# EDGAR Filing Document

**Accession Number:** 0001097519
**File Stem:** 0001145549-23-009102
**Filing Date:** 2023-2
**Character Count:** 378286
**Document Hash:** 8fd2375970b194098c9dec8890b8051e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009102.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009102

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001097519
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09645
- **FILM NUMBER:** 23663073

**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:** NATIONS FUNDS TRUST
- **DATE OF NAME CHANGE:** 19991022

## Series and Classes Contracts Data

### Columbia Short Term Bond Fund (Series ID: S000010777)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029788 | Columbia Short Term Bond Fund Class A               | NSTRX           |
| C000029790 | Columbia Short Term Bond Fund Class C               | NSTIX           |
| C000029791 | Columbia Short Term Bond Fund Institutional Class   | NSTMX           |
| C000079024 | Columbia Short Term Bond Fund Institutional 3 Class | CSBYX           |
| C000094638 | Columbia Short Term Bond Fund Class R               | CSBRX           |
| C000122568 | Columbia Short Term Bond Fund Advisor Class         | CMDRX           |
| C000122569 | Columbia Short Term Bond Fund Institutional 2 Class | CCBRX           |

## Nport-Ex

![](img45a63f801.jpg)

Third Quarter Report<br> December 31, 2022 (Unaudited)

![](img9ef6662e2.jpg)

Columbia Short Term Bond Fund

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

------

## Portfolio of Investments<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 25.6%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 25.6%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 25.6%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 25.6%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-1A Class B | &nbsp;&nbsp;Subordinated Series 2022-1A Class B | &nbsp;&nbsp;Subordinated Series 2022-1A Class B | &nbsp;&nbsp;Subordinated Series 2022-1A Class B |
| &nbsp;&nbsp;04/20/2029 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;8889661 |
| &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C | &nbsp;&nbsp;Subordinated Series 2022-A Class C |
| &nbsp;&nbsp;05/17/2027 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7780000 | &nbsp;&nbsp;&nbsp;&nbsp;7443685 |
| &nbsp;&nbsp;Ally Auto Receivables Trust | &nbsp;&nbsp;Ally Auto Receivables Trust | &nbsp;&nbsp;Ally Auto Receivables Trust | &nbsp;&nbsp;Ally Auto Receivables Trust |
| &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 | &nbsp;&nbsp;Series 2022-1 Class A3 |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5354082 |
| &nbsp;&nbsp;Subordinated Series 2022-3 Class A3 | &nbsp;&nbsp;Subordinated Series 2022-3 Class A3 | &nbsp;&nbsp;Subordinated Series 2022-3 Class A3 | &nbsp;&nbsp;Subordinated Series 2022-3 Class A3 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6900000 | &nbsp;&nbsp;&nbsp;&nbsp;6927492 |
| &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D |
| &nbsp;&nbsp;05/13/2026 | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2787137 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E |
| &nbsp;&nbsp;07/13/2027 | &nbsp;&nbsp;2.540% | &nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;1429103 |
| &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 04/15/2030 | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3851012 |
| &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864126 |
| &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 10/15/2030 | &nbsp;&nbsp;5.779% | 10800000 | &nbsp;&nbsp;10474121 |
| &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-4A Class BRR | &nbsp;&nbsp;Series 2013-4A Class BRR | &nbsp;&nbsp;Series 2013-4A Class BRR | &nbsp;&nbsp;Series 2013-4A Class BRR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.420%<br> Floor 1.420%<br> 01/15/2031 | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4777220 |
| &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 10/20/2027 | &nbsp;&nbsp;5.693% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2915022 |
| &nbsp;&nbsp;Series 2017-5A Class A1B | &nbsp;&nbsp;Series 2017-5A Class A1B | &nbsp;&nbsp;Series 2017-5A Class A1B | &nbsp;&nbsp;Series 2017-5A Class A1B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.250%<br> 01/20/2030 | &nbsp;&nbsp;5.493% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7666608 |
| &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A |
| &nbsp;&nbsp;03/20/2041 | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;1470774 | &nbsp;&nbsp;&nbsp;&nbsp;1353883 |
| &nbsp;&nbsp;Credito Real USA Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Credito Real USA Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Credito Real USA Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Credito Real USA Auto Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;02/16/2027 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;650978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635762 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Dext ABS LLC<sup>(a)</sup> | &nbsp;&nbsp;Dext ABS LLC<sup>(a)</sup> | &nbsp;&nbsp;Dext ABS LLC<sup>(a)</sup> | &nbsp;&nbsp;Dext ABS LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B | &nbsp;&nbsp;Subordinated Series 2020-1 Class B |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;1.920% | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3382346 |
| &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635740 |
| &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.550%<br> 07/15/2030 | &nbsp;&nbsp;5.629% | &nbsp;&nbsp;3025000 | &nbsp;&nbsp;&nbsp;&nbsp;2917561 |
| &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6050000 | &nbsp;&nbsp;&nbsp;&nbsp;5902908 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2022-6 Class B | &nbsp;&nbsp;Subordinated Series 2022-6 Class B | &nbsp;&nbsp;Subordinated Series 2022-6 Class B | &nbsp;&nbsp;Subordinated Series 2022-6 Class B |
| &nbsp;&nbsp;08/16/2027 | &nbsp;&nbsp;6.030% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3007211 |
| &nbsp;&nbsp;First Investors Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;First Investors Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;First Investors Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;First Investors Auto Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;03/16/2026 | &nbsp;&nbsp;0.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94460 |
| &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;&nbsp;&nbsp;652178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638645 |
| &nbsp;&nbsp;FREED ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;FREED ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;FREED ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;FREED ABS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1CP Class B | &nbsp;&nbsp;Subordinated Series 2021-1CP Class B | &nbsp;&nbsp;Subordinated Series 2021-1CP Class B | &nbsp;&nbsp;Subordinated Series 2021-1CP Class B |
| &nbsp;&nbsp;03/20/2028 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;&nbsp;&nbsp;464809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462262 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C | &nbsp;&nbsp;Subordinated Series 2021-2 Class C |
| &nbsp;&nbsp;06/19/2028 | &nbsp;&nbsp;1.940% | 12250000 | &nbsp;&nbsp;11904453 |
| &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-4A Class D | &nbsp;&nbsp;Subordinated Series 2020-4A Class D | &nbsp;&nbsp;Subordinated Series 2020-4A Class D | &nbsp;&nbsp;Subordinated Series 2020-4A Class D |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1524166 |
| &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 07/20/2034 | &nbsp;&nbsp;5.343% | &nbsp;&nbsp;4150000 | &nbsp;&nbsp;&nbsp;&nbsp;4051865 |
| &nbsp;&nbsp;Hertz Vehicle Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Hertz Vehicle Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Hertz Vehicle Financing LLC<sup>(a)</sup> | &nbsp;&nbsp;Hertz Vehicle Financing LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C | &nbsp;&nbsp;Series 2021-1A Class C |
| &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2700059 |
| &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> 10/20/2027 | &nbsp;&nbsp;5.693% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5396749 |
| &nbsp;&nbsp;Lendbuzz Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendbuzz Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendbuzz Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Lendbuzz Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A |
| &nbsp;&nbsp;05/17/2027 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;4472003 | &nbsp;&nbsp;&nbsp;&nbsp;4291003 |
| &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;1.070% | &nbsp;&nbsp;&nbsp;&nbsp;923752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891971 |

---

2 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 04/19/2033 | &nbsp;&nbsp;5.377% | &nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1229150 |
| &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR |
| &nbsp;&nbsp;3-month Term SOFR + 1.800%<br> Floor 1.800%<br> 10/15/2032 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;5550000 | &nbsp;&nbsp;&nbsp;&nbsp;5297941 |
| &nbsp;&nbsp;MMAF Equipment Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;MMAF Equipment Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;MMAF Equipment Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;MMAF Equipment Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 | &nbsp;&nbsp;Series 2020-A Class A3 |
| &nbsp;&nbsp;04/09/2027 | &nbsp;&nbsp;0.970% | &nbsp;&nbsp;2010000 | &nbsp;&nbsp;&nbsp;&nbsp;1864284 |
| &nbsp;&nbsp;MVW LLC<sup>(a)</sup> | &nbsp;&nbsp;MVW LLC<sup>(a)</sup> | &nbsp;&nbsp;MVW LLC<sup>(a)</sup> | &nbsp;&nbsp;MVW LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A | &nbsp;&nbsp;Series 2019-2A Class A |
| &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;2.220% | &nbsp;&nbsp;1595103 | &nbsp;&nbsp;&nbsp;&nbsp;1505606 |
| &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A |
| &nbsp;&nbsp;12/20/2034 | &nbsp;&nbsp;2.420% | &nbsp;&nbsp;1077849 | &nbsp;&nbsp;&nbsp;&nbsp;1053300 |
| &nbsp;&nbsp;NMEF Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;NMEF Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;NMEF Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;NMEF Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-A Class A2 | &nbsp;&nbsp;Series 2021-A Class A2 | &nbsp;&nbsp;Series 2021-A Class A2 | &nbsp;&nbsp;Series 2021-A Class A2 |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;0.810% | &nbsp;&nbsp;&nbsp;&nbsp;591003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583730 |
| &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A1A | &nbsp;&nbsp;Series 2018-1A Class A1A | &nbsp;&nbsp;Series 2018-1A Class A1A | &nbsp;&nbsp;Series 2018-1A Class A1A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.060%<br> Floor 1.060%<br> 01/20/2031 | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;7550000 | &nbsp;&nbsp;&nbsp;&nbsp;7456909 |
| &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.650%<br> 10/20/2030 | &nbsp;&nbsp;6.093% | 11200000 | &nbsp;&nbsp;10839987 |
| &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Partners VII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012-7A Class AR3 | &nbsp;&nbsp;Series 2012-7A Class AR3 | &nbsp;&nbsp;Series 2012-7A Class AR3 | &nbsp;&nbsp;Series 2012-7A Class AR3 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.070%<br> Floor 1.070%<br> 02/20/2034 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4881645 |
| &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;OneMain Financial Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-2A Class A | &nbsp;&nbsp;Series 2022-2A Class A | &nbsp;&nbsp;Series 2022-2A Class A | &nbsp;&nbsp;Series 2022-2A Class A |
| &nbsp;&nbsp;10/14/2034 | &nbsp;&nbsp;4.890% | 11000000 | &nbsp;&nbsp;10618946 |
| &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-3 Class A | &nbsp;&nbsp;Series 2022-3 Class A | &nbsp;&nbsp;Series 2022-3 Class A | &nbsp;&nbsp;Series 2022-3 Class A |
| &nbsp;&nbsp;01/08/2030 | &nbsp;&nbsp;7.451% | &nbsp;&nbsp;5168028 | &nbsp;&nbsp;&nbsp;&nbsp;5163501 |
| &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;1.180% | &nbsp;&nbsp;&nbsp;&nbsp;929118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915534 |
| &nbsp;&nbsp;Series 2021-2 Class NOTE | &nbsp;&nbsp;Series 2021-2 Class NOTE | &nbsp;&nbsp;Series 2021-2 Class NOTE | &nbsp;&nbsp;Series 2021-2 Class NOTE |
| &nbsp;&nbsp;01/25/2029 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3789144 | &nbsp;&nbsp;&nbsp;&nbsp;3533653 |
| &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;3340714 | &nbsp;&nbsp;&nbsp;&nbsp;3259599 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;2526563 | &nbsp;&nbsp;&nbsp;&nbsp;2436736 |
| &nbsp;&nbsp;Series 2021-HG1 Class A | &nbsp;&nbsp;Series 2021-HG1 Class A | &nbsp;&nbsp;Series 2021-HG1 Class A | &nbsp;&nbsp;Series 2021-HG1 Class A |
| &nbsp;&nbsp;01/16/2029 | &nbsp;&nbsp;1.220% | &nbsp;&nbsp;5383113 | &nbsp;&nbsp;&nbsp;&nbsp;5077453 |
| &nbsp;&nbsp;Subordinated Series 2021-HG1 Class B | &nbsp;&nbsp;Subordinated Series 2021-HG1 Class B | &nbsp;&nbsp;Subordinated Series 2021-HG1 Class B | &nbsp;&nbsp;Subordinated Series 2021-HG1 Class B |
| &nbsp;&nbsp;01/16/2029 | &nbsp;&nbsp;1.820% | &nbsp;&nbsp;&nbsp;&nbsp;851534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813536 |
| &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-5 Class A | &nbsp;&nbsp;Series 2022-5 Class A | &nbsp;&nbsp;Series 2022-5 Class A | &nbsp;&nbsp;Series 2022-5 Class A |
| &nbsp;&nbsp;06/17/2030 | &nbsp;&nbsp;8.096% | 11300000 | &nbsp;&nbsp;11306134 |
| &nbsp;&nbsp;Palmer Square Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square Loan Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Palmer Square Loan Funding Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class A1 | &nbsp;&nbsp;Series 2020-1A Class A1 | &nbsp;&nbsp;Series 2020-1A Class A1 | &nbsp;&nbsp;Series 2020-1A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 0.800%<br> Floor 0.800%<br> 02/20/2028 | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;3597869 | &nbsp;&nbsp;&nbsp;&nbsp;3572720 |
| &nbsp;&nbsp;Race Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-8A Class AR2 | &nbsp;&nbsp;Series 2013-8A Class AR2 | &nbsp;&nbsp;Series 2013-8A Class AR2 | &nbsp;&nbsp;Series 2013-8A Class AR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.040%<br> Floor 1.040%<br> 02/20/2030 | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;2808980 | &nbsp;&nbsp;&nbsp;&nbsp;2767592 |
| &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 0.450%<br> Floor 1.450%<br> 10/15/2030 | &nbsp;&nbsp;4.529% | &nbsp;&nbsp;4975000 | &nbsp;&nbsp;&nbsp;&nbsp;4729971 |
| &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A |
| &nbsp;&nbsp;03/25/2030 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2348196 | &nbsp;&nbsp;&nbsp;&nbsp;2064906 |
| &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-14A Class A2R2 | &nbsp;&nbsp;Series 2014-14A Class A2R2 | &nbsp;&nbsp;Series 2014-14A Class A2R2 | &nbsp;&nbsp;Series 2014-14A Class A2R2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 01/15/2030 | &nbsp;&nbsp;5.479% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9703600 |
| &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;3.220% | &nbsp;&nbsp;&nbsp;&nbsp;547617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543082 |
| &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3857936 |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class B | &nbsp;&nbsp;Subordinated Series 2020-1A Class B | &nbsp;&nbsp;Subordinated Series 2020-1A Class B | &nbsp;&nbsp;Subordinated Series 2020-1A Class B |
| &nbsp;&nbsp;03/20/2028 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;4900000 | &nbsp;&nbsp;&nbsp;&nbsp;4592659 |
| &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A |
| &nbsp;&nbsp;06/20/2035 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;681586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672708 |
| &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A |
| &nbsp;&nbsp;09/20/2035 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;264988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262007 |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;11/20/2037 | &nbsp;&nbsp;0.990% | &nbsp;&nbsp;&nbsp;&nbsp;957075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885583 |
| &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-ST4 Class A | &nbsp;&nbsp;Series 2020-ST4 Class A | &nbsp;&nbsp;Series 2020-ST4 Class A | &nbsp;&nbsp;Series 2020-ST4 Class A |
| &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1810522 | &nbsp;&nbsp;&nbsp;&nbsp;1728026 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 3

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A |
| &nbsp;&nbsp;01/20/2027 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1662977 | &nbsp;&nbsp;&nbsp;&nbsp;1580040 |
| &nbsp;&nbsp;Series 2021-ST10 Class A | &nbsp;&nbsp;Series 2021-ST10 Class A | &nbsp;&nbsp;Series 2021-ST10 Class A | &nbsp;&nbsp;Series 2021-ST10 Class A |
| &nbsp;&nbsp;01/20/2030 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5689282 | &nbsp;&nbsp;&nbsp;&nbsp;5389626 |
| &nbsp;&nbsp;Series 2021-ST3 Class A | &nbsp;&nbsp;Series 2021-ST3 Class A | &nbsp;&nbsp;Series 2021-ST3 Class A | &nbsp;&nbsp;Series 2021-ST3 Class A |
| &nbsp;&nbsp;05/20/2027 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1541352 | &nbsp;&nbsp;&nbsp;&nbsp;1444858 |
| &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A |
| &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;&nbsp;&nbsp;823268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805215 |
| &nbsp;&nbsp;Series 2021-2 Class A | &nbsp;&nbsp;Series 2021-2 Class A | &nbsp;&nbsp;Series 2021-2 Class A | &nbsp;&nbsp;Series 2021-2 Class A |
| &nbsp;&nbsp;06/20/2031 | &nbsp;&nbsp;0.910% | &nbsp;&nbsp;1501190 | &nbsp;&nbsp;&nbsp;&nbsp;1475638 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B |
| &nbsp;&nbsp;06/20/2031 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;1094354 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;07/20/2031 | &nbsp;&nbsp;1.660% | &nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1164059 |
| &nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust | &nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust | &nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust | &nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust |
| &nbsp;&nbsp;Series 2020-1 Class A4 | &nbsp;&nbsp;Series 2020-1 Class A4 | &nbsp;&nbsp;Series 2020-1 Class A4 | &nbsp;&nbsp;Series 2020-1 Class A4 |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;1.260% | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674936 |
| &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Westlake Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-2A Class D | &nbsp;&nbsp;Subordinated Series 2021-2A Class D | &nbsp;&nbsp;Subordinated Series 2021-2A Class D | &nbsp;&nbsp;Subordinated Series 2021-2A Class D |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;1.230% | &nbsp;&nbsp;9625000 | &nbsp;&nbsp;&nbsp;&nbsp;8765757 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $257,414,650) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $257,414,650) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $257,414,650) | &nbsp;&nbsp;**248783230** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 12.7%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 12.7%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 12.7%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 12.7%** |
| &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 05/15/2035 | &nbsp;&nbsp;5.768% | &nbsp;&nbsp;9100000 | &nbsp;&nbsp;&nbsp;&nbsp;8782707 |
| &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-DSNY Class C | &nbsp;&nbsp;Series 2018-DSNY Class C | &nbsp;&nbsp;Series 2018-DSNY Class C | &nbsp;&nbsp;Series 2018-DSNY Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 09/15/2034 | &nbsp;&nbsp;5.668% | 11500000 | &nbsp;&nbsp;&nbsp;&nbsp;11012168 |
| &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 10/15/2037 | &nbsp;&nbsp;5.568% | &nbsp;&nbsp;3650000 | &nbsp;&nbsp;&nbsp;&nbsp;3453227 |
| &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.500%<br> Floor 1.500%<br> 10/15/2037 | &nbsp;&nbsp;5.818% | &nbsp;&nbsp;1975000 | &nbsp;&nbsp;&nbsp;&nbsp;1864426 |
| &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 07/15/2035 | &nbsp;&nbsp;5.568% | 13500000 | &nbsp;&nbsp;&nbsp;&nbsp;13012515 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C |
| &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;5.700% | 6188000 | &nbsp;&nbsp;6033596 |
| &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.298%<br> Floor 1.298%<br> 10/15/2036 | &nbsp;&nbsp;5.616% | 6350000 | &nbsp;&nbsp;5910490 |
| &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.587%<br> Floor 1.587%, Cap 1.587%<br> 10/15/2036 | &nbsp;&nbsp;5.905% | 2180000 | &nbsp;&nbsp;2092968 |
| &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.887%<br> Floor 1.887%<br> 10/15/2036 | &nbsp;&nbsp;6.205% | 1931000 | &nbsp;&nbsp;1815362 |
| &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 3.050%<br> Floor 3.050%<br> 08/15/2036 | &nbsp;&nbsp;7.368% | 4406250 | &nbsp;&nbsp;4304191 |
| &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.025%<br> Floor 2.025%<br> 11/15/2038 | &nbsp;&nbsp;6.343% | 5900000 | &nbsp;&nbsp;5458096 |
| &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 07/15/2038 | &nbsp;&nbsp;7.168% | &nbsp;&nbsp;&nbsp;854168 | &nbsp;&nbsp;&nbsp;&nbsp;813649 |
| &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022-SHIP Class A | &nbsp;&nbsp;Series 2022-SHIP Class A | &nbsp;&nbsp;Series 2022-SHIP Class A | &nbsp;&nbsp;Series 2022-SHIP Class A |
| &nbsp;&nbsp;1-month Term SOFR + 0.731%<br> Floor 0.731%<br> 08/15/2036 | &nbsp;&nbsp;4.525% | 5150000 | &nbsp;&nbsp;5084859 |
| &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 12/15/2037 | &nbsp;&nbsp;5.568% | &nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;918398 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D |
| &nbsp;&nbsp;11/10/2036 | &nbsp;&nbsp;3.283% | 3675000 | &nbsp;&nbsp;3178091 |
| &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.200%<br> Floor 2.200%<br> 01/15/2036 | &nbsp;&nbsp;6.518% | 3000000 | &nbsp;&nbsp;2799837 |

---

4 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 01/15/2036 | &nbsp;&nbsp;7.068% | &nbsp;&nbsp;1125000 | &nbsp;&nbsp;&nbsp;&nbsp;1023711 |
| &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;2.183% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914375 |
| &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;2025000 | &nbsp;&nbsp;&nbsp;&nbsp;1847135 |
| &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;2.078% | &nbsp;&nbsp;1198520 | &nbsp;&nbsp;&nbsp;&nbsp;1096369 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;3.077% | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276280 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;3.874% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324387 |
| &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.834% | &nbsp;&nbsp;8200000 | &nbsp;&nbsp;&nbsp;&nbsp;7892278 |
| &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A |
| &nbsp;&nbsp;1-month Term SOFR + 1.550%<br> Floor 1.550%<br> 02/15/2039 | &nbsp;&nbsp;5.886% | 14125000 | &nbsp;&nbsp;&nbsp;&nbsp;13344516 |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.875%<br> Floor 0.875%<br> 12/15/2034 | &nbsp;&nbsp;5.193% | 16055000 | &nbsp;&nbsp;&nbsp;&nbsp;14820220 |
| &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.090%<br> Floor 2.090%, Cap 4.500%<br> 02/15/2037 | &nbsp;&nbsp;6.408% | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;1510485 |
| &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 05/15/2031 | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;1768094 |
| &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 3.500%<br> 05/15/2031 | &nbsp;&nbsp;7.818% | &nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;1410923 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $129,786,794) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $129,786,794) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $129,786,794) | &nbsp;&nbsp;**122763353** |
| &nbsp;&nbsp;**Corporate Bonds & Notes 32.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 32.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 32.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 32.2%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.6%** | &nbsp;&nbsp;**Aerospace & Defense 1.6%** | &nbsp;&nbsp;**Aerospace & Defense 1.6%** | &nbsp;&nbsp;**Aerospace & Defense 1.6%** |
| &nbsp;&nbsp;BAE Systems Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3374756 |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4063474 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;General Dynamics Corp. |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;3.750% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1906412 |
| &nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;L3Harris Technologies, Inc. |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;3.850% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1910946 |
| &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;3.200% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1878056 |
| &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826609 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978439 |
| &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210499 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**15149191** |
| &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** | &nbsp;&nbsp;**Airlines 0.2%** |
| &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278068 |
| &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/20/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740480 |
| &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/20/2026 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;444673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402338 |
| &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575589 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1996475** |
| &nbsp;&nbsp;**Automotive 0.5%** | &nbsp;&nbsp;**Automotive 0.5%** | &nbsp;&nbsp;**Automotive 0.5%** | &nbsp;&nbsp;**Automotive 0.5%** |
| &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89172 |
| &nbsp;&nbsp;Clarios Global LP<sup>(a)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(a)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(a)</sup> | &nbsp;&nbsp;Clarios Global LP<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744534 |
| &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC |
| &nbsp;&nbsp;11/17/2023 | &nbsp;&nbsp;3.370% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195538 |
| &nbsp;&nbsp;03/18/2024 | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;&nbsp;978000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966991 |
| &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279884 |
| &nbsp;&nbsp;05/28/2027 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130763 |
| &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IAA Spinco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719156 |
| &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(d)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(d)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(d)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(d)</sup> |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;522603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452947 |
| &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.125% | 1267000 | &nbsp;&nbsp;&nbsp;&nbsp;1238544 |
| &nbsp;&nbsp;ZF North America Capital, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ZF North America Capital, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ZF North America Capital, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ZF North America Capital, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/29/2025 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181615 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4999144** |
| &nbsp;&nbsp;**Banking 8.5%** | &nbsp;&nbsp;**Banking 8.5%** | &nbsp;&nbsp;**Banking 8.5%** | &nbsp;&nbsp;**Banking 8.5%** |
| &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;American Express Co. |
| &nbsp;&nbsp;11/05/2027 | &nbsp;&nbsp;5.850% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3116822 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 5

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Bank of America Corp.<sup>(e)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(e)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(e)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(e)</sup> |
| &nbsp;&nbsp;03/11/2027 | &nbsp;&nbsp;1.658% | 11000000 | &nbsp;&nbsp;&nbsp;&nbsp;9720451 |
| &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;Bank of Montreal |
| &nbsp;&nbsp;06/07/2025 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2426104 |
| &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(e)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(e)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(e)</sup> | &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(e)</sup> |
| &nbsp;&nbsp;06/13/2028 | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2869714 |
| &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) | &nbsp;&nbsp;Bank of Nova Scotia (The) |
| &nbsp;&nbsp;04/11/2025 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2409192 |
| &nbsp;&nbsp;Canadian Imperial Bank of Commerce<sup>(b)</sup> | &nbsp;&nbsp;Canadian Imperial Bank of Commerce<sup>(b)</sup> | &nbsp;&nbsp;Canadian Imperial Bank of Commerce<sup>(b)</sup> | &nbsp;&nbsp;Canadian Imperial Bank of Commerce<sup>(b)</sup> |
| &nbsp;&nbsp;3-month USD LIBOR + 0.660%<br> 09/13/2023 | &nbsp;&nbsp;5.393% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2998844 |
| &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;Citigroup, Inc. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;03/09/2026 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7250000 | &nbsp;&nbsp;&nbsp;&nbsp;7133958 |
| &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank |
| &nbsp;&nbsp;09/12/2024 | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1900257 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(e)</sup> |
| &nbsp;&nbsp;08/23/2028 | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;7250000 | &nbsp;&nbsp;&nbsp;&nbsp;6934726 |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(e)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(e)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(e)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(e)</sup> |
| &nbsp;&nbsp;03/10/2026 | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;5550000 | &nbsp;&nbsp;&nbsp;&nbsp;5215988 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(e)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(e)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(e)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(e)</sup> |
| &nbsp;&nbsp;07/25/2028 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;9800000 | &nbsp;&nbsp;&nbsp;&nbsp;9567549 |
| &nbsp;&nbsp;Morgan Stanley<sup>(e)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(e)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(e)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(e)</sup> |
| &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;6750000 | &nbsp;&nbsp;&nbsp;&nbsp;6903059 |
| &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(e)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(e)</sup> |
| &nbsp;&nbsp;12/02/2028 | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;2115671 |
| &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;Royal Bank of Canada |
| &nbsp;&nbsp;04/27/2026 | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2670255 |
| &nbsp;&nbsp;Toronto-Dominion Bank (The) | &nbsp;&nbsp;Toronto-Dominion Bank (The) | &nbsp;&nbsp;Toronto-Dominion Bank (The) | &nbsp;&nbsp;Toronto-Dominion Bank (The) |
| &nbsp;&nbsp;06/06/2025 | &nbsp;&nbsp;3.766% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2911496 |
| &nbsp;&nbsp;Truist Financial Corp.<sup>(e)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(e)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(e)</sup> | &nbsp;&nbsp;Truist Financial Corp.<sup>(e)</sup> |
| &nbsp;&nbsp;06/06/2028 | &nbsp;&nbsp;4.123% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2871977 |
| &nbsp;&nbsp;US Bancorp<sup>(e)</sup> | &nbsp;&nbsp;US Bancorp<sup>(e)</sup> | &nbsp;&nbsp;US Bancorp<sup>(e)</sup> | &nbsp;&nbsp;US Bancorp<sup>(e)</sup> |
| &nbsp;&nbsp;07/22/2028 | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1959373 |
| &nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;Wells Fargo & Co. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;06/03/2026 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6763501 |
| &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;Westpac Banking Corp. |
| &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;5.457% | &nbsp;&nbsp;2460000 | &nbsp;&nbsp;&nbsp;&nbsp;2513602 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**83002539** |
| &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** | &nbsp;&nbsp;**Building Materials 0.1%** |
| &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Beacon Roofing Supply, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789211 |
| &nbsp;&nbsp;JELD-WEN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JELD-WEN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JELD-WEN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JELD-WEN, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280258 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;286728 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1356197** |
| &nbsp;&nbsp;**Cable and Satellite 0.8%** | &nbsp;&nbsp;**Cable and Satellite 0.8%** | &nbsp;&nbsp;**Cable and Satellite 0.8%** | &nbsp;&nbsp;**Cable and Satellite 0.8%** |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74573 |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;794000 | &nbsp;&nbsp;&nbsp;&nbsp;740895 |
| &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital |
| &nbsp;&nbsp;02/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 2500000 | &nbsp;&nbsp;2469841 |
| &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;CSC Holdings LLC |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;947014 |
| &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;CSC Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;653000 | &nbsp;&nbsp;&nbsp;&nbsp;549538 |
| &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;150312 |
| &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;603967 |
| &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp;285878 |
| &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Radiate Holdco LLC/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;883000 | &nbsp;&nbsp;&nbsp;&nbsp;648954 |
| &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sirius XM Radio, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;436000 | &nbsp;&nbsp;&nbsp;&nbsp;387114 |
| &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp;483778 |
| &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;609733 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7951597** |
| &nbsp;&nbsp;**Chemicals 0.5%** | &nbsp;&nbsp;**Chemicals 0.5%** | &nbsp;&nbsp;**Chemicals 0.5%** | &nbsp;&nbsp;**Chemicals 0.5%** |
| &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;235639 |
| &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) |
| &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | 1800000 | &nbsp;&nbsp;1774479 |
| &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;572554 |
| &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;LYB International Finance III LLC |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;893934 |
| &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;837000 | &nbsp;&nbsp;&nbsp;&nbsp;827124 |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;172749 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4476479** |
| &nbsp;&nbsp;**Construction Machinery 0.3%** | &nbsp;&nbsp;**Construction Machinery 0.3%** | &nbsp;&nbsp;**Construction Machinery 0.3%** | &nbsp;&nbsp;**Construction Machinery 0.3%** |
| &nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;Caterpillar Financial Services Corp. |
| &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;975505 |

---

6 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Herc Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;456826 |
| &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;John Deere Capital Corp. |
| &nbsp;&nbsp;09/08/2025 | &nbsp;&nbsp;4.050% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;985034 |
| &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ritchie Bros. Auctioneers, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;831000 | &nbsp;&nbsp;&nbsp;&nbsp;819399 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3236764** |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.1%** |
| &nbsp;&nbsp;Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;377000 | &nbsp;&nbsp;&nbsp;&nbsp;370776 |
| &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;7.500% | 1033000 | &nbsp;&nbsp;1034474 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1405250** |
| &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** | &nbsp;&nbsp;**Consumer Products 0.1%** |
| &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;991000 | &nbsp;&nbsp;&nbsp;&nbsp;854714 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77443 |
| &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. | &nbsp;&nbsp;Spectrum Brands, Inc. |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;219702 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1151859** |
| &nbsp;&nbsp;**Diversified Manufacturing 0.7%** | &nbsp;&nbsp;**Diversified Manufacturing 0.7%** | &nbsp;&nbsp;**Diversified Manufacturing 0.7%** | &nbsp;&nbsp;**Diversified Manufacturing 0.7%** |
| &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;2.493% | 2000000 | &nbsp;&nbsp;1804058 |
| &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> | &nbsp;&nbsp;Gates Global LLC/Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;962000 | &nbsp;&nbsp;&nbsp;&nbsp;927731 |
| &nbsp;&nbsp;Siemens Financieringsmaatschappij NV<sup>(a)</sup> | &nbsp;&nbsp;Siemens Financieringsmaatschappij NV<sup>(a)</sup> | &nbsp;&nbsp;Siemens Financieringsmaatschappij NV<sup>(a)</sup> | &nbsp;&nbsp;Siemens Financieringsmaatschappij NV<sup>(a)</sup> |
| &nbsp;&nbsp;03/11/2026 | &nbsp;&nbsp;1.200% | 2000000 | &nbsp;&nbsp;1779803 |
| &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;653855 |
| &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vertical US Newco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;222385 |
| &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;996000 | &nbsp;&nbsp;1009625 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6397457** |
| &nbsp;&nbsp;**Electric 2.7%** | &nbsp;&nbsp;**Electric 2.7%** | &nbsp;&nbsp;**Electric 2.7%** | &nbsp;&nbsp;**Electric 2.7%** |
| &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;American Electric Power Co., Inc. |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;5.750% | 2000000 | &nbsp;&nbsp;2058251 |
| &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;137333 |
| &nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;CenterPoint Energy, Inc. |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;1.450% | 2250000 | &nbsp;&nbsp;1998928 |
| &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;Dominion Energy, Inc. |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;3.900% | 2000000 | &nbsp;&nbsp;1949488 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;DTE Energy Co. |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;1.050% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2038564 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;4.300% | 2110000 | &nbsp;&nbsp;&nbsp;&nbsp;2035175 |
| &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;2.900% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2303910 |
| &nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;FirstEnergy Corp. |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;1.600% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2656169 |
| &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;4.625% | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2169549 |
| &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> | &nbsp;&nbsp;NextEra Energy Operating Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600591 |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152493 |
| &nbsp;&nbsp;PPL Capital Funding, Inc. | &nbsp;&nbsp;PPL Capital Funding, Inc. | &nbsp;&nbsp;PPL Capital Funding, Inc. | &nbsp;&nbsp;PPL Capital Funding, Inc. |
| &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;3.100% | 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;2573440 |
| &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;1.750% | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;2945878 |
| &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> | &nbsp;&nbsp;Vistra Operations Co. LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264300 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488020 |
| &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. | &nbsp;&nbsp;WEC Energy Group, Inc. |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;5.150% | 1790000 | &nbsp;&nbsp;&nbsp;&nbsp;1811984 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**26184073** |
| &nbsp;&nbsp;**Environmental 0.2%** | &nbsp;&nbsp;**Environmental 0.2%** | &nbsp;&nbsp;**Environmental 0.2%** | &nbsp;&nbsp;**Environmental 0.2%** |
| &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GFL Environmental, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;833000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800973 |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159548 |
| &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516621 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1477142** |
| &nbsp;&nbsp;**Finance Companies 0.2%** | &nbsp;&nbsp;**Finance Companies 0.2%** | &nbsp;&nbsp;**Finance Companies 0.2%** | &nbsp;&nbsp;**Finance Companies 0.2%** |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. |
| &nbsp;&nbsp;01/25/2023 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317531 |
| &nbsp;&nbsp;10/25/2024 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144796 |
| &nbsp;&nbsp;06/25/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152844 |
| &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Provident Funding Associates LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223498 |
| &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;2.875% | 1077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927147 |
| &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. | &nbsp;&nbsp;Springleaf Finance Corp. |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504913 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2270729** |
| &nbsp;&nbsp;**Food and Beverage 1.5%** | &nbsp;&nbsp;**Food and Beverage 1.5%** | &nbsp;&nbsp;**Food and Beverage 1.5%** | &nbsp;&nbsp;**Food and Beverage 1.5%** |
| &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. |
| &nbsp;&nbsp;04/13/2028 | &nbsp;&nbsp;4.000% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2147588 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 7

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;4.450% | 3900000 | &nbsp;&nbsp;&nbsp;&nbsp;3786952 |
| &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC | &nbsp;&nbsp;Diageo Capital PLC |
| &nbsp;&nbsp;10/24/2027 | &nbsp;&nbsp;5.300% | 2275000 | &nbsp;&nbsp;&nbsp;&nbsp;2328205 |
| &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247731 |
| &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;3.875% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1910882 |
| &nbsp;&nbsp;Mondelez International, Inc. | &nbsp;&nbsp;Mondelez International, Inc. | &nbsp;&nbsp;Mondelez International, Inc. | &nbsp;&nbsp;Mondelez International, Inc. |
| &nbsp;&nbsp;03/17/2027 | &nbsp;&nbsp;2.625% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1816302 |
| &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> | &nbsp;&nbsp;Pilgrim's Pride Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235185 |
| &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Post Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345697 |
| &nbsp;&nbsp;Tyson Foods, Inc. | &nbsp;&nbsp;Tyson Foods, Inc. | &nbsp;&nbsp;Tyson Foods, Inc. | &nbsp;&nbsp;Tyson Foods, Inc. |
| &nbsp;&nbsp;08/15/2024 | &nbsp;&nbsp;3.950% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983862 |
| &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> | &nbsp;&nbsp;US Foods, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874847 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14677251** |
| &nbsp;&nbsp;**Gaming 0.5%** | &nbsp;&nbsp;**Gaming 0.5%** | &nbsp;&nbsp;**Gaming 0.5%** | &nbsp;&nbsp;**Gaming 0.5%** |
| &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Colt Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;5.750% | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;1097603 |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.250% | 1177000 | &nbsp;&nbsp;&nbsp;&nbsp;1145128 |
| &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. | &nbsp;&nbsp;GLP Capital LP/Financing II, Inc. |
| &nbsp;&nbsp;11/01/2023 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230244 |
| &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> | &nbsp;&nbsp;International Game Technology PLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471577 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240484 |
| &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364000 |
| &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;VICI Properties LP/Note Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2024 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507530 |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356601 |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116017 |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254768 |
| &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/30/2023 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184460 |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208673 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5177085** |
| &nbsp;&nbsp;**Health Care 1.7%** | &nbsp;&nbsp;**Health Care 1.7%** | &nbsp;&nbsp;**Health Care 1.7%** | &nbsp;&nbsp;**Health Care 1.7%** |
| &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. |
| &nbsp;&nbsp;06/06/2024 | &nbsp;&nbsp;3.363% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1951126 |
| &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214241 |
| &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. | &nbsp;&nbsp;Cigna Corp. |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;3.400% | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp;1956646 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;2.875% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2101206 |
| &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.650% | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;3449874 |
| &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.875% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2264387 |
| &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;IQVIA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416931 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171756 |
| &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> | &nbsp;&nbsp;Select Medical Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;6.250% | 1498000 | &nbsp;&nbsp;&nbsp;&nbsp;1427659 |
| &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;Tenet Healthcare Corp. |
| &nbsp;&nbsp;07/15/2024 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373353 |
| &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2024 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747517 |
| &nbsp;&nbsp;01/01/2026 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397287 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565739 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**16037722** |
| &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** |
| &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. |
| &nbsp;&nbsp;01/15/2025 | &nbsp;&nbsp;2.375% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1898717 |
| &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;2.950% | 2565000 | &nbsp;&nbsp;&nbsp;&nbsp;2374811 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4273528** |
| &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** |
| &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc./Holdings II<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2024 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181873 |
| &nbsp;&nbsp;TRI Pointe Group, Inc./Homes | &nbsp;&nbsp;TRI Pointe Group, Inc./Homes | &nbsp;&nbsp;TRI Pointe Group, Inc./Homes | &nbsp;&nbsp;TRI Pointe Group, Inc./Homes |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153391 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**335264** |
| &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** | &nbsp;&nbsp;**Independent Energy 0.5%** |
| &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;Canadian Natural Resources Ltd. |
| &nbsp;&nbsp;02/01/2025 | &nbsp;&nbsp;3.900% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1945345 |
| &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548120 |
| &nbsp;&nbsp;Woodside Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Woodside Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Woodside Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Woodside Finance Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/05/2025 | &nbsp;&nbsp;3.650% | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2111562 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4605027** |
| &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** |
| &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. | &nbsp;&nbsp;BP Capital Markets America, Inc. |
| &nbsp;&nbsp;02/11/2026 | &nbsp;&nbsp;3.410% | 1225000 | &nbsp;&nbsp;&nbsp;&nbsp;1177414 |

---

8 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Leisure 0.5%** | &nbsp;&nbsp;**Leisure 0.5%** | &nbsp;&nbsp;**Leisure 0.5%** | &nbsp;&nbsp;**Leisure 0.5%** |
| &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178904 |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329633 |
| &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422916 |
| &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cinemark USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372506 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259562 |
| &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830421 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318090 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259329 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250278 |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323874 |
| &nbsp;&nbsp;08/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231369 |
| &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Entertainment Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385490 |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331573 |
| &nbsp;&nbsp;Six Flags Theme Parks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Theme Parks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Theme Parks, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Six Flags Theme Parks, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69577 |
| &nbsp;&nbsp;Vail Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vail Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vail Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Vail Resorts, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436853 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5000375** |
| &nbsp;&nbsp;**Life Insurance 1.4%** | &nbsp;&nbsp;**Life Insurance 1.4%** | &nbsp;&nbsp;**Life Insurance 1.4%** | &nbsp;&nbsp;**Life Insurance 1.4%** |
| &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/05/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 3900000 | &nbsp;&nbsp;&nbsp;&nbsp;3633079 |
| &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;4.419% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1980955 |
| &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> | &nbsp;&nbsp;Metropolitan Life Global Funding I<sup>(a)</sup> |
| &nbsp;&nbsp;06/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2185249 |
| &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | 3297000 | &nbsp;&nbsp;&nbsp;&nbsp;3186592 |
| &nbsp;&nbsp;Principal Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Principal Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Principal Life Global Funding II<sup>(a)</sup> | &nbsp;&nbsp;Principal Life Global Funding II<sup>(a)</sup> |
| &nbsp;&nbsp;11/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2183220 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13169095** |
| &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** | &nbsp;&nbsp;**Lodging 0.0%** |
| &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hilton Domestic Operating Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376725 |
| &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** | &nbsp;&nbsp;**Media and Entertainment 0.7%** |
| &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329270 |
| &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | 1203000 | &nbsp;&nbsp;&nbsp;&nbsp;1106575 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.755% | 3900000 | &nbsp;&nbsp;3519918 |
| &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. |
| &nbsp;&nbsp;03/01/2024 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;274340 |
| &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;118709 |
| &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;858000 | &nbsp;&nbsp;&nbsp;&nbsp;853828 |
| &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;214349 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6416989** |
| &nbsp;&nbsp;**Metals and Mining 0.2%** | &nbsp;&nbsp;**Metals and Mining 0.2%** | &nbsp;&nbsp;**Metals and Mining 0.2%** | &nbsp;&nbsp;**Metals and Mining 0.2%** |
| &nbsp;&nbsp;Constellium NV<sup>(a)</sup> | &nbsp;&nbsp;Constellium NV<sup>(a)</sup> | &nbsp;&nbsp;Constellium NV<sup>(a)</sup> | &nbsp;&nbsp;Constellium NV<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;783000 | &nbsp;&nbsp;&nbsp;&nbsp;755004 |
| &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;826277 |
| &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;432000 | &nbsp;&nbsp;&nbsp;&nbsp;387176 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1968457** |
| &nbsp;&nbsp;**Midstream 2.0%** | &nbsp;&nbsp;**Midstream 2.0%** | &nbsp;&nbsp;**Midstream 2.0%** | &nbsp;&nbsp;**Midstream 2.0%** |
| &nbsp;&nbsp;Enbridge, Inc. | &nbsp;&nbsp;Enbridge, Inc. | &nbsp;&nbsp;Enbridge, Inc. | &nbsp;&nbsp;Enbridge, Inc. |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;4.250% | 2152000 | &nbsp;&nbsp;2071742 |
| &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;3.750% | 2000000 | &nbsp;&nbsp;1944886 |
| &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67358 |
| &nbsp;&nbsp;12/01/2026 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp;291156 |
| &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;EQM Midstream Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;332000 | &nbsp;&nbsp;&nbsp;&nbsp;322514 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;137156 |
| &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Holly Energy Partners LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;237834 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;1.750% | 2750000 | &nbsp;&nbsp;2426477 |
| &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;1.750% | 3000000 | &nbsp;&nbsp;2678039 |
| &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;656892 |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;480018 |
| &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;4.500% | 3300000 | &nbsp;&nbsp;3172798 |
| &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP |
| &nbsp;&nbsp;02/01/2025 | &nbsp;&nbsp;3.600% | 1649000 | &nbsp;&nbsp;1560319 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 9

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;3.750% | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3298976 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**19346165** |
| &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** | &nbsp;&nbsp;**Natural Gas 0.3%** |
| &nbsp;&nbsp;NiSource Finance Corp. | &nbsp;&nbsp;NiSource Finance Corp. | &nbsp;&nbsp;NiSource Finance Corp. | &nbsp;&nbsp;NiSource Finance Corp. |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;3.490% | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;3204700 |
| &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** |
| &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436656 |
| &nbsp;&nbsp;**Other REIT 0.2%** | &nbsp;&nbsp;**Other REIT 0.2%** | &nbsp;&nbsp;**Other REIT 0.2%** | &nbsp;&nbsp;**Other REIT 0.2%** |
| &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239612 |
| &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70645 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647536 |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599190 |
| &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550058 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2107041** |
| &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** |
| &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328223 |
| &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2025 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615077 |
| &nbsp;&nbsp;Berry Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Berry Global, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431437 |
| &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> | &nbsp;&nbsp;BWAY Holding Co.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2024 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238374 |
| &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332482 |
| &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860902 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2806495** |
| &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** | &nbsp;&nbsp;**Pharmaceuticals 0.9%** |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. |
| &nbsp;&nbsp;05/14/2026 | &nbsp;&nbsp;3.200% | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;3218129 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;1.650% | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;2840653 |
| &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC |
| &nbsp;&nbsp;05/28/2026 | &nbsp;&nbsp;1.200% | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1559228 |
| &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bausch Health Companies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158364 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. |
| &nbsp;&nbsp;07/26/2024 | &nbsp;&nbsp;2.900% | 1038000 | &nbsp;&nbsp;1008590 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8784964** |
| &nbsp;&nbsp;**Property & Casualty 0.3%** | &nbsp;&nbsp;**Property & Casualty 0.3%** | &nbsp;&nbsp;**Property & Casualty 0.3%** | &nbsp;&nbsp;**Property & Casualty 0.3%** |
| &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. | &nbsp;&nbsp;American International Group, Inc. |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;3.900% | 2221000 | &nbsp;&nbsp;2148404 |
| &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. |
| &nbsp;&nbsp;10/01/2024 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;274495 |
| &nbsp;&nbsp;03/15/2025 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;418578 |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98054 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**2939531** |
| &nbsp;&nbsp;**Railroads 0.2%** | &nbsp;&nbsp;**Railroads 0.2%** | &nbsp;&nbsp;**Railroads 0.2%** | &nbsp;&nbsp;**Railroads 0.2%** |
| &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;3.350% | 1628000 | &nbsp;&nbsp;1561418 |
| &nbsp;&nbsp;**Refining 0.2%** | &nbsp;&nbsp;**Refining 0.2%** | &nbsp;&nbsp;**Refining 0.2%** | &nbsp;&nbsp;**Refining 0.2%** |
| &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;Phillips 66 |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;1.300% | 2500000 | &nbsp;&nbsp;2235138 |
| &nbsp;&nbsp;**Restaurants 0.2%** | &nbsp;&nbsp;**Restaurants 0.2%** | &nbsp;&nbsp;**Restaurants 0.2%** | &nbsp;&nbsp;**Restaurants 0.2%** |
| &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;526000 | &nbsp;&nbsp;&nbsp;&nbsp;523358 |
| &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;IRB Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.000% | 1300000 | &nbsp;&nbsp;1296468 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1819826** |
| &nbsp;&nbsp;**Retailers 0.3%** | &nbsp;&nbsp;**Retailers 0.3%** | &nbsp;&nbsp;**Retailers 0.3%** | &nbsp;&nbsp;**Retailers 0.3%** |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. |
| &nbsp;&nbsp;05/03/2027 | &nbsp;&nbsp;3.100% | 3400000 | &nbsp;&nbsp;3168256 |
| &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** | &nbsp;&nbsp;**Supermarkets 0.1%** |
| &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;314278 |
| &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> | &nbsp;&nbsp;Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;278410 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**592688** |
| &nbsp;&nbsp;**Technology 1.6%** | &nbsp;&nbsp;**Technology 1.6%** | &nbsp;&nbsp;**Technology 1.6%** | &nbsp;&nbsp;**Technology 1.6%** |
| &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. | &nbsp;&nbsp;Block, Inc. |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;577000 | &nbsp;&nbsp;&nbsp;&nbsp;515745 |
| &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;346204 |
| &nbsp;&nbsp;Broadcom Corp./Cayman Finance Ltd. | &nbsp;&nbsp;Broadcom Corp./Cayman Finance Ltd. | &nbsp;&nbsp;Broadcom Corp./Cayman Finance Ltd. | &nbsp;&nbsp;Broadcom Corp./Cayman Finance Ltd. |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;3.875% | 3750000 | &nbsp;&nbsp;3550111 |
| &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp;550919 |
| &nbsp;&nbsp;CommScope Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;252873 |

---

10 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;Microchip Technology, Inc. |
| &nbsp;&nbsp;02/15/2024 | &nbsp;&nbsp;0.972% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2376780 |
| &nbsp;&nbsp;09/01/2025 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340853 |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239623 |
| &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;3.150% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2734053 |
| &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;2.950% | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2136582 |
| &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226058 |
| &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820684 |
| &nbsp;&nbsp;Symantec Corp.<sup>(a)</sup> | &nbsp;&nbsp;Symantec Corp.<sup>(a)</sup> | &nbsp;&nbsp;Symantec Corp.<sup>(a)</sup> | &nbsp;&nbsp;Symantec Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391968 |
| &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757429 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**15239882** |
| &nbsp;&nbsp;**Transportation Services 0.3%** | &nbsp;&nbsp;**Transportation Services 0.3%** | &nbsp;&nbsp;**Transportation Services 0.3%** | &nbsp;&nbsp;**Transportation Services 0.3%** |
| &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;3.800% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2390757 |
| &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** | &nbsp;&nbsp;**Wireless 0.7%** |
| &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France SA<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852633 |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. |
| &nbsp;&nbsp;01/31/2028 | &nbsp;&nbsp;1.500% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2070828 |
| &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;SBA Communications Corp. |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208206 |
| &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. |
| &nbsp;&nbsp;09/15/2023 | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556182 |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450980 |
| &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;3.375% | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2643239 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**6782068** |
| &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** | &nbsp;&nbsp;**Wirelines 0.6%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;1.650% | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2115091 |
| &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Front Range BidCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275694 |
| &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;6.500% | 1127000 | &nbsp;&nbsp;&nbsp;&nbsp;1046731 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. |
| &nbsp;&nbsp;03/16/2027 | &nbsp;&nbsp;4.125% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1948053 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5385569** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $333,604,305) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $333,604,305) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $333,604,305) | &nbsp;&nbsp;**313070982** |
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(f)</sup> 0.1%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(f)</sup> 0.1%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(f)</sup> 0.1%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(f)</sup> 0.1%** |
| &nbsp;&nbsp;**Canada 0.1%** | &nbsp;&nbsp;**Canada 0.1%** | &nbsp;&nbsp;**Canada 0.1%** | &nbsp;&nbsp;**Canada 0.1%** |
| &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> | &nbsp;&nbsp;NOVA Chemicals Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2024 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232501 |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99131 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452764 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**784396** |
| &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** | &nbsp;&nbsp;**Morocco 0.0%** |
| &nbsp;&nbsp;Morocco Government AID Bond<sup>(b),(g),(h)</sup> | &nbsp;&nbsp;Morocco Government AID Bond<sup>(b),(g),(h)</sup> | &nbsp;&nbsp;Morocco Government AID Bond<sup>(b),(g),(h)</sup> | &nbsp;&nbsp;Morocco Government AID Bond<sup>(b),(g),(h)</sup> |
| &nbsp;&nbsp;6-month USD LIBOR + 0.000%<br> 05/01/2023 | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;&nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42288 |
| &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $915,134) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $915,134) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $915,134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**826684** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 0.0%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 0.0%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 0.0%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 0.0%** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;01/01/2023-<br> 10/01/2024 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
| &nbsp;&nbsp;01/01/2024 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454 |
| &nbsp;&nbsp;03/01/2025-<br> 04/01/2026 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6129 |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> |
| &nbsp;&nbsp;1-year CMT + 2.219%<br> Cap 9.411%<br> 03/01/2034 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp;97665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95151 |
| &nbsp;&nbsp;12-month USD LIBOR + 1.735%<br> Cap 10.860%<br> 07/01/2036 | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 |
| &nbsp;&nbsp;12-month USD LIBOR + 1.709%<br> Cap 11.157%<br> 08/01/2036 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;22491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22744 |
| &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association |
| &nbsp;&nbsp;03/01/2024-<br> 06/01/2026 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284 |
| &nbsp;&nbsp;12/01/2025-<br> 09/01/2026 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;22227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21694 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2003-W11 Class A1 | &nbsp;&nbsp;CMO Series 2003-W11 Class A1 | &nbsp;&nbsp;CMO Series 2003-W11 Class A1 | &nbsp;&nbsp;CMO Series 2003-W11 Class A1 |
| &nbsp;&nbsp;06/25/2033 | &nbsp;&nbsp;4.447% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;1-year CMT + 1.500%<br> Floor 1.000%, Cap 11.000%<br> 03/20/2030 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 11

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association | &nbsp;&nbsp;Government National Mortgage Association |
| &nbsp;&nbsp;08/15/2037 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;11221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11267 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $190,640) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $190,640) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $190,640) | &nbsp;&nbsp;&nbsp;&nbsp;**186770** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 27.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 27.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 27.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 27.2%** |
| &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;06/25/2061 | &nbsp;&nbsp;2.116% | 3944218 | &nbsp;&nbsp;3653804 |
| &nbsp;&nbsp;AMRESCO Residential Securities Corp. Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;AMRESCO Residential Securities Corp. Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;AMRESCO Residential Securities Corp. Mortgage Loan Trust<sup>(b)</sup> | &nbsp;&nbsp;AMRESCO Residential Securities Corp. Mortgage Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 1998-3 Class A7 | &nbsp;&nbsp;CMO Series 1998-3 Class A7 | &nbsp;&nbsp;CMO Series 1998-3 Class A7 | &nbsp;&nbsp;CMO Series 1998-3 Class A7 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.480%<br> Floor 0.480%<br> 07/25/2028 | &nbsp;&nbsp;4.869% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;1.775% | &nbsp;&nbsp;&nbsp;404940 | &nbsp;&nbsp;&nbsp;&nbsp;340210 |
| &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;2.805% | 1225000 | &nbsp;&nbsp;&nbsp;&nbsp;885000 |
| &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;1.820% | 7828397 | &nbsp;&nbsp;6578747 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;3.853% | &nbsp;&nbsp;&nbsp;&nbsp;31776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31568 |
| &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust | &nbsp;&nbsp;Banc of America Funding Trust |
| &nbsp;&nbsp;CMO Series 2005-5 Class 2A1 | &nbsp;&nbsp;CMO Series 2005-5 Class 2A1 | &nbsp;&nbsp;CMO Series 2005-5 Class 2A1 | &nbsp;&nbsp;CMO Series 2005-5 Class 2A1 |
| &nbsp;&nbsp;09/25/2035 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;92414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88080 |
| &nbsp;&nbsp;Banc of America Funding Trust<sup>(c)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(c)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(c)</sup> | &nbsp;&nbsp;Banc of America Funding Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2007-C Class 1A3 | &nbsp;&nbsp;CMO Series 2007-C Class 1A3 | &nbsp;&nbsp;CMO Series 2007-C Class 1A3 | &nbsp;&nbsp;CMO Series 2007-C Class 1A3 |
| &nbsp;&nbsp;05/20/2036 | &nbsp;&nbsp;3.473% | &nbsp;&nbsp;&nbsp;&nbsp;49309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46194 |
| &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bellemeade Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B | &nbsp;&nbsp;CMO Series 2021-1A Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.200%<br> Floor 2.200%<br> 03/25/2031 | &nbsp;&nbsp;5.747% | 3000000 | &nbsp;&nbsp;2960278 |
| &nbsp;&nbsp;CMO Series 2022-1 Class M1B | &nbsp;&nbsp;CMO Series 2022-1 Class M1B | &nbsp;&nbsp;CMO Series 2022-1 Class M1B | &nbsp;&nbsp;CMO Series 2022-1 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.150%<br> Floor 2.150%<br> 01/26/2032 | &nbsp;&nbsp;6.162% | 5284000 | &nbsp;&nbsp;5111570 |
| &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 |
| &nbsp;&nbsp;05/25/2060 | &nbsp;&nbsp;1.449% | &nbsp;&nbsp;&nbsp;586248 | &nbsp;&nbsp;&nbsp;&nbsp;540180 |
| &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 |
| &nbsp;&nbsp;02/25/2049 | &nbsp;&nbsp;0.941% | 3555779 | &nbsp;&nbsp;3057418 |
| &nbsp;&nbsp;CFMT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;CFMT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;CFMT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;CFMT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-EBO1 Class A | &nbsp;&nbsp;CMO Series 2021-EBO1 Class A | &nbsp;&nbsp;CMO Series 2021-EBO1 Class A | &nbsp;&nbsp;CMO Series 2021-EBO1 Class A |
| &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;0.985% | 2502234 | &nbsp;&nbsp;2350345 |
| &nbsp;&nbsp;Chase Mortgage Finance Trust | &nbsp;&nbsp;Chase Mortgage Finance Trust | &nbsp;&nbsp;Chase Mortgage Finance Trust | &nbsp;&nbsp;Chase Mortgage Finance Trust |
| &nbsp;&nbsp;CMO Series 2005-S2 Class A1 | &nbsp;&nbsp;CMO Series 2005-S2 Class A1 | &nbsp;&nbsp;CMO Series 2005-S2 Class A1 | &nbsp;&nbsp;CMO Series 2005-S2 Class A1 |
| &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;63254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59119 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2006-S4 Class A3 | &nbsp;&nbsp;CMO Series 2006-S4 Class A3 | &nbsp;&nbsp;CMO Series 2006-S4 Class A3 | &nbsp;&nbsp;CMO Series 2006-S4 Class A3 |
| &nbsp;&nbsp;12/25/2036 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;147412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71363 |
| &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;01/25/2067 | &nbsp;&nbsp;3.007% | &nbsp;&nbsp;6801378 | &nbsp;&nbsp;&nbsp;&nbsp;6205136 |
| &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 |
| &nbsp;&nbsp;06/25/2067 | &nbsp;&nbsp;5.189% | &nbsp;&nbsp;2293920 | &nbsp;&nbsp;&nbsp;&nbsp;2219885 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.076%<br> Floor 1.076%<br> 09/25/2058 | &nbsp;&nbsp;5.445% | &nbsp;&nbsp;3335854 | &nbsp;&nbsp;&nbsp;&nbsp;3257799 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 |
| &nbsp;&nbsp;07/25/2055 | &nbsp;&nbsp;2.569% | &nbsp;&nbsp;2288893 | &nbsp;&nbsp;&nbsp;&nbsp;2155189 |
| &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 |
| &nbsp;&nbsp;03/25/2056 | &nbsp;&nbsp;0.830% | &nbsp;&nbsp;1838032 | &nbsp;&nbsp;&nbsp;&nbsp;1375377 |
| &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;1.668% | &nbsp;&nbsp;4429214 | &nbsp;&nbsp;&nbsp;&nbsp;4178610 |
| &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 | &nbsp;&nbsp;CMO Series 2022-JR1 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;4.267% | 14743910 | &nbsp;&nbsp;14028304 |
| &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 |
| &nbsp;&nbsp;07/25/2049 | &nbsp;&nbsp;2.573% | &nbsp;&nbsp;1324138 | &nbsp;&nbsp;&nbsp;&nbsp;1230309 |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 |
| &nbsp;&nbsp;12/27/2060 | &nbsp;&nbsp;1.796% | &nbsp;&nbsp;3254045 | &nbsp;&nbsp;&nbsp;&nbsp;2873146 |
| &nbsp;&nbsp;CMO Series 2022-NQM5 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM5 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM5 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM5 Class A1 |
| &nbsp;&nbsp;05/25/2067 | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;3990729 | &nbsp;&nbsp;&nbsp;&nbsp;3990259 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;2.691% | &nbsp;&nbsp;2463705 | &nbsp;&nbsp;&nbsp;&nbsp;2300354 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6032732 | &nbsp;&nbsp;&nbsp;&nbsp;5349035 |
| &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;01/25/2067 | &nbsp;&nbsp;2.205% | 16190906 | &nbsp;&nbsp;14051496 |
| &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.050%<br> Floor 2.050%<br> 04/25/2034 | &nbsp;&nbsp;5.994% | &nbsp;&nbsp;5100000 | &nbsp;&nbsp;&nbsp;&nbsp;4910248 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> 01/25/2050 | &nbsp;&nbsp;6.089% | &nbsp;&nbsp;&nbsp;&nbsp;595423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593581 |
| &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> 01/25/2034 | &nbsp;&nbsp;5.578% | &nbsp;&nbsp;1338305 | &nbsp;&nbsp;&nbsp;&nbsp;1317607 |

---

12 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 0.700%<br> 08/25/2033 | &nbsp;&nbsp;4.628% | &nbsp;&nbsp;&nbsp;195156 | &nbsp;&nbsp;&nbsp;&nbsp;194353 |
| &nbsp;&nbsp;CMO Series 2021-HQA4 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA4 Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 0.950%<br> 12/25/2041 | &nbsp;&nbsp;4.878% | 3327675 | &nbsp;&nbsp;3156590 |
| &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 2.000%<br> 04/25/2042 | &nbsp;&nbsp;5.928% | 8024008 | &nbsp;&nbsp;8006234 |
| &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 |
| &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;2.981% | 3006183 | &nbsp;&nbsp;2902556 |
| &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;2.352% | 3719009 | &nbsp;&nbsp;3350496 |
| &nbsp;&nbsp;CMO Series 2022-NQM4 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM4 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM4 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM4 Class A1 |
| &nbsp;&nbsp;08/25/2067 | &nbsp;&nbsp;5.269% | 3894402 | &nbsp;&nbsp;3915899 |
| &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.900%<br> Floor 1.900%<br> 02/25/2034 | &nbsp;&nbsp;5.421% | 7864844 | &nbsp;&nbsp;7665768 |
| &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;1.382% | 1136849 | &nbsp;&nbsp;1020710 |
| &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.550%<br> 07/25/2033 | &nbsp;&nbsp;5.939% | 2558687 | &nbsp;&nbsp;2541326 |
| &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 |
| &nbsp;&nbsp;08/25/2025 | &nbsp;&nbsp;3.228% | &nbsp;&nbsp;&nbsp;852821 | &nbsp;&nbsp;&nbsp;&nbsp;850714 |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;07/25/2067 | &nbsp;&nbsp;5.073% | 6751357 | &nbsp;&nbsp;6712586 |
| &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 |
| &nbsp;&nbsp;09/25/2056 | &nbsp;&nbsp;1.516% | 2657703 | &nbsp;&nbsp;2003886 |
| &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust | &nbsp;&nbsp;JPMorgan Mortgage Trust |
| &nbsp;&nbsp;CMO Series 2005-S3 Class 2A2 | &nbsp;&nbsp;CMO Series 2005-S3 Class 2A2 | &nbsp;&nbsp;CMO Series 2005-S3 Class 2A2 | &nbsp;&nbsp;CMO Series 2005-S3 Class 2A2 |
| &nbsp;&nbsp;01/25/2023 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;15039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10542 |
| &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMorgan Mortgage Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2007-A2 Class 3A1 | &nbsp;&nbsp;CMO Series 2007-A2 Class 3A1 | &nbsp;&nbsp;CMO Series 2007-A2 Class 3A1 | &nbsp;&nbsp;CMO Series 2007-A2 Class 3A1 |
| &nbsp;&nbsp;04/25/2037 | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 |
| &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;1.892% | 3120840 | &nbsp;&nbsp;2846005 |
| &nbsp;&nbsp;CMO Series 2021-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS2 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS2 Class A1 |
| &nbsp;&nbsp;04/25/2061 | &nbsp;&nbsp;1.750% | 5946270 | &nbsp;&nbsp;5374780 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 |
| &nbsp;&nbsp;03/25/2065 | &nbsp;&nbsp;1.479% | 1101763 | &nbsp;&nbsp;&nbsp;&nbsp;994592 |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2004-10AR Class 2A2 | &nbsp;&nbsp;CMO Series 2004-10AR Class 2A2 | &nbsp;&nbsp;CMO Series 2004-10AR Class 2A2 | &nbsp;&nbsp;CMO Series 2004-10AR Class 2A2 |
| &nbsp;&nbsp;11/25/2034 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;&nbsp;&nbsp;40552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38037 |
| &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2019-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2019-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2019-NQM4 Class A2 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;2.644% | 1437063 | &nbsp;&nbsp;1286667 |
| &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A |
| &nbsp;&nbsp;12/25/2025 | &nbsp;&nbsp;3.844% | 1216630 | &nbsp;&nbsp;1108759 |
| &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> Floor 1.650%<br> 10/25/2033 | &nbsp;&nbsp;5.578% | &nbsp;&nbsp;&nbsp;879622 | &nbsp;&nbsp;&nbsp;&nbsp;875926 |
| &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-EXP2 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP2 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP2 Class 1A3 | &nbsp;&nbsp;CMO Series 2019-EXP2 Class 1A3 |
| &nbsp;&nbsp;06/25/2059 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;474283 | &nbsp;&nbsp;&nbsp;&nbsp;422686 |
| &nbsp;&nbsp;OBX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(e)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2022-NQM7 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM7 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM7 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM7 Class A1 |
| &nbsp;&nbsp;08/25/2062 | &nbsp;&nbsp;5.110% | 4801505 | &nbsp;&nbsp;4736896 |
| &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A |
| &nbsp;&nbsp;05/28/2050 | &nbsp;&nbsp;1.733% | &nbsp;&nbsp;&nbsp;931359 | &nbsp;&nbsp;&nbsp;&nbsp;826445 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;1.867% | 6746637 | &nbsp;&nbsp;6041176 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 |
| &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;2.487% | 3703270 | &nbsp;&nbsp;3329937 |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 | &nbsp;&nbsp;CMO Series 2021-2 Class A1 |
| &nbsp;&nbsp;03/25/2026 | &nbsp;&nbsp;2.115% | 2142378 | &nbsp;&nbsp;1943232 |
| &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;1.867% | 3558039 | &nbsp;&nbsp;3214023 |
| &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 |
| &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;2.363% | 6215787 | &nbsp;&nbsp;5595523 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;2.240% | 1808866 | &nbsp;&nbsp;1647489 |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;06/27/2060 | &nbsp;&nbsp;1.992% | 1795922 | &nbsp;&nbsp;1583595 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.868% | 8650685 | &nbsp;&nbsp;7556651 |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;2.487% | 9556112 | &nbsp;&nbsp;8828535 |

---

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 13

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-AFC2 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A1 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;2.071% | 13341244 | &nbsp;&nbsp;10847265 |
| &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.319% | &nbsp;&nbsp;1754417 | &nbsp;&nbsp;&nbsp;&nbsp;1544346 |
| &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> Floor 0.950%<br> 01/25/2030 | &nbsp;&nbsp;5.339% | &nbsp;&nbsp;&nbsp;&nbsp;380422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375377 |
| &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Sequoia Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2016-3 Class A1 | &nbsp;&nbsp;CMO Series 2016-3 Class A1 | &nbsp;&nbsp;CMO Series 2016-3 Class A1 | &nbsp;&nbsp;CMO Series 2016-3 Class A1 |
| &nbsp;&nbsp;11/25/2046 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;669020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580820 |
| &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 |
| &nbsp;&nbsp;09/27/2049 | &nbsp;&nbsp;2.916% | &nbsp;&nbsp;1735297 | &nbsp;&nbsp;&nbsp;&nbsp;1629942 |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;1.593% | &nbsp;&nbsp;&nbsp;&nbsp;437184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385794 |
| &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 |
| &nbsp;&nbsp;03/25/2023 | &nbsp;&nbsp;2.734% | &nbsp;&nbsp;5235713 | &nbsp;&nbsp;&nbsp;&nbsp;5056941 |
| &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 |
| &nbsp;&nbsp;02/25/2063 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958730 |
| &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-SJ2 Class A1A | &nbsp;&nbsp;CMO Series 2021-SJ2 Class A1A | &nbsp;&nbsp;CMO Series 2021-SJ2 Class A1A | &nbsp;&nbsp;CMO Series 2021-SJ2 Class A1A |
| &nbsp;&nbsp;12/25/2061 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5224007 | &nbsp;&nbsp;&nbsp;&nbsp;4742146 |
| &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;09/25/2051 | &nbsp;&nbsp;1.917% | &nbsp;&nbsp;2356044 | &nbsp;&nbsp;&nbsp;&nbsp;2051092 |
| &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 |
| &nbsp;&nbsp;12/26/2050 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;&nbsp;&nbsp;425174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400821 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL4 Class A1 |
| &nbsp;&nbsp;03/27/2051 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;4045331 | &nbsp;&nbsp;&nbsp;&nbsp;3732573 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 |
| &nbsp;&nbsp;03/27/2051 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;2427501 | &nbsp;&nbsp;&nbsp;&nbsp;2200660 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;04/25/2051 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;9879796 | &nbsp;&nbsp;&nbsp;&nbsp;8690445 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 |
| &nbsp;&nbsp;05/25/2051 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;7626537 | &nbsp;&nbsp;&nbsp;&nbsp;6812562 |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1803114 | &nbsp;&nbsp;&nbsp;&nbsp;1697945 |
| &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 |
| &nbsp;&nbsp;05/25/2060 | &nbsp;&nbsp;2.226% | &nbsp;&nbsp;&nbsp;&nbsp;335471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322807 |
| &nbsp;&nbsp;CMO Series 2021-8 Class A3 | &nbsp;&nbsp;CMO Series 2021-8 Class A3 | &nbsp;&nbsp;CMO Series 2021-8 Class A3 | &nbsp;&nbsp;CMO Series 2021-8 Class A3 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;8832973 | &nbsp;&nbsp;&nbsp;&nbsp;7184551 |
| &nbsp;&nbsp;CMO Series 2022-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2022-INV1 Class A1 |
| &nbsp;&nbsp;08/25/2067 | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3395392 | &nbsp;&nbsp;&nbsp;&nbsp;3358007 |
| &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 |
| &nbsp;&nbsp;11/25/2054 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;1023159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943623 |
| &nbsp;&nbsp;Visio Trust<sup>(a)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1R Class A1 | &nbsp;&nbsp;Series 2020-1R Class A1 | &nbsp;&nbsp;Series 2020-1R Class A1 | &nbsp;&nbsp;Series 2020-1R Class A1 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;1.312% | &nbsp;&nbsp;4294567 | &nbsp;&nbsp;&nbsp;&nbsp;3898633 |
| &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2006-AR19 Class A1 | &nbsp;&nbsp;CMO Series 2006-AR19 Class A1 | &nbsp;&nbsp;CMO Series 2006-AR19 Class A1 | &nbsp;&nbsp;CMO Series 2006-AR19 Class A1 |
| &nbsp;&nbsp;12/25/2036 | &nbsp;&nbsp;4.564% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60399 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $289,470,414) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $289,470,414) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $289,470,414) | &nbsp;&nbsp;**263873988** |
| &nbsp;&nbsp;**U.S. Treasury Obligations 1.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations 1.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations 1.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations 1.0%** |
| &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury |
| &nbsp;&nbsp;01/15/2024 | &nbsp;&nbsp;0.125% | 10325000 | &nbsp;&nbsp;&nbsp;&nbsp;9842629 |
| &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $9,848,373) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $9,848,373) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $9,848,373) | &nbsp;&nbsp;&nbsp;&nbsp;**9842629** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 0.6%** | &nbsp;&nbsp;**Money Market Funds 0.6%** | &nbsp;&nbsp;**Money Market Funds 0.6%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318%<sup>(i),(j)</sup> | &nbsp;&nbsp;6001012 | &nbsp;&nbsp;&nbsp;&nbsp;5999211 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $5,998,754) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $5,998,754) | &nbsp;&nbsp;&nbsp;&nbsp;**5999211** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,027,229,064)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,027,229,064)** | &nbsp;&nbsp;**965346847** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;&nbsp;**6115004** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**971461851** |

---

At December 31, 2022, securities and/or cash totaling $2,044,200 were pledged as collateral.

14 Columbia Short Term Bond Fund \| Third Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)

#### Investments in derivatives<br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | 1550 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;317871095 | &nbsp;&nbsp;&nbsp;&nbsp;105657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | 110 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22558594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(96616) |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;105657 | &nbsp;&nbsp;&nbsp;&nbsp;(96616) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | (1175) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;(126817383) | &nbsp;&nbsp;&nbsp;&nbsp;89722 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

#### Notes to Portfolio of Investments
(a) Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A
eligible securities, which are often sold only to qualified institutional buyers. At December 31, 2022, the total value of these securities amounted to $711,771,571, which represents 73.27% of total net assets.

(b) Variable rate security. The interest rate shown was the current rate as of December 31, 2022.

(c) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The
interest rate shown was the current rate as of December 31, 2022.

(d) Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash.

(e) Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then
increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of December 31, 2022.

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

(g) Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At December 31, 2022, the total value of these securities amounted to $42,288,
which represents less than 0.01% of total net assets.

(h) Valuation based on significant unobservable inputs.

(i) The rate shown is the seven-day current annualized yield at December 31, 2022.

(j) As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a
company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended December 31, 2022 are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.318% |
|  | 39477150 | &nbsp;&nbsp;291368604 | &nbsp;&nbsp;(324846984) | &nbsp;&nbsp;441 | &nbsp;&nbsp;5999211 | &nbsp;&nbsp;5091 | &nbsp;&nbsp;259869 | &nbsp;&nbsp;6001012 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| AID | &nbsp;&nbsp;Agency for International Development |
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |

---

#### Currency Legend
USD US Dollar

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

Columbia Short Term Bond Fund \| Third Quarter Report 2022<br> 15

------

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

3QT222_03_N01_(02/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09645

- **c. CIK number of Registrant:** 0001097519

- **d. LEI of Registrant:** 549300712V4UL3XCAB43

- **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 Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000010777

- **c. LEI of Series:** W20PRBDXHB83CYNHX881

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $975651345.55

**Total Liabilities:** $3802841.30

**Net Assets:** $971848504.25

**Cash Not Reported:** $106.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.039800000000 | **1-Year:** 22499.311600000000 | **5-Year:** 150739.908000000000 | **10-Year:** 10565.264800000000 | **30-Year:** 3598.947400000000

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

- **3-Month:** 161.310400000000 | **1-Year:** 13634.811000000000 | **5-Year:** 79327.429400000000 | **10-Year:** 126046.087600000000 | **30-Year:** 92140.370800000100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029788 | -0.63%               | 1.01%                | 0.40%                |
| Class ID C000029790 | -0.57%               | 0.97%                | 0.35%                |
| Class ID C000029791 | -0.50%               | 1.03%                | 0.31%                |
| Class ID C000079024 | -0.60%               | 1.05%                | 0.43%                |
| Class ID C000094638 | -0.55%               | 0.99%                | 0.37%                |
| Class ID C000122568 | -0.50%               | 1.03%                | 0.31%                |
| Class ID C000122569 | -0.61%               | 1.04%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1841608.61             | $-5865709.85                               |
| Month 2  | $-1686424.69             | $10586761.66                               |
| Month 3  | $-1125107.94             | $1731734.22                                |

**Designated Index Information**

- **Index Name:** Port ex. Deriv

- **Index Identifier:** Port ex. Deriv

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS   | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469840.75   | 0.25%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE_05-S2                                                     | CHASE_05-S2                        | CUSIP: 16162WLM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63254 | PA      | $59118.98     | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP CHAS                                | CHASE_06-S4                        | CUSIP: 16162YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147412 | PA      | $71362.77     | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                      | CHNGE_22-1                         | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6801378 | PA      | $6205135.64   | 0.64%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                   | CUSIP: 172441BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $372506.15    | 0.04%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                   | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $259561.66    | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | CITIGROUP INC                      | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7133958.02   | 0.73%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | CLARIOS GLOBAL LP                  | CUSIP: 18060TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    741000 | PA      | $744533.64    | 0.08%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $329269.86    | 0.03%             | 2027-08-15      | Fixed         | 5.12%                 | 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        |   6001012 | NS      | $5999211.33   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE INC                                                   | COMMSCOPE FINANCE LLC              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    274000 | PA      | $252872.96    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM NV                     | CUSIP: 210383AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    783000 | PA      | $755004.37    | 0.08%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | COREBRIDGE FINANCIAL INC           | CUSIP: 21871XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3633078.85   | 0.37%             | 2027-04-05      | Fixed         | 3.65%                 | 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        |    650978 | PA      | $635762.35    | 0.07%             | 2027-02-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                    | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $548120.00    | 0.06%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                              | DTE ENERGY COMPANY                 | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2038563.88   | 0.21%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-1A                                 | DTAOT_20-1A                        | CUSIP: 23344EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6050000 | PA      | $5902908.17   | 0.61%             | 2025-11-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_22-1                  | DRMT_22-1                          | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16190906 | PA      | $14051496.38  | 1.45%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT AID BOND                                     | MOROCCO AID                        | CUSIP: 617726AA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     42500 | PA      | $42287.52     | 0.00%             | 2023-05-01      | Variable      | 5.16%                 | No            |                  3 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | JOHN DEERE CAPITAL CORP            | CUSIP: 24422EWJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985034.19    | 0.10%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS DEXT_20-1                                              | DEXT_20-1                          | CUSIP: 25216AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3382346.45   | 0.35%             | 2027-11-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                        | NCR CORPORATION                    | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239623.19    | 0.02%             | 2027-09-01      | Fixed         | 5.75%                 | 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        |    591003 | PA      | $583730.03    | 0.06%             | 2027-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                              | DIAGEO CAPITAL PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2328204.72   | 0.24%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                   | DISCOVER BANK                      | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900257.54   | 0.20%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    278000 | PA      | $285877.67    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                      | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $150312.25    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                          | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2734052.52   | 0.28%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT CORP                       | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144795.79    | 0.01%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    159000 | PA      | $152844.04    | 0.02%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | NETFLIX INC                        | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274340.21    | 0.03%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $603967.03    | 0.06%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | DOMINION RESOURCES INC             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1949488.24   | 0.20%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                      | DOW CHEMICAL COMPANY (THE)         | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1774478.57   | 0.18%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                         | DRIVE_20-2                         | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $635739.59    | 0.07%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | NETFLIX INC                        | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118708.87    | 0.01%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4                | NRZT_19-NQM4                       | CUSIP: 64828EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1437063 | PA      | $1286667.24   | 0.13%             | 2059-09-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_16                                | DRSLF_16-42A                       | CUSIP: 26244YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3025000 | PA      | $2917561.08   | 0.30%             | 2030-07-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                | DUKE ENERGY CORP                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2035175.14   | 0.21%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77443.31     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | NEXTERA ENERGY CAPITAL HOLDINGS    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2169548.72   | 0.22%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                            | ERAC USA FINANCE LLC               | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2390756.95   | 0.25%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67357.89     | 0.01%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                            | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $600590.73    | 0.06%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                            | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $152493.69    | 0.02%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE FINANCE CORPORATION       | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3204699.82   | 0.33%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                           | NORTHROP GRUMMAN CORP              | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1878056.10   | 0.19%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    327000 | PA      | $291156.02    | 0.03%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    332000 | PA      | $322514.40    | 0.03%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137155.80    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_21-2                                          | EMIR_21-2                          | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $4910248.38   | 0.51%             | 2034-04-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $99131.08     | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $232501.28    | 0.02%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1145128.37   | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | ENBRIDGE INC                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2152000 | PA      | $2071741.59   | 0.21%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                               | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944886.16   | 0.20%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | EVERSOURCE ENERGY                  | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2303909.80   | 0.24%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                   | EART_22-6A                         | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3007211.40   | 0.31%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                          | ESA_21-ESH                         | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854168 | PA      | $813649.27    | 0.08%             | 2038-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    264000 | PA      | $247730.84    | 0.03%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 1YR CMT ARM                  | CUSIP: 3128JRBR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     97665 | PA      | $95150.79     | 0.01%             | 2034-03-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MBRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        23 | PA      | $23.03        | 0.00%             | 2023-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MBUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       200 | PA      | $199.67       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MBX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $131.99       | 0.00%             | 2023-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MBYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $69.84        | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MCBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3431 | PA      | $3454.35      | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MCMQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1355 | PA      | $1324.15      | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-2                        | PAID_21-2                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3789144 | PA      | $3533652.83   | 0.36%             | 2029-01-25      | Fixed         | 3.00%                 | 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        |   3340714 | PA      | $3259598.89   | 0.34%             | 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        |   2526563 | PA      | $2436735.96   | 0.25%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT LLC                        | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    318000 | PA      | $317531.00    | 0.03%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                           | SPGN_22-TFLM                       | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14125000 | PA      | $13344516.06  | 1.37%             | 2039-02-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2               | SDART_19-2                         | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547617 | PA      | $543082.29    | 0.06%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                            | SCHAEFFLER VERWALTUNG ZWEI PIK     | CUSIP: 80627DAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    522603 | PA      | $452947.13    | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1427659.46   | 0.15%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_16-3                                | SEMT_16-3                          | CUSIP: 81746NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    669020 | PA      | $580819.56    | 0.06%             | 2046-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                             | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $820684.17    | 0.08%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                          | SIEMENS FINANCIERINGSMAATSCHAPPIJ  | CUSIP: 82620KAZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1779802.98   | 0.18%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_21-1A             | SRFC_21-1A                         | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957075 | PA      | $885583.17    | 0.09%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-2A                   | SRFC_18-2A                         | CUSIP: 82653DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681586 | PA      | $672707.56    | 0.07%             | 2035-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A                    | SRFC_18-3A                         | CUSIP: 82653GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264987 | PA      | $262007.05    | 0.03%             | 2035-09-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $387113.96    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                    | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385489.98    | 0.04%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                    | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    368000 | PA      | $331572.70    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                       | SIX FLAGS THEME PARKS INC          | CUSIP: 83001WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $69577.35     | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | UNITED AIRLINES INC                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    618000 | PA      | $575589.40    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                      | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959373.00   | 0.20%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                      | CUSIP: 91282CBE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10325000 | PA      | $9842628.91   | 1.01%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC             | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2374810.71   | 0.24%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $214348.63    | 0.02%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-3                          | UPST_21-3                          | CUSIP: 91679LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1164059.25   | 0.12%             | 2031-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_20-ST4                         | UPSPT_20-ST4                       | CUSIP: 91679VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810521 | PA      | $1728026.34   | 0.18%             | 2026-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_20-2                          | UPST_20-2                          | CUSIP: 91680CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823268 | PA      | $805215.39    | 0.08%             | 2030-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-2                          | UPST_21-2                          | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1501190 | PA      | $1475638.12   | 0.15%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-2                          | UPST_21-2                          | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1094353.69   | 0.11%             | 2031-06-20      | Fixed         | 1.75%                 | 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        |   1662977 | PA      | $1580039.95   | 0.16%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST3                         | UPSPT_21-ST3                       | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1541352 | PA      | $1444858.16   | 0.15%             | 2027-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS THROUGH TRUST UPSPT_21-ST10                        | UPSPT_21-ST10                      | CUSIP: 91681WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5689282 | PA      | $5389626.04   | 0.55%             | 2030-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL1                                               | VCAT_21-NPL1                       | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425175 | PA      | $400821.43    | 0.04%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VWH CAPITAL VCAT_21-NPL6                                        | VCAT_21-NPL6                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2356044 | PA      | $2051092.11   | 0.21%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6              | VOLT_21-NPL6                       | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9879796 | PA      | $8690445.07   | 0.89%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                          | SOUTHERN CO                        | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2945877.90   | 0.30%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                             | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $219701.65    | 0.02%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                | VAIL RESORTS INC                   | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    436000 | PA      | $436853.39    | 0.04%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $158363.96    | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                      | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948053.06   | 0.20%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-4                           | VERUS_19-4                         | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1803114 | PA      | $1697944.91   | 0.17%             | 2059-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                        | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222385.44    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-2                           | VERUS_20-2                         | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335471 | PA      | $322807.06    | 0.03%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                           | VERUS_21-8                         | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8832973 | PA      | $7184551.29   | 0.74%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                        | VERUS_22-INV1                      | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3395392 | PA      | $3358007.39   | 0.35%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP / VICI NOTE CO  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $254767.73    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP / VICI NOTE CO  | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $356600.87    | 0.04%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP/VICI NOTE CO    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $507529.83    | 0.05%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP/VICI NOTE CO    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $116017.36    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                   | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    512000 | PA      | $483778.24    | 0.05%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                      | VISIO_19-2                         | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1023159 | PA      | $943622.97    | 0.10%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-XL                           | BX_19-XL                           | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6188000 | PA      | $6033596.41   | 0.62%             | 2036-10-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-ATL                          | BX_19-ATL                          | CUSIP: 056058AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2092967.86   | 0.22%             | 2036-10-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-ATL                          | BX_19-ATL                          | CUSIP: 056058AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1931000 | PA      | $1815361.68   | 0.19%             | 2036-10-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                     | VISIO_20-1R                        | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4294567 | PA      | $3898632.55   | 0.40%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $264300.28    | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                          | BX_21-PAC                          | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $5910489.83   | 0.61%             | 2036-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORAT                                | BAFC_05-5                          | CUSIP: 05946XE74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92414 | PA      | $88080.10     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_07-C                   | BAFC_07-C                          | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49309 | PA      | $46193.62     | 0.00%             | 2036-05-20      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | BANK OF AMERICA CORP               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9720450.74   | 1.00%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | BANK OF MONTREAL                   | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2426103.93   | 0.25%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                | BANK OF NEW YORK MELLON CORP       | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2869714.11   | 0.30%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA                | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2409191.68   | 0.25%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                     | BACARDI LTD                        | CUSIP: 067316AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3900000 | PA      | $3786951.64   | 0.39%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $488019.76    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | 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        |    700000 | PA      | $674936.36    | 0.07%             | 2026-08-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_18-4A                                      | BABSN_18-4A                        | CUSIP: 06760XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10800000 | PA      | $10474120.80  | 1.08%             | 2030-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                  | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    842000 | PA      | $789210.83    | 0.08%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4              | VOLT_21-NPL4                       | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4045331 | PA      | $3732572.70   | 0.38%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                   | VOLT_21-NP10                       | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7626537 | PA      | $6812561.74   | 0.70%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                    | BECTON DICKINSON AND COMPANY       | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1951126.52   | 0.20%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_21-1A                                     | BMIR_21-1A                         | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2960278.20   | 0.30%             | 2031-03-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_22-1                                     | BMIR_22-1                          | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5284000 | PA      | $5111569.87   | 0.53%             | 2032-01-26      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $431436.65    | 0.04%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5              | VOLT_21-NPL5                       | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2427501 | PA      | $2200659.77   | 0.23%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC ENERGY GROUP INC               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1811984.10   | 0.19%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                   | BLACKSTONE MORTGAGE TRUST INC      | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    281000 | PA      | $239611.35    | 0.02%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | BOEING CO                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4063473.90   | 0.42%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837000 | PA      | $827124.31    | 0.09%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $172749.43    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583000 | PA      | $516621.42    | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & COMPANY              | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6763501.29   | 0.70%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                             | BOXER PARENT CO INC                | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $346203.40    | 0.04%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                  | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1177414.26   | 0.12%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                   | BRAVO_20-NQM1                      | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    586248 | PA      | $540180.08    | 0.06%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1                   | BRAVO_21-NQM1                      | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3555779 | PA      | $3057417.70   | 0.31%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | BRISTOL-MYERS SQUIBB CO            | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1008589.53   | 0.10%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION/BROADCOM CA                                | BROADCOM CORP/BROADCOM CAYMAN FIN  | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3550111.35   | 0.37%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WFMBS_06-AR19                                                   | WFMBS_06-AR19                      | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63717 | PA      | $60398.78     | 0.01%             | 2036-12-25      | Variable      | 4.56%                 | 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        |  16055000 | PA      | $14820219.58  | 1.52%             | 2034-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                 | BWAY HOLDING CO                    | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $238374.23    | 0.02%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $74572.44     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $740894.48    | 0.08%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                           | CD&R SMOKEY BUYER INC              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $854714.20    | 0.09%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL              | WFCM_20-SDAL                       | CUSIP: 95002GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1510484.64   | 0.16%             | 2037-02-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT              | WFCM_21-FCMT                       | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1768094.02   | 0.18%             | 2031-05-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1                     | CFMT_21-GRN1                       | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470774 | PA      | $1353883.11   | 0.14%             | 2041-03-20      | Fixed         | 1.10%                 | 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        |   2502234 | PA      | $2350344.83   | 0.24%             | 2050-11-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $214241.49    | 0.02%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1                        | CSMC_22-JR1                        | CUSIP: 12546WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14743910 | PA      | $14028303.66  | 1.44%             | 2066-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                      | CIGNA CORP                         | CUSIP: 125523CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1956646.38   | 0.20%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R6                                             | CIM_18-R6                          | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3335855 | PA      | $3257798.85   | 0.34%             | 2058-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                        | CLNY_19-IKPR                       | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5458095.90   | 0.56%             | 2038-11-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR1                                            | CIM_21-NR1                         | CUSIP: 12565YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2288893 | PA      | $2155189.45   | 0.22%             | 2055-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL                         | CRPT_21-RETL                       | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4406250 | PA      | $4304191.13   | 0.44%             | 2036-08-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                              | CHNGE_22-NQM1                      | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2293920 | PA      | $2219885.19   | 0.23%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CSMC_19-AFC1                                                    | CSMC 19-AFC1                       | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1324138 | PA      | $1230309.46   | 0.13%             | 2049-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                   | CUSIP: 126307AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $947014.41    | 0.10%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                   | CUSIP: 126307AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $549537.51    | 0.06%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4                       | CSMC_20-RPL4                       | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6032732 | PA      | $5349035.31   | 0.55%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                        | CSX CORPORATION                    | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1561417.94   | 0.16%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3                     | CSMC_20-RPL3                       | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2463705 | PA      | $2300354.00   | 0.24%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                       | CSMC_21-AFC1                       | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1838032 | PA      | $1375376.67   | 0.14%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1                       | CSMC_21-RPL1                       | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4429214 | PA      | $4178610.33   | 0.43%             | 2060-09-27      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                       | CSMC_21-RPL4                       | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3254045 | PA      | $2873145.82   | 0.30%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM5                                         | CSMC_22-NQM5                       | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3990729 | PA      | $3990258.95   | 0.41%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS HEALTH CORP                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2101205.75   | 0.22%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                     | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1097603.09   | 0.11%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                    | CALPINE CORP                       | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137333.29    | 0.01%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                              | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    586000 | PA      | $550919.23    | 0.06%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                | CANADIAN IMPERIAL BANK OF COMMERCE | CUSIP: 13607RAE0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2998843.65   | 0.31%             | 2023-09-13      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                  | CANADIAN NATURAL RESOURCES LIMITED | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1945344.86   | 0.20%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                      | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    380000 | PA      | $332482.02    | 0.03%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                | CGMS_16-4A                         | CUSIP: 143109AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3000000 | PA      | $2915022.00   | 0.30%             | 2027-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                | CGMS_13-4A                         | CUSIP: 14310KAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4777220.00   | 0.49%             | 2031-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A                     | CGMS_17-5A                         | CUSIP: 14316AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8000000 | PA      | $7666608.00   | 0.79%             | 2030-01-20      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $504913.17    | 0.05%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                      | SPRINT CORP                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    548000 | PA      | $556182.51    | 0.06%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    224000 | PA      | $178904.28    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    462000 | PA      | $329632.55    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                      | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    442000 | PA      | $450979.75    | 0.05%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    577000 | PA      | $515744.73    | 0.05%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | CARRIER GLOBAL CORP                | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1804057.92   | 0.19%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                      | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975505.00    | 0.10%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP       | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $422916.24    | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                          | CENTERPOINT ENERGY INC             | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1998928.10   | 0.21%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                         | STANDARD INDUSTRIES INC            | CUSIP: 853496AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $286728.48    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                      | STAR_2019-INV1                     | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1735297 | PA      | $1629942.22   | 0.17%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                | STAR_20-INV1                       | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    437184 | PA      | $385794.50    | 0.04%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING COMPANY INC                                     | ALTRA INDUSTRIAL MOTION CORP       | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $653854.64    | 0.07%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT              | WFCM_21-FCMT                       | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1410922.64   | 0.15%             | 2031-05-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC             | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $1009625.29   | 0.10%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                         | WESTERN MIDSTREAM OPERATING LP     | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1560319.39   | 0.16%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A               | WLAKE_21-2A                        | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9625000 | PA      | $8765757.00   | 0.90%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                            | WESTPAC BANKING CORP               | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2460000 | PA      | $2513602.49   | 0.26%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC (DELAWARE)                                 | TRI POINTE HOLDINGS INC            | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $153391.70    | 0.02%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | WILLIAMS PARTNERS LP               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3298976.17   | 0.34%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                | WOODSIDE FINANCE LTD               | CUSIP: 980236AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $2111561.67   | 0.22%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $184460.39    | 0.02%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $208673.09    | 0.02%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                    | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $181615.60    | 0.02%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                         | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    372000 | PA      | $275694.27    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                           | ZIGGO BOND FINANCE BV              | CUSIP: 98954UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    655000 | PA      | $609733.38    | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                        | US 5YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -1175 | NC      | $89721.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                        | US 2YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1550 | NC      | $105657.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                        | US 2YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       110 | NC      | $-96615.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                 | NORTONLIFELOCK INC                 | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    402000 | PA      | $391968.21    | 0.04%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2643239.04   | 0.27%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                 | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $181872.75    | 0.02%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                           | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $757428.84    | 0.08%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    382000 | PA      | $373352.75    | 0.04%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    589000 | PA      | $565738.53    | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    417000 | PA      | $397287.43    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    767000 | PA      | $747517.06    | 0.08%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_20-1                                  | TRK_20-1                           | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5235713 | PA      | $5056940.94   | 0.52%             | 2023-03-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                       | TORONTO-DOMINION BANK/THE          | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2911496.13   | 0.30%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT HE TRUST TPHT_21-HE1                                 | TPHT_21-HE1                        | CUSIP: 89180DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $958729.70    | 0.10%             | 2063-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_21-SJ2                           | TPMT_21-SJ2                        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5224007 | PA      | $4742145.80   | 0.49%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $210499.19    | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $978439.33    | 0.10%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $826609.26    | 0.09%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3               | TMIR_21-3                          | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7864844 | PA      | $7665767.91   | 0.79%             | 2034-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                    | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    921000 | PA      | $860902.02    | 0.09%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | TRUIST FINANCIAL CORP              | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2871976.68   | 0.30%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                 | TYSON FOODS INC                    | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983862.43    | 0.10%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US FOODS INC                       | CUSIP: 90290MAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    882000 | PA      | $874846.62    | 0.09%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1034473.82   | 0.11%             | 2025-05-15      | Fixed         | 7.50%                 | 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        |    929118 | PA      | $915533.51    | 0.09%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                      | PAID_21-HG1                        | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5383113 | PA      | $5077452.54   | 0.52%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                      | PAID_21-HG1                        | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851534 | PA      | $813535.60    | 0.08%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-5                        | PAID_22-5                          | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11300000 | PA      | $11306133.64  | 1.16%             | 2030-06-17      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-1A                      | PSTAT_20-1A                        | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3597869 | PA      | $3572719.66   | 0.37%             | 2028-02-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                  | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $599189.88    | 0.06%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                 | PEACHTREE CORNERS FUNDING TRUST    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3297000 | PA      | $3186591.94   | 0.33%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                     | PHILLIPS 66                        | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2235137.73   | 0.23%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                  | PICASSO FINANCE SUB INC            | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $436656.14    | 0.04%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                             | PILGRIMS PRIDE CORP                | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235185.24    | 0.02%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                 | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3172797.94   | 0.33%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    357000 | PA      | $345697.36    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL2               | PRET_21-NPL2                       | CUSIP: 741386AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1795922 | PA      | $1583595.10   | 0.16%             | 2060-06-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1                   | PRET_21-NPL1                       | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1808866 | PA      | $1647489.12   | 0.17%             | 2060-09-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL3                   | PRET_21-NPL3                       | CUSIP: 74143EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8650685 | PA      | $7556651.52   | 0.78%             | 2051-07-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                            | PRIME SECURITY SERVICES/PRIME FIN  | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $370776.08    | 0.04%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                | PRINCIPAL LIFE GLOBAL FUNDING II   | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2183220.30   | 0.22%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                         | PROG_20-SFR1                       | CUSIP: 74331CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $914375.40    | 0.09%             | 2037-04-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                         | PROG_20-SFR1                       | CUSIP: 74331CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025000 | PA      | $1847134.94   | 0.19%             | 2037-04-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                         | PROG_20-SFR2                       | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198519 | PA      | $1096368.66   | 0.11%             | 2037-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                         | PROG_20-SFR2                       | CUSIP: 74333LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $276279.93    | 0.03%             | 2037-06-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                         | PROG_20-SFR2                       | CUSIP: 74333LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $324387.35    | 0.03%             | 2037-06-17      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                 | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $223497.94    | 0.02%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RBSCF TRUST RBSCF_13-GSP                                        | RBSCF_13-GSP                       | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7892277.78   | 0.81%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                            | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $550057.85    | 0.06%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_13-8A                                  | RACEP_13-8A                        | CUSIP: 74982LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2808980 | PA      | $2767592.18   | 0.28%             | 2030-02-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| RACEP_15-9A                                                     | RACEP_15-9A                        | CUSIP: 74982WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4975000 | PA      | $4729971.30   | 0.49%             | 2030-10-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                       | RRAM_18-3A                         | CUSIP: 74988LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9703600.00   | 1.00%             | 2030-01-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                  | RADIAN GROUP INC                   | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274494.32    | 0.03%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                  | RADIAN GROUP INC                   | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98054.32     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                  | RADIAN GROUP INC                   | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    423000 | PA      | $418578.02    | 0.04%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                              | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $648954.42    | 0.07%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                         | RMIR_20-1                          | CUSIP: 750493AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380422 | PA      | $375377.29    | 0.04%             | 2030-01-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A            | RPM_21-2A                          | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2348196 | PA      | $2064905.68   | 0.21%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                    | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    831000 | PA      | $819398.65    | 0.08%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077000 | PA      | $927146.70    | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    233000 | PA      | $250277.87    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $323874.50    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    275000 | PA      | $231368.52    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA               | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2670254.55   | 0.27%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_19-2A                             | SCFET_19-2A                        | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3857935.60   | 0.40%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_20-1                              | SCFET_20-1A                        | CUSIP: 784054AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4592658.77   | 0.47%             | 2028-03-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                         | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208205.97    | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_22-1A                                      | ACMAT_22-1A                        | CUSIP: 00091QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8889660.90   | 0.91%             | 2029-04-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T INC                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2115090.55   | 0.22%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                 | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $740480.27    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | ABBVIE INC                         | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3218129.07   | 0.33%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-A                    | AFFRM_22-A                         | CUSIP: 00834WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7780000 | PA      | $7443685.38   | 0.77%             | 2027-05-17      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $278067.43    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $314277.92    | 0.03%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $278410.19    | 0.03%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                          | ALLYA_22-3                         | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6900000 | PA      | $6927492.36   | 0.71%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                          | ALLYA_22-1                         | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5354082.25   | 0.55%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                       | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    934000 | PA      | $852633.13    | 0.09%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    504000 | PA      | $452763.69    | 0.05%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $387175.64    | 0.04%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                               | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $89171.91     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2          | ACAR_21-2                          | CUSIP: 025291AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1429102.64   | 0.15%             | 2027-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2          | ACAR_20-2                          | CUSIP: 02529WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2787136.80   | 0.29%             | 2026-05-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                            | AMERICAN ELECTRIC POWER COMPANY    | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058250.72   | 0.21%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                        | AMERICAN EXPRESS COMPANY           | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3116822.19   | 0.32%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                | AMERICAN INTERNATIONAL GROUP INC   | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2148404.15   | 0.22%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | AMERICAN TOWER CORPORATION         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2070827.90   | 0.21%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | AMGEN INC                          | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2840653.42   | 0.29%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMRESCO RESIDENTIAL SECURITIES MTG LOAN TRUST AMRES_98-3        | AMRES_98-3                         | CUSIP: 03215PFG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1934 | PA      | $1931.30      | 0.00%             | 2028-07-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_18-3                              | AOMT_18-3                          | CUSIP: 03464NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31776 | PA      | $31567.60     | 0.00%             | 2048-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                              | AOMT_20-6                          | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    404940 | PA      | $340209.63    | 0.04%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                              | AOMT_20-6                          | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $884999.54    | 0.09%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-8                              | AOMT_21-8                          | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7828397 | PA      | $6578747.23   | 0.68%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC | CUSIP: 035240AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2147588.03   | 0.22%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | ANTHEM INC                         | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1898717.06   | 0.20%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    643000 | PA      | $615077.36    | 0.06%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    335000 | PA      | $328222.74    | 0.03%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_18-47A                                        | ARES_18-47A                        | CUSIP: 04016VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4000000 | PA      | $3851012.00   | 0.40%             | 2030-04-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    497000 | PA      | $480017.49    | 0.05%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    680000 | PA      | $656891.99    | 0.07%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                | OAKC_12-7A                         | CUSIP: 67102QAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4881645.00   | 0.50%             | 2034-02-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-EXP2                            | OBX_19-EXP2                        | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474283 | PA      | $422685.57    | 0.04%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_22-NQM7                            | OBX_22-NQM7                        | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4801505 | PA      | $4736895.69   | 0.49%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                       | OMIR_21-1A                         | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    879622 | PA      | $875925.66    | 0.09%             | 2033-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A                  | OCT35_18-1A                        | CUSIP: 67591TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7550000 | PA      | $7456908.50   | 0.77%             | 2031-01-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A                  | OCT39_18-3A                        | CUSIP: 67592CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $10839987.20  | 1.12%             | 2030-10-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1                        | OVMLT_20-1                         | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    931359 | PA      | $826444.97    | 0.09%             | 2050-05-28      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | RESTAURANT BRANDS                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    526000 | PA      | $523358.54    | 0.05%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                           | ONYP_20-1NYP                       | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2799837.30   | 0.29%             | 2036-01-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                           | ONYP_20-1NYP                       | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1023710.51   | 0.11%             | 2036-01-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS                      | AHT1_18-KEYS                       | CUSIP: 04410CAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9100000 | PA      | $8782706.66   | 0.90%             | 2035-05-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                         | ASTRAZENECA FINANCE LLC            | CUSIP: 04636NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1559227.64   | 0.16%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST AVNT_21-REV1                          | AVNT_21-REV1                       | CUSIP: 05353LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $864126.37    | 0.09%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $235638.56    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH       | BBCMS_18-BXH                       | CUSIP: 05491RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3453227.41   | 0.36%             | 2037-10-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH       | BBCMS_18-BXH                       | CUSIP: 05491RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975000 | PA      | $1864426.47   | 0.19%             | 2037-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY      | BAMLL_18-DSNY                      | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11012167.70  | 1.13%             | 2034-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                        | BAE SYSTEMS HOLDINGS INC           | CUSIP: 05523UAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3374756.00   | 0.35%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_18-ATLS                                | BHMS_18-ATLS                       | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $13012515.00  | 1.34%             | 2035-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2                     | OMFIT_22-2A                        | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10618945.70  | 1.09%             | 2034-10-14      | Fixed         | 4.89%                 | 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        |   5168028 | PA      | $5163501.16   | 0.53%             | 2030-01-08      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORPORATION                 | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2136582.18   | 0.22%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAPITAL LLC         | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $853828.61    | 0.09%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                          | PNC FINANCIAL SERVICES GROUP INC ( | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2115671.04   | 0.22%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                         | PPL CAPITAL FUNDING INC            | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2573439.72   | 0.26%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                       | PRPM_21-3                          | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3558039 | PA      | $3214023.54   | 0.33%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                       | PRPM_21-4                          | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6746637 | PA      | $6041175.68   | 0.62%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                       | PRPM_21-2                          | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2142378 | PA      | $1943231.60   | 0.20%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_21-RPL1                                           | PRPM_21-RPL1                       | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1754417 | PA      | $1544346.53   | 0.16%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10                      | PRPM_21-10                         | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3703270 | PA      | $3329936.99   | 0.34%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_21-9                                              | PRPM_21-9                          | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6215787 | PA      | $5595522.73   | 0.58%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                             | PRKCM_21-AFC2                      | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13341244 | PA      | $10847265.16  | 1.12%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6               | PRET_21-NPL6                       | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9556112 | PA      | $8828535.35   | 0.91%             | 2051-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                         | PTC INC                            | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    237000 | PA      | $226058.37    | 0.02%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MCUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1135 | PA      | $1108.83      | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2229 | PA      | $2177.85      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MMKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       739 | PA      | $738.88       | 0.00%             | 2024-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR GIANT                   | CUSIP: 3128MMKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1139 | PA      | $1137.99      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR                         | CUSIP: 3128PKY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       177 | PA      | $176.49       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD  15YR                        | CUSIP: 3128PQCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1957 | PA      | $1955.29      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR                         | CUSIP: 3128PS5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       513 | PA      | $502.24       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR                         | CUSIP: 3128PS6V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       693 | PA      | $680.74       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 7/1 HYBRID ARM               | CUSIP: 3128QJD78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1574 | PA      | $1550.13      | 0.00%             | 2036-07-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 12M LIBOR ARM                | CUSIP: 3128S4EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22491 | PA      | $22743.78     | 0.00%             | 2036-08-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 15YR                         | CUSIP: 31294MAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1553 | PA      | $1517.67      | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                          | CUSIP: 3138A2FH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2058 | PA      | $2010.23      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                          | CUSIP: 3138ABL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19250 | PA      | $18781.87     | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 3138AJMV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1581 | PA      | $1542.93      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 3138EGYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       919 | PA      | $902.32       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_03-W11                                          | FNMA_03-W11                        | CUSIP: 31393C6U2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5409 | PA      | $5423.46      | 0.00%             | 2033-06-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31412N4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       510 | PA      | $497.53       | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31412PGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1009 | PA      | $985.05       | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31412PMR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $537.43       | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31416NSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       665 | PA      | $649.52       | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31416RAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       779 | PA      | $760.77       | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31416WH62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       330 | PA      | $321.87       | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                          | CUSIP: 31416XLY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       383 | PA      | $374.20       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA  15YR                         | CUSIP: 31418XE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1654 | PA      | $1614.39      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1A                    | FIAOT_21-1A                        | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95499 | PA      | $94460.14     | 0.01%             | 2026-03-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FIRSTENERGY CORPORATION            | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2656169.22   | 0.27%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                      | FIVE CORNERS FUNDING TRUST         | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980954.58   | 0.20%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| 510 ASSETS BACKED TRUST FTAB_21-NPL2                            | FTAB_21-NPL2                       | CUSIP: 33835JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3944218 | PA      | $3653804.04   | 0.38%             | 2061-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A78<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195537.79    | 0.02%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $279884.36    | 0.03%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $130762.72    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397ZQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    978000 | PA      | $966991.27    | 0.10%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_19-1A                             | FFIN_19-1A                         | CUSIP: 35041JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652178 | PA      | $638645.45    | 0.07%             | 2034-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                     | STACR_21-HQA1                      | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195156 | PA      | $194353.50    | 0.02%             | 2033-08-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                     | STACR_21-DNA5                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1338305 | PA      | $1317607.00   | 0.14%             | 2034-01-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                     | STACR_21-HQA4                      | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3327675 | PA      | $3156590.05   | 0.32%             | 2041-12-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                     | STACR_22-DNA3                      | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8024008 | PA      | $8006234.27   | 0.82%             | 2042-04-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                   | STACR_20-DNA1                      | CUSIP: 35565HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595423 | PA      | $593580.60    | 0.06%             | 2050-01-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-1CP                                  | FREED_21-1CP                       | CUSIP: 35635BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464809 | PA      | $462262.22    | 0.05%             | 2028-03-20      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-2                                    | FREED_21-2                         | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12250000 | PA      | $11904453.23  | 1.22%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                            | GCAT_21-CM2                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3719010 | PA      | $3350496.20   | 0.34%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT_20-3                                                       | GCAT_20-3                          | CUSIP: 36168CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3006183 | PA      | $2902555.82   | 0.30%             | 2025-09-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $159547.55    | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    833000 | PA      | $800972.62    | 0.08%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM4                                         | GCAT_22-NQM4                       | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3894402 | PA      | $3915898.57   | 0.40%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                  | GLP CAPITAL LP / GLP FIN II INC    | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    231000 | PA      | $230243.70    | 0.02%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                      | GNMA2 1YR CMT ARM                  | CUSIP: 36225CNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6588 | PA      | $6457.60      | 0.00%             | 2030-03-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1                     | GSMBS_20-NQM1                      | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1136849 | PA      | $1020709.70   | 0.11%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_20-4A                           | GCAR_20-4A                         | CUSIP: 36261EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1524165.76   | 0.16%             | 2026-10-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                  | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3449873.55   | 0.35%             | 2027-11-15      | Fixed         | 5.65%                 | 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        |   5150000 | PA      | $5084858.78   | 0.52%             | 2036-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                      | GNMA  30YR                         | CUSIP: 36295FDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11221 | PA      | $11267.28     | 0.00%             | 2037-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                | GATES GLOBAL LLC/GATES GLOBAL CO   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $927730.51    | 0.10%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                           | GENERAL DYNAMICS CORPORATION       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906411.42   | 0.20%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A              | GLM_21-10A                         | CUSIP: 38138TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4150000 | PA      | $4051864.95   | 0.42%             | 2034-07-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                     | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6934725.85   | 0.71%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                           | HCA INC                            | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2264387.06   | 0.23%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                  | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5550000 | PA      | $5215988.35   | 0.54%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                        | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    444673 | PA      | $402337.64    | 0.04%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $456825.66    | 0.05%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1A                         | HERTZ_21-1A                        | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2700059.10   | 0.28%             | 2025-12-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                           | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $376725.30    | 0.04%             | 2025-05-01      | 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        |   1216630 | PA      | $1108759.04   | 0.11%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                    | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    241000 | PA      | $237834.41    | 0.02%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD HMIR_21-1                                           | HMIR_21-1                          | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2558687 | PA      | $2541326.19   | 0.26%             | 2033-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1                    | HOF_22-1                           | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6751357 | PA      | $6712586.08   | 0.69%             | 2067-07-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-BPL1                 | HOF_20-BPL1                        | CUSIP: 43789YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    852821 | PA      | $850714.36    | 0.09%             | 2025-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                          | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $826277.22    | 0.09%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                         | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    740000 | PA      | $719155.90    | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1127000 | PA      | $1046730.85   | 0.11%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296467.91   | 0.13%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    435000 | PA      | $416930.85    | 0.04%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1106574.67   | 0.11%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM2                      | IMPRL_21-NQM2                      | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2657703 | PA      | $2003885.65   | 0.21%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                     | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    633000 | PA      | $572554.37    | 0.06%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    468000 | PA      | $471577.00    | 0.05%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $240483.40    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | IQVIA INC                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171755.62    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_0                                | JPMMT_05-S3                        | CUSIP: 466247B51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15039 | PA      | $10541.55     | 0.00%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                        | JPMMT_07-A2                        | CUSIP: 46630PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4705 | PA      | $3753.38      | 0.00%             | 2037-04-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9567549.19   | 0.98%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JAY PARK CLO LTD JPARK_16-1A                                    | JPARK_16-1A                        | CUSIP: 47206VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5500000 | PA      | $5396748.50   | 0.56%             | 2027-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                    | JELD-WEN INC                       | CUSIP: 475795AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $280258.01    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                        | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1238543.93   | 0.13%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_21-KDIP                     | KIND_21-KDIP                       | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $918398.42    | 0.09%             | 2037-12-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                               | KINDER MORGAN INC                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2426477.21   | 0.25%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                            | KRAFT HEINZ FOODS CO               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910882.02   | 0.20%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                       | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910946.24   | 0.20%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                               | LYB INTERNATIONAL FINANCE III LLC  | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893933.71    | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/CAP FIN    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70645.26     | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $647536.30    | 0.07%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                         | LMAT_21-GS1                        | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120840 | PA      | $2846005.45   | 0.29%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                         | LMAT_21-GS2                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5946270 | PA      | $5374780.37   | 0.55%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_22-1                         | LBZZ_22-1A                         | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4472003 | PA      | $4291003.38   | 0.44%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    855000 | PA      | $830420.68    | 0.09%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318090.08    | 0.03%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259329.43    | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLEND_21-1A                                                     | LLEND_21-1A                        | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923752 | PA      | $891970.59    | 0.09%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3168255.59   | 0.33%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_20-NQM1                                         | MFRA_20-NQM1                       | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1101763 | PA      | $994591.99    | 0.10%             | 2065-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                       | MGM RESORTS INTERNATIONAL          | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    364000 | PA      | $364000.01    | 0.04%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2678038.71   | 0.28%             | 2026-03-01      | Fixed         | 1.75%                 | 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        |   1077849 | PA      | $1053299.57   | 0.11%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_19-2A                                     | MVWOT_19-2A                        | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595103 | PA      | $1505606.38   | 0.15%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-33A                            | MDPK_19-33A                        | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5550000 | PA      | $5297941.20   | 0.55%             | 2032-10-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                            | MDPK_21-48A                        | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1250000 | PA      | $1229150.00   | 0.13%             | 2033-04-19      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | MAGALLANES INC                     | CUSIP: 55903VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3519918.60   | 0.36%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                              | MET LIFE GLOB FUNDING I            | CUSIP: 59217GFB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2185249.14   | 0.22%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                              | MICROCHIP TECHNOLOGY INCORPORATED  | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    351000 | PA      | $340852.40    | 0.04%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                              | MICROCHIP TECHNOLOGY INCORPORATED  | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2376779.93   | 0.24%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_20-A                            | MMAF_20-A                          | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1864284.05   | 0.19%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                      | MONDELEZ INTERNATIONAL INC         | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1816302.32   | 0.19%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                     | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6903058.88   | 0.71%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST MSM_04-10AR                  | MSM_04-10AR                        | CUSIP: 61748HFE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40552 | PA      | $38037.04     | 0.00%             | 2034-11-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD                      | MSC_19-MEAD                        | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3178091.49   | 0.33%             | 2036-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-20

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer