# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-002132
**Filing Date:** 2023-1
**Character Count:** 67081
**Document Hash:** 72e532d170aaed5e33641500a4211296
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002132.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002132

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST 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:** 23546535

**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 Adaptive Risk Allocation Fund (Series ID: S000037262)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000114818 | Columbia Adaptive Risk Allocation Fund Class A               | CRAAX           |
| C000114819 | Columbia Adaptive Risk Allocation Fund Class C               | CRACX           |
| C000114821 | Columbia Adaptive Risk Allocation Fund Class R               | CRKRX           |
| C000114823 | Columbia Adaptive Risk Allocation Fund Institutional 2 Class | CRDRX           |
| C000114825 | Columbia Adaptive Risk Allocation Fund Institutional Class   | CRAZX           |
| C000147083 | Columbia Adaptive Risk Allocation Fund Advisor Class         | CARRX           |
| C000147084 | Columbia Adaptive Risk Allocation Fund Institutional 3 Class | CARYX           |

## 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 Adaptive Risk Allocation Fund

- **b. EDGAR series identifier (if any):** S000037262

- **c. LEI of Series:** OBEXP9BA3ACEEBWUNT09

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4172412608.86

**Total Liabilities:** $309455837.12

**Net Assets:** $3862956771.74

**Delayed Delivery Securities:** $299842761.24

**Cash Not Reported:** $6703349.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 421578.871000000000 | **1-Year:** 3047.746600000000 | **5-Year:** 206429.143600000000 | **10-Year:** 775289.691200000000 | **30-Year:** 36152.111200000000

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

- **3-Month:** 5733.360200000000 | **1-Year:** 0.000000000000 | **5-Year:** 261311.304400000000 | **10-Year:** 280203.724400000000 | **30-Year:** 224.148900000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000114818 | -5.32%               | 0.90%                | 3.23%                |
| Class ID C000114819 | -5.39%               | 0.71%                | 3.30%                |
| Class ID C000114821 | -5.29%               | 0.80%                | 3.28%                |
| Class ID C000114823 | -5.29%               | 0.89%                | 3.32%                |
| Class ID C000114825 | -5.31%               | 0.90%                | 3.22%                |
| Class ID C000147083 | -5.30%               | 0.90%                | 3.22%                |
| Class ID C000147084 | -5.39%               | 1.01%                | 3.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4522118.64             | $-163659288.53                             |
| Month 2  | $-21949581.51            | $20614785.39                               |
| Month 3  | $-9336357.96             | $125371613.07                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     74000000 | PA      | $64524531.62   | 1.67%             | 2028-10-31      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CDG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     43400000 | PA      | $38978625.00   | 1.01%             | 2026-10-31      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     26522000 | PA      | $21951099.06   | 0.57%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    140310000 | PA      | $123067217.11  | 3.19%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     97447000 | PA      | $92384324.32   | 2.39%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WELLTOWER INC                              | Welltower Inc                       | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        63707 | NS      | $4525108.21    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE 3.15% 7/25/2032 (FTIPS)      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     14254451 | PA      | $19594474.75   | 0.51%             | 2032-07-25      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN (KINGDOM OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      7234000 | PA      | $9149703.78    | 0.24%             | 2041-07-30      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | ITALY 3.10% 9/15/2026 (FTIPS)       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     18796181 | PA      | $21481992.02   | 0.56%             | 2026-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                      | AUSTRIA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     13773000 | PA      | $14123983.32   | 0.37%             | 2034-05-23      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE .25% 7/25/2024 (FTIPS)       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8704320 | PA      | $9339576.24    | 0.24%             | 2024-07-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE (GOVT OF)                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      9583464 | PA      | $10974640.89   | 0.28%             | 2045-05-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .125% 3/22/2029 (FTIPS)          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14443051 | PA      | $18191209.50   | 0.47%             | 2029-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .125% 03/22/2044 (FTIPS)         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10320924 | PA      | $12542202.90   | 0.32%             | 2044-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .25% 03/22/2052 (FTIPS)          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     12195106 | PA      | $15376125.47   | 0.40%             | 2052-03-22      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .125% 03/22/2068 (FTIPS)         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3599893 | PA      | $4679107.26    | 0.12%             | 2068-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                | AUSTRALIA 2.0 08/21/2035 (FTIPS)    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      2984000 | PA      | $2676993.37    | 0.07%             | 2035-08-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)            | BELGIUM (KINGDOM OF)                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     16075000 | PA      | $14902938.61   | 0.39%             | 2033-04-22      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN (KINGDOM OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     18340000 | PA      | $16681048.70   | 0.43%             | 2035-07-30      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN GOVERNMENT BOND               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      9979000 | PA      | $9309979.00    | 0.24%             | 2030-10-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)     | CHINA PEOPLES REPUBLIC OF (GOVERNM  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    110000000 | PA      | $15188958.83   | 0.39%             | 2032-05-15      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| CHINA DEVELOPMENT BANK                     | CHINA DEVELOPMENT BANK              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |    110000000 | PA      | $15289633.18   | 0.40%             | 2032-07-18      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE (GOVT OF)                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     25317000 | PA      | $22289419.38   | 0.58%             | 2036-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .125% 11/22/2065 (FTIPS)         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4217738 | PA      | $5401724.22    | 0.14%             | 2065-11-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                | AUSTRALIA .75% 11/21/2027 (FTIPS)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      3996000 | PA      | $3090202.42    | 0.08%             | 2027-11-21      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK TSY 1 5/8% 2028                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10885000 | PA      | $12018112.33   | 0.31%             | 2028-10-22      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN .70% 11/30/2033 (FTIPS)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     11037674 | PA      | $11593030.46   | 0.30%             | 2033-11-30      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN .10% 03/10/2029 (FTIPS)       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1623000000 | PA      | $12832778.34   | 0.33%             | 2029-03-10      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                   | NETHERLANDS (KINGDOM OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     27200000 | PA      | $23627639.94   | 0.61%             | 2031-07-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)     | CHINA (PEOPLES REPUBLIC OF)         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38350000 | PA      | $5481360.11    | 0.14%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN (KINGDOM OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     35595000 | PA      | $31696745.79   | 0.82%             | 2030-04-30      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)     | CHINA PEOPLES REPUBLIC OF (GOVERNM  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     52200000 | PA      | $7198803.82    | 0.19%             | 2030-05-21      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                      | AUSTRIA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     26752000 | PA      | $23441076.10   | 0.61%             | 2030-02-20      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)              | GERMANY .50% 4/15/2030 (FTIPS)      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     14115953 | PA      | $15722308.19   | 0.41%             | 2030-04-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     41936000 | PA      | $36501423.63   | 0.94%             | 2030-11-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVT OF) #73                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1796000000 | PA      | $10599523.26   | 0.27%             | 2051-12-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVERNMENT OF) 20YR #178     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2072200000 | PA      | $13517722.01   | 0.35%             | 2041-09-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVERNMENT OF) 30YR #67      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2118000000 | PA      | $12378069.77   | 0.32%             | 2050-06-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN (KINGDOM OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     27072000 | PA      | $24710428.89   | 0.64%             | 2028-01-31      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK TREASURY                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3257133 | PA      | $3901507.91    | 0.10%             | 2045-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE .70% 07/25/2030 (FTIPS)      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     23282486 | PA      | $26017879.53   | 0.67%             | 2030-07-25      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      9799000 | PA      | $8310649.97    | 0.22%             | 2031-11-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVT OF) #177                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3894000000 | PA      | $25003555.60   | 0.65%             | 2041-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVERNMENT OF) 30YR #74      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2450650000 | PA      | $15684622.84   | 0.41%             | 2052-03-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVT OF) #363                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4438000000 | PA      | $31621617.42   | 0.82%             | 2031-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVERNMENT OF) 30YR #72      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1454400000 | PA      | $8610622.64    | 0.22%             | 2051-09-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVT OF) #181                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3847000000 | PA      | $26863796.29   | 0.70%             | 2042-06-20      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVT OF) #71                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2267000000 | PA      | $13446801.04   | 0.35%             | 2051-06-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                   | NETHERLANDS (KINGDOM OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     17575000 | PA      | $15608159.20   | 0.40%             | 2032-07-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JAPAN (GOVERNMENT OF)                      | JAPAN (GOVERNMENT OF) 20YR #180     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3417450000 | PA      | $23453703.95   | 0.61%             | 2042-03-20      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)            | BELGIUM (KINGDOM OF)                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     20098000 | PA      | $26016031.13   | 0.67%             | 2035-03-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | BUONI POLIENNALI DEL TES            | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     24378000 | PA      | $25669370.32   | 0.66%             | 2037-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRANCE (REPUBLIC OF)                       | FRANCE 1.80% 7/25/2040 (FTIPS)      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8345758 | PA      | $11105471.32   | 0.29%             | 2040-07-25      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | ITALY 2.55% 9/15/2041 (FTIPS)       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8125145 | PA      | $9717962.71    | 0.25%             | 2041-09-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .75% 03/22/2034 (FTIPS)          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14135779 | PA      | $19222801.34   | 0.50%             | 2034-03-22      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)            | BELGIUM (KINGDOM OF)                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     27296000 | PA      | $25497200.16   | 0.66%             | 2031-06-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN 1.0% 11/30/2030 (FTIPS)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |      6866650 | PA      | $7508819.32    | 0.19%             | 2030-11-30      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                      | AUSTRIA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     50021000 | PA      | $49443701.86   | 1.28%             | 2026-10-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                | AUSTRALIA (COMMONWEALTH OF)         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      1907000 | PA      | $1477092.61    | 0.04%             | 2040-08-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .125% 11/22/2056 (FTIPS)         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8266052 | PA      | $10213332.18   | 0.26%             | 2056-11-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | ITALY 1.30% 5/15/2028 (FTIPS)       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     15073255 | PA      | $15856688.43   | 0.41%             | 2028-05-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                   | NETHERLANDS (KINGDOM OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     46228000 | PA      | $45541352.34   | 1.18%             | 2026-07-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Citi                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |    -19052000 | OU      | $51171.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CN        |    -68622000 | OU      | $-3873.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |   -654413296 | OU      | $-898413.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HK        |    -23526000 | OU      | $-3624.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |     -4447000 | OU      | $560.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | SWISS FRANC                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |      1942000 | OU      | $-5216.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | EURO COUNTRIES                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |      5921000 | OU      | $8092.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | MEXICAN PESO                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |      2489000 | OU      | $496.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                       | SWEDISH KRONA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |       550000 | OU      | $-69.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                   | CAN 10YR BOND MAR 23                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |         -401 | NC      | $-244699.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | ITALY 2.35% 9/15/2035 (FTIPS)       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     10721725 | PA      | $12139995.64   | 0.31%             | 2035-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK 1.125% 11/22/2037 (FTIPS)        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11573928 | PA      | $16692106.79   | 0.43%             | 2037-11-22      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)             | UK .75% 11/22/2047 (FTIPS)          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8699756 | PA      | $12029506.87   | 0.31%             | 2047-11-22      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                | AUSTRALIA 3.00% 9/20/2025 (FTIPS)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |      7992000 | PA      | $7930087.91    | 0.21%             | 2025-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                 | Alexandria Real Estate Equities Inc | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        24630 | NS      | $3832674.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS                                       | UMBS  15YR TBA(REG B)               | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17248328 | PA      | $15935763.70   | 0.41%             | 2037-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                       | UMBS  15YR TBA(REG B)               | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18000000 | PA      | $16938893.16   | 0.44%             | 2037-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                       | UMBS  30YR TBA(REG A)               | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62100000 | PA      | $54955386.31   | 1.42%             | 2052-12-13      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                       | UMBS  30YR TBA(REG A)               | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45200000 | PA      | $41372125.00   | 1.07%             | 2052-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                       | UMBS  30YR TBA(REG A)               | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41440000 | PA      | $39185080.94   | 1.01%             | 2052-12-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                       | UMBS  30YR TBA(REG A)               | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43000000 | PA      | $41851093.75   | 1.08%             | 2052-12-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        77687 | NS      | $2569109.09    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        12349 | NS      | $2732216.25    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AVALONBAY COMMUNITIES INC                  | AvalonBay Communities Inc           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        21544 | NS      | $3768045.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                 | Brixmor Property Group Inc          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       123463 | NS      | $2861872.34    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        15294 | NS      | $1840327.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN GOVERNMENT BOND                   | CANADA 4.00% 12/01/2031 (FTIPS)     | CUSIP: 135087WV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2122170 | PA      | $1969801.08    | 0.05%             | 2031-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT BOND                   | CANADA 3.00% 12/01/2036 (FTIPS)     | CUSIP: 135087XQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1441136 | PA      | $1313615.63    | 0.03%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT BOND                   | CANADA 2.00% 12/01/2041 (FTIPS)     | CUSIP: 135087YK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1158787 | PA      | $976237.04     | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Centerspace                                | Centerspace                         | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        23577 | NS      | $1520716.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND              | COLUMBIA SHORT TERM CASH FUND       | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1603547930 | NS      | $1602906510.46 | 41.49%            |  |  |  | No            | 1                  | On Loan: No      |
| COLUMBIA COMMODITY STRATEGY FUND           | Columbia Commodity Strategy Fund    | CUSIP: 19766J623<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3850085 | NS      | $80312767.07   | 2.08%             |  |  |  | No            | 1                  | On Loan: No      |
| COLUMBIA SOLUTIONS CONSERVATIVE PORTFOLIO  | COLUMBIA SOLUTIONS CONSERV PORT     | CUSIP: 19767X852<br>LEI: N/A                  | Long             | EC               | RF                | US        |       670954 | NS      | $6159357.75    | 0.16%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA SOLUTIONS AGRESSIVE PORTFOLIO     | COLUMBIA SOLUTIONS AGGRES PORT      | CUSIP: 19767X860<br>LEI: N/A                  | Long             | EC               | RF                | US        |       129439 | NS      | $1109290.02    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | GNMA2 30YR TBA(REG C)               | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36350000 | PA      | $32826771.16   | 0.85%             | 2052-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | GNMA2 30YR TBA(REG C)               | CUSIP: 21H0326C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43550000 | PA      | $40426648.44   | 1.05%             | 2052-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | GNMA2 30YR TBA(REG C)               | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26220000 | PA      | $25026784.96   | 0.65%             | 2052-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix Inc                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         6820 | NS      | $4710233.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC            | Equity LifeStyle Properties Inc     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        59255 | NS      | $3935717.10    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EXTRA SPACE STORAGE INC                    | Extra Space Storage Inc             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18363 | NS      | $2950750.47    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FEDERAL RLTY INVEST TR                     | FEDERAL REALTY INVESTMENT TRUST     | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |        24309 | NS      | $2700729.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST IND REALTY TRUST INC                 | First Industrial Realty Trust Inc   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52084 | NS      | $2632846.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC          | Gaming and Leisure Properties Inc   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |        56876 | NS      | $2992246.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                  | Healthpeak Properties Inc           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |        47775 | NS      | $1254571.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HOST HOTELS & RESORTS INC                  | Host Hotels & Resorts Inc           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       152358 | NS      | $2885660.52    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| INVITATION HOMES INC                       | Invitation Homes Inc                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109475 | NS      | $3572169.25    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ITALY (REPUBLIC OF)                        | ITALY (REPUBLIC OF)                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     39808000 | PA      | $48715802.26   | 1.26%             | 2031-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LAMAR ADVERTISING CO (DELAWARE)            | Lamar Advertising Co                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        15908 | NS      | $1593027.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LIFE STORAGE INC                           | Life Storage Inc                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |        35090 | NS      | $3771824.10    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                 | Marriott International Inc/MD       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         8857 | NS      | $1464504.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PROLOGIS INC                               | Prologis Inc                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       102073 | NS      | $12023178.67   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        45952 | NS      | $2898192.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                    | SBA Communications Corp             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         3165 | NS      | $947284.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SIMON PROP GRP INC                         | Simon Property Group Inc            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        33168 | NS      | $3961585.92    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SITE CENTERS CORP                          | SITE Centers Corp                   | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |        68275 | NS      | $927857.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SUN COMMUNITIES INC                        | Sun Communities Inc                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        17390 | NS      | $2554591.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC          | Tanger Factory Outlet Centers Inc   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |        94109 | NS      | $1830420.05    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII 3.375 04/15/32 (TIPS)        | CUSIP: 912810FQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     13357214 | PA      | $15642773.93   | 0.40%             | 2032-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .75 02/15/42 (TIPS)          | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8700889 | PA      | $7458711.33    | 0.19%             | 2042-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .625 02/15/2043 (TIPS)       | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8880583 | PA      | $7330505.88    | 0.19%             | 2043-02-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .75% 02/15/2045 (TIPS)       | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7982303 | PA      | $6659097.38    | 0.17%             | 2045-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII 1.0 02/15/2048 (TIPS)        | CUSIP: 912810SB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7582806 | PA      | $6610410.92    | 0.17%             | 2048-02-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .375 07/15/2027 (TIPS)       | CUSIP: 9128282L3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     26232627 | PA      | $25065236.01   | 0.65%             | 2027-07-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .50 01/15/2028 (TIPS)        | CUSIP: 9128283R9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24555335 | PA      | $23424035.32   | 0.61%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .875 01/15/2029 (TIPS)       | CUSIP: 9128285W6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24824751 | PA      | $23991091.85   | 0.62%             | 2029-01-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     28507000 | PA      | $26237575.69   | 0.68%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .25 07/15/2029 (TIPS)        | CUSIP: 9128287D6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     22177578 | PA      | $20605589.08   | 0.53%             | 2029-07-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII 07/15/2028 .75 (TIPS)        | CUSIP: 912828Y38<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     14055427 | PA      | $13584582.82   | 0.35%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     28483500 | PA      | $25020974.53   | 0.65%             | 2029-08-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | US TII .125 07/15/2030 (TIPS)       | CUSIP: 912828ZZ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     18434259 | PA      | $16807266.56   | 0.44%             | 2030-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     26810000 | PA      | $21422865.63   | 0.55%             | 2030-08-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24922000 | PA      | $20654107.50   | 0.53%             | 2031-02-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     33248000 | PA      | $28982905.00   | 0.75%             | 2028-06-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    146295000 | PA      | $120510506.25  | 3.12%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                     | TREASURY NOTE                       | CUSIP: 91282CCY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    198285000 | PA      | $171934783.41  | 4.45%             | 2028-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan                                   | S&P500 EMINI DEC 22                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1220 | NC      | $800826.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | LONG GILT MAR 23                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          700 | NC      | $188762.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                | US DOLLARS                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | NO        |    -10396000 | OU      | $-16687.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | XX        |     -4589000 | OU      | $-5374.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        | -27418851000 | OU      | $-1729736.85   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NZ        |      -204000 | OU      | $-3163.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |      -233000 | OU      | $-1211.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | JAPANESE YEN                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |    598379720 | OU      | $37749.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC                                       | US DOLLARS                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ZA        |    -13870000 | OU      | $507.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                   | EURO-BTP (ITALY GOVT) DEC 22        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          562 | NC      | $916276.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | JPN 10YR BOND (OSE) DEC 22          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |           68 | NC      | $-24516.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | MSCI EMER MKT INDEX (ICE) DEC 22    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         2159 | NC      | $7637396.52    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | MSCI EAFE INDEX DEC 22              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         -239 | NC      | $-2644355.42   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | EURO-OAT DEC 22                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          525 | NC      | $-1018046.62   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | EURO-BOBL DEC 22                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           90 | NC      | $-245509.61    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | S&P/TSE 60 INDEX DEC 22             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |           70 | NC      | $492376.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | RUSSELL 2000 EMINI CME DEC 22       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          618 | NC      | $345625.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | EURO-BUND DEC 22                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          257 | NC      | $-1131749.71   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SPAIN (KINGDOM OF)                         | SPAIN (KINGDOM OF)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |     16377000 | PA      | $21321591.53   | 0.55%             | 2032-07-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Standard Chartered                         | US DOLLARS                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | CN        |   -250029000 | OU      | $-45173.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                   | US 10YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          901 | NC      | $804875.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS                                        | US DOLLARS                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |    -24387000 | OU      | $-123260.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | US DOLLARS                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |     -7512000 | OU      | $49020.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | US DOLLARS                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |   -107864265 | OU      | $-1530414.08   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | AUSTRALIA DOLLAR                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |      2282000 | OU      | $11533.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | CANADIAN DOLLAR                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |     27272000 | OU      | $-175439.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | DANISH KRONA                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | DK        |      3816000 | OU      | $606.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                        | BRITISH POUND                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |      3464000 | OU      | $60920.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                   | EURO BUXL 30YR BOND DEC 22          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           43 | NC      | $541422.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | US ULTRA 10YR NOTE MAR 23           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         3418 | NC      | $4077885.92    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                   | AUST 10YR BOND DEC 22               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |          278 | NC      | $261509.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                             | ICE: (CDX.EM.38.V1)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -83672000 | OU      | $-4587190.22   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | ICE: (CDX.NA.IG.39.V1)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -75618000 | OU      | $797873.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | ICE: (CDX.NA.HY.39.V1)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -152156000 | OU      | $2710561.76    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer