbsp;&nbsp;CMO Series 2013-6 Class MI | &nbsp;&nbsp;CMO Series 2013-6 Class MI | &nbsp;&nbsp;CMO Series 2013-6 Class MI | &nbsp;&nbsp;CMO Series 2013-6 Class MI |
| &nbsp;&nbsp;02/25/2040 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(m)</sup> |
| &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.900%<br> Cap 5.900%<br> 10/25/2043 | &nbsp;&nbsp;1.884% | &nbsp;&nbsp;6735950 | &nbsp;&nbsp;&nbsp;&nbsp;718553 |
| &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/25/2045 | &nbsp;&nbsp;2.134% | 11632157 | &nbsp;&nbsp;1386722 |
| &nbsp;&nbsp;CMO Series 2016-26 Class SA | &nbsp;&nbsp;CMO Series 2016-26 Class SA | &nbsp;&nbsp;CMO Series 2016-26 Class SA | &nbsp;&nbsp;CMO Series 2016-26 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 05/25/2046 | &nbsp;&nbsp;2.034% | 10675457 | &nbsp;&nbsp;1682776 |
| &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 06/25/2046 | &nbsp;&nbsp;1.984% | &nbsp;&nbsp;6693765 | &nbsp;&nbsp;&nbsp;&nbsp;673551 |
| &nbsp;&nbsp;CMO Series 2016-42 Class SB | &nbsp;&nbsp;CMO Series 2016-42 Class SB | &nbsp;&nbsp;CMO Series 2016-42 Class SB | &nbsp;&nbsp;CMO Series 2016-42 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 07/25/2046 | &nbsp;&nbsp;1.984% | 24223566 | &nbsp;&nbsp;2985981 |
| &nbsp;&nbsp;CMO Series 2017-47 Class SE | &nbsp;&nbsp;CMO Series 2017-47 Class SE | &nbsp;&nbsp;CMO Series 2017-47 Class SE | &nbsp;&nbsp;CMO Series 2017-47 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 06/25/2047 | &nbsp;&nbsp;2.084% | &nbsp;&nbsp;7685292 | &nbsp;&nbsp;1215702 |
| &nbsp;&nbsp;CMO Series 2017-56 Class SB | &nbsp;&nbsp;CMO Series 2017-56 Class SB | &nbsp;&nbsp;CMO Series 2017-56 Class SB | &nbsp;&nbsp;CMO Series 2017-56 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/25/2047 | &nbsp;&nbsp;2.134% | 25424146 | &nbsp;&nbsp;3367520 |
| &nbsp;&nbsp;CMO Series 2018-76 Class SN | &nbsp;&nbsp;CMO Series 2018-76 Class SN | &nbsp;&nbsp;CMO Series 2018-76 Class SN | &nbsp;&nbsp;CMO Series 2018-76 Class SN |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 10/25/2048 | &nbsp;&nbsp;2.134% | &nbsp;&nbsp;8149303 | &nbsp;&nbsp;1036779 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 11/25/2049 | &nbsp;&nbsp;2.034% | 23200515 | &nbsp;&nbsp;3411963 |
| &nbsp;&nbsp;CMO Series 2019-8 Class SG | &nbsp;&nbsp;CMO Series 2019-8 Class SG | &nbsp;&nbsp;CMO Series 2019-8 Class SG | &nbsp;&nbsp;CMO Series 2019-8 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 03/25/2049 | &nbsp;&nbsp;1.984% | 24750424 | &nbsp;&nbsp;2367945 |
| &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14023 |
| &nbsp;&nbsp;04/15/2034 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91386 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(m)</sup> |
| &nbsp;&nbsp;CMO Series 2014-190 Class AI | &nbsp;&nbsp;CMO Series 2014-190 Class AI | &nbsp;&nbsp;CMO Series 2014-190 Class AI | &nbsp;&nbsp;CMO Series 2014-190 Class AI |
| &nbsp;&nbsp;12/20/2038 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7635465 | &nbsp;&nbsp;&nbsp;&nbsp;689853 |
| &nbsp;&nbsp;CMO Series 2020-138 Class GI | &nbsp;&nbsp;CMO Series 2020-138 Class GI | &nbsp;&nbsp;CMO Series 2020-138 Class GI | &nbsp;&nbsp;CMO Series 2020-138 Class GI |
| &nbsp;&nbsp;09/20/2050 | &nbsp;&nbsp;3.000% | 38159318 | &nbsp;&nbsp;5690913 |
| &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG |
| &nbsp;&nbsp;12/20/2050 | &nbsp;&nbsp;3.500% | 45591106 | &nbsp;&nbsp;7546582 |
| &nbsp;&nbsp;CMO Series 2021-140 Class IW | &nbsp;&nbsp;CMO Series 2021-140 Class IW | &nbsp;&nbsp;CMO Series 2021-140 Class IW | &nbsp;&nbsp;CMO Series 2021-140 Class IW |
| &nbsp;&nbsp;08/20/2051 | &nbsp;&nbsp;3.500% | 51439231 | &nbsp;&nbsp;8462520 |
| &nbsp;&nbsp;CMO Series 2021-57 Class KI | &nbsp;&nbsp;CMO Series 2021-57 Class KI | &nbsp;&nbsp;CMO Series 2021-57 Class KI | &nbsp;&nbsp;CMO Series 2021-57 Class KI |
| &nbsp;&nbsp;03/20/2051 | &nbsp;&nbsp;3.500% | 47829046 | &nbsp;&nbsp;7961302 |
| &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO |
| &nbsp;&nbsp;05/20/2051 | &nbsp;&nbsp;3.000% | 53867251 | &nbsp;&nbsp;8021205 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(m)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(m)</sup> |
| &nbsp;&nbsp;CMO Series 2016-20 Class SQ | &nbsp;&nbsp;CMO Series 2016-20 Class SQ | &nbsp;&nbsp;CMO Series 2016-20 Class SQ | &nbsp;&nbsp;CMO Series 2016-20 Class SQ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 02/20/2046 | &nbsp;&nbsp;2.161% | 10614231 | &nbsp;&nbsp;1005481 |
| &nbsp;&nbsp;CMO Series 2017-129 Class SA | &nbsp;&nbsp;CMO Series 2017-129 Class SA | &nbsp;&nbsp;CMO Series 2017-129 Class SA | &nbsp;&nbsp;CMO Series 2017-129 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2047 | &nbsp;&nbsp;2.261% | &nbsp;&nbsp;8300823 | &nbsp;&nbsp;&nbsp;&nbsp;838519 |
| &nbsp;&nbsp;CMO Series 2017-133 Class SM | &nbsp;&nbsp;CMO Series 2017-133 Class SM | &nbsp;&nbsp;CMO Series 2017-133 Class SM | &nbsp;&nbsp;CMO Series 2017-133 Class SM |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 09/20/2047 | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;9468845 | &nbsp;&nbsp;&nbsp;&nbsp;878181 |
| &nbsp;&nbsp;CMO Series 2017-141 Class ES | &nbsp;&nbsp;CMO Series 2017-141 Class ES | &nbsp;&nbsp;CMO Series 2017-141 Class ES | &nbsp;&nbsp;CMO Series 2017-141 Class ES |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 09/20/2047 | &nbsp;&nbsp;2.261% | 12363696 | &nbsp;&nbsp;1470477 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 17

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2018-124 Class SA | &nbsp;&nbsp;CMO Series 2018-124 Class SA | &nbsp;&nbsp;CMO Series 2018-124 Class SA | &nbsp;&nbsp;CMO Series 2018-124 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 09/20/2048 | &nbsp;&nbsp;2.261% | 15082013 | &nbsp;&nbsp;1376365 |
| &nbsp;&nbsp;CMO Series 2018-155 Class ES | &nbsp;&nbsp;CMO Series 2018-155 Class ES | &nbsp;&nbsp;CMO Series 2018-155 Class ES | &nbsp;&nbsp;CMO Series 2018-155 Class ES |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 11/20/2048 | &nbsp;&nbsp;2.161% | 11883673 | &nbsp;&nbsp;1029864 |
| &nbsp;&nbsp;CMO Series 2018-168 Class SA | &nbsp;&nbsp;CMO Series 2018-168 Class SA | &nbsp;&nbsp;CMO Series 2018-168 Class SA | &nbsp;&nbsp;CMO Series 2018-168 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 12/20/2048 | &nbsp;&nbsp;2.161% | 10629568 | &nbsp;&nbsp;1177862 |
| &nbsp;&nbsp;CMO Series 2018-67 Class SP | &nbsp;&nbsp;CMO Series 2018-67 Class SP | &nbsp;&nbsp;CMO Series 2018-67 Class SP | &nbsp;&nbsp;CMO Series 2018-67 Class SP |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 05/20/2048 | &nbsp;&nbsp;2.261% | &nbsp;&nbsp;9274855 | &nbsp;&nbsp;&nbsp;&nbsp;855469 |
| &nbsp;&nbsp;CMO Series 2019-152 Class BS | &nbsp;&nbsp;CMO Series 2019-152 Class BS | &nbsp;&nbsp;CMO Series 2019-152 Class BS | &nbsp;&nbsp;CMO Series 2019-152 Class BS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 12/20/2049 | &nbsp;&nbsp;2.111% | 24110825 | &nbsp;&nbsp;2248076 |
| &nbsp;&nbsp;CMO Series 2019-23 Class LS | &nbsp;&nbsp;CMO Series 2019-23 Class LS | &nbsp;&nbsp;CMO Series 2019-23 Class LS | &nbsp;&nbsp;CMO Series 2019-23 Class LS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 02/20/2049 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;7258064 | &nbsp;&nbsp;&nbsp;&nbsp;758733 |
| &nbsp;&nbsp;CMO Series 2019-23 Class QS | &nbsp;&nbsp;CMO Series 2019-23 Class QS | &nbsp;&nbsp;CMO Series 2019-23 Class QS | &nbsp;&nbsp;CMO Series 2019-23 Class QS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 02/20/2049 | &nbsp;&nbsp;2.111% | 20784403 | &nbsp;&nbsp;2140490 |
| &nbsp;&nbsp;CMO Series 2019-29 Class DS | &nbsp;&nbsp;CMO Series 2019-29 Class DS | &nbsp;&nbsp;CMO Series 2019-29 Class DS | &nbsp;&nbsp;CMO Series 2019-29 Class DS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 03/20/2049 | &nbsp;&nbsp;2.111% | 16949306 | &nbsp;&nbsp;1336399 |
| &nbsp;&nbsp;CMO Series 2019-41 Class AS | &nbsp;&nbsp;CMO Series 2019-41 Class AS | &nbsp;&nbsp;CMO Series 2019-41 Class AS | &nbsp;&nbsp;CMO Series 2019-41 Class AS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 03/20/2049 | &nbsp;&nbsp;2.111% | 16468958 | &nbsp;&nbsp;1651234 |
| &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/20/2049 | &nbsp;&nbsp;2.211% | 11177986 | &nbsp;&nbsp;1169472 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-59 Class JS | &nbsp;&nbsp;CMO Series 2019-59 Class JS | &nbsp;&nbsp;CMO Series 2019-59 Class JS | &nbsp;&nbsp;CMO Series 2019-59 Class JS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 05/20/2049 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;10777267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121414 |
| &nbsp;&nbsp;CMO Series 2021-155 Class SG | &nbsp;&nbsp;CMO Series 2021-155 Class SG | &nbsp;&nbsp;CMO Series 2021-155 Class SG | &nbsp;&nbsp;CMO Series 2021-155 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.300%<br> Cap 6.300%<br> 09/20/2051 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;50381167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6746930 |
| &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(k)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(k)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(k)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(k)</sup> |
| &nbsp;&nbsp;12/20/2052 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;32000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28898396 |
| &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(k)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(k)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(k)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(k)</sup> |
| &nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;19000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17879943 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;3.500% | 142500000 | &nbsp;&nbsp;&nbsp;&nbsp;130432031 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;4.000% | 511000000 | &nbsp;&nbsp;&nbsp;&nbsp;483194410 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;4.500% | 350000000 | &nbsp;&nbsp;&nbsp;&nbsp;340648437 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;5.000% | 395000000 | &nbsp;&nbsp;&nbsp;&nbsp;393025000 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $1,897,048,510) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $1,897,048,510) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $1,897,048,510) | &nbsp;&nbsp;**1887361352** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 18.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 18.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 18.8%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 18.8%** |
| &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;06/25/2061 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;18149172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16805417 |
| &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.100%<br> Floor 3.100%<br> 04/25/2029 | &nbsp;&nbsp;7.144% | &nbsp;&nbsp;10208580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9854753 |
| &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 2.500%<br> 10/25/2029 | &nbsp;&nbsp;6.544% | &nbsp;&nbsp;13131442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13099494 |
| &nbsp;&nbsp;CMO Series 2020-2A Class M1C | &nbsp;&nbsp;CMO Series 2020-2A Class M1C | &nbsp;&nbsp;CMO Series 2020-2A Class M1C | &nbsp;&nbsp;CMO Series 2020-2A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 4.000%<br> 08/26/2030 | &nbsp;&nbsp;8.044% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988165 |
| &nbsp;&nbsp;CMO Series 2020-3A Class M2 | &nbsp;&nbsp;CMO Series 2020-3A Class M2 | &nbsp;&nbsp;CMO Series 2020-3A Class M2 | &nbsp;&nbsp;CMO Series 2020-3A Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 4.850%<br> Floor 4.850%<br> 10/25/2030 | &nbsp;&nbsp;8.894% | &nbsp;&nbsp;13800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13481526 |
| &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B |
| &nbsp;&nbsp;1-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 06/25/2030 | &nbsp;&nbsp;7.644% | &nbsp;&nbsp;&nbsp;&nbsp;3414166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410014 |

---

18 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 2.950%<br> Floor 2.950%<br> 03/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4.464% | 15000000 | &nbsp;&nbsp;13901932 |
| &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 |
| &nbsp;&nbsp;04/01/2069 | &nbsp;&nbsp;&nbsp;&nbsp;2.115% | 14630094 | &nbsp;&nbsp;13656984 |
| &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2F Class M2 | &nbsp;&nbsp;CMO Series 2021-2F Class M2 | &nbsp;&nbsp;CMO Series 2021-2F Class M2 | &nbsp;&nbsp;CMO Series 2021-2F Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.500%<br> Floor 2.500%<br> 01/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3.761% | &nbsp;&nbsp;5008883 | &nbsp;&nbsp;&nbsp;&nbsp;5014162 |
| &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 07/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4.187% | 20000000 | &nbsp;&nbsp;20000000 |
| &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-CRT1 Class M4 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M4 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M4 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M4 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 3.500%<br> 07/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3.589% | 41000000 | &nbsp;&nbsp;39039175 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NR4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR4 Class A1 |
| &nbsp;&nbsp;10/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2.816% | 11442837 | &nbsp;&nbsp;10476264 |
| &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2010-6 Class 2A2 | &nbsp;&nbsp;CMO Series 2010-6 Class 2A2 | &nbsp;&nbsp;CMO Series 2010-6 Class 2A2 | &nbsp;&nbsp;CMO Series 2010-6 Class 2A2 |
| &nbsp;&nbsp;09/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3.505% | &nbsp;&nbsp;&nbsp;&nbsp;196218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186336 |
| &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 |
| &nbsp;&nbsp;02/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;2847088 | &nbsp;&nbsp;&nbsp;&nbsp;2725178 |
| &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.150%<br> 11/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6.166% | &nbsp;&nbsp;8111083 | &nbsp;&nbsp;&nbsp;&nbsp;7811068 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 |
| &nbsp;&nbsp;30-day Average SOFR + 6.000%<br> 12/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9.521% | 34900000 | &nbsp;&nbsp;29609418 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-R02 Class 2B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.500%<br> 01/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8.021% | 19600000 | &nbsp;&nbsp;17902236 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R07 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R07 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R07 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R07 Class 1B2 |
| &nbsp;&nbsp;30-day Average SOFR + 12.000%<br> 06/25/2042 | &nbsp;&nbsp;15.521% | 11850000 | &nbsp;&nbsp;12242509 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 |
| &nbsp;&nbsp;02/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;7537253 | &nbsp;&nbsp;&nbsp;&nbsp;7423440 |
| &nbsp;&nbsp;CTS Corp.<sup>(a)</sup> | &nbsp;&nbsp;CTS Corp.<sup>(a)</sup> | &nbsp;&nbsp;CTS Corp.<sup>(a)</sup> | &nbsp;&nbsp;CTS Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2015-6R Class 3A2 | &nbsp;&nbsp;CMO Series 2015-6R Class 3A2 | &nbsp;&nbsp;CMO Series 2015-6R Class 3A2 | &nbsp;&nbsp;CMO Series 2015-6R Class 3A2 |
| &nbsp;&nbsp;02/27/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;2607670 | &nbsp;&nbsp;&nbsp;&nbsp;2493750 |
| &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1 Class M2 | &nbsp;&nbsp;CMO Series 2019-1 Class M2 | &nbsp;&nbsp;CMO Series 2019-1 Class M2 | &nbsp;&nbsp;CMO Series 2019-1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.300%<br> 04/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.344% | 16541000 | &nbsp;&nbsp;15762582 |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 2.700%<br> Floor 2.700%<br> 10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.697% | 12725000 | &nbsp;&nbsp;12396229 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> 01/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.494% | 34721963 | &nbsp;&nbsp;34215574 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1C | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1C | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1C | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.800%<br> 01/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.844% | &nbsp;&nbsp;9650000 | &nbsp;&nbsp;&nbsp;&nbsp;9238183 |
| &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(a),(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(a),(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(a),(b)</sup> | &nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-R02 Class 2B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-R02 Class 2B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.300%<br> 11/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9.721% | &nbsp;&nbsp;9800000 | &nbsp;&nbsp;&nbsp;&nbsp;8789424 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.250%<br> 08/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.771% | &nbsp;&nbsp;9756000 | &nbsp;&nbsp;&nbsp;&nbsp;8959893 |
| &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.250%<br> 03/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8.771% | 17250000 | &nbsp;&nbsp;16184940 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA4 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 6.000%<br> 08/25/2050 | &nbsp;&nbsp;10.016% | 18151257 | &nbsp;&nbsp;19177126 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA6 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-DNA6 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.000%<br> 12/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6.521% | 15400000 | &nbsp;&nbsp;14888360 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA1 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 2.650%<br> 01/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6.171% | 10400000 | &nbsp;&nbsp;&nbsp;&nbsp;8937775 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 19

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 3.050%<br> 01/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6.571% | 23500000 | &nbsp;&nbsp;20883313 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-HQA1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA1 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA1 Class B2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.000%<br> 08/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8.521% | 12250000 | &nbsp;&nbsp;&nbsp;&nbsp;9055937 |
| &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.600%<br> 11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6.121% | 11996673 | &nbsp;&nbsp;11857856 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.000%<br> 11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7.521% | 18650000 | &nbsp;&nbsp;17097277 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.750%<br> 02/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8.271% | 19550000 | &nbsp;&nbsp;17484967 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 |
| &nbsp;&nbsp;30-day Average SOFR + 8.500%<br> 02/25/2042 | &nbsp;&nbsp;12.021% | 16300000 | &nbsp;&nbsp;13636507 |
| &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(d)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(d)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(d)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT |
| &nbsp;&nbsp;10/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 16661645 | &nbsp;&nbsp;14995480 |
| &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.016% | &nbsp;&nbsp;8092027 | &nbsp;&nbsp;&nbsp;&nbsp;8058487 |
| &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c),(d)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 06/30/2023 | &nbsp;&nbsp;&nbsp;&nbsp;6.623% | &nbsp;&nbsp;9993238 | &nbsp;&nbsp;&nbsp;&nbsp;9993238 |
| &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT |
| &nbsp;&nbsp;11/29/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;7663458 | &nbsp;&nbsp;&nbsp;&nbsp;6549862 |
| &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 01/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.794% | &nbsp;&nbsp;4150000 | &nbsp;&nbsp;&nbsp;&nbsp;3941169 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2020-1 Class M2A | &nbsp;&nbsp;CMO Series 2020-1 Class M2A | &nbsp;&nbsp;CMO Series 2020-1 Class M2A | &nbsp;&nbsp;CMO Series 2020-1 Class M2A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 01/25/2030 | &nbsp;&nbsp;6.044% | &nbsp;&nbsp;7700000 | &nbsp;&nbsp;&nbsp;&nbsp;7177491 |
| &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 |
| &nbsp;&nbsp;05/25/2026 | &nbsp;&nbsp;2.239% | 19240000 | &nbsp;&nbsp;17851238 |
| &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A |
| &nbsp;&nbsp;12/25/2025 | &nbsp;&nbsp;3.844% | &nbsp;&nbsp;7034691 | &nbsp;&nbsp;&nbsp;&nbsp;6402619 |
| &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 07/25/2029 | &nbsp;&nbsp;5.966% | &nbsp;&nbsp;6662794 | &nbsp;&nbsp;&nbsp;&nbsp;6552577 |
| &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 3.000%<br> Floor 3.000%<br> 10/25/2033 | &nbsp;&nbsp;6.521% | &nbsp;&nbsp;9800000 | &nbsp;&nbsp;&nbsp;&nbsp;8852488 |
| &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 05/27/2023 | &nbsp;&nbsp;6.805% | &nbsp;&nbsp;5452611 | &nbsp;&nbsp;&nbsp;&nbsp;5159261 |
| &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 02/25/2023 | &nbsp;&nbsp;6.894% | 56500000 | &nbsp;&nbsp;54809576 |
| &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.650%<br> 08/25/2025 | &nbsp;&nbsp;6.694% | 85550000 | &nbsp;&nbsp;81649741 |
| &nbsp;&nbsp;Point Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;02/25/2052 | &nbsp;&nbsp;3.228% | 21880424 | &nbsp;&nbsp;20897573 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;1.867% | 13816606 | &nbsp;&nbsp;12265858 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;01/25/2026 | &nbsp;&nbsp;2.115% | &nbsp;&nbsp;3556313 | &nbsp;&nbsp;&nbsp;&nbsp;3241443 |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 |
| &nbsp;&nbsp;03/25/2026 | &nbsp;&nbsp;2.115% | 12072057 | &nbsp;&nbsp;10961561 |

---

20 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;1.867% | 12888749 | &nbsp;&nbsp;11329059 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 |
| &nbsp;&nbsp;01/25/2052 | &nbsp;&nbsp;2.981% | 19760429 | &nbsp;&nbsp;17783861 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;7761852 | &nbsp;&nbsp;&nbsp;&nbsp;7008872 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.744% | 10094062 | &nbsp;&nbsp;&nbsp;&nbsp;9126196 |
| &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 | &nbsp;&nbsp;CMO Series 2018-1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.700%<br> 03/25/2028 | &nbsp;&nbsp;6.716% | &nbsp;&nbsp;9961331 | &nbsp;&nbsp;&nbsp;&nbsp;9912641 |
| &nbsp;&nbsp;CMO Series 2021-1 Class M2 | &nbsp;&nbsp;CMO Series 2021-1 Class M2 | &nbsp;&nbsp;CMO Series 2021-1 Class M2 | &nbsp;&nbsp;CMO Series 2021-1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 3.150%<br> 12/27/2033 | &nbsp;&nbsp;6.697% | 18984000 | &nbsp;&nbsp;15892551 |
| &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d),(e)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d),(e)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d),(e)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A |
| &nbsp;&nbsp;07/28/2024 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2288170 | &nbsp;&nbsp;&nbsp;&nbsp;2288170 |
| &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(e)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(e)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(e)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;06/25/2024 | &nbsp;&nbsp;2.240% | 15000000 | &nbsp;&nbsp;14295883 |
| &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 3.400%<br> Floor 3.400%<br> 08/25/2033 | &nbsp;&nbsp;7.444% | &nbsp;&nbsp;3799907 | &nbsp;&nbsp;&nbsp;&nbsp;3792082 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 4.500%<br> 10/25/2033 | &nbsp;&nbsp;8.544% | 19500000 | &nbsp;&nbsp;19197106 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M2 | &nbsp;&nbsp;CMO Series 2021-2 Class M2 | &nbsp;&nbsp;CMO Series 2021-2 Class M2 | &nbsp;&nbsp;CMO Series 2021-2 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 5.500%<br> Floor 5.500%<br> 10/25/2033 | &nbsp;&nbsp;9.544% | 10750000 | &nbsp;&nbsp;10270171 |
| &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;09/25/2051 | &nbsp;&nbsp;1.917% | 20642277 | &nbsp;&nbsp;18532579 |
| &nbsp;&nbsp;VCAT LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(e)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 |
| &nbsp;&nbsp;08/25/2051 | &nbsp;&nbsp;1.868% | 23237006 | &nbsp;&nbsp;21120115 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(e)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(e)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(e)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 |
| &nbsp;&nbsp;03/27/2051 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;9333412 | &nbsp;&nbsp;&nbsp;&nbsp;8636125 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2019-INV3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-INV3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-INV3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-INV3 Class B1 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.731% | 7300000 | &nbsp;&nbsp;&nbsp;&nbsp;5494893 |
| &nbsp;&nbsp;Visio Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 |
| &nbsp;&nbsp;11/25/2054 | &nbsp;&nbsp;3.260% | 4200000 | &nbsp;&nbsp;&nbsp;&nbsp;3377253 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-2 Class B1 |
| &nbsp;&nbsp;11/25/2054 | &nbsp;&nbsp;3.910% | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp;2896307 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $997,339,139) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $997,339,139) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $997,339,139) | &nbsp;&nbsp;**939001290** |
| &nbsp;&nbsp;**Senior Loans 7.5%** | &nbsp;&nbsp;**Senior Loans 7.5%** | &nbsp;&nbsp;**Senior Loans 7.5%** | &nbsp;&nbsp;**Senior Loans 7.5%** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** | &nbsp;&nbsp;**Aerospace & Defense 0.0%** |
| &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan | &nbsp;&nbsp;Tranche F Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> 12/09/2025 | &nbsp;&nbsp;5.924% | &nbsp;&nbsp;&nbsp;936369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921443 |
| &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** |
| &nbsp;&nbsp;AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 0.750%<br> 04/20/2028 | &nbsp;&nbsp;8.993% | 3189781 | &nbsp;&nbsp;&nbsp;&nbsp;3167580 |
| &nbsp;&nbsp;American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 06/27/2025 | &nbsp;&nbsp;5.794% | 2179446 | &nbsp;&nbsp;&nbsp;&nbsp;2077013 |
| &nbsp;&nbsp;Kestrel Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Kestrel Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Kestrel Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Kestrel Bidco, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> Floor 1.000%<br> 12/11/2026 | &nbsp;&nbsp;6.939% | 1444261 | &nbsp;&nbsp;&nbsp;&nbsp;1292974 |
| &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United AirLines, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 04/21/2028 | &nbsp;&nbsp;8.108% | 2794150 | &nbsp;&nbsp;&nbsp;&nbsp;2755227 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**9292794** |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 21

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** |
| &nbsp;&nbsp;Clarios Global LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 04/30/2026 | &nbsp;&nbsp;7.321% | 1690416 | &nbsp;&nbsp;&nbsp;&nbsp;1661189 |
| &nbsp;&nbsp;First Brands Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;First Brands Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;First Brands Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;First Brands Group LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 5.000%<br> Floor 1.000%<br> 03/30/2027 | &nbsp;&nbsp;8.368% | 3142643 | &nbsp;&nbsp;&nbsp;&nbsp;3027402 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4688591** |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.2%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.2%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.2%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.2%** |
| &nbsp;&nbsp;AlixPartners LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;AlixPartners LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;AlixPartners LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;AlixPartners LLP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 02/04/2028 | &nbsp;&nbsp;6.821% | 1472500 | &nbsp;&nbsp;&nbsp;&nbsp;1442137 |
| &nbsp;&nbsp;Allspring Buyer LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allspring Buyer LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allspring Buyer LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allspring Buyer LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 11/01/2028 | &nbsp;&nbsp;6.688% | 1323992 | &nbsp;&nbsp;&nbsp;&nbsp;1304688 |
| &nbsp;&nbsp;Citadel Securities LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Citadel Securities LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Citadel Securities LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Citadel Securities LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 2.500%<br> 02/02/2028 | &nbsp;&nbsp;6.701% | 2950026 | &nbsp;&nbsp;&nbsp;&nbsp;2902087 |
| &nbsp;&nbsp;Russell Investments US Institutional Holdco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Russell Investments US Institutional Holdco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Russell Investments US Institutional Holdco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Russell Investments US Institutional Holdco, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 05/30/2025 | &nbsp;&nbsp;7.571% | 2466439 | &nbsp;&nbsp;&nbsp;&nbsp;2312287 |
| &nbsp;&nbsp;VFH Parent LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;VFH Parent LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;VFH Parent LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;VFH Parent LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;SOFR + 3.000%<br> 01/13/2029 | &nbsp;&nbsp;7.011% | 2288313 | &nbsp;&nbsp;&nbsp;&nbsp;2219664 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10180863** |
| &nbsp;&nbsp;**Building Materials 0.2%** | &nbsp;&nbsp;**Building Materials 0.2%** | &nbsp;&nbsp;**Building Materials 0.2%** | &nbsp;&nbsp;**Building Materials 0.2%** |
| &nbsp;&nbsp;Cornerstone Building Brands, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone Building Brands, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone Building Brands, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone Building Brands, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 04/12/2028 | &nbsp;&nbsp;7.123% | 1399407 | &nbsp;&nbsp;&nbsp;&nbsp;1241316 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Covia Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Covia Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Covia Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Covia Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 1.000%<br> 07/31/2026 | &nbsp;&nbsp;7.748% | 1750241 | &nbsp;&nbsp;&nbsp;&nbsp;1686795 |
| &nbsp;&nbsp;Hunter Douglas Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Hunter Douglas Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Hunter Douglas Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Hunter Douglas Holding BV<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 02/26/2029 | &nbsp;&nbsp;7.859% | 1193416 | &nbsp;&nbsp;&nbsp;&nbsp;1038916 |
| &nbsp;&nbsp;Park River Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Park River Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Park River Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Park River Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 12/28/2027 | &nbsp;&nbsp;6.993% | 1266834 | &nbsp;&nbsp;&nbsp;&nbsp;1097395 |
| &nbsp;&nbsp;QUIKRETE Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;QUIKRETE Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;QUIKRETE Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;QUIKRETE Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.625%<br> 02/01/2027 | &nbsp;&nbsp;6.696% | 2193621 | &nbsp;&nbsp;&nbsp;&nbsp;2151701 |
| &nbsp;&nbsp;SRS Distribution, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 06/02/2028 | &nbsp;&nbsp;7.571% | 1975000 | &nbsp;&nbsp;&nbsp;&nbsp;1893531 |
| &nbsp;&nbsp;White Cap Supply Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;White Cap Supply Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;White Cap Supply Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;White Cap Supply Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 10/19/2027 | &nbsp;&nbsp;7.836% | 1864634 | &nbsp;&nbsp;&nbsp;&nbsp;1793089 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10902743** |
| &nbsp;&nbsp;**Cable and Satellite 0.3%** | &nbsp;&nbsp;**Cable and Satellite 0.3%** | &nbsp;&nbsp;**Cable and Satellite 0.3%** | &nbsp;&nbsp;**Cable and Satellite 0.3%** |
| &nbsp;&nbsp;Cogeco Communications Finance LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Cogeco Communications Finance LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Cogeco Communications Finance LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Cogeco Communications Finance LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.000%<br> 01/03/2025 | &nbsp;&nbsp;6.071% | 1827463 | &nbsp;&nbsp;&nbsp;&nbsp;1786345 |
| &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/17/2025 | &nbsp;&nbsp;6.123% | 1488189 | &nbsp;&nbsp;&nbsp;&nbsp;1422709 |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 01/15/2026 | &nbsp;&nbsp;6.123% | 1458407 | &nbsp;&nbsp;&nbsp;&nbsp;1387762 |

---

22 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;DirectTV Financing LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.000%<br> Floor 0.750%<br> 08/02/2027 | &nbsp;&nbsp;9.071% | 1427133 | &nbsp;&nbsp;&nbsp;&nbsp;1364853 |
| &nbsp;&nbsp;Iridium Satellite LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Iridium Satellite LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Iridium Satellite LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Iridium Satellite LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 1.000%<br> 11/04/2026 | &nbsp;&nbsp;6.571% | 2269465 | &nbsp;&nbsp;&nbsp;&nbsp;2247724 |
| &nbsp;&nbsp;Radiate Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiate Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiate Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiate Holdco LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 09/25/2026 | &nbsp;&nbsp;7.321% | 1649539 | &nbsp;&nbsp;&nbsp;&nbsp;1443082 |
| &nbsp;&nbsp;Telesat Canada<sup>(b),(n)</sup> | &nbsp;&nbsp;Telesat Canada<sup>(b),(n)</sup> | &nbsp;&nbsp;Telesat Canada<sup>(b),(n)</sup> | &nbsp;&nbsp;Telesat Canada<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> 12/07/2026 | &nbsp;&nbsp;7.170% | 2179765 | &nbsp;&nbsp;&nbsp;&nbsp;1082057 |
| &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Virgin Media Bristol LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan | &nbsp;&nbsp;Tranche N Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 01/31/2028 | &nbsp;&nbsp;6.373% | 1175000 | &nbsp;&nbsp;&nbsp;&nbsp;1143968 |
| &nbsp;&nbsp;Tranche Q Term Loan | &nbsp;&nbsp;Tranche Q Term Loan | &nbsp;&nbsp;Tranche Q Term Loan | &nbsp;&nbsp;Tranche Q Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 01/31/2029 | &nbsp;&nbsp;7.123% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979310 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**12857810** |
| &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** |
| &nbsp;&nbsp;Ascend Performance Materials Operations LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Performance Materials Operations LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Performance Materials Operations LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Performance Materials Operations LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.750%<br> Floor 0.750%<br> 08/27/2026 | &nbsp;&nbsp;8.831% | 1901727 | &nbsp;&nbsp;&nbsp;&nbsp;1817347 |
| &nbsp;&nbsp;ColourOz Investment 1 GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 1 GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 1 GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 1 GmbH<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.250%<br> Floor 1.000%<br> 09/21/2023 | &nbsp;&nbsp;8.574% | &nbsp;&nbsp;&nbsp;353164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257456 |
| &nbsp;&nbsp;ColourOz Investment 2 LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 2 LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 2 LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ColourOz Investment 2 LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 1st Lien Term Loan | &nbsp;&nbsp;Tranche B2 1st Lien Term Loan | &nbsp;&nbsp;Tranche B2 1st Lien Term Loan | &nbsp;&nbsp;Tranche B2 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.250%<br> Floor 1.000%<br> 09/21/2023 | &nbsp;&nbsp;8.574% | 2136345 | &nbsp;&nbsp;&nbsp;&nbsp;1557396 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Diamond BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond BV<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 09/29/2028 | &nbsp;&nbsp;7.164% | 2233565 | &nbsp;&nbsp;2154185 |
| &nbsp;&nbsp;Herens Holdco SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Herens Holdco SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Herens Holdco SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Herens Holdco SARL<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 07/03/2028 | &nbsp;&nbsp;7.674% | 1474475 | &nbsp;&nbsp;1350619 |
| &nbsp;&nbsp;Ineos Styrolution Group GmbH<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Ineos Styrolution Group GmbH<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Ineos Styrolution Group GmbH<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Ineos Styrolution Group GmbH<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 01/29/2026 | &nbsp;&nbsp;6.821% | 1975000 | &nbsp;&nbsp;1940437 |
| &nbsp;&nbsp;Ineos US Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ineos US Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ineos US Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ineos US Finance LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> 11/08/2027 | &nbsp;&nbsp;7.936% | 1682655 | &nbsp;&nbsp;1658475 |
| &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 02/05/2027 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;609375 | &nbsp;&nbsp;&nbsp;&nbsp;598711 |
| &nbsp;&nbsp;Messer Industries GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;Messer Industries GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;Messer Industries GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;Messer Industries GmbH<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 03/02/2026 | &nbsp;&nbsp;6.174% | 1144252 | &nbsp;&nbsp;1126139 |
| &nbsp;&nbsp;Momentive Performance Materials, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Momentive Performance Materials, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Momentive Performance Materials, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Momentive Performance Materials, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 05/15/2024 | &nbsp;&nbsp;7.330% | 1451250 | &nbsp;&nbsp;1431295 |
| &nbsp;&nbsp;Nouryon Finance BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Nouryon Finance BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Nouryon Finance BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Nouryon Finance BV<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> 10/01/2025 | &nbsp;&nbsp;7.165% | 1214408 | &nbsp;&nbsp;1182226 |
| &nbsp;&nbsp;PMHC II, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;PMHC II, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;PMHC II, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;PMHC II, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 4.250%<br> Floor 0.500%<br> 04/23/2029 | &nbsp;&nbsp;8.494% | 1634413 | &nbsp;&nbsp;1369197 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 23

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Schenectady International Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Schenectady International Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Schenectady International Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Schenectady International Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.750%<br> 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;9.021% | &nbsp;&nbsp;&nbsp;806061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646195 |
| &nbsp;&nbsp;Sparta US Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sparta US Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sparta US Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sparta US Holdco LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 08/02/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.055% | &nbsp;&nbsp;&nbsp;990013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958827 |
| &nbsp;&nbsp;Tronox Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tronox Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tronox Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tronox Finance LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> 03/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.991% | 1392119 | &nbsp;&nbsp;&nbsp;&nbsp;1340569 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**19389074** |
| &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** |
| &nbsp;&nbsp;Columbus McKinnon Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Columbus McKinnon Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Columbus McKinnon Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Columbus McKinnon Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 05/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.438% | 1258933 | &nbsp;&nbsp;&nbsp;&nbsp;1236901 |
| &nbsp;&nbsp;PECF USS Intermediate Holding III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PECF USS Intermediate Holding III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PECF USS Intermediate Holding III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PECF USS Intermediate Holding III Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.500%<br> 12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.321% | 1051665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848347 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2085248** |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.5%** |
| &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 10/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.821% | &nbsp;&nbsp;&nbsp;877186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739029 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 7.750%<br> 10/01/2026 | &nbsp;&nbsp;11.821% | 1686397 | &nbsp;&nbsp;&nbsp;&nbsp;1328038 |
| &nbsp;&nbsp;Allied Universal Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Allied Universal Holdco LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 05/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.821% | 1400589 | &nbsp;&nbsp;&nbsp;&nbsp;1322128 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Amentum Government Services Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan | &nbsp;&nbsp;Tranche 1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 01/29/2027 | &nbsp;&nbsp;7.798% | &nbsp;&nbsp;&nbsp;961314 | &nbsp;&nbsp;&nbsp;&nbsp;946894 |
| &nbsp;&nbsp;Tranche 3 1st Lien Term Loan | &nbsp;&nbsp;Tranche 3 1st Lien Term Loan | &nbsp;&nbsp;Tranche 3 1st Lien Term Loan | &nbsp;&nbsp;Tranche 3 1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 02/15/2029 | &nbsp;&nbsp;7.392% | 1154906 | &nbsp;&nbsp;1135423 |
| &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 12/06/2027 | &nbsp;&nbsp;7.321% | 2235955 | &nbsp;&nbsp;2028660 |
| &nbsp;&nbsp;Cast & Crew LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Cast & Crew LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Cast & Crew LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Cast & Crew LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 12/29/2028 | &nbsp;&nbsp;7.836% | 1823435 | &nbsp;&nbsp;1790759 |
| &nbsp;&nbsp;Conservice Midco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Conservice Midco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Conservice Midco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Conservice Midco LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> 05/13/2027 | &nbsp;&nbsp;8.321% | 2439988 | &nbsp;&nbsp;2356614 |
| &nbsp;&nbsp;Corporation Service Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Corporation Service Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Corporation Service Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Corporation Service Co.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> Floor 0.500%<br> 11/02/2029 | &nbsp;&nbsp;7.436% | &nbsp;&nbsp;&nbsp;658340 | &nbsp;&nbsp;&nbsp;&nbsp;647642 |
| &nbsp;&nbsp;Go Daddy Operating Co. LLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Go Daddy Operating Co. LLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Go Daddy Operating Co. LLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Go Daddy Operating Co. LLC<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> 11/09/2029 | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;514408 | &nbsp;&nbsp;&nbsp;&nbsp;512551 |
| &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 09/23/2026 | &nbsp;&nbsp;6.505% | 1697885 | &nbsp;&nbsp;1672213 |
| &nbsp;&nbsp;Signal Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Signal Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Signal Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Signal Parent, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.750%<br> 04/03/2028 | &nbsp;&nbsp;7.571% | 1848461 | &nbsp;&nbsp;1168486 |

---

24 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Sotheby's<sup>(b),(n)</sup> | &nbsp;&nbsp;Sotheby's<sup>(b),(n)</sup> | &nbsp;&nbsp;Sotheby's<sup>(b),(n)</sup> | &nbsp;&nbsp;Sotheby's<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 0.500%<br> 01/15/2027 | &nbsp;&nbsp;8.579% | 1360593 | &nbsp;&nbsp;&nbsp;&nbsp;1324592 |
| &nbsp;&nbsp;Staples, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 5.000%<br> 04/16/2026 | &nbsp;&nbsp;7.782% | 1203440 | &nbsp;&nbsp;&nbsp;&nbsp;1071182 |
| &nbsp;&nbsp;TruGreen LP<sup>(b),(n)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(n)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(n)</sup> | &nbsp;&nbsp;TruGreen LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 11/02/2027 | &nbsp;&nbsp;8.071% | 1087812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966521 |
| &nbsp;&nbsp;Uber Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 04/04/2025 | &nbsp;&nbsp;8.235% | 1715236 | &nbsp;&nbsp;&nbsp;&nbsp;1710948 |
| &nbsp;&nbsp;WaterBridge Midstream Operating LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;WaterBridge Midstream Operating LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;WaterBridge Midstream Operating LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;WaterBridge Midstream Operating LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 5.750%<br> Floor 1.000%<br> 06/22/2026 | &nbsp;&nbsp;9.127% | 1151407 | &nbsp;&nbsp;&nbsp;&nbsp;1102886 |
| &nbsp;&nbsp;WW International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WW International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WW International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WW International, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 04/13/2028 | &nbsp;&nbsp;7.580% | 1771875 | &nbsp;&nbsp;&nbsp;&nbsp;1091918 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**22916484** |
| &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** |
| &nbsp;&nbsp;Serta Simmons Bedding LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Serta Simmons Bedding LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Serta Simmons Bedding LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Serta Simmons Bedding LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 11/08/2023 | &nbsp;&nbsp;7.762% | 1123754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96452 |
| &nbsp;&nbsp;SRAM LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SRAM LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SRAM LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SRAM LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 05/18/2028 | &nbsp;&nbsp;6.821% | 1240625 | &nbsp;&nbsp;&nbsp;&nbsp;1214262 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 10/06/2028 | &nbsp;&nbsp;7.602% | 1561049 | &nbsp;&nbsp;1218913 |
| &nbsp;&nbsp;Thor Industries, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Thor Industries, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Thor Industries, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Thor Industries, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 02/01/2026 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;905457 | &nbsp;&nbsp;&nbsp;&nbsp;896403 |
| &nbsp;&nbsp;Weber-Stephen Products LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Weber-Stephen Products LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Weber-Stephen Products LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Weber-Stephen Products LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 10/30/2027 | &nbsp;&nbsp;7.321% | 2437539 | &nbsp;&nbsp;2037782 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5463812** |
| &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** |
| &nbsp;&nbsp;Brookfield WEC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Brookfield WEC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Brookfield WEC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Brookfield WEC Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 08/01/2025 | &nbsp;&nbsp;6.821% | 2161892 | &nbsp;&nbsp;2119779 |
| &nbsp;&nbsp;DXP Enterprises, Inc.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;DXP Enterprises, Inc.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;DXP Enterprises, Inc.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;DXP Enterprises, Inc.<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.250%<br> Floor 1.000%<br> 12/23/2027 | &nbsp;&nbsp;9.955% | 1750010 | &nbsp;&nbsp;1658869 |
| &nbsp;&nbsp;EWT Holdings III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;EWT Holdings III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;EWT Holdings III Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;EWT Holdings III Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> 04/01/2028 | &nbsp;&nbsp;6.375% | 1226913 | &nbsp;&nbsp;1210043 |
| &nbsp;&nbsp;Filtration Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Filtration Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Filtration Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Filtration Group Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> 03/31/2025 | &nbsp;&nbsp;7.071% | 2052630 | &nbsp;&nbsp;2023646 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 10/21/2028 | &nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;620117 | &nbsp;&nbsp;&nbsp;&nbsp;603529 |
| &nbsp;&nbsp;Gates Global LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Gates Global LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Gates Global LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Gates Global LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 0.750%<br> 03/31/2027 | &nbsp;&nbsp;6.571% | &nbsp;&nbsp;&nbsp;748727 | &nbsp;&nbsp;&nbsp;&nbsp;730009 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 25

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Madison IAQ LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 06/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | 1663763 | &nbsp;&nbsp;&nbsp;&nbsp;1577464 |
| &nbsp;&nbsp;TK Elevator Midco GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;TK Elevator Midco GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;TK Elevator Midco GmbH<sup>(b),(n)</sup> | &nbsp;&nbsp;TK Elevator Midco GmbH<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 07/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.871% | 1272756 | &nbsp;&nbsp;&nbsp;&nbsp;1218664 |
| &nbsp;&nbsp;Vertiv Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vertiv Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vertiv Group Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vertiv Group Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> 03/02/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.555% | 1450260 | &nbsp;&nbsp;&nbsp;&nbsp;1412191 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**12554194** |
| &nbsp;&nbsp;**Electric 0.1%** | &nbsp;&nbsp;**Electric 0.1%** | &nbsp;&nbsp;**Electric 0.1%** | &nbsp;&nbsp;**Electric 0.1%** |
| &nbsp;&nbsp;Carroll County Energy LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Carroll County Energy LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Carroll County Energy LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Carroll County Energy LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> 02/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.174% | &nbsp;&nbsp;&nbsp;399243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376618 |
| &nbsp;&nbsp;Constellation Renewables LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Constellation Renewables LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Constellation Renewables LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Constellation Renewables LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 1.000%<br> 12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.240% | 2767423 | &nbsp;&nbsp;&nbsp;&nbsp;2739168 |
| &nbsp;&nbsp;Invenergy Thermal Operating I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Invenergy Thermal Operating I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Invenergy Thermal Operating I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Invenergy Thermal Operating I LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> 08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.951% | &nbsp;&nbsp;&nbsp;548191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540654 |
| &nbsp;&nbsp;LMBE-MC Holdco II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;LMBE-MC Holdco II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;LMBE-MC Holdco II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;LMBE-MC Holdco II LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.000%<br> Floor 1.000%<br> 12/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.680% | 1303127 | &nbsp;&nbsp;&nbsp;&nbsp;1257517 |
| &nbsp;&nbsp;Nautilus Power LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Nautilus Power LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Nautilus Power LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Nautilus Power LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.250%<br> Floor 1.000%<br> 05/16/2024 | &nbsp;&nbsp;&nbsp;&nbsp;8.321% | &nbsp;&nbsp;&nbsp;499560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379665 |
| &nbsp;&nbsp;New Frontera Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;New Frontera Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;New Frontera Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;New Frontera Holdings LLC<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 13.000%<br> 07/28/2026 | &nbsp;&nbsp;16.674% | &nbsp;&nbsp;&nbsp;217161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217161 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.500%<br> 07/28/2028 | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp;75277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15055 |
| &nbsp;&nbsp;PG&E Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PG&E Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PG&E Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;PG&E Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 1.000%<br> 06/23/2025 | &nbsp;&nbsp;7.125% | 1427539 | &nbsp;&nbsp;1404042 |
| &nbsp;&nbsp;West Deptford Energy Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;West Deptford Energy Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;West Deptford Energy Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;West Deptford Energy Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> 08/03/2026 | &nbsp;&nbsp;7.821% | &nbsp;&nbsp;&nbsp;483501 | &nbsp;&nbsp;&nbsp;&nbsp;347062 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7276942** |
| &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** |
| &nbsp;&nbsp;EnergySolutions LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;EnergySolutions LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;EnergySolutions LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;EnergySolutions LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 1.000%<br> 05/09/2025 | &nbsp;&nbsp;7.424% | 1153987 | &nbsp;&nbsp;1068166 |
| &nbsp;&nbsp;GFL Environmental, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> Floor 1.000%<br> 05/30/2025 | &nbsp;&nbsp;7.415% | 1471163 | &nbsp;&nbsp;1467485 |
| &nbsp;&nbsp;Harsco Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harsco Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harsco Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harsco Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.500%<br> 03/10/2028 | &nbsp;&nbsp;6.375% | 1118243 | &nbsp;&nbsp;1035079 |
| &nbsp;&nbsp;Rockwood Service Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rockwood Service Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rockwood Service Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rockwood Service Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> 01/23/2027 | &nbsp;&nbsp;8.321% | &nbsp;&nbsp;&nbsp;927643 | &nbsp;&nbsp;&nbsp;&nbsp;905036 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4475766** |
| &nbsp;&nbsp;**Food and Beverage 0.1%** | &nbsp;&nbsp;**Food and Beverage 0.1%** | &nbsp;&nbsp;**Food and Beverage 0.1%** | &nbsp;&nbsp;**Food and Beverage 0.1%** |
| &nbsp;&nbsp;Del Monte Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Del Monte Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Del Monte Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Del Monte Foods, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 05/16/2029 | &nbsp;&nbsp;8.261% | 1721314 | &nbsp;&nbsp;1666094 |

---

26 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Naked Juice LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Naked Juice LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 3.250%<br> Floor 0.500%<br> 01/24/2029 | &nbsp;&nbsp;6.903% | &nbsp;&nbsp;&nbsp;299250 | &nbsp;&nbsp;&nbsp;&nbsp;281295 |
| &nbsp;&nbsp;Primary Products Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Primary Products Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Primary Products Finance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Primary Products Finance LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 04/01/2029 | &nbsp;&nbsp;7.709% | 1964210 | &nbsp;&nbsp;1919191 |
| &nbsp;&nbsp;Triton Water Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Triton Water Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Triton Water Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Triton Water Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 03/31/2028 | &nbsp;&nbsp;7.174% | 1365280 | &nbsp;&nbsp;1256057 |
| &nbsp;&nbsp;United Natural Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United Natural Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United Natural Foods, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;United Natural Foods, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 3.250%<br> 10/22/2025 | &nbsp;&nbsp;7.451% | 1040988 | &nbsp;&nbsp;1034981 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6157618** |
| &nbsp;&nbsp;**Gaming 0.3%** | &nbsp;&nbsp;**Gaming 0.3%** | &nbsp;&nbsp;**Gaming 0.3%** | &nbsp;&nbsp;**Gaming 0.3%** |
| &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Caesars Resort Collection LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> 12/23/2024 | &nbsp;&nbsp;6.821% | 2814205 | &nbsp;&nbsp;2792845 |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 07/21/2025 | &nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;560556 | &nbsp;&nbsp;&nbsp;&nbsp;556189 |
| &nbsp;&nbsp;CBAC Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CBAC Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CBAC Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;CBAC Borrower LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.000%<br> 07/08/2024 | &nbsp;&nbsp;5.296% | 1494924 | &nbsp;&nbsp;1457282 |
| &nbsp;&nbsp;Entain PLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Entain PLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Entain PLC<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Entain PLC<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 10/31/2029 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;420918 | &nbsp;&nbsp;&nbsp;&nbsp;415972 |
| &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 01/27/2029 | &nbsp;&nbsp;8.086% | 1643544 | &nbsp;&nbsp;1565098 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Flutter Entertainment PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Flutter Entertainment PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Flutter Entertainment PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Flutter Entertainment PLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/21/2026 | &nbsp;&nbsp;5.892% | 2417368 | &nbsp;&nbsp;&nbsp;&nbsp;2384468 |
| &nbsp;&nbsp;HRNI Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;HRNI Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;HRNI Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;HRNI Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.750%<br> 12/11/2028 | &nbsp;&nbsp;8.321% | 3142758 | &nbsp;&nbsp;&nbsp;&nbsp;3040618 |
| &nbsp;&nbsp;PCI Gaming Authority<sup>(b),(n)</sup> | &nbsp;&nbsp;PCI Gaming Authority<sup>(b),(n)</sup> | &nbsp;&nbsp;PCI Gaming Authority<sup>(b),(n)</sup> | &nbsp;&nbsp;PCI Gaming Authority<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 05/29/2026 | &nbsp;&nbsp;6.571% | 1688266 | &nbsp;&nbsp;&nbsp;&nbsp;1665053 |
| &nbsp;&nbsp;Scientific Games Holdings LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 04/04/2029 | &nbsp;&nbsp;7.097% | 1243670 | &nbsp;&nbsp;&nbsp;&nbsp;1186150 |
| &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> Floor 0.500%<br> 04/14/2029 | &nbsp;&nbsp;6.896% | 1335200 | &nbsp;&nbsp;&nbsp;&nbsp;1307494 |
| &nbsp;&nbsp;Star Group Holdings BV<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Star Group Holdings BV<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Star Group Holdings BV<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Star Group Holdings BV<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> 07/22/2028 | &nbsp;&nbsp;7.011% | &nbsp;&nbsp;&nbsp;425822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422390 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16793559** |
| &nbsp;&nbsp;**Health Care 0.2%** | &nbsp;&nbsp;**Health Care 0.2%** | &nbsp;&nbsp;**Health Care 0.2%** | &nbsp;&nbsp;**Health Care 0.2%** |
| &nbsp;&nbsp;CHG Healthcare Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CHG Healthcare Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CHG Healthcare Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CHG Healthcare Services, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 09/29/2028 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959528 |
| &nbsp;&nbsp;Element Materials Technology Group US Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Element Materials Technology Group US Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Element Materials Technology Group US Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Element Materials Technology Group US Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Delayed Draw Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Delayed Draw Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Delayed Draw Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Delayed Draw Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 06/22/2029 | &nbsp;&nbsp;7.904% | &nbsp;&nbsp;&nbsp;382986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375009 |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 06/22/2029 | &nbsp;&nbsp;7.903% | &nbsp;&nbsp;&nbsp;829804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812519 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 27

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Envision Healthcare Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Envision Healthcare Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Envision Healthcare Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Envision Healthcare Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> 03/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.494% | &nbsp;&nbsp;&nbsp;316601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70706 |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> 03/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.994% | &nbsp;&nbsp;&nbsp;673196 | &nbsp;&nbsp;&nbsp;&nbsp;201959 |
| &nbsp;&nbsp;1-month Term SOFR + 7.875%<br> 03/31/2027 | &nbsp;&nbsp;12.010% | &nbsp;&nbsp;&nbsp;113776 | &nbsp;&nbsp;&nbsp;&nbsp;101545 |
| &nbsp;&nbsp;ICON PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ICON PLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/03/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.938% | 1549490 | &nbsp;&nbsp;1540859 |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 07/03/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.938% | &nbsp;&nbsp;&nbsp;386056 | &nbsp;&nbsp;&nbsp;&nbsp;383906 |
| &nbsp;&nbsp;Medline Borrower LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Medline Borrower LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.321% | 1911714 | &nbsp;&nbsp;1813471 |
| &nbsp;&nbsp;National Mentor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;National Mentor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;National Mentor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;National Mentor Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 03/02/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.609% | 1929204 | &nbsp;&nbsp;1362771 |
| &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 03/02/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.430% | &nbsp;&nbsp;&nbsp;&nbsp;62745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44322 |
| &nbsp;&nbsp;Owens & Minor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 03/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.902% | &nbsp;&nbsp;&nbsp;627583 | &nbsp;&nbsp;&nbsp;&nbsp;624445 |
| &nbsp;&nbsp;Phoenix Guarantor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Phoenix Guarantor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Phoenix Guarantor, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Phoenix Guarantor, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 03/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;957304 | &nbsp;&nbsp;&nbsp;&nbsp;908242 |
| &nbsp;&nbsp;Pluto Acquisition I, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pluto Acquisition I, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pluto Acquisition I, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pluto Acquisition I, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 06/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8.735% | &nbsp;&nbsp;&nbsp;928711 | &nbsp;&nbsp;&nbsp;&nbsp;687246 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Radiology Partners, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiology Partners, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiology Partners, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Radiology Partners, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> 07/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8.281% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10746528** |
| &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** |
| &nbsp;&nbsp;Hamilton Projects Acquiror LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hamilton Projects Acquiror LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hamilton Projects Acquiror LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hamilton Projects Acquiror LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 1.000%<br> 06/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8.174% | 1118317 | &nbsp;&nbsp;&nbsp;&nbsp;1098679 |
| &nbsp;&nbsp;Oryx Midstream Services Permian Basin LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Oryx Midstream Services Permian Basin LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Oryx Midstream Services Permian Basin LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Oryx Midstream Services Permian Basin LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 10/05/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.924% | 1135743 | &nbsp;&nbsp;&nbsp;&nbsp;1119650 |
| &nbsp;&nbsp;Parkway Generation LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Parkway Generation LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Parkway Generation LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Parkway Generation LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 0.750%<br> 02/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | 2341373 | &nbsp;&nbsp;&nbsp;&nbsp;2300398 |
| &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 0.750%<br> 02/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8.951% | &nbsp;&nbsp;&nbsp;329439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323674 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4842401** |
| &nbsp;&nbsp;**Leisure 0.3%** | &nbsp;&nbsp;**Leisure 0.3%** | &nbsp;&nbsp;**Leisure 0.3%** | &nbsp;&nbsp;**Leisure 0.3%** |
| &nbsp;&nbsp;Alterra Mountain Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Alterra Mountain Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Alterra Mountain Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Alterra Mountain Co.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 08/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.571% | 2395837 | &nbsp;&nbsp;&nbsp;&nbsp;2359899 |
| &nbsp;&nbsp;Carnival Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.127% | 2380405 | &nbsp;&nbsp;&nbsp;&nbsp;2230630 |
| &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n),(p)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n),(p)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n),(p)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n),(p)</sup> |
| &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan | &nbsp;&nbsp;Debtor in Possession Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 10.000%<br> Floor 1.000%<br> 09/07/2023 | &nbsp;&nbsp;13.896% | &nbsp;&nbsp;&nbsp;942651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907895 |

---

28 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Crown Finance US, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 02/28/2025 | &nbsp;&nbsp;4.000% | 1919036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408390 |
| &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Formula 1 (Delta 2 SARL)<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> Floor 0.500%<br> 01/15/2030 | &nbsp;&nbsp;7.044% | &nbsp;&nbsp;&nbsp;409923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407746 |
| &nbsp;&nbsp;Life Time, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Life Time, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Life Time, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Life Time, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 1.000%<br> 12/16/2024 | &nbsp;&nbsp;9.485% | 1170727 | &nbsp;&nbsp;&nbsp;&nbsp;1162239 |
| &nbsp;&nbsp;NAI Entertainment Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;NAI Entertainment Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;NAI Entertainment Holdings LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;NAI Entertainment Holdings LLC<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> Floor 1.000%<br> 05/08/2025 | &nbsp;&nbsp;6.580% | 2019184 | &nbsp;&nbsp;&nbsp;&nbsp;1918225 |
| &nbsp;&nbsp;UFC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;UFC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;UFC Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;UFC Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 1st Lien Term Loan | &nbsp;&nbsp;Tranche B3 1st Lien Term Loan | &nbsp;&nbsp;Tranche B3 1st Lien Term Loan | &nbsp;&nbsp;Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.750%<br> 04/29/2026 | &nbsp;&nbsp;7.110% | 2703131 | &nbsp;&nbsp;&nbsp;&nbsp;2653961 |
| &nbsp;&nbsp;William Morris Endeavor Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;William Morris Endeavor Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;William Morris Endeavor Entertainment LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;William Morris Endeavor Entertainment LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> 05/18/2025 | &nbsp;&nbsp;6.830% | 1456800 | &nbsp;&nbsp;&nbsp;&nbsp;1415952 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13464937** |
| &nbsp;&nbsp;**Lodging 0.2%** | &nbsp;&nbsp;**Lodging 0.2%** | &nbsp;&nbsp;**Lodging 0.2%** | &nbsp;&nbsp;**Lodging 0.2%** |
| &nbsp;&nbsp;Four Seasons Hotels Ltd.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Four Seasons Hotels Ltd.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Four Seasons Hotels Ltd.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Four Seasons Hotels Ltd.<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> Floor 0.500%<br> 11/30/2029 | &nbsp;&nbsp;7.044% | &nbsp;&nbsp;&nbsp;514864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513901 |
| &nbsp;&nbsp;Hilton Grand Vacations Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Borrower LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Borrower LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 08/02/2028 | &nbsp;&nbsp;7.071% | 2239572 | &nbsp;&nbsp;&nbsp;&nbsp;2215787 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Playa Hotels & Resorts<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Playa Hotels & Resorts<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Playa Hotels & Resorts<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Playa Hotels & Resorts<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> 11/23/2028 | &nbsp;&nbsp;8.061% | 1277158 | &nbsp;&nbsp;1238448 |
| &nbsp;&nbsp;Playa Resorts Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Playa Resorts Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Playa Resorts Holding BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Playa Resorts Holding BV<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 1.000%<br> 04/29/2024 | &nbsp;&nbsp;6.820% | 4980093 | &nbsp;&nbsp;4968689 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8936825** |
| &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** |
| &nbsp;&nbsp;AppLovin Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;AppLovin Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;AppLovin Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;AppLovin Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 10/25/2028 | &nbsp;&nbsp;6.674% | 2614887 | &nbsp;&nbsp;2448188 |
| &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 1.000%<br> 07/14/2026 | &nbsp;&nbsp;7.814% | 1963142 | &nbsp;&nbsp;1799219 |
| &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> 08/21/2026 | &nbsp;&nbsp;7.914% | &nbsp;&nbsp;&nbsp;944671 | &nbsp;&nbsp;&nbsp;&nbsp;862438 |
| &nbsp;&nbsp;CMG Media Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;CMG Media Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;CMG Media Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;CMG Media Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 12/17/2026 | &nbsp;&nbsp;7.571% | 1076910 | &nbsp;&nbsp;&nbsp;&nbsp;998834 |
| &nbsp;&nbsp;Creative Artists Agency LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Creative Artists Agency LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Creative Artists Agency LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Creative Artists Agency LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> 11/27/2026 | &nbsp;&nbsp;7.821% | 1932438 | &nbsp;&nbsp;1911104 |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 1.000%<br> 11/27/2026 | &nbsp;&nbsp;8.336% | &nbsp;&nbsp;&nbsp;380452 | &nbsp;&nbsp;&nbsp;&nbsp;374745 |
| &nbsp;&nbsp;Cumulus Media New Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cumulus Media New Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cumulus Media New Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cumulus Media New Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 1.000%<br> 03/31/2026 | &nbsp;&nbsp;7.821% | 1418469 | &nbsp;&nbsp;1340454 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 29

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Diamond Sports Group LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 8.000%<br> Floor 1.000%<br> 05/25/2026 | &nbsp;&nbsp;11.894% | &nbsp;&nbsp;&nbsp;961778 | &nbsp;&nbsp;&nbsp;&nbsp;905514 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> 08/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.144% | 1697795 | &nbsp;&nbsp;&nbsp;&nbsp;268472 |
| &nbsp;&nbsp;Dotdash Meredith, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Dotdash Meredith, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Dotdash Meredith, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Dotdash Meredith, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 12/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.844% | 1883407 | &nbsp;&nbsp;1629147 |
| &nbsp;&nbsp;E.W. Scripps Co. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;E.W. Scripps Co. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;E.W. Scripps Co. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;E.W. Scripps Co. (The)<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.563%<br> 05/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.634% | 2935729 | &nbsp;&nbsp;2850593 |
| &nbsp;&nbsp;Emerald Expositions Holding, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Emerald Expositions Holding, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Emerald Expositions Holding, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Emerald Expositions Holding, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 05/22/2024 | &nbsp;&nbsp;&nbsp;&nbsp;6.571% | 1626868 | &nbsp;&nbsp;1572986 |
| &nbsp;&nbsp;Entravision Communications Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entravision Communications Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entravision Communications Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entravision Communications Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> 11/29/2024 | &nbsp;&nbsp;&nbsp;&nbsp;6.821% | &nbsp;&nbsp;&nbsp;469855 | &nbsp;&nbsp;&nbsp;&nbsp;463005 |
| &nbsp;&nbsp;Gray Television, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Gray Television, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.268% | 1701415 | &nbsp;&nbsp;1651223 |
| &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 05/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.071% | 1108872 | &nbsp;&nbsp;1037394 |
| &nbsp;&nbsp;Indy US Bidco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Indy US Bidco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Indy US Bidco LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Indy US Bidco LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> 03/06/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.821% | 1990958 | &nbsp;&nbsp;1739600 |
| &nbsp;&nbsp;Learfield Communications LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Learfield Communications LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Learfield Communications LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Learfield Communications LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> Floor 1.000%<br> 12/01/2023 | &nbsp;&nbsp;&nbsp;&nbsp;7.330% | &nbsp;&nbsp;&nbsp;652286 | &nbsp;&nbsp;&nbsp;&nbsp;483957 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Lions Gate Capital Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lions Gate Capital Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lions Gate Capital Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lions Gate Capital Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.250%<br> 03/24/2025 | &nbsp;&nbsp;6.321% | 1479509 | &nbsp;&nbsp;&nbsp;&nbsp;1421557 |
| &nbsp;&nbsp;NEP Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NEP Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NEP Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NEP Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 10/20/2025 | &nbsp;&nbsp;7.321% | 1459771 | &nbsp;&nbsp;&nbsp;&nbsp;1210398 |
| &nbsp;&nbsp;Nexstar Media, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Nexstar Media, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Nexstar Media, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Nexstar Media, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 09/18/2026 | &nbsp;&nbsp;6.571% | 1211134 | &nbsp;&nbsp;&nbsp;&nbsp;1200282 |
| &nbsp;&nbsp;Playtika Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> 03/13/2028 | &nbsp;&nbsp;6.821% | 2613052 | &nbsp;&nbsp;&nbsp;&nbsp;2543649 |
| &nbsp;&nbsp;Pug LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Pug LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Pug LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Pug LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 02/12/2027 | &nbsp;&nbsp;7.571% | 1615494 | &nbsp;&nbsp;&nbsp;&nbsp;1381247 |
| &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sinclair Television Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 04/01/2028 | &nbsp;&nbsp;7.080% | 1237301 | &nbsp;&nbsp;&nbsp;&nbsp;1160935 |
| &nbsp;&nbsp;Univision Communications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 03/15/2026 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;987500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968984 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.750%<br> 01/31/2029 | &nbsp;&nbsp;7.321% | 1243750 | &nbsp;&nbsp;&nbsp;&nbsp;1207470 |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 06/24/2029 | &nbsp;&nbsp;7.790% | &nbsp;&nbsp;&nbsp;199500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196508 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**33627903** |
| &nbsp;&nbsp;**Midstream 0.2%** | &nbsp;&nbsp;**Midstream 0.2%** | &nbsp;&nbsp;**Midstream 0.2%** | &nbsp;&nbsp;**Midstream 0.2%** |
| &nbsp;&nbsp;AL GCX Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;AL GCX Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;AL GCX Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;AL GCX Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 05/17/2029 | &nbsp;&nbsp;7.565% | 1173600 | &nbsp;&nbsp;&nbsp;&nbsp;1161278 |

---

30 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CQP Holdco LP<sup>(b),(n)</sup> | &nbsp;&nbsp;CQP Holdco LP<sup>(b),(n)</sup> | &nbsp;&nbsp;CQP Holdco LP<sup>(b),(n)</sup> | &nbsp;&nbsp;CQP Holdco LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 06/05/2028 | &nbsp;&nbsp;7.424% | 1375038 | &nbsp;&nbsp;1355443 |
| &nbsp;&nbsp;GIP III Stetson I LP<sup>(b),(n)</sup> | &nbsp;&nbsp;GIP III Stetson I LP<sup>(b),(n)</sup> | &nbsp;&nbsp;GIP III Stetson I LP<sup>(b),(n)</sup> | &nbsp;&nbsp;GIP III Stetson I LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 4.250%<br> 07/18/2025 | &nbsp;&nbsp;8.321% | 1396598 | &nbsp;&nbsp;1360636 |
| &nbsp;&nbsp;ITT Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 07/10/2028 | &nbsp;&nbsp;6.821% | 1550740 | &nbsp;&nbsp;1531355 |
| &nbsp;&nbsp;Traverse Midstream Partners LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Traverse Midstream Partners LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Traverse Midstream Partners LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Traverse Midstream Partners LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 1.000%<br> 09/27/2024 | &nbsp;&nbsp;8.405% | 2275660 | &nbsp;&nbsp;2258593 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7667305** |
| &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** |
| &nbsp;&nbsp;Lealand Finance Co. BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Lealand Finance Co. BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Lealand Finance Co. BV<sup>(b),(n)</sup> | &nbsp;&nbsp;Lealand Finance Co. BV<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 06/28/2024 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.000%<br> 06/30/2025 | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;&nbsp;115306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60631 |
| &nbsp;&nbsp;MRC Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MRC Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MRC Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MRC Global, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> 09/20/2024 | &nbsp;&nbsp;7.071% | 1030859 | &nbsp;&nbsp;1010241 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1076278** |
| &nbsp;&nbsp;**Other Financial Institutions 0.1%** | &nbsp;&nbsp;**Other Financial Institutions 0.1%** | &nbsp;&nbsp;**Other Financial Institutions 0.1%** | &nbsp;&nbsp;**Other Financial Institutions 0.1%** |
| &nbsp;&nbsp;FinCo I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;FinCo I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;FinCo I LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;FinCo I LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> 06/27/2025 | &nbsp;&nbsp;6.571% | &nbsp;&nbsp;&nbsp;943475 | &nbsp;&nbsp;&nbsp;&nbsp;938172 |
| &nbsp;&nbsp;Freeport LNG Investments LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;Freeport LNG Investments LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;Freeport LNG Investments LLP<sup>(b),(n)</sup> | &nbsp;&nbsp;Freeport LNG Investments LLP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 12/21/2028 | &nbsp;&nbsp;7.743% | 1471273 | &nbsp;&nbsp;1393413 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;IGT Holding IV AB<sup>(b),(n)</sup> | &nbsp;&nbsp;IGT Holding IV AB<sup>(b),(n)</sup> | &nbsp;&nbsp;IGT Holding IV AB<sup>(b),(n)</sup> | &nbsp;&nbsp;IGT Holding IV AB<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.400%<br> Floor 0.500%<br> 03/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.074% | 1336217 | &nbsp;&nbsp;1306152 |
| &nbsp;&nbsp;Trans Union LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Trans Union LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan | &nbsp;&nbsp;Tranche B6 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 0.500%<br> 12/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.321% | 1309335 | &nbsp;&nbsp;1286095 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4923832** |
| &nbsp;&nbsp;**Other Industry 0.1%** | &nbsp;&nbsp;**Other Industry 0.1%** | &nbsp;&nbsp;**Other Industry 0.1%** | &nbsp;&nbsp;**Other Industry 0.1%** |
| &nbsp;&nbsp;APi Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;APi Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;APi Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;APi Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 10/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.571% | 1189111 | &nbsp;&nbsp;1176030 |
| &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n),(o),(q)</sup> |
| &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 07/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.071% | &nbsp;&nbsp;&nbsp;421603 | &nbsp;&nbsp;&nbsp;&nbsp;407691 |
| &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Hillman Group, Inc. (The)<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 07/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.794% | 1743987 | &nbsp;&nbsp;1686436 |
| &nbsp;&nbsp;Vericast Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vericast Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vericast Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Vericast Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 7.750%<br> Floor 1.000%<br> 06/16/2026 | &nbsp;&nbsp;11.424% | &nbsp;&nbsp;&nbsp;461257 | &nbsp;&nbsp;&nbsp;&nbsp;332395 |
| &nbsp;&nbsp;WireCo WorldGroup, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WireCo WorldGroup, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WireCo WorldGroup, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;WireCo WorldGroup, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.500%<br> 11/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.938% | 1268212 | &nbsp;&nbsp;1234605 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4837157** |
| &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** | &nbsp;&nbsp;**Packaging 0.2%** |
| &nbsp;&nbsp;Anchor Glass Container Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Anchor Glass Container Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Anchor Glass Container Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Anchor Glass Container Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> Floor 1.000%<br> 12/07/2023 | &nbsp;&nbsp;&nbsp;&nbsp;6.532% | &nbsp;&nbsp;&nbsp;794194 | &nbsp;&nbsp;&nbsp;&nbsp;572725 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 31

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Charter Next Generation, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Charter Next Generation, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Charter Next Generation, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Charter Next Generation, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 12/01/2027 | &nbsp;&nbsp;7.821% | 2162487 | &nbsp;&nbsp;2104036 |
| &nbsp;&nbsp;Graham Packaging Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Graham Packaging Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Graham Packaging Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Graham Packaging Co., Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.750%<br> 08/04/2027 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;389260 | &nbsp;&nbsp;&nbsp;&nbsp;380015 |
| &nbsp;&nbsp;Mauser Packaging Solutions Holding Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mauser Packaging Solutions Holding Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mauser Packaging Solutions Holding Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mauser Packaging Solutions Holding Co.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 04/03/2024 | &nbsp;&nbsp;7.018% | &nbsp;&nbsp;&nbsp;973958 | &nbsp;&nbsp;&nbsp;&nbsp;944136 |
| &nbsp;&nbsp;Packaging Coordinators Midco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Packaging Coordinators Midco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Packaging Coordinators Midco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Packaging Coordinators Midco, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> 11/30/2027 | &nbsp;&nbsp;7.174% | 2231684 | &nbsp;&nbsp;2147058 |
| &nbsp;&nbsp;Pactiv Evergreen, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pactiv Evergreen, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pactiv Evergreen, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pactiv Evergreen, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 09/24/2028 | &nbsp;&nbsp;7.321% | 1158795 | &nbsp;&nbsp;1140509 |
| &nbsp;&nbsp;Tosca Services LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Tosca Services LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Tosca Services LLC<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Tosca Services LLC<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.750%<br> 08/18/2027 | &nbsp;&nbsp;7.701% | &nbsp;&nbsp;&nbsp;982500 | &nbsp;&nbsp;&nbsp;&nbsp;795825 |
| &nbsp;&nbsp;Twist Beauty International Holdings S.A.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Twist Beauty International Holdings S.A.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Twist Beauty International Holdings S.A.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Twist Beauty International Holdings S.A.<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> Floor 1.000%<br> 04/20/2024 | &nbsp;&nbsp;6.424% | &nbsp;&nbsp;&nbsp;186842 | &nbsp;&nbsp;&nbsp;&nbsp;170026 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8254330** |
| &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** | &nbsp;&nbsp;**Pharmaceuticals 0.1%** |
| &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Elanco Animal Health, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> 08/01/2027 | &nbsp;&nbsp;5.518% | 1158580 | &nbsp;&nbsp;1119663 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Jazz Pharmaceuticals PLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 05/05/2028 | &nbsp;&nbsp;7.571% | 1689013 | &nbsp;&nbsp;1674235 |
| &nbsp;&nbsp;Organon & Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Organon & Co.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 06/02/2028 | &nbsp;&nbsp;6.188% | 1580675 | &nbsp;&nbsp;1563288 |
| &nbsp;&nbsp;Sunshine Luxembourg VII SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Sunshine Luxembourg VII SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Sunshine Luxembourg VII SARL<sup>(b),(n)</sup> | &nbsp;&nbsp;Sunshine Luxembourg VII SARL<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 10/01/2026 | &nbsp;&nbsp;7.424% | 2124874 | &nbsp;&nbsp;2015315 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6372501** |
| &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** |
| &nbsp;&nbsp;Asurion LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Asurion LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B4 2nd Lien Term Loan | &nbsp;&nbsp;Tranche B4 2nd Lien Term Loan | &nbsp;&nbsp;Tranche B4 2nd Lien Term Loan | &nbsp;&nbsp;Tranche B4 2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.250%<br> 01/20/2029 | &nbsp;&nbsp;9.321% | 2144019 | &nbsp;&nbsp;1641954 |
| &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan | &nbsp;&nbsp;Tranche B7 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> 11/03/2024 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;928838 | &nbsp;&nbsp;&nbsp;&nbsp;889167 |
| &nbsp;&nbsp;Tranche B8 Term Loan | &nbsp;&nbsp;Tranche B8 Term Loan | &nbsp;&nbsp;Tranche B8 Term Loan | &nbsp;&nbsp;Tranche B8 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 12/23/2026 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;827913 | &nbsp;&nbsp;&nbsp;&nbsp;723041 |
| &nbsp;&nbsp;Hub International Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Hub International Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Hub International Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Hub International Ltd.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.750%<br> 04/25/2025 | &nbsp;&nbsp;7.326% | 2460190 | &nbsp;&nbsp;2411700 |
| &nbsp;&nbsp;Sedgwick Claims Management Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sedgwick Claims Management Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sedgwick Claims Management Services, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sedgwick Claims Management Services, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 12/31/2025 | &nbsp;&nbsp;7.321% | &nbsp;&nbsp;&nbsp;932273 | &nbsp;&nbsp;&nbsp;&nbsp;905732 |

---

32 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;USI, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> 05/16/2024 | &nbsp;&nbsp;6.424% | 1703171 | &nbsp;&nbsp;1698385 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> 12/02/2026 | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;&nbsp;979878 | &nbsp;&nbsp;&nbsp;&nbsp;962906 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**9232885** |
| &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** |
| &nbsp;&nbsp;1011778 BC ULC<sup>(b),(n)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(n)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(n)</sup> | &nbsp;&nbsp;1011778 BC ULC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 11/19/2026 | &nbsp;&nbsp;5.900% | 2601355 | &nbsp;&nbsp;2549328 |
| &nbsp;&nbsp;Carrols Restaurant Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carrols Restaurant Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carrols Restaurant Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Carrols Restaurant Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 04/30/2026 | &nbsp;&nbsp;7.230% | &nbsp;&nbsp;&nbsp;599377 | &nbsp;&nbsp;&nbsp;&nbsp;527200 |
| &nbsp;&nbsp;IRB Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> Floor 0.750%<br> 12/15/2027 | &nbsp;&nbsp;6.894% | &nbsp;&nbsp;&nbsp;842143 | &nbsp;&nbsp;&nbsp;&nbsp;809299 |
| &nbsp;&nbsp;Whatabrands LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Whatabrands LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Whatabrands LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Whatabrands LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 08/03/2028 | &nbsp;&nbsp;7.321% | 2191669 | &nbsp;&nbsp;2081735 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5967562** |
| &nbsp;&nbsp;**Retailers 0.2%** | &nbsp;&nbsp;**Retailers 0.2%** | &nbsp;&nbsp;**Retailers 0.2%** | &nbsp;&nbsp;**Retailers 0.2%** |
| &nbsp;&nbsp;Great Outdoors Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Great Outdoors Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Great Outdoors Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Great Outdoors Group LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 03/06/2028 | &nbsp;&nbsp;7.821% | 3823349 | &nbsp;&nbsp;3669459 |
| &nbsp;&nbsp;Harbor Freight Tools USA, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harbor Freight Tools USA, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harbor Freight Tools USA, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Harbor Freight Tools USA, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 10/19/2027 | &nbsp;&nbsp;6.821% | 1440232 | &nbsp;&nbsp;1364923 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;PetSmart LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;PetSmart LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;PetSmart LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;PetSmart LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 02/11/2028 | &nbsp;&nbsp;7.820% | 2955038 | &nbsp;&nbsp;2835772 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7870154** |
| &nbsp;&nbsp;**Technology 1.9%** | &nbsp;&nbsp;**Technology 1.9%** | &nbsp;&nbsp;**Technology 1.9%** | &nbsp;&nbsp;**Technology 1.9%** |
| &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 12/11/2028 | &nbsp;&nbsp;7.571% | 1902805 | &nbsp;&nbsp;1797618 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.750%<br> Floor 0.500%<br> 12/10/2029 | &nbsp;&nbsp;9.821% | 1753172 | &nbsp;&nbsp;1485813 |
| &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n),(o),(q)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n),(o),(q)</sup> |
| &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan | &nbsp;&nbsp;Delayed Draw Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 02/15/2029 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;455013 | &nbsp;&nbsp;&nbsp;&nbsp;414517 |
| &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;athenahealth Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 02/15/2029 | &nbsp;&nbsp;7.411% | 2677866 | &nbsp;&nbsp;2439536 |
| &nbsp;&nbsp;Atlas CC Acquisition Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Atlas CC Acquisition Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Atlas CC Acquisition Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Atlas CC Acquisition Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.750%<br> 05/25/2028 | &nbsp;&nbsp;8.985% | 2133556 | &nbsp;&nbsp;1833088 |
| &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan | &nbsp;&nbsp;Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 0.750%<br> 05/25/2028 | &nbsp;&nbsp;8.985% | &nbsp;&nbsp;&nbsp;433944 | &nbsp;&nbsp;&nbsp;&nbsp;372831 |
| &nbsp;&nbsp;Avaya, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> 12/15/2027 | &nbsp;&nbsp;8.123% | 1843084 | &nbsp;&nbsp;&nbsp;&nbsp;866250 |
| &nbsp;&nbsp;Avaya, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Avaya, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 12/15/2027 | &nbsp;&nbsp;7.873% | 1511557 | &nbsp;&nbsp;&nbsp;&nbsp;710432 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 33

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Camelot U.S. Acquisition 1 Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Camelot U.S. Acquisition 1 Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Camelot U.S. Acquisition 1 Co.<sup>(b),(n)</sup> | &nbsp;&nbsp;Camelot U.S. Acquisition 1 Co.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 10/30/2026 | &nbsp;&nbsp;7.071% | 1189079 | &nbsp;&nbsp;1167378 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 1.000%<br> 10/30/2026 | &nbsp;&nbsp;7.071% | &nbsp;&nbsp;&nbsp;920981 | &nbsp;&nbsp;&nbsp;&nbsp;905150 |
| &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Central Parent, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.500%<br> Floor 0.500%<br> 07/06/2029 | &nbsp;&nbsp;8.112% | &nbsp;&nbsp;&nbsp;479059 | &nbsp;&nbsp;&nbsp;&nbsp;472907 |
| &nbsp;&nbsp;Cloudera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cloudera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cloudera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cloudera, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 10/08/2028 | &nbsp;&nbsp;7.821% | 1559496 | &nbsp;&nbsp;1472757 |
| &nbsp;&nbsp;Coherent Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Coherent Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.500%<br> 07/02/2029 | &nbsp;&nbsp;6.586% | &nbsp;&nbsp;&nbsp;991721 | &nbsp;&nbsp;&nbsp;&nbsp;979949 |
| &nbsp;&nbsp;CommScope, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CommScope, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 04/06/2026 | &nbsp;&nbsp;7.321% | 2867249 | &nbsp;&nbsp;2751670 |
| &nbsp;&nbsp;CoreLogic, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CoreLogic, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CoreLogic, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;CoreLogic, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 06/02/2028 | &nbsp;&nbsp;7.625% | 1972538 | &nbsp;&nbsp;1622412 |
| &nbsp;&nbsp;Cornerstone OnDemand, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone OnDemand, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone OnDemand, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cornerstone OnDemand, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 10/16/2028 | &nbsp;&nbsp;7.821% | 1501472 | &nbsp;&nbsp;1340814 |
| &nbsp;&nbsp;Cyxtera DC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cyxtera DC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cyxtera DC Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Cyxtera DC Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.000%<br> Floor 1.000%<br> 05/01/2024 | &nbsp;&nbsp;7.360% | &nbsp;&nbsp;&nbsp;933686 | &nbsp;&nbsp;&nbsp;&nbsp;818142 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Dawn Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Dawn Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Dawn Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Dawn Acquisition LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> 12/31/2025 | &nbsp;&nbsp;7.424% | 2796616 | &nbsp;&nbsp;1882486 |
| &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month Term SOFR + 4.000%<br> 10/16/2026 | &nbsp;&nbsp;8.696% | 2575988 | &nbsp;&nbsp;2473876 |
| &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(b),(n)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> 02/06/2026 | &nbsp;&nbsp;7.294% | 1944447 | &nbsp;&nbsp;1916252 |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.250%<br> 01/18/2029 | &nbsp;&nbsp;7.305% | &nbsp;&nbsp;&nbsp;493693 | &nbsp;&nbsp;&nbsp;&nbsp;485670 |
| &nbsp;&nbsp;Endurance International Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Endurance International Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Endurance International Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Endurance International Group Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.750%<br> 02/10/2028 | &nbsp;&nbsp;7.347% | 1614423 | &nbsp;&nbsp;1461053 |
| &nbsp;&nbsp;Entegris, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Entegris, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> 07/06/2029 | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;&nbsp;558131 | &nbsp;&nbsp;&nbsp;&nbsp;552934 |
| &nbsp;&nbsp;Everi Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Everi Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Everi Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Everi Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> 08/03/2028 | &nbsp;&nbsp;6.571% | 1869221 | &nbsp;&nbsp;1846435 |
| &nbsp;&nbsp;Evertec Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Evertec Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Evertec Group LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Evertec Group LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> 11/27/2024 | &nbsp;&nbsp;7.571% | 1856204 | &nbsp;&nbsp;1849243 |
| &nbsp;&nbsp;GoTo Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GoTo Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GoTo Group, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;GoTo Group, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> 08/31/2027 | &nbsp;&nbsp;8.766% | 2451219 | &nbsp;&nbsp;1567751 |
| &nbsp;&nbsp;Idemia Group SAS<sup>(b),(n)</sup> | &nbsp;&nbsp;Idemia Group SAS<sup>(b),(n)</sup> | &nbsp;&nbsp;Idemia Group SAS<sup>(b),(n)</sup> | &nbsp;&nbsp;Idemia Group SAS<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 0.750%<br> 01/10/2026 | &nbsp;&nbsp;8.174% | 1771998 | &nbsp;&nbsp;1709978 |

---

34 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Idera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Idera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Idera, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Idera, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan | &nbsp;&nbsp;Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 03/02/2028 | &nbsp;&nbsp;7.500% | 1218362 | &nbsp;&nbsp;1151864 |
| &nbsp;&nbsp;Informatica LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Informatica LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Informatica LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Informatica LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> 10/27/2028 | &nbsp;&nbsp;6.875% | 2263646 | &nbsp;&nbsp;2214977 |
| &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ingram Micro, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 06/30/2028 | &nbsp;&nbsp;7.174% | 1774542 | &nbsp;&nbsp;1746256 |
| &nbsp;&nbsp;ION Trading Finance Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;ION Trading Finance Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;ION Trading Finance Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;ION Trading Finance Ltd.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> 04/01/2028 | &nbsp;&nbsp;8.424% | &nbsp;&nbsp;&nbsp;921950 | &nbsp;&nbsp;&nbsp;&nbsp;880462 |
| &nbsp;&nbsp;Loyalty Ventures, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Loyalty Ventures, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Loyalty Ventures, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Loyalty Ventures, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 0.500%<br> 11/03/2027 | &nbsp;&nbsp;8.571% | 1735760 | &nbsp;&nbsp;&nbsp;&nbsp;685625 |
| &nbsp;&nbsp;Lummus Technology Holdings V LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lummus Technology Holdings V LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lummus Technology Holdings V LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Lummus Technology Holdings V LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 06/30/2027 | &nbsp;&nbsp;7.571% | 1872180 | &nbsp;&nbsp;1794166 |
| &nbsp;&nbsp;MA FinanceCo LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;MA FinanceCo LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;MA FinanceCo LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;MA FinanceCo LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.250%<br> Floor 1.000%<br> 06/05/2025 | &nbsp;&nbsp;7.418% | 1538623 | &nbsp;&nbsp;1527084 |
| &nbsp;&nbsp;McAfee Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;McAfee Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;McAfee Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;McAfee Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.500%<br> 03/01/2029 | &nbsp;&nbsp;7.636% | 1797346 | &nbsp;&nbsp;1704118 |
| &nbsp;&nbsp;Misys Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Misys Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Misys Ltd.<sup>(b),(n)</sup> | &nbsp;&nbsp;Misys Ltd.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 1.000%<br> 06/13/2024 | &nbsp;&nbsp;6.871% | 2072955 | &nbsp;&nbsp;1871319 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Mitchell International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitchell International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitchell International, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitchell International, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.415% | 1150316 | &nbsp;&nbsp;1073716 |
| &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Mitnick Corporate Purchaser, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.750%<br> Floor 0.500%<br> 05/02/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8.944% | &nbsp;&nbsp;&nbsp;792081 | &nbsp;&nbsp;&nbsp;&nbsp;750497 |
| &nbsp;&nbsp;MKS Instruments, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MKS Instruments, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MKS Instruments, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;MKS Instruments, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 2.750%<br> Floor 0.500%<br> 08/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.761% | 1178798 | &nbsp;&nbsp;1148350 |
| &nbsp;&nbsp;Monotype Imaging Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Monotype Imaging Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Monotype Imaging Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Monotype Imaging Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.000%<br> Floor 0.750%<br> 10/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8.674% | 1429312 | &nbsp;&nbsp;1367380 |
| &nbsp;&nbsp;Natel Engineering Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Natel Engineering Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Natel Engineering Co., Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Natel Engineering Co., Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 6.250%<br> Floor 1.000%<br> 04/30/2026 | &nbsp;&nbsp;10.420% | 2468310 | &nbsp;&nbsp;2281138 |
| &nbsp;&nbsp;NCR Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> 08/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.920% | 1452018 | &nbsp;&nbsp;1404828 |
| &nbsp;&nbsp;NortonLifeLock, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NortonLifeLock, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NortonLifeLock, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;NortonLifeLock, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;SOFR + 2.000%<br> Floor 0.500%<br> 09/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.186% | 1855248 | &nbsp;&nbsp;1822002 |
| &nbsp;&nbsp;Open Text Corp.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(n),(o)</sup> | &nbsp;&nbsp;Open Text Corp.<sup>(b),(n),(o)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.500%<br> Floor 0.500%<br> 11/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.307% | 1383490 | &nbsp;&nbsp;1342566 |
| &nbsp;&nbsp;Peraton Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Peraton Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> Floor 0.750%<br> 02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.821% | 1604487 | &nbsp;&nbsp;1564375 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 35

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Pitney Bowes, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pitney Bowes, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pitney Bowes, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Pitney Bowes, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 03/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.080% | 1236216 | &nbsp;&nbsp;1090961 |
| &nbsp;&nbsp;Presidio Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Presidio Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Presidio Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Presidio Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 01/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.906% | 1716147 | &nbsp;&nbsp;1692549 |
| &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Proofpoint, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 08/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.985% | 1985000 | &nbsp;&nbsp;1907466 |
| &nbsp;&nbsp;Rackspace Technology Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rackspace Technology Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rackspace Technology Global, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Rackspace Technology Global, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 0.750%<br> 02/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.380% | 1221301 | &nbsp;&nbsp;&nbsp;&nbsp;817429 |
| &nbsp;&nbsp;Riverbed Technology LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Riverbed Technology LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Riverbed Technology LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Riverbed Technology LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 6.000%<br> Floor 1.000%<br> 12/07/2026 | &nbsp;&nbsp;10.540% | 1638026 | &nbsp;&nbsp;&nbsp;&nbsp;655211 |
| &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.250%<br> Floor 0.500%<br> 06/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.436% | &nbsp;&nbsp;&nbsp;215545 | &nbsp;&nbsp;&nbsp;&nbsp;200457 |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 12/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.571% | &nbsp;&nbsp;&nbsp;629738 | &nbsp;&nbsp;&nbsp;&nbsp;579756 |
| &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan | &nbsp;&nbsp;Tranche B2 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 12/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.571% | 1003840 | &nbsp;&nbsp;&nbsp;&nbsp;924165 |
| &nbsp;&nbsp;Seattle SpinCo, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Seattle SpinCo, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Seattle SpinCo, Inc.<sup>(b),(d),(n)</sup> | &nbsp;&nbsp;Seattle SpinCo, Inc.<sup>(b),(d),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 02/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8.011% | &nbsp;&nbsp;&nbsp;673786 | &nbsp;&nbsp;&nbsp;&nbsp;661995 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Sitel Group<sup>(b),(n)</sup> | &nbsp;&nbsp;Sitel Group<sup>(b),(n)</sup> | &nbsp;&nbsp;Sitel Group<sup>(b),(n)</sup> | &nbsp;&nbsp;Sitel Group<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 08/28/2028 | &nbsp;&nbsp;7.830% | &nbsp;&nbsp;&nbsp;281130 | &nbsp;&nbsp;&nbsp;&nbsp;278201 |
| &nbsp;&nbsp;Sophia LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Sophia LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Sophia LP<sup>(b),(n)</sup> | &nbsp;&nbsp;Sophia LP<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 10/07/2027 | &nbsp;&nbsp;7.174% | 2161665 | &nbsp;&nbsp;2080062 |
| &nbsp;&nbsp;Sovos Compliance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sovos Compliance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sovos Compliance LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Sovos Compliance LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 0.500%<br> 08/11/2028 | &nbsp;&nbsp;8.571% | &nbsp;&nbsp;&nbsp;796809 | &nbsp;&nbsp;&nbsp;&nbsp;775064 |
| &nbsp;&nbsp;SS&C Technologies Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SS&C Technologies Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SS&C Technologies Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;SS&C Technologies Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan | &nbsp;&nbsp;Tranche B3 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> 04/16/2025 | &nbsp;&nbsp;5.821% | &nbsp;&nbsp;&nbsp;178680 | &nbsp;&nbsp;&nbsp;&nbsp;175255 |
| &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan | &nbsp;&nbsp;Tranche B4 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> 04/16/2025 | &nbsp;&nbsp;5.821% | &nbsp;&nbsp;&nbsp;149286 | &nbsp;&nbsp;&nbsp;&nbsp;146424 |
| &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan | &nbsp;&nbsp;Tranche B5 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 04/16/2025 | &nbsp;&nbsp;5.821% | 1369792 | &nbsp;&nbsp;1343163 |
| &nbsp;&nbsp;Tempo Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.000%<br> Floor 0.500%<br> 08/31/2028 | &nbsp;&nbsp;7.086% | 2630183 | &nbsp;&nbsp;2607169 |
| &nbsp;&nbsp;TIBCO Software, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TIBCO Software, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TIBCO Software, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TIBCO Software, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 4.500%<br> Floor 0.500%<br> 03/30/2029 | &nbsp;&nbsp;8.153% | &nbsp;&nbsp;&nbsp;976520 | &nbsp;&nbsp;&nbsp;&nbsp;885147 |
| &nbsp;&nbsp;TTM Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TTM Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TTM Technologies, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;TTM Technologies, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.500%<br> 09/28/2024 | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;&nbsp;949828 | &nbsp;&nbsp;&nbsp;&nbsp;943493 |

---

36 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;UKG, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 3.750%<br> 05/04/2026 | &nbsp;&nbsp;7.821% | 1940000 | &nbsp;&nbsp;&nbsp;&nbsp;1887465 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 05/04/2026 | &nbsp;&nbsp;6.998% | &nbsp;&nbsp;&nbsp;965219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931031 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.250%<br> Floor 0.500%<br> 05/03/2027 | &nbsp;&nbsp;8.998% | 1147411 | &nbsp;&nbsp;&nbsp;&nbsp;1049881 |
| &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Ultra Clean Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> 08/27/2025 | &nbsp;&nbsp;7.821% | 1447828 | &nbsp;&nbsp;&nbsp;&nbsp;1433958 |
| &nbsp;&nbsp;Veritas US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Veritas US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Veritas US, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Veritas US, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.000%<br> Floor 1.000%<br> 09/01/2025 | &nbsp;&nbsp;8.674% | 1302959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934404 |
| &nbsp;&nbsp;Verscend Holdings Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Verscend Holdings Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Verscend Holdings Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Verscend Holdings Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> 08/27/2025 | &nbsp;&nbsp;8.071% | 2473677 | &nbsp;&nbsp;&nbsp;&nbsp;2452923 |
| &nbsp;&nbsp;Virtusa Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Virtusa Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Virtusa Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Virtusa Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan | &nbsp;&nbsp;Tranche B1 Term Loan |
| &nbsp;&nbsp;1-month Term SOFR + 3.750%<br> Floor 0.750%<br> 02/15/2029 | &nbsp;&nbsp;7.936% | 1712953 | &nbsp;&nbsp;&nbsp;&nbsp;1659955 |
| &nbsp;&nbsp;Xperi Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Xperi Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Xperi Holding Corp.<sup>(b),(n)</sup> | &nbsp;&nbsp;Xperi Holding Corp.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> 06/08/2028 | &nbsp;&nbsp;7.571% | 2314972 | &nbsp;&nbsp;&nbsp;&nbsp;2233948 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**93875197** |
| &nbsp;&nbsp;**Transportation Services 0.0%** | &nbsp;&nbsp;**Transportation Services 0.0%** | &nbsp;&nbsp;**Transportation Services 0.0%** | &nbsp;&nbsp;**Transportation Services 0.0%** |
| &nbsp;&nbsp;First Student Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;First Student Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;First Student Bidco, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;First Student Bidco, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan | &nbsp;&nbsp;Tranche B Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 07/21/2028 | &nbsp;&nbsp;6.642% | &nbsp;&nbsp;&nbsp;905337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849605 |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 07/21/2028 | &nbsp;&nbsp;7.653% | &nbsp;&nbsp;&nbsp;757562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727259 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan | &nbsp;&nbsp;Tranche C Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> Floor 0.500%<br> 07/21/2028 | &nbsp;&nbsp;6.642% | &nbsp;&nbsp;&nbsp;336710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315982 |
| &nbsp;&nbsp;1-month Term SOFR + 4.000%<br> Floor 0.500%<br> 07/21/2028 | &nbsp;&nbsp;7.653% | &nbsp;&nbsp;&nbsp;&nbsp;52608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50504 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1943350** |
| &nbsp;&nbsp;**Wireless 0.1%** | &nbsp;&nbsp;**Wireless 0.1%** | &nbsp;&nbsp;**Wireless 0.1%** | &nbsp;&nbsp;**Wireless 0.1%** |
| &nbsp;&nbsp;Numericable US LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Numericable US LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Numericable US LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;Numericable US LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Tranche B11 Term Loan | &nbsp;&nbsp;Tranche B11 Term Loan | &nbsp;&nbsp;Tranche B11 Term Loan | &nbsp;&nbsp;Tranche B11 Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 2.750%<br> 07/31/2025 | &nbsp;&nbsp;7.165% | 1908812 | &nbsp;&nbsp;&nbsp;&nbsp;1827688 |
| &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(n)</sup> | &nbsp;&nbsp;SBA Senior Finance II LLC<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 04/11/2025 | &nbsp;&nbsp;5.830% | 1419470 | &nbsp;&nbsp;&nbsp;&nbsp;1409533 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3237221** |
| &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** | &nbsp;&nbsp;**Wirelines 0.0%** |
| &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(n)</sup> | &nbsp;&nbsp;Zayo Group Holdings, Inc.<sup>(b),(n)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.000%<br> 03/09/2027 | &nbsp;&nbsp;7.071% | 1252138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940957 |
| &nbsp;&nbsp;Total Senior Loans<br> (Cost $402,168,117) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $402,168,117) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $402,168,117) | &nbsp;&nbsp;**373774264** |
| &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** | &nbsp;&nbsp;**U.S. Government & Agency Obligations 0.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. |
| &nbsp;&nbsp;10/20/2026 | &nbsp;&nbsp;1.140% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1769996 |
| &nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;1.540% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2234171 |
| &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $4,500,000) | &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $4,500,000) | &nbsp;&nbsp;Total U.S. Government & Agency Obligations<br> (Cost $4,500,000) | &nbsp;&nbsp;&nbsp;&nbsp;**4004167** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Warrants 0.0%** | &nbsp;&nbsp;**Warrants 0.0%** | &nbsp;&nbsp;**Warrants 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** | &nbsp;&nbsp;**Communication Services 0.0%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** | &nbsp;&nbsp;**Diversified Telecommunication Services 0.0%** |
| &nbsp;&nbsp;Windstream Corp.<sup>(d),(f)</sup> | &nbsp;&nbsp;11272 | &nbsp;&nbsp;157808 |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 37

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Warrants (continued)** | &nbsp;&nbsp;**Warrants (continued)** | &nbsp;&nbsp;**Warrants (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Entertainment 0.0%** | &nbsp;&nbsp;**Entertainment 0.0%** | &nbsp;&nbsp;**Entertainment 0.0%** |
| &nbsp;&nbsp;Cineworld Finance US, Inc.<sup>(d),(f)</sup> | &nbsp;&nbsp;281073 | &nbsp;&nbsp;&nbsp;&nbsp;14054 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**171862** |
| &nbsp;&nbsp;Total Warrants<br> (Cost $101,031) | &nbsp;&nbsp;Total Warrants<br> (Cost $101,031) | &nbsp;&nbsp;**171862** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Options Purchased Calls 0.4%** | &nbsp;&nbsp;**Options Purchased Calls 0.4%** |
|  | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;(Cost $45,777,738) | &nbsp;&nbsp;**18919559** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 4.0%** | &nbsp;&nbsp;**Money Market Funds 4.0%** | &nbsp;&nbsp;**Money Market Funds 4.0%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(r),(s)</sup> | &nbsp;&nbsp;201862230 | &nbsp;&nbsp;&nbsp;&nbsp;201781485 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $201,743,304) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $201,743,304) | &nbsp;&nbsp;&nbsp;&nbsp;**201781485** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $6,794,744,479)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $6,794,744,479)** | &nbsp;&nbsp;&nbsp;**6253762609** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;**(1249650887)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;&nbsp;**5004111722** |

---

At November 30, 2022, securities and/or cash totaling $83,123,856 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** |
| &nbsp;&nbsp;**Currency to<br> be sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency to<br> be purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | **Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;&nbsp;6,610,139 USD | &nbsp;&nbsp;&nbsp;&nbsp;129,527,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;Citi | 12/16/2022 | &nbsp;&nbsp;&nbsp;&nbsp;86154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;49,852,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50,126,685 USD | &nbsp;&nbsp;&nbsp;&nbsp;UBS | 12/16/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1817936) |
| &nbsp;&nbsp;Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;86154 | &nbsp;&nbsp;&nbsp;&nbsp;(1817936) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Long Bond | 847 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;107569000 | &nbsp;&nbsp;&nbsp;&nbsp;1415744 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;Euro-Bobl | (1142) | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137074260) | &nbsp;&nbsp;&nbsp;&nbsp;2922705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Euro-Bund | (1134) | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159757920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2864186) |
| &nbsp;&nbsp;Japanese 10-Year Government Bond | (348) | &nbsp;&nbsp;&nbsp;&nbsp;12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;(51754560000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(800692) |
| &nbsp;&nbsp;U.S. Treasury 10-Year Note | (511) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57998500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460338) |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | (4145) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(851214614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2276210) |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | (1529) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166004009) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1006921) |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | (300) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40884375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3205355 | &nbsp;&nbsp;&nbsp;&nbsp;(7408347) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;160690000 | &nbsp;&nbsp;160690000 | &nbsp;&nbsp;2.25 | &nbsp;&nbsp;04/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3856560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449836 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;321500000 | &nbsp;&nbsp;321500000 | &nbsp;&nbsp;2.50 | &nbsp;&nbsp;05/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;9612850 | &nbsp;&nbsp;&nbsp;&nbsp;1901029 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;216840000 | &nbsp;&nbsp;216840000 | &nbsp;&nbsp;2.25 | &nbsp;&nbsp;05/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;4445220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866406 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;323100000 | &nbsp;&nbsp;323100000 | &nbsp;&nbsp;2.75 | &nbsp;&nbsp;06/26/2023 | &nbsp;&nbsp;10492673 | &nbsp;&nbsp;&nbsp;&nbsp;4132966 |

---

38 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** | &nbsp;&nbsp;**Call option contracts purchased (continued)** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;232880000 | &nbsp;&nbsp;232880000 | &nbsp;&nbsp;3.30 | &nbsp;&nbsp;11/14/2023 | &nbsp;&nbsp;&nbsp;&nbsp;7452160 | &nbsp;&nbsp;&nbsp;&nbsp;9668293 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;321500000 | &nbsp;&nbsp;321500000 | &nbsp;&nbsp;2.50 | &nbsp;&nbsp;05/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;9918275 | &nbsp;&nbsp;&nbsp;&nbsp;1901029 |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | &nbsp;&nbsp;45777738 | &nbsp;&nbsp;18919559 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** | &nbsp;&nbsp;**Put option contracts written** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Premium<br> received ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;(250000000) | &nbsp;&nbsp;(250000000) | &nbsp;&nbsp;3.60 | &nbsp;&nbsp;01/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;(4000000) | &nbsp;&nbsp;(1594675) |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;(261060000) | &nbsp;&nbsp;(261060000) | &nbsp;&nbsp;3.75 | &nbsp;&nbsp;12/29/2022 | &nbsp;&nbsp;&nbsp;&nbsp;(3915900) | &nbsp;&nbsp;&nbsp;&nbsp;(783963) |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;(213100000) | &nbsp;&nbsp;(213100000) | &nbsp;&nbsp;3.90 | &nbsp;&nbsp;01/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;(3995625) | &nbsp;&nbsp;&nbsp;&nbsp;(841532) |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | &nbsp;&nbsp;(11911525) | &nbsp;&nbsp;(3220170) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** | &nbsp;&nbsp;**Cleared interest rate swap contracts** |
| &nbsp;&nbsp;**Fund receives** | **Fund pays** | **Payment<br> frequency** | **Counterparty** | **Maturity<br> date** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Fixed rate of 6.230% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 01/09/2026 | MXN | 580000000 | &nbsp;&nbsp;(2374580) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (2374580) |
| &nbsp;&nbsp;Fixed rate of 5.985% | 28-Day MXN TIIE-Banxico | Receives at Maturity, Pays at Maturity | Morgan Stanley | 01/21/2026 | MXN | 211000000 | &nbsp;&nbsp;&nbsp;&nbsp;(925854) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(925854) |
| &nbsp;&nbsp;3-Month USD LIBOR | Fixed rate of 1.781% | Receives Quarterly, Pays SemiAnnually | Morgan Stanley | 08/09/2049 | USD | &nbsp;&nbsp;&nbsp;53500000 | 15644336 |  |  | 15644336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | 12343902 |  |  | 15644336 | (3300434) |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Pay<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Periodic<br> payments<br> receivable<br> (payable)<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 11 BBB- | Goldman Sachs International | 11/18/2054 | 3.000 | Monthly | USD | 4400000 | &nbsp;&nbsp;&nbsp;631567 | (2200) | 678036 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (48669) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 4400000 | &nbsp;&nbsp;&nbsp;631567 | (2200) | 149905 |  | 479462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | 1263134 | (4400) | 827941 |  | 479462 | (48669) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Pay<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CDX North America High Yield Index, Series 39 | Morgan Stanley | 12/20/2027 | 5.000 | Quarterly | USD | 626384000 | (44567343) |  |  |  | (44567343) |

---

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 39

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Receive<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Implied<br> credit<br> spread<br> (%)\*** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Periodic<br> payments<br> receivable<br> (payable)<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | 11500000 | &nbsp;&nbsp;&nbsp;(2032266) | &nbsp;&nbsp;&nbsp;5750 |  | &nbsp;&nbsp;&nbsp;(2514673) | &nbsp;&nbsp;&nbsp;488157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | 18000000 | &nbsp;&nbsp;&nbsp;(3180939) | &nbsp;&nbsp;&nbsp;9000 |  | &nbsp;&nbsp;&nbsp;(2159554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1012385) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Goldman Sachs International | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | &nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;(1237032) | &nbsp;&nbsp;&nbsp;3500 |  | &nbsp;&nbsp;&nbsp;&nbsp;(790656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(442876) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | &nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;(1678828) | &nbsp;&nbsp;&nbsp;4750 |  | &nbsp;&nbsp;&nbsp;(2057200) | &nbsp;&nbsp;&nbsp;383122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | &nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;(1678828) | &nbsp;&nbsp;&nbsp;4750 |  | &nbsp;&nbsp;&nbsp;(1593576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(80502) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | 10000000 | &nbsp;&nbsp;&nbsp;(1767188) | &nbsp;&nbsp;&nbsp;5000 |  | &nbsp;&nbsp;&nbsp;(1615282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(146906) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | &nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;(1325391) | &nbsp;&nbsp;&nbsp;3750 |  | &nbsp;&nbsp;&nbsp;(1172336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(149305) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | 12000000 | &nbsp;&nbsp;&nbsp;(2120626) | &nbsp;&nbsp;&nbsp;6000 |  | &nbsp;&nbsp;&nbsp;(2351784) | &nbsp;&nbsp;&nbsp;237158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 8.821 | USD | 15000000 | &nbsp;&nbsp;&nbsp;(2650782) | &nbsp;&nbsp;&nbsp;7500 |  | &nbsp;&nbsp;&nbsp;(2422923) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(220359) |
| &nbsp;&nbsp;Total |  |  |  |  |  |  |  | (17671880) | 50000 |  | (16677984) | 1108437 | (2052333) |

---

\* 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.

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** |
| &nbsp;&nbsp;**Reference index** |  | **Reference rate** |
| &nbsp;&nbsp;28-Day MXN TIIE-Banxico | Interbank Equilibrium Interest Rate | 10.294% |
| &nbsp;&nbsp;3-Month USD LIBOR | London Interbank Offered Rate | 4.779% |

---

#### Notes to Portfolio of Investments
(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 November 30, 2022, the total value of these securities amounted to $2,627,452,344, which represents 52.51% of total net assets.

(b) Variable rate security. The interest rate shown was the current rate as of November 30, 2022.

(c) Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At November 30, 2022, the total value of these securities amounted to
$54,118,526, which represents 1.08% of total net assets.

(d) Valuation based on significant unobservable inputs.

(e) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The
interest rate shown was the current rate as of November 30, 2022.

(f) Non-income producing investment.

(g) Principal amounts are denominated in United States Dollars unless otherwise noted.

40 Columbia Strategic Income Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Strategic Income Fund, November 30, 2022 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(h)** **Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash.** 

**(i)** **Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of November 30, 2022.** 

**(j)** **Represents a security in default.** 

**(k)** **Represents a security purchased on a when-issued basis.** 

**(l)** **Principal and interest may not be guaranteed by a governmental entity.** 

**(m)** **Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans.** 

**(n)** **The stated interest rate represents the weighted average interest rate at November 30, 2022 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. These base lending rates are primarily the LIBOR and other short-term rates. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan.** 

**(o)** **Represents a security purchased on a forward commitment basis.** 

**(p)** **The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy Code.** 

**(q)** **At November 30, 2022, the Fund had unfunded senior loan commitments pursuant to the terms of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated rate in the loan agreement.** 

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp;athenahealth Group, Inc.<br> Delayed Draw Term Loan<br> 02/15/2029 3.500% | 455013 |
| &nbsp;&nbsp;Hillman Group, Inc. (The)<br> Delayed Draw Term Loan<br> 07/14/2028 3.071% | 388186 |

---

(r) The rate shown is the seven-day current annualized yield at November 30, 2022.

(s) As defined in the Investment Company Act of 1940, as amended, 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 November 30, 2022 are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 336082546 | &nbsp;&nbsp;409988361 | &nbsp;&nbsp;(544292374) | &nbsp;&nbsp;2952 | &nbsp;&nbsp;201781485 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;1952455 | &nbsp;&nbsp;201862230 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |
| STRIPS | &nbsp;&nbsp;Separate Trading of Registered Interest and Principal Securities |
| TBA | &nbsp;&nbsp;To Be Announced |

---

#### Currency Legend

---

| | |
|:---|:---|
| DOP | &nbsp;&nbsp;Dominican Republic Peso |
| EUR | &nbsp;&nbsp;Euro |
| IDR | &nbsp;&nbsp;Indonesian Rupiah |
| JPY | &nbsp;&nbsp;Japanese Yen |
| MXN | &nbsp;&nbsp;Mexican Peso |
| USD | &nbsp;&nbsp;US Dollar |

---

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

Columbia Strategic Income Fund \| First Quarter Report 2022<br> 41

------

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

1QT232_08_N01_(01/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-08-31

- **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:** $6394707129.90

**Total Liabilities:** $1382133927.90

**Net Assets:** $5012573202.00

**Delayed Delivery Securities:** $1342474292.41

**Stand-by Commitments:** $5906982.78

**Cash Not Reported:** $1566349.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 871928.485000000000 | **1-Year:** 7831.711800000000 | **5-Year:** 80463.901300000000 | **10-Year:** 475892.155500000000 | **30-Year:** 967842.165000000000

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

- **3-Month:** 291473.031700000000 | **1-Year:** 235447.715500000000 | **5-Year:** 236058.529500000000 | **10-Year:** 471563.577900000000 | **30-Year:** 122528.688800000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029358 | -4.76%               | -1.31%               | 3.97%                |
| Class ID C000029360 | -4.78%               | -1.42%               | 3.91%                |
| Class ID C000029362 | -4.74%               | -1.32%               | 4.02%                |
| Class ID C000094661 | -4.79%               | -1.37%               | 3.97%                |
| Class ID C000094663 | -4.74%               | -1.31%               | 4.02%                |
| Class ID C000122657 | -4.75%               | -1.27%               | 3.98%                |
| Class ID C000129839 | -4.71%               | -1.31%               | 3.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-41832566.74            | $-239051198.83                             |
| Month 2  | $-93910815.51            | $51992418.90                               |
| Month 3  | $-45290461.12            | $230135806.37                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5130000 | PA      | $2823878.88   | 0.06%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | RADIOLOGY PARTNERS INC TLB 4.25    | CUSIP: 75041EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $860000.00    | 0.02%             | 2025-07-09      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                          | RMIR_20-1                          | CUSIP: 750493AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4150000 | PA      | $3941169.51   | 0.08%             | 2030-01-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                          | RMIR_20-1                          | CUSIP: 750493AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7700000 | PA      | $7177491.09   | 0.14%             | 2030-01-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_18-1                                          | RMIR_18-1                          | CUSIP: 750496AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     9961331 | PA      | $9912641.18   | 0.20%             | 2028-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                          | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18984000 | PA      | $15892550.52  | 0.32%             | 2033-12-27      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1882000 | PA      | $1490180.34   | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                       | FIVE CORNERS FUNDING TRUST         | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10756000 | PA      | $10661752.38  | 0.21%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP HOLDINGS INC                              | REYNOLDS GROUP HLDGS INC TLB 3.5   | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1158795 | PA      | $1140509.25   | 0.02%             | 2028-09-24      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                     | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |     1649000 | PA      | $1626660.72   | 0.03%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3260000 | PA      | $2667326.91   | 0.05%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19824000 | PA      | $14570536.32  | 0.29%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC       | CUSIP: 77340RAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1393000 | PA      | $1305712.54   | 0.03%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2246000 | PA      | $1500636.04   | 0.03%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 510 ASSETS BACKED TRUST FTAB_21-NPL2                             | FTAB_21-NPL2                       | CUSIP: 33835JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18149172 | PA      | $16805416.76  | 0.34%             | 2061-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     5753000 | PA      | $4267499.86   | 0.09%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2766000 | PA      | $2292619.15   | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     9110000 | PA      | $7900567.06   | 0.16%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2010000 | PA      | $1814389.73   | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     3984000 | PA      | $3157494.14   | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4449000 | PA      | $4307266.69   | 0.09%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1151000 | PA      | $955293.99    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                  | RUSSELL INV MGMT COMP TLB 3.0      | CUSIP: 78249LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2466439 | PA      | $2312286.66   | 0.05%             | 2025-05-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1369000 | PA      | $1229603.97   | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1358924.71   | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                         | RYAN SPECIALTY GROUP LLC           | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      388000 | PA      | $331604.95    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS TLB 2.0         | CUSIP: 78404XAH8<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | LON              | CORP              | US        |     1419470 | PA      | $1409533.50   | 0.03%             | 2025-04-11      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | NUMERICABLE US LLC TLB11 2.75      | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     1908812 | PA      | $1827687.83   | 0.04%             | 2025-07-31      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1493686.46   | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1086139.64   | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     5224000 | PA      | $4368593.66   | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4839000 | PA      | $4407376.30   | 0.09%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1036000 | PA      | $956463.29    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                        | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1992000 | PA      | $1985671.93   | 0.04%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC TLB3 1.75    | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      178680 | PA      | $175255.00    | 0.00%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      752000 | PA      | $729153.35    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     2682000 | PA      | $2618895.87   | 0.05%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_19-1                                         | OMIR_19-1A                         | CUSIP: 67400KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6662794 | PA      | $6552576.90   | 0.13%             | 2029-07-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                         | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9800000 | PA      | $8852487.98   | 0.18%             | 2033-10-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      498000 | PA      | $421372.37    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1035383.98   | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    19770000 | PA      | $19904976.71  | 0.40%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1449923.65   | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC           | CUSIP: 345397C35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1856292.73   | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397WW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3545069.86   | 0.07%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5307000 | PA      | $5390229.73   | 0.11%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4862000 | PA      | $5073976.15   | 0.10%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LTD                                          | FOUR SEASONS HOTELS LTD TLB 3.25   | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      514864 | PA      | $513901.51    | 0.01%             | 2029-11-30      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1                      | STACR_21-DNA1                      | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10400000 | PA      | $8937774.56   | 0.18%             | 2051-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6973000 | PA      | $7077943.65   | 0.14%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS OCT48_20-3A                          | OCT48_20-3A                        | CUSIP: 67577QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    12750000 | PA      | $11499365.25  | 0.23%             | 2034-10-20      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1                        | OCT55_21-1A                        | CUSIP: 67592WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9700000 | PA      | $8599234.30   | 0.17%             | 2034-07-20      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3005000 | PA      | $2434728.62   | 0.05%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                      | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9756000 | PA      | $8959892.84   | 0.18%             | 2033-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                      | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12250000 | PA      | $9055937.45   | 0.18%             | 2033-08-25      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK SAOC                                        | OMAN SOVEREIGN SUKUK SAOC          | CUSIP: 68204LAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |      500000 | PA      | $489832.24    | 0.01%             | 2024-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3236000 | PA      | $2893024.84   | 0.06%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                      | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23500000 | PA      | $20883312.60  | 0.42%             | 2034-01-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                      | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19550000 | PA      | $17484966.74  | 0.35%             | 2042-02-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2011000 | PA      | $2008763.04   | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      443000 | PA      | $435080.66    | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1121154.94   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOAN REVOLVING ADVANCE INVESTMENT TRUST LRAIT_21-2               | LRAIT_21-2                         | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9993238 | PA      | $9993238.10   | 0.20%             | 2023-06-30      | Variable      | 6.62%                 | No            |                  3 | On Loan: No      |
| GOTO GROUP INC                                                   | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     5973000 | PA      | $3494320.16   | 0.07%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1044649.40   | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      182000 | PA      | $137461.09    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2784000 | PA      | $1939624.72   | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     9118000 | PA      | $7373185.72   | 0.15%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    28755000 | PA      | $28319812.92  | 0.56%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                                               | MICRO FOCUS SEATTLE SPINCO TLB 4.0 | CUSIP: 55280FAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      673786 | PA      | $661994.52    | 0.01%             | 2027-02-26      | Variable      | 8.01%                 | No            |                  3 | On Loan: No      |
| MATR_21-1                                                        | MATR_21-1                          | CUSIP: 55283RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7663458 | PA      | $6549862.03   | 0.13%             | 2023-11-29      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                      | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16300000 | PA      | $13636506.65  | 0.27%             | 2042-02-25      | Variable      | 12.02%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                      | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17250000 | PA      | $16184940.15  | 0.32%             | 2042-03-25      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL          | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199436.50    | 0.00%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                              | MRC GLOBAL US INC TLB 3.0          | CUSIP: 55345LAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1030859 | PA      | $1010241.42   | 0.02%             | 2024-09-20      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                      | CUSIP: 35565TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11996673 | PA      | $11857855.82  | 0.24%             | 2050-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                      | CUSIP: 35565TBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18650000 | PA      | $17097277.47  | 0.34%             | 2050-11-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1084416.71   | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2297000 | PA      | $1685458.34   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                      | STACR_20-DNA4                      | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18151257 | PA      | $19177125.83  | 0.38%             | 2050-08-25      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA6                                      | STACR_20-DNA6                      | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15400000 | PA      | $14888359.64  | 0.30%             | 2050-12-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16-22A                             | MDPK_16-22A                        | CUSIP: 55819XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    10900000 | PA      | $9986045.90   | 0.20%             | 2033-01-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                     | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    54205000 | PA      | $41906704.54  | 0.84%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA INC                                        | MESSER INDUSTRIES TLB 2.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1144252 | PA      | $1126138.71   | 0.02%             | 2026-03-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | ALTICE US FINANCE I CORP TLB 2.25  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1458407 | PA      | $1387762.12   | 0.03%             | 2026-01-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                           | MASSACHUSETTS MUTUAL LIFE INS CO   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     6860000 | PA      | $4608860.34   | 0.09%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2756000 | PA      | $2698897.33   | 0.05%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1284139.93   | 0.03%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                         | AMENTUM (MAVERICK) TLB 4.0         | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      961314 | PA      | $946894.31    | 0.02%             | 2027-01-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS INC TLB 4.25  | CUSIP: 000000000<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     1040988 | PA      | $1034981.34   | 0.02%             | 2025-10-22      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC.                                             | GRAY TELEVISION INC TLC 2.5        | CUSIP: 000000000<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     1701415 | PA      | $1651223.39   | 0.03%             | 2026-01-02      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     2806000 | PA      | $2320899.62   | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                              | MEGLOBAL CANADA INC                | CUSIP: 58518N2B7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     4950000 | PA      | $4850991.93   | 0.10%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                                 | SEDGWICK CLAIMS MGMT TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      932273 | PA      | $905731.50    | 0.02%             | 2025-12-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| LMBE-MC HOLDCO II LLC                                            | LMBE-MC HOLDCO II LLC TLB 4.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1303127 | PA      | $1257517.22   | 0.03%             | 2025-12-03      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     2373000 | PA      | $2242208.62   | 0.04%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     9096000 | PA      | $7708108.67   | 0.15%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4992000 | PA      | $4310869.90   | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVERTEC GROUP LLC                                                | EVERTEC GROUP LLC TLB 3.5          | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |     1856204 | PA      | $1849243.17   | 0.04%             | 2024-11-27      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 68305000000 | PA      | $4771825.64   | 0.10%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                    | COMMSCOPE INC TLB2 3.25            | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     2867249 | PA      | $2751670.45   | 0.05%             | 2026-04-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL CNTY ENERGY LLC TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      399243 | PA      | $376617.53    | 0.01%             | 2026-02-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                     | ATHENAHEALTH INC TLB 3.5           | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |     2677866 | PA      | $2439536.04   | 0.05%             | 2029-02-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP INC                                     | CARROLS HOLDCO INC TLB 3.25        | CUSIP: 000000000<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | LON              | CORP              | US        |      599377 | PA      | $527199.92    | 0.01%             | 2026-04-30      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | ULTIMATE SOFTWARE GROUP TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1940000 | PA      | $1887464.80   | 0.04%             | 2026-05-04      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC TL 5.0                 | CUSIP: 000000000<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1203440 | PA      | $1071181.83   | 0.02%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| MOMENTIVE PERFORMANCE MATERIALS                                  | MOMENTIVE PERFORMANCE TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1451250 | PA      | $1431295.31   | 0.03%             | 2024-05-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $4355448.41   | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATEL ENGINEERING COMPANY INC                                    | NATEL ENGINEERING CO TLB 5.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2468310 | PA      | $2281138.49   | 0.05%             | 2026-04-30      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                             | PCI GAMING TLB 1ST LN 3.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1688266 | PA      | $1665052.43   | 0.03%             | 2026-05-29      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE OPERATING LLC                                        | WATERBRIDGE OPERATING TLB 5.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1151407 | PA      | $1102886.38   | 0.02%             | 2026-06-22      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: USD 1.780500 09-AUG-2049      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    53500000 | OU      | $15791952.91  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                                                | WESTJET AIRLINES TLB 3.0           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1444261 | PA      | $1292974.44   | 0.03%             | 2026-12-11      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                  | DIGICERT INC TLB 4.0               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2575988 | PA      | $2473875.65   | 0.05%             | 2026-10-16      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC (PRE-MERGER)                  | CLEAR CHANNEL OUTDOOR TLB 3.50     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      944671 | PA      | $862437.72    | 0.02%             | 2026-08-21      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE | CUSIP: 47032FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1493000 | PA      | $1377606.24   | 0.03%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1660000 | PA      | $1493054.81   | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                         | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1485373.85   | 0.03%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $492300.59    | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2366154.31   | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLEBE FUNDING TRUST GLEBE_21-1                                   | GLEBE_21-1                         | CUSIP: 377353AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16661645 | PA      | $14995480.24  | 0.30%             | 2023-10-27      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    42449000 | PA      | $33575531.51  | 0.67%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9206000 | PA      | $7388064.57   | 0.15%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY (TH | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $3837114.05   | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-190                        | CUSIP: 38379HLN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7635465 | PA      | $689852.82    | 0.01%             | 2038-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8109000 | PA      | $7136814.34   | 0.14%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     6578000 | PA      | $6006084.87   | 0.12%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-20                         | CUSIP: 38379VGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10614231 | PA      | $1005480.82   | 0.02%             | 2046-02-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129             | GNMA_17-129                        | CUSIP: 38380GMB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     8300823 | PA      | $838519.25    | 0.02%             | 2047-08-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133             | GNMA_17-133                        | CUSIP: 38380HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     9468845 | PA      | $878181.44    | 0.02%             | 2047-09-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141             | GNMA_17-141                        | CUSIP: 38380HKU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12363696 | PA      | $1470477.45   | 0.03%             | 2047-09-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    12981000 | PA      | $10935613.95  | 0.22%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2968000 | PA      | $2685603.70   | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67              | GNMA_18-67                         | CUSIP: 38380WZ28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     9274855 | PA      | $855469.06    | 0.02%             | 2048-05-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124             | GNMA_18-124                        | CUSIP: 38380YX26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    15082013 | PA      | $1376364.93   | 0.03%             | 2048-09-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                                      | GNMA_18-155                        | CUSIP: 38381A3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11883673 | PA      | $1029864.08   | 0.02%             | 2048-11-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11177986 | PA      | $1169472.15   | 0.02%             | 2049-01-20      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168             | GNMA_18-168                        | CUSIP: 38381BGM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10629568 | PA      | $1177862.48   | 0.02%             | 2048-12-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RQK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7258063 | PA      | $758732.55    | 0.02%             | 2049-02-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RWQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    20784402 | PA      | $2140490.00   | 0.04%             | 2049-02-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29              | GNMA_19-29                         | CUSIP: 38381TGX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    16949306 | PA      | $1336398.56   | 0.03%             | 2049-03-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41              | GNMA_19-41                         | CUSIP: 38381TNT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    16468958 | PA      | $1651233.75   | 0.03%             | 2049-03-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VL65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10777267 | PA      | $1121414.49   | 0.02%             | 2049-05-20      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $976708.24    | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      485000 | PA      | $512498.15    | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152             | GNMA_19-152                        | CUSIP: 38382BWU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24110825 | PA      | $2248076.47   | 0.04%             | 2049-12-20      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | GNMA_20-138                        | CUSIP: 38382J2S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    38159318 | PA      | $5690912.80   | 0.11%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3325000 | PA      | $2800690.26   | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                    | LIFE TIME FITNESS INC TLB 4.75     | CUSIP: 50218KAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1170727 | PA      | $1162238.88   | 0.02%             | 2024-12-16      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    45591106 | PA      | $7546581.74   | 0.15%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                         | CUSIP: 38382QBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    47829046 | PA      | $7961302.51   | 0.16%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/CAP FIN    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3838000 | PA      | $3646938.79   | 0.07%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1293000 | PA      | $1128470.52   | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5315000 | PA      | $4379471.82   | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-CRT1                                | BVRT_21-CRT1                       | CUSIP: 512366AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41000000 | PA      | $39039175.00  | 0.78%             | 2032-07-10      | Variable      | 3.59%                 | No            |                  3 | On Loan: No      |
| CITADEL SECURITIES LP                                            | CITADEL SECURITIES TLB 2.5         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2950025 | PA      | $2902087.35   | 0.06%             | 2028-02-02      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC TLB 4.5               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2955038 | PA      | $2835772.46   | 0.06%             | 2028-02-11      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      893000 | PA      | $845096.05    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     2124000 | PA      | $1897889.07   | 0.04%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOBAL INC                                  | RACKSPACE TECH TLB 2.75            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1221300 | PA      | $817428.64    | 0.02%             | 2028-02-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                       | AVAYA INC TLB2 4.0                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1511557 | PA      | $710431.58    | 0.01%             | 2027-12-15      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $1867865.92   | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3086000 | PA      | $2574828.73   | 0.05%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1                | LDPT_21-1                          | CUSIP: 52607DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2806714 | PA      | $2797943.12   | 0.06%             | 2027-04-15      | Fixed         | 2.85%                 | No            |                  3 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A                | LDPT_21-A                          | CUSIP: 52607FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16000000 | PA      | $15110244.80  | 0.30%             | 2028-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                         | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    53867251 | PA      | $8021205.34   | 0.16%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                        | CUSIP: 38382XTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    51439231 | PA      | $8462519.91   | 0.17%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155             | GNMA_21-155                        | CUSIP: 38383AJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    50381167 | PA      | $6746929.97   | 0.13%             | 2051-09-20      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                          | GRAHAM PACKAGING TLB 3.0           | CUSIP: 38469EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      389260 | PA      | $380014.72    | 0.01%             | 2027-08-04      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     1726000 | PA      | $1443843.31   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      999000 | PA      | $853098.79    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GTCR (AP) FINANCE INC                                            | GTCR AP FINANCE INC                | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1058377.89   | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $5949131.39   | 0.12%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3055433.13   | 0.06%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2156035.96   | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    25887000 | PA      | $20825175.36  | 0.42%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12449000 | PA      | $9640811.60   | 0.19%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    36469000 | PA      | $27846997.20  | 0.56%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.75      | CUSIP: 41151PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1440233 | PA      | $1364922.87   | 0.03%             | 2027-10-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                         | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4536720 | PA      | $4298950.64   | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     3147000 | PA      | $2756931.96   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2367000 | PA      | $1809478.69   | 0.04%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1211237.85   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2382000 | PA      | $1923739.50   | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280000 | PA      | $1892497.08   | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1207023.47   | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2862979.36   | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1459000 | PA      | $1346680.53   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                 | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6662000 | PA      | $4738029.99   | 0.09%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     4589000 | PA      | $4129499.67   | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     3943000 | PA      | $3498427.18   | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1298646.20   | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3205000 | PA      | $3245165.51   | 0.06%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1559913.81   | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)               | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     6779000 | PA      | $5631392.99   | 0.11%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                                | WEST DEPTFORD ENERGY TLB 3.75      | CUSIP: 95249CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      483501 | PA      | $347062.14    | 0.01%             | 2026-08-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1497411.88   | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3927000 | PA      | $3849896.03   | 0.08%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     2939000 | PA      | $2799279.94   | 0.06%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR ENTERTAINMENT LLC                        | WILLIAM MORRIS ENDEAVOR TLB 2.75   | CUSIP: 96925HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1456800 | PA      | $1415951.70   | 0.03%             | 2025-05-18      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9450217.25   | 0.19%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     1366000 | PA      | $1032231.96   | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | WYNDHAM HOTELS & RESORTS INC       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1759653.66   | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2369000 | PA      | $2277791.39   | 0.05%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP  | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      329000 | PA      | $329371.68    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2225580.82   | 0.04%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     3038000 | PA      | $2176971.65   | 0.04%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC              | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1028783.18   | 0.02%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                   | CUSIP: 98953GAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1818000 | PA      | $1475125.65   | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND FINANCE BV              | CUSIP: 98954UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1956000 | PA      | $1796135.28   | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5065000 | PA      | $4304584.81   | 0.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4838000 | PA      | $4091513.82   | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     3650000 | PA      | $3816025.14   | 0.08%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GERMANY GMBH                                         | FLINT GROUP GMBH TLC 3.0           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      353164 | PA      | $257456.41    | 0.01%             | 2023-09-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GERMANY GMBH                                         | FLINT GROUP GMBH TLB2 3.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     2136345 | PA      | $1557395.72   | 0.03%             | 2023-09-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3600000 | PA      | $3474444.64   | 0.07%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: MXN 6.230000 1/9/2026         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   580000000 | OU      | $-2330926.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1816000 | PA      | $1681737.89   | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1571000 | PA      | $1343226.26   | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: MXN 5.985000 1/21/2026        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   211000000 | OU      | $-924544.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1034000 | PA      | $937606.05    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                  | PEACHTREE CORNERS FUNDING TRUST    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25683000 | PA      | $24939287.35  | 0.50%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1853000 | PA      | $1526967.89   | 0.03%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    12449000 | PA      | $9635647.88   | 0.19%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     8542000 | PA      | $5400540.27   | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    15000000 | PA      | $10317522.00  | 0.21%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2235000 | PA      | $1680299.55   | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD               | CUSIP: 716743AP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     4800000 | PA      | $4450673.71   | 0.09%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2066000 | PA      | $1887198.05   | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC/PETSMART FIN CORP     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2038967.02   | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                            | PHOENIX GUARANTOR INC TLB 3.25     | CUSIP: 71913BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      957304 | PA      | $908241.78    | 0.02%             | 2026-03-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3329161.90   | 0.07%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     4780000 | PA      | $4153995.71   | 0.08%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    28039000 | PA      | $22675061.91  | 0.45%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    26497000 | PA      | $20559202.74  | 0.41%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4335000 | PA      | $3514244.78   | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                          | ACCENTCARE TLB 4.0                 | CUSIP: 72941DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      928711 | PA      | $687246.10    | 0.01%             | 2026-06-22      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| PNT_21-1                                                         | PNT_21-1                           | CUSIP: 73090AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21880424 | PA      | $20897573.24  | 0.42%             | 2052-02-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC TLB4 1.75    | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149286 | PA      | $146424.13    | 0.00%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC TLB5 2.25    | CUSIP: 78466DBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1369792 | PA      | $1343163.49   | 0.03%             | 2025-04-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC TLB 3.75      | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1975000 | PA      | $1893531.25   | 0.04%             | 2028-06-02      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                          | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1001000 | PA      | $858640.87    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3231000 | PA      | $2881951.90   | 0.06%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2178000 | PA      | $1807554.02   | 0.04%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2378000 | PA      | $1959132.52   | 0.04%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      367000 | PA      | $376331.59    | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3087000 | PA      | $2612378.01   | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1446000 | PA      | $1432563.90   | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2411232.45   | 0.05%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1839000 | PA      | $1896521.79   | 0.04%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1131411.30   | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4045000 | PA      | $3914370.45   | 0.08%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2018000 | PA      | $1926074.81   | 0.04%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                                      | MILLICOM INTERNATIONAL CELLULAR SA | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2700000 | PA      | $2569653.10   | 0.05%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3307453.37   | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONOTYPE IMAGING HOLDINGS INC                                    | MONOTYPE IMAGING HLDS TLB 5.0      | CUSIP: 61022YAG6<br>LEI: 5299007REVJB2Z6GIU09 | Long             | LON              | CORP              | US        |     1429312 | PA      | $1367380.37   | 0.03%             | 2026-10-09      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2763000 | PA      | $2385675.19   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4503000 | PA      | $4255744.95   | 0.08%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7279000 | PA      | $5676994.59   | 0.11%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2218326.06   | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15235000 | PA      | $14180754.61  | 0.28%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD                       | MSC_19-MEAD                        | CUSIP: 61771LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15500000 | PA      | $13286052.85  | 0.27%             | 2036-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3314000 | PA      | $2741384.25   | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GRP TLB3 3.0   | CUSIP: 82925BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1237302 | PA      | $1160935.26   | 0.02%             | 2028-04-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3152000 | PA      | $2569495.43   | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1096877.55   | 0.02%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     3666000 | PA      | $3189020.04   | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      174000 | PA      | $147020.00    | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      574000 | PA      | $536423.61    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1191420.51   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     3881000 | PA      | $3339073.69   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2526000 | PA      | $2088760.46   | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2187000 | PA      | $1845431.96   | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $441852.56    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1143000 | PA      | $1017024.24   | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORP TLB 2.5                   | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |     1452018 | PA      | $1404827.52   | 0.03%             | 2026-08-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                                    | NEP GROUP TLB 3.25                 | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1459771 | PA      | $1210398.20   | 0.02%             | 2025-10-20      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2109000 | PA      | $1944383.82   | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1026338.87   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6846000 | PA      | $5512719.94   | 0.11%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    14895000 | PA      | $12122805.31  | 0.24%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                             | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     6320000 | PA      | $4362918.27   | 0.09%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2210000 | PA      | $1921396.92   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     7610000 | PA      | $7231108.75   | 0.14%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding                                                 | VERSCEND HOLDING CORP TLB 4.0      | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2473677 | PA      | $2452922.61   | 0.05%             | 2025-08-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                             | VERSCEND HOLDING CORP              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2568069.36   | 0.05%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                | VERTIV (CORTES NP ACQ) TLB 2.75    | CUSIP: 92537EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1450260 | PA      | $1412190.82   | 0.03%             | 2027-03-02      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                      | CUSIP: 92537MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7300000 | PA      | $5494893.23   | 0.11%             | 2059-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $548720.67    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    18114000 | PA      | $15412969.84  | 0.31%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4644000 | PA      | $3801352.89   | 0.08%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2577000 | PA      | $2351950.05   | 0.05%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $3377252.76   | 0.07%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $2896306.92   | 0.06%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1248534.61   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1198797.48   | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1871000 | PA      | $1673562.91   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      931000 | PA      | $747231.65    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3870000 | PA      | $3171168.13   | 0.06%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4               | VOLT_21-NPL4                       | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9333412 | PA      | $8636124.84   | 0.17%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_21-1A                                          | VOYA_21-1A                         | CUSIP: 92918PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     6900000 | PA      | $5981478.90   | 0.12%             | 2034-07-15      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5715000 | PA      | $4709669.21   | 0.09%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4613000 | PA      | $4132917.76   | 0.08%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC NYMT_21-BPL1                         | NYMT_21-BPL1                       | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19240000 | PA      | $17851237.56  | 0.36%             | 2026-05-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5139000 | PA      | $4743745.07   | 0.09%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    50120000 | PA      | $42019179.58  | 0.84%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $980750.06    | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      524000 | PA      | $525279.75    | 0.01%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2185000 | PA      | $1844082.51   | 0.04%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      811000 | PA      | $683731.77    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      878000 | PA      | $853903.16    | 0.02%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1636000 | PA      | $1575357.90   | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CABLEVISION CSC HLDGS LLC TLB 2.25 | CUSIP: 64072UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1488189 | PA      | $1422708.66   | 0.03%             | 2025-07-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     3047000 | PA      | $2980585.82   | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    17034000 | PA      | $14564508.28  | 0.29%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9790000 | PA      | $8940137.93   | 0.18%             | 2034-12-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     6157000 | PA      | $6275929.29   | 0.13%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1294075.65   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | OWENS & MINOR INC                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $1754615.70   | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1684097.25   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    13193000 | PA      | $12565800.29  | 0.25%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      338000 | PA      | $351206.98    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORP EXIT TL 4.5              | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |     1427539 | PA      | $1404041.93   | 0.03%             | 2025-06-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R                       | PMTCR_19-2R                        | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5452611 | PA      | $5159260.63   | 0.10%             | 2023-05-27      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL RUBBERMAID INC              | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     6740000 | PA      | $5239656.05   | 0.10%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      879000 | PA      | $864589.23    | 0.02%             | 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        |     1242000 | PA      | $1225405.63   | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | NEXSTAR BROADCASTING INC TLB4 2.75 | CUSIP: 65336RAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1211134 | PA      | $1200282.10   | 0.02%             | 2026-09-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7034691 | PA      | $6402618.57   | 0.13%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1518471.17   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1166609.69   | 0.02%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT1                             | PNMSR_18-GT1                       | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    56500000 | PA      | $54809576.50  | 1.09%             | 2023-02-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT2                             | PNMSR_18-GT2                       | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    85550000 | PA      | $81649741.28  | 1.63%             | 2025-08-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| HOME RE 2018-1 LTD HMIR_18-1                                     | HMIR_18-1                          | CUSIP: 43730MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8092027 | PA      | $8058486.75   | 0.16%             | 2028-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | HOSPITALITY PROPERTIES TRUST       | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      957000 | PA      | $925581.48    | 0.02%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                          | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3556313 | PA      | $3241443.08   | 0.06%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                        | PRPM_21-3                          | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12888749 | PA      | $11329059.24  | 0.23%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | HOWMET AEROSPACE INC               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     5006000 | PA      | $4229141.89   | 0.08%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3379000 | PA      | $3340644.77   | 0.07%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3087000 | PA      | $2715771.52   | 0.05%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     6673000 | PA      | $6001080.02   | 0.12%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                          | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |     1497000 | PA      | $1471066.97   | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH PIK           | CUSIP: 44963BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      643000 | PA      | $547379.08    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                        | PRPM_21-4                          | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13816606 | PA      | $12265858.11  | 0.24%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                        | PRPM_21-2                          | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12072057 | PA      | $10961560.89  | 0.22%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_22-NPL1                                            | PRET_22-NPL1                       | CUSIP: 69362NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19760429 | PA      | $17783860.86  | 0.35%             | 2052-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                          | PTC INC                            | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |      349000 | PA      | $332040.09    | 0.01%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                             | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6630000 | PA      | $6239007.55   | 0.12%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                             | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2251484.36   | 0.04%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                          | PTC INC                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $978218.05    | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA (PERSERO) PT             | CUSIP: 69370PAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    10066000 | PA      | $10281642.31  | 0.21%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT                                         | SAKA ENERGI INDONESIA PT           | CUSIP: 69371EAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     2782000 | PA      | $2682807.07   | 0.05%             | 2024-05-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $9778141.63   | 0.20%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13934962 | PA      | $13536881.94  | 0.27%             | 2030-03-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     5813000 | PA      | $5540992.70   | 0.11%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4689000 | PA      | $4427062.38   | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     8366000 | PA      | $7077053.31   | 0.14%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     2419000 | PA      | $2107734.23   | 0.04%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     2568000 | PA      | $2469726.47   | 0.05%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    13773000 | PA      | $11681569.67  | 0.23%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     3264000 | PA      | $2940118.11   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     2216000 | PA      | $1863450.09   | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | INSPIRE BRANDS TLB 3.0             | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      842143 | PA      | $809299.27    | 0.02%             | 2027-12-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3646000 | PA      | $3656243.11   | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      823000 | PA      | $792684.62    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                                        | IDERA INC 1ST LIEN TL 3.75         | CUSIP: 45168RAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1218362 | PA      | $1151864.22   | 0.02%             | 2028-03-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1407936 | PA      | $1336395.21   | 0.03%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3659000 | PA      | $3260891.87   | 0.07%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                  | iHeartMedia Inc                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11995 | NS      | $96439.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2058000 | PA      | $1706979.95   | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY                                                | LUMMUS TECHNOLOGY TLB 3.5          | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1872180 | PA      | $1794166.32   | 0.04%             | 2027-06-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                          | INDIGO MERGER SUB INC              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1288752.14   | 0.03%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 3.0        | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     1399407 | PA      | $1241316.29   | 0.02%             | 2028-04-12      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                 | INGRAM MICRO TLB 3.5               | CUSIP: 000000000<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     1774542 | PA      | $1746255.68   | 0.03%             | 2028-06-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WEIGHT WATCHERS TLB 3.5            | CUSIP: 000000000<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     1771875 | PA      | $1091917.97   | 0.02%             | 2028-04-13      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO TLB 3.0               | CUSIP: 000000000<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     1580675 | PA      | $1563287.68   | 0.03%             | 2028-06-02      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC TLB 3.75       | CUSIP: 000000000<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     2794150 | PA      | $2755227.32   | 0.05%             | 2028-04-21      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CORELOGIC INC TLB 3.5              | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     1972538 | PA      | $1622412.24   | 0.03%             | 2028-06-02      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                              | WELLS FARGO AM TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1323992 | PA      | $1304688.14   | 0.03%             | 2028-11-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                          | JAZZ PHARMACEUTICALS TLB 3.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1689014 | PA      | $1674234.71   | 0.03%             | 2028-05-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                              | OBERTHUR TECHNOLOGIES TLB 4.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1771998 | PA      | $1709977.66   | 0.03%             | 2026-01-10      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                            | LONZA SPECIALTY TLB 4.0            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1474475 | PA      | $1350619.00   | 0.03%             | 2028-07-03      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ECOVYST INC                                                      | PQ PERFORMANCE CHEM TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      990013 | PA      | $958827.14    | 0.02%             | 2028-08-02      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1243750 | PA      | $1207469.81   | 0.02%             | 2029-01-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC TLB 2.75                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1240625 | PA      | $1214261.68   | 0.02%             | 2028-05-18      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | COLUMBUS MCKINNON CORP TLB 2.75    | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     1258933 | PA      | $1236901.64   | 0.02%             | 2028-05-14      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                  | HILTON GRAND VACATIONS TLB 3.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2239571 | PA      | $2215787.15   | 0.04%             | 2028-08-02      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                    | BLACKSTONE CQP TLB 3.75            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1375038 | PA      | $1355443.49   | 0.03%             | 2028-06-05      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT INC TLB 3.25            | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     1985000 | PA      | $1907465.90   | 0.04%             | 2028-08-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ TLB 3.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1663763 | PA      | $1577464.04   | 0.03%             | 2028-06-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| INDIGO MERGER SUB INC                                            | INDIGO MERGER SUB INC TLB 2.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      386056 | PA      | $383906.06    | 0.01%             | 2028-07-03      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1549490 | PA      | $1540859.29   | 0.03%             | 2028-07-03      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC TLB 2.75          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1550739 | PA      | $1531355.17   | 0.03%             | 2028-07-10      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GCX HOLDINGS LTD                                                 | AL GCX HOLDINGS LTD TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BM        |     1173600 | PA      | $1161277.52   | 0.02%             | 2029-05-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                               | EVERI HOLDINGS 1ST LN TL 2.75      | CUSIP: 000000000<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |     1869221 | PA      | $1846435.08   | 0.04%             | 2028-08-03      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1794356.90   | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1287000 | PA      | $1129832.11   | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2918000 | PA      | $2465007.02   | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDINGS INC                                            | PRESIDIO INC TLB 3.5               | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1716146 | PA      | $1692549.47   | 0.03%             | 2027-01-22      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      934000 | PA      | $885550.18    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1                    | PRET_21-NPL1                       | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7761852 | PA      | $7008871.54   | 0.14%             | 2060-09-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10094062 | PA      | $9126196.24   | 0.18%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2296000 | PA      | $1979218.40   | 0.04%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                       | CUSIP: 74331CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17000000 | PA      | $15296945.10  | 0.31%             | 2037-04-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                       | CUSIP: 74333LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $11602024.80  | 0.23%             | 2037-06-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PROPER PASS-THRU TRUST II PPT2_19-ST2                            | PPT2_19-ST2                        | CUSIP: 74361EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962476 | PA      | $962475.75    | 0.02%             | 2025-11-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3141000 | PA      | $2774193.33   | 0.06%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    15614000 | PA      | $15189704.85  | 0.30%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR GOVT INTERNATIONAL BOND      | CUSIP: 74727PBD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     2000000 | PA      | $1933615.52   | 0.04%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     6077000 | PA      | $5082849.84   | 0.10%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.75     | CUSIP: 74839XAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2193621 | PA      | $2151700.63   | 0.04%             | 2027-02-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4226000 | PA      | $3401009.62   | 0.07%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3811000 | PA      | $2947218.18   | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/FIN CORP   | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $755431.71    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1006372.47   | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                             | RADIOLOGY PARTNERS INC             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7315000 | PA      | $6127726.12   | 0.12%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     9716000 | PA      | $9217774.01   | 0.18%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | CENTURYLINK INC                    | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      747000 | PA      | $636945.74    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      455000 | PA      | $414507.43    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $984094.30    | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC TLB 3.5         | CUSIP: 75025KAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1649538 | PA      | $1443082.15   | 0.03%             | 2026-09-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3415000 | PA      | $2798599.16   | 0.06%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      975000 | PA      | $842395.62    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4290000 | PA      | $3542225.72   | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6305000 | PA      | $3964046.44   | 0.08%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24569000 | PA      | $19840610.20  | 0.40%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US HOLDINGS INC                                      | CHARTER NEX FILMS TL 3.75          | CUSIP: 16125TAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2162487 | PA      | $2104035.41   | 0.04%             | 2027-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2654531.57   | 0.05%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $1232772.54   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1520169.62   | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4397000 | PA      | $3577933.44   | 0.07%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6775000 | PA      | $5927514.44   | 0.12%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5572000 | PA      | $4571974.44   | 0.09%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6                     | CMLTI_10-6                         | CUSIP: 17316YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196218 | PA      | $186335.52    | 0.00%             | 2035-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                         | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2847088 | PA      | $2725177.62   | 0.05%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    33061000 | PA      | $27197788.36  | 0.54%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1277000 | PA      | $1145626.80   | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3176000 | PA      | $2720247.21   | 0.05%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                                    | HARLAND CLARKE TL 7.75             | CUSIP: 181593AP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      461257 | PA      | $332395.34    | 0.01%             | 2026-06-16      | Variable      | 11.42%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                   | CLEAR CHANNEL INTERNATIONAL B.V.   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3019000 | PA      | $2871131.43   | 0.06%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3368000 | PA      | $2927680.31   | 0.06%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 038461AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     5700000 | PA      | $3838300.54   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $355197.37    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW55<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     3000000 | PA      | $1945891.95   | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW71<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     1250000 | PA      | $1028861.79   | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW89<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      965000 | PA      | $658440.24    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JX54<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     8162000 | PA      | $6183953.83   | 0.12%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3340000 | PA      | $2747416.90   | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2464000 | PA      | $1988038.95   | 0.04%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25          | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2235955 | PA      | $2028660.06   | 0.04%             | 2027-12-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                 | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1940000 | PA      | $1708365.28   | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3939000 | PA      | $3176564.28   | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1033000 | PA      | $1008654.97   | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMEN                                  | ARGENTINA (REPUBLIC OF)            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       85626 | PA      | $22588.11     | 0.00%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMEN                                  | ARGENTINA REPUBLIC OF GOVERNMENT   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      156873 | PA      | $37963.46     | 0.00%             | 2035-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMEN                                  | ARGENTINA (REPUBLIC OF)            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        9405 | PA      | $2420.71      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-44A                                         | ARES_17-44A                        | CUSIP: 04016NAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $12801075.00  | 0.26%             | 2034-04-15      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      701000 | PA      | $611586.85    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      701000 | PA      | $592808.17    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1902805 | PA      | $1797618.17   | 0.04%             | 2028-12-11      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1753172 | PA      | $1485812.91   | 0.03%             | 2029-12-10      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS OPERATIONS LLC                      | ASCEND PERFORMANCE TLB 4.75        | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1901727 | PA      | $1817347.13   | 0.04%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      817000 | PA      | $786937.30    | 0.02%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2393000 | PA      | $2033118.76   | 0.04%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |   129527000 | OU      | $86153.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -1529 | NC      | $-1006921.42  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTL INC                                               | MCDERMOTT INTL INC EQUITY          | CUSIP: 000000000<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | PA        |       47856 | NS      | $25267.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITAS US INC                                                   | VERITAS US INC TLB 5.0             | CUSIP: G9341JAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1302959 | PA      | $934403.77    | 0.02%             | 2025-09-01      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLN 2.5               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1175000 | PA      | $1143968.25   | 0.02%             | 2028-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | JPN 10YR BOND (OSE) DEC 22         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | JP        |        -348 | NC      | $-800691.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII SARL                                     | NESTLE SKIN HEALTH TLB3 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     2124874 | PA      | $2015315.35   | 0.04%             | 2026-10-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 4.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      115306 | PA      | $60631.53     | 0.00%             | 2025-06-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 3.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |        8649 | PA      | $5405.54      | 0.00%             | 2024-06-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL DEC 22                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -1142 | NC      | $2922704.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND DEC 22                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -1134 | NC      | $-2864185.63  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -4145 | NC      | $-2276210.17  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE MAR 23                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -511 | NC      | $-460337.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |   -49852000 | OU      | $-1817936.27  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND MAR 23                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         847 | NC      | $1415744.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND MAR 23             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -300 | NC      | $282650.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.39.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   626384000 | OU      | $-11158630.07 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    20083000 | PA      | $17915670.76  | 0.36%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_21-2A                                       | BABSN_21-2A                        | CUSIP: 06762KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     8350000 | PA      | $7310667.15   | 0.15%             | 2034-07-15      | Variable      | 10.33%                | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB1 3.75 | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3823349 | PA      | $3669459.09   | 0.07%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1363000 | PA      | $1371013.81   | 0.03%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SWITCH LTD                                                       | SWITCH LTD                         | CUSIP: 87105NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      866000 | PA      | $882237.50    | 0.02%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWITCH LTD                                                       | SWITCH LTD                         | CUSIP: 87105NAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2651000 | PA      | $2705690.13   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2868000 | PA      | $1757143.61   | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COMPANIES INC        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2070000 | PA      | $1375534.42   | 0.03%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      789000 | PA      | $608166.69    | 0.01%             | 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        |      156000 | PA      | $87736.85     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2001027.75   | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-2F                                  | BVRT_21-2F                         | CUSIP: 07335MAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5008882 | PA      | $5014161.80   | 0.10%             | 2032-01-10      | Variable      | 3.76%                 | No            |                  3 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | PA      | $20000000.00  | 0.40%             | 2033-07-12      | Variable      | 4.19%                 | No            |                  3 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2247040.13   | 0.04%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1216950.41   | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-4A                                     | BMIR_19-4A                         | CUSIP: 07876LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13131442 | PA      | $13099494.14  | 0.26%             | 2029-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_21-1A                                      | BMIR_21-1A                         | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15000000 | PA      | $13901932.50  | 0.28%             | 2031-03-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_20-4                                      | BMIR_20-4A                         | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3414166 | PA      | $3410014.41   | 0.07%             | 2030-06-25      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2019-2 LTD                                         | BMIR_19-2A                         | CUSIP: 07877BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    10208580 | PA      | $9854752.66   | 0.20%             | 2029-04-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_20-3A                                      | BMIR_20-3A                         | CUSIP: 07877KAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13800000 | PA      | $13481526.36  | 0.27%             | 2030-10-25      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_20-2A                                      | BMIR_20-2A                         | CUSIP: 078782AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      988259 | PA      | $988165.41    | 0.02%             | 2030-08-26      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP    | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18110000 | PA      | $14798892.92  | 0.30%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $312521.33    | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                         | SOTHEBYS TLB 4.5                   | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1360593 | PA      | $1324591.88   | 0.03%             | 2027-01-15      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                        | BLACK KNIGHT INFOSERV LLC          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2069771.62   | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                    | BLACKSTONE MORTGAGE TRUST INC      | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $2638078.89   | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $8285227.06   | 0.17%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -15000000 | OU      | $-2650782.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   -10000000 | OU      | $-1767188.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    -9500000 | OU      | $-1678828.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLQ 3.25              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $979310.00    | 0.02%             | 2029-01-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CLARIVATE TLB 3.25                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      920981 | PA      | $905149.58    | 0.02%             | 2026-10-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS INC                                       | PACKAGING COORDINATORS INC TL 3.75 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2231684 | PA      | $2147058.37   | 0.04%             | 2027-11-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| AVAYA INC.                                                       | AVAYA INC TLB 4.25                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1843084 | PA      | $866249.65    | 0.02%             | 2027-12-15      | Variable      | 8.12%                 | No            |                  3 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |   -11500000 | OU      | $-2032266.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC TLB 4.0        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1864634 | PA      | $1793088.46   | 0.04%             | 2027-10-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| WEBER STEPHEN PRODUCTS LLC                                       | WEBER-STEPHEN PRODS TLB 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2437539 | PA      | $2037782.47   | 0.04%             | 2027-10-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    12000000 | PA      | $9560226.72   | 0.19%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    -9500000 | OU      | $-1678828.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9118000 | PA      | $6629277.46   | 0.13%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                    | APX GROUP INC                      | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |      685000 | PA      | $583581.70    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TNT CRANE AND RIGGING                                            | TNT CRANE AND RIGGING              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23468 | NS      | $190677.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO               | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    15163000 | PA      | $12601479.54  | 0.25%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7804098 | PA      | $7585147.08   | 0.15%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230425 | PA      | $215170.04    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES PE LLC                                       | WINDSTREAM CORP                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11272 | NS      | $157808.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DXP ENTERPRISES                                                  | DXP ENTERPRISES INC TLB 4.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1489067 | PA      | $1411516.77   | 0.03%             | 2027-12-23      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1060010.82   | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1265198.53   | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                        | ADANI PORTS AND SPECIAL ECONOMIC Z | CUSIP: 00652MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     5000000 | PA      | $4224483.85   | 0.08%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                        | ADANI PORTS & SPECIAL ECON ZONE    | CUSIP: 00652MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3267000 | PA      | $2891994.33   | 0.06%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1012000 | PA      | $851202.06    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3368000 | PA      | $2882992.57   | 0.06%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CINEWORLD FINANCE US INC                                         | CINEWORLD FINANCE US INC           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      281073 | NS      | $14053.65     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPECTACLE BIDCO HOLDINGS INC                                     | SPECTACLE BIDCO HOLDINGS INC       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       95238 | NS      | $141602.05    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                          | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     2786000 | PA      | $2301165.10   | 0.05%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3743000 | PA      | $3783192.60   | 0.08%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     2022000 | PA      | $1850077.83   | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC  | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1112273.85   | 0.02%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC  | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2489306.32   | 0.05%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                 | ALIXPARTNERS TLB 2.75              | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1472500 | PA      | $1442137.30   | 0.03%             | 2028-02-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      818000 | PA      | $699964.87    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     3121000 | PA      | $2665241.21   | 0.05%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |   -18000000 | OU      | $-3180938.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CLARIVATE TLB 3.0                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1189079 | PA      | $1167378.18   | 0.02%             | 2026-10-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3396000 | PA      | $3130748.42   | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1524685.73   | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2406000 | PA      | $2056527.61   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL TLB 3.75          | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1400589 | PA      | $1322127.85   | 0.03%             | 2028-05-12      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                               | COVIA HOLDINGS CORP                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       74466 | NS      | $1028561.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PARK RIVER HOLDINGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1266834 | PA      | $1097395.30   | 0.02%             | 2027-12-28      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19000000 | PA      | $17879942.78  | 0.36%             | 2037-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI HOLDINGS CORP TLB 4.0          | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      979877 | PA      | $962905.96    | 0.02%             | 2026-12-02      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2461000 | PA      | $2477441.42   | 0.05%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    13892000 | PA      | $12101482.35  | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                           | INEOS QUATTRO TLB 2.75             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1975000 | PA      | $1940437.50   | 0.04%             | 2026-01-29      | Variable      | 6.82%                 | No            |                  3 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                      | US ACUTE CARE SOLUTIONS LLC        | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2468000 | PA      | $2239208.11   | 0.04%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)            | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    12900000 | PA      | $2737756.55   | 0.05%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                       | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1249086.50   | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1574801.19   | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     4000000 | PA      | $3578146.60   | 0.07%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES              | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $243481.94    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      897000 | PA      | $779275.25    | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      997000 | PA      | $822841.18    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1058997.79   | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1316227.57   | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 914908BC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      987500 | PA      | $968984.38    | 0.02%             | 2026-03-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_20-ST6                          | UPSPT_20-ST6                       | CUSIP: 91680XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4557142 | PA      | $4318064.90   | 0.09%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USIS MERGER SUB INC                                              | USI INC/NY                         | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      944000 | PA      | $928510.03    | 0.02%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL5                                                | VCAT_21-NPL5                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23237006 | PA      | $21120114.76  | 0.42%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VWH CAPITAL VCAT_21-NPL6                                         | VCAT_21-NPL6                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20642277 | PA      | $18532578.60  | 0.37%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5066000 | PA      | $4189418.67   | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4429000 | PA      | $3863265.18   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8868000 | PA      | $7650732.30   | 0.15%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EP               | CORP              | US        |       14204 | NS      | $14204.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                       | NAKED JUICE LLC 1ST LN 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      299250 | PA      | $281295.00    | 0.01%             | 2029-01-24      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH                                                     | ATHENAHEALTH INC TL DD 3.5         | CUSIP: 000000000<br>LEI: 5493004JZ4RQIZBHP241 | Long             | LON              | CORP              | US        |      455013 | PA      | $414516.98    | 0.01%             | 2029-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | NORTONLIFELOCK INC TLB 2.0         | CUSIP: 000000000<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     1855248 | PA      | $1822001.91   | 0.04%             | 2029-09-12      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                            | MCAFEE LLC TLB 4.0                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1797346 | PA      | $1704117.90   | 0.03%             | 2029-03-01      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC                                        | PMHC II INC TLB 4.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1634413 | PA      | $1369197.08   | 0.03%             | 2029-04-23      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HLDGS TLB 3.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1243670 | PA      | $1186150.14   | 0.02%             | 2029-04-04      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB 3.75              | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     1712953 | PA      | $1659954.62   | 0.03%             | 2029-02-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2513000 | PA      | $2273109.85   | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1836798.05   | 0.04%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                                        | SOPHIA LP TLB 3.5                  | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2161665 | PA      | $2080062.15   | 0.04%             | 2027-10-07      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                               | HUNTER DOUGLAS INC TLB 3.5         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1193416 | PA      | $1038915.96   | 0.02%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                         | AMENTUM (MAVERICK PURCH) TLB 4.0   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1154906 | PA      | $1135422.90   | 0.02%             | 2029-02-15      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4800000 | PA      | $4376014.61   | 0.09%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    16025000 | PA      | $12251670.65  | 0.24%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB8 3.25              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      827913 | PA      | $723041.12    | 0.01%             | 2026-12-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                        | CUBIC CORPORATION TLB 4.25         | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2133556 | PA      | $1833087.60   | 0.04%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                        | CUBIC CORPORATION TLC 4.25         | CUSIP: 04921TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433944 | PA      | $372831.37    | 0.01%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1673297.74   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $8055064.24   | 0.16%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      938000 | PA      | $885666.03    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     7949000 | PA      | $6993877.33   | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 84611WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1810361.87   | 0.04%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4553000 | PA      | $3904501.91   | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     2176000 | PA      | $2134769.20   | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1006000 | PA      | $993714.30    | 0.02%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1280211.66   | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1492000 | PA      | $1222023.47   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS  | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1456000 | PA      | $1334075.29   | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                              | DEL MONTE FOODS INC TLB 4.25       | CUSIP: 000000000<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     1721314 | PA      | $1666093.90   | 0.03%             | 2029-05-16      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -7000000 | OU      | $-1237031.60  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_19-DPLO                                          | BFLD_19-DPLO                       | CUSIP: 054970AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3485000 | PA      | $3327135.42   | 0.07%             | 2034-10-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_19-DPLO                                          | BFLD_19-DPLO                       | CUSIP: 054970AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11510000 | PA      | $10876950.00  | 0.22%             | 2034-10-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC TLB 3.0               | CUSIP: 000000000<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |      558131 | PA      | $552934.51    | 0.01%             | 2029-07-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB 4.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      215545 | PA      | $200456.95    | 0.00%             | 2028-06-30      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $157032.93    | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT IP CAYMAN LTD                                             | SPIRIT LOYALTY CAYMAN LTD/SPIRIT   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2435000 | PA      | $2462948.08   | 0.05%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2537000 | PA      | $2531652.38   | 0.05%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3355791.21   | 0.07%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1194456.35   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3743000 | PA      | $3965522.59   | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5461000 | PA      | $4044339.71   | 0.08%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     7871000 | PA      | $8180406.55   | 0.16%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1451504.75   | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      831000 | PA      | $848316.74    | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1723000 | PA      | $1399271.77   | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2014000 | PA      | $1796325.11   | 0.04%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    12470000 | PA      | $9809533.98   | 0.20%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | BWAY HOLDING CO TLB 3.25           | CUSIP: 05604XAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      973958 | PA      | $944135.75    | 0.02%             | 2024-04-03      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES LLC                                     | EXGEN RENEWABLES IV TLB 2.75       | CUSIP: 30204KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2767423 | PA      | $2739167.46   | 0.05%             | 2027-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     6200000 | PA      | $5470432.98   | 0.11%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                 | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    10218000 | PA      | $9365656.13   | 0.19%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR                         | CUSIP: 3128PLB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          25 | PA      | $24.55        | 0.00%             | 2022-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_304                                            | FHLMC_304                          | CUSIP: 31325UQS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2638010 | PA      | $513539.03    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_318                                            | FHLMC_318                          | CUSIP: 31325UVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4913192 | PA      | $523227.48    | 0.01%             | 2043-11-15      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                          | CUSIP: 31325VB86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      859427 | PA      | $88400.61     | 0.00%             | 2044-03-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    63245687 | PA      | $56309356.94  | 1.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4791729.60   | 0.10%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7208000 | PA      | $5604638.78   | 0.11%             | 2041-12-09      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34329096 | PA      | $32675914.23  | 0.65%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    30031964 | PA      | $28654481.81  | 0.57%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-MFM1                          | BX_21-MFM1                         | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6481996.50   | 0.13%             | 2034-01-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-5                                 | BCC_21-5A                          | CUSIP: 05682FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    13320000 | PA      | $11011577.40  | 0.22%             | 2034-10-23      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                           | FFCB                               | CUSIP: 3133ENBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     2000000 | PA      | $1769996.56   | 0.04%             | 2026-10-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                           | FFCB                               | CUSIP: 3133ENFN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     2500000 | PA      | $2234170.73   | 0.04%             | 2026-11-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| STONN_20-1                                                       | STONN_20-1                         | CUSIP: 86207LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2288170 | PA      | $2288170.14   | 0.05%             | 2024-07-28      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| SUPERIOR PLUS LP                                                 | SUPERIOR PLUS LP/SUPERIOR GEN      | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1181000 | PA      | $1008853.97   | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS GROUP TLB 8.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      961778 | PA      | $905513.62    | 0.02%             | 2026-05-25      | Variable      | 11.89%                | No            |                  2 | On Loan: No      |
| OWENS & MINOR DISTRIBUTION INC                                   | OWENS & MINOR TLB 3.75             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      627583 | PA      | $624445.15    | 0.01%             | 2029-03-29      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-131                                           | FNMA_12-131                        | CUSIP: 3136AACA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1484173 | PA      | $65433.03     | 0.00%             | 2040-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-129                                           | FNMA_12-129                        | CUSIP: 3136AADU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1098464 | PA      | $52987.59     | 0.00%             | 2041-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-133                                           | FNMA_12-133                        | CUSIP: 3136AAXT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      431805 | PA      | $9572.22      | 0.00%             | 2031-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-6                                             | FNMA_13-6                          | CUSIP: 3136ABP72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       36666 | PA      | $17.45        | 0.00%             | 2040-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-7                                 | BCC_21-7A                          | CUSIP: 05682JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15350000 | PA      | $12845570.75  | 0.26%             | 2035-01-22      | Variable      | 11.07%                | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-6A                                | BCC_21-6A                          | CUSIP: 05684JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    11450000 | PA      | $9450246.05   | 0.19%             | 2034-10-21      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_21-18A                                   | BALLY_21-18A                       | CUSIP: 05875XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    13050000 | PA      | $11404943.10  | 0.23%             | 2035-01-15      | Variable      | 10.58%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    41540000 | PA      | $35383322.54  | 0.71%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-1                                             | FNMA_13-1                          | CUSIP: 3136ABYL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1768135 | PA      | $246606.93    | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     6735950 | PA      | $718553.47    | 0.01%             | 2043-10-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47155000 | PA      | $36547862.82  | 0.73%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19830000 | PA      | $15792514.83  | 0.32%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                         | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11632157 | PA      | $1386721.80   | 0.03%             | 2045-01-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    35980000 | PA      | $29483234.96  | 0.59%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE INC TLB1 3.50                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      629738 | PA      | $579755.61    | 0.01%             | 2027-12-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE INC TLB2 3.50                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1003840 | PA      | $924164.85    | 0.02%             | 2027-12-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT/TRANSIT TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      905337 | PA      | $849604.29    | 0.02%             | 2028-07-21      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INC                                               | SCIENTIFIC GAMES TLB 3.0           | CUSIP: 000000000<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |     1335200 | PA      | $1307494.31   | 0.03%             | 2029-04-14      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 4.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      829804 | PA      | $812518.87    | 0.02%             | 2029-06-22      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT/TRANSIT TLC 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      336710 | PA      | $315982.19    | 0.01%             | 2028-07-21      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC 2ND LN TLB4 5.25       | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2144019 | PA      | $1641953.80   | 0.03%             | 2029-01-20      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                  | WHATABRANDS LLC TLB 3.25           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2191669 | PA      | $2081735.19   | 0.04%             | 2028-08-03      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV FINANCING LLC TLB 5.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1427133 | PA      | $1364852.72   | 0.03%             | 2027-08-02      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| SITEL WORLDWIDE CORP                                             | SITEL GROUP TLB 3.75               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      281130 | PA      | $278201.08    | 0.01%             | 2028-08-28      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                             | SOVOS COMPLIANCE LLC TLB 4.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      796809 | PA      | $775064.10    | 0.02%             | 2028-08-11      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | NEW FRONTERA HLDGS 1ST LN TL 13.0  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      217161 | PA      | $217161.12    | 0.00%             | 2026-07-28      | Variable      | 16.67%                | No            |                  3 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | NEW FRONTERA HLDGS 2ND LN TL 1.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75277 | PA      | $15055.40     | 0.00%             | 2028-07-28      | Variable      | 5.17%                 | No            |                  3 | On Loan: No      |
| MITNICK CORPORATE PURCHASER INC                                  | VERACODE TL 4.75                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      792081 | PA      | $750497.15    | 0.01%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TL DD 4.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      382986 | PA      | $375008.71    | 0.01%             | 2029-06-22      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   160690000 | OU      | $449835.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   321500000 | OU      | $1901029.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                                             | NEW FRONTERA HOLDINGS              | CUSIP: BAX9UQG46<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |       14302 | NS      | $214.53       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | THYSSENKRUPP (VERTICAL) TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1272756 | PA      | $1218663.84   | 0.02%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                               | BECTON DICKINSON EURO FINANCE SARL | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     8469000 | PA      | $5941148.12   | 0.12%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                     | CLOUDERA INC TLB 3.75              | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     1559496 | PA      | $1472756.74   | 0.03%             | 2028-10-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                    | DIAMOND BC BV (DIVERSEY) TL 3.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     2233566 | PA      | $2154184.60   | 0.04%             | 2028-09-29      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                                       | SPRINGS WINDOW FASHIONS TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1561049 | PA      | $1218913.68   | 0.02%             | 2028-10-06      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   321500000 | OU      | $1901029.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                         | CORNERSTONE ONDEMAND INC TLB 3.75  | CUSIP: 000000000<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     1501472 | PA      | $1340814.29   | 0.03%             | 2028-10-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE                                                   | CHG HEALTHCARE SVCS INC TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      980000 | PA      | $959527.80    | 0.02%             | 2028-09-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MIDSTREAM SERVICES TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1135743 | PA      | $1119649.91   | 0.02%             | 2028-10-05      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| MOZART BORROWER LP                                               | MEDLINE TLB 3.25                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1911714 | PA      | $1813471.02   | 0.04%             | 2028-10-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                                             | LOYALTY VENTURES INC TLB 4.5       | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     1735760 | PA      | $685625.29    | 0.01%             | 2027-11-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INTERNATIONAL TLB 3.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1150316 | PA      | $1073716.11   | 0.02%             | 2028-10-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                                    | FREEPORT LNG INVESTMENTS TLB 3.5   | CUSIP: 35670CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1471273 | PA      | $1393413.08   | 0.03%             | 2028-12-21      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1959845.77   | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      822000 | PA      | $850117.44    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO            | GE CAPITAL INTERNATIONAL FUNDING   | CUSIP: 36164QNA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    14038000 | PA      | $13241024.84  | 0.26%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    10829000 | PA      | $8450945.54   | 0.17%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2925934.28   | 0.06%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1219834.59   | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1425000 | PA      | $1371671.01   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1809000 | PA      | $1733217.90   | 0.03%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     2159000 | PA      | $1896483.33   | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    12404000 | PA      | $10568448.14  | 0.21%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2533000 | PA      | $2389521.31   | 0.05%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1717357.40   | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_19-1                                           | EMIR_19-1                          | CUSIP: 269822AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16541000 | PA      | $15762582.19  | 0.31%             | 2029-04-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| EMIR_20-1                                                        | EMIR_20-1                          | CUSIP: 26982LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34721963 | PA      | $34215573.98  | 0.68%             | 2030-01-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2070000 | PA      | $1840564.28   | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GIP III STETSON I LP                                             | STETSON MIDSTREAM TLB 4.25         | CUSIP: 36173DAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1396598 | PA      | $1360635.75   | 0.03%             | 2025-07-18      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                          | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88772 | PA      | $91385.89     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                          | CUSIP: 36213CJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13670 | PA      | $14022.55     | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMIR_20-1                                                        | EMIR_20-1                          | CUSIP: 26982LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9650000 | PA      | $9238183.36   | 0.18%             | 2030-01-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_21-1                                           | EMIR_21-1                          | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12725000 | PA      | $12396229.27  | 0.25%             | 2033-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                        | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17075000 | PA      | $17478229.20  | 0.35%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BID CO LTD  | CUSIP: 36321PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3925000 | PA      | $3013437.00   | 0.06%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    23038000 | PA      | $20597105.01  | 0.41%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                 | 8TH AVENUE FOOD & PROV 1LN TL 3.75 | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      877186 | PA      | $739029.08    | 0.01%             | 2025-10-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                 | 8TH AVENUE FOOD & PROV 2LN TL 7.75 | CUSIP: 28253PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1686397 | PA      | $1328037.64   | 0.03%             | 2026-10-01      | Variable      | 11.82%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5374000 | PA      | $5302424.07   | 0.11%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2777000 | PA      | $2787943.68   | 0.06%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     4241000 | PA      | $3628466.18   | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1396493.88   | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    16143000 | PA      | $13965479.93  | 0.28%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $5456701.22   | 0.11%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC/GATES GLOBAL CO   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2554000 | PA      | $2462929.21   | 0.05%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC TLB3 2.75         | CUSIP: 36740UAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      748727 | PA      | $730008.80    | 0.01%             | 2027-03-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CO                | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13265887.15  | 0.26%             | 2049-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15730000 | PA      | $12564835.83  | 0.25%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                         | ENDO DAC / ENDO FINANCE LLC / ENDO | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      911000 | PA      | $42631.39     | 0.00%             | 2028-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     8185000 | PA      | $7128104.92   | 0.14%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                              | GHANA  (REPUBLIC OF)               | CUSIP: 37443GAC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     5000000 | PA      | $1681270.95   | 0.03%             | 2051-03-26      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER CORP                                      | ANCHOR GLASS CONTAINER CRP TL 2.75 | CUSIP: 37712UAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      794194 | PA      | $572725.05    | 0.01%             | 2023-12-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                                               | ENDURE DIGITAL INC TLB 3.5         | CUSIP: 29279UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1614423 | PA      | $1461052.86   | 0.03%             | 2028-02-10      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1836000 | PA      | $1660971.94   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3499000 | PA      | $2625216.39   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3323000 | PA      | $3128426.55   | 0.06%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                         | ENVISION HEALTHCARE  TL FIFO 7.88  | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      113776 | PA      | $101545.08    | 0.00%             | 2027-03-31      | Variable      | 12.01%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3783000 | PA      | $2808406.29   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     7347000 | PA      | $6201932.87   | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                         | ENVISION HEALTHCARE CORP TL 4.25   | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      673197 | PA      | $201958.97    | 0.00%             | 2027-03-31      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                         | ENVISION HEALTHCARE CORP TL 3.75   | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      316601 | PA      | $70706.45     | 0.00%             | 2027-03-31      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     4484000 | PA      | $3603841.51   | 0.07%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS (USA) II LP                                | ATLANTIC BROADBAND TLB 2.0         | CUSIP: 19239PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1827463 | PA      | $1786345.20   | 0.04%             | 2025-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| COLD STORAGE TRUST COLD_20-ICE5                                  | COLD_20-ICE5                       | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6536887 | PA      | $6209909.28   | 0.12%             | 2037-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3953000 | PA      | $3636203.10   | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     6725000 | PA      | $4836627.60   | 0.10%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    11200000 | PA      | $7517096.05   | 0.15%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DQ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     7147000 | PA      | $4782461.36   | 0.10%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLORADO BUYER INC                                               | COLORADO BUYER INC TLB 3.0         | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      933686 | PA      | $818142.45    | 0.02%             | 2024-05-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      866000 | PA      | $707169.38    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9589000 | PA      | $7917762.24   | 0.16%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2722000 | PA      | $2274892.31   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |   201862230 | NS      | $201781485.15 | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                        | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3443570.00   | 0.07%             | 2037-02-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      999000 | PA      | $966777.80    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1426000 | PA      | $1305150.89   | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02                   | CAS_22-R02                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19600000 | PA      | $17902236.24  | 0.36%             | 2042-01-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02                   | CAS_21-R02                         | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9800000 | PA      | $8789424.00   | 0.18%             | 2041-11-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01                   | CAS_22-R01                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34900000 | PA      | $29609418.26  | 0.59%             | 2041-12-25      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R07        | CAS_22-R07                         | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11850000 | PA      | $12242508.74  | 0.24%             | 2042-06-25      | Variable      | 15.52%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1             | CAS_19-HRP1                        | CUSIP: 20754PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8111083 | PA      | $7811067.96   | 0.16%             | 2039-11-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1795000 | PA      | $1646660.89   | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     8908000 | PA      | $7306617.21   | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32000000 | PA      | $28898395.52  | 0.58%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY           | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     6021000 | PA      | $5942480.38   | 0.12%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1861759.78   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      924000 | PA      | $876428.43    | 0.02%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     1018000 | PA      | $875445.85    | 0.02%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                        | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     4288000 | PA      | $3378149.86   | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_16-3A                         | CUSIP: 14311WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    11400000 | PA      | $9278152.20   | 0.19%             | 2034-07-20      | Variable      | 11.24%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3212000 | PA      | $2702163.96   | 0.05%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3034000 | PA      | $2255965.68   | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                  | CARNIVAL HOLDINGS BERMUDA LTD      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1844000 | PA      | $1910128.86   | 0.04%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    16226000 | PA      | $13850094.16  | 0.28%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      586000 | PA      | $479323.87    | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1428102.82   | 0.03%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP        | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      684000 | PA      | $681693.52    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | 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        |      782000 | PA      | $751582.29    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | CEMEX SAB DE CV                    | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      350000 | PA      | $355162.59    | 0.01%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     1963142 | PA      | $1799219.38   | 0.04%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4611000 | PA      | $3804866.48   | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     7507000 | PA      | $5948410.02   | 0.12%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                 | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |     4960000 | PA      | $3575986.25   | 0.07%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NTNL MNTR HLDGS                                                  | CIVITAS NATL MENTOR INC TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1929204 | PA      | $1362770.48   | 0.03%             | 2028-03-02      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| NTNL MNTR HLDGS                                                  | CIVITAS NATL MENTOR INC TLC 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       62745 | PA      | $44322.44     | 0.00%             | 2028-03-02      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1604487 | PA      | $1564375.06   | 0.03%             | 2028-02-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                                | HILLMAN GROUP INC TLB1 2.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1743987 | PA      | $1686435.76   | 0.03%             | 2028-07-14      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   142500000 | PA      | $130432031.25 | 2.60%             | 2052-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   511000000 | PA      | $483194410.23 | 9.64%             | 2052-12-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   350000000 | PA      | $340648437.50 | 6.80%             | 2052-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   395000000 | PA      | $393025000.00 | 7.84%             | 2052-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                          | CUSIP: 3136B3W55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24750424 | PA      | $2367944.85   | 0.05%             | 2049-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                                | HILLMAN GROUP INC DD TL 2.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      421603 | PA      | $407690.46    | 0.01%             | 2028-07-14      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1690416 | PA      | $1661188.51   | 0.03%             | 2026-04-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    23200515 | PA      | $3411962.79   | 0.07%             | 2049-11-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                          | CUSIP: 31371KXS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         220 | PA      | $219.01       | 0.00%             | 2023-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4147                                           | FHLMC_4147                         | CUSIP: 3137AXDF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2307398 | PA      | $114348.40    | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4515                                           | FHLMC_4515                         | CUSIP: 3137BLBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4315487 | PA      | $148363.85    | 0.00%             | 2038-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                      | HARSCO CORP TLB3 2.25              | CUSIP: 000000000<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |     1118243 | PA      | $1035079.49   | 0.02%             | 2028-03-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2613052 | PA      | $2543648.90   | 0.05%             | 2028-03-13      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                 | MISYS (FINASTRA)TLB 3.5            | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2072955 | PA      | $1871318.68   | 0.04%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1139000 | PA      | $1089586.19   | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                         | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     9481317 | PA      | $428363.05    | 0.01%             | 2042-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    27071396 | PA      | $3039392.30   | 0.06%             | 2049-08-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-5                                             | FNMA_06-5                          | CUSIP: 31394VL81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3364818 | PA      | $33.65        | 0.00%             | 2034-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43897546 | PA      | $39144209.66  | 0.78%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XDUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    55499195 | PA      | $49604063.29  | 0.99%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    93514307 | PA      | $86437708.93  | 1.72%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      871000 | PA      | $727067.47    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     5232000 | PA      | $4060528.94   | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1316000 | PA      | $1039308.54   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3633000 | PA      | $2458436.75   | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC TLB 1.75     | CUSIP: 02376CBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2179446 | PA      | $2077012.49   | 0.04%             | 2025-06-27      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771S58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2307000 | PA      | $2563027.01   | 0.05%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $183431.30    | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2879000 | PA      | $2605205.23   | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                  | ULTRA CLEAN HOLDINGS TLB 3.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1447828 | PA      | $1433958.25   | 0.03%             | 2025-08-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Belk                                                             | BELK INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50 | NS      | $462.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    73962382 | PA      | $68612793.76  | 1.37%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    48570220 | PA      | $43401493.83  | 0.87%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AADVANTAGE LOYALTY TL 4.75         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     3189781 | PA      | $3167580.14   | 0.06%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2460190 | PA      | $2411700.00   | 0.05%             | 2025-04-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    12821000 | PA      | $11736932.65  | 0.23%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $2868507.74   | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                          | CUSIP: 31417CTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       86642 | PA      | $82341.11     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN NUGGET ONLINE GAMING INC                                  | GOLDEN NUGGET INC TLB 4.0          | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1643544 | PA      | $1565098.01   | 0.03%             | 2029-01-27      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                   | LOGMEIN TLB 4.75                   | CUSIP: 000000000<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     2451219 | PA      | $1567750.71   | 0.03%             | 2027-08-31      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                 | PITNEY BOWES TLB 4.0               | CUSIP: 000000000<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     1236216 | PA      | $1090960.79   | 0.02%             | 2028-03-17      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | TRITON WATER HOLDINGS TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1365280 | PA      | $1256057.41   | 0.03%             | 2028-03-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| EWT HOLDINGS III CORP                                            | WTG HOLDINGS EVOQUA TLB 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1226913 | PA      | $1210042.73   | 0.02%             | 2028-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IFS (IGT HOLDINGS) TLB 3.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |     1336217 | PA      | $1306152.26   | 0.03%             | 2028-03-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                                | INTERIOR LOGIC GROUP INC TLB 3.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1848461 | PA      | $1168486.17   | 0.02%             | 2028-04-03      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                                          | ION TRADING FINANCE TLB 4.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      921950 | PA      | $880461.82    | 0.02%             | 2028-04-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1151923.55   | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2042000 | PA      | $1718336.18   | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2833000 | PA      | $2326796.33   | 0.05%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1906000 | PA      | $1740793.20   | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FINCO 1 LLC                                                      | FORTRESS INVESTMENT GROUP TLB 2.5  | CUSIP: 31774BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      943475 | PA      | $938172.41    | 0.02%             | 2025-06-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0               | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3142643 | PA      | $3027402.14   | 0.06%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)               | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    10040000 | PA      | $9162371.27   | 0.18%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13775000 | PA      | $12905818.85  | 0.26%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      408000 | PA      | $332923.15    | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $1220738.29   | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | ADT INC TL 2.75                    | CUSIP: 03765VAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1697885 | PA      | $1672213.26   | 0.03%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   216840000 | OU      | $866405.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMM TLB 4.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      199500 | PA      | $196507.50    | 0.00%             | 2029-06-24      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                               | CDK GLOBAL TLB 4.5                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      479059 | PA      | $472907.45    | 0.01%             | 2029-07-06      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                               | COVIA HLDS TLB EXIT FIN 4.0        | CUSIP: 22305CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1750241 | PA      | $1686794.76   | 0.03%             | 2026-07-31      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1051928.10   | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      757561 | PA      | $727259.00    | 0.01%             | 2028-07-21      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY TLB 4.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      380452 | PA      | $374745.04    | 0.01%             | 2026-11-27      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2                      | CSMC_20-RPL2                       | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7537253 | PA      | $7423440.39   | 0.15%             | 2060-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                       | DCP MIDSTREAM OPERATING LP         | CUSIP: 23311VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1178277.91   | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   323100000 | OU      | $4132965.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLC 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       52608 | PA      | $50504.09     | 0.00%             | 2028-07-21      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                 | CSC (CORPORATION SERVICE) TLB 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      658340 | PA      | $647641.98    | 0.01%             | 2029-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                                          | STARS GROUP HOLDINGS BV TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      425822 | PA      | $422390.09    | 0.01%             | 2028-07-22      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CINEWORLD FINANCE US INC DIP 10.0  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      942651 | PA      | $907895.00    | 0.02%             | 2023-09-07      | Variable      | 13.90%                | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | CITRIX SYSTEMS INC TLB 4.5         | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      976520 | PA      | $885147.25    | 0.02%             | 2029-03-30      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1396396.29   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2964000 | PA      | $2560780.34   | 0.05%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  -261060000 | OU      | $-783963.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |     4400000 | OU      | $631567.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18928000 | PA      | $13115058.26  | 0.26%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7549000 | PA      | $6982745.21   | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1637000 | PA      | $1463081.62   | 0.03%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2712000 | PA      | $1450091.08   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  -250000000 | OU      | $-1594675.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LIMITED                                | ENTAIN PLC TLB2 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |      420918 | PA      | $415972.21    | 0.01%             | 2029-10-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3273000 | PA      | $2403641.74   | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5131000 | PA      | $3919469.56   | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                         | CLNY_19-IKPR                       | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8490000 | PA      | $7788658.93   | 0.16%             | 2038-11-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                         | CLNY_19-IKPR                       | CUSIP: 12564NAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16035000 | PA      | $14536997.47  | 0.29%             | 2038-11-15      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                   | GO DADDY INC TLB5 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      514408 | PA      | $512550.52    | 0.01%             | 2029-11-09      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  -213100000 | OU      | $-841531.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2775236.84   | 0.06%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAWN ACQUISITION LLC                                             | DAWN ACQUISITION LLC TLB 3.75      | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2796616 | PA      | $1882485.80   | 0.04%             | 2025-12-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     1292000 | PA      | $1263045.81   | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS GROUP 2ND LN 3.25   | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1697795 | PA      | $268472.37    | 0.01%             | 2026-08-24      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1682655 | PA      | $1658474.84   | 0.03%             | 2027-11-08      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   232880000 | OU      | $9668292.66   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2816000 | PA      | $2771158.07   | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC            | CUSIP: 09951LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1223801.00   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2147000 | PA      | $1969630.62   | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     9468000 | PA      | $6130530.00   | 0.12%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR4                                             | CIM_21-NR4                         | CUSIP: 12566DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11442837 | PA      | $10476263.81  | 0.21%             | 2061-10-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $685985.90    | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA 2 (LUX) SARL                                               | FORMULA 1 (DELTA 2 SARL) TLB 3.25  | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      409923 | PA      | $407746.31    | 0.01%             | 2030-01-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP TLB 3.5             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1383490 | PA      | $1342566.37   | 0.03%             | 2029-11-16      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                              | BOXER PARENT CO INC                | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      447000 | PA      | $436273.82    | 0.01%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1175016.28   | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     2548000 | PA      | $2235703.34   | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME                       | BHR_18-PRME                        | CUSIP: 10482TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13700000 | PA      | $13098409.71  | 0.26%             | 2035-06-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2654000 | PA      | $1807705.35   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3068000 | PA      | $2348253.64   | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2412000 | PA      | $1526339.82   | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7934000 | PA      | $5719878.38   | 0.11%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME                       | BHR_18-PRME                        | CUSIP: 10482TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8700000 | PA      | $8036671.11   | 0.16%             | 2035-06-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS BV             | CUSIP: 10554TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | PA      | $453417.88    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4892000 | PA      | $4077117.45   | 0.08%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    20231000 | PA      | $17584908.00  | 0.35%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                         | PLAYA HOTELS & RESORTS TLB 4.25    | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |     1277158 | PA      | $1238447.66   | 0.02%             | 2028-11-23      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     2000000 | PA      | $1971340.66   | 0.04%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $688943.62    | 0.01%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1294000 | PA      | $1209670.43   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B                       | BRAVO_21-B                         | CUSIP: 10568JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14630094 | PA      | $13656983.60  | 0.27%             | 2069-04-01      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11000000 | PA      | $9610651.93   | 0.19%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $2023684.58   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9845000 | PA      | $6475351.95   | 0.13%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-26                                            | FNMA_16-26                         | CUSIP: 3136AR3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10675457 | PA      | $1682775.54   | 0.03%             | 2046-05-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-42                                            | FNMA_16-42                         | CUSIP: 3136AS2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24223566 | PA      | $2985980.82   | 0.06%             | 2046-07-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2502000 | PA      | $2038827.68   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PCF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     7900000 | PA      | $7429630.92   | 0.15%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                         | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     6693765 | PA      | $673551.39    | 0.01%             | 2046-06-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-47                                            | FNMA_17-47                         | CUSIP: 3136AWXB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7685292 | PA      | $1215701.79   | 0.02%             | 2047-06-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                      | TELESAT LLC TLB 2.75               | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2179765 | PA      | $1082057.21   | 0.02%             | 2026-12-07      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | ALIGHT (TEMPO) ACQUISITION TLB 3.0 | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2630183 | PA      | $2607168.88   | 0.05%             | 2028-08-31      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1039178.86   | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7525000 | PA      | $4965624.09   | 0.10%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2024000 | PA      | $1779376.02   | 0.04%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $5162677.01   | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19910000 | PA      | $10429728.07  | 0.21%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSM                                 | CSMC_15-6R                         | CUSIP: 12650EAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2607670 | PA      | $2493750.13   | 0.05%             | 2036-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $719844.10    | 0.01%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1884000 | PA      | $1464505.87   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      224000 | PA      | $223193.89    | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1638000 | PA      | $1540738.59   | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-56                                            | FNMA_17-56                         | CUSIP: 3136AXBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    25424146 | PA      | $3367519.64   | 0.07%             | 2047-07-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-76                                            | FNMA_18-76                         | CUSIP: 3136B3GB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     8149303 | PA      | $1036778.74   | 0.02%             | 2048-10-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2202000 | PA      | $1842522.42   | 0.04%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL             | CSMC_19-UVIL                       | CUSIP: 12656DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15300000 | PA      | $11156978.79  | 0.22%             | 2041-12-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                             | TENCENT HOLDINGS LTD               | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     6400000 | PA      | $4010425.98   | 0.08%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      342000 | PA      | $334665.31    | 0.01%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2592000 | PA      | $2496583.68   | 0.05%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2761000 | PA      | $2586956.64   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PCW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4881000 | PA      | $4284808.55   | 0.09%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4475000 | PA      | $4370885.95   | 0.09%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    42000000 | PA      | $767099.47    | 0.02%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)            | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     2295000 | PA      | $1960460.67   | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8804000 | PA      | $6440558.19   | 0.13%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3525000 | PA      | $2993388.90   | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     4212000 | PA      | $3715344.04   | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1872000 | PA      | $1630382.81   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    14239000 | PA      | $13187057.85  | 0.26%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5516000 | PA      | $4640857.53   | 0.09%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                      | WESTINGHOUSE TLB 2.75              | CUSIP: 11284EAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2161893 | PA      | $2119778.84   | 0.04%             | 2025-08-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | BWAY HOLDING CO                    | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1443350.72   | 0.03%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                      | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3905740.65   | 0.08%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY           | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     6352000 | PA      | $6098088.52   | 0.12%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1064538.98   | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3263000 | PA      | $2944378.30   | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3596000 | PA      | $3380416.96   | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2624307.94   | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                   | COX MEDIA GROUP TLB 3.5            | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1076910 | PA      | $998834.15    | 0.02%             | 2026-12-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                              | THOR INDUSTRIES TLB 3.0            | CUSIP: 88516DAD5<br>LEI: 254900XZO1228PDSG060 | Long             | LON              | CORP              | US        |      905457 | PA      | $896402.72    | 0.02%             | 2026-02-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1796000 | PA      | $1570775.49   | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT                                         | SAKA ENERGI INDONESIA PT           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     2596000 | PA      | $2503438.95   | 0.05%             | 2024-05-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Azerbaijan                                                       | AZERBAIJAN (REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AZ        |     6524000 | PA      | $5477217.22   | 0.11%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     6506000 | PA      | $5992950.11   | 0.12%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     6091000 | PA      | $5571833.80   | 0.11%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     9000000 | PA      | $7696136.70   | 0.15%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     2000000 | PA      | $1635114.46   | 0.03%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     5000000 | PA      | $4583370.75   | 0.09%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1401799.84   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1423619.55   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4927000 | PA      | $4150888.56   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                  | NETWORK I2I LTD                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     7100000 | PA      | $6718130.76   | 0.13%             | 2049-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP WORLD CRESCENT LTD              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     5600000 | PA      | $5192559.34   | 0.10%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                               | KONDOR FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     3800000 | PA      | $751313.20    | 0.01%             | 2024-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                              | GHANA (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     2400000 | PA      | $843140.52    | 0.02%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)            | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $417839.15    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     7780000 | PA      | $5862376.11   | 0.12%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    12000000 | PA      | $7596243.85   | 0.15%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                            | INDONESIA ASAHAN ALUMINIUM PERSERO | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     6000000 | PA      | $4926233.04   | 0.10%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     3000000 | PA      | $2743324.59   | 0.05%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     9275000 | PA      | $7588545.39   | 0.15%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                            | GRUPO BIMBO SAB DE CV              | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2166000 | PA      | $2125183.64   | 0.04%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    20100000 | PA      | $15213058.46  | 0.30%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     9800000 | PA      | $2311511.69   | 0.05%             | 2028-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | BURGER KING TLB4 1.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2601355 | PA      | $2549328.03   | 0.05%             | 2026-11-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORP TLB 4.0      | CUSIP: 26483NAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1944447 | PA      | $1916252.21   | 0.04%             | 2026-02-06      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC (PRE-MERGER)                               | GFL ENVIRONMENTAL INC TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1471163 | PA      | $1467484.74   | 0.03%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11560000 | PA      | $8230864.15   | 0.16%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                    | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $53244.21     | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEARFIELD COMMUNICATIONS LLC                                     | LEARFIELD COMMUNICATIONS TL 3.25   | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |      652286 | PA      | $483957.02    | 0.01%             | 2023-12-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                         | ON ASSIGNMENT INC                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $1807199.95   | 0.04%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10065000 | PA      | $9676013.62   | 0.19%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2772000 | PA      | $2829425.64   | 0.06%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4776000 | PA      | $4501243.93   | 0.09%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2458000 | PA      | $2162417.66   | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLF 2.25             | CUSIP: 89364MBR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      936369 | PA      | $921442.92    | 0.02%             | 2025-12-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGE PARTNERS LP / FIN CO | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2297142.44   | 0.05%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                            | TRANSOCEAN SENTRY LTD              | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     9719893 | PA      | $9626195.81   | 0.19%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1                | TMIR_21-1                          | CUSIP: 89600FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3799907 | PA      | $3792081.96   | 0.08%             | 2033-08-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    19500000 | PA      | $19197106.50  | 0.38%             | 2033-10-25      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    10750000 | PA      | $10270170.53  | 0.20%             | 2033-10-25      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3592000 | PA      | $3372085.12   | 0.07%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1408000 | PA      | $1324933.94   | 0.03%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                               | TRONOX PIGMENTS TLB 2.5            | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     1392119 | PA      | $1340568.89   | 0.03%             | 2028-03-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1087812 | PA      | $966521.41    | 0.02%             | 2027-11-02      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH                      | UBSCM_18-NYCH                      | CUSIP: 90266HAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10941000 | PA      | $10453138.62  | 0.21%             | 2032-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB3 3.0          | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2703131 | PA      | $2653961.51   | 0.05%             | 2026-04-29      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $177365.01    | 0.00%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      967000 | PA      | $871874.67    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1757000 | PA      | $1540104.36   | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                       | USI INC TLB 3.0                    | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1703171 | PA      | $1698385.20   | 0.03%             | 2024-05-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HOLDINGS INC                                   | CUMULUS MEDIA NEW HLDG TLB 3.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1418469 | PA      | $1340453.49   | 0.03%             | 2026-03-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                 | API GROUP INC TLB 2.5              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1189111 | PA      | $1176030.31   | 0.02%             | 2026-10-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     7476000 | PA      | $7282386.37   | 0.15%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                               | KONDOR FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     4200000 | PA      | $794797.79    | 0.02%             | 2026-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1932438 | PA      | $1911104.21   | 0.04%             | 2026-11-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW SCRIPPS COMPANY TLB2 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2935729 | PA      | $2850593.16   | 0.06%             | 2026-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4837000 | PA      | $4078517.59   | 0.08%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEART COMMUNICATIONS TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1108872 | PA      | $1037393.76   | 0.02%             | 2026-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | VIAGOGO/STUB HUB TLB 3.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1615494 | PA      | $1381246.98   | 0.03%             | 2027-02-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75      | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     1158580 | PA      | $1119663.22   | 0.02%             | 2027-08-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS LLC     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14393 | NS      | $107.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS A UNITS | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      272263 | NS      | $14974.47     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FRONT RANGE BIDCO INC                                            | ZAYO TLB 3.0                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1252138 | PA      | $940956.78    | 0.02%             | 2027-03-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     4400000 | OU      | $631567.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                 | LENOVO GROUP LTD                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $4898311.40   | 0.10%             | 2025-04-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | CONSERVICE MIDCO LLC TLB 4.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2439988 | PA      | $2356614.03   | 0.05%             | 2027-05-13      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| MA FINANCECO LLC                                                 | MICRO FOCUS TLB4 4.25              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1538623 | PA      | $1527083.71   | 0.03%             | 2025-06-05      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| XPERI CORP                                                       | TESSERA TECH (XPERI CORP) TLB 4.0  | CUSIP: 000000000<br>LEI: 529900L3ZKEYH5WX3L03 | Long             | LON              | CORP              | US        |     2314972 | PA      | $2233948.26   | 0.04%             | 2028-06-08      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS TLB 4.75         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1118317 | PA      | $1098679.03   | 0.02%             | 2027-06-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                    | CAESARS RESORT COLLECTION TLB 4.5  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      560556 | PA      | $556188.82    | 0.01%             | 2025-07-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -12000000 | OU      | $-2120625.60  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     6000000 | PA      | $1257268.56   | 0.03%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    -7500000 | OU      | $-1325391.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLENBRAND                                                      | HILLENBRAND INC                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $960383.92    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      966000 | PA      | $959230.81    | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $10718082.80  | 0.21%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                     | HILT_16-HHV                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28590000 | PA      | $24206609.79  | 0.48%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LLC                                        | SERTA SIMMONS BED 1ST LN TL 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1123754 | PA      | $96451.80     | 0.00%             | 2023-11-08      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                         | PLAYA RESORTS HLDG BV TLB 2.75     | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |     4980093 | PA      | $4968688.54   | 0.10%             | 2024-04-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| NAUTILUS MERGER SUB INC                                          | NAUTILUS MERGER SUB INC TLB 4.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      499560 | PA      | $379665.43    | 0.01%             | 2024-05-16      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| EMERALD EXPOSITIONS HOLDING INC                                  | EMERALD EXPOSITIONS HLDGS TLB 2.75 | CUSIP: 000000000<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |     1626868 | PA      | $1572985.87   | 0.03%             | 2024-05-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     3847000 | PA      | $3440011.83   | 0.07%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CBAC BORROWER LLC                                                | CBAC HORSESHOE CASINOS TLB 4.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1494924 | PA      | $1457281.86   | 0.03%             | 2024-07-08      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TTM TECH INC                                                     | TTM TECHNOLOGIES INC TL 2.5        | CUSIP: 000000000<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |      949828 | PA      | $943492.88    | 0.02%             | 2024-09-28      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                  | TRAVERSE MIDSTREAM PARTNRS TLB 4.0 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2275660 | PA      | $2258592.75   | 0.05%             | 2024-09-27      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                    | CAESARS RESORT COLLECTION TL 2.75  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2814205 | PA      | $2792844.94   | 0.06%             | 2024-12-23      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENTRAVISION COMMUN CORP                                          | ENTRAVISION COMM TLB 2.75          | CUSIP: 000000000<br>LEI: 549300SKHY2ALCLKV539 | Long             | LON              | CORP              | US        |      469855 | PA      | $463004.74    | 0.01%             | 2024-11-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CINEWORLD FINANCE US INC                                         | CINEWORLD FINANCE US INC TLB 2.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1919036 | PA      | $408390.10    | 0.01%             | 2025-02-28      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBEA BEAUTY HOLDINGS SA                                         | ALBEA BEAUTY HOLDINGS SA TLB 3.0   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      186842 | PA      | $170026.08    | 0.00%             | 2024-04-20      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                  | LIONS GATE ENTERTAINMENT TLB 2.25  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1479509 | PA      | $1421556.97   | 0.03%             | 2025-03-24      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC TLB 4.0      | CUSIP: 000000000<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |     1715236 | PA      | $1710947.61   | 0.03%             | 2025-04-04      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                            | FILTRATION GROUP CORP TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2052630 | PA      | $2023646.47   | 0.04%             | 2025-03-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     6600000 | PA      | $4860808.03   | 0.10%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     5000000 | PA      | $4686943.10   | 0.09%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAI ENTERTAINMENT HOLDINGS LLC                                   | NAI ENTERTAINMENT TLB 2.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2019184 | PA      | $1918224.66   | 0.04%             | 2025-05-08      | Variable      | 6.58%                 | No            |                  3 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGYSOLUTIONS LLC TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1153988 | PA      | $1068165.55   | 0.02%             | 2025-05-09      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB7 3.0               | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      928838 | PA      | $889167.40    | 0.02%             | 2024-11-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                                          | STARS GROUP HOLDINGS BV TLB 3.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     2417368 | PA      | $2384467.88   | 0.05%             | 2026-07-21      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                                            | POLAR US BORROWER LLC TLB 4.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      806061 | PA      | $646194.96    | 0.01%             | 2025-10-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                          | STARFRUIT US HOLDCO LLC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1214408 | PA      | $1182226.06   | 0.02%             | 2025-10-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_21-1                                   | TRK_21-1                           | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15000000 | PA      | $14295883.50  | 0.29%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC TL 3.5          | CUSIP: 89148PAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      982500 | PA      | $795825.00    | 0.02%             | 2027-08-18      | Variable      | 7.70%                 | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1566000 | PA      | $1537403.48   | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8643000 | PA      | $8592647.44   | 0.17%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13243000 | PA      | $10777657.30  | 0.22%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21930000 | PA      | $18266755.12  | 0.36%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1561000 | PA      | $1385754.85   | 0.03%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIELSEN HOLDINGS PLC                                             | NIELSENIQ TLB 3.75                 | CUSIP: 45674PAF1<br>LEI: 549300ZVCBHQE0XHG367 | Long             | LON              | CORP              | GB        |     1990958 | PA      | $1739599.50   | 0.03%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     2159000 | PA      | $1840934.18   | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019               | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1880518.74   | 0.04%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC TLB 3.75     | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |      609375 | PA      | $598710.94    | 0.01%             | 2027-02-05      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      559000 | PA      | $562429.72    | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1446000 | PA      | $1360832.23   | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPER TLB 3.0     | CUSIP: 46123UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      548191 | PA      | $540653.74    | 0.01%             | 2025-08-28      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB 3.5        | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     2395837 | PA      | $2359898.98   | 0.05%             | 2028-08-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2087000 | PA      | $1697820.87   | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1795520.44   | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iridium Satelite                                                 | IRIDIUM COMMUNICATIONS TLB2 2.5    | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2269465 | PA      | $2247723.49   | 0.04%             | 2026-11-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                                | IRIS HOLDINGS INC PIK              | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1047000 | PA      | $889706.27    | 0.02%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      664000 | PA      | $586519.27    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2592000 | PA      | $2332643.39   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3322000 | PA      | $2821235.61   | 0.06%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      195000 | PA      | $150250.28    | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    48337000 | PA      | $39268268.25  | 0.78%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    53175000 | PA      | $42613626.64  | 0.85%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL FINANCE LLC TLB 3.25      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     2380405 | PA      | $2230630.02   | 0.04%             | 2028-10-18      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                  | INFORMATICA CORPORATION TLB 2.75   | CUSIP: 000000000<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     2263646 | PA      | $2214977.51   | 0.04%             | 2028-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP TLB 3.0              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2614887 | PA      | $2448188.08   | 0.05%             | 2028-10-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                            | FILTRATION GROUP CORP TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      620117 | PA      | $603528.74    | 0.01%             | 2028-10-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                              | MKS INSTRUMENTS INC TLB 2.25       | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     1178798 | PA      | $1148349.70   | 0.02%             | 2029-08-17      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                     | PRIMARY PRODUCTS FIN TLB 4.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1964210 | PA      | $1919190.69   | 0.04%             | 2029-04-01      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                            | WIRECO WORLDGROUP TLB 4.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1268212 | PA      | $1234604.86   | 0.02%             | 2028-11-13      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| ROCKWOOD SERVICE CORP                                            | ACUREN INDUSTRIAL SERVICES TLB 4.0 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      927643 | PA      | $905035.99    | 0.02%             | 2027-01-23      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORPORATION                    | UNITED SITE SERVICES INC TLB 4.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1051665 | PA      | $848346.84    | 0.02%             | 2028-12-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                                           | PARKWAY GENERATION LLC TLB 4.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2341372 | PA      | $2300398.41   | 0.05%             | 2029-02-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PARKWAY GENERATION LLC                                           | PARKWAY GENERATION LLC TLC 4.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      329439 | PA      | $323674.14    | 0.01%             | 2029-02-18      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      965219 | PA      | $931030.53    | 0.02%             | 2026-05-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 2LN 5.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1147411 | PA      | $1049881.46   | 0.02%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                  | TRANS UNION LLC TLB6 2.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1309335 | PA      | $1286094.52   | 0.03%             | 2028-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3142758 | PA      | $3040618.14   | 0.06%             | 2028-12-11      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                             | DOTDASH MEREDITH INC TLB 4.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1883407 | PA      | $1629146.89   | 0.03%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | II-VI INC TLB 2.75                 | CUSIP: 000000000<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      991720 | PA      | $979948.78    | 0.02%             | 2029-07-02      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                  | CAST & CREW PAYROLL TL 3.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1823435 | PA      | $1790758.66   | 0.04%             | 2028-12-29      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING BV                                      | DIGITAL INTREPID HOLDING BV        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     8396000 | PA      | $6491070.37   | 0.13%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORP TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      493693 | PA      | $485670.38    | 0.01%             | 2029-01-18      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC TLB 3.0             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2288313 | PA      | $2219663.61   | 0.04%             | 2029-01-13      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY EXIT LN 6.0    | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |     1638026 | PA      | $655210.56    | 0.01%             | 2026-12-07      | Variable      | 10.54%                | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |       13308 | NS      | $3393.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-22

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer