Form NPORT-P Columbia Funds Series For: Aug 31

October 27, 2021 8:47 AM EDT

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      Columbia Funds Series Trust II
      811-21852
      0001352280
      549300ETFU8G7TK7WT48
      290 Congress Street
      Boston
      
      02110
      800-345-6611
      Columbia Quality Income Fund
      S000031344
      TJ30X3X4Z9WHP6KG4C22
      2022-05-31
      2021-08-31
      N
    
    
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      0.000000000000
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          USD
          
          
        
      
      
      
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        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.11.BBB-)
        000000000
        
          
        
        -16000000.000000000000
        OU
        Notional Amount
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        -0.0309497291
        N/A
        DCR
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        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX.NA.11.BBB-
                CX4B11012
              
            
            Y
            
            CMBX.NA.11.BBB-
            2054-11-18
            0.000000000000
            USD
            -3129680.640000000000
            USD
            -16000000.000000000000
            USD
            2424013.970000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -20000000.000000000000
        OU
        Notional Amount
        USD
        -1793750.000000000000
        -0.0776448623
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -3835298.950000000000
            USD
            -20000000.000000000000
            USD
            2053215.620000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -10000000.000000000000
        OU
        Notional Amount
        USD
        -896875.000000000000
        -0.0388224311
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -1613632.910000000000
            USD
            -10000000.000000000000
            USD
            722591.240000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -5000000.000000000000
        OU
        Notional Amount
        USD
        -448437.500000000000
        -0.0194112156
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -834921.190000000000
            USD
            -5000000.000000000000
            USD
            389400.360000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -10000000.000000000000
        OU
        Notional Amount
        USD
        -896875.000000000000
        -0.0388224311
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -1753390.930000000000
            USD
            -10000000.000000000000
            USD
            862349.260000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CDS: (CMBX.NA.11.BBB-)
        000000000
        
          
        
        -2400000.000000000000
        OU
        Notional Amount
        USD
        -107250.000000000000
        -0.0046424594
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            
              
                CMBX.NA.11.BBB-
                CX4B11012
              
            
            Y
            
            CMBX.NA.11.BBB-
            2054-11-18
            0.000000000000
            USD
            -364233.440000000000
            USD
            -2400000.000000000000
            USD
            258383.440000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -10000000.000000000000
        OU
        Notional Amount
        USD
        -896875.000000000000
        -0.0388224311
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -1901537.040000000000
            USD
            -10000000.000000000000
            USD
            1010495.370000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        100000000.000000000000
        OU
        Notional Amount
        USD
        3277450.000000000000
        0.1418687966
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.000000 04-OCT-2031
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2031-10-04
                  N/A
                  N/A
                  N/A
                  N/A
                  100000000.000000000000
                  USD
                
              
            
            100000000.000000000000000
            USD
            1.000000000000
            USD
            2021-09-30
            XXXX
            1537450.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -5000000.000000000000
        OU
        Notional Amount
        USD
        -448437.500000000000
        -0.0194112156
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -1151611.340000000000
            USD
            -5000000.000000000000
            USD
            706090.510000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        250000000.000000000000
        OU
        Notional Amount
        USD
        4578750.000000000000
        0.1981973035
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.250000 18-NOV-2031
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2031-11-18
                  N/A
                  N/A
                  N/A
                  N/A
                  250000000.000000000000
                  USD
                
              
            
            250000000.000000000000000
            USD
            1.250000000000
            USD
            2021-11-16
            XXXX
            1078750.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        120000000.000000000000
        OU
        Notional Amount
        USD
        2421864.000000000000
        0.1048336149
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.250000 07-DEC-2031
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2031-12-07
                  N/A
                  N/A
                  N/A
                  N/A
                  120000000.000000000000
                  USD
                
              
            
            120000000.000000000000000
            USD
            1.250000000000
            USD
            2021-12-03
            XXXX
            561864.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CDS: (CMBX.NA.10.BBB-)
        000000000
        
          
        
        -10000000.000000000000
        OU
        Notional Amount
        USD
        -896875.000000000000
        -0.0388224311
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            
              
                CMBX.NA.10.BBB-
                CT1273316
              
            
            Y
            
            CMBX.NA.10.BBB-
            2059-11-17
            0.000000000000
            USD
            -1240277.090000000000
            USD
            -10000000.000000000000
            USD
            349235.420000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        -100000000.000000000000
        OU
        Notional Amount
        USD
        -292260.000000000000
        -0.0126508641
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Written
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 2.200000 21-MAR-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-03-21
                  N/A
                  N/A
                  N/A
                  N/A
                  -100000000.000000000000
                  USD
                
              
            
            -100000000.000000000000000
            USD
            2.200000000000
            USD
            2022-03-17
            XXXX
            1577740.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        OTC (GENERIC) 0 YEAR
        000000000
        
          
        
        -75000000.000000000000
        OU
        Notional Amount
        USD
        -2669647.500000000000
        -0.1155592544
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    Morgan Stanley
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES
                    9R7GPTSO7KV3UQJZQ078
                    FSWP: USD 1.700000 05-OCT-2031
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                  
                    
                      
                    
                  
                  2031-10-05
                  N/A
                  N/A
                  N/A
                  N/A
                  -75000000.000000000000
                  USD
                
              
            
            -75000000.000000000000000
            USD
            1.700000000000
            USD
            2021-10-01
            XXXX
            -1632772.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        124700000.000000000000
        OU
        Notional Amount
        USD
        563768.700000000000
        0.0244034805
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    Morgan Stanley
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES
                    9R7GPTSO7KV3UQJZQ078
                    FSWP: USD 1.500000 24-MAY-2027
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2027-05-24
                  N/A
                  N/A
                  N/A
                  N/A
                  124700000.000000000000
                  USD
                
              
            
            124700000.000000000000000
            USD
            1.500000000000
            USD
            2022-05-20
            XXXX
            -745581.300000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        60000000.000000000000
        OU
        Notional Amount
        USD
        472698.000000000000
        0.0204613637
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Call
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.000000 12-JUL-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-07-12
                  N/A
                  N/A
                  N/A
                  N/A
                  60000000.000000000000
                  USD
                
              
            
            60000000.000000000000000
            USD
            1.000000000000
            USD
            2022-07-08
            XXXX
            -139302.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        70000000.000000000000
        OU
        Notional Amount
        USD
        1063335.000000000000
        0.0460278744
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.750000 19-JUL-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-07-19
                  N/A
                  N/A
                  N/A
                  N/A
                  70000000.000000000000
                  USD
                
              
            
            70000000.000000000000000
            USD
            1.750000000000
            USD
            2022-07-15
            XXXX
            -147665.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        268000000.000000000000
        OU
        Notional Amount
        USD
        1157974.400000000000
        0.0501244671
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES
                    9R7GPTSO7KV3UQJZQ078
                    FSWP: USD 1.000000 24-JAN-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-01-24
                  N/A
                  N/A
                  N/A
                  N/A
                  268000000.000000000000
                  USD
                
              
            
            268000000.000000000000000
            USD
            1.000000000000
            USD
            2022-01-20
            XXXX
            -1374625.600000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        137800000.000000000000
        OU
        Notional Amount
        USD
        602048.200000000000
        0.0260604597
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Call
            Purchased
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.000000 25-JAN-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-01-25
                  N/A
                  N/A
                  N/A
                  N/A
                  137800000.000000000000
                  USD
                
              
            
            137800000.000000000000000
            USD
            1.000000000000
            USD
            2022-01-21
            XXXX
            -569251.800000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        99300000.000000000000
        OU
        Notional Amount
        USD
        640236.750000000000
        0.0277135020
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY CAPITAL SERVICES
                    9R7GPTSO7KV3UQJZQ078
                    FSWP: USD 1.100000 26-JAN-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                  
                    
                      
                    
                  
                  2032-01-26
                  N/A
                  N/A
                  N/A
                  N/A
                  99300000.000000000000
                  USD
                
              
            
            99300000.000000000000000
            USD
            1.100000000000
            USD
            2022-01-24
            XXXX
            -372623.250000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        OTC (GENERIC) 1 YEAR
        000000000
        
          
        
        -121200000.000000000000
        OU
        Notional Amount
        USD
        -1636878.720000000000
        -0.0708544796
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Put
            Written
            
              
                
                  
                    Citi
                    MBNUM2BPBDO7JBLYG310
                  
                  
                    CITIBANK NA
                    MBNUM2BPBDO7JBLYG310
                    FSWP: USD 1.550000 02-MAR-2032
                    000000000
                    
                      
                    
                    N/A
                    OU
                    Notional
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  
                    
                      ICE LIBOR USD 3 Month
                      LIBOR3MO3
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-03-02
                  N/A
                  N/A
                  N/A
                  N/A
                  -121200000.000000000000
                  USD
                
              
            
            -121200000.000000000000000
            USD
            1.550000000000
            USD
            2022-02-28
            XXXX
            314441.280000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US 5YR NOTE DEC 21
        000000000
        
          
          
        
        564.000000000000
        NC
        USD
        104593.800000000000
        0.0045274822
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                US 5YR NOTE DEC 21
                US 5YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            69672781.200000000000
            USD
            104593.800000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US 10YR NOTE DEC 21
        000000000
        
          
          
        
        8658.000000000000
        NC
        USD
        1471643.550000000000
        0.0637020548
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                US 10YR NOTE DEC 21
                US 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            1153965512.700000000000
            USD
            1471643.550000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US LONG BOND DEC 21
        000000000
        
          
          
        
        -19.000000000000
        NC
        USD
        9755.080000000000
        0.0004222617
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                US LONG BOND DEC 21
                US LONG BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -3106161.330000000000
            USD
            9755.080000000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4120
        N/A
        FHLMC_4120
        3137AV7D3
        
          
          
        
        917194.540000000000
        PA
        USD
        22697.350000000000
        0.0009824851
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-11-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4148
        N/A
        FHLMC_4148
        3137AWQZ1
        
          
          
        
        952789.330000000000
        PA
        USD
        40697.250000000000
        0.0017616348
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4139
        N/A
        FHLMC_4139
        3137AWXC4
        
          
          
        
        2804198.460000000000
        PA
        USD
        303901.360000000000
        0.0131547759
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-05-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4147
        N/A
        FHLMC_4147
        3137AXDF7
        
          
          
        
        2931263.010000000000
        PA
        USD
        158792.670000000000
        0.0068735526
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2041-01-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4183
        N/A
        FHLMC_4183
        3137B07B4
        
          
          
        
        1029408.560000000000
        PA
        USD
        34217.130000000000
        0.0014811341
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-04-15
          Variable
          6.054500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC_4174
        N/A
        FHLMC_4174
        3137B0GB4
        
          
          
        
        974441.590000000000
        PA
        USD
        10604.260000000000
        0.0004590195
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-05-15
          Variable
          6.104500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4182
        N/A
        FHLMC_4182
        3137B0VK7
        
          
          
        
        64987.270000000000
        PA
        USD
        6.300000000000
        0.0000002727
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-05-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4177
        N/A
        FHLMC_4177
        3137B16F4
        
          
          
        
        5222871.660000000000
        PA
        USD
        839692.040000000000
        0.0363471904
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC_4215
        N/A
        FHLMC_4215
        3137B34H8
        
          
          
        
        808569.440000000000
        PA
        USD
        33259.860000000000
        0.0014396974
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2041-07-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHR_4286
        N/A
        FHLMC_4286
        3137B6UF6
        
          
          
        
        2910241.900000000000
        PA
        USD
        597659.790000000000
        0.0258705015
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-12-15
          Variable
          5.804500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4594
        N/A
        FHLMC_4594
        3137BQMD6
        
          
          
        
        5982501.980000000000
        PA
        USD
        1237913.670000000000
        0.0535847450
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2046-06-15
          Variable
          5.854500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FHLMC_4620
        N/A
        FHLMC_4620
        3137BSAF0
        
          
          
        
        5954364.600000000000
        PA
        USD
        377052.990000000000
        0.0163212418
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-11-15
          Variable
          1.707300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4935
        N/A
        FHLMC_4935
        3137FQ4U4
        
          
          
        
        10580479.160000000000
        PA
        USD
        2222426.470000000000
        0.0962006953
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-12-25
          Variable
          5.965600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS FHLMC_4965
        N/A
        FHLMC_4965
        3137FRWS6
        
          
          
        
        7809748.670000000000
        PA
        USD
        1451113.000000000000
        0.0628133625
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-04-25
          Variable
          5.765600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987
        N/A
        FHLMC_4987
        3137FTRP4
        
          
          
        
        15112746.800000000000
        PA
        USD
        3465425.380000000000
        0.1500055618
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-06-25
          Variable
          5.995600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4993
        N/A
        FHLMC_4993
        3137FU6V1
        
          
          
        
        18810360.710000000000
        PA
        USD
        4951755.980000000000
        0.2143433651
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-07-25
          Variable
          5.965600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK ST
        N/A
        STACR_14-DN3
        3137G0BK4
        
          
          
        
        3274296.640000000000
        PA
        USD
        3337276.430000000000
        0.1444584635
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-08-25
          Variable
          4.084400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STACR_14-DN4
        N/A
        STACR_14-DN4
        3137G0CU1
        
          
          
        
        4467379.630000000000
        PA
        USD
        4567898.800000000000
        0.1977275949
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-10-25
          Variable
          4.634400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138A2UU1
        
          
          
        
        1136868.040000000000
        PA
        USD
        1269557.270000000000
        0.0549544805
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138A2UV9
        
          
          
        
        2298355.750000000000
        PA
        USD
        2575905.670000000000
        0.1115015142
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138A6R77
        
          
          
        
        844203.960000000000
        PA
        USD
        945669.570000000000
        0.0409345692
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138AALV1
        
          
          
        
        1023735.240000000000
        PA
        USD
        1193266.310000000000
        0.0516521245
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138AFAW0
        
          
          
        
        404858.600000000000
        PA
        USD
        439310.890000000000
        0.0190161581
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138ANHZ9
        
          
          
        
        1837511.970000000000
        PA
        USD
        2062603.900000000000
        0.0892825621
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138ASMX7
        
          
          
        
        1867416.970000000000
        PA
        USD
        2084121.710000000000
        0.0902139892
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138E2FK6
        
          
          
        
        2154343.510000000000
        PA
        USD
        2370153.660000000000
        0.1025952638
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138EGEX8
        
          
          
        
        3586206.910000000000
        PA
        USD
        3997635.790000000000
        0.1730429995
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138EGFW9
        
          
          
        
        1996505.640000000000
        PA
        USD
        2322990.610000000000
        0.1005537483
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-09-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138ER2F6
        
          
          
        
        20552676.270000000000
        PA
        USD
        22004201.020000000000
        0.9524812030
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138ERR36
        
          
          
        
        32499483.010000000000
        PA
        USD
        35089260.210000000000
        1.5188854504
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3138ERRU6
        
          
          
        
        12809946.940000000000
        PA
        USD
        13906250.640000000000
        0.6019506151
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  20YR
        31390RT45
        
          
          
        
        10729.590000000000
        PA
        USD
        12063.690000000000
        0.0005221929
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  20YR
        31390SJ69
        
          
          
        
        8072.420000000000
        PA
        USD
        9042.940000000000
        0.0003914357
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_05-74
        N/A
        FNMA_05-74
        31394FEC5
        
          
          
        
        7176716.890000000000
        PA
        USD
        872666.530000000000
        0.0377745352
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2035-05-25
          Variable
          5.995600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_06-5
        N/A
        FNMA_06-5
        31394VL81
        
          
          
        
        4160715.310000000000
        PA
        USD
        4.160000000000
        0.0000001801
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2034-08-25
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_417
        N/A
        FNMA_417
        31395QC32
        
          
          
        
        9055181.240000000000
        PA
        USD
        1555866.490000000000
        0.0673477571
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-02-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_07-54
        N/A
        FNMA_07-54
        31396WDZ6
        
          
          
        
        6337629.820000000000
        PA
        USD
        1307589.290000000000
        0.0566007472
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2037-06-25
          Variable
          6.015600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31400WAZ3
        
          
          
        
        342030.440000000000
        PA
        USD
        398005.710000000000
        0.0172282082
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31401D3R0
        
          
          
        
        562947.450000000000
        PA
        USD
        635993.830000000000
        0.0275298416
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31401D5Q0
        
          
          
        
        28499.150000000000
        PA
        USD
        31798.560000000000
        0.0013764431
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31403BAZ6
        
          
          
        
        87445.410000000000
        PA
        USD
        99684.080000000000
        0.0043149584
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31404KMD1
        
          
          
        
        669287.300000000000
        PA
        USD
        762834.700000000000
        0.0330203179
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  25YR
        31404SFB6
        
          
          
        
        59366.230000000000
        PA
        USD
        65605.860000000000
        0.0028398372
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2029-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3140FEDF8
        
          
          
        
        6358584.700000000000
        PA
        USD
        6852294.590000000000
        0.2966107149
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3140FG4W6
        
          
          
        
        7450787.930000000000
        PA
        USD
        8042074.410000000000
        0.3481119220
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3140FG6D6
        
          
          
        
        6297506.860000000000
        PA
        USD
        6814668.070000000000
        0.2949820007
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        3140FNGY4
        
          
          
        
        8251927.850000000000
        PA
        USD
        8951000.810000000000
        0.3874560141
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS
        3140KQWW7
        
          
          
        
        37177959.080000000000
        PA
        USD
        37853215.290000000000
        1.6385269342
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS
        3140L3K26
        
          
          
        
        25320887.580000000000
        PA
        USD
        25757934.460000000000
        1.1149665639
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS
        3140L5BJ4
        
          
          
        
        63139682.700000000000
        PA
        USD
        64471490.550000000000
        2.7907344976
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS
        3140LTFM1
        
          
          
        
        41017647.000000000000
        PA
        USD
        42651630.090000000000
        1.8462327217
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS
        3140QB4E5
        
          
          
        
        20521038.850000000000
        PA
        USD
        21762479.000000000000
        0.9420179428
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X4DQ6
        
          
          
        
        7300707.290000000000
        PA
        USD
        7752197.120000000000
        0.3355641967
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR UMBS SUPER
        3140X5AK9
        
          
          
        
        21720714.680000000000
        PA
        USD
        23733892.390000000000
        1.0273532020
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X7W88
        
          
          
        
        23677375.720000000000
        PA
        USD
        24901440.640000000000
        1.0778920860
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X8AE7
        
          
          
        
        20892999.230000000000
        PA
        USD
        21815782.420000000000
        0.9443252525
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X8ED5
        
          
          
        
        22591223.750000000000
        PA
        USD
        23134330.320000000000
        1.0014003578
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X8LC9
        
          
          
        
        17227678.930000000000
        PA
        USD
        18325895.400000000000
        0.7932608360
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140X8QL4
        
          
          
        
        21900017.490000000000
        PA
        USD
        23102204.720000000000
        1.0000097583
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140XAVV1
        
          
          
        
        60677405.640000000000
        PA
        USD
        61957270.520000000000
        2.6819031287
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR UMBS SUPER
        3140XBPM6
        
          
          
        
        12472992.720000000000
        PA
        USD
        12931699.380000000000
        0.5597658634
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-06-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR UMBS SUPER
        3140XCG36
        
          
          
        
        18639813.960000000000
        PA
        USD
        19464828.900000000000
        0.8425610923
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31410LFJ6
        
          
          
        
        3815609.910000000000
        PA
        USD
        4355115.670000000000
        0.1885169931
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31412LMW7
        
          
          
        
        4608945.140000000000
        PA
        USD
        5094276.970000000000
        0.2205125763
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31412PC33
        
          
          
        
        710895.620000000000
        PA
        USD
        809291.760000000000
        0.0350312737
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31412QNU9
        
          
          
        
        4493109.450000000000
        PA
        USD
        5146362.540000000000
        0.2227671697
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  15YR
        31412TCB7
        
          
          
        
        37329.590000000000
        PA
        USD
        38128.570000000000
        0.0016504460
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2023-07-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31416CEZ5
        
          
          
        
        2701631.130000000000
        PA
        USD
        3036330.210000000000
        0.1314316047
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31416VCL6
        
          
          
        
        2724921.000000000000
        PA
        USD
        3106737.390000000000
        0.1344792735
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31416WNL2
        
          
          
        
        2325171.980000000000
        PA
        USD
        2654521.380000000000
        0.1149045001
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31416XAW0
        
          
          
        
        1002372.240000000000
        PA
        USD
        1123543.310000000000
        0.0486340714
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31416XNR7
        
          
          
        
        1567765.440000000000
        PA
        USD
        1775735.080000000000
        0.0768650624
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31417AYE3
        
          
          
        
        7445615.520000000000
        PA
        USD
        8181784.080000000000
        0.3541594415
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31417CNA9
        
          
          
        
        6501379.670000000000
        PA
        USD
        7089097.960000000000
        0.3068610647
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31417VL27
        
          
          
        
        838330.350000000000
        PA
        USD
        960244.650000000000
        0.0415654710
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-01-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31418CU77
        
          
          
        
        8556966.250000000000
        PA
        USD
        9088909.370000000000
        0.3934255701
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA  30YR
        31418RQN4
        
          
          
        
        2093540.780000000000
        PA
        USD
        2397876.270000000000
        0.1037952740
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR
        31418UD27
        
          
          
        
        198676.410000000000
        PA
        USD
        226088.920000000000
        0.0097865606
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
        N/A
        STACR_20-HQA5
        35565TAH2
        
          
          
        
        12200000.000000000000
        PA
        USD
        12359349.080000000000
        0.5349909169
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2050-11-25
          Variable
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT LLC GCAT_21-CM1
        N/A
        GCAT_21-CM1
        36168AAA7
        
          
          
        
        5261565.300000000000
        PA
        USD
        5247526.390000000000
        0.2271461820
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2065-04-25
          Variable
          1.469000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR
        36179TV77
        
          
          
        
        13508842.110000000000
        PA
        USD
        14461248.710000000000
        0.6259744472
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-04-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR
        3617UVEL6
        
          
          
        
        29014564.940000000000
        PA
        USD
        30120970.380000000000
        1.3038263956
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-04-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR
        3617VEBM4
        
          
          
        
        57374987.660000000000
        PA
        USD
        59565190.600000000000
        2.5783587575
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-05-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA  30YR
        36201G2P9
        
          
          
        
        107250.560000000000
        PA
        USD
        119827.360000000000
        0.0051868872
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR
        36202FJR8
        
          
          
        
        3453331.620000000000
        PA
        USD
        3898837.850000000000
        0.1687663989
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-08-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA 30YR
        3620AETC4
        
          
          
        
        467035.550000000000
        PA
        USD
        533242.800000000000
        0.0230821261
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA 30YR
        3620AYKB1
        
          
          
        
        485040.440000000000
        PA
        USD
        553791.530000000000
        0.0239716053
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA 30YR
        3620AYKE5
        
          
          
        
        354385.040000000000
        PA
        USD
        399160.390000000000
        0.0172781901
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA 30YR
        36213J7E9
        
          
          
        
        52462.270000000000
        PA
        USD
        60225.200000000000
        0.0026069281
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2031-12-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE I
        N/A
        GNMA  30YR
        36296UM49
        
          
          
        
        1452635.330000000000
        PA
        USD
        1666809.120000000000
        0.0721500569
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLEBE FUNDING TRUST GLEBE_21-1
        N/A
        GLEBE_21-1
        377353AA5
        
          
          
        
        10546531.600000000000
        PA
        USD
        10546531.600000000000
        0.4565206933
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2023-10-27
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121
        N/A
        GNMA_12-121
        38375G5P2
        
          
          
        
        4054588.460000000000
        PA
        USD
        666897.490000000000
        0.0288675477
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-09-16
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-129
        N/A
        GNMA_12-129
        38378GHQ4
        
          
          
        
        2563937.680000000000
        PA
        USD
        76866.340000000000
        0.0033272621
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2037-08-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASS
        N/A
        GNMA_14-131
        38379E4C3
        
          
          
        
        7165390.490000000000
        PA
        USD
        466166.690000000000
        0.0201786472
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-09-16
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASS
        N/A
        GNMA_14-131
        38379EZ54
        
          
          
        
        11656492.410000000000
        PA
        USD
        2811177.620000000000
        0.1216855744
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2044-09-16
          Variable
          6.104500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASS
        N/A
        GNMA_15-175
        38379FL56
        
          
          
        
        15246721.450000000000
        PA
        USD
        1346595.010000000000
        0.0582891619
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2038-10-16
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-190
        N/A
        GNMA_17-190
        38380JJX7
        
          
          
        
        4230684.320000000000
        PA
        USD
        4392101.430000000000
        0.1901179711
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-03-16
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21
        N/A
        GNMA_18-21
        38380K4X0
        
          
          
        
        10810437.030000000000
        PA
        USD
        2323681.820000000000
        0.1005836682
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-02-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170
        N/A
        GNMA_17-170
        38380KTP0
        
          
          
        
        10204029.800000000000
        PA
        USD
        2450636.530000000000
        0.1060790723
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-11-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19
        N/A
        GNMA_20-19
        38380N3D9
        
          
          
        
        24540278.910000000000
        PA
        USD
        2009083.190000000000
        0.0869658468
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-12-16
          Variable
          0.835000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102
        N/A
        GNMA_19-102
        38380NKM0
        
          
          
        
        15473233.090000000000
        PA
        USD
        1105287.080000000000
        0.0478438261
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-03-16
          Variable
          0.837500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-109
        N/A
        GNMA_19-109
        38380NMG1
        
          
          
        
        35816727.560000000000
        PA
        USD
        2560713.360000000000
        0.1108438947
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-04-16
          Variable
          0.809400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118
        N/A
        GNMA_19-118
        38380NMV8
        
          
          
        
        36850333.110000000000
        PA
        USD
        2274741.580000000000
        0.0984652247
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-06-16
          Variable
          0.830300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-131
        N/A
        GNMA_19-131
        38380NPW3
        
          
          
        
        34261923.720000000000
        PA
        USD
        2316952.310000000000
        0.1002923724
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-07-16
          Variable
          0.890800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134
        N/A
        GNMA_19-134
        38380NSQ3
        
          
          
        
        25103031.670000000000
        PA
        USD
        1629681.290000000000
        0.0705429292
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-08-16
          Variable
          0.815400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139
        N/A
        GNMA_19-139
        38380NTH2
        
          
          
        
        28261249.420000000000
        PA
        USD
        1685636.570000000000
        0.0729650282
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-11-16
          Variable
          0.703500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1
        N/A
        GNMA_18-1
        38380UA94
        
          
          
        
        12413863.290000000000
        PA
        USD
        2515205.120000000000
        0.1088740098
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-01-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40
        N/A
        GNMA_18-40
        38380V6B2
        
          
          
        
        7156339.900000000000
        PA
        USD
        1590703.360000000000
        0.0688557175
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-03-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63
        N/A
        GNMA_18-63
        38380WWB1
        
          
          
        
        7312263.740000000000
        PA
        USD
        1564655.530000000000
        0.0677282025
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-04-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97
        N/A
        GNMA_18-97
        38380XJ99
        
          
          
        
        9777566.200000000000
        PA
        USD
        2550817.420000000000
        0.1104155358
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-07-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94
        N/A
        GNMA_18-94
        38380XSN8
        
          
          
        
        10771411.870000000000
        PA
        USD
        2432237.580000000000
        0.1052826492
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-05-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105
        N/A
        GNMA_18-105
        38380YRN7
        
          
          
        
        9253628.970000000000
        PA
        USD
        1478694.750000000000
        0.0640072754
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-08-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA_18-155
        N/A
        GNMA_18-155
        38381A2N5
        
          
          
        
        12412519.020000000000
        PA
        USD
        2035133.030000000000
        0.0880934488
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-11-20
          Variable
          6.061600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139
        N/A
        GNMA_18-139
        38381ANK8
        
          
          
        
        5704739.880000000000
        PA
        USD
        1319257.610000000000
        0.0571058260
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2048-10-20
          Variable
          6.061600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21
        N/A
        GNMA_19-21
        38381B7M0
        
          
          
        
        11072518.740000000000
        PA
        USD
        1886074.020000000000
        0.0816412307
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-02-20
          Variable
          5.961600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23
        N/A
        GNMA_19-23
        38381RWR6
        
          
          
        
        9378843.450000000000
        PA
        USD
        2317407.170000000000
        0.1003120616
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-02-20
          Variable
          5.961600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA_19-43
        N/A
        GNMA_19-43
        38381T2U8
        
          
          
        
        19199365.240000000000
        PA
        USD
        3147657.210000000000
        0.1362505425
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-04-20
          Variable
          6.011600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52
        N/A
        GNMA_19-52
        38381VBU3
        
          
          
        
        18350205.160000000000
        PA
        USD
        5096441.010000000000
        0.2206062497
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-04-16
          Variable
          5.954500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92
        N/A
        GNMA_19-92
        38381WR67
        
          
          
        
        25166374.080000000000
        PA
        USD
        4929951.750000000000
        0.2133995399
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-07-20
          Variable
          6.011600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-129
        N/A
        GNMA_19-129
        38381Y7J7
        
          
          
        
        34755007.770000000000
        PA
        USD
        3853628.310000000000
        0.1668094436
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-10-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-119
        N/A
        GNMA_19-119
        38381YE59
        
          
          
        
        14119966.980000000000
        PA
        USD
        1483511.510000000000
        0.0642157753
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-09-20
          Variable
          6.011600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-120
        N/A
        GNMA_19-120
        38381YSP0
        
          
          
        
        27798414.840000000000
        PA
        USD
        2684829.280000000000
        0.1162164180
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-09-20
          Variable
          3.311600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3
        N/A
        GNMA_20-3
        38382BN66
        
          
          
        
        24249487.880000000000
        PA
        USD
        1674621.130000000000
        0.0724882102
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2062-02-16
          Variable
          0.781500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104
        N/A
        GNMA_20-104
        38382HGQ7
        
          
          
        
        18664998.520000000000
        PA
        USD
        3560324.200000000000
        0.1541133838
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-07-20
          Variable
          6.111600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104
        N/A
        GNMA_20-104
        38382HGX2
        
          
          
        
        26011904.800000000000
        PA
        USD
        3654891.120000000000
        0.1582068391
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-07-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125
        N/A
        GNMA_20-125
        38382HMR8
        
          
          
        
        25259573.590000000000
        PA
        USD
        5719426.740000000000
        0.2475730183
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-08-20
          Variable
          6.161600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138
        N/A
        GNMA_20-138
        38382J3D6
        
          
          
        
        14333965.510000000000
        PA
        USD
        2532826.040000000000
        0.1096367549
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-09-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138
        N/A
        GNMA_20-138
        38382J3F1
        
          
          
        
        35478226.360000000000
        PA
        USD
        4277521.060000000000
        0.1851582069
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-09-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-142
        N/A
        GNMA_20-142
        38382JPZ3
        
          
          
        
        12294860.780000000000
        PA
        USD
        1557409.690000000000
        0.0674145566
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-09-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129
        N/A
        GNMA_20-129
        38382JYN0
        
          
          
        
        31103925.270000000000
        PA
        USD
        4064984.440000000000
        0.1759582757
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-09-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188
        N/A
        GNMA_20-188
        38382L2Q3
        
          
          
        
        43800988.510000000000
        PA
        USD
        5857059.420000000000
        0.2535306325
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2050-12-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175
        N/A
        GNMA_20-175
        38382LNR8
        
          
          
        
        24210008.750000000000
        PA
        USD
        3491267.260000000000
        0.1511241620
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-11-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-185
        N/A
        GNMA_20-185
        38382LS36
        
          
          
        
        41717815.030000000000
        PA
        USD
        5966298.350000000000
        0.2582591854
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-12-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9
        N/A
        GNMA_21-9
        38382ME88
        
          
          
        
        23775886.750000000000
        PA
        USD
        3236200.140000000000
        0.1400832414
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-01-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9
        N/A
        GNMA_21-9
        38382MF61
        
          
          
        
        28968783.840000000000
        PA
        USD
        3534403.100000000000
        0.1529913544
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-01-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
        N/A
        GNMA_20-191
        38382MHY8
        
          
          
        
        11613510.390000000000
        PA
        USD
        1668532.780000000000
        0.0722246678
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-12-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1
        N/A
        GNMA_21-1
        38382MJ91
        
          
          
        
        25192620.020000000000
        PA
        USD
        3189534.330000000000
        0.1380632495
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-01-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
        N/A
        GNMA_20-191
        38382MRY7
        
          
          
        
        22936892.060000000000
        PA
        USD
        3824917.130000000000
        0.1655666418
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-12-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8
        N/A
        GNMA_21-8
        38382MZP7
        
          
          
        
        46712103.240000000000
        PA
        USD
        7307291.090000000000
        0.3163058455
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-01-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27
        N/A
        GNMA_21-27
        38382NEY9
        
          
          
        
        16311444.530000000000
        PA
        USD
        1936953.050000000000
        0.0838435974
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-02-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67
        N/A
        GNMA_21-67
        38382RT81
        
          
          
        
        26776286.600000000000
        PA
        USD
        3734560.990000000000
        0.1616554558
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-04-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119
        N/A
        GNMA_21-119
        38382UN72
        
          
          
        
        25203874.680000000000
        PA
        USD
        4039513.210000000000
        0.1748557195
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-07-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-111
        N/A
        GNMA_21-111
        38382UPG0
        
          
          
        
        25562121.360000000000
        PA
        USD
        3268866.190000000000
        0.1414972349
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-06-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140
        N/A
        GNMA_21-140
        38382XUA1
        
          
          
        
        46000000.000000000000
        PA
        USD
        6468750.000000000000
        0.2800084755
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2051-08-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEADLANDS RESIDENTIAL HAMR_19-RPL1
        N/A
        HAMR_19-RPL1
        42210BAA1
        
          
          
        
        2249122.380000000000
        PA
        USD
        2252331.200000000000
        0.0974951614
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-06-25
          Fixed
          3.967000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILT_16-SFP
        N/A
        HILT_16-SFP
        43289VAN3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5043730.500000000000
        0.2183246049
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-11-05
          Fixed
          4.926900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILT_16-SFP
        N/A
        HILT_16-SFP
        43289VAS2
        
          
          
        
        8700000.000000000000
        PA
        USD
        8797759.290000000000
        0.3808227504
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-11-05
          Fixed
          6.155200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON USA TRUST HILT_16-HHV
        N/A
        HILT_16-HHV
        43300LAL4
        
          
          
        
        8395000.000000000000
        PA
        USD
        9075761.460000000000
        0.3928564453
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-11-05
          Variable
          4.333300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON USA TRUST HILT_16-HHV
        N/A
        HILT_16-HHV
        43300LAQ3
        
          
          
        
        15500000.000000000000
        PA
        USD
        15762049.200000000000
        0.6822813321
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-11-05
          Variable
          4.333300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-2
        N/A
        HOF_18-2
        43789CAD2
        
          
          
        
        13570000.000000000000
        PA
        USD
        13838633.080000000000
        0.5990236988
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2058-11-25
          Fixed
          4.747000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-3
        N/A
        HOF_19-3
        43800KAD9
        
          
          
        
        6172000.000000000000
        PA
        USD
        6290468.450000000000
        0.2722913207
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2059-11-25
          Variable
          3.518000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_20-CRT1
        N/A
        BVRT_21-CRT1
        512366AB1
        
          
          
        
        5321484.640000000000
        PA
        USD
        5341440.210000000000
        0.2312113670
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2033-01-10
          Variable
          2.350400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_21-CRT1
        N/A
        BVRT_21-CRT1
        512366AC9
        
          
          
        
        16500000.000000000000
        PA
        USD
        16582500.000000000000
        0.7177956398
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2033-01-10
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_20-CRT1
        N/A
        BVRT_20-CRT1
        512368AC5
        
          
          
        
        9000000.000000000000
        PA
        USD
        9045000.000000000000
        0.3915248944
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2032-07-10
          Variable
          4.077000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1
        N/A
        LMAT_21-GS1
        52474JAA4
        
          
          
        
        5173418.250000000000
        PA
        USD
        5198642.290000000000
        0.2250301685
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2066-10-25
          Variable
          1.892000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-3
        N/A
        LCRT_19-3
        52603EAA9
        
          
          
        
        3364831.250000000000
        PA
        USD
        3423103.060000000000
        0.1481735837
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-2
        N/A
        LCRT_19-2
        52604MAA0
        
          
          
        
        1990209.150000000000
        PA
        USD
        2024479.160000000000
        0.0876322819
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-08-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-5
        N/A
        LCRT_19-5
        52605CAA1
        
          
          
        
        4377508.380000000000
        PA
        USD
        4442070.060000000000
        0.1922809299
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-7
        N/A
        LCRT_19-7
        52605FAA4
        
          
          
        
        3155036.480000000000
        PA
        USD
        3188149.850000000000
        0.1380033204
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-8
        N/A
        LCRT_19-8
        52605GAA2
        
          
          
        
        2741989.950000000000
        PA
        USD
        2765764.920000000000
        0.1197198251
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_20-2
        N/A
        LCRT_20-2
        52605LAA1
        
          
          
        
        2106500.480000000000
        PA
        USD
        2124331.160000000000
        0.0919545089
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-02-15
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_20-1
        N/A
        LCRT_20-1
        52606EAA6
        
          
          
        
        2969493.450000000000
        PA
        USD
        2994472.530000000000
        0.1296197392
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-16
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST LCRT_19-11
        N/A
        LCRT_19-11
        52606GAA1
        
          
          
        
        1173139.970000000000
        PA
        USD
        1179726.450000000000
        0.0510660336
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDING CLUB RECEIVABLES TRUST SERIES LCRT_20-JPSL
        N/A
        LCRT_20-JPSL
        52606N108
        
          
          
        
        100000.000000000000
        PA
        USD
        2734000.000000000000
        0.1183448382
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        3
        
          2025-02-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1
        N/A
        LDPT_21-1
        52607DAA7
        
          
          
        
        11784108.980000000000
        PA
        USD
        11824733.520000000000
        0.5118493690
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
        N/A
        LDPT_21-A
        52607FAB0
        
          
          
        
        8750000.000000000000
        PA
        USD
        8752260.130000000000
        0.3788532585
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          1.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVII RESECURITIZATION TRUST LVII_20-1
        N/A
        LVII_20-1
        55078WAB6
        
          
          
        
        7251000.000000000000
        PA
        USD
        7359765.000000000000
        0.3185772487
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2060-05-25
          Variable
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATR_21-1
        N/A
        MATR_21-1
        55283RAA0
        
          
          
        
        7621006.370000000000
        PA
        USD
        7621006.370000000000
        0.3298854300
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2023-11-29
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST MRAIT_21-NA1
        N/A
        MRAIT_21-NA1
        55350M101
        
          
          
        
        12000000.000000000000
        PA
        USD
        12010321.200000000000
        0.5198827794
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-03-08
          Variable
          1.600300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST MRAIT_21-EBO8
        N/A
        MRAIT_21-EBO8
        55350R100
        
          
          
        
        8000000.000000000000
        PA
        USD
        8000000.000000000000
        0.3462906750
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2022-02-16
          Variable
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING LTD MDPK_15
        N/A
        MDPK_15-18A
        55819BAP5
        
          
          
        
        7000000.000000000000
        PA
        USD
        7000049.000000000000
        0.3030064617
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2030-10-21
          Variable
          2.084300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
        N/A
        MSC_19-MEAD
        61771LAJ1
        
          
          
        
        5500000.000000000000
        PA
        USD
        5485217.650000000000
        0.2374349653
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-11-10
          Variable
          3.283000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST MRAIT_21-EBO4
        N/A
        MRAIT_21-EBO4
        62477K109
        
          
          
        
        7000000.000000000000
        PA
        USD
        7000148.400000000000
        0.3030107643
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-02-16
          Variable
          1.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZT_14-1A
        N/A
        NRZT_14-1A
        64828AAB9
        
          
          
        
        12798826.243000000000
        PA
        USD
        653744.850000000000
        0.0282982182
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2054-01-25
          Variable
          2.326300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
        N/A
        NZES_18-FNT1
        64829TAD3
        
          
          
        
        2411769.060000000000
        PA
        USD
        2411948.010000000000
        0.1044043881
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-05-25
          Fixed
          4.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
        N/A
        NZES_18-FNT1
        64829TAE1
        
          
          
        
        990094.690000000000
        PA
        USD
        989419.540000000000
        0.0428283450
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-05-25
          Fixed
          4.890000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OAK HILL CREDIT PARTNERS OAKC_19-4A
        N/A
        OAKC_19-4A
        67098DAE3
        
          
          
        
        9000000.000000000000
        PA
        USD
        9006057.000000000000
        0.3898391947
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2032-10-22
          Variable
          1.788300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM FUNDING LTD OZLMF_13-4A
        N/A
        OZLMF_13-4A
        67108HAN2
        
          
          
        
        2750000.000000000000
        PA
        USD
        2722472.500000000000
        0.1178458550
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-10-22
          Variable
          7.388300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM LTD OZLM_15-11A
        N/A
        OZLM_15-11A
        67109UAU6
        
          
          
        
        7000000.000000000000
        PA
        USD
        7000203.000000000000
        0.3030131278
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-10-30
          Variable
          1.878500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OAKTOWN RE LTD OMIR_19-1
        N/A
        OMIR_19-1A
        67400KAB6
        
          
          
        
        5500000.000000000000
        PA
        USD
        5573853.450000000000
        0.2412716842
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-25
          Variable
          2.034400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R
        N/A
        PMTCR_19-2R
        69345WAA6
        
          
          
        
        3202638.880000000000
        PA
        USD
        3186502.380000000000
        0.1379320075
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-05-27
          Variable
          2.837900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNMAC GMSR ISSUER TRUST PNMSR_18-GT1
        N/A
        PNMSR_18-GT1
        69354WAC0
        
          
          
        
        26500000.000000000000
        PA
        USD
        26620630.650000000000
        1.1523095196
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-02-25
          Variable
          2.934400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNMAC GMSR ISSUER TRUST PNMSR_18-GT2
        N/A
        PNMSR_18-GT2
        69354WAD8
        
          
          
        
        26500000.000000000000
        PA
        USD
        26462449.500000000000
        1.1454624375
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-08-25
          Variable
          2.734400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC PRPM_20-1
        N/A
        PRPM_21-1
        693577AA6
        
          
          
        
        11274304.130000000000
        PA
        USD
        11279962.700000000000
        0.4882682372
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-01-25
          Variable
          2.115000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
        N/A
        PRPM_21-3
        69357PAA6
        
          
          
        
        7613950.320000000000
        PA
        USD
        7613039.690000000000
        0.3295405816
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-04-25
          Variable
          1.867000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMSR_2019-PLS1
        N/A
        OMSR_2019-PLS1
        69375JAA8
        
          
          
        
        10100212.200000000000
        PA
        USD
        10137561.770000000000
        0.4388178885
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-11-25
          Fixed
          5.069000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST I PAID_19-3
        N/A
        PAID_19-3
        69545MAA6
        
          
          
        
        2775594.260000000000
        PA
        USD
        2804290.300000000000
        0.1213874476
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          3.821000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST PAID_21-2
        N/A
        PAID_21-2
        69546LAA7
        
          
          
        
        9705574.830000000000
        PA
        USD
        9704841.090000000000
        0.4200869965
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-01-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST PAID_20-3
        N/A
        PAID_20-3
        69546TAC6
        
          
          
        
        6200000.000000000000
        PA
        USD
        6394699.840000000000
        0.2768031155
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-05-17
          Fixed
          6.430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST PAID_21-1
        N/A
        PAID_21-1
        69547JAA1
        
          
          
        
        5802968.790000000000
        PA
        USD
        5818552.080000000000
        0.2518637909
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          1.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST PAID_21-1
        N/A
        PAID_21-1
        69547JAB9
        
          
          
        
        8850000.000000000000
        PA
        USD
        8924792.240000000000
        0.3863215411
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          2.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4A
        N/A
        PSTAT_20-4A
        69701QAA7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3005298.000000000000
        0.1300883341
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-11-25
          Variable
          7.179300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST PMTCR_19-1R
        N/A
        PMTCR_19-1R
        73021CAA3
        
          
          
        
        5205791.530000000000
        PA
        USD
        5157807.670000000000
        0.2232625874
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Variable
          2.087900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_19-SFR4
        N/A
        PROG_19-SFR4
        74331AAJ1
        
          
          
        
        11000000.000000000000
        PA
        USD
        11199670.900000000000
        0.4847926995
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-10-17
          Fixed
          3.435000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
        N/A
        PROG_20-SFR1
        74331CAE8
        
          
          
        
        8000000.000000000000
        PA
        USD
        8202093.600000000000
        0.3550385661
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-04-17
          Fixed
          3.032000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_18-SFR3
        N/A
        PROG_18-SF3
        74331MAB2
        
          
          
        
        21000000.000000000000
        PA
        USD
        21045822.000000000000
        0.9109964883
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-10-17
          Fixed
          4.079000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
        N/A
        PROG_19-SFR3
        74332WAJ2
        
          
          
        
        5000000.000000000000
        PA
        USD
        5131800.000000000000
        0.2221368107
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-09-17
          Fixed
          3.369000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_19-SFR1
        N/A
        PROG_19-SFR1
        74333BAJ7
        
          
          
        
        5470000.000000000000
        PA
        USD
        5542160.240000000000
        0.2398998013
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-08-17
          Fixed
          4.466000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
        N/A
        PROG_19-SFR2
        74333NAJ1
        
          
          
        
        14140000.000000000000
        PA
        USD
        14423313.280000000000
        0.6243323614
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-05-17
          Fixed
          4.142000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMIT_17-2A
        N/A
        PMIT_17-2A
        74360TAC9
        
          
          
        
        323803.720000000000
        PA
        USD
        323809.030000000000
        0.0140165059
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          5.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
        N/A
        PMIT_19-3A
        74362DAB4
        
          
          
        
        933145.920000000000
        PA
        USD
        933818.810000000000
        0.0404215933
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          3.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
        N/A
        PMIT_19-3A
        74362DAC2
        
          
          
        
        8804000.000000000000
        PA
        USD
        8843098.560000000000
        0.3827853212
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          4.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSSP RESECURITIZATION TRUST RBSSP_12-1
        N/A
        RBSSP_12-1
        74930XAY3
        
          
          
        
        645151.880000000000
        PA
        USD
        644231.440000000000
        0.0278864175
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-12-27
          Variable
          2.935800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETL_19-RVP
        N/A
        RETL_19-RVP
        74952PAJ6
        
          
          
        
        3731734.030000000000
        PA
        USD
        3722411.040000000000
        0.1611295290
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-03-15
          Variable
          2.195500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDING RIDGE ASSET MANAGEMENT RRAM_18-4A
        N/A
        RRAM_18-4A
        74972FAG0
        
          
          
        
        26500000.000000000000
        PA
        USD
        26500185.500000000000
        1.1470958906
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Variable
          1.676100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDING RIDGE ASSET MANAGEMENT RRAM_18-4A
        N/A
        RRAM_18-4A
        74979KAA5
        
          
          
        
        7000000.000000000000
        PA
        USD
        6872271.000000000000
        0.2974754204
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Variable
          5.976100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A
        N/A
        RRAM_18-3A
        74988LAC8
        
          
          
        
        6500000.000000000000
        PA
        USD
        6500377.000000000000
        0.2813774924
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Variable
          1.526100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADNOR RE LTD RMIR_20-1
        N/A
        RMIR_20-1
        750493AB4
        
          
          
        
        7400000.000000000000
        PA
        USD
        7394952.460000000000
        0.3201003849
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-02-25
          Variable
          1.534400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMIR_19-2
        N/A
        RMIR_19-2
        75049TAB7
        
          
          
        
        5000000.000000000000
        PA
        USD
        5050484.000000000000
        0.2186169392
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-06-25
          Variable
          1.834400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDING RIDGE ASSET MANAGMENT RR
        N/A
        RRAM_17-1A
        78108YAQ5
        
          
          
        
        7800000.000000000000
        PA
        USD
        7814586.000000000000
        0.3382647826
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2035-07-15
          Variable
          1.679600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO COMMERICAL MORTGAGE TRUST SFO-21-555
        N/A
        SFO_21-555
        78432WAC7
        
          
          
        
        7000000.000000000000
        PA
        USD
        7028417.900000000000
        0.3042344474
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Variable
          1.596000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO COMMERICAL MORTGAGE TRUST SFO-21-555
        N/A
        SFO_21-555
        78432WAE3
        
          
          
        
        6500000.000000000000
        PA
        USD
        6530442.750000000000
        0.2826789285
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Variable
          1.896000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUND POINT CLO LTD SNDPT_13-3RA
        N/A
        SNDPT_13-3RA
        83609YAE6
        
          
          
        
        10000000.000000000000
        PA
        USD
        9989750.000000000000
        0.4324196588
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2031-04-18
          Variable
          1.883900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONN_20-1
        N/A
        STONN_20-1
        86207LAA1
        
          
          
        
        7864298.300000000000
        PA
        USD
        7864298.300000000000
        0.3404166458
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2024-07-28
          Variable
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THEOREM FUNDING TRUST THRM_21-1
        N/A
        THRM_21-1A
        88339VAB4
        
          
          
        
        4000000.000000000000
        PA
        USD
        4000852.000000000000
        0.1731822175
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          1.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOORAK MORTGAGE CORP TRK_19-1
        N/A
        TRK_19-1
        89052KAA3
        
          
          
        
        4922440.870000000000
        PA
        USD
        4932568.790000000000
        0.2135128220
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-03-25
          Variable
          4.458300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1
        N/A
        TMIR_21-1
        89600FAB9
        
          
          
        
        15000000.000000000000
        PA
        USD
        15125286.000000000000
        0.6547181873
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-08-25
          Variable
          3.084400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2
        N/A
        TMIR_21-2
        89600GAB7
        
          
          
        
        10000000.000000000000
        PA
        USD
        10115172.000000000000
        0.4378487175
        Long
        ABS-CBDO
        CORP
        BM
        
        N
        
        2
        
          2033-10-25
          Variable
          2.684400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_20-1
        N/A
        TMIR_20-1
        89600MAA6
        
          
          
        
        1101737.330000000000
        PA
        USD
        1106071.230000000000
        0.0478777691
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-10-25
          Variable
          3.106100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_19-1
        N/A
        TMIR_2019-1
        89600TAA1
        
          
          
        
        426853.540000000000
        PA
        USD
        426866.050000000000
        0.0184774666
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-11-26
          Variable
          1.984400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENDE_98-1
        N/A
        VENDE_98-1
        911760LJ3
        
          
          
        
        635803.320000000000
        PA
        USD
        0.640000000000
        0.0000000277
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2028-03-15
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENDE_98-3
        N/A
        VENDE_98-3
        911760LZ7
        
          
          
        
        706131.660000000000
        PA
        USD
        1.410000000000
        0.0000000610
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2029-03-15
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART SECURITIZATION TRUST UPST_21-2
        N/A
        UPST_21-2
        91680FAB8
        
          
          
        
        4000000.000000000000
        PA
        USD
        4007811.200000000000
        0.1734834557
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-06-20
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART PASS-THROUGH TRUST UPSPT_21-ST1
        N/A
        UPSPT_21-ST1
        91681MAA4
        
          
          
        
        4679222.570000000000
        PA
        USD
        4720411.430000000000
        0.2043293075
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-02-20
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST VERUS_20-1
        N/A
        VERUS_20-1
        92536PAF1
        
          
          
        
        6700000.000000000000
        PA
        USD
        6859986.620000000000
        0.2969436746
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2060-01-25
          Variable
          3.021000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST VERUS_19-3
        N/A
        VERUS_19-3
        92537JAD9
        
          
          
        
        4495000.000000000000
        PA
        USD
        4534918.300000000000
        0.1962999899
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2059-07-25
          Variable
          3.139000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISIO TRUST VISIO_21-1R
        N/A
        VISIO_21-1R
        92837UAC3
        
          
          
        
        4823179.480000000000
        PA
        USD
        4849954.400000000000
        0.2099367479
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2056-05-25
          Fixed
          1.688000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
        N/A
        WFCM_21-FCMT
        95003EAG1
        
          
          
        
        6225000.000000000000
        PA
        USD
        6226956.520000000000
        0.2695421221
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-05-15
          Variable
          3.596000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CDS: (CMBX.NA.7.BBB-)
        000000000
        
          
        
        -5000000.000000000000
        OU
        Notional Amount
        USD
        -887500.000000000000
        -0.0384166218
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMBX BBB- CDSI S7
                CT1219255
              
            
            Y
            
            CMBX BBB- CDSI S7
            2047-01-17
            0.000000000000
            USD
            -282068.660000000000
            USD
            -5000000.000000000000
            USD
            -602514.670000000000
          
        
        
          N
          N
          N
        
      
      
        AIMCO CLO LTD AIMCO_20-11
        N/A
        AIMCO_20-11A
        00140NAG5
        
          
          
        
        4200000.000000000000
        PA
        USD
        4202108.400000000000
        0.1818938693
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-10-15
          Variable
          3.776100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AJAX MORTGAGE LOAN TRUST AJAXM_21-B
        N/A
        AJAXM_21-B
        00970LAA7
        
          
          
        
        7137384.240000000000
        PA
        USD
        7128727.310000000000
        0.3085764740
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2066-06-25
          Variable
          2.239000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F022691
        
          
        
        44000000.000000000000
        PA
        USD
        45711875.000000000000
        1.9786995062
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  15YR TBA(REG B)
        01F030496
        
          
          
        
        36000000.000000000000
        PA
        USD
        37927265.760000000000
        1.6417323076
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-09-16
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG C)
        01F030694
        
          
          
        
        38000000.000000000000
        PA
        USD
        39748593.560000000000
        1.7205709118
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F032690
        
          
          
        
        62500000.000000000000
        PA
        USD
        66113281.250000000000
        2.8618015989
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F040693
        
          
          
        
        40000000.000000000000
        PA
        USD
        42846025.600000000000
        1.8546473908
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APIDOS CLO APID_17-28A
        N/A
        APID_17-28A
        03767CAD2
        
          
          
        
        8000000.000000000000
        PA
        USD
        8001728.000000000000
        0.3463654738
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2031-01-20
          Variable
          1.834300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APIDOS CLO APID_20-33
        N/A
        APID_20-33A
        03768MAD9
        
          
          
        
        4200000.000000000000
        PA
        USD
        4200000.000000000000
        0.1818026044
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-07-24
          Variable
          4.445300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
        N/A
        BBCMS_18-BXH
        05491RAN5
        
          
          
        
        4490000.000000000000
        PA
        USD
        4383464.420000000000
        0.1897441066
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-15
          Variable
          2.345500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_19-OC11
        N/A
        BX_19-OC11
        05606FAN3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5231930.000000000000
        0.2264710714
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-12-09
          Fixed
          4.075500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIN CAPITAL CREDIT CLO BCC_20-3
        N/A
        BCC_20-3A
        05684FAA6
        
          
          
        
        2500000.000000000000
        PA
        USD
        2503267.500000000000
        0.1083572740
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-10-23
          Variable
          7.637900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLYROCK CLO LTD BALLY_20-2A
        N/A
        BALLY_20-2A
        05875DAG7
        
          
          
        
        5500000.000000000000
        PA
        USD
        5503910.500000000000
        0.2382441103
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-10-20
          Variable
          3.978900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND
        N/A
        BOMFT_16-SPL2
        07331QAJ6
        
          
          
        
        6983050.000000000000
        PA
        USD
        7568975.380000000000
        0.3276331992
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2053-06-28
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_21-1F
        N/A
        BVRT_21-1F
        07335FAA5
        
          
          
        
        2368376.670000000000
        PA
        USD
        2368528.250000000000
        0.1025249058
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2038-03-15
          Variable
          1.588000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_21-1F
        N/A
        BVRT_21-1F
        07335FAB3
        
          
          
        
        6800000.000000000000
        PA
        USD
        6800878.560000000000
        0.2943851034
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2038-03-15
          Variable
          2.088000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_21-2F
        N/A
        BVRT_21-2F
        07335MAA0
        
          
          
        
        802481.040000000000
        PA
        USD
        802481.040000000000
        0.0347364626
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2032-01-10
          Variable
          1.588000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRUST BVRT_21-3F
        N/A
        BVRT_21-3F
        07335NAB6
        
          
          
        
        10000000.000000000000
        PA
        USD
        10000000.000000000000
        0.4328633438
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2033-07-12
          Variable
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LTD BMIR_19-4A
        N/A
        BMIR_19-4A
        07876LAC3
        
          
          
        
        5000000.000000000000
        PA
        USD
        4999996.000000000000
        0.2164314987
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-10-25
          Variable
          2.584400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LTD BMIR_19-1A
        N/A
        BMIR_19-1A
        07876RAB2
        
          
          
        
        10000000.000000000000
        PA
        USD
        10034938.000000000000
        0.4343756817
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-03-25
          Variable
          1.834400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT BMIR_19-3A
        N/A
        BMIR_19-3A
        07877GAB5
        
          
          
        
        19000000.000000000000
        PA
        USD
        19047484.800000000000
        0.8244957961
        Long
        ABS-CBDO
        CORP
        BM
        
        N
        
        2
        
          2029-07-25
          Variable
          1.684400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT BMIR_18-3A
        N/A
        BMIR_19-3A
        07877GAC3
        
          
          
        
        6299000.000000000000
        PA
        USD
        6298996.850000000000
        0.2726604839
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-25
          Variable
          2.034400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT BMIR_18-3A
        N/A
        BMIR_18-3A
        07877TAB7
        
          
          
        
        8731542.700000000000
        PA
        USD
        8742502.530000000000
        0.3784308878
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-10-25
          Variable
          1.934400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
        N/A
        BHR_18-PRME
        10482TAL6
        
          
          
        
        6500000.000000000000
        PA
        USD
        6486857.000000000000
        0.2807922611
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-06-15
          Variable
          1.896000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX_18-GW
        N/A
        BX_18-GW
        12433UAL9
        
          
          
        
        3830000.000000000000
        PA
        USD
        3825334.290000000000
        0.1655846992
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-05-15
          Variable
          1.865500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX_18-GW
        N/A
        BX_18-GW
        12433UAN5
        
          
          
        
        7000000.000000000000
        PA
        USD
        6989067.400000000000
        0.3025311085
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-05-15
          Variable
          2.065500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
        N/A
        CHT_17-CSMO
        12546DAJ6
        
          
          
        
        3000000.000000000000
        PA
        USD
        3003752.700000000000
        0.1300214438
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-11-15
          Variable
          1.596000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
        N/A
        CHT_17-CSMO
        12546DAL1
        
          
          
        
        23245000.000000000000
        PA
        USD
        23281294.740000000000
        1.0077619088
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-11-15
          Variable
          2.346000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSMOPOLITAN HOTEL TRUST CHT_17-CSMO
        N/A
        CHT_17-CSMO
        12546DAN7
        
          
          
        
        3675000.000000000000
        PA
        USD
        3680741.090000000000
        0.1593257896
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-11-15
          Variable
          3.096000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM TRUST CIM_21-NR1
        N/A
        CIM_21-NR1
        12565YAA5
        
          
          
        
        6586186.310000000000
        PA
        USD
        6583211.990000000000
        0.2849631155
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2055-07-25
          Variable
          2.569000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC_14-USA
        N/A
        CSMC_14-USA
        12649AAN9
        
          
          
        
        11260000.000000000000
        PA
        USD
        10721911.620000000000
        0.4641122515
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-09-15
          Fixed
          4.373300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC_14-USA
        N/A
        CSMC_14-USA
        12649AAQ2
        
          
          
        
        10400000.000000000000
        PA
        USD
        9384217.440000000000
        0.4062083740
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-09-15
          Fixed
          4.373300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC_14-USA
        N/A
        CSMC_14-USA
        12649AAS8
        
          
          
        
        4050000.000000000000
        PA
        USD
        3131924.540000000000
        0.1355695329
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-09-15
          Fixed
          4.373300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGMS_13-3A
        N/A
        CGMS_13-3A
        14310GAU4
        
          
          
        
        6750000.000000000000
        PA
        USD
        6697397.250000000000
        0.2899057768
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2030-10-15
          Variable
          1.826100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE GLOBAL MARKET STRATEGIES
        N/A
        CGMS_13-4A
        14310KAW1
        
          
          
        
        14725000.000000000000
        PA
        USD
        14725485.930000000000
        0.6374123078
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2031-01-15
          Variable
          1.546100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHMSR_18-GT1
        N/A
        CHMSR_18-GT1
        17026XAA9
        
          
          
        
        13000000.000000000000
        PA
        USD
        13022045.400000000000
        0.5636766114
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2023-05-25
          Variable
          2.834400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMLTI_09-11
        N/A
        CMLTI_09-11
        17314QAB3
        
          
          
        
        320509.190000000000
        PA
        USD
        321124.790000000000
        0.0139003150
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-02-25
          Variable
          2.369000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMLTI_14-A
        N/A
        CMLTI_14-A
        17322GAD1
        
          
          
        
        1173620.840000000000
        PA
        USD
        1208307.560000000000
        0.0523032051
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          5.497000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TRUST IN
        N/A
        CMLTI_15-RP2
        17323TAG5
        
          
          
        
        4112279.360000000000
        PA
        USD
        4301403.910000000000
        0.1861920079
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2053-01-25
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA SHORT TERM CASH FUND
        N/A
        COLUMBIA SHORT TERM CASH FUND
        19766H239
        
          
        
        122531606.684000000000
        NS
        USD
        122519353.520000000000
        5.3034137040
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R01
        N/A
        CAS_20-R01
        20754CAB5
        
          
          
        
        5833747.640000000000
        PA
        USD
        5862205.240000000000
        0.2537533762
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2040-01-25
          Variable
          2.134400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R01
        N/A
        CAS_19-R01
        20754FAL6
        
          
          
        
        6590000.000000000000
        PA
        USD
        6775443.920000000000
        0.2932841311
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2031-07-25
          Variable
          4.434400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1
        N/A
        CAS_19-HRP1
        20754PAC4
        
          
          
        
        4404319.690000000000
        PA
        USD
        4379946.180000000000
        0.1895918149
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2039-11-25
          Variable
          2.234400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMER UNDERLYING BOND SECURITIZATION SERIES CUBS_18-1
        N/A
        CUBS_18-1
        21052GAB3
        
          
          
        
        5500000.000000000000
        PA
        USD
        5681843.750000000000
        0.2459461884
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2026-02-17
          Fixed
          6.170000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR TBA(REG C)
        21H020691
        
          
        
        40000000.000000000000
        PA
        USD
        40837500.000000000000
        1.7677056801
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-21
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR TBA(REG C)
        21H030690
        
          
          
        
        47000000.000000000000
        PA
        USD
        49133359.140000000000
        2.1268030127
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-21
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAGLE RE LTD EMIR_19-1
        N/A
        EMIR_19-1
        269822AB8
        
          
          
        
        5233613.410000000000
        PA
        USD
        5233614.460000000000
        0.2265439855
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-04-25
          Variable
          1.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST ESA_21-ESH
        N/A
        ESA_21-ESH
        30227FAJ9
        
          
          
        
        6000000.000000000000
        PA
        USD
        6044980.800000000000
        0.2616650602
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-07-15
          Variable
          2.343000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB45
        N/A
        FRESB_18-SB45
        30308AAH6
        
          
          
        
        10965051.810000000000
        PA
        USD
        11669920.430000000000
        0.5051480779
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-11-25
          Variable
          3.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 20YR GIANT
        3128CUTX4
        
          
          
        
        2248101.170000000000
        PA
        USD
        2508557.970000000000
        0.1085862791
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 20YR
        3128DY6G7
        
          
          
        
        923.380000000000
        PA
        USD
        927.450000000000
        0.0000401459
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2022-04-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR
        3128K8QJ8
        
          
          
        
        621346.850000000000
        PA
        USD
        705968.510000000000
        0.0305587890
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR GIANT
        3128M7N77
        
          
          
        
        3239128.750000000000
        PA
        USD
        3709584.800000000000
        0.1605743280
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR GIANT
        3128M95V0
        
          
          
        
        6868317.170000000000
        PA
        USD
        7477592.060000000000
        0.3236775502
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD  15YR
        3128PQCU3
        
          
          
        
        30399.110000000000
        PA
        USD
        31790.490000000000
        0.0013760938
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR
        31292LGF6
        
          
          
        
        4235398.070000000000
        PA
        USD
        4619565.910000000000
        0.1999640747
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR
        312934HK1
        
          
          
        
        560255.280000000000
        PA
        USD
        641867.240000000000
        0.0277840800
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FGOLD 30YR
        312940FU8
        
          
          
        
        545908.210000000000
        PA
        USD
        611735.260000000000
        0.0264797770
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIEMAC STRIP FHSTR_264
        N/A
        FHLMC_264
        31325TL98
        
          
          
        
        4966465.760000000000
        PA
        USD
        783468.910000000000
        0.0339134972
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-07-15
          Variable
          5.854500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE_MAC FHLMC_304
        N/A
        FHLMC_304
        31325UQS8
        
          
          
        
        2030572.560000000000
        PA
        USD
        359357.880000000000
        0.0155552854
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-12-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPO
        N/A
        FHLMC_309
        31325USF4
        
          
          
        
        6804099.660000000000
        PA
        USD
        1208983.730000000000
        0.0523324740
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-08-15
          Variable
          5.874500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_318
        N/A
        FHLMC_318
        31325UVQ6
        
          
          
        
        6689294.020000000000
        PA
        USD
        1216954.500000000000
        0.0526774994
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-11-15
          Variable
          5.854500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_326
        N/A
        FHLMC_326
        31325VB86
        
          
          
        
        2558745.710000000000
        PA
        USD
        439000.680000000000
        0.0190027302
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2044-03-15
          Variable
          5.904500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 30YR UMBS MIRROR
        3132ADVT2
        
          
          
        
        15691935.490000000000
        PA
        USD
        17281207.180000000000
        0.7480401124
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 15YR UMBS SUPER
        3132D6NT3
        
          
          
        
        35862565.080000000000
        PA
        USD
        37207756.270000000000
        1.6105873793
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-08-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 30YR UMBS SUPER
        3132DVLR4
        
          
          
        
        28474816.540000000000
        PA
        USD
        29967067.490000000000
        1.2971645036
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132GDM90
        
          
          
        
        1080350.110000000000
        PA
        USD
        1184770.270000000000
        0.0512843621
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132GGAE5
        
          
          
        
        2939691.310000000000
        PA
        USD
        3302799.830000000000
        0.1429660978
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132GTUM7
        
          
          
        
        2460645.460000000000
        PA
        USD
        2683779.690000000000
        0.1161709851
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR  LTV >125
        3132H3F73
        
          
          
        
        11132735.360000000000
        PA
        USD
        12073075.100000000000
        0.5225991657
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR  LTV >125
        3132H7D84
        
          
          
        
        15142095.880000000000
        PA
        USD
        16214532.550000000000
        0.7018676777
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR CASH ISSUANCE
        3132L6SJ1
        
          
          
        
        6638394.960000000000
        PA
        USD
        7209540.490000000000
        0.3120745803
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132M8QG4
        
          
          
        
        7814781.530000000000
        PA
        USD
        8638059.860000000000
        0.3739099475
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132QT6F8
        
          
          
        
        4186284.770000000000
        PA
        USD
        4542844.080000000000
        0.1966430679
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132QTYQ3
        
          
          
        
        1870273.340000000000
        PA
        USD
        2030452.060000000000
        0.0878908268
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR
        3132WHN76
        
          
          
        
        5919615.850000000000
        PA
        USD
        6407729.610000000000
        0.2773671265
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC GOLD
        N/A
        FHLMC GOLD 30YR GIANT
        31335AH43
        
          
          
        
        9868165.620000000000
        PA
        USD
        10715647.140000000000
        0.4638410852
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 30YR UMBS
        3133A0SH8
        
          
          
        
        27466016.210000000000
        PA
        USD
        28776202.590000000000
        1.2456163274
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 15YR UMBS
        3133GCXX5
        
          
          
        
        8270153.050000000000
        PA
        USD
        8572485.530000000000
        0.3710714751
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION
        S6XOOCT0IEG5ABCC6L87
        FHLMC 30YR UMBS
        3133KMEM3
        
          
          
        
        44959583.510000000000
        PA
        USD
        45720604.040000000000
        1.9790773543
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-08-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-118
        N/A
        FNMA_12-118
        3136A93Z9
        
          
          
        
        1599501.200000000000
        PA
        USD
        16060.590000000000
        0.0006952041
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-12-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-129
        N/A
        FNMA_12-129
        3136AADU6
        
          
          
        
        3385995.200000000000
        PA
        USD
        189892.710000000000
        0.0082197593
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2041-01-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-134
        N/A
        FNMA_12-134
        3136AAPZ2
        
          
          
        
        3891461.770000000000
        PA
        USD
        173882.190000000000
        0.0075267226
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-07-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-133
        N/A
        FNMA_12-133
        3136AAXT7
        
          
          
        
        1048599.320000000000
        PA
        USD
        42566.210000000000
        0.0018425352
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2031-07-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-144
        N/A
        FNMA_12-144
        3136ABJV6
        
          
          
        
        2547991.090000000000
        PA
        USD
        278259.740000000000
        0.0120448441
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-07-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-6
        N/A
        FNMA_13-6
        3136ABP72
        
          
          
        
        2050263.080000000000
        PA
        USD
        80637.870000000000
        0.0034905178
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-02-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-1
        N/A
        FNMA_13-1
        3136ABYL1
        
          
          
        
        2411648.540000000000
        PA
        USD
        329174.830000000000
        0.0142487718
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2043-02-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-1
        N/A
        FNMA_13-1
        3136ABZP1
        
          
          
        
        654929.140000000000
        PA
        USD
        28004.770000000000
        0.0012122238
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-02-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-16
        N/A
        FNMA_13-16
        3136ACRR4
        
          
          
        
        3479399.670000000000
        PA
        USD
        117732.450000000000
        0.0050962062
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-01-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-41
        N/A
        FNMA_13-41
        3136ADR84
        
          
          
        
        2511437.070000000000
        PA
        USD
        88625.850000000000
        0.0038362882
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-05-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA_13-97
        N/A
        FNMA_13-97
        3136AGDG4
        
          
          
        
        2503203.660000000000
        PA
        USD
        194022.060000000000
        0.0083985038
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2032-06-25
          Variable
          6.010800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_14-93
        N/A
        FNMA_14-93
        3136AMDR7
        
          
          
        
        10470910.920000000000
        PA
        USD
        2081967.870000000000
        0.0901207574
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2045-01-25
          Variable
          6.065600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_16-42
        N/A
        FNMA_16-42
        3136AS2T2
        
          
          
        
        17999056.640000000000
        PA
        USD
        3966385.520000000000
        0.1716902899
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2046-07-25
          Variable
          5.915600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_16-37
        N/A
        FNMA_16-37
        3136ASPK6
        
          
          
        
        12623416.770000000000
        PA
        USD
        2786431.160000000000
        0.1206143909
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2046-06-25
          Variable
          5.765600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_16-101
        N/A
        FNMA_16-101
        3136AU3F6
        
          
          
        
        19760738.880000000000
        PA
        USD
        4790186.880000000000
        0.2073496310
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-01-25
          Variable
          5.865600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-3
        N/A
        FNMA_17-3
        3136AU5X5
        
          
          
        
        16070810.140000000000
        PA
        USD
        3569171.050000000000
        0.1544963315
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-02-25
          Variable
          5.915600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-T1
        N/A
        FNMA_17-T1
        3136AV6R5
        
          
          
        
        17927285.370000000000
        PA
        USD
        19568038.930000000000
        0.8470286762
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-06-25
          Fixed
          2.898000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-51
        N/A
        FNMA_17-51
        3136AWY84
        
          
          
        
        12504469.980000000000
        PA
        USD
        3064549.240000000000
        0.1326531031
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-07-25
          Variable
          6.065600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-72
        N/A
        FNMA_17-72
        3136AXU52
        
          
          
        
        42718373.840000000000
        PA
        USD
        4678136.110000000000
        0.2024993639
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-09-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-72
        N/A
        FNMA_17-72
        3136AXV44
        
          
          
        
        7262446.200000000000
        PA
        USD
        7703855.500000000000
        0.3334716652
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-09-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_17-M15
        N/A
        FNMA_17-M15
        3136AY6U2
        
          
          
        
        15000000.000000000000
        PA
        USD
        16148122.500000000000
        0.6989930301
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-11-25
          Variable
          3.198000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_17-90
        N/A
        FNMA_17-90
        3136AYQT3
        
          
          
        
        9648137.630000000000
        PA
        USD
        2345352.270000000000
        0.1015217026
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-11-25
          Variable
          6.065600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_19-33
        N/A
        FNMA_19-33
        3136B45D6
        
          
          
        
        27878954.050000000000
        PA
        USD
        5092495.200000000000
        0.2204354500
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-07-25
          Variable
          5.965600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_19-57
        N/A
        FNMA_19-57
        3136B6PZ0
        
          
          
        
        16746132.040000000000
        PA
        USD
        3664035.270000000000
        0.1586026559
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-10-25
          Variable
          5.965600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_19-77
        N/A
        FNMA_19-77
        3136B7K26
        
          
          
        
        21151727.960000000000
        PA
        USD
        4085098.790000000000
        0.1768289522
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-01-25
          Variable
          5.865600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_20-40
        N/A
        FNMA_20-40
        3136BAPQ1
        
          
          
        
        19897921.980000000000
        PA
        USD
        5192603.510000000000
        0.2247687718
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-06-25
          Variable
          5.995600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA_20-55
        N/A
        FNMA_20-55
        3136BBRM6
        
          
          
        
        23839548.180000000000
        PA
        USD
        3719970.780000000000
        0.1610238991
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2050-08-25
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_21-3
        N/A
        FNMA_21-3
        3136BDR42
        
          
          
        
        43100143.690000000000
        PA
        USD
        7037710.400000000000
        0.3046366856
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2051-02-25
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13
        N/A
        FNMA_21-13
        3136BFNK5
        
          
          
        
        16832636.900000000000
        PA
        USD
        3082742.590000000000
        0.1334406265
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2051-03-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54
        N/A
        FNMA_21-54
        3136BGJP7
        
          
          
        
        24771007.750000000000
        PA
        USD
        2891276.980000000000
        0.1251527821
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-04-25
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_3800
        N/A
        FHLMC_3800
        3137A7H37
        
          
          
        
        332271.070000000000
        PA
        USD
        2477.210000000000
        0.0001072293
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN CORPORATION FHLMC_3913
        N/A
        FHLMC_3913
        3137AESM8
        
          
          
        
        145296.830000000000
        PA
        USD
        3147.480000000000
        0.0001362429
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-09-15
          Variable
          6.504500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4068
        N/A
        FHLMC_4068
        3137ARN93
        
          
          
        
        4350274.470000000000
        PA
        USD
        303473.840000000000
        0.0131362701
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-09-15
          Variable
          1.902600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4107
        N/A
        FHLMC_4107
        3137AUG60
        
          
          
        
        4178064.480000000000
        PA
        USD
        244198.680000000000
        0.0105704657
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2038-06-15
          Variable
          1.916600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4122
        N/A
        FHLMC_4122
        3137AUZB8
        
          
          
        
        1046290.990000000000
        PA
        USD
        58111.940000000000
        0.0025154529
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2040-12-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-09-15
      Columbia Funds Series Trust II
      Martha Skinner
      Martha Skinner
      Assistant Treasurer
    
  
  XXXX



Portfolio of Investments
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 10.4%
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
AIMCO CLO 11 Ltd.(a),(b)
Series 2020-11A Class D
3-month USD LIBOR + 3.650%
Floor 3.650%
10/15/2031
3.776%   4,200,000 4,202,108
Apidos CLO XXVIII(a),(b)
Series 2017-28A Class B
3-month USD LIBOR + 1.700%
Floor 1.700%
01/20/2031
1.834%   8,000,000 8,001,728
Apidos CLO XXXIII(a),(b)
Series 2020-33A Class D
3-month USD LIBOR + 4.320%
Floor 4.320%
07/24/2031
4.445%   4,200,000 4,200,000
Bain Capital Credit CLO Ltd.(a),(b)
Series 2020-3A Class E
3-month USD LIBOR + 7.500%
Floor 7.500%
10/23/2032
7.638%   2,500,000 2,503,268
Ballyrock CLO Ltd.(a),(b)
Series 2020-2A Class C
3-month USD LIBOR + 3.770%
Floor 3.770%
10/20/2031
3.979%   5,500,000 5,503,911
Carlyle Global Market Strategies CLO Ltd.(a),(b)
Series 2013-3A Class BR
3-month USD LIBOR + 1.700%
10/15/2030
1.826%   6,750,000 6,697,397
Series 2013-4A Class BRR
3-month USD LIBOR + 1.420%
Floor 1.420%
01/15/2031
1.546%   14,725,000 14,725,486
Consumer Underlying Bond Securitization(a)
Series 2018-1 Class B
02/17/2026 6.170%   5,500,000 5,681,844
LendingClub Receivables Trust(a)
Series 2019-11 Class A
12/15/2045 3.750%   1,173,140 1,179,726
Series 2019-2 Class A
08/15/2025 4.000%   1,990,209 2,024,479
Series 2019-3 Class A
10/15/2025 3.750%   3,364,831 3,423,103
Series 2019-5 Class A
12/15/2045 3.750%   4,377,508 4,442,070
Series 2019-7 Class A
01/15/2027 3.750%   3,155,037 3,188,150
Asset-Backed Securities — Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Series 2019-8 Class A
12/15/2045 3.750%   2,741,990 2,765,765
Series 2020-1 Class A
01/16/2046 3.500%   2,969,493 2,994,473
Series 2020-2 Class A
02/15/2046 3.600%   2,106,500 2,124,331
LendingClub Receivables Trust(a),(c),(d)
Series 2020-JPSL Class R
02/15/2025 0.000%   100,000 2,734,000
Lendingpoint Asset Securitization Trust(a)
Subordinated Series 2021-A Class B
12/15/2028 1.460%   8,750,000 8,752,260
LendingPoint Asset Securitization Trust(a)
Series 2021-1 Class A
04/15/2027 1.750%   11,784,109 11,824,734
Madison Park Funding Ltd.(a),(b)
Series 2015-18A Class CR
3-month USD LIBOR + 1.950%
10/21/2030
2.084%   7,000,000 7,000,049
OHA Credit Funding Ltd.(a),(b)
Series 2019-4A Class A2
3-month USD LIBOR + 1.650%
Floor 1.650%
10/22/2032
1.788%   9,000,000 9,006,057
OZLM Funding IV Ltd.(a),(b)
Series 2013-4A Class D2R
3-month USD LIBOR + 7.250%
10/22/2030
7.388%   2,750,000 2,722,473
OZLM XI Ltd.(a),(b)
Series 2015-11A Class A2R
3-month USD LIBOR + 1.750%
10/30/2030
1.879%   7,000,000 7,000,203
Pagaya AI Debt Selection Trust(a)
Series 2019-3 Class A
11/16/2026 3.821%   2,775,594 2,804,290
Series 2021-1 Class A
11/15/2027 1.180%   5,802,969 5,818,552
Series 2021-1 Class B
11/15/2027 2.130%   8,850,000 8,924,792
Series 2021-2 Class NOTE
01/25/2029 3.000%   9,705,575 9,704,841
Subordinated Series 2020-3 Class C
05/17/2027 6.430%   6,200,000 6,394,700
Columbia Quality Income Fund  | Quarterly Report 2021
1

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Palmer Square Loan Funding Ltd.(a),(b)
Series 2020-4A Class D
3-month USD LIBOR + 7.050%
Floor 7.050%
11/25/2028
7.179%   3,000,000 3,005,298
Prosper Marketplace Issuance Trust(a)
Series 2019-3A Class B
07/15/2025 3.590%   933,146 933,819
Subordinated Series 2017-2A Class C
09/15/2023 5.370%   323,804 323,809
Subordinated Series 2019-3A Class C
07/15/2025 4.940%   8,804,000 8,843,099
Redding Ridge Asset Management Ltd.(a),(b)
Series 2018-4A Class A2
3-month USD LIBOR + 1.550%
04/15/2030
1.676%   26,500,000 26,500,185
Series 2018-4A Class D
3-month USD LIBOR + 5.850%
04/15/2030
5.976%   7,000,000 6,872,271
RR 1 LLC(a),(b)
Series 2017-1A Class A2B
3-month USD LIBOR + 1.600%
Floor 1.600%
07/15/2035
1.680%   7,800,000 7,814,586
RR 3 Ltd.(a),(b)
Series 2014-14A Class A2R2
3-month USD LIBOR + 1.400%
Floor 1.400%
01/15/2030
1.526%   6,500,000 6,500,377
Sound Point IV-R CLO Ltd.(a),(b)
Series 2013-3RA Class B
3-month USD LIBOR + 1.750%
Floor 1.750%
04/18/2031
1.884%   10,000,000 9,989,750
Theorem Funding Trust(a)
Subordinated Series 2021-1A Class B
12/15/2027 1.840%   4,000,000 4,000,852
Upstart Pass-Through Trust(a)
Series 2021-ST1 Class A
02/20/2027 2.750%   4,679,223 4,720,411
Upstart Securitization Trust(a)
Subordinated Series 2021-2 Class B
06/20/2031 1.750%   4,000,000 4,007,811
Total Asset-Backed Securities — Non-Agency
(Cost $240,762,178)
239,857,058
Commercial Mortgage-Backed Securities - Agency 2.9%
Federal National Mortgage Association(e)
Series 2017-M15 Class ATS2
11/25/2027 3.198%   15,000,000 16,148,123
Commercial Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Federal National Mortgage Association
Series 2017-T1 Class A
06/25/2027 2.898%   17,927,285 19,568,039
FRESB Mortgage Trust(e)
Series 2018-SB45 Class A10F
11/25/2027 3.160%   10,965,052 11,669,921
Government National Mortgage Association
Series 2017-190 Class AD
03/16/2060 2.600%   4,230,684 4,392,101
Government National Mortgage Association(e),(f)
Series 2019-102 Class IB
03/16/2060 0.838%   15,473,233 1,105,287
Series 2019-109 Class IO
04/16/2060 0.809%   35,816,728 2,560,713
Series 2019-118 Class IO
06/16/2061 0.830%   36,850,333 2,274,742
Series 2019-131 Class IO
07/16/2061 0.891%   34,261,924 2,316,952
Series 2019-134 Class IO
08/16/2061 0.815%   25,103,032 1,629,681
Series 2019-139 Class IO
11/16/2061 0.704%   28,261,249 1,685,637
Series 2020-19 Class IO
12/16/2061 0.835%   24,540,279 2,009,083
Series 2020-3 Class IO
02/16/2062 0.782%   24,249,488 1,674,621
Total Commercial Mortgage-Backed Securities - Agency
(Cost $73,006,652)
67,034,900
Commercial Mortgage-Backed Securities - Non-Agency 9.5%
BBCMS Trust(a),(b)
Subordinated Series 2018-BXH Class E
1-month USD LIBOR + 2.250%
Floor 2.250%
10/15/2037
2.346%   4,490,000 4,383,464
Braemar Hotels & Resorts Trust(a),(b)
Subordinated Series 2018-PRME Class D
1-month USD LIBOR + 1.800%
Floor 1.925%
06/15/2035
1.896%   6,500,000 6,486,857
BX Trust(a),(b)
Series 2018-GW Class D
1-month USD LIBOR + 1.770%
Floor 1.770%
05/15/2037
1.866%   3,830,000 3,825,334
Series 2018-GW Class E
1-month USD LIBOR + 1.970%
Floor 1.970%
05/15/2035
2.066%   7,000,000 6,989,067
 
2 Columbia Quality Income Fund  | Quarterly Report 2021

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
BX Trust(a)
Series 2019-OC11 Class E
12/09/2041 4.076%   5,000,000 5,231,930
CHT Mortgage Trust(a),(b)
Series 2017-CSMO Class C
1-month USD LIBOR + 1.500%
Floor 1.350%
11/15/2036
1.596%   3,000,000 3,003,753
Series 2017-CSMO Class D
1-month USD LIBOR + 2.250%
Floor 2.100%
11/15/2036
2.346%   23,245,000 23,281,295
Series 2017-CSMO Class E
1-month USD LIBOR + 3.000%
Floor 3.000%
11/15/2036
3.096%   3,675,000 3,680,741
Credit Suisse Mortgage Capital Certificates OA LLC(a)
Subordinated Series 2014-USA Class D
09/15/2037 4.373%   11,260,000 10,721,912
Subordinated Series 2014-USA Class E
09/15/2037 4.373%   10,400,000 9,384,217
Subordinated Series 2014-USA Class F
09/15/2037 4.373%   4,050,000 3,131,925
Extended Stay America Trust(a),(b)
Series 2021-ESH Class D
1-month USD LIBOR + 2.250%
Floor 2.250%
07/15/2038
2.343%   6,000,000 6,044,981
Hilton USA Trust(a),(e)
Series 2016-HHV Class D
11/05/2038 4.333%   8,395,000 9,075,761
Series 2016-HHV Class F
11/05/2038 4.333%   15,500,000 15,762,049
Hilton USA Trust(a)
Subordinated Series 2016-SFP Class D
11/05/2035 4.927%   5,000,000 5,043,730
Subordinated Series 2016-SFP Class F
11/05/2035 6.155%   8,700,000 8,797,759
Morgan Stanley Capital I Trust(a),(e)
Series 2019-MEAD Class D
11/10/2036 3.283%   5,500,000 5,485,218
Progress Residential Trust(a)
Series 2018-SF3 Class B
10/17/2035 4.079%   21,000,000 21,045,822
Series 2019-SFR1 Class E
08/17/2035 4.466%   5,470,000 5,542,160
Series 2019-SFR4 Class E
10/17/2036 3.435%   11,000,000 11,199,671
Commercial Mortgage-Backed Securities - Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Series 2020-SFR1 Class E
04/17/2037 3.032%   8,000,000 8,202,094
Subordinated Series 2019-SFR2 Class E
05/17/2036 4.142%   14,140,000 14,423,313
Subordinated Series 2019-SFR3 Class E
09/17/2036 3.369%   5,000,000 5,131,800
RETL(a),(b)
Subordinated Series 2019-RVP Class C
1-month USD LIBOR + 2.100%
Floor 2.100%
03/15/2036
2.196%   3,731,734 3,722,411
SFO Commercial Mortgage Trust(a),(b)
Subordinated Series 2021-555 Class B
1-month USD LIBOR + 1.500%
Floor 1.500%
05/15/2038
1.596%   7,000,000 7,028,418
Subordinated Series 2021-555 Class C
1-month USD LIBOR + 1.800%
Floor 1.800%
05/15/2038
1.896%   6,500,000 6,530,443
Wells Fargo Commercial Mortgage Trust(a),(b)
Series 2021-FCMT Class D
1-month USD LIBOR + 3.500%
Floor 3.500%
05/15/2031
3.596%   6,225,000 6,226,957
Total Commercial Mortgage-Backed Securities - Non-Agency
(Cost $211,722,501)
219,383,082
Residential Mortgage-Backed Securities - Agency 66.2%
Federal Home Loan Mortgage Corp.
04/01/2022 6.500%   923 927
10/01/2024-
04/01/2040
5.000%   4,997,038 5,700,946
06/01/2030 5.500%   2,248,101 2,508,558
08/01/2035-
08/01/2051
2.000%   89,092,301 91,500,846
04/01/2041-
11/01/2048
4.000%   30,643,625 33,677,333
08/01/2041 4.500%   2,939,691 3,302,800
03/01/2042-
11/01/2046
3.500%   40,254,955 43,709,338
11/01/2043-
01/01/2050
3.000%   42,608,112 44,990,736
02/01/2051 2.500%   28,474,817 29,967,067
Federal Home Loan Mortgage Corp.(g)
06/01/2044 3.500%   6,868,317 7,477,592
Federal Home Loan Mortgage Corp.(b),(f)
CMO Series 264 Class S1
-1.0 x 1-month USD LIBOR + 5.950%
Cap 5.950%
07/15/2042
5.855%   4,966,466 783,469
 
Columbia Quality Income Fund  | Quarterly Report 2021
3

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 318 Class S1
-1.0 x 1-month USD LIBOR + 5.950%
Cap 5.950%
11/15/2043
5.855%   6,689,294 1,216,954
CMO Series 3913 Class SW
-1.0 x 1-month USD LIBOR + 6.600%
Cap 6.600%
09/15/2040
6.505%   145,297 3,147
CMO Series 4174 Class SB
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
05/15/2039
6.105%   974,442 10,604
CMO Series 4183 Class AS
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
04/15/2039
6.055%   1,029,409 34,217
CMO Series 4286 Class NS
-1.0 x 1-month USD LIBOR + 5.900%
Cap 5.900%
12/15/2043
5.805%   2,910,242 597,660
CMO Series 4594 Class SA
-1.0 x 1-month USD LIBOR + 5.950%
Cap 5.950%
06/15/2046
5.855%   5,982,502 1,237,914
CMO Series 4935 Class JS
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
12/25/2049
5.966%   10,580,479 2,222,426
CMO Series 4965 Class KS
1-month USD LIBOR + 5.850%
Cap 5.850%
04/25/2050
5.766%   7,809,749 1,451,113
CMO Series 4987 Class KS
-1.0 x 1-month USD LIBOR + 6.080%
Cap 6.080%
06/25/2050
5.996%   15,112,747 3,465,425
CMO Series 4993 Class MS
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
07/25/2050
5.966%   18,810,361 4,951,756
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO STRIPS Series 309 Class S4
-1.0 x 1-month USD LIBOR + 5.970%
Cap 5.970%
08/15/2043
5.875%   6,804,100 1,208,984
CMO STRIPS Series 326 Class S1
-1.0 x 1-month USD LIBOR + 6.000%
Cap 6.000%
03/15/2044
5.905%   2,558,746 439,001
Federal Home Loan Mortgage Corp.(f)
CMO Series 304 Class C69
12/15/2042 4.000%   2,030,573 359,358
CMO Series 3800 Class HI
01/15/2040 4.500%   332,271 2,477
CMO Series 4120 Class AI
11/15/2039 3.500%   917,195 22,697
CMO Series 4122 Class JI
12/15/2040 4.000%   1,046,291 58,112
CMO Series 4139 Class CI
05/15/2042 3.500%   2,804,198 303,901
CMO Series 4147 Class CI
01/15/2041 3.500%   2,931,263 158,793
CMO Series 4148 Class BI
02/15/2041 4.000%   952,789 40,697
CMO Series 4177 Class IY
03/15/2043 4.000%   5,222,872 839,692
CMO Series 4182 Class DI
05/15/2039 3.500%   64,987 6
CMO Series 4215 Class IL
07/15/2041 3.500%   808,569 33,260
Federal Home Loan Mortgage Corp.(e),(f)
CMO Series 4068 Class GI
09/15/2036 1.903%   4,350,274 303,474
CMO Series 4107 Class KS
06/15/2038 1.917%   4,178,064 244,199
CMO Series 4620 Class AS
11/15/2042 1.707%   5,954,365 377,053
Federal National Mortgage Association
09/01/2022-
09/01/2036
6.500%   2,007,236 2,335,055
11/01/2022-
07/01/2023
6.000%   45,402 47,172
04/01/2029-
09/01/2041
5.000%   22,042,981 25,112,014
04/01/2033-
04/01/2041
5.500%   1,365,765 1,591,272
11/01/2034-
07/01/2048
3.500%   72,438,576 78,324,134
 
4 Columbia Quality Income Fund  | Quarterly Report 2021

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
03/01/2036-
08/01/2041
4.500%   14,429,888 16,107,887
06/01/2036-
05/01/2051
2.000%   221,380,153 226,105,940
02/01/2041-
01/01/2042
4.000%   13,591,025 14,988,885
11/01/2046-
11/01/2050
3.000%   127,288,200 135,989,527
10/01/2050-
08/01/2051
2.500%   102,450,477 107,034,446
CMO Series 2017-72 Class B
09/25/2047 3.000%   7,262,446 7,703,855
Federal National Mortgage Association(b),(f)
CMO Series 2005-74 Class NI
-1.0 x 1-month USD LIBOR + 6.080%
Cap 6.080%
05/25/2035
5.996%   7,176,717 872,667
CMO Series 2007-54 Class DI
-1.0 x 1-month USD LIBOR + 6.100%
Cap 6.100%
06/25/2037
6.016%   6,337,630 1,307,589
CMO Series 2013-97 Class SB
-1.0 x 1-month USD LIBOR + 6.100%
Cap 6.100%
06/25/2032
6.011%   2,503,204 194,022
CMO Series 2014-93 Class ES
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
01/25/2045
6.066%   10,470,911 2,081,968
CMO Series 2016-101 Class SK
-1.0 x 1-month USD LIBOR + 5.950%
Cap 5.950%
01/25/2047
5.866%   19,760,739 4,790,187
CMO Series 2016-37 Class SA
-1.0 x 1-month USD LIBOR + 5.850%
Cap 5.850%
06/25/2046
5.766%   12,623,417 2,786,431
CMO Series 2016-42 Class SB
-1.0 x 1-month USD LIBOR + 6.000%
Cap 6.000%
07/25/2046
5.916%   17,999,057 3,966,386
CMO Series 2017-3 Class SA
-1.0 x 1-month USD LIBOR + 6.000%
Cap 6.000%
02/25/2047
5.916%   16,070,810 3,569,171
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2017-51 Class SC
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
07/25/2047
6.066%   12,504,470 3,064,549
CMO Series 2017-72 Class S
-1.0 x 1-month USD LIBOR + 3.950%
Cap 2.750%
09/25/2047
2.750%   42,718,374 4,678,136
CMO Series 2017-90 Class SP
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
11/25/2047
6.066%   9,648,138 2,345,352
CMO Series 2019-33 Class SB
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
07/25/2049
5.966%   27,878,954 5,092,495
CMO Series 2019-57 Class AS
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
10/25/2049
5.966%   16,746,132 3,664,035
CMO Series 2019-77 Class SP
-1.0 x 1-month USD LIBOR + 5.950%
Cap 5.950%
01/25/2050
5.866%   21,151,728 4,085,099
CMO Series 2020-40 Class LS
-1.0 x 1-month USD LIBOR + 6.080%
Cap 6.080%
06/25/2050
5.996%   19,897,922 5,192,604
Federal National Mortgage Association(e),(f)
CMO Series 2006-5 Class N1
08/25/2034 0.000%   4,160,715 4
Federal National Mortgage Association(f)
CMO Series 2012-118 Class BI
12/25/2039 3.500%   1,599,501 16,061
CMO Series 2012-129 Class IC
01/25/2041 3.500%   3,385,995 189,893
CMO Series 2012-133 Class EI
07/25/2031 3.500%   1,048,599 42,566
CMO Series 2012-134 Class AI
07/25/2040 3.500%   3,891,462 173,882
CMO Series 2012-144 Class HI
07/25/2042 3.500%   2,547,991 278,260
CMO Series 2013-1 Class AI
02/25/2043 3.500%   2,411,649 329,175
 
Columbia Quality Income Fund  | Quarterly Report 2021
5

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2013-1 Class BI
02/25/2040 3.500%   654,929 28,005
CMO Series 2013-16
01/25/2040 3.500%   3,479,400 117,732
CMO Series 2013-41 Class IY
05/25/2040 3.500%   2,511,437 88,626
CMO Series 2013-6 Class MI
02/25/2040 3.500%   2,050,263 80,638
CMO Series 2020-55 Class MI
08/25/2050 2.500%   23,839,548 3,719,971
CMO Series 2021-3 Class TI
02/25/2051 2.500%   43,100,144 7,037,710
CMO Series 417 Class C4
02/25/2043 3.500%   9,055,181 1,555,866
Federal National Mortgage Association REMICS(f)
CMO Series 2021-13 Class IO
03/25/2051 3.000%   16,832,637 3,082,743
CMO Series 2021-54 Class LI
04/25/2049 2.500%   24,771,008 2,891,277
Government National Mortgage Association
12/15/2031-
02/15/2032
6.500%   159,713 180,052
01/15/2039-
08/20/2040
5.000%   6,212,428 7,051,842
04/20/2051-
05/20/2051
2.500%   86,389,553 89,686,161
Government National Mortgage Association(g)
04/20/2048 4.500%   13,508,842 14,461,249
Government National Mortgage Association(f)
CMO Series 2012-121 Class PI
09/16/2042 4.500%   4,054,588 666,897
CMO Series 2012-129 Class AI
08/20/2037 3.000%   2,563,938 76,866
CMO Series 2014-131 Class EI
09/16/2039 4.000%   7,165,390 466,167
CMO Series 2015-175 Class AI
10/16/2038 3.500%   15,246,721 1,346,595
CMO Series 2019-129 Class AI
10/20/2049 3.500%   34,755,008 3,853,628
CMO Series 2020-104 Class IY
07/20/2050 3.000%   26,011,905 3,654,891
CMO Series 2020-129 Class YI
09/20/2050 2.500%   31,103,925 4,064,984
CMO Series 2020-138 Class IN
09/20/2050 2.500%   14,333,965 2,532,826
CMO Series 2020-138 Class JI
09/20/2050 2.500%   35,478,226 4,277,521
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2020-142 Class GI
09/20/2050 3.000%   12,294,861 1,557,410
CMO Series 2020-175 Class KI
11/20/2050 2.500%   24,210,009 3,491,267
CMO Series 2020-185 Class KI
12/20/2050 2.500%   41,717,815 5,966,298
CMO Series 2020-188 Class KI
12/20/2050 2.500%   43,800,988 5,857,059
CMO Series 2020-191 Class TI
12/20/2050 2.500%   11,613,510 1,668,533
CMO Series 2020-191 Class UC
12/20/2050 4.000%   22,936,892 3,824,917
CMO Series 2021-1 Class IB
01/20/2051 2.500%   25,192,620 3,189,534
CMO Series 2021-111 Class AI
06/20/2051 2.500%   25,562,121 3,268,866
CMO Series 2021-119 Class LI
07/20/2051 3.000%   25,203,875 4,039,513
CMO Series 2021-27 Class IN
02/20/2051 2.500%   16,311,445 1,936,953
CMO Series 2021-67 Class GI
04/20/2051 3.000%   26,776,287 3,734,561
CMO Series 2021-8 Class IO
01/20/2051 3.000%   46,712,103 7,307,291
CMO Series 2021-9 Class DI
01/20/2051 2.500%   23,775,887 3,236,200
CMO Series 2021-9 Class MI
01/20/2051 2.500%   28,968,784 3,534,403
Government National Mortgage Association(b),(f)
CMO Series 2014-131 Class BS
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
09/16/2044
6.105%   11,656,492 2,811,178
CMO Series 2017-170 Class QS
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
11/20/2047
6.112%   10,204,030 2,450,637
CMO Series 2018-1 Class SA
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
01/20/2048
6.112%   12,413,863 2,515,205
CMO Series 2018-105 Class SA
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
08/20/2048
6.112%   9,253,629 1,478,695
 
6 Columbia Quality Income Fund  | Quarterly Report 2021

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2018-139 Class KS
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
10/20/2048
6.062%   5,704,740 1,319,258
CMO Series 2018-155 Class LS
-1.0 x 1-month USD LIBOR + 6.150%
Cap 6.150%
11/20/2048
6.062%   12,412,519 2,035,133
CMO Series 2018-21 Class WS
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
02/20/2048
6.112%   10,810,437 2,323,682
CMO Series 2018-40 Class SC
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
03/20/2048
6.112%   7,156,340 1,590,703
CMO Series 2018-63 Class HS
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
04/20/2048
6.112%   7,312,264 1,564,656
CMO Series 2018-94 Class SA
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
05/20/2048
6.112%   10,771,412 2,432,238
CMO Series 2018-97 Class MS
-1.0 x 1-month USD LIBOR + 6.200%
Cap 6.200%
07/20/2048
6.112%   9,777,566 2,550,817
CMO Series 2019-119 Class GS
-1.0 x 1-month USD LIBOR + 6.100%
Cap 6.100%
09/20/2049
6.012%   14,119,967 1,483,512
CMO Series 2019-120 Class SA
-1.0 x 1-month USD LIBOR + 3.400%
Cap 3.400%
09/20/2049
3.312%   27,798,415 2,684,829
CMO Series 2019-21 Class SH
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
02/20/2049
5.962%   11,072,519 1,886,074
Residential Mortgage-Backed Securities - Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2019-23 Class SQ
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
02/20/2049
5.962%   9,378,843 2,317,407
CMO Series 2019-43 Class SE
-1.0 x 1-month USD LIBOR + 6.100%
Cap 6.100%
04/20/2049
6.012%   19,199,365 3,147,657
CMO Series 2019-52 Class AS
-1.0 x 1-month USD LIBOR + 6.050%
Cap 6.050%
04/16/2049
5.955%   18,350,205 5,096,441
CMO Series 2019-92 Class SD
-1.0 x 1-month USD LIBOR + 6.100%
Cap 6.100%
07/20/2049
6.012%   25,166,374 4,929,952
CMO Series 2020-104 Class SA
-1.0 x 1-month USD LIBOR + 6.200%
07/20/2050
6.112%   18,664,999 3,560,324
CMO Series 2020-125 Class AS
-1.0 x 1-month USD LIBOR + 6.250%
Cap 6.250%
08/20/2050
6.162%   25,259,574 5,719,427
Government National Mortgage Association(d),(f),(h)
CMO Series 2021-140 Class IJ
08/20/2051 3.000%   46,000,000 6,468,750
Government National Mortgage Association TBA(i)
09/21/2051 2.000%   40,000,000 40,837,500
09/21/2051 3.000%   47,000,000 49,133,359
Uniform Mortgage-Backed Security TBA(i)
09/16/2036-
09/14/2051
3.000%   74,000,000 77,675,860
09/14/2051 2.500%   44,000,000 45,711,875
09/14/2051 3.500%   62,500,000 66,113,281
09/14/2051 4.000%   40,000,000 42,846,026
Total Residential Mortgage-Backed Securities - Agency
(Cost $1,519,578,861)
1,533,482,779
Residential Mortgage-Backed Securities - Non-Agency 18.9%
Ajax Mortgage Loan Trust(a),(e)
CMO Series 2021-B Class A
06/25/2066 2.239%   7,137,384 7,128,727
Bayview Opportunity Master Fund IVb Trust(a)
Subordinated CMO Series 2016-SPL2 Class B3
06/28/2053 5.500%   6,983,050 7,568,975
 
Columbia Quality Income Fund  | Quarterly Report 2021
7

Portfolio of Investments   (continued)
Columbia Quality Income Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Bellemeade Re Ltd.(a),(b)
CMO Series 2018-3A Class M1B
1-month USD LIBOR + 1.850%
Floor 1.850%
10/25/2028
1.934%   8,731,543 8,742,503
CMO Series 2019-1A Class M1B
1-month USD LIBOR + 1.750%
Floor 1.750%
03/25/2029
1.834%   10,000,000 10,034,938
CMO Series 2019-3A Class M1B
1-month USD LIBOR + 1.600%
Floor 1.600%
07/25/2029
1.684%   19,000,000 19,047,485
CMO Series 2019-3A Class M1C
1-month USD LIBOR + 1.950%
Floor 1.950%
07/25/2029
2.034%   6,299,000 6,298,997
CMO Series 2019-4A Class M1C
1-month USD LIBOR + 2.500%
Floor 2.500%
10/25/2029
2.584%   5,000,000 4,999,996
BVRT Financing Trust(a),(b),(d)
CMO Series 2020-CRT1 Class M3
1-month USD LIBOR + 4.000%
07/10/2032
4.077%   9,000,000 9,045,000
CMO Series 2021-2F Class M1
30-day Average SOFR + 1.550%
Floor 1.550%
01/10/2032
1.588%   802,481 802,481
CMO Series 2021-3F Class M2
30-day Average SOFR + 2.900%
Floor 2.900%
07/12/2033
3.100%   10,000,000 10,000,000
BVRT Financing Trust(a),(b)
CMO Series 2021-1F Class M1
30-day Average SOFR + 1.550%
Floor 1.550%
03/15/2038
1.588%   2,368,377 2,368,528
CMO Series 2021-1F Class M2
30-day Average SOFR + 2.050%
Floor 2.050%
03/15/2038
2.088%   6,800,000 6,800,879
BVRT Financing Trust(a),(b),(d),(h)
CMO Series 2021-CRT1 Class M2
1-month USD LIBOR + 2.250%
Floor 2.250%
01/10/2033
2.350%   5,321,485 5,341,440
CMO Series 2021-CRT1 Class M3
1-month USD LIBOR + 2.750%
Floor 3.000%
01/10/2033
3.000%   16,500,000 16,582,500
Residential Mortgage-Backed Securities - Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CHL GMSR Issuer Trust(a),(b)
CMO Series 2018-GT1 Class A
1-month USD LIBOR + 1.000%
05/25/2023
2.834%   13,000,000 13,022,045
CIM Trust(a),(e)
CMO Series 2021-NR1 Class A1
07/25/2055 2.569%   6,586,186 6,583,212
Citigroup Mortgage Loan Trust, Inc.(a),(e)
CMO Series 2009-11 Class 1A2
02/25/2037 2.369%   320,509 321,125
CMO Series 2014-A Class B2
01/25/2035 5.497%   1,173,621 1,208,308
Citigroup Mortgage Loan Trust, Inc.(a)
CMO Series 2015-RP2 Class B2
01/25/2053 4.250%   4,112,279 4,301,404
Connecticut Avenue Securities Trust(a),(b)
CMO Series 2019-HRP1 Class M2
1-month USD LIBOR + 2.150%
11/25/2039
2.234%   4,404,320 4,379,946
CMO Series 2019-R01 Class 2B1
1-month USD LIBOR + 4.350%
Floor 4.350%
07/25/2031
4.434%   6,590,000 6,775,444
CMO Series 2020-R01 Class 1M2
1-month USD LIBOR + 2.050%
Floor 2.050%
01/25/2040
2.134%   5,833,748 5,862,205
Eagle Re Ltd.(a),(b)
CMO Series 2019-1 Class M1B
1-month USD LIBOR + 1.800%
04/25/2029
1.884%   5,233,613 5,233,615
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes(b)