# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-018354
**Filing Date:** 2023-3
**Character Count:** 704767
**Document Hash:** 87012049de3f331c795ad8e342945a7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018354.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018354

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 23766604

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

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

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

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

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

## Series and Classes Contracts Data

### Columbia Total Return Bond Fund (Series ID: S000012097)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000032983 | Columbia Total Return Bond Fund Class A               | LIBAX           |
| C000032985 | Columbia Total Return Bond Fund Class C               | LIBCX           |
| C000032986 | Columbia Total Return Bond Fund Class R               | CIBRX           |
| C000032987 | Columbia Total Return Bond Fund Institutional Class   | SRBFX           |
| C000121793 | Columbia Total Return Bond Fund Advisor Class         | CBNRX           |
| C000121794 | Columbia Total Return Bond Fund Institutional 2 Class | CTBRX           |
| C000122680 | Columbia Total Return Bond Fund Institutional 3 Class | CTBYX           |

## Nport-Ex

![](imgbfb2b1d21.jpg)

Third Quarter Report<br> January 31, 2023 (Unaudited)

![](img5fd8133f2.jpg)

Columbia Total Return Bond Fund

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

------

## Portfolio of Investments<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 10.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 10.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 10.4%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 10.4%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &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;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A |
| &nbsp;&nbsp;01/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.610% | &nbsp;&nbsp;7950000 | &nbsp;&nbsp;&nbsp;&nbsp;7942721 |
| &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;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;02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;0.660% | &nbsp;&nbsp;1715888 | &nbsp;&nbsp;&nbsp;&nbsp;1711375 |
| &nbsp;&nbsp;Ares LVIII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares LVIII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares LVIII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares LVIII CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-58A Class DR | &nbsp;&nbsp;Series 2020-58A Class DR | &nbsp;&nbsp;Series 2020-58A Class DR | &nbsp;&nbsp;Series 2020-58A Class DR |
| &nbsp;&nbsp;3-month Term SOFR + 3.200%<br> Floor 3.200%<br> 01/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7.832% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4608570 |
| &nbsp;&nbsp;Ares XLVI CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares XLVI CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares XLVI CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ares XLVI CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-46A Class B1 | &nbsp;&nbsp;Series 2017-46A Class B1 | &nbsp;&nbsp;Series 2017-46A Class B1 | &nbsp;&nbsp;Series 2017-46A Class B1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.142% | &nbsp;&nbsp;7780000 | &nbsp;&nbsp;&nbsp;&nbsp;7576491 |
| &nbsp;&nbsp;Atrium XIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Atrium XIII<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013A Class B | &nbsp;&nbsp;Series 2013A Class B | &nbsp;&nbsp;Series 2013A Class B | &nbsp;&nbsp;Series 2013A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.500%<br> Floor 1.500%<br> 11/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.315% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2201220 |
| &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-3A Class DR | &nbsp;&nbsp;Series 2020-3A Class DR | &nbsp;&nbsp;Series 2020-3A Class DR | &nbsp;&nbsp;Series 2020-3A Class DR |
| &nbsp;&nbsp;3-month USD LIBOR + 3.250%<br> Floor 3.250%<br> 10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8.065% | &nbsp;&nbsp;8250000 | &nbsp;&nbsp;&nbsp;&nbsp;7634278 |
| &nbsp;&nbsp;Series 2020-4A Class D | &nbsp;&nbsp;Series 2020-4A Class D | &nbsp;&nbsp;Series 2020-4A Class D | &nbsp;&nbsp;Series 2020-4A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 4.250%<br> Floor 4.250%<br> 10/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9.058% | &nbsp;&nbsp;3750000 | &nbsp;&nbsp;&nbsp;&nbsp;3684604 |
| &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR | &nbsp;&nbsp;Series 2016-3A Class ERR |
| &nbsp;&nbsp;3-month USD LIBOR + 7.000%<br> Floor 7.000%<br> 07/20/2034 | &nbsp;&nbsp;11.808% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4313305 |
| &nbsp;&nbsp;Carlyle Group LP<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Group LP<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Group LP<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle Group LP<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-5A Class A2 | &nbsp;&nbsp;Series 2017-5A Class A2 | &nbsp;&nbsp;Series 2017-5A Class A2 | &nbsp;&nbsp;Series 2017-5A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> 01/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.208% | &nbsp;&nbsp;3810000 | &nbsp;&nbsp;&nbsp;&nbsp;3671838 |
| &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 2019-3R Class CR | &nbsp;&nbsp;Series 2019-3R Class CR | &nbsp;&nbsp;Series 2019-3R Class CR | &nbsp;&nbsp;Series 2019-3R Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 3.200%<br> Floor 3.200%<br> 10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8.008% | 13400000 | &nbsp;&nbsp;12676949 |
| &nbsp;&nbsp;Series 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 3.200%<br> Floor 3.200%<br> 01/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8.018% | 15150000 | &nbsp;&nbsp;13865568 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.600%<br> Floor 1.600%<br> 04/30/2031 | &nbsp;&nbsp;6.402% | &nbsp;&nbsp;9300000 | &nbsp;&nbsp;&nbsp;&nbsp;9029007 |
| &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 05/15/2031 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6778296 |
| &nbsp;&nbsp;Series 2020-83A Class D | &nbsp;&nbsp;Series 2020-83A Class D | &nbsp;&nbsp;Series 2020-83A Class D | &nbsp;&nbsp;Series 2020-83A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.500%<br> Floor 3.500%<br> 01/18/2032 | &nbsp;&nbsp;8.295% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3825720 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Exeter Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-2A Class E | &nbsp;&nbsp;Subordinated Series 2021-2A Class E | &nbsp;&nbsp;Subordinated Series 2021-2A Class E | &nbsp;&nbsp;Subordinated Series 2021-2A Class E |
| &nbsp;&nbsp;07/17/2028 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5359633 |
| &nbsp;&nbsp;Goldentree Loan Management US CLO 10 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Management US CLO 10 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Management US CLO 10 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Management US CLO 10 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-10A Class D | &nbsp;&nbsp;Series 2021-10A Class D | &nbsp;&nbsp;Series 2021-10A Class D | &nbsp;&nbsp;Series 2021-10A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.050%<br> Floor 3.050%<br> 07/20/2034 | &nbsp;&nbsp;7.858% | 12750000 | &nbsp;&nbsp;11909048 |
| &nbsp;&nbsp;Goldentree Loan Opportunities XI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Opportunities XI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Opportunities XI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Goldentree Loan Opportunities XI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-11A Class BR2 | &nbsp;&nbsp;Series 2015-11A Class BR2 | &nbsp;&nbsp;Series 2015-11A Class BR2 | &nbsp;&nbsp;Series 2015-11A Class BR2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> 01/18/2031 | &nbsp;&nbsp;6.145% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4895770 |
| &nbsp;&nbsp;LP LMS Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LP LMS Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LP LMS Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LP LMS Asset Securitization Trust<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;01/15/2029 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4560881 | &nbsp;&nbsp;&nbsp;&nbsp;4413224 |
| &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 01/15/2033 | &nbsp;&nbsp;8.392% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4843865 |
| &nbsp;&nbsp;Madison Park Funding XLVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-47A Class D | &nbsp;&nbsp;Series 2020-47A Class D | &nbsp;&nbsp;Series 2020-47A Class D | &nbsp;&nbsp;Series 2020-47A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 4.100%<br> Floor 4.000%<br> 01/19/2034 | &nbsp;&nbsp;8.798% | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp;&nbsp;6737855 |
| &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> 04/20/2030 | &nbsp;&nbsp;6.158% | 14000000 | &nbsp;&nbsp;13649566 |
| &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2A Class D | &nbsp;&nbsp;Series 2020-2A Class D | &nbsp;&nbsp;Series 2020-2A Class D | &nbsp;&nbsp;Series 2020-2A Class D |
| &nbsp;&nbsp;09/16/2030 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1998128 | &nbsp;&nbsp;&nbsp;&nbsp;1970548 |
| &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B |
| &nbsp;&nbsp;06/16/2031 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;1632189 | &nbsp;&nbsp;&nbsp;&nbsp;1612840 |

---

---

| | |
|:---|:---|
| 2 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon 55 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.100%<br> Floor 3.100%<br> 07/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7.908% | &nbsp;&nbsp;8750000 | &nbsp;&nbsp;&nbsp;&nbsp;8301414 |
| &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 A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 01/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6.208% | &nbsp;&nbsp;9350000 | &nbsp;&nbsp;&nbsp;&nbsp;9121149 |
| &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 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A |
| &nbsp;&nbsp;05/08/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1.470% | 15100000 | &nbsp;&nbsp;14203803 |
| &nbsp;&nbsp;Subordinated Series 2021-B Class B | &nbsp;&nbsp;Subordinated Series 2021-B Class B | &nbsp;&nbsp;Subordinated Series 2021-B Class B | &nbsp;&nbsp;Subordinated Series 2021-B Class B |
| &nbsp;&nbsp;05/08/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1.960% | &nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp;&nbsp;2864571 |
| &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM Funding IV Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2013-4A Class D2R | &nbsp;&nbsp;Series 2013-4A Class D2R | &nbsp;&nbsp;Series 2013-4A Class D2R | &nbsp;&nbsp;Series 2013-4A Class D2R |
| &nbsp;&nbsp;3-month USD LIBOR + 7.250%<br> Floor 7.250%<br> 10/22/2030 | &nbsp;&nbsp;12.065% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895074 |
| &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 2021-2 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;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;5023009 | &nbsp;&nbsp;&nbsp;&nbsp;4695244 |
| &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;&nbsp;&nbsp;1.530% | &nbsp;&nbsp;6376600 | &nbsp;&nbsp;&nbsp;&nbsp;6227241 |
| &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;&nbsp;&nbsp;1.220% | &nbsp;&nbsp;3484453 | &nbsp;&nbsp;&nbsp;&nbsp;3293069 |
| &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;05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1.740% | &nbsp;&nbsp;6199663 | &nbsp;&nbsp;&nbsp;&nbsp;5694138 |
| &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;9248910 | &nbsp;&nbsp;&nbsp;&nbsp;8401299 |
| &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;&nbsp;&nbsp;1.820% | &nbsp;&nbsp;&nbsp;&nbsp;806192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771416 |
| &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B | &nbsp;&nbsp;Subordinated Series 2022-1 Class B |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.344% | &nbsp;&nbsp;4999339 | &nbsp;&nbsp;&nbsp;&nbsp;4541237 |
| &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> | &nbsp;&nbsp;PAGAYA AI Debt Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B | &nbsp;&nbsp;Subordinated Series 2022-3 Class B |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8.050% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6998141 |
| &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 2021-4A Class B | &nbsp;&nbsp;Series 2021-4A Class B | &nbsp;&nbsp;Series 2021-4A Class B | &nbsp;&nbsp;Series 2021-4A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.542% | 15000000 | &nbsp;&nbsp;14273100 |
| &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Prosper Pass-Through Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A | &nbsp;&nbsp;Series 2019-ST2 Class A |
| &nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;253260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253260 |
| &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;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;5155168 | &nbsp;&nbsp;&nbsp;&nbsp;4557049 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Stewart Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Stewart Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Stewart Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Stewart Park CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class BR | &nbsp;&nbsp;Series 2017-1A Class BR | &nbsp;&nbsp;Series 2017-1A Class BR | &nbsp;&nbsp;Series 2017-1A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.370%<br> Floor 1.370%<br> 01/15/2030 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;5828571 | &nbsp;&nbsp;&nbsp;&nbsp;5680490 |
| &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Pass-Through Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A | &nbsp;&nbsp;Series 2020-ST6 Class A |
| &nbsp;&nbsp;01/20/2027 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1781971 | &nbsp;&nbsp;&nbsp;&nbsp;1698542 |
| &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;4952230 | &nbsp;&nbsp;&nbsp;&nbsp;4723880 |
| &nbsp;&nbsp;Series 2021-ST4 Class A | &nbsp;&nbsp;Series 2021-ST4 Class A | &nbsp;&nbsp;Series 2021-ST4 Class A | &nbsp;&nbsp;Series 2021-ST4 Class A |
| &nbsp;&nbsp;07/20/2027 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4342731 | &nbsp;&nbsp;&nbsp;&nbsp;4033728 |
| &nbsp;&nbsp;Series 2021-ST5 Class A | &nbsp;&nbsp;Series 2021-ST5 Class A | &nbsp;&nbsp;Series 2021-ST5 Class A | &nbsp;&nbsp;Series 2021-ST5 Class A |
| &nbsp;&nbsp;07/20/2027 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4077746 | &nbsp;&nbsp;&nbsp;&nbsp;3895248 |
| &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Voya CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D | &nbsp;&nbsp;Series 2021-1A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.150%<br> Floor 3.150%<br> 07/15/2034 | &nbsp;&nbsp;7.942% | &nbsp;&nbsp;8350000 | &nbsp;&nbsp;&nbsp;&nbsp;7715024 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $282,253,259) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $282,253,259) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $282,253,259) | &nbsp;&nbsp;**267750408** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.2%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.2%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.2%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.2%** |
| &nbsp;&nbsp;FRESB Mortgage Trust<sup>(d)</sup> | &nbsp;&nbsp;FRESB Mortgage Trust<sup>(d)</sup> | &nbsp;&nbsp;FRESB Mortgage Trust<sup>(d)</sup> | &nbsp;&nbsp;FRESB Mortgage Trust<sup>(d)</sup> |
| &nbsp;&nbsp;Series 2018-SB45 Class A10F (FHLMC) | &nbsp;&nbsp;Series 2018-SB45 Class A10F (FHLMC) | &nbsp;&nbsp;Series 2018-SB45 Class A10F (FHLMC) | &nbsp;&nbsp;Series 2018-SB45 Class A10F (FHLMC) |
| &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;3797096 | &nbsp;&nbsp;&nbsp;&nbsp;3646382 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(d),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d),(e)</sup> |
| &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO |
| &nbsp;&nbsp;06/16/2061 | &nbsp;&nbsp;0.397% | 59092336 | &nbsp;&nbsp;&nbsp;&nbsp;2343525 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $9,464,725) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $9,464,725) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $9,464,725) | &nbsp;&nbsp;&nbsp;&nbsp;**5989907** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 4.5%** |
| &nbsp;&nbsp;American Homes 4 Rent Trust<sup>(a)</sup> | &nbsp;&nbsp;American Homes 4 Rent Trust<sup>(a)</sup> | &nbsp;&nbsp;American Homes 4 Rent Trust<sup>(a)</sup> | &nbsp;&nbsp;American Homes 4 Rent Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2014-SFR3 Class A | &nbsp;&nbsp;Series 2014-SFR3 Class A | &nbsp;&nbsp;Series 2014-SFR3 Class A | &nbsp;&nbsp;Series 2014-SFR3 Class A |
| &nbsp;&nbsp;12/17/2036 | &nbsp;&nbsp;3.678% | &nbsp;&nbsp;1357546 | &nbsp;&nbsp;&nbsp;&nbsp;1307494 |
| &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A |
| &nbsp;&nbsp;03/10/2037 | &nbsp;&nbsp;3.534% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2741355 |
| &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 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 04/15/2036 | &nbsp;&nbsp;6.409% | &nbsp;&nbsp;7730000 | &nbsp;&nbsp;&nbsp;&nbsp;7606007 |
| &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 E | &nbsp;&nbsp;Subordinated Series 2018-BXH Class E | &nbsp;&nbsp;Subordinated Series 2018-BXH Class E | &nbsp;&nbsp;Subordinated Series 2018-BXH Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 2.250%<br> 10/15/2037 | &nbsp;&nbsp;6.704% | &nbsp;&nbsp;4790000 | &nbsp;&nbsp;&nbsp;&nbsp;4509819 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>3</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-DPLO Class F | &nbsp;&nbsp;Series 2019-DPLO Class F | &nbsp;&nbsp;Series 2019-DPLO Class F | &nbsp;&nbsp;Series 2019-DPLO Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 2.540%<br> Floor 2.540%<br> 10/15/2034 | &nbsp;&nbsp;6.999% | 1800000 | &nbsp;&nbsp;1709762 |
| &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D | &nbsp;&nbsp;Subordinated Series 2019-DPLO Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.840%<br> Floor 1.840%<br> 10/15/2034 | &nbsp;&nbsp;6.299% | 1600000 | &nbsp;&nbsp;1554805 |
| &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E | &nbsp;&nbsp;Series 2018-PRME Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.400%<br> Floor 2.400%<br> 06/15/2035 | &nbsp;&nbsp;6.855% | 6850000 | &nbsp;&nbsp;6414073 |
| &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D | &nbsp;&nbsp;Subordinated Series 2018-PRME Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.800%<br> Floor 1.925%<br> 06/15/2035 | &nbsp;&nbsp;6.255% | 3100000 | &nbsp;&nbsp;2981187 |
| &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;6.046% | 4361000 | &nbsp;&nbsp;4219416 |
| &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;6.346% | 3801000 | &nbsp;&nbsp;3601653 |
| &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E | &nbsp;&nbsp;Series 2019-OC11 Class E |
| &nbsp;&nbsp;12/09/2041 | &nbsp;&nbsp;4.076% | 2850000 | &nbsp;&nbsp;2260279 |
| &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.721%<br> Floor 2.721%<br> 11/15/2038 | &nbsp;&nbsp;7.175% | 8500000 | &nbsp;&nbsp;7862113 |
| &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Cold Storage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F | &nbsp;&nbsp;Subordinated Series 2020-ICE5 Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.492%<br> Floor 3.492%<br> 11/15/2037 | &nbsp;&nbsp;7.952% | 7618176 | &nbsp;&nbsp;7408667 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-CBM Class E | &nbsp;&nbsp;Subordinated Series 2020-CBM Class E | &nbsp;&nbsp;Subordinated Series 2020-CBM Class E | &nbsp;&nbsp;Subordinated Series 2020-CBM Class E |
| &nbsp;&nbsp;02/10/2037 | &nbsp;&nbsp;3.633% | 4850000 | &nbsp;&nbsp;4292495 |
| &nbsp;&nbsp;Subordinated Series 2020-CX Class D | &nbsp;&nbsp;Subordinated Series 2020-CX Class D | &nbsp;&nbsp;Subordinated Series 2020-CX Class D | &nbsp;&nbsp;Subordinated Series 2020-CX Class D |
| &nbsp;&nbsp;11/10/2046 | &nbsp;&nbsp;2.684% | 5600000 | &nbsp;&nbsp;4085475 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E | &nbsp;&nbsp;Subordinated Series 2014-USA Class E |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;4.373% | 8285000 | &nbsp;&nbsp;4707617 |
| &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F | &nbsp;&nbsp;Subordinated Series 2014-USA Class F |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;4.373% | 7750000 | &nbsp;&nbsp;4005018 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;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 D | &nbsp;&nbsp;Series 2021-ESH Class D | &nbsp;&nbsp;Series 2021-ESH Class D | &nbsp;&nbsp;Series 2021-ESH Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.250%<br> Floor 2.250%<br> 07/15/2038 | &nbsp;&nbsp;6.704% | 13227405 | &nbsp;&nbsp;&nbsp;&nbsp;12896525 |
| &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E | &nbsp;&nbsp;Subordinated Series 2016-SFP Class E |
| &nbsp;&nbsp;11/05/2035 | &nbsp;&nbsp;5.519% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5161644 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E | &nbsp;&nbsp;Series 2019-MEAD Class E |
| &nbsp;&nbsp;11/10/2036 | &nbsp;&nbsp;3.177% | &nbsp;&nbsp;6200000 | &nbsp;&nbsp;&nbsp;&nbsp;5361659 |
| &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 E | &nbsp;&nbsp;Series 2020-SFR1 Class E | &nbsp;&nbsp;Series 2020-SFR1 Class E | &nbsp;&nbsp;Series 2020-SFR1 Class E |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;8750000 | &nbsp;&nbsp;&nbsp;&nbsp;7991519 |
| &nbsp;&nbsp;Subordinated Series 2019-SFR3 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR3 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR3 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR3 Class F |
| &nbsp;&nbsp;09/17/2036 | &nbsp;&nbsp;3.867% | &nbsp;&nbsp;1225000 | &nbsp;&nbsp;&nbsp;&nbsp;1163325 |
| &nbsp;&nbsp;Subordinated Series 2019-SFR4 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR4 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR4 Class F | &nbsp;&nbsp;Subordinated Series 2019-SFR4 Class F |
| &nbsp;&nbsp;10/17/2036 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728610 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class E | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class E | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class E | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class E |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2695328 |
| &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 02/15/2032 | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;4800000 | &nbsp;&nbsp;&nbsp;&nbsp;4699343 |
| &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;5.334% | &nbsp;&nbsp;4555000 | &nbsp;&nbsp;&nbsp;&nbsp;4244214 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $128,358,452) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $128,358,452) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $128,358,452) | &nbsp;&nbsp;**116209402** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** |
| &nbsp;&nbsp;**Insurance 0.0%** | &nbsp;&nbsp;**Insurance 0.0%** | &nbsp;&nbsp;**Insurance 0.0%** |
| &nbsp;&nbsp;Mr. Cooper Group, Inc.<sup>(f)</sup> | &nbsp;&nbsp;4518 | &nbsp;&nbsp;207783 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**207783** |
| &nbsp;&nbsp;**Industrials 0.0%** | &nbsp;&nbsp;**Industrials 0.0%** | &nbsp;&nbsp;**Industrials 0.0%** |
| &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** |
| &nbsp;&nbsp;United Airlines Holdings, Inc.<sup>(f)</sup> | &nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;73097 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;&nbsp;&nbsp;**73097** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,511,077) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $1,511,077) | &nbsp;&nbsp;**280880** |

---

---

| | |
|:---|:---|
| 4 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** | &nbsp;&nbsp;**Convertible Bonds 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Cable and Satellite 0.0%** | &nbsp;&nbsp;**Cable and Satellite 0.0%** | &nbsp;&nbsp;**Cable and Satellite 0.0%** | &nbsp;&nbsp;**Cable and Satellite 0.0%** |
| &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;DISH Network Corp. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374255 |
| &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $545,690) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $545,690) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $545,690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**374255** |
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 27.7%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 27.7%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 27.7%** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> 27.7%** |
| &nbsp;&nbsp;**Aerospace & Defense 0.9%** | &nbsp;&nbsp;**Aerospace & Defense 0.9%** | &nbsp;&nbsp;**Aerospace & Defense 0.9%** | &nbsp;&nbsp;**Aerospace & Defense 0.9%** |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;3750599 |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | 2945000 | &nbsp;&nbsp;&nbsp;&nbsp;2691948 |
| &nbsp;&nbsp;08/01/2059 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 5936000 | &nbsp;&nbsp;&nbsp;&nbsp;4407690 |
| &nbsp;&nbsp;05/01/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | 4074000 | &nbsp;&nbsp;&nbsp;&nbsp;4155258 |
| &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Bombardier, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2024 | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480149 |
| &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;Howmet Aerospace, Inc. |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 1280000 | &nbsp;&nbsp;&nbsp;&nbsp;1116977 |
| &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spirit AeroSystems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304099 |
| &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;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | 2883000 | &nbsp;&nbsp;&nbsp;&nbsp;2881928 |
| &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659668 |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | 1012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966444 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45136 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491091 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**21950987** |
| &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** | &nbsp;&nbsp;**Airlines 0.1%** |
| &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402478 |
| &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612521 |
| &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;&nbsp;&nbsp;5.500% | 1269643 | &nbsp;&nbsp;&nbsp;&nbsp;1245143 |
| &nbsp;&nbsp;04/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;172571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167063 |
| &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;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;657100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628050 |
| &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;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204232 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218983 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3478470** |
| &nbsp;&nbsp;**Automotive 0.4%** | &nbsp;&nbsp;**Automotive 0.4%** | &nbsp;&nbsp;**Automotive 0.4%** | &nbsp;&nbsp;**Automotive 0.4%** |
| &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. | &nbsp;&nbsp;American Axle & Manufacturing, Inc. |
| &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26750 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;Ford Motor Co. |
| &nbsp;&nbsp;02/12/2032 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595565 |
| &nbsp;&nbsp;01/15/2043 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3582000 | &nbsp;&nbsp;&nbsp;&nbsp;2797512 |
| &nbsp;&nbsp;12/08/2046 | &nbsp;&nbsp;5.291% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1242785 |
| &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;Ford Motor Credit Co. LLC |
| &nbsp;&nbsp;09/08/2024 | &nbsp;&nbsp;3.664% | &nbsp;&nbsp;&nbsp;&nbsp;934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901428 |
| &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;679000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632418 |
| &nbsp;&nbsp;01/09/2027 | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592250 |
| &nbsp;&nbsp;08/17/2027 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334466 |
| &nbsp;&nbsp;02/16/2028 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190658 |
| &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1330000 | &nbsp;&nbsp;&nbsp;&nbsp;1161101 |
| &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) | &nbsp;&nbsp;Goodyear Tire & Rubber Co. (The) |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289263 |
| &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;&nbsp;767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769633 |
| &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;KAR Auction Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314515 |
| &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;664000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660099 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590228 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**11098671** |
| &nbsp;&nbsp;**Banking 6.8%** | &nbsp;&nbsp;**Banking 6.8%** | &nbsp;&nbsp;**Banking 6.8%** | &nbsp;&nbsp;**Banking 6.8%** |
| &nbsp;&nbsp;Bank of America Corp.<sup>(h)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(h)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(h)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(h)</sup> |
| &nbsp;&nbsp;07/23/2031 | &nbsp;&nbsp;1.898% | 18920000 | &nbsp;&nbsp;15298658 |
| &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;2.572% | 18220000 | &nbsp;&nbsp;15088355 |
| &nbsp;&nbsp;02/04/2033 | &nbsp;&nbsp;2.972% | 18480000 | &nbsp;&nbsp;15760716 |
| &nbsp;&nbsp;Citigroup, Inc.<sup>(h)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(h)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(h)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(h)</sup> |
| &nbsp;&nbsp;06/03/2031 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;3633000 | &nbsp;&nbsp;&nbsp;&nbsp;3079913 |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;3.057% | 17722000 | &nbsp;&nbsp;15187427 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(h)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(h)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(h)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(h)</sup> |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.383% | 17727000 | &nbsp;&nbsp;14520164 |
| &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7961000 | &nbsp;&nbsp;&nbsp;&nbsp;6610854 |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(h)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(h)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(h)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(h)</sup> |
| &nbsp;&nbsp;05/24/2032 | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5399000 | &nbsp;&nbsp;&nbsp;&nbsp;4451022 |
| &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;2.871% | 19069000 | &nbsp;&nbsp;15688984 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(h)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(h)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(h)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(h)</sup> |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;4175000 | &nbsp;&nbsp;&nbsp;&nbsp;3648073 |
| &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;7725000 | &nbsp;&nbsp;&nbsp;&nbsp;6151890 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.580% | 21216000 | &nbsp;&nbsp;17873114 |
| &nbsp;&nbsp;11/08/2032 | &nbsp;&nbsp;2.545% | 15753000 | &nbsp;&nbsp;13082550 |
| &nbsp;&nbsp;Morgan Stanley<sup>(h)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(h)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(h)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(h)</sup> |
| &nbsp;&nbsp;07/21/2032 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;3556000 | &nbsp;&nbsp;&nbsp;&nbsp;2886375 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/16/2036 | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp;&nbsp;1129947 |
| &nbsp;&nbsp;Washington Mutual Bank<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;Washington Mutual Bank<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;Washington Mutual Bank<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;Washington Mutual Bank<sup>(c),(i),(j)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;01/15/2015 | &nbsp;&nbsp;0.000% | 27379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41069 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>5</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Wells Fargo & Co.<sup>(h)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(h)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(h)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(h)</sup> |
| &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;1254000 | &nbsp;&nbsp;&nbsp;&nbsp;1109368 |
| &nbsp;&nbsp;02/11/2031 | &nbsp;&nbsp;2.572% | 25691000 | &nbsp;&nbsp;&nbsp;&nbsp;22184883 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**173793362** |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.1%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.1%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.1%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.1%** |
| &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;AG TTMT Escrow Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2027 | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584733 |
| &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;Hightower Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387893 |
| &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610774 |
| &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> | &nbsp;&nbsp;NFP Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411863 |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1592000 | &nbsp;&nbsp;&nbsp;&nbsp;1378500 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3373763** |
| &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;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;American Builders & Contractors Supply Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272956 |
| &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;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441227 |
| &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> | &nbsp;&nbsp;James Hardie International Finance DAC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238888 |
| &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;SRS Distribution, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482684 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;556000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478097 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382246 |
| &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> | &nbsp;&nbsp;White Cap Buyer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292102 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2588200** |
| &nbsp;&nbsp;**Cable and Satellite 1.2%** | &nbsp;&nbsp;**Cable and Satellite 1.2%** | &nbsp;&nbsp;**Cable and Satellite 1.2%** | &nbsp;&nbsp;**Cable and Satellite 1.2%** |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377352 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215480 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753781 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974681 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161581 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526000 |
| &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. | &nbsp;&nbsp;CCO Holdings LLC/Capital Corp. |
| &nbsp;&nbsp;05/01/2032 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2448000 | &nbsp;&nbsp;&nbsp;&nbsp;2027288 |
| &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital |
| &nbsp;&nbsp;05/01/2047 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1980000 | &nbsp;&nbsp;&nbsp;&nbsp;1687712 |
| &nbsp;&nbsp;12/01/2061 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5381000 | &nbsp;&nbsp;&nbsp;&nbsp;3756927 |
| &nbsp;&nbsp;06/30/2062 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2878000 | &nbsp;&nbsp;&nbsp;&nbsp;1848634 |
| &nbsp;&nbsp;04/01/2063 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1573000 | &nbsp;&nbsp;&nbsp;&nbsp;1307619 |
| &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;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574107 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537624 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253504 |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690794 |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142521 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670313 |
| &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95068 |
| &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331509 |
| &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648170 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | 1341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852803 |
| &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% | 1146000 | &nbsp;&nbsp;&nbsp;&nbsp;1188531 |
| &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;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458824 |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | 1312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682888 |
| &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;411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370541 |
| &nbsp;&nbsp;08/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328379 |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722703 |
| &nbsp;&nbsp;07/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209101 |
| &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Videotron Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 4632000 | &nbsp;&nbsp;&nbsp;&nbsp;4046446 |
| &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455180 |
| &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> | &nbsp;&nbsp;Virgin Media Secured Finance PLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292815 |
| &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> | &nbsp;&nbsp;VZ Secured Financing BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997652 |
| &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo Bond Co. BV<sup>(a)</sup> |
| &nbsp;&nbsp;02/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308225 |
| &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;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317030 |
| &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> | &nbsp;&nbsp;Ziggo BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968308 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**29780091** |
| &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** | &nbsp;&nbsp;**Chemicals 0.4%** |
| &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> | &nbsp;&nbsp;Avient Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550392 |
| &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> | &nbsp;&nbsp;Axalta Coating Systems LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190011 |
| &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;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385446 |
| &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Braskem Netherlands Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1322166 |
| &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> | &nbsp;&nbsp;Cheever Escrow Issuer LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680592 |

---

---

| | |
|:---|:---|
| 6 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Element Solutions, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546524 |
| &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. | &nbsp;&nbsp;HB Fuller Co. |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560449 |
| &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> | &nbsp;&nbsp;Herens Holdco Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390805 |
| &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742079 |
| &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> | &nbsp;&nbsp;INEOS Quattro Finance 2 Plc<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678038 |
| &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ingevity Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434604 |
| &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Innophos Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301026 |
| &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(k)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(k)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163783 |
| &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Olympus Water US Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474832 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248899 |
| &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> | &nbsp;&nbsp;SPCM SA<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167517 |
| &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> | &nbsp;&nbsp;Unifrax Escrow Issuer Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242543 |
| &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779998 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;5.625% | 1743000 | &nbsp;&nbsp;&nbsp;&nbsp;1451860 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10311564** |
| &nbsp;&nbsp;**Construction Machinery 0.1%** | &nbsp;&nbsp;**Construction Machinery 0.1%** | &nbsp;&nbsp;**Construction Machinery 0.1%** | &nbsp;&nbsp;**Construction Machinery 0.1%** |
| &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> | &nbsp;&nbsp;H&E Equipment Services, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;3.875% | 1248000 | &nbsp;&nbsp;&nbsp;&nbsp;1100686 |
| &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;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83331 |
| &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;206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204471 |
| &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. | &nbsp;&nbsp;United Rentals North America, Inc. |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177908 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171753 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175529 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1913678** |
| &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;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;APX Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84874 |
| &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Arches Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644575 |
| &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> | &nbsp;&nbsp;ASGN, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245216 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Staples, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp;246809 |
| &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Uber Technologies, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;470028 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;132150 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.500% | 2043000 | &nbsp;&nbsp;1821821 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3645473** |
| &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** | &nbsp;&nbsp;**Consumer Products 0.3%** |
| &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;6.750% | 1089000 | &nbsp;&nbsp;&nbsp;&nbsp;988014 |
| &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mattel, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;155279 |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;300379 |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;687129 |
| &nbsp;&nbsp;Mattel, Inc. | &nbsp;&nbsp;Mattel, Inc. | &nbsp;&nbsp;Mattel, Inc. | &nbsp;&nbsp;Mattel, Inc. |
| &nbsp;&nbsp;10/01/2040 | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;857001 |
| &nbsp;&nbsp;11/01/2041 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24077 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;371000 | &nbsp;&nbsp;&nbsp;&nbsp;362509 |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;216161 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;308187 |
| &nbsp;&nbsp;04/01/2046 | &nbsp;&nbsp;5.750% | 2422000 | &nbsp;&nbsp;2016645 |
| &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Prestige Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;205369 |
| &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) | &nbsp;&nbsp;Scotts Miracle-Gro Co. (The) |
| &nbsp;&nbsp;04/01/2031 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;223334 |
| &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;136000 | &nbsp;&nbsp;&nbsp;&nbsp;134976 |
| &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Spectrum Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;546695 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40815 |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp;199196 |
| &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;262337 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7528103** |
| &nbsp;&nbsp;**Diversified Manufacturing 0.5%** | &nbsp;&nbsp;**Diversified Manufacturing 0.5%** | &nbsp;&nbsp;**Diversified Manufacturing 0.5%** | &nbsp;&nbsp;**Diversified Manufacturing 0.5%** |
| &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;2.722% | 8257000 | &nbsp;&nbsp;7216752 |
| &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Chart Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/01/2030 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;347316 |
| &nbsp;&nbsp;01/01/2031 | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;122110 |
| &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;876000 | &nbsp;&nbsp;&nbsp;&nbsp;862983 |
| &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> | &nbsp;&nbsp;Madison IAQ LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/30/2028 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;652566 |
| &nbsp;&nbsp;06/30/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;471618 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>7</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Resideo Funding, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316682 |
| &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;229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211596 |
| &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% | 1091000 | &nbsp;&nbsp;&nbsp;&nbsp;1108355 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295183 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**11605161** |
| &nbsp;&nbsp;**Electric 1.3%** | &nbsp;&nbsp;**Electric 1.3%** | &nbsp;&nbsp;**Electric 1.3%** | &nbsp;&nbsp;**Electric 1.3%** |
| &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. |
| &nbsp;&nbsp;01/15/2050 | &nbsp;&nbsp;3.450% | 3890000 | &nbsp;&nbsp;&nbsp;&nbsp;3004694 |
| &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> | &nbsp;&nbsp;Calpine Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480239 |
| &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;Clearway Energy Operating LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.750% | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859545 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159387 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. |
| &nbsp;&nbsp;09/01/2046 | &nbsp;&nbsp;3.750% | 8515000 | &nbsp;&nbsp;&nbsp;&nbsp;6782026 |
| &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;Emera US Finance LP |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;4.750% | 7655000 | &nbsp;&nbsp;&nbsp;&nbsp;6408238 |
| &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;4.300% | 2286000 | &nbsp;&nbsp;&nbsp;&nbsp;2062098 |
| &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Leeward Renewable Energy Operations LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119446 |
| &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;988000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967514 |
| &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;NRG Energy, Inc. |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14326 |
| &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> | &nbsp;&nbsp;NRG Energy, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150799 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693389 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;3.875% | 2913000 | &nbsp;&nbsp;&nbsp;&nbsp;2268776 |
| &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. |
| &nbsp;&nbsp;07/01/2050 | &nbsp;&nbsp;4.950% | 6365000 | &nbsp;&nbsp;&nbsp;&nbsp;5313698 |
| &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> | &nbsp;&nbsp;Pattern Energy Operations LP/Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121126 |
| &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74839 |
| &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> | &nbsp;&nbsp;TerraForm Power Operating LLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446304 |
| &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;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66246 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202526 |
| &nbsp;&nbsp;07/31/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669708 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.375% | 2677000 | &nbsp;&nbsp;&nbsp;&nbsp;2356335 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**33221259** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** |
| &nbsp;&nbsp;Clean Harbors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clean Harbors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clean Harbors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clean Harbors, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96775 |
| &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;08/01/2025 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;852000 | &nbsp;&nbsp;&nbsp;&nbsp;810244 |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;266627 |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;304475 |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;266321 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;504000 | &nbsp;&nbsp;&nbsp;&nbsp;455552 |
| &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% | 1255000 | &nbsp;&nbsp;1167276 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3367270** |
| &nbsp;&nbsp;**Finance Companies 0.3%** | &nbsp;&nbsp;**Finance Companies 0.3%** | &nbsp;&nbsp;**Finance Companies 0.3%** | &nbsp;&nbsp;**Finance Companies 0.3%** |
| &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;Navient Corp. |
| &nbsp;&nbsp;06/25/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78830 |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;579000 | &nbsp;&nbsp;&nbsp;&nbsp;571983 |
| &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;OneMain Finance Corp. |
| &nbsp;&nbsp;09/15/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35867 |
| &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;524000 | &nbsp;&nbsp;&nbsp;&nbsp;491121 |
| &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Quicken Loans LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;3.625% | 2049000 | &nbsp;&nbsp;1728926 |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp;794070 |
| &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;4.000% | 5070000 | &nbsp;&nbsp;4019703 |
| &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;502000 | &nbsp;&nbsp;&nbsp;&nbsp;497917 |
| &nbsp;&nbsp;03/15/2025 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;180409 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8398826** |
| &nbsp;&nbsp;**Food and Beverage 1.3%** | &nbsp;&nbsp;**Food and Beverage 1.3%** | &nbsp;&nbsp;**Food and Beverage 1.3%** | &nbsp;&nbsp;**Food and Beverage 1.3%** |
| &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| &nbsp;&nbsp;02/01/2036 | &nbsp;&nbsp;4.700% | 3645000 | &nbsp;&nbsp;3614127 |
| &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;5.300% | 9130000 | &nbsp;&nbsp;8998673 |
| &nbsp;&nbsp;Becle SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Becle SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Becle SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Becle SAB de CV<sup>(a)</sup> |
| &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;2.500% | 3000000 | &nbsp;&nbsp;2418022 |
| &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;716567 |
| &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% | 1199000 | &nbsp;&nbsp;1126462 |
| &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> | &nbsp;&nbsp;Grupo Bimbo SAB de CV<sup>(a)</sup> |
| &nbsp;&nbsp;06/27/2024 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;971000 | &nbsp;&nbsp;&nbsp;&nbsp;957181 |
| &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;JBS USA LUX SA/Food Co./Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp;216464 |
| &nbsp;&nbsp;12/01/2031 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;362000 | &nbsp;&nbsp;&nbsp;&nbsp;306975 |

---

---

| | |
|:---|:---|
| 8 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lamb Weston Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2030 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380424 |
| &nbsp;&nbsp;01/31/2032 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376747 |
| &nbsp;&nbsp;MHP SE<sup>(a)</sup> | &nbsp;&nbsp;MHP SE<sup>(a)</sup> | &nbsp;&nbsp;MHP SE<sup>(a)</sup> | &nbsp;&nbsp;MHP SE<sup>(a)</sup> |
| &nbsp;&nbsp;05/10/2024 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295913 |
| &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;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487000 |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;4.250% | 1786000 | &nbsp;&nbsp;&nbsp;&nbsp;1549291 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;3.500% | 9274000 | &nbsp;&nbsp;&nbsp;&nbsp;7548681 |
| &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;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288910 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;624000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549138 |
| &nbsp;&nbsp;09/15/2031 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745183 |
| &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Primo Water Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393169 |
| &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> | &nbsp;&nbsp;Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438698 |
| &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;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379492 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536128 |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295316 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**32618561** |
| &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** | &nbsp;&nbsp;**Gaming 0.4%** |
| &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;Boyd Gaming Corp. |
| &nbsp;&nbsp;12/01/2027 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315722 |
| &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> | &nbsp;&nbsp;Boyd Gaming Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446387 |
| &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;4.625% | 1374000 | &nbsp;&nbsp;&nbsp;&nbsp;1173756 |
| &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a),(l)</sup> | &nbsp;&nbsp;Caesars Entertainment, Inc.<sup>(a),(l)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;969000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987433 |
| &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% | &nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501299 |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.250% | 1369000 | &nbsp;&nbsp;&nbsp;&nbsp;1363875 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441525 |
| &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;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385959 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335025 |
| &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;MGM Resorts International |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.750% | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2012680 |
| &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> | &nbsp;&nbsp;Midwest Gaming Borrower LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360748 |
| &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Penn National Gaming, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308387 |
| &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606252 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scientific Games International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;8.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125119 |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;7.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87267 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;7.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406798 |
| &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2025 | &nbsp;&nbsp;5.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133317 |
| &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> | &nbsp;&nbsp;Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;7.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175593 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147227 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10314369** |
| &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** | &nbsp;&nbsp;**Health Care 1.3%** |
| &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Acadia Healthcare Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;5.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187764 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625756 |
| &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> | &nbsp;&nbsp;AdaptHealth LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2029 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120067 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611074 |
| &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Avantor Funding, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307252 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758655 |
| &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL | &nbsp;&nbsp;Becton Dickinson Euro Finance SARL |
| &nbsp;&nbsp;08/13/2041 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;4111000 | &nbsp;&nbsp;&nbsp;&nbsp;2878368 |
| &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Catalent Pharma Solutions, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;3.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87955 |
| &nbsp;&nbsp;04/01/2030 | &nbsp;&nbsp;3.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212339 |
| &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Charles River Laboratories International, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25947 |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191911 |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;4.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163575 |
| &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;6.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266767 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926880 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;4.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235857 |
| &nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;Encompass Health Corp. |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394023 |
| &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;GE Healthcare Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.650% |  | &nbsp;&nbsp;8320000 | &nbsp;&nbsp;&nbsp;&nbsp;8614247 |
| &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. | &nbsp;&nbsp;HCA, Inc. |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851504 |
| &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HCA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;4.625% |  | 13000000 | &nbsp;&nbsp;10970698 |
| &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Indigo Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;2.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257128 |
| &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;IQVIA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;653000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636481 |
| &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Mozart Debt Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115511 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;773000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648719 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>9</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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% | 1178000 | &nbsp;&nbsp;&nbsp;&nbsp;1150398 |
| &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;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336363 |
| &nbsp;&nbsp;01/01/2026 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214230 |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501527 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64058 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563441 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74737 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563372 |
| &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tenet Healthcare Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;389000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380247 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**33936851** |
| &nbsp;&nbsp;**Healthcare Insurance 0.5%** | &nbsp;&nbsp;**Healthcare Insurance 0.5%** | &nbsp;&nbsp;**Healthcare Insurance 0.5%** | &nbsp;&nbsp;**Healthcare Insurance 0.5%** |
| &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843363 |
| &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541559 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;3.000% | 7565000 | &nbsp;&nbsp;&nbsp;&nbsp;6466565 |
| &nbsp;&nbsp;08/01/2031 | &nbsp;&nbsp;2.625% | 4372000 | &nbsp;&nbsp;&nbsp;&nbsp;3582076 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**11433563** |
| &nbsp;&nbsp;**Home Construction 0.1%** | &nbsp;&nbsp;**Home Construction 0.1%** | &nbsp;&nbsp;**Home Construction 0.1%** | &nbsp;&nbsp;**Home Construction 0.1%** |
| &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. | &nbsp;&nbsp;Meritage Homes Corp. |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278281 |
| &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> | &nbsp;&nbsp;Meritage Homes Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;3.875% | 2684000 | &nbsp;&nbsp;&nbsp;&nbsp;2378004 |
| &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. | &nbsp;&nbsp;Shea Homes LP/Funding Corp. |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62337 |
| &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Taylor Morrison Communities, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81514 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2800136** |
| &nbsp;&nbsp;**Independent Energy 1.4%** | &nbsp;&nbsp;**Independent Energy 1.4%** | &nbsp;&nbsp;**Independent Energy 1.4%** | &nbsp;&nbsp;**Independent Energy 1.4%** |
| &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. |
| &nbsp;&nbsp;02/01/2042 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190762 |
| &nbsp;&nbsp;04/15/2043 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194725 |
| &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. | &nbsp;&nbsp;Callon Petroleum Co. |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785442 |
| &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> | &nbsp;&nbsp;Callon Petroleum Co.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214811 |
| &nbsp;&nbsp;Centennial Resource Production LLC<sup>(a)</sup> | &nbsp;&nbsp;Centennial Resource Production LLC<sup>(a)</sup> | &nbsp;&nbsp;Centennial Resource Production LLC<sup>(a)</sup> | &nbsp;&nbsp;Centennial Resource Production LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118646 |
| &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> | &nbsp;&nbsp;CNX Resources Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/14/2027 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28869 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281869 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857307 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> | &nbsp;&nbsp;Colgate Energy Partners III LLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847281 |
| &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175973 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246804 |
| &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;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633841 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205969 |
| &nbsp;&nbsp;Endeavor Energy Resources LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Endeavor Energy Resources LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Endeavor Energy Resources LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Endeavor Energy Resources LP/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210385 |
| &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> | &nbsp;&nbsp;Hilcorp Energy I LP/Finance Co.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21122 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245596 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280756 |
| &nbsp;&nbsp;02/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259639 |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308480 |
| &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;Matador Resources Co. |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415370 |
| &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;Occidental Petroleum Corp. |
| &nbsp;&nbsp;09/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952047 |
| &nbsp;&nbsp;01/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;3429000 | &nbsp;&nbsp;&nbsp;&nbsp;3584654 |
| &nbsp;&nbsp;09/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;9723000 | &nbsp;&nbsp;10230275 |
| &nbsp;&nbsp;03/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678111 |
| &nbsp;&nbsp;03/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | 12797000 | &nbsp;&nbsp;13629108 |
| &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135377 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;1327000 | &nbsp;&nbsp;&nbsp;&nbsp;1169669 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**36902888** |
| &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** |
| &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. |
| &nbsp;&nbsp;02/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;2315000 | &nbsp;&nbsp;&nbsp;&nbsp;1761847 |
| &nbsp;&nbsp;Lukoil International Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lukoil International Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lukoil International Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Lukoil International Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;04/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp;971000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867158 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2629005** |
| &nbsp;&nbsp;**Leisure 0.4%** | &nbsp;&nbsp;**Leisure 0.4%** | &nbsp;&nbsp;**Leisure 0.4%** | &nbsp;&nbsp;**Leisure 0.4%** |
| &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;&nbsp;862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784562 |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;1610000 | &nbsp;&nbsp;&nbsp;&nbsp;1335923 |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537043 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214090 |
| &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Carnival Holdings Bermuda Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;10.375% | &nbsp;&nbsp;&nbsp;&nbsp;461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497777 |
| &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646506 |
| &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC | &nbsp;&nbsp;Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Operations LLC |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325844 |

---

---

| | |
|:---|:---|
| 10 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95188 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;743000 | &nbsp;&nbsp;&nbsp;&nbsp;667753 |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;&nbsp;341960 |
| &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Corp., Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89356 |
| &nbsp;&nbsp;NCL Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Finance Ltd.<sup>(a)</sup> | &nbsp;&nbsp;NCL Finance Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91835 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;254112 |
| &nbsp;&nbsp;08/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;657000 | &nbsp;&nbsp;&nbsp;&nbsp;587724 |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;231122 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;11.625% | &nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;546672 |
| &nbsp;&nbsp;04/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;872000 | &nbsp;&nbsp;&nbsp;&nbsp;750147 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;417893 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;Royal Caribbean Cruises Ltd. |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;260164 |
| &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;491000 | &nbsp;&nbsp;&nbsp;&nbsp;480505 |
| &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;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31413 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**9187589** |
| &nbsp;&nbsp;**Life Insurance 0.1%** | &nbsp;&nbsp;**Life Insurance 0.1%** | &nbsp;&nbsp;**Life Insurance 0.1%** | &nbsp;&nbsp;**Life Insurance 0.1%** |
| &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% | 2100000 | &nbsp;&nbsp;2045374 |
| &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;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60741 |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66436 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp;211639 |
| &nbsp;&nbsp;Marriott Ownership Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Marriott Ownership Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Marriott Ownership Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Marriott Ownership Resorts, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;188000 | &nbsp;&nbsp;&nbsp;&nbsp;163986 |
| &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;289320 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**792122** |
| &nbsp;&nbsp;**Media and Entertainment 1.6%** | &nbsp;&nbsp;**Media and Entertainment 1.6%** | &nbsp;&nbsp;**Media and Entertainment 1.6%** | &nbsp;&nbsp;**Media and Entertainment 1.6%** |
| &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;548000 | &nbsp;&nbsp;&nbsp;&nbsp;533603 |
| &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel International BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;283306 |
| &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;609803 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | 1217000 | &nbsp;&nbsp;&nbsp;&nbsp;990271 |
| &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;452000 | &nbsp;&nbsp;&nbsp;&nbsp;411737 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. | &nbsp;&nbsp;iHeartCommunications, Inc. |
| &nbsp;&nbsp;05/01/2026 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;516634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495378 |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;8.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;670507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601100 |
| &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;iHeartCommunications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.750% |  | &nbsp;&nbsp;&nbsp;&nbsp;846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723838 |
| &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Magallanes, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2062 | &nbsp;&nbsp;5.391% |  | 24049000 | &nbsp;&nbsp;20017219 |
| &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. | &nbsp;&nbsp;Netflix, Inc. |
| &nbsp;&nbsp;04/15/2028 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545537 |
| &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;749000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779824 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3824000 | &nbsp;&nbsp;&nbsp;&nbsp;4231235 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;6.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562990 |
| &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Netflix, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2128000 | &nbsp;&nbsp;&nbsp;&nbsp;2261713 |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;5.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169153 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;3632000 | &nbsp;&nbsp;&nbsp;&nbsp;3782699 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;3306000 | &nbsp;&nbsp;&nbsp;&nbsp;3271972 |
| &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Outfront Media Capital LLC/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;5.000% |  | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166620 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119626 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83342 |
| &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> | &nbsp;&nbsp;Playtika Holding Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498499 |
| &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> | &nbsp;&nbsp;Roblox Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395264 |
| &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Univision Communications, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;&nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209031 |
| &nbsp;&nbsp;06/30/2030 | &nbsp;&nbsp;7.375% |  | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529369 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**42273129** |
| &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;**Metals and Mining 0.2%** |
| &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. | &nbsp;&nbsp;Allegheny Technologies, Inc. |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;4.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98816 |
| &nbsp;&nbsp;10/01/2031 | &nbsp;&nbsp;5.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705494 |
| &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;Commercial Metals Co. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52194 |
| &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;Constellium NV<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605320 |
| &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> | &nbsp;&nbsp;Constellium SE<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;5.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;646000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611346 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;1309000 | &nbsp;&nbsp;&nbsp;&nbsp;1118688 |
| &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406921 |
| &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> | &nbsp;&nbsp;Kaiser Aluminum Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;4.625% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75825 |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;4.500% |  | &nbsp;&nbsp;1407000 | &nbsp;&nbsp;&nbsp;&nbsp;1190704 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>11</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> | &nbsp;&nbsp;Novelis Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;231777 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;554000 | &nbsp;&nbsp;&nbsp;&nbsp;506312 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;260460 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**5863857** |
| &nbsp;&nbsp;**Midstream 1.9%** | &nbsp;&nbsp;**Midstream 1.9%** | &nbsp;&nbsp;**Midstream 1.9%** | &nbsp;&nbsp;**Midstream 1.9%** |
| &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> | &nbsp;&nbsp;CNX Midstream Partners LP<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;451000 | &nbsp;&nbsp;&nbsp;&nbsp;381406 |
| &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;DCP Midstream Operating LP |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47889 |
| &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. | &nbsp;&nbsp;Delek Logistics Partners LP/Finance Corp. |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93701 |
| &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> | &nbsp;&nbsp;DT Midstream, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;277808 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;626000 | &nbsp;&nbsp;&nbsp;&nbsp;547237 |
| &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC |
| &nbsp;&nbsp;01/31/2060 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3114000 | &nbsp;&nbsp;2471044 |
| &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;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;104397 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;274832 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;276185 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2619000 | &nbsp;&nbsp;2218495 |
| &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP |
| &nbsp;&nbsp;07/15/2048 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6358000 | &nbsp;&nbsp;4930929 |
| &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/30/2040 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3995000 | &nbsp;&nbsp;3157669 |
| &nbsp;&nbsp;Hess Midstream Operations LP<sup>(a)</sup> | &nbsp;&nbsp;Hess Midstream Operations LP<sup>(a)</sup> | &nbsp;&nbsp;Hess Midstream Operations LP<sup>(a)</sup> | &nbsp;&nbsp;Hess Midstream Operations LP<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;177072 |
| &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;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;243663 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;452547 |
| &nbsp;&nbsp;ITT Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;ITT Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2029 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;281667 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. |
| &nbsp;&nbsp;02/15/2046 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2270000 | &nbsp;&nbsp;2070871 |
| &nbsp;&nbsp;08/01/2052 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5818000 | &nbsp;&nbsp;5587379 |
| &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;&nbsp;832000 | &nbsp;&nbsp;&nbsp;&nbsp;823220 |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;187194 |
| &nbsp;&nbsp;04/28/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;106915 |
| &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. |
| &nbsp;&nbsp;06/15/2044 | &nbsp;&nbsp;4.700% | 11015000 | &nbsp;&nbsp;9048785 |
| &nbsp;&nbsp;Sunoco LP/Finance Corp. | &nbsp;&nbsp;Sunoco LP/Finance Corp. | &nbsp;&nbsp;Sunoco LP/Finance Corp. | &nbsp;&nbsp;Sunoco LP/Finance Corp. |
| &nbsp;&nbsp;04/15/2027 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;238885 |
| &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. | &nbsp;&nbsp;Targa Resources Partners LP/Finance Corp. |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;379492 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44074 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;734000 | &nbsp;&nbsp;&nbsp;&nbsp;719241 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** |  | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. | &nbsp;&nbsp;TransMontaigne Partners LP/TLP Finance Corp. |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;&nbsp;868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755154 |
| &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> | &nbsp;&nbsp;Venture Global Calcasieu Pass LLC<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.875% |  | 1179000 | &nbsp;&nbsp;&nbsp;&nbsp;1051688 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;4.125% |  | 3380000 | &nbsp;&nbsp;&nbsp;&nbsp;2999000 |
| &nbsp;&nbsp;11/01/2033 | &nbsp;&nbsp;3.875% |  | 6510000 | &nbsp;&nbsp;&nbsp;&nbsp;5485201 |
| &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) | &nbsp;&nbsp;Williams Companies, Inc. (The) |
| &nbsp;&nbsp;09/15/2045 | &nbsp;&nbsp;5.100% |  | 2916000 | &nbsp;&nbsp;&nbsp;&nbsp;2768592 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**48202232** |
| &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;**Natural Gas 0.3%** |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. |
| &nbsp;&nbsp;05/15/2047 | &nbsp;&nbsp;4.375% |  | 8669000 | &nbsp;&nbsp;&nbsp;&nbsp;7799835 |
| &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** | &nbsp;&nbsp;**Oil Field Services 0.1%** |
| &nbsp;&nbsp;Archrock Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Archrock Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Archrock Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Archrock Partners LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Archrock Partners LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2028 | &nbsp;&nbsp;6.250% |  | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63660 |
| &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;7.250% |  | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159490 |
| &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Nabors Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;7.375% |  | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285370 |
| &nbsp;&nbsp;Transocean Guardian Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Guardian Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Guardian Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Guardian Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Guardian Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2024 | &nbsp;&nbsp;5.875% |  | &nbsp;&nbsp;&nbsp;&nbsp;39773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40334 |
| &nbsp;&nbsp;Transocean Pontus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Pontus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Pontus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Pontus Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Pontus Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;6.125% |  | &nbsp;&nbsp;&nbsp;&nbsp;26320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27064 |
| &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Sentry Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2023 | &nbsp;&nbsp;5.375% |  | &nbsp;&nbsp;&nbsp;209375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208917 |
| &nbsp;&nbsp;Transocean Titan Financing Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Titan Financing Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Titan Financing Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Titan Financing Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Transocean Titan Financing Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;8.375% |  | &nbsp;&nbsp;&nbsp;734000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761710 |
| &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. | &nbsp;&nbsp;USA Compression Partners LP/Finance Corp. |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;6.875% |  | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101077 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1647622** |
| &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** |
| &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. | &nbsp;&nbsp;Hillenbrand, Inc. |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;&nbsp;224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188780 |
| &nbsp;&nbsp;**Other REIT 0.4%** | &nbsp;&nbsp;**Other REIT 0.4%** | &nbsp;&nbsp;**Other REIT 0.4%** | &nbsp;&nbsp;**Other REIT 0.4%** | &nbsp;&nbsp;**Other REIT 0.4%** |
| &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Blackstone Mortgage Trust, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;3.750% |  | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489709 |
| &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Dutch Finco BV<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;EUR | 2343000 | &nbsp;&nbsp;&nbsp;&nbsp;2085377 |
| &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> | &nbsp;&nbsp;Digital Intrepid Holding BV<sup>(a)</sup> |
| &nbsp;&nbsp;07/18/2032 | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;EUR | 4067000 | &nbsp;&nbsp;&nbsp;&nbsp;3346900 |
| &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> | &nbsp;&nbsp;Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;5.250% |  | &nbsp;&nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510978 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;4.250% |  | &nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327820 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.750% |  | 1761000 | &nbsp;&nbsp;&nbsp;&nbsp;1463263 |

---

---

| | |
|:---|:---|
| 12 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;236859 |
| &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;311000 | &nbsp;&nbsp;&nbsp;&nbsp;270398 |
| &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;138944 |
| &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;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;201135 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;202448 |
| &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;Service Properties Trust |
| &nbsp;&nbsp;03/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;147000 | &nbsp;&nbsp;&nbsp;&nbsp;143548 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**9417379** |
| &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** | &nbsp;&nbsp;**Packaging 0.3%** |
| &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;632000 | &nbsp;&nbsp;&nbsp;&nbsp;632027 |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 1215000 | &nbsp;&nbsp;1006097 |
| &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | 1004000 | &nbsp;&nbsp;&nbsp;&nbsp;916493 |
| &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. | &nbsp;&nbsp;Berry Global, Inc. |
| &nbsp;&nbsp;01/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1.570% | 4500000 | &nbsp;&nbsp;4064381 |
| &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;CANPACK SA/Eastern PA Land Investment Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;147000 | &nbsp;&nbsp;&nbsp;&nbsp;133484 |
| &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> | &nbsp;&nbsp;Canpack SA/US LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;626655 |
| &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> | &nbsp;&nbsp;Trivium Packaging Finance BV<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;767674 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;359008 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8505819** |
| &nbsp;&nbsp;**Pharmaceuticals 0.5%** | &nbsp;&nbsp;**Pharmaceuticals 0.5%** | &nbsp;&nbsp;**Pharmaceuticals 0.5%** | &nbsp;&nbsp;**Pharmaceuticals 0.5%** |
| &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> | &nbsp;&nbsp;1375209 BC Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;122476 |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. |
| &nbsp;&nbsp;06/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | 2170000 | &nbsp;&nbsp;2110905 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;03/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 7455000 | &nbsp;&nbsp;7078883 |
| &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;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;141522 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp;314983 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;275850 |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96287 |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;172245 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14.000% | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27662 |
| &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> | &nbsp;&nbsp;Endo Dac/Finance LLC/Finco, Inc.<sup>(a),(j)</sup> |
| &nbsp;&nbsp;06/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13145 |
| &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> | &nbsp;&nbsp;Grifols Escrow Issuer SA<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;337000 | &nbsp;&nbsp;&nbsp;&nbsp;293013 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> | &nbsp;&nbsp;Organon Finance 1 LLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/30/2028 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;901000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817617 |
| &nbsp;&nbsp;04/30/2031 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670726 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**12135314** |
| &nbsp;&nbsp;**Property & Casualty 0.4%** | &nbsp;&nbsp;**Property & Casualty 0.4%** | &nbsp;&nbsp;**Property & Casualty 0.4%** | &nbsp;&nbsp;**Property & Casualty 0.4%** |
| &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> | &nbsp;&nbsp;Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432849 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;786000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736034 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;5.875% | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898109 |
| &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;AssuredPartners, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709507 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441485 |
| &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;3.850% | 6795000 | &nbsp;&nbsp;&nbsp;&nbsp;5859657 |
| &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> | &nbsp;&nbsp;BroadStreet Partners, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602936 |
| &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;GTCR AP Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182640 |
| &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> | &nbsp;&nbsp;HUB International Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518016 |
| &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> | &nbsp;&nbsp;Ryan Specialty Group LLC<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2030 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78398 |
| &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> | &nbsp;&nbsp;USI, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2025 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64680 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10524311** |
| &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** | &nbsp;&nbsp;**Restaurants 0.1%** |
| &nbsp;&nbsp;1011778 BC ULC/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;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754682 |
| &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527934 |
| &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% | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp;1018309 |
| &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;Yum! Brands, Inc. |
| &nbsp;&nbsp;03/15/2031 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191450 |
| &nbsp;&nbsp;04/01/2032 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480304 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2972679** |
| &nbsp;&nbsp;**Retailers 0.7%** | &nbsp;&nbsp;**Retailers 0.7%** | &nbsp;&nbsp;**Retailers 0.7%** | &nbsp;&nbsp;**Retailers 0.7%** |
| &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Asbury Automotive Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115746 |
| &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Group 1 Automotive, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134394 |
| &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> | &nbsp;&nbsp;L Brands, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29984 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182731 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023<sub>13</sub>

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. | &nbsp;&nbsp;L Brands, Inc. |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63904 |
| &nbsp;&nbsp;11/01/2035 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123886 |
| &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> | &nbsp;&nbsp;LCM Investments Holdings II LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209611 |
| &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Lithia Motors, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276766 |
| &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;04/01/2062 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4219000 | &nbsp;&nbsp;&nbsp;&nbsp;3582043 |
| &nbsp;&nbsp;09/15/2062 | &nbsp;&nbsp;5.800% | 11305000 | &nbsp;&nbsp;11762013 |
| &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;PetSmart, Inc./Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376518 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627068 |
| &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Wolverine World Wide, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261097 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**17745761** |
| &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;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78199 |
| &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;&nbsp;841000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776611 |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653061 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1507871** |
| &nbsp;&nbsp;**Technology 1.5%** | &nbsp;&nbsp;**Technology 1.5%** | &nbsp;&nbsp;**Technology 1.5%** | &nbsp;&nbsp;**Technology 1.5%** |
| &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> | &nbsp;&nbsp;Black Knight InfoServ LLC<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2028 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161051 |
| &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;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137284 |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179551 |
| &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Boxer Parent Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62586 |
| &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2034 | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;2714000 | &nbsp;&nbsp;&nbsp;&nbsp;2249444 |
| &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9073000 | &nbsp;&nbsp;&nbsp;&nbsp;6935826 |
| &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> | &nbsp;&nbsp;Camelot Finance SA<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120826 |
| &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> | &nbsp;&nbsp;Clarivate Science Holdings Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224996 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;596000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524125 |
| &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> | &nbsp;&nbsp;CommScope Technologies LLC<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93779 |
| &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Condor Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588781 |
| &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(a)</sup> | &nbsp;&nbsp;Dun & Bradstreet Corp. (The)<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162319 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Entegris Escrow Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp;221420 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;834000 | &nbsp;&nbsp;&nbsp;&nbsp;801114 |
| &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Gartner, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;130255 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 3326000 | &nbsp;&nbsp;2986014 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 8044000 | &nbsp;&nbsp;7126228 |
| &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> | &nbsp;&nbsp;HealthEquity, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;598601 |
| &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Helios Software Holdings, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;05/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;374388 |
| &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> | &nbsp;&nbsp;ION Trading Technologies Sarl<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;413000 | &nbsp;&nbsp;&nbsp;&nbsp;353740 |
| &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Iron Mountain, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;129524 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37963 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;517000 | &nbsp;&nbsp;&nbsp;&nbsp;467914 |
| &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Logan Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;584330 |
| &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Minerva Merger Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;991000 | &nbsp;&nbsp;&nbsp;&nbsp;817826 |
| &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;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88774 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;516000 | &nbsp;&nbsp;&nbsp;&nbsp;458990 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;679000 | &nbsp;&nbsp;&nbsp;&nbsp;590791 |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;182222 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;204054 |
| &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Neptune Bidco US, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9.290% | &nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp;&nbsp;392189 |
| &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. | &nbsp;&nbsp;NXP BV/Funding LLC/USA, Inc. |
| &nbsp;&nbsp;05/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 1090000 | &nbsp;&nbsp;&nbsp;&nbsp;976486 |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 3969000 | &nbsp;&nbsp;3891048 |
| &nbsp;&nbsp;02/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 2907000 | &nbsp;&nbsp;2099071 |
| &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picard Midco, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;734000 | &nbsp;&nbsp;&nbsp;&nbsp;644043 |
| &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> | &nbsp;&nbsp;PTC, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;142912 |
| &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Sabre GLBL, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74554 |
| &nbsp;&nbsp;09/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98814 |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95396 |
| &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> | &nbsp;&nbsp;Sensata Technologies BV<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;486661 |
| &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;231068 |
| &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;193878 |
| &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Tencent Holdings Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;06/03/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | 2050000 | &nbsp;&nbsp;1411511 |

---

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| | |
|:---|:---|
| 14 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes<sup>(g)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> | &nbsp;&nbsp;Verscend Escrow Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499221 |
| &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207027 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**39038595** |
| &nbsp;&nbsp;**Wireless 0.9%** | &nbsp;&nbsp;**Wireless 0.9%** | &nbsp;&nbsp;**Wireless 0.9%** | &nbsp;&nbsp;**Wireless 0.9%** |
| &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> | &nbsp;&nbsp;Altice France Holding SA<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377695 |
| &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;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79664 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688982 |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691898 |
| &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424152 |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;American Tower Corp. |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;3.800% | 7011000 | &nbsp;&nbsp;&nbsp;&nbsp;6552634 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;2.100% | 1950000 | &nbsp;&nbsp;&nbsp;&nbsp;1599988 |
| &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;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346419 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488235 |
| &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;Sprint Capital Corp. |
| &nbsp;&nbsp;03/15/2032 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258048 |
| &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. |
| &nbsp;&nbsp;06/15/2024 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683951 |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769099 |
| &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;2.875% | 5721000 | &nbsp;&nbsp;&nbsp;&nbsp;4896346 |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;3.500% | 5198000 | &nbsp;&nbsp;&nbsp;&nbsp;4660418 |
| &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> | &nbsp;&nbsp;Vmed O2 UK Financing I PLC<sup>(a)</sup> |
| &nbsp;&nbsp;01/31/2031 | &nbsp;&nbsp;4.250% | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;1023568 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662393 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**24203490** |
| &nbsp;&nbsp;**Wirelines 0.4%** | &nbsp;&nbsp;**Wirelines 0.4%** | &nbsp;&nbsp;**Wirelines 0.4%** | &nbsp;&nbsp;**Wirelines 0.4%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;4.350% | 5010000 | &nbsp;&nbsp;&nbsp;&nbsp;4921423 |
| &nbsp;&nbsp;12/01/2057 | &nbsp;&nbsp;3.800% | 4538000 | &nbsp;&nbsp;&nbsp;&nbsp;3450219 |
| &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;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198705 |
| &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;Frontier Communications Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304557 |
| &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> | &nbsp;&nbsp;Iliad Holding SAS<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856591 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;7.000% | 1298000 | &nbsp;&nbsp;&nbsp;&nbsp;1218737 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**10950232** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $822,398,532) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $822,398,532) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $822,398,532) | &nbsp;&nbsp;**711692242** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> 2.9%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> 2.9%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> 2.9%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> 2.9%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** | &nbsp;&nbsp;**Canada 0.0%** |
| &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;05/01/2025 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72584 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413556 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378730 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**864870** |
| &nbsp;&nbsp;**Colombia 0.6%** | &nbsp;&nbsp;**Colombia 0.6%** | &nbsp;&nbsp;**Colombia 0.6%** | &nbsp;&nbsp;**Colombia 0.6%** |
| &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond | &nbsp;&nbsp;Colombia Government International Bond |
| &nbsp;&nbsp;04/15/2031 | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3793000 | &nbsp;&nbsp;&nbsp;&nbsp;2872929 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2860000 | &nbsp;&nbsp;&nbsp;&nbsp;2115672 |
| &nbsp;&nbsp;02/26/2044 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592266 |
| &nbsp;&nbsp;06/15/2045 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2112099 |
| &nbsp;&nbsp;05/15/2049 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4442000 | &nbsp;&nbsp;&nbsp;&nbsp;3146684 |
| &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;Ecopetrol SA |
| &nbsp;&nbsp;04/29/2030 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp;&nbsp;4120350 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14960000** |
| &nbsp;&nbsp;**Dominican Republic 0.0%** | &nbsp;&nbsp;**Dominican Republic 0.0%** | &nbsp;&nbsp;**Dominican Republic 0.0%** | &nbsp;&nbsp;**Dominican Republic 0.0%** |
| &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> | &nbsp;&nbsp;Dominican Republic International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;01/25/2027 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786198 |
| &nbsp;&nbsp;**Egypt 0.1%** | &nbsp;&nbsp;**Egypt 0.1%** | &nbsp;&nbsp;**Egypt 0.1%** | &nbsp;&nbsp;**Egypt 0.1%** |
| &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Egypt Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;02/16/2031 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4255000 | &nbsp;&nbsp;&nbsp;&nbsp;3038762 |
| &nbsp;&nbsp;01/31/2047 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719277 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3758039** |
| &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** | &nbsp;&nbsp;**India 0.1%** |
| &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> | &nbsp;&nbsp;Export-Import Bank of India<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;2003747 |
| &nbsp;&nbsp;**Indonesia 0.1%** | &nbsp;&nbsp;**Indonesia 0.1%** | &nbsp;&nbsp;**Indonesia 0.1%** | &nbsp;&nbsp;**Indonesia 0.1%** |
| &nbsp;&nbsp;PT Indonesia Asahan Aluminium Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Indonesia Asahan Aluminium Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Indonesia Asahan Aluminium Persero<sup>(a)</sup> | &nbsp;&nbsp;PT Indonesia Asahan Aluminium Persero<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339002 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1699358 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2038360** |
| &nbsp;&nbsp;**Ivory Coast 0.1%** | &nbsp;&nbsp;**Ivory Coast 0.1%** | &nbsp;&nbsp;**Ivory Coast 0.1%** | &nbsp;&nbsp;**Ivory Coast 0.1%** |
| &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ivory Coast Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2033 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2801000 | &nbsp;&nbsp;&nbsp;&nbsp;2491810 |
| &nbsp;&nbsp;**Mexico 0.9%** | &nbsp;&nbsp;**Mexico 0.9%** | &nbsp;&nbsp;**Mexico 0.9%** | &nbsp;&nbsp;**Mexico 0.9%** |
| &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;Petroleos Mexicanos |
| &nbsp;&nbsp;09/21/2047 | &nbsp;&nbsp;6.750% | 14016000 | &nbsp;&nbsp;&nbsp;&nbsp;9737765 |
| &nbsp;&nbsp;01/23/2050 | &nbsp;&nbsp;7.690% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;4868901 |
| &nbsp;&nbsp;01/28/2060 | &nbsp;&nbsp;6.950% | 11185000 | &nbsp;&nbsp;&nbsp;&nbsp;7709415 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**22316081** |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 15 |

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------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> (continued)** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(m)</sup> (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** | &nbsp;&nbsp;**Paraguay 0.1%** |
| &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Paraguay Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;08/11/2044 | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2465000 | &nbsp;&nbsp;&nbsp;&nbsp;2450037 |
| &nbsp;&nbsp;**Qatar 0.3%** | &nbsp;&nbsp;**Qatar 0.3%** | &nbsp;&nbsp;**Qatar 0.3%** | &nbsp;&nbsp;**Qatar 0.3%** |
| &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Qatar Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;03/14/2049 | &nbsp;&nbsp;4.817% | &nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp;&nbsp;2407940 |
| &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> | &nbsp;&nbsp;Qatar Petroleum<sup>(a)</sup> |
| &nbsp;&nbsp;07/12/2031 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5762000 | &nbsp;&nbsp;&nbsp;&nbsp;4907898 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7315838** |
| &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** | &nbsp;&nbsp;**Russian Federation 0.0%** |
| &nbsp;&nbsp;Gazprom OAO Via Gaz Capital SA<sup>(a)</sup> | &nbsp;&nbsp;Gazprom OAO Via Gaz Capital SA<sup>(a)</sup> | &nbsp;&nbsp;Gazprom OAO Via Gaz Capital SA<sup>(a)</sup> | &nbsp;&nbsp;Gazprom OAO Via Gaz Capital SA<sup>(a)</sup> |
| &nbsp;&nbsp;02/06/2028 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976800 |
| &nbsp;&nbsp;**Saudi Arabia 0.1%** | &nbsp;&nbsp;**Saudi Arabia 0.1%** | &nbsp;&nbsp;**Saudi Arabia 0.1%** | &nbsp;&nbsp;**Saudi Arabia 0.1%** |
| &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Saudi Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;04/17/2049 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2550000 | &nbsp;&nbsp;&nbsp;&nbsp;2454796 |
| &nbsp;&nbsp;**South Africa 0.2%** | &nbsp;&nbsp;**South Africa 0.2%** | &nbsp;&nbsp;**South Africa 0.2%** | &nbsp;&nbsp;**South Africa 0.2%** |
| &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond | &nbsp;&nbsp;Republic of South Africa Government International Bond |
| &nbsp;&nbsp;09/30/2029 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;2098971 |
| &nbsp;&nbsp;09/30/2049 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3152000 | &nbsp;&nbsp;&nbsp;&nbsp;2412655 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4511626** |
| &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** | &nbsp;&nbsp;**Ukraine 0.0%** |
| &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> | &nbsp;&nbsp;Ukraine Government International Bond<sup>(a)</sup> |
| &nbsp;&nbsp;09/25/2034 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158342 |
| &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** | &nbsp;&nbsp;**United Arab Emirates 0.3%** |
| &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> | &nbsp;&nbsp;DP World Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3620000 | &nbsp;&nbsp;&nbsp;&nbsp;3647126 |
| &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> | &nbsp;&nbsp;DP World PLC<sup>(a)</sup> |
| &nbsp;&nbsp;07/02/2037 | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;3540000 | &nbsp;&nbsp;&nbsp;&nbsp;4023162 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7670288** |
| &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $92,913,070) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $92,913,070) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $92,913,070) | &nbsp;&nbsp;**74756832** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** |
| &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;04/01/2026 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60900 |
| &nbsp;&nbsp;12/01/2046 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5817935 | &nbsp;&nbsp;&nbsp;&nbsp;5588115 |
| &nbsp;&nbsp;12/01/2051 | &nbsp;&nbsp;2.500% | 22383156 | &nbsp;&nbsp;19751488 |
| &nbsp;&nbsp;02/01/2052-<br> 05/01/2052 | &nbsp;&nbsp;3.000% | 37730668 | &nbsp;&nbsp;34478481 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(n)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(n)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(n)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(n)</sup> |
| &nbsp;&nbsp;09/01/2049 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4786927 | &nbsp;&nbsp;&nbsp;&nbsp;4398047 |

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| | | | |
|:---|:---|:---|:---|
| &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;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 3922 Class SH | &nbsp;&nbsp;CMO Series 3922 Class SH | &nbsp;&nbsp;CMO Series 3922 Class SH | &nbsp;&nbsp;CMO Series 3922 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.900%<br> Cap 5.900%<br> 09/15/2041 | &nbsp;&nbsp;1.441% | &nbsp;&nbsp;&nbsp;&nbsp;223622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18603 |
| &nbsp;&nbsp;CMO Series 4097 Class ST | &nbsp;&nbsp;CMO Series 4097 Class ST | &nbsp;&nbsp;CMO Series 4097 Class ST | &nbsp;&nbsp;CMO Series 4097 Class ST |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 08/15/2042 | &nbsp;&nbsp;1.591% | &nbsp;&nbsp;&nbsp;&nbsp;630851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70468 |
| &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 08/25/2049 | &nbsp;&nbsp;1.544% | 11094129 | &nbsp;&nbsp;&nbsp;&nbsp;1255047 |
| &nbsp;&nbsp;CMO Series 4979 Class KS | &nbsp;&nbsp;CMO Series 4979 Class KS | &nbsp;&nbsp;CMO Series 4979 Class KS | &nbsp;&nbsp;CMO Series 4979 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 06/25/2048 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;5139418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707805 |
| &nbsp;&nbsp;CMO STRIPS Series 2012-278 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 2012-278 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 2012-278 Class S1 | &nbsp;&nbsp;CMO STRIPS Series 2012-278 Class S1 |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 09/15/2042 | &nbsp;&nbsp;1.591% | &nbsp;&nbsp;&nbsp;&nbsp;820815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84577 |
| &nbsp;&nbsp;CMO STRIPS Series 309 Class S4 | &nbsp;&nbsp;CMO STRIPS Series 309 Class S4 | &nbsp;&nbsp;CMO STRIPS Series 309 Class S4 | &nbsp;&nbsp;CMO STRIPS Series 309 Class S4 |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.970%<br> Cap 5.970%<br> 08/15/2043 | &nbsp;&nbsp;1.511% | &nbsp;&nbsp;&nbsp;&nbsp;410082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42115 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 4176 Class BI | &nbsp;&nbsp;CMO Series 4176 Class BI | &nbsp;&nbsp;CMO Series 4176 Class BI | &nbsp;&nbsp;CMO Series 4176 Class BI |
| &nbsp;&nbsp;03/15/2043 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;779942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107649 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d),(e)</sup> |
| &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS | &nbsp;&nbsp;CMO Series 4620 Class AS |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;680017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32453 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICS<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 5187 Class IK | &nbsp;&nbsp;CMO Series 5187 Class IK | &nbsp;&nbsp;CMO Series 5187 Class IK | &nbsp;&nbsp;CMO Series 5187 Class IK |
| &nbsp;&nbsp;01/25/2052 | &nbsp;&nbsp;3.000% | 23022852 | &nbsp;&nbsp;&nbsp;&nbsp;4653883 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;6-month USD LIBOR + 1.415%<br> Floor 1.415%, Cap 11.040%<br> 06/01/2032 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 |
| &nbsp;&nbsp;1-year CMT + 2.305%<br> Floor 2.305%, Cap 10.430%<br> 07/01/2037 | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47856 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(n)</sup> |
| &nbsp;&nbsp;08/01/2043-<br> 02/01/2048 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9891074 | &nbsp;&nbsp;&nbsp;&nbsp;9777058 |
| &nbsp;&nbsp;04/01/2049-<br> 11/01/2051 | &nbsp;&nbsp;3.000% | 35678029 | &nbsp;&nbsp;32817184 |

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| | |
|:---|:---|
| 16 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

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------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;Federal National Mortgage Association |
| &nbsp;&nbsp;06/01/2045-<br> 05/01/2052 | &nbsp;&nbsp;3.500% | 32214866 | &nbsp;&nbsp;30614439 |
| &nbsp;&nbsp;09/01/2048-<br> 07/01/2052 | &nbsp;&nbsp;4.000% | 22683773 | &nbsp;&nbsp;22352292 |
| &nbsp;&nbsp;11/01/2049-<br> 04/01/2052 | &nbsp;&nbsp;3.000% | 20289588 | &nbsp;&nbsp;18603492 |
| &nbsp;&nbsp;09/01/2052 | &nbsp;&nbsp;5.000% | 24959715 | &nbsp;&nbsp;25202684 |
| &nbsp;&nbsp;CMO Series 2017-72 Class B | &nbsp;&nbsp;CMO Series 2017-72 Class B | &nbsp;&nbsp;CMO Series 2017-72 Class B | &nbsp;&nbsp;CMO Series 2017-72 Class B |
| &nbsp;&nbsp;09/25/2047 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5202014 | &nbsp;&nbsp;&nbsp;&nbsp;4803470 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS | &nbsp;&nbsp;CMO Series 2013-101 Class CS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.900%<br> Cap 5.900%<br> 10/25/2043 | &nbsp;&nbsp;1.394% | &nbsp;&nbsp;2036233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222165 |
| &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES | &nbsp;&nbsp;CMO Series 2014-93 Class ES |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/25/2045 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;1229897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154886 |
| &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS | &nbsp;&nbsp;CMO Series 2016-31 Class VS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 06/25/2046 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;&nbsp;&nbsp;906329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97146 |
| &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 08/25/2046 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;3977103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471192 |
| &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 08/25/2046 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;9026238 | &nbsp;&nbsp;&nbsp;&nbsp;1078940 |
| &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/25/2048 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;4530029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615667 |
| &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 04/25/2047 | &nbsp;&nbsp;1.594% | &nbsp;&nbsp;3821568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485919 |
| &nbsp;&nbsp;CMO Series 2017-54 Class NS | &nbsp;&nbsp;CMO Series 2017-54 Class NS | &nbsp;&nbsp;CMO Series 2017-54 Class NS | &nbsp;&nbsp;CMO Series 2017-54 Class NS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/25/2047 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;3377957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483499 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/25/2047 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;6908712 | &nbsp;&nbsp;1022963 |
| &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 09/25/2048 | &nbsp;&nbsp;1.694% | &nbsp;&nbsp;4762836 | &nbsp;&nbsp;&nbsp;&nbsp;578219 |
| &nbsp;&nbsp;CMO Series 2018-67 MS Class MS | &nbsp;&nbsp;CMO Series 2018-67 MS Class MS | &nbsp;&nbsp;CMO Series 2018-67 MS Class MS | &nbsp;&nbsp;CMO Series 2018-67 MS Class MS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 09/25/2048 | &nbsp;&nbsp;1.694% | &nbsp;&nbsp;3561312 | &nbsp;&nbsp;&nbsp;&nbsp;463071 |
| &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 10/25/2048 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;6673593 | &nbsp;&nbsp;&nbsp;&nbsp;790395 |
| &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 07/25/2049 | &nbsp;&nbsp;1.544% | 16165848 | &nbsp;&nbsp;1843481 |
| &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 10/25/2049 | &nbsp;&nbsp;1.544% | 10203858 | &nbsp;&nbsp;1258706 |
| &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 11/25/2049 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;8649560 | &nbsp;&nbsp;1343431 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 2020-76 Class EI | &nbsp;&nbsp;CMO Series 2020-76 Class EI | &nbsp;&nbsp;CMO Series 2020-76 Class EI | &nbsp;&nbsp;CMO Series 2020-76 Class EI |
| &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;2.500% | 13458712 | &nbsp;&nbsp;2080523 |
| &nbsp;&nbsp;Freddie Mac REMICS<sup>(e)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(e)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(e)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 5123 Class IG | &nbsp;&nbsp;CMO Series 5123 Class IG | &nbsp;&nbsp;CMO Series 5123 Class IG | &nbsp;&nbsp;CMO Series 5123 Class IG |
| &nbsp;&nbsp;08/25/2048 | &nbsp;&nbsp;2.500% | 14858194 | &nbsp;&nbsp;1964702 |
| &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI |
| &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;2.500% | 41343686 | &nbsp;&nbsp;5586508 |
| &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;Subordinated CMO Series 2021-HQA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-HQA2 Class B2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.450%<br> 12/25/2033 | &nbsp;&nbsp;9.760% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;3948592 |
| &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 1.500%, Cap 11.500%<br> 07/20/2025 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 17 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;12/15/2038-<br> 01/15/2039 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34194 |
| &nbsp;&nbsp;02/15/2039 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16675 |
| &nbsp;&nbsp;10/15/2040-<br> 04/15/2041 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;431211 | &nbsp;&nbsp;&nbsp;&nbsp;428387 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(n)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(n)</sup> |
| &nbsp;&nbsp;04/20/2048 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3718377 | &nbsp;&nbsp;3742796 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(e)</sup> |
| &nbsp;&nbsp;CMO Series 2014-184 Class CI | &nbsp;&nbsp;CMO Series 2014-184 Class CI | &nbsp;&nbsp;CMO Series 2014-184 Class CI | &nbsp;&nbsp;CMO Series 2014-184 Class CI |
| &nbsp;&nbsp;11/16/2041 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3700670 | &nbsp;&nbsp;&nbsp;&nbsp;454440 |
| &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI |
| &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;2.500% | 25138477 | &nbsp;&nbsp;3491440 |
| &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG |
| &nbsp;&nbsp;12/20/2050 | &nbsp;&nbsp;3.500% | 17154906 | &nbsp;&nbsp;2801441 |
| &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI |
| &nbsp;&nbsp;07/20/2051 | &nbsp;&nbsp;3.000% | 22152630 | &nbsp;&nbsp;3225855 |
| &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI |
| &nbsp;&nbsp;01/20/2051 | &nbsp;&nbsp;2.500% | 22368612 | &nbsp;&nbsp;3181282 |
| &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO | &nbsp;&nbsp;CMO Series 2021-89 Class IO |
| &nbsp;&nbsp;05/20/2051 | &nbsp;&nbsp;3.000% | 24023075 | &nbsp;&nbsp;3539394 |
| &nbsp;&nbsp;CMO Series 2021-97 Class IQ | &nbsp;&nbsp;CMO Series 2021-97 Class IQ | &nbsp;&nbsp;CMO Series 2021-97 Class IQ | &nbsp;&nbsp;CMO Series 2021-97 Class IQ |
| &nbsp;&nbsp;06/20/2051 | &nbsp;&nbsp;2.500% | 14742931 | &nbsp;&nbsp;1909699 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(e)</sup> |
| &nbsp;&nbsp;CMO Series 2017-130 Class GS | &nbsp;&nbsp;CMO Series 2017-130 Class GS | &nbsp;&nbsp;CMO Series 2017-130 Class GS | &nbsp;&nbsp;CMO Series 2017-130 Class GS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;9639364 | &nbsp;&nbsp;1719765 |
| &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;4674138 | &nbsp;&nbsp;&nbsp;&nbsp;508180 |
| &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 10/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;6011764 | &nbsp;&nbsp;&nbsp;&nbsp;733781 |
| &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 11/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;2436351 | &nbsp;&nbsp;&nbsp;&nbsp;251780 |
| &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 03/20/2047 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;3588396 | &nbsp;&nbsp;&nbsp;&nbsp;382033 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2048 | &nbsp;&nbsp;1.714% | 3429322 | &nbsp;&nbsp;&nbsp;&nbsp;387245 |
| &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2048 | &nbsp;&nbsp;1.714% | 4286044 | &nbsp;&nbsp;&nbsp;&nbsp;480203 |
| &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 09/20/2048 | &nbsp;&nbsp;1.764% | 5445572 | &nbsp;&nbsp;&nbsp;&nbsp;498713 |
| &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 10/20/2048 | &nbsp;&nbsp;1.714% | 4304513 | &nbsp;&nbsp;&nbsp;&nbsp;478415 |
| &nbsp;&nbsp;CMO Series 2018-139 Class SC | &nbsp;&nbsp;CMO Series 2018-139 Class SC | &nbsp;&nbsp;CMO Series 2018-139 Class SC | &nbsp;&nbsp;CMO Series 2018-139 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 10/20/2048 | &nbsp;&nbsp;1.664% | 3086154 | &nbsp;&nbsp;&nbsp;&nbsp;322982 |
| &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 01/20/2048 | &nbsp;&nbsp;1.714% | 8482178 | &nbsp;&nbsp;1014436 |
| &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 11/20/2048 | &nbsp;&nbsp;1.664% | 7217244 | &nbsp;&nbsp;&nbsp;&nbsp;784757 |
| &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 06/20/2048 | &nbsp;&nbsp;1.714% | 4481191 | &nbsp;&nbsp;&nbsp;&nbsp;431884 |
| &nbsp;&nbsp;CMO Series 2018-89 Class SM | &nbsp;&nbsp;CMO Series 2018-89 Class SM | &nbsp;&nbsp;CMO Series 2018-89 Class SM | &nbsp;&nbsp;CMO Series 2018-89 Class SM |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 06/20/2048 | &nbsp;&nbsp;1.714% | 5701513 | &nbsp;&nbsp;&nbsp;&nbsp;492257 |
| &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 07/20/2048 | &nbsp;&nbsp;1.714% | 4299893 | &nbsp;&nbsp;&nbsp;&nbsp;461142 |

---

---

| | |
|:---|:---|
| 18 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 02/20/2049 | &nbsp;&nbsp;1.514% | &nbsp;&nbsp;6903439 | &nbsp;&nbsp;&nbsp;&nbsp;751270 |
| &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;4942358 | &nbsp;&nbsp;&nbsp;&nbsp;550885 |
| &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 05/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;5448288 | &nbsp;&nbsp;&nbsp;&nbsp;597274 |
| &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 05/20/2049 | &nbsp;&nbsp;1.564% | &nbsp;&nbsp;5295610 | &nbsp;&nbsp;&nbsp;&nbsp;574954 |
| &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;4760679 | &nbsp;&nbsp;&nbsp;&nbsp;507170 |
| &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> 07/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;7844977 | &nbsp;&nbsp;&nbsp;&nbsp;918781 |
| &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 02/20/2050 | &nbsp;&nbsp;1.564% | &nbsp;&nbsp;3583091 | &nbsp;&nbsp;&nbsp;&nbsp;411160 |
| &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 05/20/2050 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;6637226 | &nbsp;&nbsp;&nbsp;&nbsp;721033 |
| &nbsp;&nbsp;CMO Series 2022-18 Class SL | &nbsp;&nbsp;CMO Series 2022-18 Class SL | &nbsp;&nbsp;CMO Series 2022-18 Class SL | &nbsp;&nbsp;CMO Series 2022-18 Class SL |
| &nbsp;&nbsp;-1.0 x 30-day Average SOFR + 6.300%<br> Cap 6.300%<br> 01/20/2052 | &nbsp;&nbsp;1.990% | 24437474 | &nbsp;&nbsp;3484911 |
| &nbsp;&nbsp;CMO Series 2022-63 Class GS | &nbsp;&nbsp;CMO Series 2022-63 Class GS | &nbsp;&nbsp;CMO Series 2022-63 Class GS | &nbsp;&nbsp;CMO Series 2022-63 Class GS |
| &nbsp;&nbsp;-1.0 x 30-day Average SOFR + 5.500%<br> Cap 5.500%<br> 04/20/2052 | &nbsp;&nbsp;1.190% | 25770772 | &nbsp;&nbsp;3012547 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 TBA<sup>(l)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(l)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(l)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(l)</sup> |
| &nbsp;&nbsp;02/21/2053 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;96000000 | &nbsp;&nbsp;&nbsp;&nbsp;93195000 |
| &nbsp;&nbsp;02/21/2053 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;49640625 |
| &nbsp;&nbsp;02/21/2053 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;75509765 |
| &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(l)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(l)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(l)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(l)</sup> |
| &nbsp;&nbsp;02/16/2038-<br> 02/13/2053 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;67500000 | &nbsp;&nbsp;&nbsp;&nbsp;62936760 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;62000000 | &nbsp;&nbsp;&nbsp;&nbsp;59868750 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;4.500% | 126100000 | &nbsp;&nbsp;124523750 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;5.000% | 128000000 | &nbsp;&nbsp;128469999 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $890,243,990) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $890,243,990) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $890,243,990) | &nbsp;&nbsp;**877411254** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 31.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 31.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 31.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 31.2%** |
| &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;06/25/2061 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;&nbsp;&nbsp;7662823 | &nbsp;&nbsp;&nbsp;&nbsp;7143172 |
| &nbsp;&nbsp;American Mortgage Trust<sup>(c),(d),(i)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(d),(i)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(d),(i)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(d),(i)</sup> |
| &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A |
| &nbsp;&nbsp;07/27/2023 | &nbsp;&nbsp;8.188% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2018-3 Class M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp;4795000 | &nbsp;&nbsp;&nbsp;&nbsp;4667558 |
| &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 2017-1 Class M2 | &nbsp;&nbsp;CMO Series 2017-1 Class M2 | &nbsp;&nbsp;CMO Series 2017-1 Class M2 | &nbsp;&nbsp;CMO Series 2017-1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.350%<br> 10/25/2027 | &nbsp;&nbsp;7.856% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413797 |
| &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 03/25/2029 | &nbsp;&nbsp;6.256% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22565 |
| &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 04/25/2029 | &nbsp;&nbsp;6.506% | &nbsp;&nbsp;&nbsp;&nbsp;4334073 | &nbsp;&nbsp;&nbsp;&nbsp;4330212 |
| &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 | &nbsp;&nbsp;CMO Series 2019-2A Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.100%<br> Floor 3.100%<br> 04/25/2029 | &nbsp;&nbsp;7.606% | &nbsp;&nbsp;10964000 | &nbsp;&nbsp;&nbsp;&nbsp;10728082 |
| &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C | &nbsp;&nbsp;CMO Series 2019-4A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.500%<br> Floor 2.500%<br> 10/25/2029 | &nbsp;&nbsp;7.006% | &nbsp;&nbsp;&nbsp;&nbsp;3062651 | &nbsp;&nbsp;&nbsp;&nbsp;3068426 |
| &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B | &nbsp;&nbsp;CMO Series 2020-4A Class M2B |
| &nbsp;&nbsp;1-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 06/25/2030 | &nbsp;&nbsp;8.106% | &nbsp;&nbsp;&nbsp;&nbsp;3517362 | &nbsp;&nbsp;&nbsp;&nbsp;3513405 |
| &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 1.500%<br> Floor 1.500%<br> 06/25/2031 | &nbsp;&nbsp;5.444% | &nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7637015 |

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| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 19 |

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------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated CMO Series 2018-3A Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-3A Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-3A Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2018-3A Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 3.900%<br> Floor 3.900%<br> 10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.406% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5876901 |
| &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-A Class A1 | &nbsp;&nbsp;CMO Series 2021-A Class A1 | &nbsp;&nbsp;CMO Series 2021-A Class A1 | &nbsp;&nbsp;CMO Series 2021-A Class A1 |
| &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;1.991% | &nbsp;&nbsp;7360298 | &nbsp;&nbsp;&nbsp;&nbsp;7020111 |
| &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 1.750%<br> Floor 1.750%<br> 07/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;8597542 | &nbsp;&nbsp;&nbsp;&nbsp;8597542 |
| &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 07/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4.187% | 15300000 | &nbsp;&nbsp;15300000 |
| &nbsp;&nbsp;CMO Series 2021-CRT1 Class M3 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M3 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M3 | &nbsp;&nbsp;CMO Series 2021-CRT1 Class M3 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 3.000%<br> 01/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;4572219 | &nbsp;&nbsp;&nbsp;&nbsp;4393217 |
| &nbsp;&nbsp;CMO Series 2021-CRT3 Class B1 | &nbsp;&nbsp;CMO Series 2021-CRT3 Class B1 | &nbsp;&nbsp;CMO Series 2021-CRT3 Class B1 | &nbsp;&nbsp;CMO Series 2021-CRT3 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.300%<br> Floor 4.300%<br> 01/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4.338% | 10000000 | &nbsp;&nbsp;10000000 |
| &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2022-5 Class A1 | &nbsp;&nbsp;CMO Series 2022-5 Class A1 | &nbsp;&nbsp;CMO Series 2022-5 Class A1 | &nbsp;&nbsp;CMO Series 2022-5 Class A1 |
| &nbsp;&nbsp;01/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;8884851 | &nbsp;&nbsp;&nbsp;&nbsp;8671933 |
| &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2014-C Class B1 |
| &nbsp;&nbsp;02/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;4222867 | &nbsp;&nbsp;&nbsp;&nbsp;4084254 |
| &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(d)</sup> |
| &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;09/27/2066 | &nbsp;&nbsp;&nbsp;&nbsp;0.956% | &nbsp;&nbsp;7721299 | &nbsp;&nbsp;&nbsp;&nbsp;6236352 |
| &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 |
| &nbsp;&nbsp;11/26/2066 | &nbsp;&nbsp;&nbsp;&nbsp;2.807% | &nbsp;&nbsp;6400000 | &nbsp;&nbsp;&nbsp;&nbsp;4511888 |
| &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 |
| &nbsp;&nbsp;12/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;8426000 | &nbsp;&nbsp;&nbsp;&nbsp;6176180 |
| &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Connecticut Avenue Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 | &nbsp;&nbsp;CMO Series 2019-HRP1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.150%<br> 11/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6.656% | &nbsp;&nbsp;4365268 | &nbsp;&nbsp;&nbsp;&nbsp;4333358 |
| &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.900%<br> 12/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6.210% | 15000000 | &nbsp;&nbsp;14632414 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-R01 Class 1B2 |
| &nbsp;&nbsp;30-day Average SOFR + 6.000%<br> 12/25/2041 | &nbsp;&nbsp;10.310% | 19800000 | &nbsp;&nbsp;17857283 |
| &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A3 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;&nbsp;&nbsp;1.199% | &nbsp;&nbsp;1851944 | &nbsp;&nbsp;&nbsp;&nbsp;1586559 |

---

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 |
| &nbsp;&nbsp;02/25/2060 | &nbsp;&nbsp;3.455% | 14138904 | &nbsp;&nbsp;14160558 |
| &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-2 Class M1 | &nbsp;&nbsp;CMO Series 2020-2 Class M1 | &nbsp;&nbsp;CMO Series 2020-2 Class M1 | &nbsp;&nbsp;CMO Series 2020-2 Class M1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;4.112% | &nbsp;&nbsp;7190000 | &nbsp;&nbsp;&nbsp;&nbsp;6617641 |
| &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;11/25/2066 | &nbsp;&nbsp;1.931% | &nbsp;&nbsp;6630372 | &nbsp;&nbsp;&nbsp;&nbsp;5827572 |
| &nbsp;&nbsp;CMO Series 2021-4 Class A3 | &nbsp;&nbsp;CMO Series 2021-4 Class A3 | &nbsp;&nbsp;CMO Series 2021-4 Class A3 | &nbsp;&nbsp;CMO Series 2021-4 Class A3 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;6879011 | &nbsp;&nbsp;&nbsp;&nbsp;5930584 |
| &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 2018-1 Class B1 | &nbsp;&nbsp;CMO Series 2018-1 Class B1 | &nbsp;&nbsp;CMO Series 2018-1 Class B1 | &nbsp;&nbsp;CMO Series 2018-1 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 4.000%<br> 11/25/2028 | &nbsp;&nbsp;8.506% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3098185 |
| &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 11/25/2028 | &nbsp;&nbsp;6.206% | &nbsp;&nbsp;1376515 | &nbsp;&nbsp;&nbsp;&nbsp;1374914 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> 01/25/2030 | &nbsp;&nbsp;5.956% | 11148304 | &nbsp;&nbsp;10998934 |
| &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 | &nbsp;&nbsp;CMO Series 2019-2 Class M1 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2200585 |
| &nbsp;&nbsp;FMC GMSR Issuer Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;FMC GMSR Issuer Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;FMC GMSR Issuer Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;FMC GMSR Issuer Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-GT1 Class A | &nbsp;&nbsp;CMO Series 2020-GT1 Class A | &nbsp;&nbsp;CMO Series 2020-GT1 Class A | &nbsp;&nbsp;CMO Series 2020-GT1 Class A |
| &nbsp;&nbsp;01/25/2026 | &nbsp;&nbsp;4.450% | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;9240743 |
| &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.000%<br> 04/25/2033 | &nbsp;&nbsp;4.000% | 16906580 | &nbsp;&nbsp;16207574 |
| &nbsp;&nbsp;CMO Series 2020-CS02 Class M4 | &nbsp;&nbsp;CMO Series 2020-CS02 Class M4 | &nbsp;&nbsp;CMO Series 2020-CS02 Class M4 | &nbsp;&nbsp;CMO Series 2020-CS02 Class M4 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.000%<br> 06/25/2033 | &nbsp;&nbsp;4.506% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;6680030 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-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;5.960% | &nbsp;&nbsp;3731031 | &nbsp;&nbsp;&nbsp;&nbsp;3695256 |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.250%<br> 08/25/2033 | &nbsp;&nbsp;6.560% | 12300000 | &nbsp;&nbsp;11940279 |
| &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 1.850%<br> 01/25/2042 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;7648039 |
| &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 | &nbsp;&nbsp;CMO Series 2022-HQA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.250%<br> 03/25/2042 | &nbsp;&nbsp;9.560% | 16582000 | &nbsp;&nbsp;16559031 |

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|:---|:---|
| 20 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

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Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

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| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated CMO Series 2020-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA3 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA3 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 5.750%<br> 07/25/2050 | &nbsp;&nbsp;10.256% | &nbsp;&nbsp;7448827 | &nbsp;&nbsp;&nbsp;&nbsp;7977874 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA5 Class B2 |
| &nbsp;&nbsp;30-day Average SOFR + 5.500%<br> 01/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9.810% | 16000000 | &nbsp;&nbsp;13756677 |
| &nbsp;&nbsp;Freddie Mac STACR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2019-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-DNA4 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-DNA4 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.700%<br> 10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7.206% | &nbsp;&nbsp;8625000 | &nbsp;&nbsp;&nbsp;&nbsp;8547149 |
| &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 | &nbsp;&nbsp;CMO Series 2020-HQA5 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.600%<br> 11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6.910% | &nbsp;&nbsp;9675332 | &nbsp;&nbsp;&nbsp;&nbsp;9771680 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2020-HQA5 Class B1 |
| &nbsp;&nbsp;30-day Average SOFR + 4.000%<br> 11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8.310% | &nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;8391966 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA2 Class B2 |
| &nbsp;&nbsp;30-day Average SOFR + 8.500%<br> 02/25/2042 | &nbsp;&nbsp;12.810% | &nbsp;&nbsp;8750000 | &nbsp;&nbsp;&nbsp;&nbsp;8036916 |
| &nbsp;&nbsp;GCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;&nbsp;&nbsp;1.469% | &nbsp;&nbsp;8202478 | &nbsp;&nbsp;&nbsp;&nbsp;7742452 |
| &nbsp;&nbsp;GCAT Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NQM6 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A2 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp;2.710% | &nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp;&nbsp;3258926 |
| &nbsp;&nbsp;CMO Series 2021-NQM6 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM6 Class A3 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;5384438 |
| &nbsp;&nbsp;CMO Series 2021-NQM7 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM7 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM7 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM7 Class A3 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp;2.891% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;7345193 |
| &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 M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B | &nbsp;&nbsp;CMO Series 2021-3 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 02/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6.844% | 18000000 | &nbsp;&nbsp;16848018 |
| &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(c)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(c)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(c)</sup> | &nbsp;&nbsp;Glebe Funding Trust (The)<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT |
| &nbsp;&nbsp;10/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 14017618 | &nbsp;&nbsp;12782315 |
| &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 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 4.150%<br> Floor 4.150%<br> 10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8.656% | &nbsp;&nbsp;3381198 | &nbsp;&nbsp;&nbsp;&nbsp;3394556 |
| &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2019-1 Class B1 |
| &nbsp;&nbsp;1-month USD LIBOR + 4.350%<br> 05/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8.856% | &nbsp;&nbsp;7323000 | &nbsp;&nbsp;&nbsp;&nbsp;7174944 |
| &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(h)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(h)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(h)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(h)</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;&nbsp;&nbsp;3.228% | &nbsp;&nbsp;3839832 | &nbsp;&nbsp;&nbsp;&nbsp;3827141 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Imperial Fund Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 |
| &nbsp;&nbsp;01/25/2057 | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;3755759 | &nbsp;&nbsp;&nbsp;&nbsp;3268788 |
| &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(d)</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% | &nbsp;&nbsp;5719620 | &nbsp;&nbsp;&nbsp;&nbsp;5320830 |
| &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% | &nbsp;&nbsp;4644961 | &nbsp;&nbsp;&nbsp;&nbsp;4372781 |
| &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A |
| &nbsp;&nbsp;10/25/2068 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;8402602 | &nbsp;&nbsp;&nbsp;&nbsp;7604715 |
| &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 06/30/2023 | &nbsp;&nbsp;7.204% | &nbsp;&nbsp;&nbsp;&nbsp;628239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628239 |
| &nbsp;&nbsp;MFA Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 |
| &nbsp;&nbsp;08/25/2049 | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2455969 |
| &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;3.034% | 12854000 | &nbsp;&nbsp;10175645 |
| &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Mortgage Acquisition Trust I LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT | &nbsp;&nbsp;CMO Series 2021-1 Class PT |
| &nbsp;&nbsp;11/29/2023 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5360653 | &nbsp;&nbsp;&nbsp;&nbsp;4849716 |
| &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> | &nbsp;&nbsp;Mortgage Insurance-Linked Notes<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C | &nbsp;&nbsp;CMO Series 2020-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 01/25/2030 | &nbsp;&nbsp;6.256% | &nbsp;&nbsp;2387788 | &nbsp;&nbsp;&nbsp;&nbsp;2318485 |
| &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;New York Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-BPL1 Class A1 |
| &nbsp;&nbsp;05/25/2026 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;8280000 | &nbsp;&nbsp;&nbsp;&nbsp;7785979 |
| &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> | &nbsp;&nbsp;NRZ Excess Spread-Collateralized Notes<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A | &nbsp;&nbsp;Series 2020-PLS1 Class A |
| &nbsp;&nbsp;12/25/2025 | &nbsp;&nbsp;3.844% | &nbsp;&nbsp;2959206 | &nbsp;&nbsp;&nbsp;&nbsp;2704424 |
| &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.550%<br> 07/25/2028 | &nbsp;&nbsp;6.056% | &nbsp;&nbsp;1032766 | &nbsp;&nbsp;&nbsp;&nbsp;1031122 |
| &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re V Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B | &nbsp;&nbsp;CMO Series 2020-2A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 10/25/2030 | &nbsp;&nbsp;8.106% | &nbsp;&nbsp;&nbsp;&nbsp;198481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198493 |
| &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 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 + 2.050%<br> Floor 2.050%<br> 10/25/2033 | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3965947 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 21 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 05/27/2023 | &nbsp;&nbsp;7.267% | &nbsp;&nbsp;2357405 | &nbsp;&nbsp;&nbsp;&nbsp;2300897 |
| &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 02/25/2023 | &nbsp;&nbsp;7.356% | 26000000 | &nbsp;&nbsp;25530794 |
| &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.650%<br> 08/25/2025 | &nbsp;&nbsp;7.156% | 38450000 | &nbsp;&nbsp;37118061 |
| &nbsp;&nbsp;Point Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Point Securitization Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;02/25/2052 | &nbsp;&nbsp;3.228% | 10100614 | &nbsp;&nbsp;&nbsp;&nbsp;9557814 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;01/25/2026 | &nbsp;&nbsp;2.115% | 11722121 | &nbsp;&nbsp;11205827 |
| &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% | &nbsp;&nbsp;4766697 | &nbsp;&nbsp;&nbsp;&nbsp;4510987 |
| &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% | 13681900 | &nbsp;&nbsp;12692283 |
| &nbsp;&nbsp;CMO Series 2021-7 Class A1 | &nbsp;&nbsp;CMO Series 2021-7 Class A1 | &nbsp;&nbsp;CMO Series 2021-7 Class A1 | &nbsp;&nbsp;CMO Series 2021-7 Class A1 |
| &nbsp;&nbsp;08/25/2026 | &nbsp;&nbsp;1.867% | &nbsp;&nbsp;6319543 | &nbsp;&nbsp;&nbsp;&nbsp;5765826 |
| &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;09/25/2026 | &nbsp;&nbsp;1.743% | &nbsp;&nbsp;5034493 | &nbsp;&nbsp;&nbsp;&nbsp;4560706 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 |
| &nbsp;&nbsp;01/25/2052 | &nbsp;&nbsp;2.981% | 19995666 | &nbsp;&nbsp;18371058 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners I LLC<sup>(a),(d)</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;06/27/2060 | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;8174026 | &nbsp;&nbsp;&nbsp;&nbsp;7623195 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 | &nbsp;&nbsp;CMO Series 2021-RN2 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.744% | &nbsp;&nbsp;4776792 | &nbsp;&nbsp;&nbsp;&nbsp;4370067 |
| &nbsp;&nbsp;PRPM LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(d)</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;4335102 | &nbsp;&nbsp;&nbsp;&nbsp;3850905 |
| &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 M1B | &nbsp;&nbsp;CMO Series 2020-1 Class M1B | &nbsp;&nbsp;CMO Series 2020-1 Class M1B | &nbsp;&nbsp;CMO Series 2020-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 01/25/2030 | &nbsp;&nbsp;5.956% | 12340000 | &nbsp;&nbsp;12049950 |
| &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 2021-1 Class M1A | &nbsp;&nbsp;CMO Series 2021-1 Class M1A | &nbsp;&nbsp;CMO Series 2021-1 Class M1A | &nbsp;&nbsp;CMO Series 2021-1 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> Floor 1.650%<br> 12/27/2033 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;1532069 | &nbsp;&nbsp;&nbsp;&nbsp;1527262 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 2.700%<br> Floor 2.700%<br> 12/27/2033 | &nbsp;&nbsp;7.010% | 14000000 | &nbsp;&nbsp;13341611 |
| &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;3.044% | &nbsp;&nbsp;&nbsp;&nbsp;189372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185628 |
| &nbsp;&nbsp;Saluda Grade Alternative Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Saluda Grade Alternative Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Saluda Grade Alternative Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Saluda Grade Alternative Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2020-FIG1 Class A1 | &nbsp;&nbsp;CMO Series 2020-FIG1 Class A1 | &nbsp;&nbsp;CMO Series 2020-FIG1 Class A1 | &nbsp;&nbsp;CMO Series 2020-FIG1 Class A1 |
| &nbsp;&nbsp;09/25/2050 | &nbsp;&nbsp;3.568% | &nbsp;&nbsp;4253774 | &nbsp;&nbsp;&nbsp;&nbsp;4184082 |
| &nbsp;&nbsp;SG Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;SG Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;SG Residential Mortgage Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;SG Residential Mortgage Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2019-3 Class M1 | &nbsp;&nbsp;CMO Series 2019-3 Class M1 | &nbsp;&nbsp;CMO Series 2019-3 Class M1 | &nbsp;&nbsp;CMO Series 2019-3 Class M1 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3801000 | &nbsp;&nbsp;&nbsp;&nbsp;3483106 |
| &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 |
| &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;2.735% | &nbsp;&nbsp;8021105 | &nbsp;&nbsp;&nbsp;&nbsp;7152204 |
| &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;5454651 |
| &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;06/25/2056 | &nbsp;&nbsp;1.127% | &nbsp;&nbsp;2236447 | &nbsp;&nbsp;&nbsp;&nbsp;1820597 |
| &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 | &nbsp;&nbsp;CMO Series 2021-6 Class A3 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;2.933% | 13954000 | &nbsp;&nbsp;&nbsp;&nbsp;9651369 |
| &nbsp;&nbsp;CMO Series 2022-2 Class A1 | &nbsp;&nbsp;CMO Series 2022-2 Class A1 | &nbsp;&nbsp;CMO Series 2022-2 Class A1 | &nbsp;&nbsp;CMO Series 2022-2 Class A1 |
| &nbsp;&nbsp;02/25/2067 | &nbsp;&nbsp;3.128% | &nbsp;&nbsp;2920205 | &nbsp;&nbsp;&nbsp;&nbsp;2723196 |
| &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A |
| &nbsp;&nbsp;07/28/2024 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1834480 | &nbsp;&nbsp;&nbsp;&nbsp;1806962 |
| &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(d)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 | &nbsp;&nbsp;CMO Series 2021-1 Class A1 |
| &nbsp;&nbsp;06/25/2024 | &nbsp;&nbsp;2.240% | 15000000 | &nbsp;&nbsp;14315641 |
| &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Triangle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C | &nbsp;&nbsp;CMO Series 2021-1 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 3.400%<br> Floor 3.400%<br> 08/25/2033 | &nbsp;&nbsp;7.906% | &nbsp;&nbsp;&nbsp;&nbsp;428860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428471 |
| &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;1-month USD LIBOR + 2.600%<br> Floor 2.600%<br> 10/25/2033 | &nbsp;&nbsp;7.106% | &nbsp;&nbsp;8161348 | &nbsp;&nbsp;&nbsp;&nbsp;8161374 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C | &nbsp;&nbsp;CMO Series 2021-2 Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 4.500%<br> Floor 4.500%<br> 10/25/2033 | &nbsp;&nbsp;9.006% | &nbsp;&nbsp;4800000 | &nbsp;&nbsp;&nbsp;&nbsp;4952594 |
| &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(d)</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;9459714 | &nbsp;&nbsp;&nbsp;&nbsp;8795489 |
| &nbsp;&nbsp;VCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 |
| &nbsp;&nbsp;08/25/2051 | &nbsp;&nbsp;1.868% | 10757155 | &nbsp;&nbsp;&nbsp;&nbsp;9994717 |

---

---

| | |
|:---|:---|
| 22 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (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;Vericrest Opportunity Loan Transferee CVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee CVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee CVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee CVI LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NP12 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP12 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP12 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP12 Class A1 |
| &nbsp;&nbsp;12/26/2051 | &nbsp;&nbsp;2.734% | 22013932 | &nbsp;&nbsp;&nbsp;&nbsp;20501764 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL8 Class A1 |
| &nbsp;&nbsp;04/25/2051 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;5919051 | &nbsp;&nbsp;&nbsp;&nbsp;5382659 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(d)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(d)</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;7512510 | &nbsp;&nbsp;&nbsp;&nbsp;7052335 |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1 | &nbsp;&nbsp;CMO Series 2020-1 Class M1 | &nbsp;&nbsp;CMO Series 2020-1 Class M1 | &nbsp;&nbsp;CMO Series 2020-1 Class M1 |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;3.021% | 13245000 | &nbsp;&nbsp;&nbsp;&nbsp;10675047 |
| &nbsp;&nbsp;CMO Series 2020-4 Class M1 | &nbsp;&nbsp;CMO Series 2020-4 Class M1 | &nbsp;&nbsp;CMO Series 2020-4 Class M1 | &nbsp;&nbsp;CMO Series 2020-4 Class M1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;3.291% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3504860 |
| &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 |
| &nbsp;&nbsp;09/25/2066 | &nbsp;&nbsp;1.218% | &nbsp;&nbsp;2143961 | &nbsp;&nbsp;&nbsp;&nbsp;1785309 |
| &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 | &nbsp;&nbsp;CMO Series 2021-5 Class A3 |
| &nbsp;&nbsp;09/25/2066 | &nbsp;&nbsp;1.373% | &nbsp;&nbsp;4059393 | &nbsp;&nbsp;&nbsp;&nbsp;3309598 |
| &nbsp;&nbsp;CMO Series 2021-5 Class M1 | &nbsp;&nbsp;CMO Series 2021-5 Class M1 | &nbsp;&nbsp;CMO Series 2021-5 Class M1 | &nbsp;&nbsp;CMO Series 2021-5 Class M1 |
| &nbsp;&nbsp;09/25/2066 | &nbsp;&nbsp;2.331% | &nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;1641684 |
| &nbsp;&nbsp;CMO Series 2021-7 Class A3 | &nbsp;&nbsp;CMO Series 2021-7 Class A3 | &nbsp;&nbsp;CMO Series 2021-7 Class A3 | &nbsp;&nbsp;CMO Series 2021-7 Class A3 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;6907025 | &nbsp;&nbsp;&nbsp;&nbsp;5794989 |
| &nbsp;&nbsp;CMO Series 2021-R1 Class A1 | &nbsp;&nbsp;CMO Series 2021-R1 Class A1 | &nbsp;&nbsp;CMO Series 2021-R1 Class A1 | &nbsp;&nbsp;CMO Series 2021-R1 Class A1 |
| &nbsp;&nbsp;10/25/2063 | &nbsp;&nbsp;0.820% | &nbsp;&nbsp;2034245 | &nbsp;&nbsp;&nbsp;&nbsp;1843181 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-8 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-8 Class B1 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;4.242% | 12412000 | &nbsp;&nbsp;&nbsp;&nbsp;8545141 |
| &nbsp;&nbsp;Visio Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(d)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(d)</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;1103577 | &nbsp;&nbsp;&nbsp;&nbsp;1033712 |
| &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;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 |
| &nbsp;&nbsp;05/25/2056 | &nbsp;&nbsp;1.280% | &nbsp;&nbsp;7790964 | &nbsp;&nbsp;&nbsp;&nbsp;7182620 |
| &nbsp;&nbsp;CMO Series 2021-1R Class A2 | &nbsp;&nbsp;CMO Series 2021-1R Class A2 | &nbsp;&nbsp;CMO Series 2021-1R Class A2 | &nbsp;&nbsp;CMO Series 2021-1R Class A2 |
| &nbsp;&nbsp;05/25/2056 | &nbsp;&nbsp;1.484% | &nbsp;&nbsp;2467206 | &nbsp;&nbsp;&nbsp;&nbsp;2265073 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $859,088,000) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $859,088,000) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $859,088,000) | &nbsp;&nbsp;**801908844** |
| &nbsp;&nbsp;**Senior Loans 0.2%** | &nbsp;&nbsp;**Senior Loans 0.2%** | &nbsp;&nbsp;**Senior Loans 0.2%** | &nbsp;&nbsp;**Senior Loans 0.2%** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** | &nbsp;&nbsp;**Chemicals 0.0%** |
| &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(o)</sup> |
| &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan | &nbsp;&nbsp;Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> Floor 0.500%<br> 09/22/2028 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;519750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516039 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Consumer Cyclical Services 0.0%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.0%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.0%** | &nbsp;&nbsp;**Consumer Cyclical Services 0.0%** |
| &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.750%<br> 10/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;8.320% | &nbsp;&nbsp;&nbsp;380814 | &nbsp;&nbsp;328860 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 7.750%<br> 10/01/2026 | &nbsp;&nbsp;12.320% | &nbsp;&nbsp;&nbsp;&nbsp;32969 | &nbsp;&nbsp;&nbsp;&nbsp;19781 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**348641** |
| &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;SWF Holdings I Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;SWF Holdings I Corp.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.000%<br> Floor 0.750%<br> 10/06/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.753% | 1042125 | &nbsp;&nbsp;888089 |
| &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** | &nbsp;&nbsp;**Media and Entertainment 0.0%** |
| &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan | &nbsp;&nbsp;Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 4.750%<br> Floor 1.000%<br> 07/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;9.880% | &nbsp;&nbsp;&nbsp;710955 | &nbsp;&nbsp;676474 |
| &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** | &nbsp;&nbsp;**Technology 0.1%** |
| &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(o)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(o)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 0.500%<br> 12/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8.070% | &nbsp;&nbsp;&nbsp;562320 | &nbsp;&nbsp;535346 |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.750%<br> Floor 0.500%<br> 12/10/2029 | &nbsp;&nbsp;10.320% | &nbsp;&nbsp;&nbsp;338000 | &nbsp;&nbsp;292248 |
| &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 7.000%<br> 02/19/2029 | &nbsp;&nbsp;11.696% | &nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;368650 |
| &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(o)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 7.750%<br> Floor 1.000%<br> 07/31/2028 | &nbsp;&nbsp;12.320% | &nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;105580 |
| &nbsp;&nbsp;UKG, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(o)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(o)</sup> |
| &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan | &nbsp;&nbsp;1st Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 3.250%<br> Floor 0.500%<br> 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8.032% | &nbsp;&nbsp;&nbsp;337416 | &nbsp;&nbsp;331555 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 23 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** | &nbsp;&nbsp;**Senior Loans (continued)** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan | &nbsp;&nbsp;2nd Lien Term Loan |
| &nbsp;&nbsp;1-month USD LIBOR + 5.250%<br> Floor 0.500%<br> 05/03/2027 | &nbsp;&nbsp;10.032% | &nbsp;&nbsp;&nbsp;&nbsp;657000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626377 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2259756** |
| &nbsp;&nbsp;Total Senior Loans<br> (Cost $5,054,569) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $5,054,569) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $5,054,569) | &nbsp;&nbsp;&nbsp;&nbsp;**4688999** |
| &nbsp;&nbsp;**U.S. Treasury Obligations 2.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations 2.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations 2.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations 2.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury | &nbsp;&nbsp;U.S. Treasury |
| &nbsp;&nbsp;06/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 20000000 | &nbsp;&nbsp;19418750 |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | 15000000 | &nbsp;&nbsp;14280469 |
| &nbsp;&nbsp;08/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | 14000000 | &nbsp;&nbsp;12055312 |
| &nbsp;&nbsp;02/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;7230938 |
| &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $54,133,350) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $54,133,350) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $54,133,350) | &nbsp;&nbsp;**52985469** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Options Purchased Calls 0.5%** | &nbsp;&nbsp;**Options Purchased Calls 0.5%** |
|  | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;(Cost $31,378,804) | &nbsp;&nbsp;**13767411** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 7.8%** | &nbsp;&nbsp;**Money Market Funds 7.8%** | &nbsp;&nbsp;**Money Market Funds 7.8%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559%<sup>(p),(q)</sup> | &nbsp;&nbsp;199411152 | &nbsp;&nbsp;&nbsp;&nbsp;199331387 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $199,321,319) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $199,321,319) | &nbsp;&nbsp;&nbsp;&nbsp;**199331387** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $3,376,664,837)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $3,376,664,837)** | &nbsp;&nbsp;**3127147290** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;**(556515588)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**2570631702** |

---

At January 31, 2023, securities and/or cash totaling $46,766,510 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** | &nbsp;&nbsp;**Forward foreign currency exchange contracts** |
| &nbsp;&nbsp;**Currency to<br> be sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency to<br> be purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | **Settlement<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;15,426,900 EUR | &nbsp;&nbsp;&nbsp;&nbsp;16,709,539 USD | &nbsp;&nbsp;&nbsp;&nbsp;UBS | 02/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(77011) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &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 10-Year Note | 4429 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;507189703 | &nbsp;&nbsp;&nbsp;&nbsp;5693300 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | 484 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52873219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111167 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 842 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;119353500 | &nbsp;&nbsp;&nbsp;&nbsp;3640100 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9444567 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;3-Month SOFR | (2750) | &nbsp;&nbsp;&nbsp;&nbsp;12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(654912500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6990) |
| &nbsp;&nbsp;Euro-Bobl | (334) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39178200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Euro-Bund | (269) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36804580) | &nbsp;&nbsp;&nbsp;&nbsp;1275430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Japanese 10-Year Government Bond | (84) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;(12311040000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 2-Year Note | (1556) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(319988970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1251607) |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2828914 | &nbsp;&nbsp;&nbsp;&nbsp;(1258597) |

---

---

| | |
|:---|:---|
| 24 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;81730000 | &nbsp;&nbsp;&nbsp;&nbsp;81730000 | &nbsp;&nbsp;2.25 | &nbsp;&nbsp;04/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1961520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49062 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;162420000 | &nbsp;&nbsp;162420000 | &nbsp;&nbsp;2.50 | &nbsp;&nbsp;05/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;4856358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372803 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;110230000 | &nbsp;&nbsp;110230000 | &nbsp;&nbsp;2.25 | &nbsp;&nbsp;05/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;2259715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138460 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;162300000 | &nbsp;&nbsp;162300000 | &nbsp;&nbsp;2.75 | &nbsp;&nbsp;06/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;5270692 | &nbsp;&nbsp;&nbsp;&nbsp;1321090 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;60310000 | &nbsp;&nbsp;&nbsp;&nbsp;60310000 | &nbsp;&nbsp;2.75 | &nbsp;&nbsp;07/11/2023 | &nbsp;&nbsp;&nbsp;&nbsp;2110850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549104 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;3.50 | &nbsp;&nbsp;10/27/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737166 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;113470000 | &nbsp;&nbsp;113470000 | &nbsp;&nbsp;3.30 | &nbsp;&nbsp;11/14/2023 | &nbsp;&nbsp;&nbsp;&nbsp;3631040 | &nbsp;&nbsp;&nbsp;&nbsp;4441681 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;162420000 | &nbsp;&nbsp;162420000 | &nbsp;&nbsp;2.50 | &nbsp;&nbsp;05/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;5010657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372803 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;3.65 | &nbsp;&nbsp;11/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;1540000 | &nbsp;&nbsp;&nbsp;&nbsp;2367944 |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;3.00 | &nbsp;&nbsp;01/10/2024 | &nbsp;&nbsp;&nbsp;&nbsp;1878250 | &nbsp;&nbsp;&nbsp;&nbsp;1583994 |
| &nbsp;&nbsp;5-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;154190000 | &nbsp;&nbsp;154190000 | &nbsp;&nbsp;3.20 | &nbsp;&nbsp;07/11/2023 | &nbsp;&nbsp;&nbsp;&nbsp;2289722 | &nbsp;&nbsp;&nbsp;&nbsp;1833304 |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | &nbsp;&nbsp;31378804 | &nbsp;&nbsp;13767411 |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** | &nbsp;&nbsp;**Credit default swap contracts - buy protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Pay<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Periodic<br> payments<br> receivable<br> (payable)<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 11 BBB- | Goldman Sachs International | 11/18/2054 | 3.000 | Monthly | USD | 1700000 | &nbsp;&nbsp;&nbsp;246765 | &nbsp;&nbsp;&nbsp;(992) | 260577 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (14804) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | USD | 8000000 | 1406250 | (4667) | 324929 |  | 1076654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 1700000 | &nbsp;&nbsp;&nbsp;246766 | &nbsp;&nbsp;&nbsp;(992) | &nbsp;&nbsp;&nbsp;57610 |  | &nbsp;&nbsp;&nbsp;188164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 11 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | USD | 1000000 | &nbsp;&nbsp;&nbsp;175781 | &nbsp;&nbsp;&nbsp;(583) | &nbsp;&nbsp;&nbsp;58101 |  | &nbsp;&nbsp;&nbsp;117097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | 2075562 | (7234) | 701217 |  | 1381915 | (14804) |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** | &nbsp;&nbsp;**Cleared credit default swap contracts - buy protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Pay<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 247500000 | (6171128) |  |  |  | (6171128) |
| &nbsp;&nbsp;Markit CDX North America High Yield Index, Series 39 | Morgan Stanley | 12/20/2027 | 5.000 | Quarterly | USD | &nbsp;&nbsp;&nbsp;38362000 | (2567893) |  |  |  | (2567893) |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | (8739021) |  |  |  | (8739021) |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 25 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** | &nbsp;&nbsp;**Credit default swap contracts - sell protection** |
| &nbsp;&nbsp;**Reference<br> entity** | **Counterparty** | **Maturity<br> date** | **Receive<br> fixed<br> rate<br> (%)** | **Payment<br> frequency** | **Implied<br> credit<br> spread<br> (%)\*** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Periodic<br> payments<br> receivable<br> (payable)<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 4000000 | &nbsp;&nbsp;&nbsp;(703125) | &nbsp;&nbsp;&nbsp;2333 |  | &nbsp;&nbsp;&nbsp;(870652) | 169860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 7000000 | (1230468) | &nbsp;&nbsp;&nbsp;4083 |  | &nbsp;&nbsp;&nbsp;(835970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (390415) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Goldman Sachs International | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 3750000 | &nbsp;&nbsp;&nbsp;(659179) | &nbsp;&nbsp;&nbsp;2187 |  | &nbsp;&nbsp;&nbsp;(421620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (235372) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 5000000 | &nbsp;&nbsp;&nbsp;(878906) | &nbsp;&nbsp;&nbsp;2917 |  | (1077764) | 201775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 5000000 | &nbsp;&nbsp;&nbsp;(878906) | &nbsp;&nbsp;&nbsp;2917 |  | &nbsp;&nbsp;&nbsp;(834872) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(41117) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 5000000 | &nbsp;&nbsp;&nbsp;(878906) | &nbsp;&nbsp;&nbsp;2917 |  | &nbsp;&nbsp;&nbsp;(803931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(72058) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 6000000 | (1054687) | &nbsp;&nbsp;&nbsp;3500 |  | &nbsp;&nbsp;&nbsp;(933562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (117625) |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 5000000 | &nbsp;&nbsp;&nbsp;(878906) | &nbsp;&nbsp;&nbsp;2917 |  | &nbsp;&nbsp;&nbsp;(975409) | &nbsp;&nbsp;&nbsp;99420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 3000000 | &nbsp;&nbsp;&nbsp;(527344) | &nbsp;&nbsp;&nbsp;1750 |  | &nbsp;&nbsp;&nbsp;(567942) | &nbsp;&nbsp;&nbsp;42348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 8.991 | USD | 7000000 | (1230468) | &nbsp;&nbsp;&nbsp;4083 |  | (1125504) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (100881) |
| &nbsp;&nbsp;Total |  |  |  |  |  |  |  | (8920895) | 29604 |  | (8447226) | 513403 | (957468) |

---

\* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

#### 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 January 31, 2023, the total value of these securities amounted to $1,484,296,606, which represents 57.74% of total net assets.

(b) Variable rate security. The interest rate shown was the current rate as of January 31, 2023.

(c) Valuation based on significant unobservable inputs.

(d) 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 January 31, 2023.

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

(f) Non-income producing investment.

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

(h) 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 January 31, 2023.

(i) Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At January 31, 2023, the total value of these securities amounted to $41,090,
which represents less than 0.01% of total net assets.

---

| | |
|:---|:---|
| 26 | Columbia Total Return Bond Fund \| Third Quarter Report 2023 |

---

------

Portfolio of Investments (continued)<br> Columbia Total Return Bond Fund, January 31, 2023 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(j)** **Represents a security in default.** 

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

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

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

**(n)** **This security or a portion of this security has been pledged as collateral in connection with derivative contracts.** 

**(o)** **The stated interest rate represents the weighted average interest rate at January 31, 2023 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. These base lending rates are primarily the LIBOR and other short-term rates. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan.** 

**(p)** **The rate shown is the seven-day current annualized yield at January 31, 2023.** 

**(q)** **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 January 31, 2023 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, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% |
|  | 121311912 | &nbsp;&nbsp;1037425958 | &nbsp;&nbsp;(959403335) | &nbsp;&nbsp;(3148) | &nbsp;&nbsp;199331387 | &nbsp;&nbsp;(23678) | &nbsp;&nbsp;2470596 | &nbsp;&nbsp;199411152 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury |
| FHLMC | &nbsp;&nbsp;Federal Home Loan Mortgage Corporation |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |
| STRIPS | &nbsp;&nbsp;Separate Trading of Registered Interest and Principal Securities |
| TBA | &nbsp;&nbsp;To Be Announced |

---

#### Currency Legend
EUR Euro <br> JPY Japanese Yen <br> USD US Dollar

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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Columbia Total Return Bond Fund \| Third Quarter Report 2023 | 27 |

---

------

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

3QT166_04_N01_(03/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000012097

- **c. LEI of Series:** 7TUF7LZJ7F8AC48WIE77

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

- **a. Date of fiscal year-end:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3207009845.75

**Total Liabilities:** $650933146.67

**Net Assets:** $2556076699.08

**Delayed Delivery Securities:** $631604377.23

**Cash Not Reported:** $212535.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 686381.448200000000 | **1-Year:** 5150.336400000000 | **5-Year:** 68539.656200000000 | **10-Year:** 395490.808400000000 | **30-Year:** 821902.823200000000

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

- **3-Month:** 261609.635000000000 | **1-Year:** 143430.075800000000 | **5-Year:** 66965.668199999900 | **10-Year:** 454413.867400000000 | **30-Year:** 427962.182600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032983 | 4.31%                | -0.16%               | 4.32%                |
| Class ID C000032985 | 4.28%                | -0.26%               | 4.26%                |
| Class ID C000032986 | 4.32%                | -0.21%               | 4.30%                |
| Class ID C000032987 | 4.36%                | -0.14%               | 4.34%                |
| Class ID C000121793 | 4.37%                | -0.17%               | 4.35%                |
| Class ID C000121794 | 4.34%                | -0.13%               | 4.36%                |
| Class ID C000122680 | 4.37%                | -0.16%               | 4.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13301618.45            | $89454293.07                               |
| Month 2  | $16181976.89             | $-28082662.03                              |
| Month 3  | $-3371817.27             | $96824052.71                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683000 | PA      | $602935.65    | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | 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        |    396000 | PA      | $377352.41    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    862000 | PA      | $753781.23    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $974680.80    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $161580.68    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2027287.90   | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $526000.42    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |   1089000 | PA      | $988014.38    | 0.04%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8285000 | PA      | $4707616.54   | 0.18%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |  -5000000 | OU      | $-878906.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |  -5000000 | OU      | $-878906.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28869.48     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_16-3A                         | CUSIP: 14311WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4313305.00   | 0.17%             | 2034-07-20      | Variable      | 11.81%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |  -3000000 | OU      | $-527343.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 2LN 5.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    657000 | PA      | $626377.23    | 0.02%             | 2027-05-03      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3004693.69   | 0.12%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                         | ON ASSIGNMENT INC                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    268000 | PA      | $245216.24    | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_19-3A                      | CGMS_19-3R                         | CUSIP: 14314HAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13400000 | PA      | $12676949.40  | 0.50%             | 2032-10-20      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_20-2A                      | CGMS_20-2A                         | CUSIP: 14315GAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  15150000 | PA      | $13865567.85  | 0.54%             | 2035-01-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4921422.90   | 0.19%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4538000 | PA      | $3450218.76   | 0.13%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A                      | CGMS_17-5A                         | CUSIP: 14316AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3810000 | PA      | $3671837.97   | 0.14%             | 2030-01-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    862000 | PA      | $784561.91    | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                    | APX GROUP INC                      | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     98000 | PA      | $84873.74     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | 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        |   1269643 | PA      | $1245142.99   | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  11305000 | PA      | $11762013.22  | 0.46%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $236858.64    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172571 | PA      | $167063.38    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2110904.85   | 0.08%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $121126.09    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   2400000 | PA      | $2407939.73   | 0.09%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $201134.51    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $458823.69    | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187764.44    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    669000 | PA      | $625756.48    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1312000 | PA      | $682888.42    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                          | RMIR_20-1                          | CUSIP: 750493AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12340000 | PA      | $12049949.53  | 0.47%             | 2030-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $120066.77    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $611074.46    | 0.02%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                          | RMIR_20-1                          | CUSIP: 750493AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2387788 | PA      | $2318485.32   | 0.09%             | 2030-01-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                          | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1532069 | PA      | $1527262.37   | 0.06%             | 2033-12-27      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                          | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    972000 | PA      | $843363.28    | 0.03%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A                     | AFFRM_23-A                         | CUSIP: 00834JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7950000 | PA      | $7942720.98   | 0.31%             | 2028-01-18      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                          | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $13341610.80  | 0.52%             | 2033-12-27      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2467206 | PA      | $2265073.27   | 0.09%             | 2056-05-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  35500000 | PA      | $32243984.38  | 1.26%             | 2053-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  62000000 | PA      | $59868750.00  | 2.34%             | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $202526.24    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 126100000 | PA      | $124523750.00 | 4.87%             | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $709506.72    | 0.03%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $441484.62    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $307251.90    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $758654.52    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    544000 | PA      | $550391.89    | 0.02%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $190011.34    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS  | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $385446.40    | 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: 05491RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4790000 | PA      | $4509819.01   | 0.18%             | 2037-10-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9130000 | PA      | $8998672.62   | 0.35%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $96286.76     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    463000 | PA      | $441226.89    | 0.02%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2019-2 LTD                                         | BMIR_19-2A                         | CUSIP: 07877BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4334073 | PA      | $4330212.00   | 0.17%             | 2029-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  96000000 | PA      | $93195000.00  | 3.65%             | 2053-02-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING BV                                      | DIGITAL INTREPID HOLDING BV        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4067000 | PA      | $3346900.03   | 0.13%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -3750000 | OU      | $-659179.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98814.21     | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95395.78     | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TURST GRADE_20-FIG1            | GRADE_20-FIG1                      | CUSIP: 795811AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4253774 | PA      | $4184081.90   | 0.16%             | 2050-09-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $606252.53    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87266.85     | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1150398.32   | 0.05%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    496000 | PA      | $486661.07    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62337.33     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $231067.65    | 0.01%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $438698.34    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $328378.58    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   2300000 | PA      | $2098970.89   | 0.08%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   3152000 | PA      | $2412655.15   | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135377.45    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1                      | STWH_21-NPB1                       | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8021105 | PA      | $7152203.82   | 0.28%             | 2026-10-16      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    278000 | PA      | $246809.39    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2236447 | PA      | $1820597.04   | 0.07%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $5454650.50   | 0.21%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-6                    | STAR_21-6                          | CUSIP: 85573RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13954000 | PA      | $9651369.22   | 0.38%             | 2066-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_22-2                    | STAR_22-2                          | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2920205 | PA      | $2723195.66   | 0.11%             | 2067-02-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD STWRT_15-1A                                 | STWRT_15-1A                        | CUSIP: 860444AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5828571 | PA      | $5680490.33   | 0.22%             | 2030-01-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| STONN_20-1                                                       | STONN_20-1                         | CUSIP: 86207LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1923047 | PA      | $1894201.05   | 0.07%             | 2024-07-28      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238885.22    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $1817835.70   | 0.07%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5198000 | PA      | $4660418.16   | 0.18%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $205969.10    | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $547237.39    | 0.02%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    572000 | PA      | $374255.12    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP        | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    388000 | PA      | $379492.06    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    203000 | PA      | $175529.10    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1188530.47   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $648169.77    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $209031.30    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $529368.82    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104396.92    | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    281000 | PA      | $274831.83    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                       | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4342731 | PA      | $4033727.44   | 0.16%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B03H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22383156 | PA      | $19751488.39  | 0.77%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18068498 | PA      | $16473823.36  | 0.64%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2036233 | PA      | $222165.02    | 0.01%             | 2043-10-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138WEWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    795679 | PA      | $763227.74    | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M LIBOR ARM                  | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2456 | PA      | $2403.54      | 0.00%             | 2032-06-01      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2788250 | PA      | $2734048.00   | 0.11%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140J7NH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3909518 | PA      | $3879498.97   | 0.15%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19187602 | PA      | $17590508.31  | 0.69%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140N25M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24959715 | PA      | $25202683.92  | 0.99%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XDUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27269635 | PA      | $25078429.69  | 0.98%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30452622 | PA      | $28929064.47  | 1.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21696962 | PA      | $21385350.40  | 0.84%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/1 HYBRID ARM               | CUSIP: 31412A2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48206 | PA      | $47855.52     | 0.00%             | 2037-07-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    966565 | PA      | $922147.03    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    986811 | PA      | $966941.61    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418DBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3843270 | PA      | $3537194.67   | 0.14%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $527933.57    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | 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        |    679000 | PA      | $632417.68    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1161100.63   | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    486000 | PA      | $452546.48    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GNMA_20-21                         | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3583091 | PA      | $411159.70    | 0.02%             | 2050-02-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GNMA_20-62                         | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6637226 | PA      | $721033.08    | 0.03%             | 2050-05-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  25138477 | PA      | $3491440.32   | 0.14%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  17154906 | PA      | $2801440.78   | 0.11%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GNMA_21-16                         | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  22368612 | PA      | $3181281.93   | 0.12%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                         | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  24023075 | PA      | $3539394.10   | 0.14%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  22152630 | PA      | $3225854.95   | 0.13%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97F                        | CUSIP: 38382VDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14742931 | PA      | $1909699.01   | 0.07%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    337000 | PA      | $293013.58    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GTCR (AP) FINANCE INC                                            | GTCR AP FINANCE INC                | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $182640.19    | 0.01%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1100686.17   | 0.04%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    633000 | PA      | $560448.83    | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851503.97    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10970698.05  | 0.43%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5399000 | PA      | $4451022.09   | 0.17%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19069000 | PA      | $15688984.47  | 0.61%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                         | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    657100 | PA      | $628049.65    | 0.02%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    445000 | PA      | $413555.44    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    441000 | PA      | $378730.41    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $506311.71    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $231777.46    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $260459.84    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_20-2A                                        | OMIR_20-2A                         | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198481 | PA      | $198493.04    | 0.01%             | 2030-10-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   9723000 | PA      | $10230274.77  | 0.40%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    672000 | PA      | $678110.59    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    896000 | PA      | $952047.43    | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3584654.41   | 0.14%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1                        | OCT55_21-1A                        | CUSIP: 67577AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8301413.75   | 0.32%             | 2034-07-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A                   | OCT35_18-1A                        | CUSIP: 67591TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9350000 | PA      | $9121149.40   | 0.36%             | 2031-01-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $474831.54    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $248898.78    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    755000 | PA      | $754681.99    | 0.03%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    123000 | PA      | $122475.83    | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35867.30     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15100000 | PA      | $14203802.92  | 0.56%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2864570.81   | 0.11%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    745000 | PA      | $670726.39    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    592000 | PA      | $590228.08    | 0.02%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                       | CUSIP: 74331CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $7991519.38   | 0.31%             | 2037-04-17      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   5762000 | PA      | $4907898.45   | 0.19%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1728926.30   | 0.07%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $794069.83    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/FIN CORP   | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $138944.02    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $202448.44    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    669000 | PA      | $598601.46    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    466000 | PA      | $374388.40    | 0.01%             | 2028-05-01      | Fixed         | 4.62%                 | 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        |   5155168 | PA      | $4557048.64   | 0.18%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3                        | RMLT_19-3                          | CUSIP: 76119NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189372 | PA      | $185628.46    | 0.01%             | 2059-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    266000 | PA      | $231121.90    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    515000 | PA      | $546671.88    | 0.02%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A                       | BRAVO_21-A                         | CUSIP: 105693AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7360298 | PA      | $7020111.08   | 0.27%             | 2059-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83331.44     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | 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        |   2959206 | PA      | $2704423.64   | 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        |    246000 | PA      | $243662.92    | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD HMIR_19-1                                            | HMIR_19-1                          | CUSIP: 43731AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7323000 | PA      | $7174943.59   | 0.28%             | 2029-05-25      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD HMIR_20-1                                            | HMIR_20-1                          | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3381198 | PA      | $3394556.25   | 0.13%             | 2030-10-25      | Variable      | 8.66%                 | 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        |   3839832 | PA      | $3827141.43   | 0.15%             | 2025-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | HOSPITALITY PROPERTIES TRUST       | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143548.26    | 0.01%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | HOWMET AEROSPACE INC               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1116977.42   | 0.04%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $518016.58    | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $406920.65    | 0.02%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                          | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    767000 | PA      | $769633.30    | 0.03%             | 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        |    905000 | PA      | $856590.98    | 0.03%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2249443.72   | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9073000 | PA      | $6935825.54   | 0.27%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $215479.76    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $266767.47    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $235856.77    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $926879.71    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130255.40    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLEBE FUNDING TRUST GLEBE_21-1                                   | GLEBE_21-1                         | CUSIP: 377353AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14017618 | PA      | $12782315.08  | 0.50%             | 2023-10-27      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-5                                  | CHNGE_22-5                         | CUSIP: 12546GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8884851 | PA      | $8671933.43   | 0.34%             | 2058-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                         | CLNY_19-IKPR                       | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7862113.25   | 0.31%             | 2038-11-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-184                        | CUSIP: 38379HFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3700670 | PA      | $454440.39    | 0.02%             | 2041-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GGX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9639364 | PA      | $1719764.75   | 0.07%             | 2047-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                               | COLT_21-5                          | CUSIP: 12598RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6400000 | PA      | $4511888.00   | 0.18%             | 2066-11-26      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $574107.07    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4674138 | PA      | $508180.20    | 0.02%             | 2047-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4481191 | PA      | $431884.23    | 0.02%             | 2048-06-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5701513 | PA      | $492256.64    | 0.02%             | 2048-06-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GNMA_18-125                        | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5445572 | PA      | $498713.09    | 0.02%             | 2048-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $537624.07    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $253503.89    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $690793.70    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $142520.58    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $670312.89    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $95068.30     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                        | CSMC_21-NQM1                       | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1851944 | PA      | $1586559.32   | 0.06%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $4005017.88   | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                        | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    755000 | PA      | $626655.19    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1610000 | PA      | $1335922.58   | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    623000 | PA      | $537042.60    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                  | CARNIVAL HOLDINGS BERMUDA LTD      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    461000 | PA      | $497777.17    | 0.02%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $87954.70     | 0.00%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $212339.20    | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $966444.09    | 0.04%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45135.75     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $491090.62    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGE PARTNERS LP / FIN CO | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    868000 | PA      | $755154.06    | 0.03%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GNMA_18-112                        | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4286044 | PA      | $480202.80    | 0.02%             | 2048-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GNMA_18-103                        | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3429322 | PA      | $387245.26    | 0.02%             | 2048-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 128000000 | PA      | $128469999.36 | 5.03%             | 2053-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     85000 | PA      | $79663.44     | 0.00%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                          | TRANSOCEAN GUARDIAN LIMITED        | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     39773 | PA      | $40334.34     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GNMA_18-151                        | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7217244 | PA      | $784756.92    | 0.03%             | 2048-11-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8482178 | PA      | $1014436.25   | 0.04%             | 2048-01-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $688981.48    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    881000 | PA      | $691897.68    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    476000 | PA      | $390804.97    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    537000 | PA      | $424152.29    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    559000 | PA      | $377695.33    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1341000 | PA      | $852802.84    | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    785000 | PA      | $786197.89    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-57A                             | DRSLF_18-57A                       | CUSIP: 26243KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7000000 | PA      | $6778296.00   | 0.27%             | 2031-05-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_20-83A                             | DRSLF_20-83A                       | CUSIP: 26246EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4000000 | PA      | $3825720.00   | 0.15%             | 2032-01-18      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $6782025.67   | 0.27%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORPORATION (THE) | CUSIP: 26483EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $162319.33    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   6358000 | PA      | $4930928.65   | 0.19%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $276185.30    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2218495.40   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                    | CUSIP: 3132WJRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5817935 | PA      | $5588114.70   | 0.22%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-72                                            | FNMA_17-72                         | CUSIP: 3136AXV44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5202014 | PA      | $4803470.17   | 0.19%             | 2047-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FNMA_18-74                         | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6673593 | PA      | $790395.02    | 0.03%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8649560 | PA      | $1343431.50   | 0.05%             | 2049-11-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FNMA_19-60                         | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10203858 | PA      | $1258706.05   | 0.05%             | 2049-10-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-76                 | FNMA_20-76                         | CUSIP: 3136BCLY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  13458712 | PA      | $2080523.13   | 0.08%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3922                                           | FHLMC_3922                         | CUSIP: 3137AFJS2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    223621 | PA      | $18602.85     | 0.00%             | 2041-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4097                                           | FHLMC_4097                         | CUSIP: 3137ATPX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    630851 | PA      | $70467.52     | 0.00%             | 2042-08-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4176                                           | FHLMC_4176                         | CUSIP: 3137B0MY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    779942 | PA      | $107649.40    | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                         | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    680017 | PA      | $32453.39     | 0.00%             | 2042-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11094129 | PA      | $1255046.64   | 0.05%             | 2049-08-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4979                                           | FHLMC_4979                         | CUSIP: 3137FTXG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5139418 | PA      | $707804.77    | 0.03%             | 2048-06-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16906580 | PA      | $16207573.92  | 0.63%             | 2033-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WT2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7500000 | PA      | $6680030.25   | 0.26%             | 2033-06-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5100                | FHLMC_5123                         | CUSIP: 3137H15T9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  14858194 | PA      | $1964701.92   | 0.08%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1101986 | PA      | $1012984.30   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $592249.72    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $334466.33    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397WW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $901427.87    | 0.04%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    720000 | PA      | $716567.48    | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2                   | DRMT_20-2                          | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7190000 | PA      | $6617640.77   | 0.26%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6630372 | PA      | $5827572.00   | 0.23%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6879011 | PA      | $5930583.97   | 0.23%             | 2066-11-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93701.44     | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $331508.49    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2018-1 LTD EMIR_18-1                                    | EMIR_18-1                          | CUSIP: 269826AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1376515 | PA      | $1374914.23   | 0.05%             | 2028-11-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2018-1 LTD EMIR_18-1                                    | EMIR_18-1                          | CUSIP: 269826AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3098185.20   | 0.12%             | 2028-11-25      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| EMIR_20-1                                                        | EMIR_20-1                          | CUSIP: 26982LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11148304 | PA      | $10998933.51  | 0.43%             | 2030-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| AMERMT_93-3                                                      | AMERMT_93-3                        | CUSIP: 0275879A4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        35 | PA      | $21.12        | 0.00%             | 2023-07-27      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7011000 | PA      | $6552633.93   | 0.26%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    422000 | PA      | $394022.66    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                         | ENDO DAC / ENDO FINANCE LLC / ENDO | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $13145.27     | 0.00%             | 2028-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $221419.96    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    834000 | PA      | $801113.75    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3824000 | PA      | $4231234.83   | 0.17%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   2250000 | PA      | $2003746.84   | 0.08%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13227405 | PA      | $12896525.04  | 0.50%             | 2038-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                 | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1199000 | PA      | $1126462.33   | 0.04%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                       | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $9240743.40   | 0.36%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB45            | FRESB_18-SB45                      | CUSIP: 30308AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3797096 | PA      | $3646382.03   | 0.14%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                   | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61265 | PA      | $60899.98     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FHLMC_278                          | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    820815 | PA      | $84577.07     | 0.00%             | 2042-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_309                          | CUSIP: 31325USF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    410082 | PA      | $42114.77     | 0.00%             | 2043-08-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19662170 | PA      | $18004657.71  | 0.70%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4786927 | PA      | $4398047.40   | 0.17%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $190657.58    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                      | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12300000 | PA      | $11940279.12  | 0.47%             | 2033-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC/GATES GLOBAL CO   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    876000 | PA      | $862983.31    | 0.03%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4942358 | PA      | $550885.05    | 0.02%             | 2049-01-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-63              | GNMA_22-63                         | CUSIP: 38383RFM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  25770772 | PA      | $3012546.57   | 0.12%             | 2052-04-20      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7455000 | PA      | $7078883.10   | 0.28%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $644575.23    | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $134394.09    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROCK                                  | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63660.26     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                 | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1004000 | PA      | $916493.20    | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1215000 | PA      | $1006096.78   | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    117000 | PA      | $122109.63    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1687711.77   | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5381000 | PA      | $3756927.46   | 0.15%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $609802.97    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $859544.64    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    193000 | PA      | $159387.14    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLD STORAGE TRUST COLD_20-ICE5                                  | COLD_20-ICE5                       | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7618177 | PA      | $7408666.80   | 0.29%             | 2037-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $847280.83    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    775000 | PA      | $592265.98    | 0.02%             | 2044-02-26      | Fixed         | 5.62%                 | 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        | 199411152 | NS      | $199331387.07 | 7.80%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                        | CUSIP: 20049AAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4292494.93   | 0.17%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                        | COMMERCIAL METALS COMPANY          | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52194.10     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1             | CAS_19-HRP1                        | CUSIP: 20754PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4365268 | PA      | $4333357.91   | 0.17%             | 2039-11-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM NV                     | CUSIP: 210383AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    614000 | PA      | $605320.07    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    646000 | PA      | $611345.81    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1309000 | PA      | $1118687.75   | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_18-3                               | AOMT_18-3                          | CUSIP: 03464NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4795000 | PA      | $4667558.01   | 0.18%             | 2048-09-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3614127.07   | 0.14%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   4400000 | PA      | $4120349.86   | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                 | 8TH AVENUE FOOD & PROV 1LN TL 3.75 | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380814 | PA      | $328859.48    | 0.01%             | 2025-10-01      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                 | 8TH AVENUE FOOD & PROV 2LN TL 7.75 | CUSIP: 28253PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32969 | PA      | $19781.40     | 0.00%             | 2026-10-01      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1363874.92   | 0.05%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $441525.00    | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    618000 | PA      | $546523.84    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7655000 | PA      | $6408238.19   | 0.25%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP                                     | ENDEAVOR ENERGY RESOURCES LP/EER   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $210384.92    | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3114000 | PA      | $2471044.39   | 0.10%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5359633.20   | 0.21%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR_19-3                           | SGR_19-3                           | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3801000 | PA      | $3483106.41   | 0.14%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                          | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $167516.85    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $482684.35    | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $478096.95    | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $382246.26    | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74554.38     | 0.00%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $406797.79    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $125118.89    | 0.00%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223333.56    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $209101.26    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    813000 | PA      | $722703.23    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $370540.65    | 0.01%             | 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        |    491000 | PA      | $480505.15    | 0.02%             | 2024-07-31      | Fixed         | 4.88%                 | 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        |     31000 | PA      | $31412.67     | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORP              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64057.66     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771S58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $612521.60    | 0.02%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26749.48     | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $272955.62    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3           | ACAR_21-3                          | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715888 | PA      | $1711375.29   | 0.07%             | 2026-02-13      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3                           | AH4R_14-SFR3                       | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357547 | PA      | $1307493.67   | 0.05%             | 2036-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1599988.08   | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    227000 | PA      | $190761.84    | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    246000 | PA      | $194725.33    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |   4255000 | PA      | $3038761.48   | 0.12%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME                       | BHR_18-PRME                        | CUSIP: 10482TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2981187.23   | 0.12%             | 2035-06-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME                       | BHR_18-PRME                        | CUSIP: 10482TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6850000 | PA      | $6414072.85   | 0.25%             | 2035-06-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1322165.91   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-6                                       | COLT_21-6                          | CUSIP: 12658YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8426000 | PA      | $6176180.48   | 0.24%             | 2066-12-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $480239.33    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP        | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $646505.83    | 0.03%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $325844.09    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2878000 | PA      | $1848634.29   | 0.07%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1307619.04   | 0.05%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $680592.48    | 0.03%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $95188.16     | 0.00%             | 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        |    743000 | PA      | $667753.52    | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $341960.43    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3079912.77   | 0.12%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17722000 | PA      | $15187427.21  | 0.59%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $224996.28    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596000 | PA      | $524125.28    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   3793000 | PA      | $2872928.99   | 0.11%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   2860000 | PA      | $2115671.93   | 0.08%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1298000 | PA      | $1218736.84   | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1018308.87   | 0.04%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562320 | PA      | $535345.51    | 0.02%             | 2028-12-11      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338000 | PA      | $292248.32    | 0.01%             | 2029-12-10      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_13A                                         | ATRM_13A                           | CUSIP: 04966HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2201220.00   | 0.09%             | 2030-11-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_19-RLJ        | BAMLL_19-RLJ                       | CUSIP: 05492HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7606006.94   | 0.30%             | 2036-04-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_19-DPLO                                          | BFLD_19-DPLO                       | CUSIP: 054970AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1554805.12   | 0.06%             | 2034-10-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_19-DPLO                                          | BFLD_19-DPLO                       | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1709761.86   | 0.07%             | 2034-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $275849.80    | 0.01%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $172244.91    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $27661.97     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8597542 | PA      | $8597541.76   | 0.34%             | 2033-07-12      | Variable      | 3.61%                 | No            |                  3 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15300000 | PA      | $15300000.00  | 0.60%             | 2033-07-12      | Variable      | 4.19%                 | No            |                  3 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-CRT3                                | BVRT_21-CRT3                       | CUSIP: 07335PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.39%             | 2031-01-10      | Variable      | 4.34%                 | No            |                  3 | On Loan: No      |
| BECLE SAB DE CV                                                  | BECLE SAB DE CV                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2418021.57   | 0.09%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2019-2 LTD                                         | BMIR_19-2A                         | CUSIP: 07877BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  10964000 | PA      | $10728082.13  | 0.42%             | 2029-04-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_18-3                                       | BMIR_18-3A                         | CUSIP: 07877TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6000000 | PA      | $5876901.00   | 0.23%             | 2028-10-25      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP    | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6795000 | PA      | $5859657.51   | 0.23%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4064380.65   | 0.16%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                        | BLACK KNIGHT INFOSERV LLC          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    181000 | PA      | $161051.37    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                    | BLACKSTONE MORTGAGE TRUST INC      | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    555000 | PA      | $489708.79    | 0.02%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2691948.08   | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5936000 | PA      | $4407690.31   | 0.17%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3750598.65   | 0.15%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $4155258.37   | 0.16%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    471000 | PA      | $480148.71    | 0.02%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                              | BOXER PARENT CO INC                | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62586.24     | 0.00%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    332000 | PA      | $315721.69    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    497000 | PA      | $446386.85    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $259638.51    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5161643.85   | 0.20%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516634 | PA      | $495377.66    | 0.02%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670507 | PA      | $601099.97    | 0.02%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $723838.42    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $742079.03    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4                       | IMPRL_21-NQM4                      | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3755759 | PA      | $3268788.06   | 0.13%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                          | INDIGO MERGER SUB INC              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    281000 | PA      | $257127.67    | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | 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        |    739000 | PA      | $678037.89    | 0.03%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    494000 | PA      | $434603.51    | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    382000 | PA      | $385959.09    | 0.02%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $75825.08     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1190703.86   | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2070870.76   | 0.08%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5818000 | PA      | $5587379.43   | 0.22%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123885.85    | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63903.62     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29984.30     | 0.00%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182730.86    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $209611.42    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPLMS_21-2                                                       | LPLMS_21-2A                        | CUSIP: 50214JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4560881 | PA      | $4413223.44   | 0.17%             | 2029-01-15      | Fixed         | 1.75%                 | 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        |    531000 | PA      | $510977.57    | 0.02%             | 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        |    372000 | PA      | $327820.11    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1463263.33   | 0.06%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    422000 | PA      | $380423.69    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    421000 | PA      | $376747.43    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $119446.48    | 0.00%             | 2029-07-01      | 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        |   5719620 | PA      | $5320829.77   | 0.21%             | 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        |   4644961 | PA      | $4372781.43   | 0.17%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LOAN REVOLVING ADVANCE INVESTMENT TRUST LRAIT_21-2               | LRAIT_21-2                         | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    628239 | PA      | $628239.00    | 0.02%             | 2023-06-30      | Variable      | 7.20%                 | No            |                  3 | On Loan: No      |
| GOTO GROUP INC                                                   | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $584329.78    | 0.02%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4219000 | PA      | $3582042.42   | 0.14%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LUCALI CLO LTD LUCAL_20-1A                                       | LUCAL_20-1A                        | CUSIP: 54929JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4843865.00   | 0.19%             | 2033-01-15      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $584732.60    | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $402477.66    | 0.02%             | 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        |     76000 | PA      | $78198.34     | 0.00%             | 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: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $653061.31    | 0.03%             | 2027-01-15      | Fixed         | 4.62%                 | 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        |    841000 | PA      | $776610.97    | 0.03%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98816.28     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    777000 | PA      | $705494.57    | 0.03%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786000 | PA      | $736033.88    | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $432848.76    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $898109.13    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32000000 | PA      | $30692775.68  | 1.20%             | 2038-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    632000 | PA      | $632027.07    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-46A                                         | ARES_17-46A                        | CUSIP: 04016UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7780000 | PA      | $7576490.76   | 0.30%             | 2030-01-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_20-58A                                         | ARES_20-58A                        | CUSIP: 04018AAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4608570.00   | 0.18%             | 2035-01-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    131000 | PA      | $115746.08    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18920000 | PA      | $15298657.70  | 0.60%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18220000 | PA      | $15088355.15  | 0.59%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18480000 | PA      | $15760715.86  | 0.62%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_17-1                                       | BMIR_17-1                          | CUSIP: 078767AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413673 | PA      | $413796.57    | 0.02%             | 2027-10-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-2A                                     | BMIR_21-2A                         | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7637015.20   | 0.30%             | 2031-06-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-4A                                     | BMIR_19-4A                         | CUSIP: 07876LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3062651 | PA      | $3068425.65   | 0.12%             | 2029-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-1A                                     | BMIR_19-1A                         | CUSIP: 07876RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22581 | PA      | $22564.70     | 0.00%             | 2029-03-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_20-4                                      | BMIR_20-4A                         | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3517362 | PA      | $3513404.60   | 0.14%             | 2030-06-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_21-NQM7                                                | GCAT_21-NQM7                       | CUSIP: 36167YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $7345193.00   | 0.29%             | 2066-08-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM1                                             | GCAT_21-CM1                        | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8202478 | PA      | $7742451.97   | 0.30%             | 2065-04-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                          | CUSIP: 3620AM3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181125 | PA      | $179939.20    | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                         | CUSIP: 3620AMNE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123980 | PA      | $123168.19    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                         | CUSIP: 36230M7L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126106 | PA      | $125280.21    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8320000 | PA      | $8614247.12   | 0.34%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                         | CUSIP: 36296QDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21436 | PA      | $22623.49     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $270398.08    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                  | PEACHTREE CORNERS FUNDING TRUST    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2045373.88   | 0.08%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $308386.69    | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  14016000 | PA      | $9737765.41   | 0.38%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   6500000 | PA      | $4868900.60   | 0.19%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  11185000 | PA      | $7709414.93   | 0.30%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $498499.13    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNT_21-1                                                         | PNT_21-1                           | CUSIP: 73090AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10100614 | PA      | $9557814.41   | 0.37%             | 2052-02-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    293000 | PA      | $288910.04    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    624000 | PA      | $549137.99    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    864000 | PA      | $745183.02    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $205368.61    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | 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        |   8174026 | PA      | $7623194.68   | 0.30%             | 2060-06-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4776792 | PA      | $4370067.45   | 0.17%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $393168.62    | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR4                          | PROG_19-SRF4                       | CUSIP: 74331AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $728609.72    | 0.03%             | 2036-10-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                          | PROG_19-SFR3                       | CUSIP: 74332WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1163325.42   | 0.05%             | 2036-09-17      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                       | CUSIP: 74333LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2695327.88   | 0.11%             | 2037-06-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROPER PASS-THRU TRUST II PPT2_19-ST2                            | PPT2_19-ST2                        | CUSIP: 74361EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253260 | PA      | $253260.31    | 0.01%             | 2025-11-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $491121.00    | 0.02%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                            | INDONESIA ASAHAN ALUMINIUM TBK PT  | CUSIP: 74445PAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    342000 | PA      | $339001.48    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                            | INDONESIA ASAHAN ALUMINIUM TBK PT  | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1700000 | PA      | $1699358.45   | 0.07%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $316682.12    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                     | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    206000 | PA      | $204470.88    | 0.01%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $395263.71    | 0.02%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4019702.96   | 0.16%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    330000 | PA      | $260163.93    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    872000 | PA      | $750146.75    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    293000 | PA      | $254112.55    | 0.01%             | 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        |    657000 | PA      | $587724.30    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106915.15    | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187193.46    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                         | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3965946.80   | 0.16%             | 2033-10-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $376517.84    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC/PETSMART FIN CORP     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $627068.12    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    491000 | PA      | $487000.37    | 0.02%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1169669.05   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1549290.85   | 0.06%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   9274000 | PA      | $7548680.71   | 0.30%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $180408.87    | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    214000 | PA      | $179550.70    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  11015000 | PA      | $9048784.61   | 0.35%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    463000 | PA      | $470027.72    | 0.02%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings Inc       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1493 | NS      | $73097.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    194000 | PA      | $171752.95    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VWH CAPITAL VCAT_21-NPL6                                         | VCAT_21-NPL6                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9459714 | PA      | $8795488.81   | 0.34%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $546694.71    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40815.22     | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  81730000 | OU      | $49062.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | 162420000 | OU      | $372802.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $199195.60    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $497916.90    | 0.02%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | 110230000 | OU      | $138459.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | 162300000 | OU      | $1321089.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $304098.94    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $258048.30    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  60310000 | OU      | $549104.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   1700000 | OU      | $246765.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    669000 | PA      | $683951.33    | 0.03%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    151000 | PA      | $137283.83    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  40000000 | OU      | $2367944.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   2465000 | PA      | $2450036.86   | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |   2801000 | PA      | $2491810.38   | 0.10%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       484 | NC      | $111166.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | JPN 10YR BOND (OSE) MAR 23         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |       -84 | NC      | $822647.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BOBL MAR 23                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |      -334 | NC      | $730835.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BUND MAR 23                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |      -269 | NC      | $1275429.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | THREE-MONTH SOFR FUTURE SEP 23     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -2750 | NC      | $-6990.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -1556 | NC      | $-1251606.73  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      3749 | NC      | $5751973.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        | -15426900 | OU      | $-77011.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       842 | NC      | $3640099.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.38.V2)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        | 247500000 | OU      | $-9643332.60  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.39.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |  38362000 | OU      | $-1028265.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA (KINGDOM OF)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   2550000 | PA      | $2454796.21   | 0.10%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   1000000 | OU      | $175781.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   8000000 | OU      | $1406249.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2261713.07   | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3632000 | PA      | $3782699.04   | 0.15%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2343000 | PA      | $2085376.88   | 0.08%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   1700000 | OU      | $246765.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |  -5000000 | OU      | $-878906.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                             | EPICOR SOFTWARE CORP 2ND LN 7.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106000 | PA      | $105580.24    | 0.00%             | 2028-07-31      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |  -7000000 | OU      | $-1230468.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC                   | CUSIP: 45074JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $281666.44    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $134976.25    | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                  | DIGICERT INC 2ND LN TL 7.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404000 | PA      | $368650.00    | 0.01%             | 2029-02-19      | Variable      | 11.70%                | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE & CO TLB 3.75             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    519750 | PA      | $516038.99    | 0.02%             | 2028-09-22      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                               | BECTON DICKINSON EURO FINANCE SARL | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4111000 | PA      | $2878368.20   | 0.11%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                                       | SPRINGS WINDOW FASHIONS TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1042125 | PA      | $888088.50    | 0.03%             | 2028-10-06      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                        | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    741000 | PA      | $769098.72    | 0.03%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| USIS MERGER SUB INC                                              | USI INC/NY                         | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64680.03     | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COMP PART LP/USA COMP FIN      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $101077.41    | 0.00%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL5                                                | VCAT_21-NPL5                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10757155 | PA      | $9994717.15   | 0.39%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4632000 | PA      | $4046446.46   | 0.16%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    542000 | PA      | $455180.45    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA2                      | STACR_21-HQA2                      | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3948592.00   | 0.15%             | 2033-12-25      | Variable      | 9.76%                 | 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        |   3731031 | PA      | $3695255.78   | 0.14%             | 2034-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA5                      | STACR_21-DNA5                      | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $13756676.80  | 0.54%             | 2034-01-25      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1                      | STACR_22-DNA1                      | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7900000 | PA      | $7648038.98   | 0.30%             | 2042-01-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                      | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8036916.13   | 0.31%             | 2042-02-25      | Variable      | 12.81%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                      | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16582000 | PA      | $16559030.61  | 0.65%             | 2042-03-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-DNA4                      | STACR_19-DNA4                      | CUSIP: 35565ABD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8625000 | PA      | $8547149.03   | 0.33%             | 2049-10-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-HQA3                      | STACR_20-HQA3                      | CUSIP: 35565MBD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7448827 | PA      | $7977873.97   | 0.31%             | 2050-07-25      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                      | CUSIP: 35565TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9675332 | PA      | $9771680.14   | 0.38%             | 2050-11-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $3258926.41   | 0.13%             | 2066-08-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $5384438.25   | 0.21%             | 2066-08-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    852000 | PA      | $810243.89    | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    343000 | PA      | $304475.18    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    299000 | PA      | $266321.34    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    504000 | PA      | $455551.76    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                         | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3718376 | PA      | $3742795.58   | 0.15%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1YR CMT ARM                  | CUSIP: 36202KTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2967 | PA      | $2929.21      | 0.00%             | 2025-07-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139             | GNMA_18-139                        | CUSIP: 38381ALT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3086154 | PA      | $322982.04    | 0.01%             | 2048-10-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GNMA_18-134                        | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4304513 | PA      | $478415.20    | 0.02%             | 2048-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                         | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6903439 | PA      | $751270.23    | 0.03%             | 2049-02-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM OPERATIONS LP       | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $177072.34    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $387892.44    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21121.95     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $245595.95    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $280755.92    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $308480.23    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND                                                      | HILLENBRAND INC                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    224000 | PA      | $188779.74    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $66435.96     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $211639.00    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    316000 | PA      | $292815.08    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1103577 | PA      | $1033712.22   | 0.04%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7790964 | PA      | $7182619.54   | 0.28%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $207026.70    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GAZ CAPITAL SA                                                   | GAZ CAPITAL SA                     | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | NUSS              | LU        |   1320000 | PA      | $976800.00    | 0.04%             | 2028-02-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LUKOIL INTERNATIONAL FINANCE BV                                  | LUKOIL INTERNATIONAL FINANCE BV    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    971000 | PA      | $867157.27    | 0.03%             | 2023-04-24      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    710956 | PA      | $676474.21    | 0.03%             | 2026-07-14      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |   3540000 | PA      | $4023162.07   | 0.16%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |  -6000000 | OU      | $-1054687.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    615000 | PA      | $541559.22    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    506000 | PA      | $432528.96    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |  -4000000 | OU      | $-703124.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |  -5000000 | OU      | $-878906.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2                      | CSMC_20-RPL2                       | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14138904 | PA      | $14160558.04  | 0.55%             | 2060-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                       | DCP MIDSTREAM OPERATING LP         | CUSIP: 23311VAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47889.09     | 0.00%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $277807.88    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                         | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1229897 | PA      | $154885.90    | 0.01%             | 2045-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FNMA_16-53                         | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3977103 | PA      | $471192.07    | 0.02%             | 2046-08-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                         | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    906329 | PA      | $97145.95     | 0.00%             | 2046-06-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                         | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9026238 | PA      | $1078939.68   | 0.04%             | 2046-08-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FNMA_17-20                         | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3821568 | PA      | $485918.53    | 0.02%             | 2047-04-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-54                                            | FNMA_17-54                         | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6908712 | PA      | $1022963.26   | 0.04%             | 2047-07-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-54                                            | FNMA_17-54                         | CUSIP: 3136AXDG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3377957 | PA      | $483498.51    | 0.02%             | 2047-07-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FNMA_17-109                        | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4530029 | PA      | $615666.78    | 0.02%             | 2048-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FNMA_18-66                         | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4762836 | PA      | $578219.26    | 0.02%             | 2048-09-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $3582076.09   | 0.14%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                 | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $1761847.23   | 0.07%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                            | FNR_18-67 MS                       | CUSIP: 3136B2S37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3561312 | PA      | $463071.39    | 0.02%             | 2048-09-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16165848 | PA      | $1843480.56   | 0.07%             | 2049-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    548000 | PA      | $533602.79    | 0.02%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | CENTENNIAL RESOURCES PRODUCTION    | CUSIP: 15138AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $118645.64    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25947.09     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191910.91    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163574.86    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347315.58    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | CLEAN HARBORS INC                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96774.71     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                   | CLEAR CHANNEL INTERNATIONAL B.V.   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    289000 | PA      | $283306.10    | 0.01%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $411736.63    | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1217000 | PA      | $990271.56    | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   3000000 | PA      | $2112099.33   | 0.08%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DQ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   4442000 | PA      | $3146683.57   | 0.12%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7721299 | PA      | $6236352.19   | 0.24%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES FINANCE LLC | CUSIP: 20337YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $93779.24     | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $72584.19     | 0.00%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING LTD OZLMF_13-4A                                     | OZLMF_13-4A                        | CUSIP: 67108HAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $895074.00    | 0.04%             | 2030-10-22      | Variable      | 12.07%                | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_18-1                                         | OMIR_18-1A                         | CUSIP: 67400CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1032766 | PA      | $1031121.62   | 0.04%             | 2028-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  12797000 | PA      | $13629108.03  | 0.53%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    901000 | PA      | $817616.59    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $166620.31    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $119625.91    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74839.26     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R                       | PMTCR_19-2R                        | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2357405 | PA      | $2300896.69   | 0.09%             | 2023-05-27      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT1                             | PNMSR_18-GT1                       | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26000000 | PA      | $25530793.60  | 1.00%             | 2023-02-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT2                             | PNMSR_18-GT2                       | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38450000 | PA      | $37118061.24  | 1.45%             | 2025-08-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                          | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11722121 | PA      | $11205827.19  | 0.44%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3                        | PRPM_21-3                          | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13681900 | PA      | $12692282.72  | 0.50%             | 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        |   4766698 | PA      | $4510986.62   | 0.18%             | 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        |   4335102 | PA      | $3850904.78   | 0.15%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7                  | PRPM_21-7                          | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6319543 | PA      | $5765825.66   | 0.23%             | 2026-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-8                  | PRPM_21-8                          | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5034493 | PA      | $4560705.61   | 0.18%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_22-NPL1                                            | PRET_22-NPL1                       | CUSIP: 69362NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19995666 | PA      | $18371057.73  | 0.72%             | 2052-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6365000 | PA      | $5313698.11   | 0.21%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-3                         | PAID_21-3                          | CUSIP: 69546RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6199663 | PA      | $5694138.34   | 0.22%             | 2029-05-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    664000 | PA      | $660099.07    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |  -7000000 | OU      | $-1230468.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        | 162420000 | OU      | $372802.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  15000000 | OU      | $737166.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | 113470000 | OU      | $4441681.03   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  55000000 | OU      | $1583994.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        | 154190000 | OU      | $1833303.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FHLMC_5152                         | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  41343686 | PA      | $5586507.72   | 0.22%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5187                | FHLMC_5187                         | CUSIP: 3137H5AH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  23022852 | PA      | $4653883.12   | 0.18%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MHP SE                                                           | MHP SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CY        |    581000 | PA      | $295913.46    | 0.01%             | 2024-05-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |   3620000 | PA      | $3647126.47   | 0.14%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3193306 | PA      | $3163511.17   | 0.12%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4565124 | PA      | $4201558.52   | 0.16%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                            | GRUPO BIMBO SAB DE CV              | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    971000 | PA      | $957180.87    | 0.04%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $175973.12    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    286000 | PA      | $246803.89    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02                   | CAS_22-R02                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3110829.76   | 0.12%             | 2042-01-25      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01                   | CAS_22-R01                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14632414.50  | 0.57%             | 2041-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01                   | CAS_22-R01                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19800000 | PA      | $17857283.40  | 0.70%             | 2041-12-25      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336363.42    | 0.01%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214229.61    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $446303.61    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $66245.93     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    337416 | PA      | $331554.85    | 0.01%             | 2026-05-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                     | EFMT_19-2                          | CUSIP: 31573TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2200585.00   | 0.09%             | 2059-11-25      | Variable      | 3.47%                 | 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        |   7662823 | PA      | $7143171.73   | 0.28%             | 2061-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $2797512.31   | 0.11%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1242785.43   | 0.05%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $595564.49    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5295610 | PA      | $574954.40    | 0.02%             | 2049-05-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GNMA_19-56                         | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5448287 | PA      | $597274.51    | 0.02%             | 2049-05-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GNMA_19-90                         | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7844977 | PA      | $918781.01    | 0.04%             | 2049-07-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GNMA_19-85                         | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4760679 | PA      | $507169.85    | 0.02%             | 2049-07-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-147             | GNMA_19-147                        | CUSIP: 38382AS55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  59092335 | PA      | $2343525.20   | 0.09%             | 2061-06-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18              | GNMA_22-18                         | CUSIP: 38383GD24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  24437474 | PA      | $3484910.88   | 0.14%             | 2052-01-20      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281869.38    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAMLL_13-WBRK                                                    | BAMLL_13-WBRK                      | CUSIP: 05525BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2741355.00   | 0.11%             | 2037-03-10      | Variable      | 3.53%                 | 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        |   4361000 | PA      | $4219415.77   | 0.17%             | 2036-10-15      | Variable      | 6.05%                 | 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        |   3801000 | PA      | $3601653.13   | 0.14%             | 2036-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2260279.43   | 0.09%             | 2041-12-09      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    880000 | PA      | $857306.79    | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $381406.23    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_20-3                                 | BCC_20-3A                          | CUSIP: 05684CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8250000 | PA      | $7634277.75   | 0.30%             | 2034-10-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_20-4A                                | BCC_20-4A                          | CUSIP: 05684KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3684603.75   | 0.14%             | 2033-10-20      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                                   | COMM_20-CX                         | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $4085474.96   | 0.16%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1173755.82   | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COMPANIES INC        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    462000 | PA      | $314982.86    | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                         | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4222867 | PA      | $4084254.31   | 0.16%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $49640625.00  | 1.94%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H050623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  75000000 | PA      | $75509765.25  | 2.95%             | 2053-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $633840.92    | 0.02%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                      | CUSIP: 35565TBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8391965.85   | 0.33%             | 2050-11-25      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $304557.02    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                         | CUSIP: 36296QPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10958 | PA      | $11571.04     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                         | CUSIP: 36296QQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16086 | PA      | $16674.74     | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BID CO LTD  | CUSIP: 36321PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3995000 | PA      | $3157669.29   | 0.12%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   8044000 | PA      | $7126227.70   | 0.28%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3326000 | PA      | $2986014.32   | 0.12%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2062098.21   | 0.08%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN OPPORTUNITIES XI                                 | GLD11_15-11A                       | CUSIP: 38137HBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4895770.00   | 0.19%             | 2031-01-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A               | GLM_21-10A                         | CUSIP: 38138TAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12750000 | PA      | $11909048.25  | 0.47%             | 2034-07-20      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17727000 | PA      | $14520163.54  | 0.57%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7961000 | PA      | $6610854.36   | 0.26%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY (TH | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    328000 | PA      | $289263.30    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GNMA_17-37                         | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3588396 | PA      | $382032.85    | 0.01%             | 2047-03-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GNMA_17-149                        | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6011764 | PA      | $733781.48    | 0.03%             | 2047-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GNMA_17-163                        | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2436351 | PA      | $251779.79    | 0.01%             | 2047-11-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GNMA_18-91                         | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4299893 | PA      | $461141.61    | 0.02%             | 2048-07-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60741.77     | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-CRT1                                | BVRT_21-CRT1                       | CUSIP: 512366AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4572219 | PA      | $4393216.86   | 0.17%             | 2033-01-10      | Variable      | 3.00%                 | No            |                  3 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24077.17     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    277000 | PA      | $278280.51    | 0.01%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2378004.08   | 0.09%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $360748.17    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $817826.50    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $2886375.19   | 0.11%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $987432.54    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                      | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $501299.40    | 0.02%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1129946.84   | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD                       | MSC_19-MEAD                        | CUSIP: 61771LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $5361658.94   | 0.21%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY           | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    812000 | PA      | $785441.93    | 0.03%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY           | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214810.65    | 0.01%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $115511.26    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $648718.85    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    127000 | PA      | $120825.51    | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    147000 | PA      | $133483.64    | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WMI HOLDINGS CORP                                                | Mr Cooper Group Inc                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4518 | NS      | $207782.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88774.47     | 0.00%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182222.49    | 0.01%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    516000 | PA      | $458989.55    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204053.76    | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    679000 | PA      | $590791.12    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A                    | CGMS_18-C17A                       | CUSIP: 14307PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9300000 | PA      | $9029007.30   | 0.35%             | 2031-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    271000 | PA      | $214090.00    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    104000 | PA      | $89355.95     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                  | NCL FINANCE LTD                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    113000 | PA      | $91834.69     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    749000 | PA      | $779823.88    | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    640000 | PA      | $610774.25    | 0.02%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   8669000 | PA      | $7799834.88   | 0.31%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                         | RYAN SPECIALTY GROUP LLC           | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $78397.94     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    576000 | PA      | $488235.19    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-7                            | VERUS_21-7                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6907025 | PA      | $5794988.78   | 0.23%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $669708.46    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  25691000 | PA      | $22184883.46  | 0.87%             | 2031-02-11      | Variable      | 2.57%                 | 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        |   4555000 | PA      | $4244213.72   | 0.17%             | 2034-12-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1108354.68   | 0.04%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    832000 | PA      | $823220.12    | 0.03%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $83341.99     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                          | PTC INC                            | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    149000 | PA      | $142911.86    | 0.01%             | 2025-02-15      | Fixed         | 3.62%                 | 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        |   5023009 | PA      | $4695244.01   | 0.18%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-1                         | PAID_22-1                          | CUSIP: 69546MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4999339 | PA      | $4541236.42   | 0.18%             | 2029-10-15      | Fixed         | 3.34%                 | 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        |   6376600 | PA      | $6227241.34   | 0.24%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-5                         | PAID_21-5                          | CUSIP: 69547EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9248910 | PA      | $8401299.27   | 0.33%             | 2029-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6998140.80   | 0.27%             | 2030-03-15      | Fixed         | 8.05%                 | 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        |   3484453 | PA      | $3293069.37   | 0.13%             | 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        |    806192 | PA      | $771416.07    | 0.03%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                        | PSTAT_21-4A                        | CUSIP: 69702HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14273100.00  | 0.56%             | 2029-10-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019               | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301026.28    | 0.01%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2                          | LMAT_21-SL2                        | CUSIP: 52476TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8402602 | PA      | $7604714.55   | 0.30%             | 2068-10-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276766.23    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169152.92    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3271972.40   | 0.13%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    525000 | PA      | $562989.57    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-4                            | VERUS_20-4                         | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3504860.40   | 0.14%             | 2065-05-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2356334.54   | 0.09%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    777000 | PA      | $662392.87    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | 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        |   7512510 | PA      | $7052335.42   | 0.28%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL12              | VOLT_21-NP12                       | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22013932 | PA      | $20501763.83  | 0.80%             | 2051-12-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_21-1A                                          | VOYA_21-1A                         | CUSIP: 92918QAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8350000 | PA      | $7715024.25   | 0.30%             | 2034-07-15      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1451860.14   | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    836000 | PA      | $779997.95    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | WASHINGTON MUTUAL BK NV            | CUSIP: 93933WAC0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  27379000 | PA      | $41068.50     | 0.00%             | 2015-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $292101.99    | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2768592.15   | 0.11%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   8257000 | PA      | $7216751.68   | 0.28%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $266627.45    | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $261097.19    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | WYNDHAM HOTELS & RESORTS INC       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    312000 | PA      | $289319.87    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $133316.77    | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $147227.07    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP  | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175593.20    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    223000 | PA      | $191449.71    | 0.01%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    653000 | PA      | $636480.60    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    318000 | PA      | $262336.98    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    507000 | PA      | $480304.54    | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198705.64    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                   | CUSIP: 98953GAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    373000 | PA      | $308225.12    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND FINANCE BV              | CUSIP: 98954UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    335000 | PA      | $317030.32    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1110000 | PA      | $968308.26    | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                             | TENCENT HOLDINGS LTD               | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2050000 | PA      | $1411510.61   | 0.06%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    521000 | PA      | $501526.93    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    734000 | PA      | $644042.80    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_21-1                                   | TRK_21-1                           | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14315641.50  | 0.56%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $659668.30    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2881928.22   | 0.11%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                            | TRANSOCEAN PONTUS LTD              | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     26320 | PA      | $27063.58     | 0.00%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                            | TRANSOCEAN SENTRY LTD              | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    209375 | PA      | $208917.02    | 0.01%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    734000 | PA      | $761709.59    | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1                | TMIR_21-1                          | CUSIP: 89600FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    428860 | PA      | $428470.51    | 0.02%             | 2033-08-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   8161348 | PA      | $8161374.49   | 0.32%             | 2033-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                          | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $16848018.00  | 0.66%             | 2034-02-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346418.78    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP        | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44074.37     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA  | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    734000 | PA      | $719240.49    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $81513.87     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $193877.50    | 0.01%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 038461AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |   1015000 | PA      | $719277.26    | 0.03%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37962.61     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    605000 | PA      | $563441.51    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74736.67     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129524.19    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    517000 | PA      | $467914.12    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS FIN | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    223000 | PA      | $216463.88    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3648072.50   | 0.14%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORP              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    633000 | PA      | $563372.07    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    389000 | PA      | $380247.50    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4800000 | PA      | $4952593.92   | 0.19%             | 2033-10-25      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    799000 | PA      | $767674.27    | 0.03%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    373000 | PA      | $359007.87    | 0.01%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH                      | UBSCM_18-NYCH                      | CUSIP: 90266HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4699343.52   | 0.18%             | 2032-02-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $6151889.88   | 0.24%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21216000 | PA      | $17873113.69  | 0.70%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $379491.83    | 0.01%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $536127.55    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15753000 | PA      | $13082550.34  | 0.51%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL          | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012680.08   | 0.08%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-27A                             | MDPK_18-27A                        | CUSIP: 55820YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  14000000 | PA      | $13649566.00  | 0.53%             | 2030-04-20      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                     | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24049000 | PA      | $20017219.06  | 0.78%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_20-2A                                 | MFT_20-2A                          | CUSIP: 57108RAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998128 | PA      | $1970548.19   | 0.08%             | 2030-09-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-1A                                 | MFT_21-1A                          | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632189 | PA      | $1612839.67   | 0.06%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                   | MARRIOTT OWNERSHIP RESORTS INC     | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $163985.78    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    422000 | PA      | $415370.11    | 0.02%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    925000 | PA      | $857000.56    | 0.03%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300379.40    | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    166000 | PA      | $155278.81    | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    765000 | PA      | $687129.04    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    712000 | PA      | $588780.80    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1165000 | PA      | $997651.92    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $141522.12    | 0.01%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1051687.63   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3380000 | PA      | $2998999.78   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6510000 | PA      | $5485200.75   | 0.21%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $652566.04    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $471618.36    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $295315.98    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132149.84    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                             | VERSCEND HOLDING CORP              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $499220.76    | 0.02%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                            | VERUS_20-1                         | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13245000 | PA      | $10675047.48  | 0.42%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $211595.91    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                        | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2034245 | PA      | $1843180.79   | 0.07%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1821820.53   | 0.07%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)            | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    800000 | PA      | $158341.58    | 0.01%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                       | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $242543.41    | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204232.35    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                         | CUSIP: 92538GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12412000 | PA      | $8545140.70   | 0.33%             | 2066-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2143961 | PA      | $1785309.07   | 0.07%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_20-47A                             | MDPK_20-47A                        | CUSIP: 55820FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6737854.80   | 0.26%             | 2034-01-19      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285370.51    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218982.70    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177907.77    | 0.01%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4059394 | PA      | $3309597.98   | 0.13%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $1641684.20   | 0.06%             | 2066-09-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                      | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14000000 | PA      | $12055312.50  | 0.47%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                      | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9000000 | PA      | $7230937.50   | 0.28%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1023568.35   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLT LLC VOLT_21-NPL8                                            | VOLT_21-NPL8                       | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5919051 | PA      | $5382659.01   | 0.21%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1167275.93   | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1109368.08   | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 912828K74<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15000000 | PA      | $14280468.75  | 0.56%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 912828XZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20000000 | PA      | $19418750.00  | 0.76%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $295183.26    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-ST5                         | UPST_21-ST5                        | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4077746 | PA      | $3895248.13   | 0.15%             | 2027-07-20      | Fixed         | 2.00%                 | 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        |   1781970 | PA      | $1698542.18   | 0.07%             | 2027-01-20      | Fixed         | 3.00%                 | 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        |   4952230 | PA      | $4723879.57   | 0.18%             | 2030-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    352000 | PA      | $335025.53    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413000 | PA      | $353739.99    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                                | IRIS HOLDINGS INC PIK              | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $163783.42    | 0.01%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS FIN | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    362000 | PA      | $306975.53    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE | CUSIP: 47032FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $238887.80    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                         | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314515.38    | 0.01%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM2                                           | MFRA_20-NQM2                       | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12854000 | PA      | $10175645.44  | 0.40%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_20-NQM1                                          | MFRA_20-NQM1                       | CUSIP: 552754AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2455968.76   | 0.10%             | 2049-08-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| MATR_21-1                                                        | MATR_21-1                          | CUSIP: 55283RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5360653 | PA      | $4849716.13   | 0.19%             | 2023-11-29      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14325.54     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    768000 | PA      | $693389.38    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    182000 | PA      | $150798.87    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2268776.50   | 0.09%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                             | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2907000 | PA      | $2099071.24   | 0.08%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1090000 | PA      | $976485.66    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3969000 | PA      | $3891047.69   | 0.15%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC NYMT_21-BPL1                         | NYMT_21-BPL1                       | CUSIP: 62955KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8280000 | PA      | $7785978.77   | 0.30%             | 2026-05-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD              | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    164000 | PA      | $159489.52    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78830.17     | 0.00%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    579000 | PA      | $571983.15    | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $392189.40    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    546000 | PA      | $545537.06    | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL RUBBERMAID INC              | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2016645.09   | 0.08%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    371000 | PA      | $362509.32    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216160.99    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    304000 | PA      | $308186.95    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | 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        |    988000 | PA      | $967513.59    | 0.04%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1378500.38   | 0.05%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    471000 | PA      | $411862.95    | 0.02%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    400000 | PA      | $417893.11    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer