# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-018339
**Filing Date:** 2023-3
**Character Count:** 103132
**Document Hash:** 3210d8042946635d04697e362a1aeafa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018339.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018339

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757
- **IRS NUMBER:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 23766583

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

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

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

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

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

## Series and Classes Contracts Data

### Columbia Ultra Short Term Bond Fund (Series ID: S000027194)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000082083 | Columbia Ultra Short Term Bond Fund Institutional 3 Class | CMGUX           |
| C000206531 | Columbia Ultra Short Term Bond Fund Advisor Class         | CUSHX           |
| C000206532 | Columbia Ultra Short Term Bond Fund Institutional Class   | CUSBX           |
| C000210388 | Columbia Ultra Short Term Bond Fund Class A               | CUSOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Ultra Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000027194

- **c. LEI of Series:** 549300JV121JJZBJ3L59

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2056441080.22

**Total Liabilities:** $15128963.67

**Net Assets:** $2041312116.55

**Cash Not Reported:** $96315.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3399.637700000000 | **1-Year:** 123542.020000000000 | **5-Year:** 5433.807800000000 | **10-Year:** 527.478800000000 | **30-Year:** 1813.599800000000

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

- **3-Month:** 107.296300000000 | **1-Year:** 1601.249700000000 | **5-Year:** 27257.291000000000 | **10-Year:** 9530.815800000000 | **30-Year:** 30199.136800000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082083 | 0.44%                | 0.36%                | 0.70%                |
| Class ID C000206531 | 0.44%                | 0.35%                | 0.70%                |
| Class ID C000206532 | 0.44%                | 0.24%                | 0.81%                |
| Class ID C000210388 | 0.43%                | 0.34%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2162058.38             | $8614751.64                                |
| Month 2  | $-1781993.73             | $3024092.58                                |
| Month 3  | $-1298662.03             | $11607744.30                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                            | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP                          | FFCB                               | CUSIP: 3133EM6Z0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2006510.34   | 0.10%             | 2023-12-08      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                          | FFCB                               | CUSIP: 3133ENNK2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2900000 | PA      | $2897194.22   | 0.14%             | 2024-02-09      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GC14                       | GSMS_13-GC14                       | CUSIP: 36198FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13010369 | PA      | $12922253.67  | 0.63%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                  | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10741000 | PA      | $10839517.74  | 0.53%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | GILEAD SCIENCES INC                | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4012085.14   | 0.20%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                     | GOLDMAN SACHS GROUP INC            | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20205052.40  | 0.99%             | 2023-11-29      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                           | HCA INC                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9235574.74   | 0.45%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1             | NZES_20-PLS1                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3489397 | PA      | $3188966.20   | 0.16%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                            | IBM CORP                           | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3478951.94   | 0.17%             | 2024-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-3A                                 | DTAOT_19-3A                        | CUSIP: 26253KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19375000 | PA      | $19070250.63  | 0.93%             | 2026-08-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                            | ERAC USA FINANCE LLC               | CUSIP: 26884TAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11035000 | PA      | $10809466.23  | 0.53%             | 2023-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                | EL PASO PIPELINE PARTNERS OP       | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1698405.17   | 0.08%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | ENABLE MIDSTREAM PARTNERS LP       | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6193102.86   | 0.30%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | ENBRIDGE INC                       | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8708000 | PA      | $8454490.27   | 0.41%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_21-1A        | ARIVO_21-1A                        | CUSIP: 04047AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4396728 | PA      | $4219691.52   | 0.21%             | 2027-01-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC AELF_21-1A                  | AELF_21-1A                         | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4177748 | PA      | $4058987.53   | 0.20%             | 2026-05-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                      | AESOP_17-2A                        | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11447667 | PA      | $11421812.20  | 0.56%             | 2024-03-20      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                        | BAE SYSTEMS HOLDINGS INC           | CUSIP: 05523UAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4546642.28   | 0.22%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BBVA USA                                                        | BBVA USA                           | CUSIP: 05552JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10163722.38  | 0.50%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_21-1                              | BMWLT_21-1                         | CUSIP: 05591RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6360000 | PA      | $6231718.16   | 0.31%             | 2024-07-25      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | BANK OF AMERICA CORP               | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20577000 | PA      | $20457241.86  | 1.00%             | 2024-05-28      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | BANK OF MONTREAL                   | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  11850000 | PA      | $11937444.94  | 0.58%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_20-1                                  | CCG_20-1                           | CUSIP: 12509DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6343183 | PA      | $6205710.00   | 0.30%             | 2027-12-14      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                              | CARMX_19-2                         | CUSIP: 14316LAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244732 | PA      | $1236765.22   | 0.06%             | 2024-12-16      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                    | CAALT_20-2A                        | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210349 | PA      | $1200182.07   | 0.06%             | 2029-07-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL USA AUTO RECEIVABLES TRUST CRUSA_21-1A             | CRUSA_21-1A                        | CUSIP: 22551EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2152411 | PA      | $2105038.98   | 0.10%             | 2027-02-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                          | FFCB                               | CUSIP: 3133ENJQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2575000 | PA      | $2573527.77   | 0.13%             | 2023-12-27      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-2                     | FIAOT_21-2A                        | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10570984 | PA      | $10235677.31  | 0.50%             | 2027-03-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                      | FIVE CORNERS FUNDING TRUST         | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10605000 | PA      | $10519962.32  | 0.52%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-1                            | FCAT_21-1                          | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594505 | PA      | $592597.45    | 0.03%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_21-3                            | FCAT_21-3                          | CUSIP: 33846QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12560961 | PA      | $12220109.61  | 0.60%             | 2027-07-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                         | FORDR_19-1                         | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18625000 | PA      | $18334870.93  | 0.90%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_19-A                         | FORDO_19-A                         | CUSIP: 34533FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14100000 | PA      | $14087945.91  | 0.69%             | 2024-10-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_22-1        | FCRT_22-1                          | CUSIP: 35105JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760066 | PA      | $1734343.12   | 0.08%             | 2025-09-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                     | STACR_22-HQA1                      | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7976097 | PA      | $7986563.47   | 0.39%             | 2042-03-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-1A                           | GCAR_21-1A                         | CUSIP: 36261AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1102867.54   | 0.05%             | 2027-01-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_20-4A                           | GCAR_20-4A                         | CUSIP: 36261EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125552 | PA      | $3075119.21   | 0.15%             | 2025-11-17      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-2A                           | GCAR_21-2A                         | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6323079 | PA      | $6253427.67   | 0.31%             | 2025-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10169000 | PA      | $10061898.97  | 0.49%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | EVERSOURCE ENERGY                  | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9962644.00   | 0.49%             | 2023-08-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                   | EART_22-4A                         | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4287484 | PA      | $4280642.61   | 0.21%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1A                  | EART_21-1A                         | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10819094 | PA      | $10617984.03  | 0.52%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| EART_20-2A                                                      | EART_20-2A                         | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5735125 | PA      | $5712333.95   | 0.28%             | 2025-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-2                       | CACLN_20-2                         | CUSIP: 46591HAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690767 | PA      | $674131.71    | 0.03%             | 2028-02-25      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                               | LOEWS CORPORATION                  | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10673526.87  | 0.52%             | 2023-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2824081.92   | 0.14%             | 2024-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                          | MFRA_20-NQM3                       | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1262640 | PA      | $1121148.41   | 0.05%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_17-1A                                     | MVWOT_17-1A                        | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340059 | PA      | $2293913.65   | 0.11%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                          | NXP BV                             | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10308000 | PA      | $10285138.51  | 0.50%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)                  | NATIONAL AUSTRALIA BANK LTD/NY     | CUSIP: 63254ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10099271.60  | 0.49%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                    | NEW YORK LIFE GLOBAL FUNDING       | CUSIP: 64952WDG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9781654.60   | 0.48%             | 2024-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | NEXTERA ENERGY CAPITAL HOLDINGS    | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10006000 | PA      | $9994935.97   | 0.49%             | 2024-03-21      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_20-1                | NFMOT_20-1A                        | CUSIP: 65341KBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10440000 | PA      | $10438779.56  | 0.51%             | 2025-02-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_20-1                | NFMOT_20-1A                        | CUSIP: 65341KBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7984000 | PA      | $7972564.52   | 0.39%             | 2025-02-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE INC                       | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6385487.78   | 0.31%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_21-2                              | OCTL_21-2A                         | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17270576 | PA      | $16500011.29  | 0.81%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_20-1A                             | OCTL_20-1A                         | CUSIP: 67592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9057013 | PA      | $8963350.38   | 0.44%             | 2025-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021-EBO1 BVEBO_21-1                            | BVEBO_21-1                         | CUSIP: 67647NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5640035 | PA      | $5412689.30   | 0.27%             | 2051-12-29      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                           | ONTARIO (PROVINCE OF)              | CUSIP: 68323AFC3<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |  10000000 | PA      | $9832194.60   | 0.48%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-3                                   | OPTN_22-3                          | CUSIP: 68378PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11651329 | PA      | $11639363.22  | 0.57%             | 2030-01-08      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORPORATION                 | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9832020.70   | 0.48%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                              | PPL ELECTRIC UTILITIES CORPORATION | CUSIP: 69351UAY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10752000 | PA      | $10654475.60  | 0.52%             | 2024-06-24      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-1                        | PAID_22-1                          | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26063595 | PA      | $25189680.22  | 1.23%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                               | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9831506.00   | 0.48%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B                      | SRT_21-B                           | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31669 | PA      | $31558.63     | 0.00%             | 2024-01-22      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2               | SDART_22-2                         | CUSIP: 80286MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5101216 | PA      | $5092230.93   | 0.25%             | 2026-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2               | SDART_22-2                         | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1328861.03   | 0.07%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST SRT_21-A                      | SRT_21-A                           | CUSIP: 80286TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6720132 | PA      | $6571328.85   | 0.32%             | 2024-07-22      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4               | SDART_20-4                         | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7807557 | PA      | $7720546.60   | 0.38%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                  | SHELL INTERNATIONAL FINANCE BV     | CUSIP: 822582CA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  11529000 | PA      | $11547661.65  | 0.57%             | 2023-11-13      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ  | CUSIP: 82620KAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9722177.30   | 0.48%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_21-1                                 | THRM_21-1A                         | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343693 | PA      | $3293013.54   | 0.16%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-1                                 | THRM_22-1A                         | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16522658 | PA      | $16159997.18  | 0.79%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                   | THERMO FISHER SCIENTIFIC INC       | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10001155.30  | 0.49%             | 2023-04-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                       | TORONTO-DOMINION BANK/THE          | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12075000 | PA      | $12121377.42  | 0.59%             | 2024-03-08      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                 | TYSON FOODS INC                    | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   6143000 | PA      | $6066433.03   | 0.30%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS GROUP AG                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10600000 | PA      | $10493539.22  | 0.51%             | 2025-08-05      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| USASF RECIEVABLES LLC USAUT_21_1                                | USAUT_21-1A                        | CUSIP: 90355EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116755 | PA      | $116580.69    | 0.01%             | 2024-07-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | UNION PACIFIC CORPORATION          | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7331873.55   | 0.36%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-1              | UACST_22-1                         | CUSIP: 90944DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643595 | PA      | $1641250.87   | 0.08%             | 2024-07-10      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-1                       | CACLN_21-1                         | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4995173 | PA      | $4811212.64   | 0.24%             | 2028-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-3                       | CACLN_21-3                         | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6251806 | PA      | $5950130.96   | 0.29%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-3                       | CACLN_21-3                         | CUSIP: 46591HCE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550547 | PA      | $2417358.60   | 0.12%             | 2029-02-26      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18         | JPMBB_14-C18                       | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3416841.05   | 0.17%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JP MORGAN CHASE & CO               | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20161584.40  | 0.99%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_21-2                       | CACLN_21-2                         | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772021 | PA      | $1698353.63   | 0.08%             | 2028-12-26      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                | KINDER MORGAN ENERGY PARTNERS LP   | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   8583000 | PA      | $8508307.73   | 0.42%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                           | LADAR_21-1A                        | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2604045 | PA      | $2533630.78   | 0.12%             | 2026-08-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                       | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AG4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5219000 | PA      | $5220379.23   | 0.26%             | 2023-03-10      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                       | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971891.60   | 0.24%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021-EBO1 BVEBO_22-1                            | BVEBO_22-1                         | CUSIP: 51236LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14440168 | PA      | $14113665.89  | 0.69%             | 2052-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A               | LDPT_22-A                          | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8571903 | PA      | $8527061.06   | 0.42%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| LDPT_20-REV1                                                    | LDPT_20-REV1                       | CUSIP: 52606YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3296666 | PA      | $3255371.20   | 0.16%             | 2028-10-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_21-1                         | LBZZ_21-1A                         | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12554573 | PA      | $11994045.18  | 0.59%             | 2026-06-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-B               | LDPT_21-B                          | CUSIP: 52607HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3521364 | PA      | $3499812.56   | 0.17%             | 2029-02-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| MARLIN LEASING RECEIVABLES LLC MLR_22-1A                        | MLR_22-1A                          | CUSIP: 57119HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8704623 | PA      | $8679320.98   | 0.43%             | 2023-07-20      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1                 | MBART_20-1                         | CUSIP: 58769VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $5100759.55   | 0.25%             | 2026-10-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                              | MICROCHIP TECHNOLOGY INCORPORATED  | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  10629000 | PA      | $10175564.95  | 0.50%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                     | MISSISSIPPI POWER CO               | CUSIP: 605417CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10286000 | PA      | $10118851.06  | 0.50%             | 2024-06-28      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_20-A                            | MMAF_20-A                          | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258236 | PA      | $256266.21    | 0.01%             | 2024-04-09      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                      | MONDELEZ INTERNATIONAL INC         | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   7829000 | PA      | $7604015.83   | 0.37%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C14                          | MSBAM_14-C14                       | CUSIP: 61690GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12271353.75  | 0.60%             | 2047-02-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                     | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20042296.20  | 0.98%             | 2024-05-08      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| MSBAM_13-C13                                                    | MSBAM_13-C13                       | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4885000 | PA      | $4807307.98   | 0.24%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC NMEF_21-A                                      | NMEF_21-A                          | CUSIP: 62919TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8804167 | PA      | $8700122.47   | 0.43%             | 2027-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST OSCAR_21-2A                              | OSCAR_21-2A                        | CUSIP: 68785BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140212 | PA      | $3108665.77   | 0.15%             | 2024-08-12      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-3                        | PAID_21-3                          | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14889653 | PA      | $14558030.54  | 0.71%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-5                        | PAID_21-5                          | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8039070 | PA      | $7850772.10   | 0.38%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-1                        | PAID_21-1                          | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7486151 | PA      | $7388147.00   | 0.36%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES PWNE_22-1                          | PWNE_22-1                          | CUSIP: 70410DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810673 | PA      | $810301.04    | 0.04%             | 2023-08-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                              | PIONEER NATURAL RESOURCES COMPANY  | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   8848000 | PA      | $8734526.35   | 0.43%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                 | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $9932237.73   | 0.49%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                            | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9384085 | PA      | $8585067.97   | 0.42%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10078143.71  | 0.49%             | 2024-01-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                    | PUBLIC SERVICE ENTERPRISE GROUP    | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4124532.98   | 0.20%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                            | QUEBEC (PROVINCE OF)               | CUSIP: 748149AH4<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |  10000000 | PA      | $9729884.70   | 0.48%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | ROCHE HOLDINGS INC                 | CUSIP: 771196BZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9490626.26   | 0.46%             | 2023-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_22-1                                              | ACC_22-1                           | CUSIP: 00091HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2987839 | PA      | $2973411.11   | 0.15%             | 2024-09-20      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_22-1A                                      | ACMAT_22-1A                        | CUSIP: 00091QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130161 | PA      | $1128294.38   | 0.06%             | 2029-04-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ACC AUTO TRUST AUTOC_21-A                                       | AUTOC_21-A                         | CUSIP: 00108XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2431712 | PA      | $2405746.93   | 0.12%             | 2027-04-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T INC                           | CUSIP: 00206RGD8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12126882.60  | 0.59%             | 2024-06-12      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | ABBVIE INC                         | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10475000 | PA      | $10279365.97  | 0.50%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                          | CHUBB INA HOLDINGS INC             | CUSIP: 00440EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9838932.30   | 0.48%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3          | ACAR_21-3                          | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14195000 | PA      | $13845235.20  | 0.68%             | 2027-11-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1          | ACAR_21-1                          | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189356 | PA      | $1167521.25   | 0.06%             | 2027-03-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3          | ACAR_22-3                          | CUSIP: 02528GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2844263 | PA      | $2825248.08   | 0.14%             | 2026-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3          | ACAR_20-3                          | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692026 | PA      | $1678886.24   | 0.08%             | 2026-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                            | AMERICAN ELECTRIC POWER            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9695863.20   | 0.47%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                        | AMERICAN EXPRESS COMPANY           | CUSIP: 025816BX6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12081000 | PA      | $12093338.69  | 0.59%             | 2023-08-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  10110000 | PA      | $9892430.88   | 0.48%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | AMGEN INC                          | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9664400.00   | 0.47%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                         | ASTRAZENECA FINANCE LLC            | CUSIP: 04636NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10036803.75  | 0.49%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                | BANK OF NEW YORK MELLON/THE        | CUSIP: 06406RAT4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1042443.44   | 0.05%             | 2024-04-26      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA                | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12562000 | PA      | $12498976.95  | 0.61%             | 2024-07-31      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                     | BACARDI LTD                        | CUSIP: 067316AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10175000 | PA      | $9919224.92   | 0.49%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                 | BVRT_21-3F                         | CUSIP: 07335NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6247349 | PA      | $6247348.70   | 0.31%             | 2033-07-12      | Variable      | 3.61%                 | No            |                  3 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                    | BECTON DICKINSON AND COMPANY       | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10708000 | PA      | $10499300.33  | 0.51%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_21-1A                                     | BMIR_21-1A                         | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6486566 | PA      | $6498951.72   | 0.32%             | 2031-03-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-3A                                    | BMIR_21-3A                         | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6134374 | PA      | $6012767.13   | 0.29%             | 2031-09-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | BOEING CO                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10076608.37  | 0.49%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10637728.42  | 0.52%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N2                      | CRVNA_21-N2                        | CUSIP: 14686KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459199 | PA      | $1435100.66   | 0.07%             | 2028-03-10      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N1                      | CRVNA_21-N1                        | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6437652 | PA      | $6013610.36   | 0.29%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N3                      | CRVNA_21-N3                        | CUSIP: 14687GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3183155 | PA      | $3090310.98   | 0.15%             | 2028-06-12      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                      | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10115000 | PA      | $10219607.00  | 0.50%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                          | CENTERPOINT ENERGY INC             | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7422000 | PA      | $7341978.07   | 0.36%             | 2024-05-13      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS   | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9852000 | PA      | $9907468.04   | 0.49%             | 2024-02-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                | CHEVRON USA INC                    | CUSIP: 166756AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11020000 | PA      | $11014726.38  | 0.54%             | 2023-08-11      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | CITIGROUP INC                      | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20011920.40  | 0.98%             | 2024-05-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                   | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  44281331 | NS      | $44263618.01  | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORPORATION                | CUSIP: 20030NCX7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8823000 | PA      | $8860966.07   | 0.43%             | 2024-04-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CEFI_21-A-A                                                     | CEFI_21-A                          | CUSIP: 20166QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11186482 | PA      | $10788324.53  | 0.53%             | 2027-02-16      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA     | CUSIP: 2027A0KC2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  10383000 | PA      | $10416435.75  | 0.51%             | 2024-06-04      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05             | CAS_22-R05                         | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11257855 | PA      | $11248124.56  | 0.55%             | 2042-04-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                      | COOPERATIEVE RABOBANK UA/NY        | CUSIP: 21688AAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8338738.85   | 0.41%             | 2024-01-12      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | COREBRIDGE FINANCIAL INC           | CUSIP: 21871XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10634654.47  | 0.52%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                              | CREDIT SUISSE AG/NY                | CUSIP: 22550L2J9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12375467.35  | 0.61%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                         | FEDERAL HOME LOAN BANKS            | CUSIP: 3130ATFB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6050000 | PA      | $6046851.46   | 0.30%             | 2023-04-21      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                          | FFCB                               | CUSIP: 3133ENEK2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    350000 | PA      | $349824.79    | 0.02%             | 2023-08-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-4FP                                    | FREED_22-4FP                       | CUSIP: 35634JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6831392 | PA      | $6849988.87   | 0.34%             | 2029-12-18      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-2                                    | FREED_21-2                         | CUSIP: 35635CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92372 | PA      | $92202.99     | 0.00%             | 2028-06-19      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GSMS_13-GC13                                                    | GSMS_13-GC13                       | CUSIP: 36198EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $24634130.00  | 1.21%             | 2046-07-10      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3                | GMALT_20-3                         | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034191 | PA      | $2029346.17   | 0.10%             | 2024-10-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP | GSMS_22-SHIP                       | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13725000 | PA      | $13629201.70  | 0.67%             | 2036-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11887000 | PA      | $11572758.95  | 0.57%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION/BROADCOM CA                                | BROADCOM CORP/BROADCOM CAYMAN FIN  | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10445000 | PA      | $10301058.71  | 0.50%             | 2024-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                              | CARMX_22-1                         | CUSIP: 14317CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13198357 | PA      | $13047119.48  | 0.64%             | 2025-02-18      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_19-2                                  | CCG_19-2                           | CUSIP: 12510FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49319 | PA      | $49261.84     | 0.00%             | 2027-03-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CCG_21-1                                                        | CCG_21-1                           | CUSIP: 12510KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3239252 | PA      | $3143620.09   | 0.15%             | 2027-06-14      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-EB01                     | CFMT_21-EBO1                       | CUSIP: 12530AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8553869 | PA      | $8066140.31   | 0.40%             | 2050-11-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                      | CIGNA CORP                         | CUSIP: 125523AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10362000 | PA      | $10382418.94  | 0.51%             | 2023-07-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                        | CSX CORPORATION                    | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  10394000 | PA      | $10193079.20  | 0.50%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-A                             | CPS_22-A                           | CUSIP: 12659WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3006716 | PA      | $2972659.04   | 0.15%             | 2029-04-16      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS HEALTH CORP                    | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9690128.20   | 0.47%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                           | CAMPBELL SOUP COMPANY              | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3818000 | PA      | $3813015.52   | 0.19%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                | CANADIAN IMPERIAL BANK OF COMMERCE | CUSIP: 13607RAE0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  11370000 | PA      | $11384288.79  | 0.56%             | 2023-09-13      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_16-C2          | JPMDB_16-C2                        | CUSIP: 46590LAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16957 | PA      | $16913.93     | 0.00%             | 2049-06-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-2                       | CACLN_20-2                         | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4463415 | PA      | $4358327.44   | 0.21%             | 2028-02-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| LLEND_21-1A                                                     | LLEND_21-1A                        | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897593 | PA      | $2799938.25   | 0.14%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | MAGALLANES INC                     | CUSIP: 55903VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10515443.19  | 0.52%             | 2024-03-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                              | MET LIFE GLOBAL FUNDING I          | CUSIP: 59217GEP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11639000 | PA      | $10850213.80  | 0.53%             | 2024-09-27      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA               | CUSIP: 78013XW61<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10889000 | PA      | $10907935.10  | 0.53%             | 2023-10-05      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1               | SDART_22-1                         | CUSIP: 80286EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2023982.43   | 0.10%             | 2025-11-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4               | SDART_22-4                         | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4731637 | PA      | $4718846.52   | 0.23%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                | SKANDINAVISKA ENSKILDA BANKEN AB   | CUSIP: 83051GAP3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  10203000 | PA      | $10194653.74  | 0.50%             | 2023-09-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC SCLP_22-1S                       | SCLP_22-1S                         | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10720489 | PA      | $10710235.83  | 0.52%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | STATE STREET CORPORATION           | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  10629000 | PA      | $10528403.32  | 0.52%             | 2024-12-03      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB           | CUSIP: 86959LAF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10555000 | PA      | $10370191.03  | 0.51%             | 2023-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-MOBILE USA INC                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10246528.83  | 0.50%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_22-EBO1                          | TPMT_22-EBO1                       | CUSIP: 89180EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6957515 | PA      | $6805498.17   | 0.33%             | 2052-01-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_21-SJ1                           | TPMT_21-SJ1                        | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11185587 | PA      | $10450421.99  | 0.51%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_22-SJ1                           | TPMT_22-SJ1                        | CUSIP: 89180GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20055737 | PA      | $19233995.52  | 0.94%             | 2062-03-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | TOYOTA MOTOR CREDIT CORP           | CUSIP: 89236TJG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15040000 | PA      | $14163872.17  | 0.69%             | 2024-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TAST_21-1                          | TAST_21-1A                         | CUSIP: 89615BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254515 | PA      | $1252407.56   | 0.06%             | 2024-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST TAST_22-1A                   | TAST_22-1A                         | CUSIP: 89616BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2349571 | PA      | $2329364.94   | 0.11%             | 2025-02-18      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                     | TRUIST FINANCIAL CORP              | CUSIP: 89788JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12064483.11  | 0.59%             | 2024-01-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                      | US BANCORP                         | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11620885.80  | 0.57%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                      | CUSIP: 91282CBX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21075000 | PA      | $20842022.41  | 1.02%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC             | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9286000 | PA      | $9378681.99   | 0.46%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-3                          | UPST_21-3                          | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9941280 | PA      | $9738746.01   | 0.48%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST6                         | UPSPT_21-ST6                       | CUSIP: 91680VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3229036 | PA      | $3025333.96   | 0.15%             | 2027-08-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_20-ST6                         | UPSPT_20-ST6                       | CUSIP: 91680XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1563132 | PA      | $1489949.26   | 0.07%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-1                          | UPST_21-1                          | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25752 | PA      | $25652.90     | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST2                         | UPSPT_21-ST2                       | CUSIP: 91682CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079235 | PA      | $1013389.07   | 0.05%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL1                                               | VCAT_21-NPL1                       | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1284285 | PA      | $1217811.92   | 0.06%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL4                                               | VCAT_21-NPL4                       | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27120129 | PA      | $24394851.96  | 1.20%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL5                                               | VCAT_21-NPL5                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12543746 | PA      | $11654678.92  | 0.57%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VFI CORPORATE FINANCE VFI_22-1                                  | VFI_22-1A                          | CUSIP: 91824CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8620381 | PA      | $8403253.03   | 0.41%             | 2028-03-24      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| VWH CAPITAL VCAT_21-NPL6                                        | VCAT_21-NPL6                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15507728 | PA      | $14418834.09  | 0.71%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                      | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11955071.76  | 0.59%             | 2024-03-22      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                           | VERUS_20-1                         | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    403804 | PA      | $381998.08    | 0.02%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1                  | VALET_20-1                         | CUSIP: 92868JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7425000 | PA      | $7187002.02   | 0.35%             | 2026-08-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_20-A                          | VWALT_20-A                         | CUSIP: 92868VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2965628 | PA      | $2953938.63   | 0.14%             | 2024-01-22      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NPL2                                                    | VOLT_21-NPL2                       | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11236868 | PA      | $9985692.37   | 0.49%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | WELLPOINT INC                      | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  10003000 | PA      | $9789820.27   | 0.48%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & COMPANY              | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17035412.40  | 0.83%             | 2025-05-19      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP               | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10249473.30  | 0.50%             | 2034-12-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A               | WLAKE_19-3A                        | CUSIP: 96042HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5556823 | PA      | $5516010.74   | 0.27%             | 2024-11-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A               | WLAKE_21-2A                        | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30224000 | PA      | $29192080.10  | 1.43%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                            | WESTPAC BANKING CORP               | CUSIP: 961214EB5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  11000000 | PA      | $11044822.03  | 0.54%             | 2024-02-26      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | WILLIAMS COMPANIES INC             | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $10335290.42  | 0.51%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                | WOODSIDE FINANCE LTD               | CUSIP: 980236AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2812000 | PA      | $2727064.13   | 0.13%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_20-A                         | WOSAT_20-A                         | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1656350 | PA      | $1644046.02   | 0.08%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_21-A                         | WOSAT_21-A                         | CUSIP: 98163HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22621000 | PA      | $21875070.26  | 1.07%             | 2027-03-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A                    | WOART_21-A                         | CUSIP: 98164EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852625 | PA      | $823100.59    | 0.04%             | 2026-01-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                 | XCEL ENERGY INC                    | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1144711.94   | 0.06%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                        | US 2YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -1650 | NC      | $-1021683.30  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN_20-1                       | CACLN_20-1                         | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833459 | PA      | $820939.07    | 0.04%             | 2028-01-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST XROAD_21-A                               | XROAD_21-A                         | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353351 | PA      | $351200.43    | 0.02%             | 2024-03-20      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                              | DTE ENERGY COMPANY                 | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9884728.90   | 0.48%             | 2024-11-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                  | DTAOT_20-2A                        | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2223830 | PA      | $2198341.43   | 0.11%             | 2026-03-16      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DEXT LLC DEXT_21-1                                              | DEXT_21-1                          | CUSIP: 23345CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13626332 | PA      | $13071082.28  | 0.64%             | 2028-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                  | DTAOT_22-3A                        | CUSIP: 23345RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24068530 | PA      | $24149137.47  | 1.18%             | 2026-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-1                                  | DTAOT_22-1A                        | CUSIP: 23345YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22544462 | PA      | $22202936.02  | 1.09%             | 2026-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                         | DAIMLER TRUCKS FINANCE NA          | CUSIP: 233853AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998208.80   | 0.49%             | 2024-04-05      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | JOHN DEERE CAPITAL CORP            | CUSIP: 24422EVV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9942031.20   | 0.49%             | 2024-10-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DEXT ABS DEXT_20-1                                              | DEXT_20-1                          | CUSIP: 25216AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3397958 | PA      | $3350311.75   | 0.16%             | 2027-02-16      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                   | DISCOVER BANK                      | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9571372.90   | 0.47%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                  | WALT DISNEY CO                     | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8149000 | PA      | $8013253.47   | 0.39%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | DOMINION ENERGY INC                | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002400.70  | 0.49%             | 2023-09-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                           | DUPONT DE NEMOURS INC              | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   9889000 | PA      | $9930811.48   | 0.49%             | 2023-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                         | DRIVE_20-2                         | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4115245 | PA      | $4081432.05   | 0.20%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                | DUKE ENERGY CORP                   | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10148000 | PA      | $10121558.88  | 0.50%             | 2023-06-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHF TRUST FHF_21-1                                              | FHF_21-1A                          | CUSIP: 30260WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4012113 | PA      | $3855987.68   | 0.19%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FHF TRUST FHF_21-2                                              | FHF_21-2A                          | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9125985 | PA      | $8763093.65   | 0.43%             | 2026-12-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_21-3FP                                    | FREED_21-3FP                       | CUSIP: 30322MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655423 | PA      | $3628621.23   | 0.18%             | 2028-11-20      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 3/1 HYBRID ARM               | CUSIP: 3128QLRD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24734 | PA      | $24707.50     | 0.00%             | 2036-02-01      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                         | FHLB                               | CUSIP: 3130ATCX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7000000 | PA      | $6996203.83   | 0.34%             | 2023-12-14      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-21

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer