# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-002134
**Filing Date:** 2023-1
**Character Count:** 689992
**Document Hash:** 7913b4fc3bc441584dbc03dcf6093f33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002134.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002134

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230831

**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:** 23546538

**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 Balanced Fund (Series ID: S000012068)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000032838 | Columbia Balanced Fund Class A               | CBLAX           |
| C000032840 | Columbia Balanced Fund Class C               | CBLCX           |
| C000032842 | Columbia Balanced Fund Institutional Class   | CBALX           |
| C000094665 | Columbia Balanced Fund Class R               | CBLRX           |
| C000094667 | Columbia Balanced Fund Institutional 2 Class | CLREX           |
| C000122659 | Columbia Balanced Fund Advisor Class         | CBDRX           |
| C000122660 | Columbia Balanced Fund Institutional 3 Class | CBDYX           |

## Nport-Ex

![](imgf031318b1.jpg)

First Quarter Report<br> November 30, 2022 (Unaudited)

![](img869902ae2.jpg)

Columbia Balanced Fund

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

------

## Portfolio of Investments<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 7.0%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 7.0%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 7.0%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 7.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> | &nbsp;&nbsp;ACM Auto Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2022-1A Class C | &nbsp;&nbsp;Subordinated Series 2022-1A Class C | &nbsp;&nbsp;Subordinated Series 2022-1A Class C | &nbsp;&nbsp;Subordinated Series 2022-1A Class C |
| &nbsp;&nbsp;04/20/2029 | &nbsp;&nbsp;5.480% | 10625000 | &nbsp;&nbsp;10331859 |
| &nbsp;&nbsp;ALM Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ALM Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ALM Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ALM Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022-20A Class A2 | &nbsp;&nbsp;Series 2022-20A Class A2 | &nbsp;&nbsp;Series 2022-20A Class A2 | &nbsp;&nbsp;Series 2022-20A Class A2 |
| &nbsp;&nbsp;3-month Term SOFR + 2.000%<br> Floor 2.000%<br> 07/15/2037 | &nbsp;&nbsp;5.864% | &nbsp;&nbsp;8450000 | &nbsp;&nbsp;&nbsp;&nbsp;8252557 |
| &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D | &nbsp;&nbsp;Series 2020-1 Class D |
| &nbsp;&nbsp;03/13/2026 | &nbsp;&nbsp;2.390% | 16660781 | &nbsp;&nbsp;16454472 |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;0.830% | &nbsp;&nbsp;6576866 | &nbsp;&nbsp;&nbsp;&nbsp;6464581 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E | &nbsp;&nbsp;Subordinated Series 2021-2 Class E |
| &nbsp;&nbsp;07/13/2027 | &nbsp;&nbsp;2.540% | &nbsp;&nbsp;3850000 | &nbsp;&nbsp;&nbsp;&nbsp;3550194 |
| &nbsp;&nbsp;Apidos CLO XI<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XI<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XI<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XI<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2012-11A Class BR3 | &nbsp;&nbsp;Series 2012-11A Class BR3 | &nbsp;&nbsp;Series 2012-11A Class BR3 | &nbsp;&nbsp;Series 2012-11A Class BR3 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.650%<br> Floor 1.650%<br> 04/17/2034 | &nbsp;&nbsp;5.729% | 12575000 | &nbsp;&nbsp;12058406 |
| &nbsp;&nbsp;Apidos CLO XXVIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXVIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXVIII<sup>(a),(b)</sup> | &nbsp;&nbsp;Apidos CLO XXVIII<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-28A Class A1B | &nbsp;&nbsp;Series 2017-28A Class A1B | &nbsp;&nbsp;Series 2017-28A Class A1B | &nbsp;&nbsp;Series 2017-28A Class A1B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 01/20/2031 | &nbsp;&nbsp;5.393% | &nbsp;&nbsp;5925000 | &nbsp;&nbsp;&nbsp;&nbsp;5755865 |
| &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Aqua Finance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A | &nbsp;&nbsp;Series 2021-A Class A |
| &nbsp;&nbsp;07/17/2046 | &nbsp;&nbsp;1.540% | &nbsp;&nbsp;4008617 | &nbsp;&nbsp;&nbsp;&nbsp;3651804 |
| &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;7.064% | &nbsp;&nbsp;3025000 | &nbsp;&nbsp;&nbsp;&nbsp;2605118 |
| &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;ARES XLVII CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B | &nbsp;&nbsp;Series 2018-47A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 04/15/2030 | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;3450000 | &nbsp;&nbsp;&nbsp;&nbsp;3309530 |
| &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Avant Loans Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class C |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;1901278 |
| &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 2021-7A Class B | &nbsp;&nbsp;Series 2021-7A Class B | &nbsp;&nbsp;Series 2021-7A Class B | &nbsp;&nbsp;Series 2021-7A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.650%<br> Floor 1.650%<br> 01/22/2035 | &nbsp;&nbsp;5.975% | 15750000 | &nbsp;&nbsp;14853321 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Ballyrock CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A1 | &nbsp;&nbsp;Series 2018-1A Class A1 | &nbsp;&nbsp;Series 2018-1A Class A1 | &nbsp;&nbsp;Series 2018-1A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.000%<br> 04/20/2031 | &nbsp;&nbsp;5.243% | &nbsp;&nbsp;3450000 | &nbsp;&nbsp;&nbsp;&nbsp;3387110 |
| &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Barings CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B | &nbsp;&nbsp;Series 2018-4A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 10/15/2030 | &nbsp;&nbsp;5.779% | 22000000 | &nbsp;&nbsp;21267224 |
| &nbsp;&nbsp;Basswood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Basswood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Basswood Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Basswood Park CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.000%<br> Floor 1.000%<br> 04/20/2034 | &nbsp;&nbsp;5.243% | &nbsp;&nbsp;6725000 | &nbsp;&nbsp;&nbsp;&nbsp;6507070 |
| &nbsp;&nbsp;Carbone CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carbone CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carbone CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carbone CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A1 | &nbsp;&nbsp;Series 2017-1A Class A1 | &nbsp;&nbsp;Series 2017-1A Class A1 | &nbsp;&nbsp;Series 2017-1A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.140%<br> Floor 1.140%<br> 01/20/2031 | &nbsp;&nbsp;5.383% | 12000000 | &nbsp;&nbsp;11798520 |
| &nbsp;&nbsp;Carlyle CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series C17A Class CR | &nbsp;&nbsp;Series C17A Class CR | &nbsp;&nbsp;Series C17A Class CR | &nbsp;&nbsp;Series C17A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 2.800%<br> Floor 2.800%<br> 04/30/2031 | &nbsp;&nbsp;7.215% | &nbsp;&nbsp;1925000 | &nbsp;&nbsp;&nbsp;&nbsp;1746373 |
| &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;5.643% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1902344 |
| &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Carlyle US CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R | &nbsp;&nbsp;Series 2016-4A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 10/20/2027 | &nbsp;&nbsp;5.693% | 21575000 | &nbsp;&nbsp;20889498 |
| &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust | &nbsp;&nbsp;Carmax Auto Owner Trust |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C | &nbsp;&nbsp;Subordinated Series 2021-1 Class C |
| &nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;0.940% | &nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;1494733 |
| &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;Cascade Funding Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A | &nbsp;&nbsp;CMO Series 2021-GRN1 Class A |
| &nbsp;&nbsp;03/20/2041 | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3862804 | &nbsp;&nbsp;&nbsp;&nbsp;3543878 |
| &nbsp;&nbsp;Crossroads Asset Trust<sup>(a)</sup> | &nbsp;&nbsp;Crossroads Asset Trust<sup>(a)</sup> | &nbsp;&nbsp;Crossroads Asset Trust<sup>(a)</sup> | &nbsp;&nbsp;Crossroads Asset Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B | &nbsp;&nbsp;Subordinated Series 2021-A Class B |
| &nbsp;&nbsp;06/20/2025 | &nbsp;&nbsp;1.120% | &nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp;&nbsp;1146251 |
| &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust | &nbsp;&nbsp;Drive Auto Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D | &nbsp;&nbsp;Subordinated Series 2020-2 Class D |
| &nbsp;&nbsp;05/15/2028 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;1829014 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D | &nbsp;&nbsp;Subordinated Series 2021-2 Class D |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;1.390% | 22110000 | &nbsp;&nbsp;20092695 |

---

2 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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 2018-55A Class A1 | &nbsp;&nbsp;Series 2018-55A Class A1 | &nbsp;&nbsp;Series 2018-55A Class A1 | &nbsp;&nbsp;Series 2018-55A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.020%<br> 04/15/2031 | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;8450000 | &nbsp;&nbsp;&nbsp;&nbsp;8315307 |
| &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden Senior Loan Fund<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-41A Class AR | &nbsp;&nbsp;Series 2015-41A Class AR | &nbsp;&nbsp;Series 2015-41A Class AR | &nbsp;&nbsp;Series 2015-41A Class AR |
| &nbsp;&nbsp;3-month USD LIBOR + 0.970%<br> Floor 0.970%<br> 04/15/2031 | &nbsp;&nbsp;5.049% | 13175000 | &nbsp;&nbsp;12915966 |
| &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR | &nbsp;&nbsp;Series 2016-42A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.550%<br> 07/15/2030 | &nbsp;&nbsp;5.629% | &nbsp;&nbsp;6025000 | &nbsp;&nbsp;&nbsp;&nbsp;5791881 |
| &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;DT Auto Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-3A Class D | &nbsp;&nbsp;Series 2019-3A Class D | &nbsp;&nbsp;Series 2019-3A Class D | &nbsp;&nbsp;Series 2019-3A Class D |
| &nbsp;&nbsp;04/15/2025 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;8232713 | &nbsp;&nbsp;&nbsp;&nbsp;8104213 |
| &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;03/16/2026 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839080 |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8900000 | &nbsp;&nbsp;&nbsp;&nbsp;8663056 |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D |
| &nbsp;&nbsp;06/15/2026 | &nbsp;&nbsp;1.840% | &nbsp;&nbsp;6125000 | &nbsp;&nbsp;&nbsp;&nbsp;5702259 |
| &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;Series 2019-4A Class D | &nbsp;&nbsp;Series 2019-4A Class D | &nbsp;&nbsp;Series 2019-4A Class D | &nbsp;&nbsp;Series 2019-4A Class D |
| &nbsp;&nbsp;09/15/2025 | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;7707200 | &nbsp;&nbsp;&nbsp;&nbsp;7543556 |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D | &nbsp;&nbsp;Subordinated Series 2020-1A Class D |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;2.730% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6365740 |
| &nbsp;&nbsp;Subordinated Series 2020-2A Class D | &nbsp;&nbsp;Subordinated Series 2020-2A Class D | &nbsp;&nbsp;Subordinated Series 2020-2A Class D | &nbsp;&nbsp;Subordinated Series 2020-2A Class D |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;2181643 |
| &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust | &nbsp;&nbsp;Exeter Automobile Receivables Trust |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D | &nbsp;&nbsp;Subordinated Series 2020-3A Class D |
| &nbsp;&nbsp;07/15/2026 | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;3775000 | &nbsp;&nbsp;&nbsp;&nbsp;3605194 |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D | &nbsp;&nbsp;Subordinated Series 2021-1A Class D |
| &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;1.080% | &nbsp;&nbsp;7752000 | &nbsp;&nbsp;&nbsp;&nbsp;7146689 |
| &nbsp;&nbsp;Subordinated Series 2021-3A Class D | &nbsp;&nbsp;Subordinated Series 2021-3A Class D | &nbsp;&nbsp;Subordinated Series 2021-3A Class D | &nbsp;&nbsp;Subordinated Series 2021-3A Class D |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;1.550% | 25630000 | &nbsp;&nbsp;22592102 |
| &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Foundation Finance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A | &nbsp;&nbsp;Series 2019-1A Class A |
| &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;1192460 | &nbsp;&nbsp;&nbsp;&nbsp;1165622 |
| &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Foursight Capital Automobile Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D | &nbsp;&nbsp;Subordinated Series 2021-1 Class D |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;1.320% | &nbsp;&nbsp;5075000 | &nbsp;&nbsp;&nbsp;&nbsp;4728303 |
| &nbsp;&nbsp;Freed ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;Freed ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;Freed ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;Freed ABS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1CP Class C | &nbsp;&nbsp;Subordinated Series 2021-1CP Class C | &nbsp;&nbsp;Subordinated Series 2021-1CP Class C | &nbsp;&nbsp;Subordinated Series 2021-1CP Class C |
| &nbsp;&nbsp;03/20/2028 | &nbsp;&nbsp;2.830% | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588387 |
| &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-4A Class C | &nbsp;&nbsp;Subordinated Series 2019-4A Class C | &nbsp;&nbsp;Subordinated Series 2019-4A Class C | &nbsp;&nbsp;Subordinated Series 2019-4A Class C |
| &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6125000 | &nbsp;&nbsp;&nbsp;&nbsp;6028155 |
| &nbsp;&nbsp;Subordinated Series 2020-1A Class C | &nbsp;&nbsp;Subordinated Series 2020-1A Class C | &nbsp;&nbsp;Subordinated Series 2020-1A Class C | &nbsp;&nbsp;Subordinated Series 2020-1A Class C |
| &nbsp;&nbsp;11/17/2025 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;9550000 | &nbsp;&nbsp;&nbsp;&nbsp;9337077 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;GoldentTree Loan Management US CLO 1 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A | &nbsp;&nbsp;Series 2021-10A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 07/20/2034 | &nbsp;&nbsp;5.343% | &nbsp;&nbsp;9175000 | &nbsp;&nbsp;&nbsp;&nbsp;8911971 |
| &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton Grand Vacations Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-AA Class A | &nbsp;&nbsp;Series 2018-AA Class A | &nbsp;&nbsp;Series 2018-AA Class A | &nbsp;&nbsp;Series 2018-AA Class A |
| &nbsp;&nbsp;02/25/2032 | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;1154464 | &nbsp;&nbsp;&nbsp;&nbsp;1109084 |
| &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A | &nbsp;&nbsp;Series 2019-AA Class A |
| &nbsp;&nbsp;07/25/2033 | &nbsp;&nbsp;2.340% | &nbsp;&nbsp;2707222 | &nbsp;&nbsp;&nbsp;&nbsp;2526384 |
| &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Jay Park CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R | &nbsp;&nbsp;Series 2016-1A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> 10/20/2027 | &nbsp;&nbsp;5.693% | 17575000 | &nbsp;&nbsp;17235679 |
| &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Asset Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-REV1 Class B | &nbsp;&nbsp;Subordinated Series 2020-REV1 Class B | &nbsp;&nbsp;Subordinated Series 2020-REV1 Class B | &nbsp;&nbsp;Subordinated Series 2020-REV1 Class B |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.494% | 10200000 | &nbsp;&nbsp;&nbsp;&nbsp;9894894 |
| &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;1.070% | &nbsp;&nbsp;2243065 | &nbsp;&nbsp;&nbsp;&nbsp;2180446 |
| &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XLVIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A | &nbsp;&nbsp;Series 2021-48A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 04/19/2033 | &nbsp;&nbsp;5.377% | &nbsp;&nbsp;3025000 | &nbsp;&nbsp;&nbsp;&nbsp;2966962 |
| &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXXIII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR | &nbsp;&nbsp;Series 2019-33A Class BR |
| &nbsp;&nbsp;3-month Term SOFR + 1.800%<br> Floor 1.800%<br> 10/15/2032 | &nbsp;&nbsp;4.128% | 16325000 | &nbsp;&nbsp;15536111 |
| &nbsp;&nbsp;Magnetite XII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Magnetite XII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-12A Class ARR | &nbsp;&nbsp;Series 2015-12A Class ARR | &nbsp;&nbsp;Series 2015-12A Class ARR | &nbsp;&nbsp;Series 2015-12A Class ARR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.100%<br> Floor 1.100%<br> 10/15/2031 | &nbsp;&nbsp;5.179% | 13830000 | &nbsp;&nbsp;13550012 |
| &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> | &nbsp;&nbsp;MVW Owner Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A | &nbsp;&nbsp;Series 2017-1A Class A |
| &nbsp;&nbsp;12/20/2034 | &nbsp;&nbsp;2.420% | &nbsp;&nbsp;2351491 | &nbsp;&nbsp;&nbsp;&nbsp;2290044 |
| &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 39 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B | &nbsp;&nbsp;Series 2018-3A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.850%<br> Floor 1.650%<br> 10/20/2030 | &nbsp;&nbsp;6.093% | 22575000 | &nbsp;&nbsp;21769501 |
| &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;OHA Credit Funding Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-8A Class A | &nbsp;&nbsp;Series 2021-8A Class A | &nbsp;&nbsp;Series 2021-8A Class A | &nbsp;&nbsp;Series 2021-8A Class A |
| &nbsp;&nbsp;3-month USD LIBOR + 1.190%<br> Floor 1.190%<br> 01/18/2034 | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;4025000 | &nbsp;&nbsp;&nbsp;&nbsp;3928714 |
| &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;3.344% | &nbsp;&nbsp;4324428 | &nbsp;&nbsp;&nbsp;&nbsp;3810992 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 3

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;5.829% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9408900 |
| &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Race Point IX CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R | &nbsp;&nbsp;Series 2015-9A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 0.450%<br> Floor 1.450%<br> 10/15/2030 | &nbsp;&nbsp;4.529% | 12200000 | &nbsp;&nbsp;11557426 |
| &nbsp;&nbsp;Redding Ridge Asset Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Redding Ridge Asset Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Redding Ridge Asset Management Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Redding Ridge Asset Management Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-4A Class A2 | &nbsp;&nbsp;Series 2018-4A Class A2 | &nbsp;&nbsp;Series 2018-4A Class A2 | &nbsp;&nbsp;Series 2018-4A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.550%<br> 04/15/2030 | &nbsp;&nbsp;5.629% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2908314 |
| &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> | &nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A | &nbsp;&nbsp;Series 2021-2A Class A |
| &nbsp;&nbsp;03/25/2030 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5436145 | &nbsp;&nbsp;&nbsp;&nbsp;4775923 |
| &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;Santander Consumer Auto Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-AA Class C | &nbsp;&nbsp;Subordinated Series 2021-AA Class C | &nbsp;&nbsp;Subordinated Series 2021-AA Class C | &nbsp;&nbsp;Subordinated Series 2021-AA Class C |
| &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;1275000 | &nbsp;&nbsp;&nbsp;&nbsp;1159435 |
| &nbsp;&nbsp;Subordinated Series 2021-AA Class D | &nbsp;&nbsp;Subordinated Series 2021-AA Class D | &nbsp;&nbsp;Subordinated Series 2021-AA Class D | &nbsp;&nbsp;Subordinated Series 2021-AA Class D |
| &nbsp;&nbsp;01/15/2027 | &nbsp;&nbsp;1.570% | &nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949512 |
| &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust | &nbsp;&nbsp;Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D | &nbsp;&nbsp;Series 2020-2 Class D |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;2.220% | &nbsp;&nbsp;5825000 | &nbsp;&nbsp;&nbsp;&nbsp;5647901 |
| &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D | &nbsp;&nbsp;Subordinated Series 2020-3 Class D |
| &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;1.640% | 41490000 | &nbsp;&nbsp;39559483 |
| &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> | &nbsp;&nbsp;SCF Equipment Leasing LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B | &nbsp;&nbsp;Series 2019-2A Class B |
| &nbsp;&nbsp;08/20/2026 | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;8025000 | &nbsp;&nbsp;&nbsp;&nbsp;7719466 |
| &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C |
| &nbsp;&nbsp;08/21/2028 | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4850000 | &nbsp;&nbsp;&nbsp;&nbsp;4393221 |
| &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> | &nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A | &nbsp;&nbsp;Series 2018-2A Class A |
| &nbsp;&nbsp;06/20/2035 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;798404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787039 |
| &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A | &nbsp;&nbsp;Series 2018-3A Class A |
| &nbsp;&nbsp;09/20/2035 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;554465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547783 |
| &nbsp;&nbsp;Theorem Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Theorem Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Theorem Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Theorem Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B | &nbsp;&nbsp;Subordinated Series 2021-1A Class B |
| &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;1.840% | &nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp;3887804 |
| &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 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% | 13873842 | &nbsp;&nbsp;13121442 |
| &nbsp;&nbsp;Series 2021-ST2 Class A | &nbsp;&nbsp;Series 2021-ST2 Class A | &nbsp;&nbsp;Series 2021-ST2 Class A | &nbsp;&nbsp;Series 2021-ST2 Class A |
| &nbsp;&nbsp;04/20/2027 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;889450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837199 |
| &nbsp;&nbsp;Series 2021-ST7 Class A | &nbsp;&nbsp;Series 2021-ST7 Class A | &nbsp;&nbsp;Series 2021-ST7 Class A | &nbsp;&nbsp;Series 2021-ST7 Class A |
| &nbsp;&nbsp;09/20/2029 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3029249 | &nbsp;&nbsp;&nbsp;&nbsp;2814836 |
| &nbsp;&nbsp;Series 2021-ST9 Class A | &nbsp;&nbsp;Series 2021-ST9 Class A | &nbsp;&nbsp;Series 2021-ST9 Class A | &nbsp;&nbsp;Series 2021-ST9 Class A |
| &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;1794036 | &nbsp;&nbsp;&nbsp;&nbsp;1688032 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Upstart Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A | &nbsp;&nbsp;Series 2020-2 Class A |
| &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;1868562 | &nbsp;&nbsp;&nbsp;&nbsp;1825229 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B |
| &nbsp;&nbsp;06/20/2031 | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2860000 | &nbsp;&nbsp;&nbsp;&nbsp;2712169 |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;07/20/2031 | &nbsp;&nbsp;1.660% | &nbsp;&nbsp;2844000 | &nbsp;&nbsp;&nbsp;&nbsp;2645749 |
| &nbsp;&nbsp;VSE Voi Mortgage LLC<sup>(a)</sup> | &nbsp;&nbsp;VSE Voi Mortgage LLC<sup>(a)</sup> | &nbsp;&nbsp;VSE Voi Mortgage LLC<sup>(a)</sup> | &nbsp;&nbsp;VSE Voi Mortgage LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A | &nbsp;&nbsp;Series 2018-A Class A |
| &nbsp;&nbsp;02/20/2036 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;1324158 | &nbsp;&nbsp;&nbsp;&nbsp;1281145 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $556,949,299) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $556,949,299) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $556,949,299) | &nbsp;&nbsp;**532346727** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.4%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.4%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.4%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 6.4%** |
| &nbsp;&nbsp;1211 Avenue of the Americas Trust<sup>(a)</sup> | &nbsp;&nbsp;1211 Avenue of the Americas Trust<sup>(a)</sup> | &nbsp;&nbsp;1211 Avenue of the Americas Trust<sup>(a)</sup> | &nbsp;&nbsp;1211 Avenue of the Americas Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2015-1211 Class A1A2 | &nbsp;&nbsp;Series 2015-1211 Class A1A2 | &nbsp;&nbsp;Series 2015-1211 Class A1A2 | &nbsp;&nbsp;Series 2015-1211 Class A1A2 |
| &nbsp;&nbsp;08/10/2035 | &nbsp;&nbsp;3.901% | &nbsp;&nbsp;7955000 | &nbsp;&nbsp;&nbsp;&nbsp;7350768 |
| &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-SFR2 Class A | &nbsp;&nbsp;Series 2014-SFR2 Class A | &nbsp;&nbsp;Series 2014-SFR2 Class A | &nbsp;&nbsp;Series 2014-SFR2 Class A |
| &nbsp;&nbsp;10/17/2036 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;2602422 | &nbsp;&nbsp;&nbsp;&nbsp;2488979 |
| &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;3027854 | &nbsp;&nbsp;&nbsp;&nbsp;2903910 |
| &nbsp;&nbsp;Series 2015-SFR1 Class A | &nbsp;&nbsp;Series 2015-SFR1 Class A | &nbsp;&nbsp;Series 2015-SFR1 Class A | &nbsp;&nbsp;Series 2015-SFR1 Class A |
| &nbsp;&nbsp;04/17/2052 | &nbsp;&nbsp;3.467% | &nbsp;&nbsp;3157506 | &nbsp;&nbsp;&nbsp;&nbsp;2981697 |
| &nbsp;&nbsp;Series 2015-SFR2 Class A | &nbsp;&nbsp;Series 2015-SFR2 Class A | &nbsp;&nbsp;Series 2015-SFR2 Class A | &nbsp;&nbsp;Series 2015-SFR2 Class A |
| &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;3.732% | &nbsp;&nbsp;2385800 | &nbsp;&nbsp;&nbsp;&nbsp;2264988 |
| &nbsp;&nbsp;AMSR Trust<sup>(a)</sup> | &nbsp;&nbsp;AMSR Trust<sup>(a)</sup> | &nbsp;&nbsp;AMSR Trust<sup>(a)</sup> | &nbsp;&nbsp;AMSR Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C |
| &nbsp;&nbsp;07/17/2037 | &nbsp;&nbsp;2.533% | &nbsp;&nbsp;2799000 | &nbsp;&nbsp;&nbsp;&nbsp;2535551 |
| &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Ashford Hospitality Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B | &nbsp;&nbsp;Series 2018-KEYS Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 05/15/2035 | &nbsp;&nbsp;5.325% | 16800000 | &nbsp;&nbsp;&nbsp;&nbsp;16191632 |
| &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BBCMS Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B | &nbsp;&nbsp;Subordinated Series 2018-BXH Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 10/15/2037 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7370000 | &nbsp;&nbsp;&nbsp;&nbsp;6959709 |
| &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C | &nbsp;&nbsp;Subordinated Series 2018-BXH Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.500%<br> Floor 1.500%<br> 10/15/2037 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3975000 | &nbsp;&nbsp;&nbsp;&nbsp;3745240 |
| &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> | &nbsp;&nbsp;BB-UBS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2012-SHOW Class A | &nbsp;&nbsp;Series 2012-SHOW Class A | &nbsp;&nbsp;Series 2012-SHOW Class A | &nbsp;&nbsp;Series 2012-SHOW Class A |
| &nbsp;&nbsp;11/05/2036 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8475000 | &nbsp;&nbsp;&nbsp;&nbsp;7892285 |

---

4 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BHMS Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A | &nbsp;&nbsp;Series 2018-ATLS Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 07/15/2035 | &nbsp;&nbsp;5.126% | 14823000 | &nbsp;&nbsp;14267095 |
| &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BPR Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-TY Class D | &nbsp;&nbsp;Subordinated Series 2021-TY Class D | &nbsp;&nbsp;Subordinated Series 2021-TY Class D | &nbsp;&nbsp;Subordinated Series 2021-TY Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.350%<br> Floor 2.350%<br> 09/15/2038 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5669263 |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C | &nbsp;&nbsp;Series 2019-XL Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 10/15/2036 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6056250 | &nbsp;&nbsp;&nbsp;&nbsp;5889911 |
| &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D | &nbsp;&nbsp;Series 2021-PAC Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.298%<br> Floor 1.298%<br> 10/15/2036 | &nbsp;&nbsp;5.174% | 14175000 | &nbsp;&nbsp;13034939 |
| &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BX Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C | &nbsp;&nbsp;Series 2019-ATL Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.587%<br> Floor 1.587%, Cap 1.587%<br> 10/15/2036 | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;4422000 | &nbsp;&nbsp;&nbsp;&nbsp;4212214 |
| &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;5.762% | &nbsp;&nbsp;3895000 | &nbsp;&nbsp;&nbsp;&nbsp;3632414 |
| &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Retail Portfolio Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D | &nbsp;&nbsp;Series 2021-RETL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 3.050%<br> Floor 3.050%<br> 08/15/2036 | &nbsp;&nbsp;6.925% | 18562500 | &nbsp;&nbsp;18120594 |
| &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Citigroup Commercial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-420K Class C | &nbsp;&nbsp;Subordinated Series 2020-420K Class C | &nbsp;&nbsp;Subordinated Series 2020-420K Class C | &nbsp;&nbsp;Subordinated Series 2020-420K Class C |
| &nbsp;&nbsp;11/10/2042 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2048805 |
| &nbsp;&nbsp;Subordinated Series 2020-420K Class D | &nbsp;&nbsp;Subordinated Series 2020-420K Class D | &nbsp;&nbsp;Subordinated Series 2020-420K Class D | &nbsp;&nbsp;Subordinated Series 2020-420K Class D |
| &nbsp;&nbsp;11/10/2042 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;1712078 |
| &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CLNY Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D | &nbsp;&nbsp;Subordinated Series 2019-IKPR Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.025%<br> Floor 2.025%<br> 11/15/2038 | &nbsp;&nbsp;5.900% | 11925000 | &nbsp;&nbsp;10969742 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-CBM Class D | &nbsp;&nbsp;Subordinated Series 2020-CBM Class D | &nbsp;&nbsp;Subordinated Series 2020-CBM Class D | &nbsp;&nbsp;Subordinated Series 2020-CBM Class D |
| &nbsp;&nbsp;02/10/2037 | &nbsp;&nbsp;3.754% | &nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp;&nbsp;2568526 |
| &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;COMM Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-CX Class B | &nbsp;&nbsp;Subordinated Series 2020-CX Class B | &nbsp;&nbsp;Subordinated Series 2020-CX Class B | &nbsp;&nbsp;Subordinated Series 2020-CX Class B |
| &nbsp;&nbsp;11/10/2046 | &nbsp;&nbsp;2.446% | &nbsp;&nbsp;3275000 | &nbsp;&nbsp;&nbsp;&nbsp;2455169 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust | &nbsp;&nbsp;CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2019-C16 Class A3 | &nbsp;&nbsp;Series 2019-C16 Class A3 | &nbsp;&nbsp;Series 2019-C16 Class A3 | &nbsp;&nbsp;Series 2019-C16 Class A3 |
| &nbsp;&nbsp;06/15/2052 | &nbsp;&nbsp;3.329% | 23720000 | &nbsp;&nbsp;20739900 |
| &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Extended Stay America Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E | &nbsp;&nbsp;Series 2021-ESH Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 07/15/2038 | &nbsp;&nbsp;6.725% | &nbsp;&nbsp;1879170 | &nbsp;&nbsp;&nbsp;&nbsp;1776282 |
| &nbsp;&nbsp;Series 2021-ESH Class F | &nbsp;&nbsp;Series 2021-ESH Class F | &nbsp;&nbsp;Series 2021-ESH Class F | &nbsp;&nbsp;Series 2021-ESH Class F |
| &nbsp;&nbsp;1-month USD LIBOR + 3.700%<br> Floor 3.700%<br> 07/15/2038 | &nbsp;&nbsp;7.112% | &nbsp;&nbsp;1952384 | &nbsp;&nbsp;&nbsp;&nbsp;1836334 |
| &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;FirstKey Homes Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-SFR1 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR1 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR1 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR1 Class D |
| &nbsp;&nbsp;08/17/2037 | &nbsp;&nbsp;2.241% | &nbsp;&nbsp;4225000 | &nbsp;&nbsp;&nbsp;&nbsp;3767158 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D |
| &nbsp;&nbsp;10/19/2037 | &nbsp;&nbsp;1.968% | 18600000 | &nbsp;&nbsp;16308192 |
| &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp II<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022-ECI Class A | &nbsp;&nbsp;Series 2022-ECI Class A | &nbsp;&nbsp;Series 2022-ECI Class A | &nbsp;&nbsp;Series 2022-ECI Class A |
| &nbsp;&nbsp;1-month Term SOFR + 2.195%<br> Floor 2.195%<br> 08/15/2039 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9075000 | &nbsp;&nbsp;&nbsp;&nbsp;9008606 |
| &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2017-485L Class A | &nbsp;&nbsp;Series 2017-485L Class A | &nbsp;&nbsp;Series 2017-485L Class A | &nbsp;&nbsp;Series 2017-485L Class A |
| &nbsp;&nbsp;02/10/2037 | &nbsp;&nbsp;3.721% | &nbsp;&nbsp;3835000 | &nbsp;&nbsp;&nbsp;&nbsp;3343441 |
| &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;GS Mortgage Securities Corp. Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated CMO Series 2021-IP Class D | &nbsp;&nbsp;Subordinated CMO Series 2021-IP Class D | &nbsp;&nbsp;Subordinated CMO Series 2021-IP Class D | &nbsp;&nbsp;Subordinated CMO Series 2021-IP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.100%<br> Floor 2.100%<br> 10/15/2036 | &nbsp;&nbsp;5.975% | &nbsp;&nbsp;5425000 | &nbsp;&nbsp;&nbsp;&nbsp;4942423 |
| &nbsp;&nbsp;Home Partners of America Trust<sup>(a)</sup> | &nbsp;&nbsp;Home Partners of America Trust<sup>(a)</sup> | &nbsp;&nbsp;Home Partners of America Trust<sup>(a)</sup> | &nbsp;&nbsp;Home Partners of America Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D | &nbsp;&nbsp;Subordinated Series 2019-2 Class D |
| &nbsp;&nbsp;10/19/2039 | &nbsp;&nbsp;3.121% | &nbsp;&nbsp;6428363 | &nbsp;&nbsp;&nbsp;&nbsp;5648395 |
| &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B | &nbsp;&nbsp;Subordinated Series 2021-2 Class B |
| &nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;2.302% | 41469028 | &nbsp;&nbsp;35416474 |
| &nbsp;&nbsp;Invitation Homes Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Invitation Homes Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Invitation Homes Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Invitation Homes Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-SFR1 Class A | &nbsp;&nbsp;Series 2018-SFR1 Class A | &nbsp;&nbsp;Series 2018-SFR1 Class A | &nbsp;&nbsp;Series 2018-SFR1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.700%<br> Floor 0.700%<br> 03/17/2037 | &nbsp;&nbsp;4.576% | 11300647 | &nbsp;&nbsp;11099232 |
| &nbsp;&nbsp;Series 2018-SFR4 Class A | &nbsp;&nbsp;Series 2018-SFR4 Class A | &nbsp;&nbsp;Series 2018-SFR4 Class A | &nbsp;&nbsp;Series 2018-SFR4 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.100%<br> Floor 1.000%<br> 01/17/2038 | &nbsp;&nbsp;5.004% | 19967247 | &nbsp;&nbsp;19593968 |
| &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> | &nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2013-C14 Class ASB | &nbsp;&nbsp;Series 2013-C14 Class ASB | &nbsp;&nbsp;Series 2013-C14 Class ASB | &nbsp;&nbsp;Series 2013-C14 Class ASB |
| &nbsp;&nbsp;08/15/2046 | &nbsp;&nbsp;3.761% | &nbsp;&nbsp;&nbsp;&nbsp;898632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888717 |
| &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-2NU Class B | &nbsp;&nbsp;Subordinated Series 2021-2NU Class B | &nbsp;&nbsp;Subordinated Series 2021-2NU Class B | &nbsp;&nbsp;Subordinated Series 2021-2NU Class B |
| &nbsp;&nbsp;01/05/2040 | &nbsp;&nbsp;2.077% | &nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp;&nbsp;2921716 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 5

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2021-2NU Class C | &nbsp;&nbsp;Subordinated Series 2021-2NU Class C | &nbsp;&nbsp;Subordinated Series 2021-2NU Class C | &nbsp;&nbsp;Subordinated Series 2021-2NU Class C |
| &nbsp;&nbsp;01/05/2040 | &nbsp;&nbsp;2.077% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1127013 |
| &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;KKR Industrial Portfolio Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D | &nbsp;&nbsp;Subordinated Series 2021-KDIP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 12/15/2037 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2325000 | &nbsp;&nbsp;&nbsp;&nbsp;2170231 |
| &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Life Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-BMR Class D | &nbsp;&nbsp;Subordinated Series 2021-BMR Class D | &nbsp;&nbsp;Subordinated Series 2021-BMR Class D | &nbsp;&nbsp;Subordinated Series 2021-BMR Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 03/15/2038 | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;4472514 | &nbsp;&nbsp;&nbsp;&nbsp;4203295 |
| &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust | &nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp;Series 2016-C29 Class A3 | &nbsp;&nbsp;Series 2016-C29 Class A3 | &nbsp;&nbsp;Series 2016-C29 Class A3 | &nbsp;&nbsp;Series 2016-C29 Class A3 |
| &nbsp;&nbsp;05/15/2049 | &nbsp;&nbsp;3.058% | &nbsp;&nbsp;5928750 | &nbsp;&nbsp;&nbsp;&nbsp;5522628 |
| &nbsp;&nbsp;Series 2017-C34 Class A3 | &nbsp;&nbsp;Series 2017-C34 Class A3 | &nbsp;&nbsp;Series 2017-C34 Class A3 | &nbsp;&nbsp;Series 2017-C34 Class A3 |
| &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;3.276% | 14135000 | &nbsp;&nbsp;12947027 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust | &nbsp;&nbsp;Morgan Stanley Capital I Trust |
| &nbsp;&nbsp;Series 2015-UBS8 Class A3 | &nbsp;&nbsp;Series 2015-UBS8 Class A3 | &nbsp;&nbsp;Series 2015-UBS8 Class A3 | &nbsp;&nbsp;Series 2015-UBS8 Class A3 |
| &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;3.540% | 10754415 | &nbsp;&nbsp;10107367 |
| &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Morgan Stanley Capital I Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D | &nbsp;&nbsp;Series 2019-MEAD Class D |
| &nbsp;&nbsp;11/10/2036 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;7392500 | &nbsp;&nbsp;&nbsp;&nbsp;6407591 |
| &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;One New York Plaza Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.200%<br> Floor 2.200%<br> 01/15/2036 | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;6950000 | &nbsp;&nbsp;&nbsp;&nbsp;6473532 |
| &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 01/15/2036 | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;2392877 |
| &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 2019-SFR3 Class C | &nbsp;&nbsp;Series 2019-SFR3 Class C | &nbsp;&nbsp;Series 2019-SFR3 Class C | &nbsp;&nbsp;Series 2019-SFR3 Class C |
| &nbsp;&nbsp;09/17/2036 | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;4427110 |
| &nbsp;&nbsp;Series 2019-SFR3 Class D | &nbsp;&nbsp;Series 2019-SFR3 Class D | &nbsp;&nbsp;Series 2019-SFR3 Class D | &nbsp;&nbsp;Series 2019-SFR3 Class D |
| &nbsp;&nbsp;09/17/2036 | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;7049000 | &nbsp;&nbsp;&nbsp;&nbsp;6562836 |
| &nbsp;&nbsp;Series 2019-SFR4 Class C | &nbsp;&nbsp;Series 2019-SFR4 Class C | &nbsp;&nbsp;Series 2019-SFR4 Class C | &nbsp;&nbsp;Series 2019-SFR4 Class C |
| &nbsp;&nbsp;10/17/2036 | &nbsp;&nbsp;3.036% | 17766000 | &nbsp;&nbsp;16774332 |
| &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;2.183% | &nbsp;&nbsp;2075000 | &nbsp;&nbsp;&nbsp;&nbsp;1884555 |
| &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D | &nbsp;&nbsp;Series 2020-SFR1 Class D |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp;3802744 |
| &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A | &nbsp;&nbsp;Series 2020-SFR2 Class A |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;2.078% | &nbsp;&nbsp;2571823 | &nbsp;&nbsp;&nbsp;&nbsp;2375931 |
| &nbsp;&nbsp;Series 2022-SFR5 Class A | &nbsp;&nbsp;Series 2022-SFR5 Class A | &nbsp;&nbsp;Series 2022-SFR5 Class A | &nbsp;&nbsp;Series 2022-SFR5 Class A |
| &nbsp;&nbsp;06/17/2039 | &nbsp;&nbsp;4.451% | 12940668 | &nbsp;&nbsp;12224056 |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class C |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;3.077% | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558095 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D |
| &nbsp;&nbsp;06/17/2037 | &nbsp;&nbsp;3.874% | &nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725570 |
| &nbsp;&nbsp;Subordinated Series 2021-SFR8 Class D | &nbsp;&nbsp;Subordinated Series 2021-SFR8 Class D | &nbsp;&nbsp;Subordinated Series 2021-SFR8 Class D | &nbsp;&nbsp;Subordinated Series 2021-SFR8 Class D |
| &nbsp;&nbsp;10/17/2038 | &nbsp;&nbsp;2.082% | 11910000 | &nbsp;&nbsp;&nbsp;&nbsp;9822761 |
| &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;RBS Commercial Funding, Inc., Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A | &nbsp;&nbsp;Series 2013-GSP Class A |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;7141000 | &nbsp;&nbsp;&nbsp;&nbsp;6855278 |
| &nbsp;&nbsp;SFO Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SFO Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SFO Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SFO Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-555 Class E | &nbsp;&nbsp;Subordinated Series 2021-555 Class E | &nbsp;&nbsp;Subordinated Series 2021-555 Class E | &nbsp;&nbsp;Subordinated Series 2021-555 Class E |
| &nbsp;&nbsp;1-month USD LIBOR + 2.900%<br> Floor 2.900%<br> 05/15/2038 | &nbsp;&nbsp;6.775% | &nbsp;&nbsp;3025000 | &nbsp;&nbsp;&nbsp;&nbsp;2680707 |
| &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;SPGN TFLM Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A | &nbsp;&nbsp;Series 2022 Class A |
| &nbsp;&nbsp;1-month Term SOFR + 1.550%<br> Floor 1.550%<br> 02/15/2039 | &nbsp;&nbsp;5.344% | 30525000 | &nbsp;&nbsp;29589091 |
| &nbsp;&nbsp;STAR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;STAR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;STAR Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;STAR Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2022-SFR3 Class A | &nbsp;&nbsp;Series 2022-SFR3 Class A | &nbsp;&nbsp;Series 2022-SFR3 Class A | &nbsp;&nbsp;Series 2022-SFR3 Class A |
| &nbsp;&nbsp;1-month Term SOFR + 1.650%<br> Floor 1.650%<br> 05/17/2024 | &nbsp;&nbsp;5.525% | 16947944 | &nbsp;&nbsp;16779646 |
| &nbsp;&nbsp;Subordinated Series 2022-SFR3 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR3 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR3 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR3 Class B |
| &nbsp;&nbsp;1-month Term SOFR + 1.950%<br> Floor 1.950%<br> 05/17/2024 | &nbsp;&nbsp;5.825% | 12100000 | &nbsp;&nbsp;11923313 |
| &nbsp;&nbsp;Tricon American Homes<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C | &nbsp;&nbsp;Series 2020-SFR1 Class C |
| &nbsp;&nbsp;07/17/2038 | &nbsp;&nbsp;2.249% | &nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp;&nbsp;3577368 |
| &nbsp;&nbsp;Tricon American Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes Trust<sup>(a)</sup> | &nbsp;&nbsp;Tricon American Homes Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D | &nbsp;&nbsp;Subordinated Series 2020-SFR2 Class D |
| &nbsp;&nbsp;11/17/2039 | &nbsp;&nbsp;2.281% | &nbsp;&nbsp;6775000 | &nbsp;&nbsp;&nbsp;&nbsp;5601405 |
| &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust | &nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 | &nbsp;&nbsp;Series 2013-C5 Class A4 |
| &nbsp;&nbsp;03/10/2046 | &nbsp;&nbsp;3.185% | &nbsp;&nbsp;1147786 | &nbsp;&nbsp;&nbsp;&nbsp;1144087 |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2015-C28 Class A3 | &nbsp;&nbsp;Series 2015-C28 Class A3 | &nbsp;&nbsp;Series 2015-C28 Class A3 | &nbsp;&nbsp;Series 2015-C28 Class A3 |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;3.290% | &nbsp;&nbsp;6658082 | &nbsp;&nbsp;&nbsp;&nbsp;6341523 |
| &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 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.090%<br> Floor 2.090%, Cap 4.500%<br> 02/15/2037 | &nbsp;&nbsp;5.965% | &nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;3202325 |
| &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A | &nbsp;&nbsp;Series 2021-FCMT Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.200%<br> Floor 1.200%<br> 05/15/2031 | &nbsp;&nbsp;5.075% | &nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;4515094 |
| &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D | &nbsp;&nbsp;Series 2021-FCMT Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 3.500%<br> Floor 3.500%<br> 05/15/2031 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3925000 | &nbsp;&nbsp;&nbsp;&nbsp;3712322 |

---

6 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust | &nbsp;&nbsp;WF-RBS Commercial Mortgage Trust |
| &nbsp;&nbsp;Series 2013-C15 Class A3 | &nbsp;&nbsp;Series 2013-C15 Class A3 | &nbsp;&nbsp;Series 2013-C15 Class A3 | &nbsp;&nbsp;Series 2013-C15 Class A3 |
| &nbsp;&nbsp;08/15/2046 | &nbsp;&nbsp;3.881% | 3257767 | &nbsp;&nbsp;&nbsp;&nbsp;3230961 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $532,891,301) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $532,891,301) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $532,891,301) | &nbsp;&nbsp;**486849018** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 58.6%** | &nbsp;&nbsp;**Common Stocks 58.6%** | &nbsp;&nbsp;**Common Stocks 58.6%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 6.4%** | &nbsp;&nbsp;**Communication Services 6.4%** | &nbsp;&nbsp;**Communication Services 6.4%** |
| &nbsp;&nbsp;**Entertainment 1.6%** | &nbsp;&nbsp;**Entertainment 1.6%** | &nbsp;&nbsp;**Entertainment 1.6%** |
| &nbsp;&nbsp;Endeavor Group Holdings, Inc., Class A<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;899042 | &nbsp;&nbsp;&nbsp;&nbsp;19769934 |
| &nbsp;&nbsp;Take-Two Interactive Software, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;543487 | &nbsp;&nbsp;&nbsp;&nbsp;57441141 |
| &nbsp;&nbsp;Walt Disney Co. (The)<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;486542 | &nbsp;&nbsp;&nbsp;&nbsp;47617865 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;124828940 |
| &nbsp;&nbsp;**Interactive Media & Services 3.2%** | &nbsp;&nbsp;**Interactive Media & Services 3.2%** | &nbsp;&nbsp;**Interactive Media & Services 3.2%** |
| &nbsp;&nbsp;Alphabet, Inc., Class A<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;841821 | &nbsp;&nbsp;&nbsp;&nbsp;85015503 |
| &nbsp;&nbsp;Alphabet, Inc., Class C<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;771778 | &nbsp;&nbsp;&nbsp;&nbsp;78296878 |
| &nbsp;&nbsp;Match Group, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;704352 | &nbsp;&nbsp;&nbsp;&nbsp;35612037 |
| &nbsp;&nbsp;Meta Platforms, Inc., Class A<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;207857 | &nbsp;&nbsp;&nbsp;&nbsp;24547912 |
| &nbsp;&nbsp;ZoomInfo Technologies, Inc., Class A<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;595239 | &nbsp;&nbsp;&nbsp;&nbsp;17023835 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;240496165 |
| &nbsp;&nbsp;**Media 0.5%** | &nbsp;&nbsp;**Media 0.5%** | &nbsp;&nbsp;**Media 0.5%** |
| &nbsp;&nbsp;Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;952777 | &nbsp;&nbsp;&nbsp;&nbsp;34909749 |
| &nbsp;&nbsp;**Wireless Telecommunication Services 1.1%** | &nbsp;&nbsp;**Wireless Telecommunication Services 1.1%** | &nbsp;&nbsp;**Wireless Telecommunication Services 1.1%** |
| &nbsp;&nbsp;T-Mobile US, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;569191 | &nbsp;&nbsp;&nbsp;&nbsp;86209669 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**486444523** |
| &nbsp;&nbsp;**Consumer Discretionary 4.0%** | &nbsp;&nbsp;**Consumer Discretionary 4.0%** | &nbsp;&nbsp;**Consumer Discretionary 4.0%** |
| &nbsp;&nbsp;**Automobiles 0.5%** | &nbsp;&nbsp;**Automobiles 0.5%** | &nbsp;&nbsp;**Automobiles 0.5%** |
| &nbsp;&nbsp;Tesla, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;181391 | &nbsp;&nbsp;&nbsp;&nbsp;35316828 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 0.2%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 0.2%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 0.2%** |
| &nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57002 | &nbsp;&nbsp;&nbsp;&nbsp;15549575 |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.1%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.1%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 2.1%** |
| &nbsp;&nbsp;Amazon.com, Inc.<sup>(d)</sup> | &nbsp;&nbsp;1652265 | &nbsp;&nbsp;159509663 |
| &nbsp;&nbsp;**Specialty Retail 0.8%** | &nbsp;&nbsp;**Specialty Retail 0.8%** | &nbsp;&nbsp;**Specialty Retail 0.8%** |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100952 | &nbsp;&nbsp;&nbsp;&nbsp;21457348 |
| &nbsp;&nbsp;TJX Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;466430 | &nbsp;&nbsp;&nbsp;&nbsp;37337721 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;58795069 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.4%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.4%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.4%** |
| &nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;925740 | &nbsp;&nbsp;&nbsp;&nbsp;34965200 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**304136335** |
| &nbsp;&nbsp;**Consumer Staples 4.3%** | &nbsp;&nbsp;**Consumer Staples 4.3%** | &nbsp;&nbsp;**Consumer Staples 4.3%** |
| &nbsp;&nbsp;**Beverages 0.2%** | &nbsp;&nbsp;**Beverages 0.2%** | &nbsp;&nbsp;**Beverages 0.2%** |
| &nbsp;&nbsp;Monster Beverage Corp.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;142775 | &nbsp;&nbsp;&nbsp;&nbsp;14685837 |
| &nbsp;&nbsp;**Food & Staples Retailing 2.1%** | &nbsp;&nbsp;**Food & Staples Retailing 2.1%** | &nbsp;&nbsp;**Food & Staples Retailing 2.1%** |
| &nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;746389 | &nbsp;&nbsp;&nbsp;&nbsp;64570112 |
| &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;628750 | &nbsp;&nbsp;&nbsp;&nbsp;95834075 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;160404187 |
| &nbsp;&nbsp;**Food Products 1.0%** | &nbsp;&nbsp;**Food Products 1.0%** | &nbsp;&nbsp;**Food Products 1.0%** |
| &nbsp;&nbsp;Mondelez International, Inc., Class A | &nbsp;&nbsp;1120059 | &nbsp;&nbsp;&nbsp;&nbsp;75727189 |
| &nbsp;&nbsp;**Household Products 0.8%** | &nbsp;&nbsp;**Household Products 0.8%** | &nbsp;&nbsp;**Household Products 0.8%** |
| &nbsp;&nbsp;Procter & Gamble Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;408092 | &nbsp;&nbsp;&nbsp;&nbsp;60871003 |
| &nbsp;&nbsp;**Personal Products 0.2%** | &nbsp;&nbsp;**Personal Products 0.2%** | &nbsp;&nbsp;**Personal Products 0.2%** |
| &nbsp;&nbsp;Coty, Inc., Class A<sup>(d)</sup> | &nbsp;&nbsp;2176570 | &nbsp;&nbsp;&nbsp;&nbsp;17129606 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**328817822** |
| &nbsp;&nbsp;**Energy 3.2%** | &nbsp;&nbsp;**Energy 3.2%** | &nbsp;&nbsp;**Energy 3.2%** |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.2%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.2%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 3.2%** |
| &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;901915 | &nbsp;&nbsp;&nbsp;&nbsp;53862364 |
| &nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;640382 | &nbsp;&nbsp;117388424 |
| &nbsp;&nbsp;EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;488240 | &nbsp;&nbsp;&nbsp;&nbsp;69295903 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;240546691 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**240546691** |
| &nbsp;&nbsp;**Financials 7.1%** | &nbsp;&nbsp;**Financials 7.1%** | &nbsp;&nbsp;**Financials 7.1%** |
| &nbsp;&nbsp;**Banks 3.1%** | &nbsp;&nbsp;**Banks 3.1%** | &nbsp;&nbsp;**Banks 3.1%** |
| &nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;2286686 | &nbsp;&nbsp;&nbsp;&nbsp;86551065 |
| &nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;368689 | &nbsp;&nbsp;&nbsp;&nbsp;50945446 |
| &nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;2079892 | &nbsp;&nbsp;&nbsp;&nbsp;99730821 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;237227332 |
| &nbsp;&nbsp;**Capital Markets 1.6%** | &nbsp;&nbsp;**Capital Markets 1.6%** | &nbsp;&nbsp;**Capital Markets 1.6%** |
| &nbsp;&nbsp;BlackRock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42436 | &nbsp;&nbsp;&nbsp;&nbsp;30384176 |
| &nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45232 | &nbsp;&nbsp;&nbsp;&nbsp;22970167 |
| &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;869130 | &nbsp;&nbsp;&nbsp;&nbsp;69243587 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;122597930 |
| &nbsp;&nbsp;**Consumer Finance 0.0%** | &nbsp;&nbsp;**Consumer Finance 0.0%** | &nbsp;&nbsp;**Consumer Finance 0.0%** |
| &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30506 | &nbsp;&nbsp;&nbsp;&nbsp;4807441 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 7

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Diversified Financial Services 1.9%** | &nbsp;&nbsp;**Diversified Financial Services 1.9%** | &nbsp;&nbsp;**Diversified Financial Services 1.9%** |
| &nbsp;&nbsp;Berkshire Hathaway, Inc., Class B<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;445527 | &nbsp;&nbsp;141944902 |
| &nbsp;&nbsp;**Insurance 0.5%** | &nbsp;&nbsp;**Insurance 0.5%** | &nbsp;&nbsp;**Insurance 0.5%** |
| &nbsp;&nbsp;Aon PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;122889 | &nbsp;&nbsp;&nbsp;&nbsp;37884221 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**544461826** |
| &nbsp;&nbsp;**Health Care 8.7%** | &nbsp;&nbsp;**Health Care 8.7%** | &nbsp;&nbsp;**Health Care 8.7%** |
| &nbsp;&nbsp;**Biotechnology 1.4%** | &nbsp;&nbsp;**Biotechnology 1.4%** | &nbsp;&nbsp;**Biotechnology 1.4%** |
| &nbsp;&nbsp;BioMarin Pharmaceutical, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;395061 | &nbsp;&nbsp;&nbsp;&nbsp;39893260 |
| &nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;221941 | &nbsp;&nbsp;&nbsp;&nbsp;70222132 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;110115392 |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 1.4%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 1.4%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 1.4%** |
| &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;547570 | &nbsp;&nbsp;&nbsp;&nbsp;58907581 |
| &nbsp;&nbsp;Boston Scientific Corp.<sup>(d)</sup> | &nbsp;&nbsp;1010937 | &nbsp;&nbsp;&nbsp;&nbsp;45765118 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;104672699 |
| &nbsp;&nbsp;**Health Care Providers & Services 1.8%** | &nbsp;&nbsp;**Health Care Providers & Services 1.8%** | &nbsp;&nbsp;**Health Care Providers & Services 1.8%** |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;652909 | &nbsp;&nbsp;&nbsp;&nbsp;66518369 |
| &nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134661 | &nbsp;&nbsp;&nbsp;&nbsp;71763540 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;138281909 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 0.7%** | &nbsp;&nbsp;**Life Sciences Tools & Services 0.7%** | &nbsp;&nbsp;**Life Sciences Tools & Services 0.7%** |
| &nbsp;&nbsp;IQVIA Holdings, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;105149 | &nbsp;&nbsp;&nbsp;&nbsp;22924585 |
| &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56543 | &nbsp;&nbsp;&nbsp;&nbsp;31676519 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;54601104 |
| &nbsp;&nbsp;**Pharmaceuticals 3.4%** | &nbsp;&nbsp;**Pharmaceuticals 3.4%** | &nbsp;&nbsp;**Pharmaceuticals 3.4%** |
| &nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;271184 | &nbsp;&nbsp;100630959 |
| &nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;869798 | &nbsp;&nbsp;154824044 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;255455003 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**663126107** |
| &nbsp;&nbsp;**Industrials 5.0%** | &nbsp;&nbsp;**Industrials 5.0%** | &nbsp;&nbsp;**Industrials 5.0%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.2%** | &nbsp;&nbsp;**Aerospace & Defense 1.2%** | &nbsp;&nbsp;**Aerospace & Defense 1.2%** |
| &nbsp;&nbsp;Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;916602 | &nbsp;&nbsp;&nbsp;&nbsp;90486949 |
| &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** | &nbsp;&nbsp;**Airlines 0.4%** |
| &nbsp;&nbsp;Southwest Airlines Co.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;776603 | &nbsp;&nbsp;&nbsp;&nbsp;30994226 |
| &nbsp;&nbsp;**Industrial Conglomerates 1.3%** | &nbsp;&nbsp;**Industrial Conglomerates 1.3%** | &nbsp;&nbsp;**Industrial Conglomerates 1.3%** |
| &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;610646 | &nbsp;&nbsp;&nbsp;&nbsp;52497237 |
| &nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213193 | &nbsp;&nbsp;&nbsp;&nbsp;46806523 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;99303760 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Machinery 0.7%** | &nbsp;&nbsp;**Machinery 0.7%** | &nbsp;&nbsp;**Machinery 0.7%** |
| &nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;174300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52105242 |
| &nbsp;&nbsp;**Road & Rail 1.4%** | &nbsp;&nbsp;**Road & Rail 1.4%** | &nbsp;&nbsp;**Road & Rail 1.4%** |
| &nbsp;&nbsp;Uber Technologies, Inc.<sup>(d)</sup> | &nbsp;&nbsp;2223088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64780784 |
| &nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;189438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41189505 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;105970289 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;&nbsp;&nbsp;**378860466** |
| &nbsp;&nbsp;**Information Technology 16.0%** | &nbsp;&nbsp;**Information Technology 16.0%** | &nbsp;&nbsp;**Information Technology 16.0%** |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.7%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.7%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.7%** |
| &nbsp;&nbsp;TE Connectivity Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;368305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46450626 |
| &nbsp;&nbsp;Zebra Technologies Corp., Class A<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262496 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55713122 |
| &nbsp;&nbsp;**IT Services 2.4%** | &nbsp;&nbsp;**IT Services 2.4%** | &nbsp;&nbsp;**IT Services 2.4%** |
| &nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;360816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26188025 |
| &nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;136921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20387537 |
| &nbsp;&nbsp;MasterCard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;205117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73103699 |
| &nbsp;&nbsp;Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;308520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66948840 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;186628101 |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 2.7%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 2.7%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 2.7%** |
| &nbsp;&nbsp;Advanced Micro Devices, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;422501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32798753 |
| &nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45437760 |
| &nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;277552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12911719 |
| &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;317950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25178460 |
| &nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;393246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66549021 |
| &nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21130913 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;204006626 |
| &nbsp;&nbsp;**Software 6.8%** | &nbsp;&nbsp;**Software 6.8%** | &nbsp;&nbsp;**Software 6.8%** |
| &nbsp;&nbsp;Adobe, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;249888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86193868 |
| &nbsp;&nbsp;Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;182542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74402294 |
| &nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;1150020 | &nbsp;&nbsp;&nbsp;&nbsp;293416103 |
| &nbsp;&nbsp;Palo Alto Networks, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;225459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38305484 |
| &nbsp;&nbsp;Salesforce, Inc.<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;147042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23563480 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;515881229 |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 3.4%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 3.4%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 3.4%** |
| &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;1728007 | &nbsp;&nbsp;&nbsp;&nbsp;255796877 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**1218025955** |

---

8 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Materials 1.4%** | &nbsp;&nbsp;**Materials 1.4%** | &nbsp;&nbsp;**Materials 1.4%** |
| &nbsp;&nbsp;**Chemicals 1.4%** | &nbsp;&nbsp;**Chemicals 1.4%** | &nbsp;&nbsp;**Chemicals 1.4%** |
| &nbsp;&nbsp;Corteva, Inc. | &nbsp;&nbsp;503858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33839103 |
| &nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;426383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45119849 |
| &nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;99421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24773725 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;103732677 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;&nbsp;&nbsp;**103732677** |
| &nbsp;&nbsp;**Real Estate 0.9%** | &nbsp;&nbsp;**Real Estate 0.9%** | &nbsp;&nbsp;**Real Estate 0.9%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 0.9%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 0.9%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 0.9%** |
| &nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;316645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70057706 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70057706** |
| &nbsp;&nbsp;**Utilities 1.6%** | &nbsp;&nbsp;**Utilities 1.6%** | &nbsp;&nbsp;**Utilities 1.6%** |
| &nbsp;&nbsp;**Electric Utilities 0.9%** | &nbsp;&nbsp;**Electric Utilities 0.9%** | &nbsp;&nbsp;**Electric Utilities 0.9%** |
| &nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;730725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70734180 |
| &nbsp;&nbsp;**Multi-Utilities 0.7%** | &nbsp;&nbsp;**Multi-Utilities 0.7%** | &nbsp;&nbsp;**Multi-Utilities 0.7%** |
| &nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;825291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49971370 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;**120705550** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $2,861,124,122) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $2,861,124,122) | &nbsp;&nbsp;**4458915658** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283605 |
| &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $417,486) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $417,486) | &nbsp;&nbsp;Total Convertible Bonds<br> (Cost $417,486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**283605** |
| &nbsp;&nbsp;**Corporate Bonds & Notes 7.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 7.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 7.2%** | &nbsp;&nbsp;**Corporate Bonds & Notes 7.2%** |
| &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** | &nbsp;&nbsp;**Aerospace & Defense 0.3%** |
| &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> | &nbsp;&nbsp;BAE Systems PLC<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;6701778 |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;05/01/2040 | &nbsp;&nbsp;5.705% | 10815000 | &nbsp;&nbsp;10325952 |
| &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;04/15/2027 | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280462 |
| &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;Northrop Grumman Corp. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2319000 | &nbsp;&nbsp;&nbsp;&nbsp;2708050 |
| &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;9.375% | &nbsp;&nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119972 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> | &nbsp;&nbsp;TransDigm, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401141 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1044000 | &nbsp;&nbsp;&nbsp;&nbsp;1037918 |
| &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. | &nbsp;&nbsp;TransDigm, Inc. |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;369000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347772 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250024 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**22173069** |
| &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** | &nbsp;&nbsp;**Airlines 0.0%** |
| &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> | &nbsp;&nbsp;Air Canada<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167440 |
| &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> | &nbsp;&nbsp;American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;04/20/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;827175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803968 |
| &nbsp;&nbsp;04/20/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;237298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221588 |
| &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;01/20/2026 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;267484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253465 |
| &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> | &nbsp;&nbsp;United Airlines, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227895 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223104 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1897460** |
| &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** | &nbsp;&nbsp;**Automotive 0.1%** |
| &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;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158509 |
| &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;02/10/2025 | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192838 |
| &nbsp;&nbsp;06/16/2025 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65834 |
| &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444072 |
| &nbsp;&nbsp;01/09/2027 | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324432 |
| &nbsp;&nbsp;05/28/2027 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335935 |
| &nbsp;&nbsp;08/17/2027 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252292 |
| &nbsp;&nbsp;11/04/2027 | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp;172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178570 |
| &nbsp;&nbsp;02/16/2028 | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136257 |
| &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164149 |
| &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;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712441 |
| &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(e)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(e)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(e)</sup> | &nbsp;&nbsp;IHO Verwaltungs GmbH<sup>(a),(e)</sup> |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;264544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227128 |
| &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;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611567 |
| &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;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91961 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346069 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4242054** |
| &nbsp;&nbsp;**Banking 1.7%** | &nbsp;&nbsp;**Banking 1.7%** | &nbsp;&nbsp;**Banking 1.7%** | &nbsp;&nbsp;**Banking 1.7%** |
| &nbsp;&nbsp;Bank of America Corp.<sup>(f)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(f)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(f)</sup> | &nbsp;&nbsp;Bank of America Corp.<sup>(f)</sup> |
| &nbsp;&nbsp;04/23/2040 | &nbsp;&nbsp;4.078% | 28000000 | &nbsp;&nbsp;23822517 |
| &nbsp;&nbsp;Citigroup, Inc.<sup>(f)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(f)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(f)</sup> | &nbsp;&nbsp;Citigroup, Inc.<sup>(f)</sup> |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;3.057% | 16000000 | &nbsp;&nbsp;13162476 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 9

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;Discover Bank |
| &nbsp;&nbsp;09/13/2028 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4950000 | &nbsp;&nbsp;&nbsp;&nbsp;4620770 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;Goldman Sachs Group, Inc. (The)<sup>(f)</sup> |
| &nbsp;&nbsp;02/24/2033 | &nbsp;&nbsp;3.102% | 20500000 | &nbsp;&nbsp;&nbsp;&nbsp;17026967 |
| &nbsp;&nbsp;HSBC Holdings PLC<sup>(f)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(f)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(f)</sup> | &nbsp;&nbsp;HSBC Holdings PLC<sup>(f)</sup> |
| &nbsp;&nbsp;05/24/2032 | &nbsp;&nbsp;2.804% | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;11616369 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(f)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(f)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(f)</sup> | &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(f)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;05/13/2031 | &nbsp;&nbsp;2.956% | 29000000 | &nbsp;&nbsp;&nbsp;&nbsp;24029154 |
| &nbsp;&nbsp;Morgan Stanley<sup>(f)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(f)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(f)</sup> | &nbsp;&nbsp;Morgan Stanley<sup>(f)</sup> |
| &nbsp;&nbsp;01/22/2031 | &nbsp;&nbsp;2.699% | 16000000 | &nbsp;&nbsp;&nbsp;&nbsp;13439133 |
| &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(f)</sup> | &nbsp;&nbsp;PNC Financial Services Group, Inc. (The)<sup>(f)</sup> |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;06/06/2033 | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4141883 |
| &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;State Street Corp. |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;03/03/2031 | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5001000 | &nbsp;&nbsp;&nbsp;&nbsp;4061371 |
| &nbsp;&nbsp;Wells Fargo & Co.<sup>(f)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(f)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(f)</sup> | &nbsp;&nbsp;Wells Fargo & Co.<sup>(f)</sup> |
| &nbsp;&nbsp;04/30/2041 | &nbsp;&nbsp;3.068% | 21750000 | &nbsp;&nbsp;&nbsp;&nbsp;16127055 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**132047695** |
| &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** | &nbsp;&nbsp;**Brokerage/Asset Managers/Exchanges 0.0%** |
| &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;229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231459 |
| &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;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243202 |
| &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;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251974 |
| &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;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252684 |
| &nbsp;&nbsp;08/15/2028 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733422 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1712741** |
| &nbsp;&nbsp;**Building Materials 0.0%** | &nbsp;&nbsp;**Building Materials 0.0%** | &nbsp;&nbsp;**Building Materials 0.0%** | &nbsp;&nbsp;**Building Materials 0.0%** |
| &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;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287844 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156429 |
| &nbsp;&nbsp;Interface, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Interface, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Interface, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Interface, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117940 |
| &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;238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219605 |
| &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;142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126660 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229056 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283407 |
| &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Standard Industries, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56499 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp;349685 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1827125** |
| &nbsp;&nbsp;**Cable and Satellite 0.2%** | &nbsp;&nbsp;**Cable and Satellite 0.2%** | &nbsp;&nbsp;**Cable and Satellite 0.2%** | &nbsp;&nbsp;**Cable and Satellite 0.2%** |
| &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;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;400461 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;138556 |
| &nbsp;&nbsp;03/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;642000 | &nbsp;&nbsp;&nbsp;&nbsp;552912 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;682000 | &nbsp;&nbsp;&nbsp;&nbsp;574570 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;231501 |
| &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;258000 | &nbsp;&nbsp;&nbsp;&nbsp;231722 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;361000 | &nbsp;&nbsp;&nbsp;&nbsp;328917 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;228177 |
| &nbsp;&nbsp;12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;298000 | &nbsp;&nbsp;&nbsp;&nbsp;228090 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp;167977 |
| &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;230000 | &nbsp;&nbsp;&nbsp;&nbsp;210999 |
| &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. | &nbsp;&nbsp;DISH DBS Corp. |
| &nbsp;&nbsp;03/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32776 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;213105 |
| &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH DBS Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;316173 |
| &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> | &nbsp;&nbsp;DISH Network Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;275443 |
| &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;316000 | &nbsp;&nbsp;&nbsp;&nbsp;258963 |
| &nbsp;&nbsp;09/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;230644 |
| &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;204000 | &nbsp;&nbsp;&nbsp;&nbsp;184526 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;211622 |
| &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;Time Warner Cable LLC |
| &nbsp;&nbsp;05/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | 8210000 | &nbsp;&nbsp;7912359 |
| &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% | &nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp;167625 |
| &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;299000 | &nbsp;&nbsp;&nbsp;&nbsp;244747 |
| &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;303000 | &nbsp;&nbsp;&nbsp;&nbsp;276539 |
| &nbsp;&nbsp;08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;160595 |
| &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% | &nbsp;&nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;320036 |
| &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;241000 | &nbsp;&nbsp;&nbsp;&nbsp;195547 |
| &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;332000 | &nbsp;&nbsp;&nbsp;&nbsp;304865 |

---

10 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;4.875% | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361194 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14960641** |
| &nbsp;&nbsp;**Chemicals 0.1%** | &nbsp;&nbsp;**Chemicals 0.1%** | &nbsp;&nbsp;**Chemicals 0.1%** | &nbsp;&nbsp;**Chemicals 0.1%** |
| &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;7.125% | &nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212888 |
| &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;3.375% | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97467 |
| &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;4.750% | &nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506692 |
| &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;7.125% | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196528 |
| &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) | &nbsp;&nbsp;Dow Chemical Co. (The) |
| &nbsp;&nbsp;10/01/2034 | &nbsp;&nbsp;4.250% | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3090998 |
| &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;387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331105 |
| &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;516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459651 |
| &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;256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206750 |
| &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;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143813 |
| &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;198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168830 |
| &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;278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272710 |
| &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(e)</sup> | &nbsp;&nbsp;Iris Holdings, Inc.<sup>(a),(e)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114719 |
| &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;467000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378375 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130236 |
| &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;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114085 |
| &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2024 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130044 |
| &nbsp;&nbsp;06/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382561 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499398 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7436850** |
| &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** | &nbsp;&nbsp;**Construction Machinery 0.0%** |
| &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% | &nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91658 |
| &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;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109432 |
| &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;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33539 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;01/15/2030 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;198000 | &nbsp;&nbsp;&nbsp;&nbsp;187348 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**421977** |
| &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;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;06/01/2028 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;306000 | &nbsp;&nbsp;&nbsp;&nbsp;251710 |
| &nbsp;&nbsp;12/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;378000 | &nbsp;&nbsp;&nbsp;&nbsp;304983 |
| &nbsp;&nbsp;Match Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Match Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Match Group, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Match Group, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;176861 |
| &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;117000 | &nbsp;&nbsp;&nbsp;&nbsp;104355 |
| &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;359000 | &nbsp;&nbsp;&nbsp;&nbsp;361398 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp;240714 |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;486080 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1926101** |
| &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** | &nbsp;&nbsp;**Consumer Products 0.0%** |
| &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CD&R Smokey Buyer, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;357503 |
| &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;113000 | &nbsp;&nbsp;&nbsp;&nbsp;103835 |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;194458 |
| &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. | &nbsp;&nbsp;Newell Brands, Inc. |
| &nbsp;&nbsp;09/15/2027 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77705 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;109517 |
| &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;399000 | &nbsp;&nbsp;&nbsp;&nbsp;378302 |
| &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;135000 | &nbsp;&nbsp;&nbsp;&nbsp;103553 |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;105458 |
| &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;131000 | &nbsp;&nbsp;&nbsp;&nbsp;112179 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13730 |
| &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;212000 | &nbsp;&nbsp;&nbsp;&nbsp;164796 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1721036** |
| &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** | &nbsp;&nbsp;**Diversified Manufacturing 0.2%** |
| &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;Carrier Global Corp. |
| &nbsp;&nbsp;04/05/2040 | &nbsp;&nbsp;3.377% | 5000000 | &nbsp;&nbsp;3894873 |
| &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;524000 | &nbsp;&nbsp;&nbsp;&nbsp;505315 |
| &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. |
| &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;4.418% | 8500000 | &nbsp;&nbsp;8017432 |
| &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;207000 | &nbsp;&nbsp;&nbsp;&nbsp;179006 |
| &nbsp;&nbsp;06/30/2029 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;156292 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 11

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438661 |
| &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> | &nbsp;&nbsp;Stevens Holding Co., Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/01/2026 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71310 |
| &nbsp;&nbsp;Vertical Holdco GmbH<sup>(a)</sup> | &nbsp;&nbsp;Vertical Holdco GmbH<sup>(a)</sup> | &nbsp;&nbsp;Vertical Holdco GmbH<sup>(a)</sup> | &nbsp;&nbsp;Vertical Holdco GmbH<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151150 |
| &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;151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136278 |
| &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> | &nbsp;&nbsp;WESCO Distribution, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271359 |
| &nbsp;&nbsp;06/15/2028 | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290900 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**14112576** |
| &nbsp;&nbsp;**Electric 0.6%** | &nbsp;&nbsp;**Electric 0.6%** | &nbsp;&nbsp;**Electric 0.6%** | &nbsp;&nbsp;**Electric 0.6%** |
| &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;188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171996 |
| &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;03/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343375 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404345 |
| &nbsp;&nbsp;01/15/2032 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81979 |
| &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;CMS Energy Corp. |
| &nbsp;&nbsp;03/01/2044 | &nbsp;&nbsp;4.875% | 1612000 | &nbsp;&nbsp;&nbsp;&nbsp;1454710 |
| &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% | 7485000 | &nbsp;&nbsp;&nbsp;&nbsp;5978881 |
| &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;Eversource Energy |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;3.375% | 3625000 | &nbsp;&nbsp;&nbsp;&nbsp;3186431 |
| &nbsp;&nbsp;Exelon Corp.<sup>(a)</sup> | &nbsp;&nbsp;Exelon Corp.<sup>(a)</sup> | &nbsp;&nbsp;Exelon Corp.<sup>(a)</sup> | &nbsp;&nbsp;Exelon Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;4.100% | 5300000 | &nbsp;&nbsp;&nbsp;&nbsp;4332505 |
| &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;Indiana Michigan Power Co. |
| &nbsp;&nbsp;03/15/2037 | &nbsp;&nbsp;6.050% | 3700000 | &nbsp;&nbsp;&nbsp;&nbsp;3869928 |
| &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;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66749 |
| &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;09/15/2027 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287013 |
| &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;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158669 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141980 |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219027 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393106 |
| &nbsp;&nbsp;Ohio Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Ohio Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Ohio Edison Co.<sup>(a)</sup> | &nbsp;&nbsp;Ohio Edison Co.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;5.500% | 5850000 | &nbsp;&nbsp;&nbsp;&nbsp;5894473 |
| &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;PG&E Corp. |
| &nbsp;&nbsp;07/01/2030 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199014 |
| &nbsp;&nbsp;Progress Energy, Inc. | &nbsp;&nbsp;Progress Energy, Inc. | &nbsp;&nbsp;Progress Energy, Inc. | &nbsp;&nbsp;Progress Energy, Inc. |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;7.750% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5734152 |
| &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;Southern Co. (The) |
| &nbsp;&nbsp;07/01/2046 | &nbsp;&nbsp;4.400% | 7640000 | &nbsp;&nbsp;&nbsp;&nbsp;6471156 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72563 |
| &nbsp;&nbsp;02/15/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342356 |
| &nbsp;&nbsp;07/31/2027 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354956 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101076 |
| &nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;Xcel Energy, Inc. |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;3.400% | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5373202 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**45633642** |
| &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** | &nbsp;&nbsp;**Environmental 0.1%** |
| &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;12/15/2026 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307062 |
| &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. | &nbsp;&nbsp;Waste Connections, Inc. |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;4.200% | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5667923 |
| &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Waste Pro USA, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2026 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477236 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**6452221** |
| &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** | &nbsp;&nbsp;**Finance Companies 0.0%** |
| &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;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194511 |
| &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;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12084 |
| &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;291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257017 |
| &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;03/01/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272991 |
| &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% | &nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431442 |
| &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;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215590 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1383635** |
| &nbsp;&nbsp;**Food and Beverage 0.3%** | &nbsp;&nbsp;**Food and Beverage 0.3%** | &nbsp;&nbsp;**Food and Beverage 0.3%** | &nbsp;&nbsp;**Food and Beverage 0.3%** |
| &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch InBev Worldwide, Inc. |
| &nbsp;&nbsp;01/15/2042 | &nbsp;&nbsp;4.950% | 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7188345 |
| &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;05/15/2038 | &nbsp;&nbsp;5.150% | 8350000 | &nbsp;&nbsp;&nbsp;&nbsp;7578649 |
| &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;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269413 |
| &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> | &nbsp;&nbsp;FAGE International SA/USA Dairy Industry, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;08/15/2026 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425295 |
| &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;12/01/2031 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158957 |
| &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;Kraft Heinz Foods Co. |
| &nbsp;&nbsp;06/01/2046 | &nbsp;&nbsp;4.375% | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;5897026 |

---

12 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;04/15/2031 | &nbsp;&nbsp;4.250% | 515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447554 |
| &nbsp;&nbsp;03/01/2032 | &nbsp;&nbsp;3.500% | 556000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449636 |
| &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% | 182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177485 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.625% | 152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144990 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;4.625% | 322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282677 |
| &nbsp;&nbsp;09/15/2031 | &nbsp;&nbsp;4.500% | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97147 |
| &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% | 621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535320 |
| &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% | 149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123255 |
| &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;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58120 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;4.750% | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242538 |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;4.625% | 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153397 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**24229804** |
| &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** | &nbsp;&nbsp;**Gaming 0.0%** |
| &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% | 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223813 |
| &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% | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145654 |
| &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% | 594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499759 |
| &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% | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306526 |
| &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;6.250% | 371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366059 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;8.125% | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270060 |
| &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% | 113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113693 |
| &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;4.125% | 122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114814 |
| &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% | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225388 |
| &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% | 434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367273 |
| &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% | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160181 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**2793220** |
| &nbsp;&nbsp;**Health Care 0.4%** | &nbsp;&nbsp;**Health Care 0.4%** | &nbsp;&nbsp;**Health Care 0.4%** | &nbsp;&nbsp;**Health Care 0.4%** |
| &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% | 318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299630 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.000% | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148467 |
| &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;03/01/2030 | &nbsp;&nbsp;5.125% | 618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529005 |
| &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% | 283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260332 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;3.875% | 339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290715 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. | &nbsp;&nbsp;Becton Dickinson and Co. |
| &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;4087000 | &nbsp;&nbsp;&nbsp;&nbsp;3743512 |
| &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;04/01/2030 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112202 |
| &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;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145761 |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106815 |
| &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CHS/Community Health Systems, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63743 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128327 |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448398 |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;CVS Health Corp. |
| &nbsp;&nbsp;03/25/2048 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6019796 |
| &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;11/22/2052 | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;4286000 | &nbsp;&nbsp;&nbsp;&nbsp;4765436 |
| &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% | 10525000 | &nbsp;&nbsp;&nbsp;&nbsp;8466990 |
| &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;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49856 |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233961 |
| &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Owens & Minor, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2030 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150066 |
| &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% | &nbsp;&nbsp;&nbsp;&nbsp;811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784809 |
| &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;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103727 |
| &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;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356380 |
| &nbsp;&nbsp;11/01/2027 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222060 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291970 |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161993 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169678 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**28053629** |
| &nbsp;&nbsp;**Healthcare Insurance 0.1%** | &nbsp;&nbsp;**Healthcare Insurance 0.1%** | &nbsp;&nbsp;**Healthcare Insurance 0.1%** | &nbsp;&nbsp;**Healthcare Insurance 0.1%** |
| &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. | &nbsp;&nbsp;Anthem, Inc. |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1450942 |
| &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. |
| &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442452 |
| &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;UnitedHealth Group, Inc. |
| &nbsp;&nbsp;05/15/2062 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7684468 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**9577862** |
| &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** | &nbsp;&nbsp;**Home Construction 0.0%** |
| &nbsp;&nbsp;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;&nbsp;302000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299526 |
| &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% | &nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233887 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 13

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;167000 | &nbsp;&nbsp;&nbsp;&nbsp;144194 |
| &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;06/15/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67050 |
| &nbsp;&nbsp;08/01/2030 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;175395 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**920052** |
| &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** | &nbsp;&nbsp;**Independent Energy 0.1%** |
| &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;Apache Corp. |
| &nbsp;&nbsp;09/01/2040 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;147993 |
| &nbsp;&nbsp;02/01/2042 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57119 |
| &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;588000 | &nbsp;&nbsp;&nbsp;&nbsp;564496 |
| &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;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30888 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;165549 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69597 |
| &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;5.875% | &nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;360585 |
| &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CrownRock LP/Finance, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp;321967 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp;245941 |
| &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;5.750% | &nbsp;&nbsp;&nbsp;346000 | &nbsp;&nbsp;&nbsp;&nbsp;340516 |
| &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;6.250% | &nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;362490 |
| &nbsp;&nbsp;02/01/2029 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94515 |
| &nbsp;&nbsp;04/15/2030 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;131000 | &nbsp;&nbsp;&nbsp;&nbsp;120915 |
| &nbsp;&nbsp;04/15/2032 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;110970 |
| &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;5.875% | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;416194 |
| &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;6.625% | 1487000 | &nbsp;&nbsp;1551831 |
| &nbsp;&nbsp;09/15/2036 | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;653431 |
| &nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;SM Energy Co. |
| &nbsp;&nbsp;09/15/2026 | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp;251873 |
| &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. | &nbsp;&nbsp;Southwestern Energy Co. |
| &nbsp;&nbsp;02/01/2032 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;501511 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**6368381** |
| &nbsp;&nbsp;**Integrated Energy 0.0%** | &nbsp;&nbsp;**Integrated Energy 0.0%** | &nbsp;&nbsp;**Integrated Energy 0.0%** | &nbsp;&nbsp;**Integrated Energy 0.0%** |
| &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;3.750% | 4675000 | &nbsp;&nbsp;3370511 |
| &nbsp;&nbsp;**Leisure 0.1%** | &nbsp;&nbsp;**Leisure 0.1%** | &nbsp;&nbsp;**Leisure 0.1%** | &nbsp;&nbsp;**Leisure 0.1%** |
| &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;7.625% | &nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93381 |
| &nbsp;&nbsp;03/01/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;697000 | &nbsp;&nbsp;&nbsp;&nbsp;518263 |
| &nbsp;&nbsp;08/01/2028 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;283792 |
| &nbsp;&nbsp;05/01/2029 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;194174 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187491 |
| &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;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138531 |
| &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;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345036 |
| &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;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89693 |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269472 |
| &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277005 |
| &nbsp;&nbsp;05/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204343 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97017 |
| &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;03/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125690 |
| &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;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61194 |
| &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;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324912 |
| &nbsp;&nbsp;08/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104069 |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97936 |
| &nbsp;&nbsp;04/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208653 |
| &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;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156466 |
| &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;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325742 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4102860** |
| &nbsp;&nbsp;**Life Insurance 0.3%** | &nbsp;&nbsp;**Life Insurance 0.3%** | &nbsp;&nbsp;**Life Insurance 0.3%** | &nbsp;&nbsp;**Life Insurance 0.3%** |
| &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> | &nbsp;&nbsp;CoreBridge Financial, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/05/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;4433425 |
| &nbsp;&nbsp;Five Corners Funding Trust II<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust II<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust II<sup>(a)</sup> | &nbsp;&nbsp;Five Corners Funding Trust II<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | 10500000 | &nbsp;&nbsp;&nbsp;&nbsp;8892213 |
| &nbsp;&nbsp;MetLife, Inc. | &nbsp;&nbsp;MetLife, Inc. | &nbsp;&nbsp;MetLife, Inc. | &nbsp;&nbsp;MetLife, Inc. |
| &nbsp;&nbsp;07/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;1193000 | &nbsp;&nbsp;&nbsp;&nbsp;1153712 |
| &nbsp;&nbsp;Pacific LifeCorp<sup>(a)</sup> | &nbsp;&nbsp;Pacific LifeCorp<sup>(a)</sup> | &nbsp;&nbsp;Pacific LifeCorp<sup>(a)</sup> | &nbsp;&nbsp;Pacific LifeCorp<sup>(a)</sup> |
| &nbsp;&nbsp;09/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;5690000 | &nbsp;&nbsp;&nbsp;&nbsp;5452780 |
| &nbsp;&nbsp;Voya Financial, Inc. | &nbsp;&nbsp;Voya Financial, Inc. | &nbsp;&nbsp;Voya Financial, Inc. | &nbsp;&nbsp;Voya Financial, Inc. |
| &nbsp;&nbsp;06/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;4528000 | &nbsp;&nbsp;&nbsp;&nbsp;3701511 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**23633641** |
| &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;05/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225369 |

---

14 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Media and Entertainment 0.2%** | &nbsp;&nbsp;**Media and Entertainment 0.2%** | &nbsp;&nbsp;**Media and Entertainment 0.2%** | &nbsp;&nbsp;**Media and Entertainment 0.2%** |
| &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;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166975 |
| &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;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234086 |
| &nbsp;&nbsp;06/01/2029 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215289 |
| &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;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485918 |
| &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;&nbsp;&nbsp;40481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38424 |
| &nbsp;&nbsp;05/01/2027 | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;551365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489969 |
| &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;08/15/2027 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151504 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274019 |
| &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% | 13497000 | &nbsp;&nbsp;10434735 |
| &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;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262473 |
| &nbsp;&nbsp;03/15/2030 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163731 |
| &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;381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311734 |
| &nbsp;&nbsp;Scripps Escrow II, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow II, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow II, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow II, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38712 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71847 |
| &nbsp;&nbsp;Scripps Escrow, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Scripps Escrow, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;07/15/2027 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63773 |
| &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;157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134408 |
| &nbsp;&nbsp;06/30/2030 | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209559 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13747156** |
| &nbsp;&nbsp;**Metals and Mining 0.1%** | &nbsp;&nbsp;**Metals and Mining 0.1%** | &nbsp;&nbsp;**Metals and Mining 0.1%** | &nbsp;&nbsp;**Metals and Mining 0.1%** |
| &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;189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161728 |
| &nbsp;&nbsp;10/01/2031 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257045 |
| &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;523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499244 |
| &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;595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545829 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;849000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696376 |
| &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Hudbay Minerals, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737463 |
| &nbsp;&nbsp;04/01/2029 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246411 |
| &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;187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164393 |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404204 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158977 |
| &nbsp;&nbsp;01/30/2030 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297885 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139926 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4309481** |
| &nbsp;&nbsp;**Midstream 0.6%** | &nbsp;&nbsp;**Midstream 0.6%** | &nbsp;&nbsp;**Midstream 0.6%** | &nbsp;&nbsp;**Midstream 0.6%** |
| &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;Cheniere Energy Partners LP |
| &nbsp;&nbsp;10/01/2029 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111987 |
| &nbsp;&nbsp;03/01/2031 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207058 |
| &nbsp;&nbsp;01/31/2032 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331185 |
| &nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;Cheniere Energy, Inc. |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145605 |
| &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;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184085 |
| &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;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189652 |
| &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;199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174989 |
| &nbsp;&nbsp;06/15/2031 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200439 |
| &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP | &nbsp;&nbsp;Energy Transfer Partners LP |
| &nbsp;&nbsp;02/01/2042 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2984017 |
| &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;EQM Midstream Partners LP |
| &nbsp;&nbsp;08/01/2024 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135750 |
| &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;358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351977 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91857 |
| &nbsp;&nbsp;07/01/2027 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199358 |
| &nbsp;&nbsp;06/01/2030 | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110016 |
| &nbsp;&nbsp;01/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673947 |
| &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;236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231167 |
| &nbsp;&nbsp;02/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243210 |
| &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp;03/01/2044 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6492011 |
| &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;MPLX LP |
| &nbsp;&nbsp;02/15/2049 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6322982 |
| &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP | &nbsp;&nbsp;NuStar Logistics LP |
| &nbsp;&nbsp;06/01/2026 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213316 |
| &nbsp;&nbsp;04/28/2027 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232647 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230704 |
| &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;01/15/2037 | &nbsp;&nbsp;6.650% | 10060000 | &nbsp;&nbsp;10091056 |
| &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;03/01/2030 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247051 |
| &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;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203863 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 15

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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% | &nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268658 |
| &nbsp;&nbsp;08/15/2031 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443446 |
| &nbsp;&nbsp;11/01/2033 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217295 |
| &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP | &nbsp;&nbsp;Western Gas Partners LP |
| &nbsp;&nbsp;08/15/2048 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147066 |
| &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;Western Midstream Operating LP |
| &nbsp;&nbsp;03/01/2028 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372085 |
| &nbsp;&nbsp;Western Midstream Operating LP<sup>(f)</sup> | &nbsp;&nbsp;Western Midstream Operating LP<sup>(f)</sup> | &nbsp;&nbsp;Western Midstream Operating LP<sup>(f)</sup> | &nbsp;&nbsp;Western Midstream Operating LP<sup>(f)</sup> |
| &nbsp;&nbsp;02/01/2050 | &nbsp;&nbsp;5.500% | 6375000 | &nbsp;&nbsp;&nbsp;&nbsp;5199834 |
| &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% | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;5850134 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**43098447** |
| &nbsp;&nbsp;**Natural Gas 0.1%** | &nbsp;&nbsp;**Natural Gas 0.1%** | &nbsp;&nbsp;**Natural Gas 0.1%** | &nbsp;&nbsp;**Natural Gas 0.1%** |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. |
| &nbsp;&nbsp;02/15/2044 | &nbsp;&nbsp;4.800% | 8002000 | &nbsp;&nbsp;&nbsp;&nbsp;7149101 |
| &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** | &nbsp;&nbsp;**Oil Field Services 0.0%** |
| &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;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156945 |
| &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;351273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347887 |
| &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;09/01/2027 | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153685 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**658517** |
| &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** | &nbsp;&nbsp;**Other Industry 0.0%** |
| &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Picasso Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;06/15/2025 | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218530 |
| &nbsp;&nbsp;**Other REIT 0.0%** | &nbsp;&nbsp;**Other REIT 0.0%** | &nbsp;&nbsp;**Other REIT 0.0%** | &nbsp;&nbsp;**Other REIT 0.0%** |
| &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;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154042 |
| &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;498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473209 |
| &nbsp;&nbsp;02/01/2027 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147495 |
| &nbsp;&nbsp;06/15/2029 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420232 |
| &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;5.875% | &nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255594 |
| &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;4.875% | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132527 |
| &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> | &nbsp;&nbsp;RLJ Lodging Trust LP<sup>(a)</sup> |
| &nbsp;&nbsp;07/01/2026 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126025 |
| &nbsp;&nbsp;09/15/2029 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108178 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1817302** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** | &nbsp;&nbsp;**Packaging 0.0%** |
| &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;&nbsp;354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345657 |
| &nbsp;&nbsp;09/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485476 |
| &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% | &nbsp;&nbsp;&nbsp;&nbsp;226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199016 |
| &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;&nbsp;428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337185 |
| &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;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364245 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**1731579** |
| &nbsp;&nbsp;**Pharmaceuticals 0.3%** | &nbsp;&nbsp;**Pharmaceuticals 0.3%** | &nbsp;&nbsp;**Pharmaceuticals 0.3%** | &nbsp;&nbsp;**Pharmaceuticals 0.3%** |
| &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;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41249 |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. |
| &nbsp;&nbsp;11/06/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7160449 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;09/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2.770% | 12184000 | &nbsp;&nbsp;&nbsp;&nbsp;7553224 |
| &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC | &nbsp;&nbsp;AstraZeneca Finance LLC |
| &nbsp;&nbsp;05/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;2945470 |
| &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;02/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86386 |
| &nbsp;&nbsp;08/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110332 |
| &nbsp;&nbsp;06/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58817 |
| &nbsp;&nbsp;09/30/2028 | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57811 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874 |
| &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. | &nbsp;&nbsp;Bristol Myers Squibb Co. |
| &nbsp;&nbsp;02/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;3418000 | &nbsp;&nbsp;&nbsp;&nbsp;3166947 |
| &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;&nbsp;211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176507 |
| &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;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129581 |
| &nbsp;&nbsp;04/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368209 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**21862856** |
| &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** | &nbsp;&nbsp;**Property & Casualty 0.2%** |
| &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;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;451000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406163 |
| &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664685 |
| &nbsp;&nbsp;11/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168386 |
| &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;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115584 |
| &nbsp;&nbsp;01/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316055 |
| &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;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;7354502 |
| &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;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354112 |

---

16 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;05/01/2026 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291651 |
| &nbsp;&nbsp;12/01/2029 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332544 |
| &nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;Loews Corp. |
| &nbsp;&nbsp;05/15/2030 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3502573 |
| &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. | &nbsp;&nbsp;Radian Group, Inc. |
| &nbsp;&nbsp;03/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113986 |
| &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;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41023 |
| &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;232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228193 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**13889457** |
| &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** | &nbsp;&nbsp;**Railroads 0.1%** |
| &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;CSX Corp. |
| &nbsp;&nbsp;03/15/2044 | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4270045 |
| &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** | &nbsp;&nbsp;**Restaurants 0.0%** |
| &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;01/15/2028 | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320951 |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97650 |
| &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% | &nbsp;&nbsp;&nbsp;&nbsp;361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362014 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**780615** |
| &nbsp;&nbsp;**Retailers 0.1%** | &nbsp;&nbsp;**Retailers 0.1%** | &nbsp;&nbsp;**Retailers 0.1%** | &nbsp;&nbsp;**Retailers 0.1%** |
| &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;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216367 |
| &nbsp;&nbsp;02/15/2032 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228328 |
| &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;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202387 |
| &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;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34871 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380579 |
| &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;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143453 |
| &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;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101538 |
| &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;04/01/2052 | &nbsp;&nbsp;4.250% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;8212046 |
| &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;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240239 |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202035 |
| &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;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100503 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**10062346** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Supermarkets 0.0%** | &nbsp;&nbsp;**Supermarkets 0.0%** | &nbsp;&nbsp;**Supermarkets 0.0%** | &nbsp;&nbsp;**Supermarkets 0.0%** |
| &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;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97388 |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;151213 |
| &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;130000 | &nbsp;&nbsp;&nbsp;&nbsp;117977 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**366578** |
| &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** |
| &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;254000 | &nbsp;&nbsp;&nbsp;&nbsp;228376 |
| &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;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85888 |
| &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;02/15/2051 | &nbsp;&nbsp;3.750% | 10047000 | &nbsp;&nbsp;7068401 |
| &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;118000 | &nbsp;&nbsp;&nbsp;&nbsp;111925 |
| &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;160000 | &nbsp;&nbsp;&nbsp;&nbsp;143540 |
| &nbsp;&nbsp;07/01/2029 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;399130 |
| &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;168000 | &nbsp;&nbsp;&nbsp;&nbsp;157327 |
| &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;409000 | &nbsp;&nbsp;&nbsp;&nbsp;338292 |
| &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;233000 | &nbsp;&nbsp;&nbsp;&nbsp;200529 |
| &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;06/15/2030 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;319000 | &nbsp;&nbsp;&nbsp;&nbsp;300321 |
| &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;10/01/2030 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;224929 |
| &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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;144548 |
| &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;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;134545 |
| &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;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;162705 |
| &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;09/15/2027 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85607 |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;148767 |
| &nbsp;&nbsp;07/15/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;321084 |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;150290 |
| &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;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;311230 |
| &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;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;305706 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 17

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> | &nbsp;&nbsp;NCR Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;09/01/2027 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149750 |
| &nbsp;&nbsp;10/01/2028 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434076 |
| &nbsp;&nbsp;04/15/2029 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338123 |
| &nbsp;&nbsp;10/01/2030 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15209 |
| &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;9.290% | &nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225326 |
| &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;3.400% | 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;7824693 |
| &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;Oracle Corp. |
| &nbsp;&nbsp;04/15/2038 | &nbsp;&nbsp;6.500% | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4696969 |
| &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;6.500% | &nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301736 |
| &nbsp;&nbsp;RELX Capital, Inc. | &nbsp;&nbsp;RELX Capital, Inc. | &nbsp;&nbsp;RELX Capital, Inc. | &nbsp;&nbsp;RELX Capital, Inc. |
| &nbsp;&nbsp;05/20/2032 | &nbsp;&nbsp;4.750% | 2768000 | &nbsp;&nbsp;&nbsp;&nbsp;2709231 |
| &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;5.875% | &nbsp;&nbsp;&nbsp;207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197571 |
| &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;11/01/2026 | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334562 |
| &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> | &nbsp;&nbsp;Tempo Acquisition LLC/Finance Corp.<sup>(a)</sup> |
| &nbsp;&nbsp;06/01/2025 | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281980 |
| &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;409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409490 |
| &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;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486280 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**29428136** |
| &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** | &nbsp;&nbsp;**Transportation Services 0.1%** |
| &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> | &nbsp;&nbsp;ERAC USA Finance LLC<sup>(a)</sup> |
| &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;7.000% | 5050000 | &nbsp;&nbsp;&nbsp;&nbsp;5507484 |
| &nbsp;&nbsp;**Wireless 0.2%** | &nbsp;&nbsp;**Wireless 0.2%** | &nbsp;&nbsp;**Wireless 0.2%** | &nbsp;&nbsp;**Wireless 0.2%** |
| &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;547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370153 |
| &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;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199933 |
| &nbsp;&nbsp;01/15/2028 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485825 |
| &nbsp;&nbsp;07/15/2029 | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155219 |
| &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% | 4750000 | &nbsp;&nbsp;&nbsp;&nbsp;4348368 |
| &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;236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282170 |
| &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. | &nbsp;&nbsp;Sprint Corp. |
| &nbsp;&nbsp;03/01/2026 | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296237 |
| &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;01/15/2053 | &nbsp;&nbsp;5.650% | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;7019682 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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% | &nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132431 |
| &nbsp;&nbsp;07/15/2031 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271229 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**13561247** |
| &nbsp;&nbsp;**Wirelines 0.2%** | &nbsp;&nbsp;**Wirelines 0.2%** | &nbsp;&nbsp;**Wirelines 0.2%** | &nbsp;&nbsp;**Wirelines 0.2%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;09/15/2053 | &nbsp;&nbsp;3.500% | 12115000 | &nbsp;&nbsp;&nbsp;&nbsp;8554512 |
| &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;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184161 |
| &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;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168576 |
| &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;&nbsp;339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323137 |
| &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476790 |
| &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;Verizon Communications, Inc. |
| &nbsp;&nbsp;03/22/2061 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;5767059 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**15474235** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $635,736,896) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $635,736,896) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $635,736,896) | &nbsp;&nbsp;**549157264** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.9%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.9%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 0.9%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**International Mid Large Cap 0.9%** | &nbsp;&nbsp;**International Mid Large Cap 0.9%** | &nbsp;&nbsp;**International Mid Large Cap 0.9%** |
| &nbsp;&nbsp;iShares Core MSCI EAFE ETF | &nbsp;&nbsp;1079495 | &nbsp;&nbsp;68062160 |
| &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $72,408,419) | &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $72,408,419) | &nbsp;&nbsp;**68062160** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government Obligations<sup>(g)</sup> 0.0%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g)</sup> 0.0%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g)</sup> 0.0%** | &nbsp;&nbsp;**Foreign Government Obligations<sup>(g)</sup> 0.0%** |
| &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;06/01/2024 | &nbsp;&nbsp;4.875% | 145000 | &nbsp;&nbsp;141735 |
| &nbsp;&nbsp;06/01/2027 | &nbsp;&nbsp;5.250% | 217000 | &nbsp;&nbsp;195467 |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;4.250% | 290000 | &nbsp;&nbsp;243863 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**581065** |
| &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $633,179) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $633,179) | &nbsp;&nbsp;Total Foreign Government Obligations<br> (Cost $633,179) | &nbsp;&nbsp;**581065** |

---

18 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 11.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 11.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 11.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 11.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &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;07/01/2029-<br> 09/01/2043 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;641668 | &nbsp;&nbsp;&nbsp;&nbsp;617538 |
| &nbsp;&nbsp;10/01/2031-<br> 10/01/2039 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;117080 | &nbsp;&nbsp;&nbsp;&nbsp;120728 |
| &nbsp;&nbsp;06/01/2032-<br> 07/01/2032 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;110741 | &nbsp;&nbsp;&nbsp;&nbsp;114182 |
| &nbsp;&nbsp;12/01/2036-<br> 01/01/2039 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;53027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55729 |
| &nbsp;&nbsp;03/01/2038 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
| &nbsp;&nbsp;10/01/2038-<br> 05/01/2041 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;121657 | &nbsp;&nbsp;&nbsp;&nbsp;124943 |
| &nbsp;&nbsp;05/01/2039-<br> 10/01/2040 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;352579 | &nbsp;&nbsp;&nbsp;&nbsp;353425 |
| &nbsp;&nbsp;12/01/2042 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;294204 | &nbsp;&nbsp;&nbsp;&nbsp;270280 |
| &nbsp;&nbsp;CMO Series 1614 Class MZ | &nbsp;&nbsp;CMO Series 1614 Class MZ | &nbsp;&nbsp;CMO Series 1614 Class MZ | &nbsp;&nbsp;CMO Series 1614 Class MZ |
| &nbsp;&nbsp;11/15/2023 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b)</sup> |
| &nbsp;&nbsp;12-month USD LIBOR + 1.709%<br> Cap 11.157%<br> 08/01/2036 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 |
| &nbsp;&nbsp;12-month USD LIBOR + 1.765%<br> Cap 11.140%<br> 12/01/2036 | &nbsp;&nbsp;2.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(h)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(h)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(h)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(h)</sup> |
| &nbsp;&nbsp;01/01/2038 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;158787 | &nbsp;&nbsp;&nbsp;&nbsp;166854 |
| &nbsp;&nbsp;05/01/2038 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;80729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84542 |
| &nbsp;&nbsp;11/01/2039-<br> 06/01/2041 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;858764 | &nbsp;&nbsp;&nbsp;&nbsp;861771 |
| &nbsp;&nbsp;05/01/2041 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;217010 | &nbsp;&nbsp;&nbsp;&nbsp;220588 |
| &nbsp;&nbsp;01/01/2043-<br> 06/01/2046 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;563773 | &nbsp;&nbsp;&nbsp;&nbsp;528615 |
| &nbsp;&nbsp;08/01/2043-<br> 05/01/2045 | &nbsp;&nbsp;3.000% | 4840252 | &nbsp;&nbsp;4404600 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(h)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(h)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(h)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(h)</sup> |
| &nbsp;&nbsp;12/01/2025-<br> 03/01/2046 | &nbsp;&nbsp;3.500% | 4599821 | &nbsp;&nbsp;4389119 |
| &nbsp;&nbsp;07/01/2027-<br> 09/01/2049 | &nbsp;&nbsp;3.000% | 3268368 | &nbsp;&nbsp;3007842 |
| &nbsp;&nbsp;10/01/2043-<br> 02/01/2044 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;555641 | &nbsp;&nbsp;&nbsp;&nbsp;554452 |
| &nbsp;&nbsp;08/01/2044 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;138726 | &nbsp;&nbsp;&nbsp;&nbsp;135508 |
| &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;01/01/2026-<br> 05/01/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;346905 | &nbsp;&nbsp;&nbsp;&nbsp;338549 |
| &nbsp;&nbsp;01/01/2029-<br> 06/01/2044 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;606905 | &nbsp;&nbsp;&nbsp;&nbsp;605443 |
| &nbsp;&nbsp;06/01/2031 | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;53019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54646 |
| &nbsp;&nbsp;07/01/2032-<br> 03/01/2037 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;135489 | &nbsp;&nbsp;&nbsp;&nbsp;139732 |
| &nbsp;&nbsp;06/01/2037-<br> 02/01/2038 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;60513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63512 |
| &nbsp;&nbsp;05/01/2040-<br> 06/01/2044 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;809385 | &nbsp;&nbsp;&nbsp;&nbsp;810722 |
| &nbsp;&nbsp;08/01/2043 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;104707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95947 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Series 2006-M2 Class A2A | &nbsp;&nbsp;Series 2006-M2 Class A2A | &nbsp;&nbsp;Series 2006-M2 Class A2A | &nbsp;&nbsp;Series 2006-M2 Class A2A |
| &nbsp;&nbsp;10/25/2032 | &nbsp;&nbsp;5.271% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216488 |
| &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(i)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(i)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(i)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(i)</sup> |
| &nbsp;&nbsp;12/15/2037-<br> 12/13/2052 | &nbsp;&nbsp;3.000% | 173650000 | &nbsp;&nbsp;154660302 |
| &nbsp;&nbsp;12/15/2037-<br> 12/13/2052 | &nbsp;&nbsp;3.500% | 153900000 | &nbsp;&nbsp;142389449 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;51775000 | &nbsp;&nbsp;&nbsp;&nbsp;42643589 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;2.500% | 136975000 | &nbsp;&nbsp;117167131 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;4.000% | 164200000 | &nbsp;&nbsp;155265210 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;4.500% | 112825000 | &nbsp;&nbsp;109810457 |
| &nbsp;&nbsp;12/13/2052 | &nbsp;&nbsp;5.000% | 104200000 | &nbsp;&nbsp;103679000 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $812,624,725) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $812,624,725) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $812,624,725) | &nbsp;&nbsp;**843959369** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 11.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 11.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 11.2%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 11.2%** |
| &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;510 Asset Backed Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;06/25/2061 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;&nbsp;&nbsp;9116482 | &nbsp;&nbsp;&nbsp;&nbsp;8441502 |
| &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ajax Mortgage Loan Trust<sup>(a),(c)</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;09/25/2065 | &nbsp;&nbsp;1.065% | &nbsp;&nbsp;15105564 | &nbsp;&nbsp;&nbsp;&nbsp;13151085 |
| &nbsp;&nbsp;CMO Series 2021-B Class A | &nbsp;&nbsp;CMO Series 2021-B Class A | &nbsp;&nbsp;CMO Series 2021-B Class A | &nbsp;&nbsp;CMO Series 2021-B Class A |
| &nbsp;&nbsp;06/25/2066 | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp;7234116 | &nbsp;&nbsp;&nbsp;&nbsp;6617621 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 | &nbsp;&nbsp;CMO Series 2020-6 Class A3 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;1.775% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713915 |
| &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 | &nbsp;&nbsp;CMO Series 2020-6 Class M1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;&nbsp;&nbsp;2575000 | &nbsp;&nbsp;&nbsp;&nbsp;1898085 |
| &nbsp;&nbsp;CMO Series 2020-R1 Class A1 | &nbsp;&nbsp;CMO Series 2020-R1 Class A1 | &nbsp;&nbsp;CMO Series 2020-R1 Class A1 | &nbsp;&nbsp;CMO Series 2020-R1 Class A1 |
| &nbsp;&nbsp;04/25/2053 | &nbsp;&nbsp;0.990% | &nbsp;&nbsp;&nbsp;&nbsp;3911784 | &nbsp;&nbsp;&nbsp;&nbsp;3398653 |
| &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 | &nbsp;&nbsp;CMO Series 2022-6 Class A1 |
| &nbsp;&nbsp;07/25/2067 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;28305548 | &nbsp;&nbsp;&nbsp;&nbsp;26431942 |
| &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Angel Oak Mortgage Trust I LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 | &nbsp;&nbsp;CMO Series 2018-3 Class A3 |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;3.853% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68519 |
| &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 2020-3A Class M1B | &nbsp;&nbsp;CMO Series 2020-3A Class M1B | &nbsp;&nbsp;CMO Series 2020-3A Class M1B | &nbsp;&nbsp;CMO Series 2020-3A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 10/25/2030 | &nbsp;&nbsp;6.894% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136533 |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C | &nbsp;&nbsp;CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp;30-day Average SOFR + 2.950%<br> Floor 2.950%<br> 03/25/2031 | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;&nbsp;&nbsp;5337000 | &nbsp;&nbsp;&nbsp;&nbsp;4946308 |
| &nbsp;&nbsp;CMO Series 2021-3A Class M1A | &nbsp;&nbsp;CMO Series 2021-3A Class M1A | &nbsp;&nbsp;CMO Series 2021-3A Class M1A | &nbsp;&nbsp;CMO Series 2021-3A Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.000%<br> Floor 1.000%<br> 09/25/2031 | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;10334667 | &nbsp;&nbsp;&nbsp;&nbsp;10115903 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 19

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BRAVO Residential Funding Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 |
| &nbsp;&nbsp;05/25/2060 | &nbsp;&nbsp;1.449% | &nbsp;&nbsp;1267637 | &nbsp;&nbsp;&nbsp;&nbsp;1151887 |
| &nbsp;&nbsp;CMO Series 2020-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL1 Class A1 |
| &nbsp;&nbsp;05/26/2059 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4086532 | &nbsp;&nbsp;&nbsp;&nbsp;3765170 |
| &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;1.991% | &nbsp;&nbsp;7980832 | &nbsp;&nbsp;&nbsp;&nbsp;7562412 |
| &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 | &nbsp;&nbsp;CMO Series 2021-B Class A1 |
| &nbsp;&nbsp;04/01/2069 | &nbsp;&nbsp;2.115% | &nbsp;&nbsp;5648327 | &nbsp;&nbsp;&nbsp;&nbsp;5272633 |
| &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 |
| &nbsp;&nbsp;02/25/2049 | &nbsp;&nbsp;0.941% | &nbsp;&nbsp;7998670 | &nbsp;&nbsp;&nbsp;&nbsp;6736232 |
| &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;02/25/2049 | &nbsp;&nbsp;1.332% | &nbsp;&nbsp;3240166 | &nbsp;&nbsp;&nbsp;&nbsp;2705876 |
| &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;1.435% | &nbsp;&nbsp;2120822 | &nbsp;&nbsp;&nbsp;&nbsp;1985359 |
| &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 |
| &nbsp;&nbsp;07/25/2062 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;6973443 | &nbsp;&nbsp;&nbsp;&nbsp;6789273 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-NQM2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-NQM2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-NQM2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-NQM2 Class B1 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;3.044% | &nbsp;&nbsp;2725000 | &nbsp;&nbsp;&nbsp;&nbsp;2154705 |
| &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CHNGE Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;01/25/2067 | &nbsp;&nbsp;3.007% | 14509911 | &nbsp;&nbsp;12987380 |
| &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A1 |
| &nbsp;&nbsp;06/25/2067 | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;5859796 | &nbsp;&nbsp;&nbsp;&nbsp;5703284 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 | &nbsp;&nbsp;CMO Series 2018-R6 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.076%<br> Floor 1.076%<br> 09/25/2058 | &nbsp;&nbsp;5.196% | &nbsp;&nbsp;6990169 | &nbsp;&nbsp;&nbsp;&nbsp;6835950 |
| &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CIM Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR1 Class A1 |
| &nbsp;&nbsp;07/25/2055 | &nbsp;&nbsp;2.569% | &nbsp;&nbsp;5737500 | &nbsp;&nbsp;&nbsp;&nbsp;5382634 |
| &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NR2 Class A1 |
| &nbsp;&nbsp;07/25/2059 | &nbsp;&nbsp;2.568% | &nbsp;&nbsp;4465489 | &nbsp;&nbsp;&nbsp;&nbsp;4067288 |
| &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;COLT Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 |
| &nbsp;&nbsp;03/25/2065 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp;211240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205629 |
| &nbsp;&nbsp;CMO Series 2021-2R Class A1 | &nbsp;&nbsp;CMO Series 2021-2R Class A1 | &nbsp;&nbsp;CMO Series 2021-2R Class A1 | &nbsp;&nbsp;CMO Series 2021-2R Class A1 |
| &nbsp;&nbsp;07/27/2054 | &nbsp;&nbsp;0.798% | &nbsp;&nbsp;2453117 | &nbsp;&nbsp;&nbsp;&nbsp;2007496 |
| &nbsp;&nbsp;CMO Series 2021-HX1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HX1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HX1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HX1 Class M1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;1947847 |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;12/27/2066 | &nbsp;&nbsp;2.284% | 15143012 | &nbsp;&nbsp;12794764 |
| &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 |
| &nbsp;&nbsp;03/25/2067 | &nbsp;&nbsp;4.301% | 12817647 | &nbsp;&nbsp;12015058 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;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 2020-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2020-R01 Class 1M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.050%<br> 01/25/2040 | &nbsp;&nbsp;6.066% | &nbsp;&nbsp;3263431 | &nbsp;&nbsp;&nbsp;&nbsp;3206321 |
| &nbsp;&nbsp;CMO Series 2022-R04 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R04 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R04 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R04 Class 1M2 |
| &nbsp;&nbsp;30-day Average SOFR + 3.100%<br> 03/25/2042 | &nbsp;&nbsp;6.621% | &nbsp;&nbsp;7200000 | &nbsp;&nbsp;&nbsp;&nbsp;6967354 |
| &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A1 |
| &nbsp;&nbsp;03/25/2056 | &nbsp;&nbsp;0.830% | &nbsp;&nbsp;4512196 | &nbsp;&nbsp;&nbsp;&nbsp;3292761 |
| &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;1.199% | &nbsp;&nbsp;1616931 | &nbsp;&nbsp;&nbsp;&nbsp;1439891 |
| &nbsp;&nbsp;CMO Series 2021-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class M1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749681 |
| &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;1.668% | 10733252 | &nbsp;&nbsp;10046113 |
| &nbsp;&nbsp;CMO Series 2021-RPL2 Class M1 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M1 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M1 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M1 |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4775000 | &nbsp;&nbsp;&nbsp;&nbsp;3463070 |
| &nbsp;&nbsp;CMO Series 2021-RPL2 Class M2 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M2 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M2 | &nbsp;&nbsp;CMO Series 2021-RPL2 Class M2 |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2525000 | &nbsp;&nbsp;&nbsp;&nbsp;1793004 |
| &nbsp;&nbsp;CMO Series 2022-ATH3 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A1 | &nbsp;&nbsp;CMO Series 2022-ATH3 Class A1 |
| &nbsp;&nbsp;08/25/2067 | &nbsp;&nbsp;9.982% | &nbsp;&nbsp;7244475 | &nbsp;&nbsp;&nbsp;&nbsp;6927744 |
| &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A | &nbsp;&nbsp;CMO Series 2018-RPL9 Class A |
| &nbsp;&nbsp;09/25/2057 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9974236 | &nbsp;&nbsp;&nbsp;&nbsp;9253039 |
| &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL4 Class A1 |
| &nbsp;&nbsp;12/27/2060 | &nbsp;&nbsp;1.796% | &nbsp;&nbsp;7419018 | &nbsp;&nbsp;&nbsp;&nbsp;6539864 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL3 Class A1 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;2.691% | &nbsp;&nbsp;5177036 | &nbsp;&nbsp;&nbsp;&nbsp;4929055 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 | &nbsp;&nbsp;Subordinated CMO Series 2020-RPL4 Class A1 |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4214899 | &nbsp;&nbsp;&nbsp;&nbsp;3723770 |
| &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> | &nbsp;&nbsp;CSMC Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 | &nbsp;&nbsp;CMO Series 2019-AFC1 Class A1 |
| &nbsp;&nbsp;07/25/2049 | &nbsp;&nbsp;2.573% | &nbsp;&nbsp;2739998 | &nbsp;&nbsp;&nbsp;&nbsp;2516718 |
| &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 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> 10/25/2033 | &nbsp;&nbsp;5.697% | &nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp;&nbsp;2849428 |
| &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B | &nbsp;&nbsp;CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.050%<br> Floor 2.050%<br> 04/25/2034 | &nbsp;&nbsp;5.571% | 11950000 | &nbsp;&nbsp;11487971 |
| &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Ellington Financial Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.046% | &nbsp;&nbsp;&nbsp;&nbsp;741053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668300 |
| &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;2.006% | &nbsp;&nbsp;&nbsp;&nbsp;216999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204162 |

---

20 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 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;04/25/2067 | &nbsp;&nbsp;4.299% | 34689493 | &nbsp;&nbsp;32618080 |
| &nbsp;&nbsp;Equifirst Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Equifirst Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Equifirst Mortgage Loan Trust<sup>(c)</sup> | &nbsp;&nbsp;Equifirst Mortgage Loan Trust<sup>(c)</sup> |
| &nbsp;&nbsp;CMO Series 2003-1 Class IF1 | &nbsp;&nbsp;CMO Series 2003-1 Class IF1 | &nbsp;&nbsp;CMO Series 2003-1 Class IF1 | &nbsp;&nbsp;CMO Series 2003-1 Class IF1 |
| &nbsp;&nbsp;12/25/2032 | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21862 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2020-DNA1 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> 01/25/2050 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;3567207 | &nbsp;&nbsp;&nbsp;&nbsp;3527076 |
| &nbsp;&nbsp;CMO Series 2021-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA1 Class M2 | &nbsp;&nbsp;CMO Series 2021-DNA1 Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.800%<br> 01/25/2051 | &nbsp;&nbsp;5.321% | &nbsp;&nbsp;3581208 | &nbsp;&nbsp;&nbsp;&nbsp;3433333 |
| &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;5.171% | &nbsp;&nbsp;3063114 | &nbsp;&nbsp;&nbsp;&nbsp;2992576 |
| &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 | &nbsp;&nbsp;CMO Series 2021-HQA1 Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 0.700%<br> 08/25/2033 | &nbsp;&nbsp;4.221% | &nbsp;&nbsp;&nbsp;&nbsp;653515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651385 |
| &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA3 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> 04/25/2042 | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6694162 |
| &nbsp;&nbsp;CMO Series 2022-DNA4 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA4 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA4 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA4 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 2.200%<br> 05/25/2042 | &nbsp;&nbsp;5.721% | 17766438 | &nbsp;&nbsp;17658695 |
| &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-DNA6 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 2.150%<br> 09/25/2042 | &nbsp;&nbsp;5.671% | &nbsp;&nbsp;3538000 | &nbsp;&nbsp;&nbsp;&nbsp;3524738 |
| &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;CMO Series 2019-DNA4 Class M2 | &nbsp;&nbsp;CMO Series 2019-DNA4 Class M2 | &nbsp;&nbsp;CMO Series 2019-DNA4 Class M2 | &nbsp;&nbsp;CMO Series 2019-DNA4 Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> 10/25/2049 | &nbsp;&nbsp;5.966% | &nbsp;&nbsp;&nbsp;&nbsp;873655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871471 |
| &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(c)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(c)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(c)</sup> | &nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-DNA2 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA2 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA2 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA2 Class M1B |
| &nbsp;&nbsp;02/25/2042 | &nbsp;&nbsp;5.921% | 16150000 | &nbsp;&nbsp;15161076 |
| &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 2022-DNA5 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M1A | &nbsp;&nbsp;CMO Series 2022-DNA5 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 2.950%<br> 06/25/2042 | &nbsp;&nbsp;6.471% | 12437087 | &nbsp;&nbsp;12545440 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M1 | &nbsp;&nbsp;Subordinated CMO Series 2021-DNA7 Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 0.850%<br> 11/25/2041 | &nbsp;&nbsp;3.847% | 26823751 | &nbsp;&nbsp;26323520 |
| &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 | &nbsp;&nbsp;CMO Series 2020-3 Class A1 |
| &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;2.981% | &nbsp;&nbsp;6362760 | &nbsp;&nbsp;&nbsp;&nbsp;6103316 |
| &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-RPL1 Class A1 |
| &nbsp;&nbsp;10/25/2068 | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5384915 | &nbsp;&nbsp;&nbsp;&nbsp;5032351 |
| &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;2.352% | 19692204 | &nbsp;&nbsp;18250605 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM3 Class A1 |
| &nbsp;&nbsp;04/25/2067 | &nbsp;&nbsp;4.349% | 34119291 | &nbsp;&nbsp;32109310 |
| &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;Genworth Mortgage Insurance Corp.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A | &nbsp;&nbsp;CMO Series 2021-3 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.900%<br> Floor 1.900%<br> 02/25/2034 | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2070094 | &nbsp;&nbsp;&nbsp;&nbsp;2020131 |
| &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-SL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-SL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-SL1 Class A1 | &nbsp;&nbsp;CMO Series 2019-SL1 Class A1 |
| &nbsp;&nbsp;01/25/2059 | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;919066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913889 |
| &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class A1 |
| &nbsp;&nbsp;09/27/2060 | &nbsp;&nbsp;1.382% | &nbsp;&nbsp;2469844 | &nbsp;&nbsp;&nbsp;&nbsp;2189466 |
| &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Home Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B | &nbsp;&nbsp;CMO Series 2021-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.550%<br> 07/25/2033 | &nbsp;&nbsp;5.566% | &nbsp;&nbsp;7024243 | &nbsp;&nbsp;&nbsp;&nbsp;6970015 |
| &nbsp;&nbsp;Homeward Opportunities Fund I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund I Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund I Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;3450000 | &nbsp;&nbsp;&nbsp;&nbsp;3053325 |
| &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(f)</sup> | &nbsp;&nbsp;Homeward Opportunities Fund Trust<sup>(a),(f)</sup> |
| &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-BPL1 Class A1 |
| &nbsp;&nbsp;08/25/2025 | &nbsp;&nbsp;3.228% | &nbsp;&nbsp;2029766 | &nbsp;&nbsp;&nbsp;&nbsp;2024276 |
| &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A3 |
| &nbsp;&nbsp;09/25/2056 | &nbsp;&nbsp;1.516% | &nbsp;&nbsp;5988728 | &nbsp;&nbsp;&nbsp;&nbsp;4384670 |
| &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Legacy Mortgage Asset Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 | &nbsp;&nbsp;CMO Series 2021-GS1 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;1.892% | &nbsp;&nbsp;7559994 | &nbsp;&nbsp;&nbsp;&nbsp;6524641 |
| &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% | 14998548 | &nbsp;&nbsp;13475236 |
| &nbsp;&nbsp;MetLife Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MetLife Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MetLife Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MetLife Securitization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1A Class A | &nbsp;&nbsp;CMO Series 2018-1A Class A | &nbsp;&nbsp;CMO Series 2018-1A Class A | &nbsp;&nbsp;CMO Series 2018-1A Class A |
| &nbsp;&nbsp;03/25/2057 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2481694 | &nbsp;&nbsp;&nbsp;&nbsp;2322283 |
| &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFA Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-NQM3 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class M1 |
| &nbsp;&nbsp;01/26/2065 | &nbsp;&nbsp;2.654% | &nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp;&nbsp;2286833 |
| &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM1 Class A1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;1.153% | &nbsp;&nbsp;4712604 | &nbsp;&nbsp;&nbsp;&nbsp;3965426 |
| &nbsp;&nbsp;CMO Series 2022-NQM2 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A1 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A1 |
| &nbsp;&nbsp;05/25/2067 | &nbsp;&nbsp;4.000% | 32777294 | &nbsp;&nbsp;30295374 |
| &nbsp;&nbsp;MFRA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFRA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFRA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;MFRA Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A1 |
| &nbsp;&nbsp;01/25/2056 | &nbsp;&nbsp;0.852% | &nbsp;&nbsp;1625615 | &nbsp;&nbsp;&nbsp;&nbsp;1413041 |
| &nbsp;&nbsp;CMO Series 2021-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A2 |
| &nbsp;&nbsp;01/25/2056 | &nbsp;&nbsp;1.057% | &nbsp;&nbsp;&nbsp;&nbsp;336805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287863 |
| &nbsp;&nbsp;CMO Series 2021-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV1 Class A3 |
| &nbsp;&nbsp;01/25/2056 | &nbsp;&nbsp;1.262% | &nbsp;&nbsp;&nbsp;&nbsp;519642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445481 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 21

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Mill City Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mill City Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mill City Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Mill City Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-3 Class A1 | &nbsp;&nbsp;CMO Series 2018-3 Class A1 | &nbsp;&nbsp;CMO Series 2018-3 Class A1 | &nbsp;&nbsp;CMO Series 2018-3 Class A1 |
| &nbsp;&nbsp;08/25/2058 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;5142881 | &nbsp;&nbsp;&nbsp;&nbsp;4874912 |
| &nbsp;&nbsp;CMO Series 2021-NMR1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NMR1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NMR1 Class M1 | &nbsp;&nbsp;CMO Series 2021-NMR1 Class M1 |
| &nbsp;&nbsp;11/25/2060 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;7225000 | &nbsp;&nbsp;&nbsp;&nbsp;6083393 |
| &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2016-3A Class A1 | &nbsp;&nbsp;CMO Series 2016-3A Class A1 | &nbsp;&nbsp;CMO Series 2016-3A Class A1 | &nbsp;&nbsp;CMO Series 2016-3A Class A1 |
| &nbsp;&nbsp;09/25/2056 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;852543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782634 |
| &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;2879013 | &nbsp;&nbsp;&nbsp;&nbsp;2620331 |
| &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;5.571% | &nbsp;&nbsp;5275000 | &nbsp;&nbsp;&nbsp;&nbsp;5094134 |
| &nbsp;&nbsp;OBX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;OBX Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-EXP3 Class 2A1A | &nbsp;&nbsp;CMO Series 2020-EXP3 Class 2A1A | &nbsp;&nbsp;CMO Series 2020-EXP3 Class 2A1A | &nbsp;&nbsp;CMO Series 2020-EXP3 Class 2A1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> 01/25/2060 | &nbsp;&nbsp;4.944% | &nbsp;&nbsp;1233512 | &nbsp;&nbsp;&nbsp;&nbsp;1216145 |
| &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> | &nbsp;&nbsp;Oceanview Mortgage Loan Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A | &nbsp;&nbsp;CMO Series 2020-1 Class A1A |
| &nbsp;&nbsp;05/28/2050 | &nbsp;&nbsp;1.733% | &nbsp;&nbsp;1988018 | &nbsp;&nbsp;&nbsp;&nbsp;1754040 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 | &nbsp;&nbsp;CMO Series 2021-4 Class A1 |
| &nbsp;&nbsp;04/25/2026 | &nbsp;&nbsp;1.867% | 15046357 | &nbsp;&nbsp;13357584 |
| &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Preston Ridge Partners Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-6 Class A1 | &nbsp;&nbsp;CMO Series 2020-6 Class A1 | &nbsp;&nbsp;CMO Series 2020-6 Class A1 | &nbsp;&nbsp;CMO Series 2020-6 Class A1 |
| &nbsp;&nbsp;11/25/2025 | &nbsp;&nbsp;2.363% | &nbsp;&nbsp;3736101 | &nbsp;&nbsp;&nbsp;&nbsp;3468077 |
| &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% | &nbsp;&nbsp;6419145 | &nbsp;&nbsp;&nbsp;&nbsp;5850805 |
| &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 | &nbsp;&nbsp;CMO Series 2021-10 Class A1 |
| &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8822105 | &nbsp;&nbsp;&nbsp;&nbsp;7770996 |
| &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;5257699 | &nbsp;&nbsp;&nbsp;&nbsp;4774048 |
| &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% | &nbsp;&nbsp;8972278 | &nbsp;&nbsp;&nbsp;&nbsp;7886527 |
| &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 | &nbsp;&nbsp;CMO Series 2021-9 Class A1 |
| &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;2.363% | 14130159 | &nbsp;&nbsp;12591119 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;2.487% | 22617709 | &nbsp;&nbsp;20904891 |
| &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;PRKCM Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-AFC2 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class A3 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;2.893% | 12941000 | &nbsp;&nbsp;&nbsp;&nbsp;7199991 |
| &nbsp;&nbsp;CMO Series 2021-AFC2 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC2 Class M1 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;3.443% | &nbsp;&nbsp;9528000 | &nbsp;&nbsp;&nbsp;&nbsp;6297508 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-AFC2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-AFC2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-AFC2 Class B1 | &nbsp;&nbsp;Subordinated CMO Series 2021-AFC2 Class B1 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;3.701% | &nbsp;&nbsp;8383000 | &nbsp;&nbsp;&nbsp;&nbsp;5206946 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;PRPM LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-RPL1 Class A1 |
| &nbsp;&nbsp;07/25/2051 | &nbsp;&nbsp;1.319% | &nbsp;&nbsp;4050347 | &nbsp;&nbsp;&nbsp;&nbsp;3597623 |
| &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Radnor Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> Floor 0.950%<br> 01/25/2030 | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;1140251 | &nbsp;&nbsp;&nbsp;&nbsp;1125420 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.850%<br> Floor 1.850%<br> 11/25/2031 | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;2672289 | &nbsp;&nbsp;&nbsp;&nbsp;2643527 |
| &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2021-2 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 3.700%<br> Floor 3.700%<br> 11/25/2031 | &nbsp;&nbsp;6.697% | &nbsp;&nbsp;4775000 | &nbsp;&nbsp;&nbsp;&nbsp;4503826 |
| &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Residential Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A3 | &nbsp;&nbsp;CMO Series 2020-1 Class A3 | &nbsp;&nbsp;CMO Series 2020-1 Class A3 | &nbsp;&nbsp;CMO Series 2020-1 Class A3 |
| &nbsp;&nbsp;01/26/2060 | &nbsp;&nbsp;2.684% | &nbsp;&nbsp;1074395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993464 |
| &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Starwood Mortgage Residential Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV1 Class A3 |
| &nbsp;&nbsp;09/27/2049 | &nbsp;&nbsp;2.916% | &nbsp;&nbsp;3470593 | &nbsp;&nbsp;&nbsp;&nbsp;3276894 |
| &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 | &nbsp;&nbsp;CMO Series 2020-2 Class A3 |
| &nbsp;&nbsp;04/25/2060 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6125000 | &nbsp;&nbsp;&nbsp;&nbsp;5792155 |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A3 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;1.593% | &nbsp;&nbsp;&nbsp;&nbsp;964676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851008 |
| &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 | &nbsp;&nbsp;CMO Series 2021-4 Class M1 |
| &nbsp;&nbsp;08/25/2056 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3475000 | &nbsp;&nbsp;&nbsp;&nbsp;2061005 |
| &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> | &nbsp;&nbsp;Toorak Mortgage Corp., Ltd.<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 | &nbsp;&nbsp;CMO Series 2020-1 Class A1 |
| &nbsp;&nbsp;03/25/2023 | &nbsp;&nbsp;2.734% | 12025815 | &nbsp;&nbsp;11528817 |
| &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% | &nbsp;&nbsp;5800000 | &nbsp;&nbsp;&nbsp;&nbsp;5527742 |
| &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point HE Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 | &nbsp;&nbsp;CMO Series 2021-HE1 Class M2 |
| &nbsp;&nbsp;02/25/2063 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;2341534 |
| &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1 Class A1 | &nbsp;&nbsp;CMO Series 2018-1 Class A1 | &nbsp;&nbsp;CMO Series 2018-1 Class A1 | &nbsp;&nbsp;CMO Series 2018-1 Class A1 |
| &nbsp;&nbsp;01/25/2058 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1010201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971041 |
| &nbsp;&nbsp;CMO Series 2018-6 Class A1A | &nbsp;&nbsp;CMO Series 2018-6 Class A1A | &nbsp;&nbsp;CMO Series 2018-6 Class A1A | &nbsp;&nbsp;CMO Series 2018-6 Class A1A |
| &nbsp;&nbsp;03/25/2058 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3891860 | &nbsp;&nbsp;&nbsp;&nbsp;3736247 |
| &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Towd Point Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-HY1 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY1 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY1 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY1 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.000%<br> 10/25/2048 | &nbsp;&nbsp;5.044% | &nbsp;&nbsp;3118204 | &nbsp;&nbsp;&nbsp;&nbsp;3074733 |
| &nbsp;&nbsp;CMO Series 2019-HY2 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY2 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY2 Class A1 | &nbsp;&nbsp;CMO Series 2019-HY2 Class A1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.000%<br> Floor 1.000%<br> 05/25/2058 | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;3702773 | &nbsp;&nbsp;&nbsp;&nbsp;3651144 |

---

22 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;TVC Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;TVC Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;TVC Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;TVC Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2020-RTL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RTL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RTL1 Class A1 | &nbsp;&nbsp;CMO Series 2020-RTL1 Class A1 |
| &nbsp;&nbsp;09/25/2024 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp;693081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690984 |
| &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT Asset Securitization LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;09/25/2051 | &nbsp;&nbsp;1.917% | 26642939 | &nbsp;&nbsp;23919956 |
| &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;VCAT LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 |
| &nbsp;&nbsp;12/26/2050 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;1039992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995228 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NP11 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP11 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP11 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP11 Class A1 |
| &nbsp;&nbsp;08/25/2051 | &nbsp;&nbsp;1.868% | 13498708 | &nbsp;&nbsp;11895497 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCII LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL1 Class A1 |
| &nbsp;&nbsp;02/27/2051 | &nbsp;&nbsp;1.893% | &nbsp;&nbsp;9682131 | &nbsp;&nbsp;&nbsp;&nbsp;8641972 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIII LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL2 Class A1 |
| &nbsp;&nbsp;02/27/2051 | &nbsp;&nbsp;1.893% | &nbsp;&nbsp;8136857 | &nbsp;&nbsp;&nbsp;&nbsp;7326677 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIV LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIV LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIV LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIV LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL3 Class A1 |
| &nbsp;&nbsp;02/27/2051 | &nbsp;&nbsp;2.240% | &nbsp;&nbsp;9633854 | &nbsp;&nbsp;&nbsp;&nbsp;8837346 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCIX LLC<sup>(a),(c)</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;6175894 | &nbsp;&nbsp;&nbsp;&nbsp;5512629 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVI LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL5 Class A1 |
| &nbsp;&nbsp;03/27/2051 | &nbsp;&nbsp;2.116% | &nbsp;&nbsp;5988938 | &nbsp;&nbsp;&nbsp;&nbsp;5329202 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPL6 Class A1 |
| &nbsp;&nbsp;04/25/2051 | &nbsp;&nbsp;2.240% | 24176640 | &nbsp;&nbsp;21563448 |
| &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Vericrest Opportunity Loan Trust CI LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 | &nbsp;&nbsp;CMO Series 2021-NP10 Class A1 |
| &nbsp;&nbsp;05/25/2051 | &nbsp;&nbsp;1.992% | 17045255 | &nbsp;&nbsp;15304338 |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 | &nbsp;&nbsp;CMO Series 2019-4 Class A3 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3657604 | &nbsp;&nbsp;&nbsp;&nbsp;3443876 |
| &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% | &nbsp;&nbsp;6350000 | &nbsp;&nbsp;&nbsp;&nbsp;4628578 |
| &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 | &nbsp;&nbsp;CMO Series 2020-2 Class A1 |
| &nbsp;&nbsp;05/25/2060 | &nbsp;&nbsp;2.226% | &nbsp;&nbsp;&nbsp;&nbsp;731239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699183 |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A1 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;1.977% | &nbsp;&nbsp;&nbsp;&nbsp;299406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289158 |
| &nbsp;&nbsp;CMO Series 2021-R1 Class A2 | &nbsp;&nbsp;CMO Series 2021-R1 Class A2 | &nbsp;&nbsp;CMO Series 2021-R1 Class A2 | &nbsp;&nbsp;CMO Series 2021-R1 Class A2 |
| &nbsp;&nbsp;10/25/2063 | &nbsp;&nbsp;1.057% | &nbsp;&nbsp;1263995 | &nbsp;&nbsp;&nbsp;&nbsp;1088511 |
| &nbsp;&nbsp;CMO Series 2021-R1 Class A3 | &nbsp;&nbsp;CMO Series 2021-R1 Class A3 | &nbsp;&nbsp;CMO Series 2021-R1 Class A3 | &nbsp;&nbsp;CMO Series 2021-R1 Class A3 |
| &nbsp;&nbsp;10/25/2063 | &nbsp;&nbsp;1.262% | &nbsp;&nbsp;1610575 | &nbsp;&nbsp;&nbsp;&nbsp;1379735 |
| &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 | &nbsp;&nbsp;CMO Series 2022-1 Class A1 |
| &nbsp;&nbsp;01/25/2067 | &nbsp;&nbsp;2.724% | 23413421 | &nbsp;&nbsp;20242761 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 | &nbsp;&nbsp;CMO Series 2022-4 Class A1 |
| &nbsp;&nbsp;04/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp;4.474% | 2997943 | &nbsp;&nbsp;&nbsp;&nbsp;2858325 |
| &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Visio Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 | &nbsp;&nbsp;CMO Series 2019-2 Class A3 |
| &nbsp;&nbsp;11/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3.076% | 2124711 | &nbsp;&nbsp;&nbsp;&nbsp;1960704 |
| &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 2020-1R Class A2 | &nbsp;&nbsp;CMO Series 2020-1R Class A2 | &nbsp;&nbsp;CMO Series 2020-1R Class A2 | &nbsp;&nbsp;CMO Series 2020-1R Class A2 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1.567% | 1153161 | &nbsp;&nbsp;&nbsp;&nbsp;1016300 |
| &nbsp;&nbsp;CMO Series 2020-1R Class A3 | &nbsp;&nbsp;CMO Series 2020-1R Class A3 | &nbsp;&nbsp;CMO Series 2020-1R Class A3 | &nbsp;&nbsp;CMO Series 2020-1R Class A3 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1.873% | 1312176 | &nbsp;&nbsp;&nbsp;&nbsp;1164232 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $938,261,837) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $938,261,837) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $938,261,837) | &nbsp;&nbsp;**850339036** |
| &nbsp;&nbsp;**Senior Loans 0.0%** | &nbsp;&nbsp;**Senior Loans 0.0%** | &nbsp;&nbsp;**Senior Loans 0.0%** | &nbsp;&nbsp;**Senior Loans 0.0%** |
| &nbsp;&nbsp;**Borrower** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &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),(j)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(j)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(j)</sup> | &nbsp;&nbsp;WR Grace Holdings LLC<sup>(b),(j)</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;&nbsp;&nbsp;7.438% | &nbsp;&nbsp;&nbsp;213387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209120 |
| &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),(j)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;8th Avenue Food & Provisions, Inc.<sup>(b),(j)</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> 10/01/2026 | &nbsp;&nbsp;11.821% | &nbsp;&nbsp;&nbsp;&nbsp;32969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25963 |
| &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),(j)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;Cengage Learning, Inc.<sup>(b),(j)</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;7.814% | &nbsp;&nbsp;&nbsp;351990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322599 |
| &nbsp;&nbsp;**Technology 0.0%** | &nbsp;&nbsp;**Technology 0.0%** | &nbsp;&nbsp;**Technology 0.0%** | &nbsp;&nbsp;**Technology 0.0%** |
| &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(j)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(j)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(j)</sup> | &nbsp;&nbsp;Ascend Learning LLC<sup>(b),(j)</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;7.571% | &nbsp;&nbsp;&nbsp;249118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235346 |
| &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;&nbsp;&nbsp;9.821% | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127125 |
| &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;DCert Buyer, Inc.<sup>(b),(j)</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;233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211012 |

---

Columbia Balanced Fund \| First Quarter Report 2022<br> 23

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (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;Epicore Software Corp.<sup>(b),(j)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(j)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(j)</sup> | &nbsp;&nbsp;Epicore Software Corp.<sup>(b),(j)</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;11.821% | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;102570 |
| &nbsp;&nbsp;UKG, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(j)</sup> | &nbsp;&nbsp;UKG, Inc.<sup>(b),(j)</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;6.998% | 149772 | &nbsp;&nbsp;&nbsp;&nbsp;144467 |
| &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;&nbsp;&nbsp;8.998% | 291000 | &nbsp;&nbsp;&nbsp;&nbsp;266265 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**1086785** |
| &nbsp;&nbsp;Total Senior Loans<br> (Cost $1,771,152) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $1,771,152) | &nbsp;&nbsp;Total Senior Loans<br> (Cost $1,771,152) | &nbsp;&nbsp;**1644467** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations 0.4%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;U.S. Treasury<sup>(h)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(h)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(h)</sup> | &nbsp;&nbsp;U.S. Treasury<sup>(h)</sup> |
| &nbsp;&nbsp;02/15/2045 | &nbsp;&nbsp;2.500% | 36025000 | &nbsp;&nbsp;27778652 |
| &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $34,348,171) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $34,348,171) | &nbsp;&nbsp;Total U.S. Treasury Obligations<br> (Cost $34,348,171) | &nbsp;&nbsp;**27778652** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 7.2%** | &nbsp;&nbsp;**Money Market Funds 7.2%** | &nbsp;&nbsp;**Money Market Funds 7.2%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989%<sup>(k),(l)</sup> | &nbsp;&nbsp;549836727 | &nbsp;&nbsp;&nbsp;&nbsp;549616792 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $549,612,119) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $549,612,119) | &nbsp;&nbsp;&nbsp;&nbsp;**549616792** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $6,996,778,706)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $6,996,778,706)** | &nbsp;&nbsp;**8369533813** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;**(758104182)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**7611429631** |

---

At November 30, 2022, securities and/or cash totaling $18,141,870 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** | &nbsp;&nbsp;**Long futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;U.S. Treasury 10-Year Note | 5172 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;587022000 | &nbsp;&nbsp;&nbsp;&nbsp;4543796 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | 1400 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;151998438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880503 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 225 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30663281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581195 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;6005494 | &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;U.S. Treasury 2-Year Note | (615) | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;(126296016) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(203036) |

---

#### 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 November 30, 2022, the total value of these securities amounted to $1,865,917,433, which represents 24.51% of total net assets.

(b) Variable rate security. The interest rate shown was the current rate as of November 30, 2022.

(c) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The
interest rate shown was the current rate as of November 30, 2022.

(d) Non-income producing investment.

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

(f) 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 November 30, 2022.

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

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

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

24 Columbia Balanced Fund \| First Quarter Report 2022

------

Portfolio of Investments (continued)<br> Columbia Balanced Fund, November 30, 2022 (Unaudited)

#### Notes to Portfolio of Investments (continued)<br>
**(j)** **The stated interest rate represents the weighted average interest rate at November 30, 2022 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.** 

**(k)** **The rate shown is the seven-day current annualized yield at November 30, 2022.** 

**(l)** **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 November 30, 2022 are as follows:** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 3.989% |
|  | 626292933 | &nbsp;&nbsp;531381582 | &nbsp;&nbsp;(608137041) | &nbsp;&nbsp;79318 | &nbsp;&nbsp;549616792 | &nbsp;&nbsp;(37421) | &nbsp;&nbsp;3695490 | &nbsp;&nbsp;549836727 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |
| TBA | &nbsp;&nbsp;To Be Announced |

---

#### Currency Legend
USD US Dollar

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

Columbia Balanced Fund \| First Quarter Report 2022<br> 25

------

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

1QT120_08_N01_(01/23)

## 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 Balanced Fund

- **b. EDGAR series identifier (if any):** S000012068

- **c. LEI of Series:** N2K8SLWGNITEXR87GJ92

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8414754214.68

**Total Liabilities:** $799005034.91

**Net Assets:** $7615749179.77

**Delayed Delivery Securities:** $793964256.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 579825.078800000000 | **1-Year:** 553.435000000000 | **5-Year:** 46213.621400000000 | **10-Year:** 248594.924100000000 | **30-Year:** 278834.491700000000

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

- **3-Month:** 160.620500000000 | **1-Year:** 11304.136300000000 | **5-Year:** 117159.497900000000 | **10-Year:** 251960.596300000000 | **30-Year:** 249576.662100000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032838 | -7.68%               | 4.08%                | 4.32%                |
| Class ID C000032840 | -7.72%               | 3.99%                | 4.27%                |
| Class ID C000032842 | -7.66%               | 4.11%                | 4.33%                |
| Class ID C000094665 | -7.70%               | 4.02%                | 4.32%                |
| Class ID C000094667 | -7.67%               | 4.11%                | 4.35%                |
| Class ID C000122659 | -7.66%               | 4.09%                | 4.35%                |
| Class ID C000122660 | -7.66%               | 4.09%                | 4.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10187039.35            | $-559715724.68                             |
| Month 2  | $-46860059.77            | $339193773.24                              |
| Month 3  | $-33233664.11            | $323807351.68                              |

**Designated Index Information**

- **Index Name:** 60% SNP500 / 40% LEH_AGG Index

- **Index Identifier:** SNPLEHAGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC         | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    354000 | PA      | $345657.17    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_18-47A                                         | ARES_18-47A                                | CUSIP: 04016VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3450000 | PA      | $3309529.80   | 0.04%             | 2030-04-15      | Variable      | 5.53%                 | 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        |   3025000 | PA      | $2605117.90   | 0.03%             | 2035-01-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    248000 | PA      | $216367.39    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228328.40    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.5                | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249118 | PA      | $235346.28    | 0.00%             | 2028-12-11      | Variable      | 7.57%                 | 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        |    150000 | PA      | $127125.00    | 0.00%             | 2029-12-10      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS                       | AHT1_18-KEYS                               | CUSIP: 04410CAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16800000 | PA      | $16191631.68  | 0.21%             | 2035-05-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                 | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7160449.44   | 0.09%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC              | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    318000 | PA      | $299629.73    | 0.00%             | 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        |    161000 | PA      | $148467.17    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $529005.17    | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                        | Adobe Inc                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    249888 | NS      | $86193867.84  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                       | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    422501 | NS      | $32798752.63  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                        | CUSIP: 04624VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115584.43    | 0.00%             | 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        |    372000 | PA      | $316055.24    | 0.00%             | 2029-01-15      | Fixed         | 5.62%                 | 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        |    229000 | PA      | $231459.02    | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $167440.28    | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | ASTRAZENECA FINANCE LLC                    | CUSIP: 04636NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2945470.12   | 0.04%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                        | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $260331.64    | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-B                              | AJAXM_21-B                                 | CUSIP: 00970LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7234116 | PA      | $6617620.61   | 0.09%             | 2066-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-A                              | AJAXM_21-A                                 | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15105564 | PA      | $13151085.18  | 0.17%             | 2065-09-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                        | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $290715.17    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST AVNT_21-REV1                           | AVNT_21-REV1                               | CUSIP: 05353LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1901278.05   | 0.02%             | 2030-07-15      | Fixed         | 2.30%                 | 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        |     95000 | PA      | $97388.03     | 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: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $151213.58    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | 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        |    130000 | PA      | $117976.60    | 0.00%             | 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        |    189000 | PA      | $161727.82    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    217000 | PA      | $212888.29    | 0.00%             | 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        |    119000 | PA      | $97467.02     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC                 | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    301000 | PA      | $257045.05    | 0.00%             | 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        |    721000 | PA      | $664684.81    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |    553000 | PA      | $506692.06    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH        | BBCMS_18-BXH                               | CUSIP: 05491RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7370000 | PA      | $6959709.15   | 0.09%             | 2037-10-15      | Variable      | 5.13%                 | 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        |    451000 | PA      | $406162.59    | 0.01%             | 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        |    197000 | PA      | $168385.68    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH        | BBCMS_18-BXH                               | CUSIP: 05491RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $3745240.23   | 0.05%             | 2037-10-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                            | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $6701778.38   | 0.09%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  51775000 | PA      | $42643588.74  | 0.56%             | 2052-12-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 136975000 | PA      | $117167131.54 | 1.54%             | 2052-12-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BB-UBS TRUST BBUBS_12-SHOW                                       | BBUBS_12-SHOW                              | CUSIP: 05538UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8475000 | PA      | $7892285.27   | 0.10%             | 2036-11-05      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_18-ATLS                                 | BHMS_18-ATLS                               | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14823000 | PA      | $14267094.51  | 0.19%             | 2035-07-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_21-TY                                              | BPR_21-TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5669263.20   | 0.07%             | 2038-09-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-XL                            | BX_19-XL                                   | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6056250 | PA      | $5889911.49   | 0.08%             | 2036-10-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                      | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17625000 | PA      | $16585999.55  | 0.22%             | 2037-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 156025000 | PA      | $138074301.91 | 1.81%             | 2052-12-13      | Fixed         | 3.00%                 | 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        |   4422000 | PA      | $4212213.69   | 0.06%             | 2036-10-15      | Variable      | 5.46%                 | 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        |   3895000 | PA      | $3632413.51   | 0.05%             | 2036-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                      | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  33550000 | PA      | $32231589.68  | 0.42%             | 2037-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 120350000 | PA      | $110157859.38 | 1.45%             | 2052-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 164200000 | PA      | $155265209.71 | 2.04%             | 2052-12-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 112825000 | PA      | $109810457.03 | 1.44%             | 2052-12-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                      | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 104200000 | PA      | $103679000.00 | 1.36%             | 2052-12-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    771778 | NS      | $78296878.10  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                           | BX_21-PAC                                  | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14175000 | PA      | $13034938.77  | 0.17%             | 2036-10-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-7                                 | BCC_21-7A                                  | CUSIP: 05682NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  15750000 | PA      | $14853321.00  | 0.20%             | 2035-01-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_18-1A                                        | BALLY_18-1A                                | CUSIP: 05875HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3450000 | PA      | $3387109.95   | 0.04%             | 2031-04-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2286686 | NS      | $86551065.10  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    841821 | NS      | $85015502.79  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                           | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    209000 | PA      | $199932.85    | 0.00%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                       | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $23822516.76  | 0.31%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                                | CUSIP: 067316AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8350000 | PA      | $7578648.71   | 0.10%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                           | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    582000 | PA      | $485824.65    | 0.01%             | 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        |    200000 | PA      | $155219.00    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_18-4A                                       | BABSN_18-4A                                | CUSIP: 06760XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  22000000 | PA      | $21267224.00  | 0.28%             | 2030-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD BARK_21-1A                                 | BARK_21-1A                                 | CUSIP: 070252AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6725000 | PA      | $6507069.65   | 0.09%             | 2034-04-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA                   | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    547000 | PA      | $370152.74    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1652265 | NS      | $159509663.10 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                      | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $110332.40    | 0.00%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $58816.52     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1           | ACAR_21-1                                  | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6576866 | PA      | $6464581.37   | 0.08%             | 2027-03-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2           | ACAR_21-2                                  | CUSIP: 025291AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3550193.96   | 0.05%             | 2027-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COMPANIES INC                | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $86386.22     | 0.00%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $57810.52     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1           | ACAR_20-1                                  | CUSIP: 02529VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16660781 | PA      | $16454472.22  | 0.22%             | 2026-03-13      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | American Electric Power Co Inc             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    730725 | NS      | $70734180.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                      | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $7873.82      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC                  | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287843.98    | 0.00%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | American Express Co                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     30506 | NS      | $4807440.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AH4R_14-SFR2                                                     | AH4R_14-SFR2                               | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602423 | PA      | $2488979.30   | 0.03%             | 2036-10-17      | Fixed         | 3.79%                 | 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        |   3027854 | PA      | $2903910.37   | 0.04%             | 2036-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR1                               | AH4R_15-SFR1                               | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3157506 | PA      | $2981697.46   | 0.04%             | 2052-04-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC                  | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    186000 | PA      | $156429.01    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $3743512.25   | 0.05%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SF                                 | AH4R_15-SFR2                               | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385800 | PA      | $2264988.26   | 0.03%             | 2052-10-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    316645 | NS      | $70057706.25  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4348368.31   | 0.06%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                  | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  12184000 | PA      | $7553224.07   | 0.10%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_21-1A                                      | BMIR_21-1A                                 | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5337000 | PA      | $4946307.58   | 0.06%             | 2031-03-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-3A                                     | BMIR_21-3A                                 | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10334667 | PA      | $10115902.61  | 0.13%             | 2031-09-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| BELLEMEAD RE LTD BMIR_20-3A                                      | BMIR_20-3A                                 | CUSIP: 07877KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136541 | PA      | $136533.39    | 0.00%             | 2030-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP            | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7354502.28   | 0.10%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_18-3                               | AOMT_18-3                                  | CUSIP: 03464NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69028 | PA      | $68519.44     | 0.00%             | 2048-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-R1                              | AOMT_20-R1                                 | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3911784 | PA      | $3398652.71   | 0.04%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                               | AOMT_20-6                                  | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848432 | PA      | $713914.99    | 0.01%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                               | AOMT_20-6                                  | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2575000 | PA      | $1898084.77   | 0.02%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                               | AOMT_22-6                                  | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28305548 | PA      | $26431941.58  | 0.35%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC         | CUSIP: 035240AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7188345.08   | 0.09%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Anthem Inc                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    134661 | NS      | $71763540.12  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ANTHEM INC                                 | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1450941.84   | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147992.64    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                         | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57119.17     | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APIDOS CDO APID_12-11A                                           | APID_12-11A                                | CUSIP: 03763YBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12575000 | PA      | $12058406.43  | 0.16%             | 2034-04-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_17-28A                                           | APID_17-28A                                | CUSIP: 03767CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5925000 | PA      | $5755864.95   | 0.08%             | 2031-01-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1728007 | NS      | $255796876.21 | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AQUA FINANCE TRUST AQFIT_21-A                                    | AQFIT_21-A                                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4008618 | PA      | $3651803.67   | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                           | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $251709.45    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                           | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $304983.25    | 0.00%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROCK                                  | ARCHROCK PARTNERS LP/ARCHROCK FIN          | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $156945.09    | 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        |    226000 | PA      | $199015.75    | 0.00%             | 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        |    602000 | PA      | $485476.44    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240714.00    | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    558000 | PA      | $486080.27    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | Union Pacific Corp                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    189438 | NS      | $41189504.34  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227895.03    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    252000 | PA      | $223103.37    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187347.54    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                              | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  36025000 | PA      | $27778652.34  | 0.36%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                     | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7684468.08   | 0.10%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC               | CUSIP: 914906AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $134407.97    | 0.00%             | 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        |    210000 | PA      | $209558.60    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-3                           | UPST_21-3                                  | CUSIP: 91679LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2844000 | PA      | $2645748.74   | 0.03%             | 2031-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_20-2                           | UPST_20-2                                  | CUSIP: 91680CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1868562 | PA      | $1825228.63   | 0.02%             | 2030-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-2                           | UPST_21-2                                  | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860000 | PA      | $2712169.46   | 0.04%             | 2031-06-20      | Fixed         | 1.75%                 | 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        |  13873842 | PA      | $13121441.68  | 0.17%             | 2030-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST2                          | UPSPT_21-ST2                               | CUSIP: 91682CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889450 | PA      | $837199.39    | 0.01%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST7                          | UPSPT_21-ST7                               | CUSIP: 91683KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029249 | PA      | $2814836.22   | 0.04%             | 2029-09-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS THROUGH TRUST UPSPT_21-ST9                          | UPSPT_21-ST9                               | CUSIP: 91683MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1794036 | PA      | $1688031.98   | 0.02%             | 2029-11-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| USIS MERGER SUB INC                                              | USI INC/NY                                 | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $228193.14    | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COMPRESSION PARTNERS LP                | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $153684.66    | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VCAT VCAT_21-NPL1                                                | VCAT_21-NPL1                               | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1039992 | PA      | $995227.89    | 0.01%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VWH CAPITAL VCAT_21-NPL6                                         | VCAT_21-NPL6                               | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26642939 | PA      | $23919956.09  | 0.31%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| VSE VOI MORTGAGE LLC VSTNA_18-A                                  | VSTNA_18-A                                 | CUSIP: 918286AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324158 | PA      | $1281145.07   | 0.02%             | 2036-02-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6               | VOLT_21-NPL6                               | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24176640 | PA      | $21563447.72  | 0.28%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL1               | VOLT_21-NPL1                               | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9682131 | PA      | $8641971.54   | 0.11%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                    | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    387000 | PA      | $320036.52    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | 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        |    308000 | PA      | $268657.86    | 0.00%             | 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        |    514000 | PA      | $443445.69    | 0.01%             | 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        |    267000 | PA      | $217294.76    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5767059.44   | 0.08%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARM INC                                                 | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    221941 | NS      | $70222132.40  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSCEND ESCROW CORP                                             | VERSCEND HOLDING CORP                      | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $409489.42    | 0.01%             | 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        |   6350000 | PA      | $4628578.50   | 0.06%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-4                            | VERUS_19-4                                 | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3657604 | PA      | $3443876.06   | 0.05%             | 2059-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC                      | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $136277.67    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-INV1                         | VERUS_20-INV1                              | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    299406 | PA      | $289158.24    | 0.00%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-2                            | VERUS_20-2                                 | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731239 | PA      | $699182.59    | 0.01%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                          | VERTICAL HOLDCO GMBH                       | CUSIP: 92537VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    182000 | PA      | $151149.96    | 0.00%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                                | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1263995 | PA      | $1088510.67   | 0.01%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                                | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1610575 | PA      | $1379734.54   | 0.02%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-4                            | VERUS_22-4                                 | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2997943 | PA      | $2858325.38   | 0.04%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-1                            | VERUS_22-1                                 | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23413421 | PA      | $20242761.54  | 0.27%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD / VIDEOTRON LTEE             | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    197000 | PA      | $167624.77    | 0.00%             | 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        |    299000 | PA      | $244746.88    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | 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        |    303000 | PA      | $276538.95    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC           | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    192000 | PA      | $160594.56    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                         | Visa Inc                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    308520 | NS      | $66948840.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199358.08    | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    791000 | PA      | $673947.31    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91856.60     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110016.34    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_21-2                                           | EMIR_21-2                                  | CUSIP: 26982AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11950000 | PA      | $11487971.18  | 0.15%             | 2034-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_21-1                                           | EMIR_21-1                                  | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2925000 | PA      | $2849427.95   | 0.04%             | 2033-10-25      | Variable      | 5.70%                 | 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      | $25963.09     | 0.00%             | 2026-10-01      | Variable      | 11.82%                | 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        |   4324428 | PA      | $3810992.20   | 0.05%             | 2029-10-15      | Fixed         | 3.34%                 | 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        |  10000000 | PA      | $9408900.00   | 0.12%             | 2029-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                           | Palo Alto Networks Inc                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    225459 | NS      | $38305484.10  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP                 | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     93000 | PA      | $91960.64     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP                 | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    353000 | PA      | $346069.09    | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM          | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $255594.53    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC             | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $132527.10    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                      | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    174300 | NS      | $52105242.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $240238.67    | 0.00%             | 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        |    217000 | PA      | $202034.63    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                           | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $366058.68    | 0.00%             | 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        |    269000 | PA      | $270060.08    | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | PICASSO FINANCE SUB INC                    | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $218529.52    | 0.00%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                        | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    515000 | PA      | $447553.93    | 0.01%             | 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        |    556000 | PA      | $449635.67    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP            | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10091056.02  | 0.13%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                          | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    182000 | PA      | $177485.30    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                          | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144990.10    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC                       | CUSIP: 78471RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $283406.89    | 0.00%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                            | SPGN_22-TFLM                               | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30525000 | PA      | $29589091.29  | 0.39%             | 2039-02-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    387000 | PA      | $331105.02    | 0.00%             | 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        |   7485000 | PA      | $5978880.87   | 0.08%             | 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        |    346000 | PA      | $340516.19    | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | Endeavor Group Holdings Inc                | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    899042 | NS      | $19769933.58  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    322000 | PA      | $282677.50    | 0.00%             | 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        |    115000 | PA      | $97147.30     | 0.00%             | 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        |    399000 | PA      | $378302.49    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC                   | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $535319.96    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                                     | STAR_22-SFR3                               | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16947944 | PA      | $16779645.73  | 0.22%             | 2024-05-17      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                                     | STAR_22-SFR3                               | CUSIP: 78474PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12100000 | PA      | $11923313.38  | 0.16%             | 2024-05-17      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | salesforce.com Inc                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    147042 | NS      | $23563480.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA            | SCART_21-AA                                | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1159434.51   | 0.02%             | 2026-11-16      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA            | SCART_21-AA                                | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $949512.06    | 0.01%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                | SDART_20-2                                 | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5825000 | PA      | $5647901.36   | 0.07%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                | SDART_20-3                                 | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41490000 | PA      | $39559482.75  | 0.52%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | SCHAEFFLER VERWALTUNG ZWEI PIK             | CUSIP: 80627DAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    264544 | PA      | $227128.53    | 0.00%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER PARTNERS LP                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984016.60   | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP                       | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $300321.42    | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO         | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $367273.10    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    136000 | PA      | $105457.81    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1                          | EMLT_03-1                                  | CUSIP: 29445FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24167 | PA      | $21862.14     | 0.00%             | 2032-12-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                          | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3186431.26   | 0.04%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                              | Procter & Gamble Co/The                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    309330 | NS      | $46139662.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS ENERGY INC                                              | PROGRESS ENERGY INC                        | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5734152.10   | 0.08%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103552.90    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW INC                         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $63772.77     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR4                          | PROG_19-SFR4                               | CUSIP: 74331AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17766000 | PA      | $16774332.08  | 0.22%             | 2036-10-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                               | CUSIP: 74331CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $1884555.26   | 0.02%             | 2037-04-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                               | CUSIP: 74331CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3802743.84   | 0.05%             | 2037-04-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                          | PROG_19-SFR3                               | CUSIP: 74332WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4427109.73   | 0.06%             | 2036-09-17      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                          | PROG_19-SFR3                               | CUSIP: 74332WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7049000 | PA      | $6562836.11   | 0.09%             | 2036-09-17      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                   | PROG_22-SFR5                               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12940668 | PA      | $12224056.43  | 0.16%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                               | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2571823 | PA      | $2375931.30   | 0.03%             | 2037-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                               | CUSIP: 74333LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $558095.28    | 0.01%             | 2037-06-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                          | PROG_20-SFR2                               | CUSIP: 74333LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $725570.50    | 0.01%             | 2037-06-17      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                   | PROG_21-SFR8                               | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11910000 | PA      | $9822760.59   | 0.13%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES LP            | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $257016.96    | 0.00%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | Public Service Enterprise Group Inc        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    825291 | NS      | $49971370.05  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM Inc                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    167056 | NS      | $21130913.44  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $272990.82    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                            | SCRIPPS ESCROW II INC                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $38712.37     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                            | SCRIPPS ESCROW II INC                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $71847.55     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RBSCF TRUST RBSCF_13-GSP                                         | RBSCF_13-GSP                               | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7141000 | PA      | $6855277.88   | 0.09%             | 2032-01-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                 | RELX CAPITAL INC                           | CUSIP: 74949LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2709231.10   | 0.04%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP                       | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $126024.87    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP                       | CUSIP: 74965LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $108177.87    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-4A                        | RRAM_18-4A                                 | CUSIP: 74972FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2908314.00   | 0.04%             | 2030-04-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| RACEP_15-9A                                                      | RACEP_15-9A                                | CUSIP: 74982WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12200000 | PA      | $11557426.00  | 0.15%             | 2030-10-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| RR LTD RRAM_22-20A                                               | RRAM_22-20A                                | CUSIP: 74989UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8450000 | PA      | $8252557.30   | 0.11%             | 2037-07-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                   | RADIAN GROUP INC                           | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    126000 | PA      | $113986.11    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $258962.62    | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $230644.30    | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD RMIR_20-1                                          | RMIR_20-1                                  | CUSIP: 750493AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140251 | PA      | $1125420.21   | 0.01%             | 2030-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-2                                        | RMIR_21-2                                  | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2672289 | PA      | $2643526.95   | 0.03%             | 2031-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                         | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4332504.88   | 0.06%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                    | EART_21-3A                                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25630000 | PA      | $22592101.73  | 0.30%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A                   | EART_20-3A                                 | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3775000 | PA      | $3605194.08   | 0.05%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1A                   | EART_21-1A                                 | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7752000 | PA      | $7146688.96   | 0.09%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORP                        | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811000 | PA      | $784809.50    | 0.01%             | 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        |    207000 | PA      | $197570.61    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-2                                        | RMIR_21-2                                  | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4775000 | PA      | $4503825.84   | 0.06%             | 2031-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | Raytheon Technologies Corp                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    916602 | NS      | $90486949.44  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A                   | EART_19-4A                                 | CUSIP: 30167GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7707200 | PA      | $7543556.45   | 0.10%             | 2025-09-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1A                   | EART_20-1A                                 | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6365739.90   | 0.08%             | 2025-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    217000 | PA      | $195467.41    | 0.00%             | 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        |    290000 | PA      | $243863.05    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                        | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $297884.88    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                        | GE HEALTHCARE HOLDING LLC                  | CUSIP: 36267VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4765435.69   | 0.06%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224928.75    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | 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        |    167000 | PA      | $144193.90    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                   | Sherwin-Williams Co/The                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     73950 | NS      | $18426861.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN             | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $334562.23    | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-2A                    | SRFC_18-2A                                 | CUSIP: 82653DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798404 | PA      | $787038.60    | 0.01%             | 2035-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC/GATES GLOBAL CO           | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $505315.16    | 0.01%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Co                        | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    610646 | NS      | $52497236.62  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A                     | SRFC_18-3A                                 | CUSIP: 82653GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554465 | PA      | $547782.64    | 0.01%             | 2035-09-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                               | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $158977.28    | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                               | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $139925.62    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EART_20-2A                                                       | EART_20-2A                                 | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2181643.42   | 0.03%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                                 | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1879170 | PA      | $1776282.29   | 0.02%             | 2038-07-15      | Variable      | 6.73%                 | 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        |   5436145 | PA      | $4775922.70   | 0.06%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1                             | RMLT_20-1                                  | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1074395 | PA      | $993464.14    | 0.01%             | 2060-01-26      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                                 | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952384 | PA      | $1836333.56   | 0.02%             | 2038-07-15      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                 | FAGE INTERNATIONAL SA/FAGE USA             | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    464000 | PA      | $425295.01    | 0.01%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    207857 | NS      | $24547911.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68555 | PA      | $70958.79     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                        | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $438660.95    | 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        |     34000 | PA      | $33539.40     | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                        | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232646.65    | 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        |    220000 | PA      | $213316.14    | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A               | GLM_21-10A                                 | CUSIP: 38138TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9175000 | PA      | $8911971.10   | 0.12%             | 2034-07-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                    | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $17026967.70  | 0.22%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 31287RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17199 | PA      | $17621.93     | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42186 | PA      | $43222.86     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU                  | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    211000 | PA      | $176506.92    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                     | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    237000 | PA      | $202386.80    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    246000 | PA      | $230704.34    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                      | NVIDIA Corp                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    393246 | NS      | $66549020.58  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                         | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $311733.61    | 0.00%             | 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        |    587000 | PA      | $431441.93    | 0.01%             | 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        |    208000 | PA      | $156465.55    | 0.00%             | 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        |    255000 | PA      | $208653.24    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       396 | PA      | $412.84       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 3128LBJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23989 | PA      | $25214.32     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    106000 | PA      | $91658.13     | 0.00%             | 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        |    516000 | PA      | $459651.16    | 0.01%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 3128LBU97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80729 | PA      | $84542.07     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M4CE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6938 | PA      | $7290.77      | 0.00%             | 2036-12-01      | 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        |    392000 | PA      | $324912.04    | 0.00%             | 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        |    120000 | PA      | $104068.94    | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M5GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4265 | PA      | $4398.80      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158787 | PA      | $166854.01    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M5XX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1399 | PA      | $1442.36      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2071 | PA      | $2161.09      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    118000 | PA      | $97936.31     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                         | RYAN SPECIALTY GROUP LLC                   | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $41023.29     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31412WZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19446 | PA      | $20416.17     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22355 | PA      | $23358.93     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M6VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61391 | PA      | $63262.63     | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | 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        |   5275000 | PA      | $5094133.97   | 0.07%             | 2033-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_20-EXP3                             | OBX_20-EXP3                                | CUSIP: 67448WBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1233512 | PA      | $1216144.71   | 0.02%             | 2060-01-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31413HCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27372 | PA      | $28738.11     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31414PKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13695 | PA      | $14357.54     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22100 | PA      | $23223.70     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M7L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31118 | PA      | $31214.94     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31416WFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29833 | PA      | $29908.81     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31416WL67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4145 | PA      | $4155.63      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M7UU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    265590 | PA      | $266449.03    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M82F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131665 | PA      | $132140.96    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M8Q23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96300 | PA      | $98909.03     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M8TS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120710 | PA      | $121679.43    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_19-2A                              | SCFET_19-2A                                | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8025000 | PA      | $7719465.78   | 0.10%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_20-1                               | SCFET_20-1A                                | CUSIP: 784054AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4393220.70   | 0.06%             | 2028-08-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 31416XH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55840 | PA      | $54577.20     | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31416YRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65931 | PA      | $66097.66     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                    | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $8466990.02   | 0.11%             | 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        |  15000000 | PA      | $11616368.70  | 0.15%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 31417CC45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    345893 | PA      | $334275.90    | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31418BD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    177984 | PA      | $178435.44    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                         | HAWAIIAN BRAND/HAWAIIAN MILES              | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    267484 | PA      | $253465.17    | 0.00%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144548.39    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M8TT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29040 | PA      | $29696.59     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128M9LV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294204 | PA      | $270280.08    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC               | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $134545.10    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109432.30    | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS                | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    256000 | PA      | $206749.50    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC                     | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $243202.48    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO-21-555                         | SFO_21-555                                 | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $2680706.60   | 0.04%             | 2038-05-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    253000 | PA      | $251873.19    | 0.00%             | 2026-09-15      | 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        |    379000 | PA      | $362489.62    | 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        |    103000 | PA      | $94515.02     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                           | CUSIP: 3128MD6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187385 | PA      | $181507.97    | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49055 | PA      | $49219.61     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31418BDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103767 | PA      | $104030.25    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                             | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1948500 | PA      | $1739746.86   | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    649000 | PA      | $653430.95    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1551831.04   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31418VXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97606 | PA      | $97853.11     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31419BCW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4379 | PA      | $4389.73      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31226 | PA      | $31983.05     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    269385 | PA      | $254376.69    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1719342 | PA      | $1561595.86   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    790813 | PA      | $722209.64    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                           | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $167977.27    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31419JLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77207 | PA      | $77402.14     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_22-2                     | EFMT_22-2                                  | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34689493 | PA      | $32618079.76  | 0.43%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4                        | CSMC_20-RPL4                               | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4214899 | PA      | $3723769.78   | 0.05%             | 2060-01-25      | Variable      | 2.00%                 | 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        |   1616931 | PA      | $1439891.33   | 0.02%             | 2065-05-25      | Variable      | 1.20%                 | 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        |    131000 | PA      | $120915.11    | 0.00%             | 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        |    121000 | PA      | $110970.18    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1764775 | PA      | $1602038.65   | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                           | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    294388 | PA      | $274238.33    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                           | CUSIP: 3128MMSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25975 | PA      | $25136.97     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                           | CUSIP: 3128MMSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292807 | PA      | $283195.06    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                     | EFMT_19-2                                  | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    741053 | PA      | $668300.32    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                     | EFMT_20-1                                  | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216999 | PA      | $204161.55    | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10/1 HYBRID ARM                      | CUSIP: 3128QSZL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $534.84       | 0.00%             | 2036-12-01      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 12M LIBOR ARM                        | CUSIP: 3128S4EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5899 | PA      | $5946.64      | 0.00%             | 2036-08-01      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A                   | OCT39_18-3A                                | CUSIP: 67592CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22575000 | PA      | $21769501.43  | 0.29%             | 2030-10-20      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1                         | OVMLT_20-1                                 | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1988018 | PA      | $1754039.96   | 0.02%             | 2050-05-28      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | Fidelity National Information Services Inc | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    360816 | NS      | $26188025.28  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                       | FKH_20-SFR2                                | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18600000 | PA      | $16308191.70  | 0.21%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| OAKC_21-8A                                                       | OAKC_21-8A                                 | CUSIP: 67707GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4025000 | PA      | $3928713.95   | 0.05%             | 2034-01-18      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| OH EDISON CO                                                     | OHIO EDISON COMPANY                        | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5894473.28   | 0.08%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                       | FKH_20-SFR1                                | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4225000 | PA      | $3767157.88   | 0.05%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                    | FIVE CORNERS FUNDING TRUST II              | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $8892212.81   | 0.12%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 31292K4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10050 | PA      | $10086.88     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 31292KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9134 | PA      | $9531.27      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                        | CSMC_21-NQM1                               | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $749681.14    | 0.01%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                            | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4270044.85   | 0.06%             | 2044-03-15      | Fixed         | 4.10%                 | 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        |   9116482 | PA      | $8441502.07   | 0.11%             | 2061-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158508.74    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | 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        |    467000 | PA      | $378375.46    | 0.00%             | 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        |    181000 | PA      | $130235.61    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 312936RY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25053 | PA      | $25051.57     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 312938RK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49668 | PA      | $49847.46     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                          | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    359000 | PA      | $320950.53    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    117000 | PA      | $97649.80     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | ONYP_20-1NYP                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6950000 | PA      | $6473531.63   | 0.09%             | 2036-01-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | ONYP_20-1NYP                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2392877.24   | 0.03%             | 2036-01-15      | Variable      | 6.62%                 | 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        |    350000 | PA      | $324432.55    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC              | CUSIP: 345397A60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $65833.70     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 312940ZW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107583 | PA      | $107663.20    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 312941M53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80051 | PA      | $80340.84     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | 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        |    277000 | PA      | $252292.46    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | 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        |    481000 | PA      | $444072.24    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO               | CUSIP: 432833AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225368.84    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST HGVT_18-AA                          | HGVT_18-AA                                 | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154464 | PA      | $1109084.00   | 0.01%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                             | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41249.18     | 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        |     16000 | PA      | $12084.49     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | 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        |    194000 | PA      | $164149.07    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | 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        |    162000 | PA      | $136256.87    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC              | CUSIP: 345397B85<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $192837.66    | 0.00%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC              | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $335935.43    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC                   | CUSIP: 345397C35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $178569.55    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_19-1A                              | FFIN_19-1A                                 | CUSIP: 35041JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1192460 | PA      | $1165622.00   | 0.02%             | 2034-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                         | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30888.44     | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                         | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    176000 | PA      | $165549.45    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_21-1         | FCRT_21-1                                  | CUSIP: 35105WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5075000 | PA      | $4728302.90   | 0.06%             | 2027-03-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1                      | STACR_21-DNA1                              | CUSIP: 35564KAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3581208 | PA      | $3433332.82   | 0.05%             | 2051-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                          | SPCM SA                                    | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    133000 | PA      | $114085.15    | 0.00%             | 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        |    142000 | PA      | $126659.60    | 0.00%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HGVT_19-AA                                                       | HGVT_19-AA                                 | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2707222 | PA      | $2526383.93   | 0.03%             | 2033-07-25      | Fixed         | 2.34%                 | 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        |   2879013 | PA      | $2620330.98   | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69596.49     | 0.00%             | 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        |    220000 | PA      | $184084.89    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 312942BB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185479 | PA      | $186150.65    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                 | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61660 | PA      | $63243.35     | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC                       | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $229056.43    | 0.00%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1                      | STACR_21-HQA1                              | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653515 | PA      | $651384.83    | 0.01%             | 2033-08-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                      | STACR_22-DNA6                              | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3538000 | PA      | $3524738.27   | 0.05%             | 2042-09-25      | Variable      | 5.67%                 | 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        |   3063114 | PA      | $2992575.81   | 0.04%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                      | STACR_21-DNA7                              | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26823751 | PA      | $26323519.91  | 0.35%             | 2041-11-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                              | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16150000 | PA      | $15161075.75  | 0.20%             | 2042-02-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                      | STACR_22-DNA3                              | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6694161.60   | 0.09%             | 2042-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9             | CSMC_18-RPL9                               | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9974236 | PA      | $9253039.52   | 0.12%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                                   | COMM_20-CX                                 | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2455168.60   | 0.03%             | 2046-11-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                      | STACR_22-DNA4                              | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17766438 | PA      | $17658694.94  | 0.23%             | 2042-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA5                      | STACR_22-DNA5                              | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12437087 | PA      | $12545439.83  | 0.16%             | 2042-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3                      | CSMC_20-RPL3                               | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5177036 | PA      | $4929055.51   | 0.06%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                        | CSMC_21-RPL2                               | CUSIP: 12656TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4775000 | PA      | $3463069.71   | 0.05%             | 2060-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                        | CSMC_21-RPL2                               | CUSIP: 12656TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2525000 | PA      | $1793004.27   | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2R                                      | COLT_21-2R                                 | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2453117 | PA      | $2007496.20   | 0.03%             | 2054-07-27      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                         | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4696968.56   | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                      | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    144000 | PA      | $129581.16    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-DNA4                      | STACR_19-DNA4                              | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    873655 | PA      | $871470.92    | 0.01%             | 2049-10-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                    | STACR_20-DNA1                              | CUSIP: 35565HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3567207 | PA      | $3527076.12   | 0.05%             | 2050-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN             | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $243210.44    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN             | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231166.99    | 0.00%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                        | CSMC_21-AFC1                               | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4512196 | PA      | $3292760.78   | 0.04%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1                        | CSMC_21-RPL1                               | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10733252 | PA      | $10046113.16  | 0.13%             | 2060-09-27      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                        | CSMC_21-RPL4                               | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7419018 | PA      | $6539864.15   | 0.09%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                        | CSMC_22-ATH3                               | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7244475 | PA      | $6927743.71   | 0.09%             | 2067-08-25      | Variable      | 9.98%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    652909 | NS      | $66518368.92  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                            | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6019796.06   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                  | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $499758.77    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                      | CAESARS RESORT                             | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $306526.48    | 0.00%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | CHENIERE ENERGY INC                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    158000 | PA      | $145604.62    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                     | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    640382 | NS      | $117388424.42 | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY                   | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    588000 | PA      | $564495.60    | 0.01%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171995.50    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-1CP                                   | FREED_21-1CP                               | CUSIP: 35635BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $588386.82    | 0.01%             | 2028-03-20      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS           | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $168575.60    | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO            | GE CAPITAL INTERNATIONAL FUNDING           | CUSIP: 36164QNA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8500000 | PA      | $8017432.05   | 0.11%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                             | GCAT_21-CM2                                | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19692204 | PA      | $18250604.62  | 0.24%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                        | GCAT_19-RPL1                               | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5384915 | PA      | $5032351.37   | 0.07%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT_20-3                                                        | GCAT_20-3                                  | CUSIP: 36168CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6362760 | PA      | $6103315.62   | 0.08%             | 2025-09-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                      | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    415000 | PA      | $368208.80    | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | 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        |    287000 | PA      | $262472.86    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                              | TPMT_18-1                                  | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010201 | PA      | $971040.87    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM3                                          | GCAT_22-NQM3                               | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34119292 | PA      | $32109310.39  | 0.42%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                      | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    319000 | PA      | $307061.79    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD HMIR_21-1                                            | HMIR_21-1                                  | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7024243 | PA      | $6970014.87   | 0.09%             | 2033-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-2                          | HPA_19-2                                   | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6428363 | PA      | $5648394.62   | 0.07%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                              | TPMT_18-6                                  | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3891860 | PA      | $3736247.34   | 0.05%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY1                            | TPMT_19-HY1                                | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3118204 | PA      | $3074732.79   | 0.04%             | 2048-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CAMELOT FINANCE SA                         | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    118000 | PA      | $111924.84    | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | Canadian Natural Resources Ltd             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    901915 | NS      | $53862363.80  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $163730.90    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | OWENS & MINOR INC                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    169000 | PA      | $150065.82    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                           | Berkshire Hathaway Inc                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    445527 | NS      | $141944902.20 | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                     | BioMarin Pharmaceutical Inc                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    395061 | NS      | $39893259.78  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY             | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199013.63    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC           | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4141882.85   | 0.05%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                                  | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6419145 | PA      | $5850804.89   | 0.08%             | 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        |   8972278 | PA      | $7886527.44   | 0.10%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                        | BLACK KNIGHT INFOSERV LLC                  | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    254000 | PA      | $228376.19    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BlackRock Inc                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     42436 | NS      | $30384176.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                                 | GSMS_17-485L                               | CUSIP: 36252CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3835000 | PA      | $3343441.21   | 0.04%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMBS_19-SL1                        | GSMBS_19-SL1                               | CUSIP: 36257EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919066 | PA      | $913888.80    | 0.01%             | 2059-01-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_19-4A                            | GCAR_19-4A                                 | CUSIP: 36258HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6125000 | PA      | $6028155.18   | 0.08%             | 2025-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_20-1A                            | GCAR_20-1A                                 | CUSIP: 36258XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9550000 | PA      | $9337077.02   | 0.12%             | 2025-11-17      | Fixed         | 2.72%                 | 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        |    428000 | PA      | $337184.73    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO LTD CRBN_17-1A                                       | CRBN_17-1A                                 | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12000000 | PA      | $11798520.00  | 0.15%             | 2031-01-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY2                            | TPMT_19-HY2                                | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3702773 | PA      | $3651144.25   | 0.05%             | 2058-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TOWD POINT HE TRUST TPHT_21-HE1                                  | TPHT_21-HE1                                | CUSIP: 89180DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2341533.60   | 0.03%             | 2063-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                    | BLACKSTONE MORTGAGE TRUST INC              | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154041.98    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10815000 | PA      | $10325951.65  | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A                    | CGMS_C17A                                  | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1925000 | PA      | $1746373.48   | 0.02%             | 2031-04-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_16-4A                                 | CUSIP: 143109AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  21575000 | PA      | $20889497.53  | 0.27%             | 2027-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                        | PRPM_21-4                                  | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15046357 | PA      | $13357583.70  | 0.18%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-6                        | PRPM_20-6                                  | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3736101 | PA      | $3468076.84   | 0.05%             | 2025-11-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1                      | GSMBS_20-NQM1                              | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2469844 | PA      | $2189465.62   | 0.03%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_21-IP                          | GSMS_21-IP                                 | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $4942422.92   | 0.06%             | 2036-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_22-ECI             | GSMS_22-ECI                                | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9075000 | PA      | $9008606.39   | 0.12%             | 2039-08-15      | Variable      | 5.04%                 | 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        |   2000000 | PA      | $1902344.00   | 0.02%             | 2030-01-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                               | CARMX_21-1                                 | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1494732.53   | 0.02%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                              | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1037917.84   | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                              | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $401141.51    | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                              | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    111000 | PA      | $93381.13     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    697000 | PA      | $518262.39    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $280461.67    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                           | Boston Scientific Corp                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   1010937 | NS      | $45765117.99  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT CO INC                                              | BOXER PARENT CO INC                        | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $85888.36     | 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        |    240000 | PA      | $223812.62    | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                              | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $347771.99    | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                              | CUSIP: 893647BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $250024.33    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |   5257699 | PA      | $4774048.29   | 0.06%             | 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        |   4050347 | PA      | $3597622.76   | 0.05%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                          | HPA_21-2                                   | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41469028 | PA      | $35416473.84  | 0.47%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                     | HOF_20-2                                   | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3053325.21   | 0.04%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    166000 | PA      | $145654.14    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B                       | BRAVO_21-B                                 | CUSIP: 10568JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5648328 | PA      | $5272632.96   | 0.07%             | 2069-04-01      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10                       | PRPM_21-10                                 | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8822105 | PA      | $7770996.10   | 0.10%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_21-9                                               | PRPM_21-9                                  | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14130159 | PA      | $12591119.02  | 0.17%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                    | BRAVO_20-RPL1                              | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4086532 | PA      | $3765169.79   | 0.05%             | 2059-05-26      | Variable      | 2.50%                 | 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        |   7980832 | PA      | $7562412.39   | 0.10%             | 2059-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    341000 | PA      | $283792.11    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    274000 | PA      | $194174.20    | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGE PARTNERS LP / FIN CO         | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $203862.72    | 0.00%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                            | TRANSOCEAN SENTRY LTD                      | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    351274 | PA      | $347887.43    | 0.00%             | 2023-05-15      | Fixed         | 5.38%                 | 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        |   2029766 | PA      | $2024276.26   | 0.03%             | 2025-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | Honeywell International Inc                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    213193 | NS      | $46806523.15  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED                  | CUSIP: 44332PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $291651.44    | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED                  | CUSIP: 44332PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $332543.45    | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                                  | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2070094 | PA      | $2020130.92   | 0.03%             | 2034-02-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR1                                | TAH_20-SFR1                                | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3577368.08   | 0.05%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                    | BRAVO_20-NQM1                              | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1267637 | PA      | $1151887.10   | 0.02%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                    | BRAVO_21-NQM2                              | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2120822 | PA      | $1985359.17   | 0.03%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                  | CARNIVAL HOLDINGS BERMUDA LTD              | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    181000 | PA      | $187490.96    | 0.00%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                        | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3894872.80   | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                                 | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14509911 | PA      | $12987379.83  | 0.17%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                           | CUSIP: 172441BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $89692.93     | 0.00%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                        | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $246410.30    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                        | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    803000 | PA      | $737463.24    | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                    | BRAVO_21-NQM2                              | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2725000 | PA      | $2154704.92   | 0.03%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                    | BRAVO_22-NQM3                              | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6973443 | PA      | $6789273.43   | 0.09%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                                | TAH_20-SFR2                                | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6775000 | PA      | $5601405.37   | 0.07%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV               | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    388000 | PA      | $364245.27    | 0.00%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                              | PRKCM_21-AFC2                              | CUSIP: 69361JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12941000 | PA      | $7199990.64   | 0.09%             | 2056-11-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                              | PRKCM_21-AFC2                              | CUSIP: 69361JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9528000 | PA      | $6297507.78   | 0.08%             | 2056-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| TVC_20-RTL1                                                      | TVC_20-RTL1                                | CUSIP: 90114YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    693081 | PA      | $690984.51    | 0.01%             | 2024-09-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUS                                 | AOTA_15-1211                               | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7955000 | PA      | $7350767.63   | 0.10%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5               | UBSBB_13-C5                                | CUSIP: 90270YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147786 | PA      | $1144086.69   | 0.02%             | 2046-03-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                               | CUSIP: 90290MAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58119.61     | 0.00%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                           | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $269472.24    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $13162475.84  | 0.17%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                          | IAA SPINCO INC                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    725000 | PA      | $712440.59    | 0.01%             | 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        |    339000 | PA      | $323137.20    | 0.00%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                              | PRKCM_21-AFC2                              | CUSIP: 69361JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8383000 | PA      | $5206946.20   | 0.07%             | 2056-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6                | PRET_21-NPL6                               | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22617709 | PA      | $20904890.61  | 0.27%             | 2051-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1                    | BRAVO_21-NQM1                              | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7998670 | PA      | $6736231.64   | 0.09%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1                    | BRAVO_21-NQM1                              | CUSIP: 10569TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3240166 | PA      | $2705876.46   | 0.04%             | 2049-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC              | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $112202.19    | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | 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        |    139000 | PA      | $138531.29    | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                    | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $3166947.11   | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                               | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10047000 | PA      | $7068401.38   | 0.09%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC                   | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $354111.54    | 0.00%             | 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        |    426000 | PA      | $400460.96    | 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: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $138556.12    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |    642000 | PA      | $552912.13    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    359000 | PA      | $345035.86    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 4.75              | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    351990 | PA      | $322598.43    | 0.00%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                 | PACIFIC LIFECORP                           | CUSIP: 694476AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5452780.03   | 0.07%             | 2052-09-15      | Fixed         | 5.40%                 | 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        |    682000 | PA      | $574569.92    | 0.01%             | 2030-08-15      | 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        |    277000 | PA      | $231500.80    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                               | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $242538.04    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                               | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $153396.85    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | 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        |    388000 | PA      | $346778.05    | 0.00%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1                      | CFMT_21-GRN1                               | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3862804 | PA      | $3543877.77   | 0.05%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC           | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63742.98     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | 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        |    240000 | PA      | $128326.64    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   2223088 | NS      | $64780784.32  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                      | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    359000 | PA      | $361398.40    | 0.00%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    476000 | PA      | $442452.00    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                         | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |   4675000 | PA      | $3370511.23   | 0.04%             | 2052-02-15      | Fixed         | 3.75%                 | 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        |    587000 | PA      | $448397.71    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R6                                              | CIM_18-R6                                  | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6990169 | PA      | $6835950.02   | 0.09%             | 2058-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                          | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    505000 | PA      | $476789.61    | 0.01%             | 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        |    361000 | PA      | $362014.20    | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC                       | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166974.91    | 0.00%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL            | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145760.86    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                   | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40481 | PA      | $38424.06     | 0.00%             | 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        |    551365 | PA      | $489969.51    | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                         | CLNY_19-IKPR                               | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11925000 | PA      | $10969741.91  | 0.14%             | 2038-11-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR2                                             | CIM_21-NR2                                 | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4465489 | PA      | $4067287.72   | 0.05%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                   | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $151503.59    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                   | CUSIP: 45174HBG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $274019.44    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM2                       | IMPRL_21-NQM2                              | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5988728 | PA      | $4384669.57   | 0.06%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                        | INDIANA MICHIGAN POWER COMPANY             | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3869928.46   | 0.05%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR1                                             | CIM_21-NR1                                 | CUSIP: 12565YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5737500 | PA      | $5382633.55   | 0.07%             | 2055-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL                          | CRPT_21-RETL                               | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18562500 | PA      | $18120593.71  | 0.24%             | 2036-08-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                               | CHNGE_22-NQM1                              | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5859796 | PA      | $5703284.11   | 0.07%             | 2067-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1454710.29   | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16                     | CSAIL_19-C16                               | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23720000 | PA      | $20739899.85  | 0.27%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSMC_19-AFC1                                                     | CSMC 19-AFC1                               | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2739998 | PA      | $2516717.96   | 0.03%             | 2049-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                           | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $231722.04    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                           | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $328917.09    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                           | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $228176.82    | 0.00%             | 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        |    298000 | PA      | $228089.83    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-420K                | CGCMT_20-420K                              | CUSIP: 17328QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2048804.75   | 0.03%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-420K                | CGCMT_20-420K                              | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1712077.88   | 0.02%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL            | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106814.51    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDINGS CORP             | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $196527.49    | 0.00%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $143539.77    | 0.00%             | 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        |    466000 | PA      | $399129.47    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | 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        |    162000 | PA      | $143813.12    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    198000 | PA      | $168830.46    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    122000 | PA      | $111986.78    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    237000 | PA      | $207057.59    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019                       | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    278000 | PA      | $272709.55    | 0.00%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                    | INTERFACE INC                              | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117940.30    | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    407000 | PA      | $331184.65    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS           | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $485918.44    | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS             | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $234086.17    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | 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        |    290000 | PA      | $215288.88    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    368000 | PA      | $343374.97    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    479000 | PA      | $404345.43    | 0.01%             | 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        |    102000 | PA      | $81978.55     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC            | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $360584.78    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-4                               | COLT_22-4                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12817647 | PA      | $12015057.59  | 0.16%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corp       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    136921 | NS      | $20387536.90  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | International Flavors & Fragrances Inc     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    426383 | NS      | $45119849.06  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2079892 | NS      | $99730821.40  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_15-C28                                | CUSIP: 94989JAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6658082 | PA      | $6341523.27   | 0.08%             | 2048-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  21750000 | PA      | $16127054.93  | 0.21%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                     | CUSIP: 3131XNTU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    565322 | PA      | $518755.33    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL               | WFCM_20-SDAL                               | CUSIP: 95002GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3202325.02   | 0.04%             | 2037-02-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT               | WFCM_21-FCMT                               | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4515094.45   | 0.06%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT               | WFCM_21-FCMT                               | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3925000 | PA      | $3712322.31   | 0.05%             | 2031-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                     | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $271358.61    | 0.00%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                            | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    276030 | PA      | $277029.63    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                            | CUSIP: 3132JNRJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135501 | PA      | $127698.24    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC          | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $113693.31    | 0.00%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_1614                                                       | FHLMC_1614                                 | CUSIP: 3133T15B4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       551 | PA      | $551.75       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53019 | PA      | $54646.11     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31385JMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5800 | PA      | $6023.28      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138A8KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1191 | PA      | $1162.79      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138A8LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82821 | PA      | $83030.56     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138AKT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    187217 | PA      | $182474.35    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-1                               | COLT_22-1                                  | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15143012 | PA      | $12794764.31  | 0.17%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                       | COLT_20-2                                  | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211240 | PA      | $205629.37    | 0.00%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138AKXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1931 | PA      | $1930.79      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  15YR                                 | CUSIP: 3138AP3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    132137 | PA      | $128872.42    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138E43G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63565 | PA      | $61900.91     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7045 | PA      | $6946.04      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-HX1                             | COLT_21-HX1                                | CUSIP: 19688KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $1947846.55   | 0.03%             | 2066-10-25      | Variable      | 2.35%                 | 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        | 549836727 | NS      | $549616792.10 | 7.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                     | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $290900.11    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN MIDSTREAM OPERATING LP             | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    397000 | PA      | $372085.47    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN GAS PARTNERS LP                    | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    177000 | PA      | $147065.72    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN MIDSTREAM OPERATING LP             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5199834.09   | 0.07%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    952777 | NS      | $34909749.28  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CBM                                  | COMM_20-CBM                                | CUSIP: 20049AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925000 | PA      | $2568525.86   | 0.03%             | 2037-02-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $349684.62    | 0.00%             | 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        |   6500000 | PA      | $5850134.49   | 0.08%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138EHPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38182 | PA      | $38278.52     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138ELKJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46278 | PA      | $46395.20     | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    133000 | PA      | $100502.82    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | 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        |    160000 | PA      | $160180.76    | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138ELXS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    259609 | PA      | $258774.25    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EMT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123333 | PA      | $123625.95    | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EMT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123333 | PA      | $123625.95    | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EMT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123333 | PA      | $123625.95    | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES FINANCE LLC         | CUSIP: 20337YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $157327.11    | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                      | CAS_22-R04                                 | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $6967354.32   | 0.09%             | 2042-03-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R01              | CAS_20-R01                                 | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3263431 | PA      | $3206321.23   | 0.04%             | 2040-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM NV                             | CUSIP: 210383AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    523000 | PA      | $499244.13    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EMT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123333 | PA      | $123626.13    | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138EMZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70367 | PA      | $69836.84     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                            | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5373202.44   | 0.07%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                      | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    257000 | PA      | $184161.20    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                             | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    595000 | PA      | $545829.10    | 0.01%             | 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        |    849000 | PA      | $696376.07    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138EQ6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    732541 | PA      | $721038.29    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138WAHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156885 | PA      | $156379.92    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                          | Zebra Technologies Corp                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     34270 | NS      | $9262495.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                           | CUSIP: 98953GAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    241000 | PA      | $195547.46    | 0.00%             | 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        |    332000 | PA      | $304865.50    | 0.00%             | 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        |    425000 | PA      | $361194.18    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138WBZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113573 | PA      | $110938.80    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138WCQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    138726 | PA      | $135508.30    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138WFR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    399663 | PA      | $374430.10    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138WFXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    388261 | PA      | $363545.87    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC          | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    122000 | PA      | $114814.34    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC                                        | ZoomInfo Technologies Inc                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    520829 | NS      | $14895709.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP                    | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $486279.55    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104707 | PA      | $95947.31     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138X6FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139146 | PA      | $139298.19    | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138XXGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87127 | PA      | $85090.30     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138XZGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    595452 | PA      | $575935.31    | 0.01%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3138YCCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    559321 | PA      | $541390.54    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3138YSCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249288 | PA      | $233496.34    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31391BQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34315 | PA      | $35336.34     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-M2                                            | FNMA_06-M2                                 | CUSIP: 31396PGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    220234 | PA      | $216488.07    | 0.00%             | 2032-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| INTUIT INC.                                                      | Intuit Inc                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    182542 | NS      | $74402293.78  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES TRUST IHSFR_18-SFR1                             | IHSFR_18-SFR1                              | CUSIP: 46185JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11300647 | PA      | $11099232.31  | 0.15%             | 2037-03-17      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31403MUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64765 | PA      | $66692.55     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31406AWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26570 | PA      | $27360.92     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES TRUST IHSFR_18-SFR4                             | IHSFR_18-SFR4                              | CUSIP: 46187XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19967247 | PA      | $19593967.70  | 0.26%             | 2038-01-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL              | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $162704.44    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                               | IQVIA Holdings Inc                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    157459 | NS      | $34329211.18  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIS HOLDINGS INC                                                | IRIS HOLDINGS INC PIK                      | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $114718.57    | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3140E6C75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426388 | PA      | $399555.67    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3140E9AM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    278321 | PA      | $260633.11    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                               | CUSIP: 552747AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    336805 | PA      | $287863.53    | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                               | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    519642 | PA      | $445481.03    | 0.01%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3140E9HJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340576 | PA      | $319002.36    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3140E9JT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    602472 | PA      | $577751.42    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                               | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2925000 | PA      | $2286833.45   | 0.03%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-NQM1                                          | MFRA_21-NQM1                               | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4712604 | PA      | $3965425.59   | 0.05%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    371503 | PA      | $356068.43    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 3140EUKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    372086 | PA      | $348554.63    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_22-NQM2                                           | MFRA_22-NQM2                               | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32777294 | PA      | $30295374.53  | 0.40%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                    | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6322981.77   | 0.08%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI Inc                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     45232 | NS      | $22970166.56  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW OWNER TRUST MVWOT_17-1A                                      | MVWOT_17-1A                                | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2351491 | PA      | $2290044.07   | 0.03%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                 | CUSIP: 31410F3D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4039 | PA      | $4318.74      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                  | CUSIP: 31410LDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8954 | PA      | $8977.04      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                                  | CUSIP: 31412RLV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70707 | PA      | $69063.63     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | 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        |    104000 | PA      | $102570.00    | 0.00%             | 2028-07-31      | Variable      | 11.82%                | 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        |    233000 | PA      | $211011.79    | 0.00%             | 2029-02-19      | Variable      | 11.70%                | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                            | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $179006.59    | 0.00%             | 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        |    213000 | PA      | $156291.96    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-33A                             | MDPK_19-33A                                | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  16325000 | PA      | $15536110.70  | 0.20%             | 2032-10-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                             | MDPK_21-48A                                | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3025000 | PA      | $2966962.35   | 0.04%             | 2033-04-19      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85607.37     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    159000 | PA      | $148766.96    | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | 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        |    213388 | PA      | $209119.75    | 0.00%             | 2028-09-22      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 1LN 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149772 | PA      | $144467.29    | 0.00%             | 2026-05-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                             | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13497000 | PA      | $10434734.64  | 0.14%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO MAGNE_15-12A                                       | MAGNE_15-12A                               | CUSIP: 55953HAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  13830000 | PA      | $13550011.65  | 0.18%             | 2031-10-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | Marvell Technology Inc                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277552 | NS      | $12911719.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                   | Mastercard Inc                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    205117 | NS      | $73103698.80  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 2LN 5.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291000 | PA      | $266265.00    | 0.00%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1400 | NC      | $880503.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                   | CUSIP: 21871XAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4433425.04   | 0.06%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                                      | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    503858 | NS      | $33839103.28  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321084.19    | 0.00%             | 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        |    167000 | PA      | $150289.91    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416194.26    | 0.01%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                            | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $176861.14    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE MSCI EAFE ETF                                       | iShares Core MSCI EAFE ETF                 | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |   1079495 | NS      | $68062159.75  | 0.89%             |  |  |  | No            |                  1 | 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        |    191000 | PA      | $158957.14    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON PLC                                                          | Aon PLC                                    | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |    122889 | NS      | $37884220.92  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                                              | TE Connectivity Ltd                        | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |    368305 | NS      | $46450626.60  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-2N | JPMCC_21-2NU                               | CUSIP: 46592FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $2921716.26   | 0.04%             | 2040-01-05      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-2N | JPMCC_21-2NU                               | CUSIP: 46592FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1127013.45   | 0.01%             | 2040-01-05      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                                  | Match Group Inc                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    663153 | NS      | $33529015.68  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103834.92    | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE MAR 23                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -615 | NC      | $-203036.10   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      5272 | NC      | $4568486.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                         | Coty Inc                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   2176570 | NS      | $17129605.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSROADS ASSET TRUST XROAD_21-A                                | XROAD_21-A                                 | CUSIP: 22767CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1146251.04   | 0.02%             | 2025-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    368689 | NS      | $50945446.02  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_13-C14                               | CUSIP: 46640LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898632 | PA      | $888717.28    | 0.01%             | 2046-08-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC         | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $321967.34    | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC         | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $245941.16    | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                   | DTAOT_20-2A                                | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $839080.05    | 0.01%             | 2026-03-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-1A                                  | DTAOT_20-1A                                | CUSIP: 23344EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $8663056.19   | 0.11%             | 2025-11-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    222000 | PA      | $194458.18    | 0.00%             | 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        |    409000 | PA      | $338292.21    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       225 | NC      | $581194.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $174989.21    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $200438.95    | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269412.53    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP                | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    194000 | PA      | $189652.39    | 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        |    230000 | PA      | $210999.09    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                    | DISCOVER BANK                              | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4620769.86   | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                                 | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2124711 | PA      | $1960704.39   | 0.03%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | McDonald's Corp                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     57002 | NS      | $15549575.58  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                        | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    302000 | PA      | $299526.38    | 0.00%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                   | Walt Disney Co/The                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    486542 | NS      | $47617865.54  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                          | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    438000 | PA      | $283605.00    | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    268000 | PA      | $275443.10    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                              | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32775.69     | 0.00%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $213104.52    | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $316173.12    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $24029154.37  | 0.32%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE         | CUSIP: 47032FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    238000 | PA      | $219605.01    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAY PARK CLO LTD JPARK_16-1A                                     | JPARK_16-1A                                | CUSIP: 47206VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  17575000 | PA      | $17235679.48  | 0.23%             | 2027-10-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    869798 | NS      | $154824044.00 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                       | DOW CHEMICAL COMPANY (THE)                 | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3090997.88   | 0.04%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                          | DRIVE_20-2                                 | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1829013.94   | 0.02%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                         | KAR AUCTION SERVICES INC                   | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $611566.97    | 0.01%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_21-KDIP                      | KIND_21-KDIP                               | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2170230.80   | 0.03%             | 2037-12-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $164393.23    | 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        |    479000 | PA      | $404203.96    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                          | DRIVE_21-2                                 | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22110000 | PA      | $20092694.66  | 0.26%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                               | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  13175000 | PA      | $12915966.33  | 0.17%             | 2031-04-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_16                                 | DRSLF_16-42A                               | CUSIP: 26244YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6025000 | PA      | $5791880.70   | 0.08%             | 2030-07-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-55A                             | DRSLF_18-55A                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8450000 | PA      | $8315307.00   | 0.11%             | 2031-04-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                        | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    276000 | PA      | $233887.20    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                      | METLIFE INC                                | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1153712.63   | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP           | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6492011.12   | 0.09%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                       | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5897026.24   | 0.08%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                               | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143452.91    | 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        |     33000 | PA      | $34871.01     | 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        |    406000 | PA      | $380579.20    | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | 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        |    498000 | PA      | $473208.84    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST MST_18-1A                           | MST_18-1A                                  | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2481694 | PA      | $2322283.24   | 0.03%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | Microsoft Corp                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1150020 | NS      | $293416102.80 | 3.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-3A                                  | DTAOT_20-3A                                | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6125000 | PA      | $5702259.24   | 0.07%             | 2026-06-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-3A                                  | DTAOT_19-3A                                | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8232713 | PA      | $8104213.43   | 0.11%             | 2025-04-15      | Fixed         | 2.96%                 | 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        |    169000 | PA      | $147495.37    | 0.00%             | 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        |    510000 | PA      | $420231.54    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORPORATION (THE)         | CUSIP: 26483EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $200529.40    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    488240 | NS      | $69295903.20  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO_20-1R                                                      | VISIO_20-1R                                | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1153161 | PA      | $1016300.15   | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                      | VISIO_20-1R                                | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1312176 | PA      | $1164232.32   | 0.02%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| LAM RSRCH CORP                                                   | Lam Research Corp                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     96189 | NS      | $45437759.82  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC            | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $66748.64     | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                       | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5507483.54   | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135750.25    | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | 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        |   7559994 | PA      | $6524641.04   | 0.09%             | 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        |  14998548 | PA      | $13475235.90  | 0.18%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    358000 | PA      | $351977.31    | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LDPT_20-REV1                                                     | LDPT_20-REV1                               | CUSIP: 52606YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10200000 | PA      | $9894893.52   | 0.13%             | 2028-10-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LIFE_21-BMR                                                      | LIFE_21-BMR                                | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4472514 | PA      | $4203294.77   | 0.06%             | 2038-03-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    271184 | NS      | $100630958.72 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                          | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101538.56    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC              | CUSIP: 92840VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72563.38     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC              | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $342355.73    | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    317950 | NS      | $25178460.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC                | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $225388.03    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC              | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    291000 | PA      | $277005.39    | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    109000 | PA      | $97016.97     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_22-1A                                       | ACMAT_22-1A                                | CUSIP: 00091QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10625000 | PA      | $10331859.44  | 0.14%             | 2029-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR2                                          | AMSR_20-SFR2                               | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799000 | PA      | $2535550.84   | 0.03%             | 2037-07-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC              | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $354956.44    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC              | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $101075.69    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204342.68    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLEND_21-1A                                                      | LLEND_21-1A                                | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2243065 | PA      | $2180446.30   | 0.03%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                              | MCMLT_18-3                                 | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5142881 | PA      | $4874911.58   | 0.06%             | 2058-08-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_21-NMR1                           | MCMLT_21-NMR1                              | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7225000 | PA      | $6083392.92   | 0.08%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC                     | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $305705.86    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | Mondelez International Inc                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   1120059 | NS      | $75727188.99  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                            | Monster Beverage Corp                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    142775 | NS      | $14685836.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST M                                 | MSC_15-UBS8                                | CUSIP: 61691ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10754415 | PA      | $10107366.75  | 0.13%             | 2048-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12115000 | PA      | $8554511.63   | 0.11%             | 2053-09-15      | Fixed         | 3.50%                 | 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        |    827175 | PA      | $803967.87    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $13439132.96  | 0.18%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C29                               | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5928750 | PA      | $5522628.01   | 0.07%             | 2049-05-15      | Fixed         | 3.06%                 | 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        |    237298 | PA      | $221588.02    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    547570 | NS      | $58907580.60  | 0.77%             |  |  |  | No            |                  1 | 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        |    165000 | PA      | $132430.96    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | 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        |    331000 | PA      | $271229.11    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                           | MSBAM_17-C34                               | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14135000 | PA      | $12947026.75  | 0.17%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD                       | MSC_19-MEAD                                | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7392500 | PA      | $6407590.57   | 0.08%             | 2036-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| VOLT LLC VOLT_21-NPL8                                            | VOLT_21-NPL8                               | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6175894 | PA      | $5512629.13   | 0.07%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3               | VOLT_21-NPL3                               | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9633854 | PA      | $8837346.31   | 0.12%             | 2051-02-27      | Variable      | 2.24%                 | 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        |     58000 | PA      | $49856.13     | 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        |    287000 | PA      | $233961.04    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NPL2                                                     | VOLT_21-NPL2                               | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8136857 | PA      | $7326677.05   | 0.10%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                    | VOLT_21-NP10                               | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17045255 | PA      | $15304337.99  | 0.20%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                            | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149750.15    | 0.00%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    499000 | PA      | $434075.56    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | 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        |   5988938 | PA      | $5329201.78   | 0.07%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NP11                                                     | VOLT_21-NP11                               | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13498708 | PA      | $11895496.59  | 0.16%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                | LOEWS CORPORATION                          | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3502573.16   | 0.05%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                   | LOGAN MERGER SUB INC                       | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    532000 | PA      | $311230.26    | 0.00%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                            | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15208.97     | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $338123.15    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                        | CUSIP: 62886HBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    152000 | PA      | $125689.47    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                  | NCL FINANCE LTD                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     78000 | PA      | $61193.45     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                               | VOYA FINANCIAL INC                         | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   4528000 | PA      | $3701510.91   | 0.05%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WFRBS_13-C15                                                     | WFRBS_13-C15                               | CUSIP: 92938CAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3257767 | PA      | $3230961.39   | 0.04%             | 2046-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    100952 | NS      | $21457347.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8212045.80   | 0.11%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                               | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625615 | PA      | $1413041.44   | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                      | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606000 | PA      | $499397.99    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                      | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $130044.30    | 0.00%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                      | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $382561.43    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    752532 | NS      | $114700927.44 | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                            | WASTE CONNECTIONS INC                      | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $5667923.64   | 0.07%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                          | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $477236.08    | 0.01%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    154000 | PA      | $141979.66    | 0.00%             | 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        |    190000 | PA      | $158669.15    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                             | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    272000 | PA      | $219027.14    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                             | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    483000 | PA      | $393106.07    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | 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        |   9000000 | PA      | $7824693.33   | 0.10%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                               | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194510.97    | 0.00%             | 2025-06-25      | 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        |    234000 | PA      | $225326.25    | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TR                                 | NRZT_16-3A                                 | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    852543 | PA      | $782634.19    | 0.01%             | 2056-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77704.83     | 0.00%             | 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        |    111000 | PA      | $109516.93    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                             | NEXTERA ENERGY OP PARTNERS LP              | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $287013.17    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                                   | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    867000 | PA      | $733421.61    | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                                   | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    290000 | PA      | $252684.14    | 0.00%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                                   | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    262000 | PA      | $251973.65    | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION               | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   8002000 | PA      | $7149100.91   | 0.09%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                      | CUSIP: 666807CE0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2708050.00   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                        | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $141734.86    | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP             | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $123254.75    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                        | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $211621.64    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                        | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $184526.23    | 0.00%             | 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        |    335000 | PA      | $325742.38    | 0.00%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7640000 | PA      | $6471155.71   | 0.08%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | Southwest Airlines Co                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    776603 | NS      | $30994225.73  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    570000 | PA      | $501510.89    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                        | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $112179.08    | 0.00%             | 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        |     16000 | PA      | $13729.65     | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                    | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $215590.07    | 0.00%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC                     | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $119971.83    | 0.00%             | 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        |    236000 | PA      | $282170.61    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                                | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    282000 | PA      | $296236.71    | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                          | STANDARD INDUSTRIES INC                    | CUSIP: 853496AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $56498.68     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    117000 | PA      | $104354.54    | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                       | STAR_2019-INV1                             | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3470593 | PA      | $3276894.50   | 0.04%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_20-2                          | STAR_20-2                                  | CUSIP: 85573DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6125000 | PA      | $5792155.25   | 0.08%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                               | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    964676 | PA      | $851008.01    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                    | STAR_21-4                                  | CUSIP: 85573PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3475000 | PA      | $2061004.78   | 0.03%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | State Street Corp                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1078302 | NS      | $85908320.34  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                          | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5001000 | PA      | $4061371.46   | 0.05%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING COMPANY INC                                      | ALTRA INDUSTRIAL MOTION CORP               | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71309.83     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                       | Sysco Corp                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    746389 | NS      | $64570112.39  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                                | TJX Cos Inc/The                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    466430 | NS      | $37337721.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                  | T-Mobile US Inc                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    569191 | NS      | $86209668.86  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                           | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7019681.69   | 0.09%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | Take-Two Interactive Software Inc          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    522232 | NS      | $55194700.08  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                     | Tapestry Inc                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    925740 | NS      | $34965199.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA          | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247051.48    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC            | CUSIP: 87724RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67049.72     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC            | CUSIP: 87724RAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $175394.41    | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | TEMPO ACQUISITION LLC/TEMPO FIN            | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $281980.31    | 0.00%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC             | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    212000 | PA      | $164795.78    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103726.68    | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356379.62    | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    237000 | PA      | $222060.39    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    331000 | PA      | $291970.29    | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    186000 | PA      | $161993.16    | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    179000 | PA      | $169678.29    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                        | Tesla Inc                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    181391 | NS      | $35316827.70  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_21-1                                  | THRM_21-1A                                 | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3887803.50   | 0.05%             | 2027-12-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     56543 | NS      | $31676519.46  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301735.83    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                      | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8210000 | PA      | $7912358.60   | 0.10%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_20-1                                   | TRK_20-1                                   | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12025815 | PA      | $11528816.94  | 0.15%             | 2023-03-25      | Variable      | 2.73%                 | 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        |   5800000 | PA      | $5527741.62   | 0.07%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-19

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer