# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-018342
**Filing Date:** 2023-3
**Character Count:** 290452
**Document Hash:** b77378312360fbf36c8855d1e8964e96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018342.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018342

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 23766588

**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 Bond Fund (Series ID: S000021579)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000061833 | Columbia Bond Fund Class A               | CNDAX           |
| C000061834 | Columbia Bond Fund Class C               | CNDCX           |
| C000061835 | Columbia Bond Fund Institutional Class   | UMMGX           |
| C000078993 | Columbia Bond Fund Institutional 3 Class | CBFYX           |
| C000094716 | Columbia Bond Fund Class V               | CNDTX           |
| C000109452 | Columbia Bond Fund Class R               | CBFRX           |
| C000122693 | Columbia Bond Fund Advisor Class         | CNDRX           |
| C000122694 | Columbia Bond Fund Institutional 2 Class | CNFRX           |

## Nport-Ex

![](imgaa1154a31.jpg)

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

![](imgac60c1f32.jpg)

Columbia Bond Fund

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

------

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

Investments in securities

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 15.5%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 15.5%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 15.5%** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency 15.5%** |
| &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% | &nbsp;&nbsp;3750000 | &nbsp;&nbsp;3702237 |
| &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Affirm Asset Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A | &nbsp;&nbsp;Series 2023-A Class A |
| &nbsp;&nbsp;01/18/2028 | &nbsp;&nbsp;6.610% | &nbsp;&nbsp;2900000 | &nbsp;&nbsp;2897345 |
| &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> | &nbsp;&nbsp;American Credit Acceptance Receivables Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B | &nbsp;&nbsp;Subordinated Series 2021-3 Class B |
| &nbsp;&nbsp;02/13/2026 | &nbsp;&nbsp;0.660% | &nbsp;&nbsp;&nbsp;&nbsp;584190 | &nbsp;&nbsp;&nbsp;&nbsp;582654 |
| &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C | &nbsp;&nbsp;Subordinated Series 2022-2 Class C |
| &nbsp;&nbsp;06/13/2028 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;4900097 |
| &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;7.832% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;2765142 |
| &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 B | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class B | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class B | &nbsp;&nbsp;Subordinated Series 2021-REV1 Class B |
| &nbsp;&nbsp;07/15/2030 | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;3950000 | &nbsp;&nbsp;3682017 |
| &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 2018-1A Class B | &nbsp;&nbsp;Series 2018-1A Class B | &nbsp;&nbsp;Series 2018-1A Class B | &nbsp;&nbsp;Series 2018-1A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> 04/23/2031 | &nbsp;&nbsp;6.215% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;1929896 |
| &nbsp;&nbsp;Series 2020-5A Class A1 | &nbsp;&nbsp;Series 2020-5A Class A1 | &nbsp;&nbsp;Series 2020-5A Class A1 | &nbsp;&nbsp;Series 2020-5A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.220%<br> Floor 1.220%<br> 01/20/2032 | &nbsp;&nbsp;6.028% | 10000000 | &nbsp;&nbsp;9912610 |
| &nbsp;&nbsp;Series 2020-5A Class C | &nbsp;&nbsp;Series 2020-5A Class C | &nbsp;&nbsp;Series 2020-5A Class C | &nbsp;&nbsp;Series 2020-5A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 2.350%<br> Floor 2.350%<br> 01/20/2032 | &nbsp;&nbsp;7.158% | &nbsp;&nbsp;4480000 | &nbsp;&nbsp;4307197 |
| &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;6.208% | &nbsp;&nbsp;2000000 | &nbsp;&nbsp;1927474 |
| &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 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR | &nbsp;&nbsp;Series 2020-2A Class CR |
| &nbsp;&nbsp;3-month USD LIBOR + 3.200%<br> Floor 3.200%<br> 01/25/2035 | &nbsp;&nbsp;8.018% | &nbsp;&nbsp;1850000 | &nbsp;&nbsp;1693155 |
| &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Cent CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R | &nbsp;&nbsp;Series 2018-C17A Class A2R |
| &nbsp;&nbsp;3-month USD LIBOR + 1.600%<br> Floor 1.600%<br> 04/30/2031 | &nbsp;&nbsp;6.402% | &nbsp;&nbsp;1800000 | &nbsp;&nbsp;1747550 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 83 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 83 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 83 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 83 CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-83A Class C | &nbsp;&nbsp;Series 2020-83A Class C | &nbsp;&nbsp;Series 2020-83A Class C | &nbsp;&nbsp;Series 2020-83A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 2.150%<br> Floor 2.150%<br> 01/18/2032 | &nbsp;&nbsp;6.945% | 5000000 | &nbsp;&nbsp;4815740 |
| &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden 86 CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-86A Class BR | &nbsp;&nbsp;Series 2020-86A Class BR | &nbsp;&nbsp;Series 2020-86A Class BR | &nbsp;&nbsp;Series 2020-86A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 07/17/2034 | &nbsp;&nbsp;6.492% | 1250000 | &nbsp;&nbsp;1216067 |
| &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Dryden CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B | &nbsp;&nbsp;Series 2018-57A Class B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> Floor 1.350%<br> 05/15/2031 | &nbsp;&nbsp;5.956% | 1250000 | &nbsp;&nbsp;1210410 |
| &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> | &nbsp;&nbsp;GLS Auto Receivables Issuer Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C | &nbsp;&nbsp;Subordinated Series 2020-3A Class C |
| &nbsp;&nbsp;05/15/2025 | &nbsp;&nbsp;1.920% | 1457316 | &nbsp;&nbsp;1446104 |
| &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;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A |
| &nbsp;&nbsp;02/15/2029 | &nbsp;&nbsp;1.110% | &nbsp;&nbsp;&nbsp;578221 | &nbsp;&nbsp;&nbsp;&nbsp;574682 |
| &nbsp;&nbsp;LendingPoint Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Pass-Through Trust<sup>(a)</sup> | &nbsp;&nbsp;LendingPoint Pass-Through Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2022-ST1 Class A | &nbsp;&nbsp;Series 2022-ST1 Class A | &nbsp;&nbsp;Series 2022-ST1 Class A | &nbsp;&nbsp;Series 2022-ST1 Class A |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;2.500% | 2244376 | &nbsp;&nbsp;2151150 |
| &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> | &nbsp;&nbsp;LL ABS Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A | &nbsp;&nbsp;Series 2021-1A Class A |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;1.070% | &nbsp;&nbsp;&nbsp;734601 | &nbsp;&nbsp;&nbsp;&nbsp;709844 |
| &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Lucali CLO Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C | &nbsp;&nbsp;Series 2020-1A Class C |
| &nbsp;&nbsp;3-month USD LIBOR + 2.200%<br> Floor 2.200%<br> 01/15/2033 | &nbsp;&nbsp;6.992% | 6500000 | &nbsp;&nbsp;6284031 |
| &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D | &nbsp;&nbsp;Series 2020-1A Class D |
| &nbsp;&nbsp;3-month USD LIBOR + 3.600%<br> Floor 3.600%<br> 01/15/2033 | &nbsp;&nbsp;8.392% | 1500000 | &nbsp;&nbsp;1453159 |
| &nbsp;&nbsp;Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2016-24A Class BR | &nbsp;&nbsp;Series 2016-24A Class BR | &nbsp;&nbsp;Series 2016-24A Class BR | &nbsp;&nbsp;Series 2016-24A Class BR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.750%<br> 10/20/2029 | &nbsp;&nbsp;6.651% | 5000000 | &nbsp;&nbsp;4883345 |
| &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Madison Park Funding XXVII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 | &nbsp;&nbsp;Series 2018-27A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.350%<br> 04/20/2030 | &nbsp;&nbsp;6.158% | 3700000 | &nbsp;&nbsp;3607385 |
| &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Marlette Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B | &nbsp;&nbsp;Series 2021-1A Class B |
| &nbsp;&nbsp;06/16/2031 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;743782 | &nbsp;&nbsp;&nbsp;&nbsp;734965 |

---

2 Columbia Bond Fund \| Third Quarter Report 2023

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** | &nbsp;&nbsp;**Asset-Backed Securities — Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners 35 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 | &nbsp;&nbsp;Series 2018-1A Class A2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 01/20/2031 | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;1820000 | &nbsp;&nbsp;1775454 |
| &nbsp;&nbsp;Octagon Investment Partners XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners XXII Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Octagon Investment Partners XXII Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-1A Class BRR | &nbsp;&nbsp;Series 2014-1A Class BRR | &nbsp;&nbsp;Series 2014-1A Class BRR | &nbsp;&nbsp;Series 2014-1A Class BRR |
| &nbsp;&nbsp;3-month USD LIBOR + 1.450%<br> Floor 1.450%<br> 01/22/2030 | &nbsp;&nbsp;6.265% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;3931300 |
| &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> | &nbsp;&nbsp;Oportun Issuance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A | &nbsp;&nbsp;Series 2021-B Class A |
| &nbsp;&nbsp;05/08/2031 | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;6396415 |
| &nbsp;&nbsp;OZLM XXI<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM XXI<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM XXI<sup>(a),(b)</sup> | &nbsp;&nbsp;OZLM XXI<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-21A Class A1 | &nbsp;&nbsp;Series 2017-21A Class A1 | &nbsp;&nbsp;Series 2017-21A Class A1 | &nbsp;&nbsp;Series 2017-21A Class A1 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.150%<br> 01/20/2031 | &nbsp;&nbsp;5.958% | &nbsp;&nbsp;7500000 | &nbsp;&nbsp;7398142 |
| &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> | &nbsp;&nbsp;Pagaya AI Debt Selection Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-3 Class B | &nbsp;&nbsp;Series 2020-3 Class B | &nbsp;&nbsp;Series 2020-3 Class B | &nbsp;&nbsp;Series 2020-3 Class B |
| &nbsp;&nbsp;05/17/2027 | &nbsp;&nbsp;3.220% | &nbsp;&nbsp;&nbsp;&nbsp;473633 | &nbsp;&nbsp;&nbsp;&nbsp;472613 |
| &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A | &nbsp;&nbsp;Series 2021-1 Class A |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;1.180% | &nbsp;&nbsp;2348751 | &nbsp;&nbsp;2318002 |
| &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A |
| &nbsp;&nbsp;05/15/2029 | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;2593787 | &nbsp;&nbsp;2536019 |
| &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A | &nbsp;&nbsp;Series 2021-5 Class A |
| &nbsp;&nbsp;08/15/2029 | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;2277357 | &nbsp;&nbsp;2224015 |
| &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;2199709 | &nbsp;&nbsp;1998144 |
| &nbsp;&nbsp;Subordinated Series 2022-2 Class B | &nbsp;&nbsp;Subordinated Series 2022-2 Class B | &nbsp;&nbsp;Subordinated Series 2022-2 Class B | &nbsp;&nbsp;Subordinated Series 2022-2 Class B |
| &nbsp;&nbsp;01/15/2030 | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;3228808 | &nbsp;&nbsp;3129391 |
| &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;1887808 | &nbsp;&nbsp;1668778 |
| &nbsp;&nbsp;RR 1 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 1 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 1 LLC<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 1 LLC<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-1A Class A2B | &nbsp;&nbsp;Series 2017-1A Class A2B | &nbsp;&nbsp;Series 2017-1A Class A2B | &nbsp;&nbsp;Series 2017-1A Class A2B |
| &nbsp;&nbsp;3-month USD LIBOR + 1.600%<br> Floor 1.600%<br> 07/15/2035 | &nbsp;&nbsp;6.392% | 10000000 | &nbsp;&nbsp;9734890 |
| &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;RR 3 Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2014-14A Class A1R2 | &nbsp;&nbsp;Series 2014-14A Class A1R2 | &nbsp;&nbsp;Series 2014-14A Class A1R2 | &nbsp;&nbsp;Series 2014-14A Class A1R2 |
| &nbsp;&nbsp;3-month USD LIBOR + 1.090%<br> Floor 1.090%<br> 01/15/2030 | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;4500000 | &nbsp;&nbsp;4472235 |
| &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;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;12/15/2027 | &nbsp;&nbsp;1.210% | &nbsp;&nbsp;1227043 | &nbsp;&nbsp;1208445 |
| &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A | &nbsp;&nbsp;Series 2022-1A Class A |
| &nbsp;&nbsp;02/15/2028 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp;840848 | &nbsp;&nbsp;&nbsp;&nbsp;822392 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 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-ST1 Class A | &nbsp;&nbsp;Series 2021-ST1 Class A | &nbsp;&nbsp;Series 2021-ST1 Class A | &nbsp;&nbsp;Series 2021-ST1 Class A |
| &nbsp;&nbsp;02/20/2027 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;762725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728642 |
| &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% | 3415331 | &nbsp;&nbsp;&nbsp;&nbsp;3257848 |
| &nbsp;&nbsp;Series 2021-ST6 Class A | &nbsp;&nbsp;Series 2021-ST6 Class A | &nbsp;&nbsp;Series 2021-ST6 Class A | &nbsp;&nbsp;Series 2021-ST6 Class A |
| &nbsp;&nbsp;08/20/2027 | &nbsp;&nbsp;1.850% | 2681149 | &nbsp;&nbsp;&nbsp;&nbsp;2512010 |
| &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% | 1564363 | &nbsp;&nbsp;&nbsp;&nbsp;1491334 |
| &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 2021-1 Class B | &nbsp;&nbsp;Series 2021-1 Class B | &nbsp;&nbsp;Series 2021-1 Class B | &nbsp;&nbsp;Series 2021-1 Class B |
| &nbsp;&nbsp;03/20/2031 | &nbsp;&nbsp;1.890% | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;4189208 |
| &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A | &nbsp;&nbsp;Series 2021-3 Class A |
| &nbsp;&nbsp;07/20/2031 | &nbsp;&nbsp;0.830% | 2539789 | &nbsp;&nbsp;&nbsp;&nbsp;2488045 |
| &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A | &nbsp;&nbsp;Series 2021-4 Class A |
| &nbsp;&nbsp;09/20/2031 | &nbsp;&nbsp;0.840% | 2023316 | &nbsp;&nbsp;&nbsp;&nbsp;1963773 |
| &nbsp;&nbsp;Subordinated Series 2020-3 Class B | &nbsp;&nbsp;Subordinated Series 2020-3 Class B | &nbsp;&nbsp;Subordinated Series 2020-3 Class B | &nbsp;&nbsp;Subordinated Series 2020-3 Class B |
| &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;3.014% | 2175120 | &nbsp;&nbsp;&nbsp;&nbsp;2164162 |
| &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B | &nbsp;&nbsp;Subordinated Series 2021-5 Class B |
| &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;2.490% | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4524836 |
| &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $147,297,292) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $147,297,292) | &nbsp;&nbsp;Total Asset-Backed Securities — Non-Agency<br> (Cost $147,297,292) | &nbsp;&nbsp;**142540349** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.5%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Agency 0.5%** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2017-K070 Class A2 | &nbsp;&nbsp;Series 2017-K070 Class A2 | &nbsp;&nbsp;Series 2017-K070 Class A2 | &nbsp;&nbsp;Series 2017-K070 Class A2 |
| &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;3.303% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969689 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(c)</sup> |
| &nbsp;&nbsp;Series 2017-M15 Class ATS2 | &nbsp;&nbsp;Series 2017-M15 Class ATS2 | &nbsp;&nbsp;Series 2017-M15 Class ATS2 | &nbsp;&nbsp;Series 2017-M15 Class ATS2 |
| &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;3.154% | 4067418 | &nbsp;&nbsp;&nbsp;&nbsp;3917250 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(c),(d)</sup> |
| &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO | &nbsp;&nbsp;Series 2019-147 Class IO |
| &nbsp;&nbsp;06/16/2061 | &nbsp;&nbsp;0.397% | 5818470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230753 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $5,664,902) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $5,664,902) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Agency<br> (Cost $5,664,902) | &nbsp;&nbsp;&nbsp;&nbsp;**5117692** |
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 18.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 18.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 18.0%** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency 18.0%** |
| &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% | 2333455 | &nbsp;&nbsp;&nbsp;&nbsp;2242054 |
| &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% | 2893270 | &nbsp;&nbsp;&nbsp;&nbsp;2786595 |
| &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A | &nbsp;&nbsp;Series 2013-WBRK Class A |
| &nbsp;&nbsp;03/10/2037 | &nbsp;&nbsp;3.534% | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;1233610 |

---

Columbia Bond Fund \| Third Quarter Report 2023<br> 3

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-DSNY Class A | &nbsp;&nbsp;Series 2018-DSNY Class A | &nbsp;&nbsp;Series 2018-DSNY Class A | &nbsp;&nbsp;Series 2018-DSNY Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.850%<br> Floor 0.850%<br> 09/15/2034 | &nbsp;&nbsp;5.309% | 4500000 | &nbsp;&nbsp;4460382 |
| &nbsp;&nbsp;Series 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D | &nbsp;&nbsp;Series 2019-RLJ Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 04/15/2036 | &nbsp;&nbsp;6.409% | 1300000 | &nbsp;&nbsp;1279147 |
| &nbsp;&nbsp;Subordinated Series 2018-DSNY Class B | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class B | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class B | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 09/15/2034 | &nbsp;&nbsp;5.609% | 9325000 | &nbsp;&nbsp;9225550 |
| &nbsp;&nbsp;Subordinated Series 2018-DSNY Class D | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class D | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class D | &nbsp;&nbsp;Subordinated Series 2018-DSNY Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 09/15/2034 | &nbsp;&nbsp;6.159% | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;972361 |
| &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;Series 2018-BXH Class A | &nbsp;&nbsp;Series 2018-BXH Class A | &nbsp;&nbsp;Series 2018-BXH Class A | &nbsp;&nbsp;Series 2018-BXH Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.000%<br> Floor 1.000%<br> 10/15/2037 | &nbsp;&nbsp;5.454% | 2503753 | &nbsp;&nbsp;2437148 |
| &nbsp;&nbsp;Subordinated Series 2018-BXH Class D | &nbsp;&nbsp;Subordinated Series 2018-BXH Class D | &nbsp;&nbsp;Subordinated Series 2018-BXH Class D | &nbsp;&nbsp;Subordinated Series 2018-BXH Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 10/15/2037 | &nbsp;&nbsp;6.454% | 2000000 | &nbsp;&nbsp;1896919 |
| &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;BFLD Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-DPLO Class A | &nbsp;&nbsp;Series 2019-DPLO Class A | &nbsp;&nbsp;Series 2019-DPLO Class A | &nbsp;&nbsp;Series 2019-DPLO Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.090%<br> Floor 1.091%<br> 10/15/2034 | &nbsp;&nbsp;5.549% | 3000000 | &nbsp;&nbsp;2958792 |
| &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;5.709% | 3000000 | &nbsp;&nbsp;2919229 |
| &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Braemar Hotels & Resorts Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-PRME Class A | &nbsp;&nbsp;Series 2018-PRME Class A | &nbsp;&nbsp;Series 2018-PRME Class A | &nbsp;&nbsp;Series 2018-PRME Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.820%<br> Floor 0.820%<br> 06/15/2035 | &nbsp;&nbsp;5.275% | 8000000 | &nbsp;&nbsp;7718991 |
| &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Commercial Mortgage Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-VIV4 Class A | &nbsp;&nbsp;Series 2020-VIV4 Class A | &nbsp;&nbsp;Series 2020-VIV4 Class A | &nbsp;&nbsp;Series 2020-VIV4 Class A |
| &nbsp;&nbsp;03/09/2044 | &nbsp;&nbsp;2.843% | 7500000 | &nbsp;&nbsp;6423527 |
| &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 2018-GW Class A | &nbsp;&nbsp;Series 2018-GW Class A | &nbsp;&nbsp;Series 2018-GW Class A | &nbsp;&nbsp;Series 2018-GW Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.800%<br> Floor 0.800%<br> 05/15/2035 | &nbsp;&nbsp;5.259% | 5950000 | &nbsp;&nbsp;5851045 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;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%<br> 10/15/2036 | &nbsp;&nbsp;6.046% | &nbsp;&nbsp;&nbsp;&nbsp;823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796280 |
| &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D | &nbsp;&nbsp;Subordinated Series 2019-ATL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 1.887%<br> Floor 1.887%<br> 10/15/2036 | &nbsp;&nbsp;6.346% | &nbsp;&nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707823 |
| &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> | &nbsp;&nbsp;BX Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A | &nbsp;&nbsp;Series 2019-OC11 Class A |
| &nbsp;&nbsp;12/09/2041 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;2996657 |
| &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 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;3.312% | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;1723074 |
| &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;Series 2019-IKPR Class A | &nbsp;&nbsp;Series 2019-IKPR Class A | &nbsp;&nbsp;Series 2019-IKPR Class A | &nbsp;&nbsp;Series 2019-IKPR Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.129%<br> Floor 1.129%<br> 11/15/2038 | &nbsp;&nbsp;5.583% | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964980 |
| &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;3.633% | &nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1578016 |
| &nbsp;&nbsp;Corevest American Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Corevest American Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Corevest American Finance Trust<sup>(a)</sup> | &nbsp;&nbsp;Corevest American Finance Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-4 Class A | &nbsp;&nbsp;Series 2020-4 Class A | &nbsp;&nbsp;Series 2020-4 Class A | &nbsp;&nbsp;Series 2020-4 Class A |
| &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;1.174% | &nbsp;&nbsp;8393674 | &nbsp;&nbsp;&nbsp;&nbsp;7568421 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 | &nbsp;&nbsp;Series 2014-USA Class A2 |
| &nbsp;&nbsp;09/15/2037 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;6220000 | &nbsp;&nbsp;&nbsp;&nbsp;5676743 |
| &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 C | &nbsp;&nbsp;Series 2021-ESH Class C | &nbsp;&nbsp;Series 2021-ESH Class C | &nbsp;&nbsp;Series 2021-ESH Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 07/15/2038 | &nbsp;&nbsp;6.154% | 10469661 | &nbsp;&nbsp;10220857 |
| &nbsp;&nbsp;Hilton USA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-HHV Class C | &nbsp;&nbsp;Subordinated Series 2016-HHV Class C | &nbsp;&nbsp;Subordinated Series 2016-HHV Class C | &nbsp;&nbsp;Subordinated Series 2016-HHV Class C |
| &nbsp;&nbsp;11/05/2038 | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;1570392 |
| &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> | &nbsp;&nbsp;Hilton USA Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Subordinated Series 2016-SFP Class D | &nbsp;&nbsp;Subordinated Series 2016-SFP Class D | &nbsp;&nbsp;Subordinated Series 2016-SFP Class D | &nbsp;&nbsp;Subordinated Series 2016-SFP Class D |
| &nbsp;&nbsp;11/05/2035 | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;1646000 | &nbsp;&nbsp;&nbsp;&nbsp;1518339 |
| &nbsp;&nbsp;Independence Plaza Trust<sup>(a)</sup> | &nbsp;&nbsp;Independence Plaza Trust<sup>(a)</sup> | &nbsp;&nbsp;Independence Plaza Trust<sup>(a)</sup> | &nbsp;&nbsp;Independence Plaza Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2018-INDP Class B | &nbsp;&nbsp;Series 2018-INDP Class B | &nbsp;&nbsp;Series 2018-INDP Class B | &nbsp;&nbsp;Series 2018-INDP Class B |
| &nbsp;&nbsp;07/10/2035 | &nbsp;&nbsp;3.911% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3778700 |
| &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;Subordinated Series 2018-SFR4 Class C | &nbsp;&nbsp;Subordinated Series 2018-SFR4 Class C | &nbsp;&nbsp;Subordinated Series 2018-SFR4 Class C | &nbsp;&nbsp;Subordinated Series 2018-SFR4 Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.400%<br> Floor 1.400%<br> 01/17/2038 | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;1999908 | &nbsp;&nbsp;&nbsp;&nbsp;1977389 |
| &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 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;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;1357255 |

---

4 Columbia Bond Fund \| Third Quarter Report 2023

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;1047338 |
| &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;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A |
| &nbsp;&nbsp;02/17/2039 | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6182813 | &nbsp;&nbsp;&nbsp;&nbsp;5584068 |
| &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 B | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class B | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class B | &nbsp;&nbsp;Subordinated Series 2020-1NYP Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.500%<br> Floor 1.500%<br> 01/15/2036 | &nbsp;&nbsp;5.959% | 15000000 | &nbsp;&nbsp;14297859 |
| &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;6.659% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4712951 |
| &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> | &nbsp;&nbsp;Progress Residential Trust<sup>(a)</sup> |
| &nbsp;&nbsp;Series 2020-SFR1 Class E | &nbsp;&nbsp;Series 2020-SFR1 Class E | &nbsp;&nbsp;Series 2020-SFR1 Class E | &nbsp;&nbsp;Series 2020-SFR1 Class E |
| &nbsp;&nbsp;04/17/2037 | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;1643970 |
| &nbsp;&nbsp;Series 2020-SFR3 Class B | &nbsp;&nbsp;Series 2020-SFR3 Class B | &nbsp;&nbsp;Series 2020-SFR3 Class B | &nbsp;&nbsp;Series 2020-SFR3 Class B |
| &nbsp;&nbsp;10/17/2027 | &nbsp;&nbsp;1.495% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3598124 |
| &nbsp;&nbsp;Series 2020-SFR3 Class C | &nbsp;&nbsp;Series 2020-SFR3 Class C | &nbsp;&nbsp;Series 2020-SFR3 Class C | &nbsp;&nbsp;Series 2020-SFR3 Class C |
| &nbsp;&nbsp;10/17/2027 | &nbsp;&nbsp;1.695% | &nbsp;&nbsp;6250000 | &nbsp;&nbsp;&nbsp;&nbsp;5620292 |
| &nbsp;&nbsp;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A | &nbsp;&nbsp;Series 2022-SFR1 Class A |
| &nbsp;&nbsp;02/17/2041 | &nbsp;&nbsp;2.709% | &nbsp;&nbsp;2994294 | &nbsp;&nbsp;&nbsp;&nbsp;2646697 |
| &nbsp;&nbsp;Subordinated Series 2022-SFR4 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR4 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR4 Class B | &nbsp;&nbsp;Subordinated Series 2022-SFR4 Class B |
| &nbsp;&nbsp;05/17/2041 | &nbsp;&nbsp;4.788% | &nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5702201 |
| &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;Series 2021-555 Class A | &nbsp;&nbsp;Series 2021-555 Class A | &nbsp;&nbsp;Series 2021-555 Class A | &nbsp;&nbsp;Series 2021-555 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 1.150%<br> Floor 1.150%<br> 05/15/2038 | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;7330945 |
| &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;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6293459 |
| &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;UBS Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2018-NYCH Class A | &nbsp;&nbsp;Series 2018-NYCH Class A | &nbsp;&nbsp;Series 2018-NYCH Class A | &nbsp;&nbsp;Series 2018-NYCH Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.850%<br> Floor 0.851%<br> 02/15/2032 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;1737226 | &nbsp;&nbsp;&nbsp;&nbsp;1691354 |
| &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B | &nbsp;&nbsp;Series 2018-NYCH Class B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.250%<br> Floor 1.250%<br> 02/15/2032 | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881127 |
| &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A | &nbsp;&nbsp;Series 2017-SMP Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.875%<br> Floor 0.875%<br> 12/15/2034 | &nbsp;&nbsp;5.334% | &nbsp;&nbsp;4720000 | &nbsp;&nbsp;&nbsp;&nbsp;4397956 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D | &nbsp;&nbsp;Series 2020-SDAL Class D |
| &nbsp;&nbsp;1-month USD LIBOR + 2.090%<br> Floor 2.090%, Cap 4.500%<br> 02/15/2037 | &nbsp;&nbsp;6.408% | 5600000 | &nbsp;&nbsp;&nbsp;&nbsp;5341539 |
| &nbsp;&nbsp;Subordinated Series 2017-SMP Class C | &nbsp;&nbsp;Subordinated Series 2017-SMP Class C | &nbsp;&nbsp;Subordinated Series 2017-SMP Class C | &nbsp;&nbsp;Subordinated Series 2017-SMP Class C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> Floor 1.200%<br> 12/15/2034 | &nbsp;&nbsp;5.784% | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739405 |
| &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $177,445,829) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $177,445,829) | &nbsp;&nbsp;Total Commercial Mortgage-Backed Securities - Non-Agency<br> (Cost $177,445,829) | &nbsp;&nbsp;**166369561** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** | &nbsp;&nbsp;**Common Stocks 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Consumer Staples 0.0%** | &nbsp;&nbsp;**Consumer Staples 0.0%** | &nbsp;&nbsp;**Consumer Staples 0.0%** |
| &nbsp;&nbsp;**Beverages 0.0%** | &nbsp;&nbsp;**Beverages 0.0%** | &nbsp;&nbsp;**Beverages 0.0%** |
| &nbsp;&nbsp;Crimson Wine Group Ltd.<sup>(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**18** |
| &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** |
| &nbsp;&nbsp;Vitesse Energy, Inc.<sup>(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**64** |
| &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** | &nbsp;&nbsp;**Financials 0.0%** |
| &nbsp;&nbsp;**Capital Markets 0.0%** | &nbsp;&nbsp;**Capital Markets 0.0%** | &nbsp;&nbsp;**Capital Markets 0.0%** |
| &nbsp;&nbsp;Jefferies Financial Group, Inc. | &nbsp;&nbsp;39 | &nbsp;&nbsp;1532 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**1532** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $—) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $—) | &nbsp;&nbsp;**1614** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes 14.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes 14.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes 14.9%** | &nbsp;&nbsp;**Corporate Bonds & Notes 14.9%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Aerospace & Defense 0.4%** | &nbsp;&nbsp;**Aerospace & Defense 0.4%** | &nbsp;&nbsp;**Aerospace & Defense 0.4%** | &nbsp;&nbsp;**Aerospace & Defense 0.4%** |
| &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) | &nbsp;&nbsp;Boeing Co. (The) |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;3.200% | 1323000 | &nbsp;&nbsp;1209320 |
| &nbsp;&nbsp;08/01/2059 | &nbsp;&nbsp;3.950% | 2668000 | &nbsp;&nbsp;1981085 |
| &nbsp;&nbsp;05/01/2060 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;361000 | &nbsp;&nbsp;&nbsp;&nbsp;368200 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3558605** |
| &nbsp;&nbsp;**Banking 6.0%** | &nbsp;&nbsp;**Banking 6.0%** | &nbsp;&nbsp;**Banking 6.0%** | &nbsp;&nbsp;**Banking 6.0%** |
| &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;07/23/2031 | &nbsp;&nbsp;1.898% | 7130000 | &nbsp;&nbsp;5765298 |
| &nbsp;&nbsp;10/24/2031 | &nbsp;&nbsp;1.922% | 2300000 | &nbsp;&nbsp;1848426 |
| &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;2.572% | 2220000 | &nbsp;&nbsp;1838427 |
| &nbsp;&nbsp;02/04/2033 | &nbsp;&nbsp;2.972% | 5600000 | &nbsp;&nbsp;4775974 |

---

Columbia Bond Fund \| Third Quarter Report 2023<br> 5

------

Portfolio of Investments (continued)<br> Columbia Bond Fund, January 31, 2023 (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;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;06/03/2031 | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732465 |
| &nbsp;&nbsp;01/25/2033 | &nbsp;&nbsp;3.057% | 5541000 | &nbsp;&nbsp;&nbsp;&nbsp;4748535 |
| &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;07/21/2032 | &nbsp;&nbsp;2.383% | 3506000 | &nbsp;&nbsp;&nbsp;&nbsp;2871760 |
| &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;2.650% | 5160000 | &nbsp;&nbsp;&nbsp;&nbsp;4284890 |
| &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% | 2260000 | &nbsp;&nbsp;&nbsp;&nbsp;1863180 |
| &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;2.871% | 5997000 | &nbsp;&nbsp;&nbsp;&nbsp;4934021 |
| &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;10/15/2030 | &nbsp;&nbsp;2.739% | 1812000 | &nbsp;&nbsp;&nbsp;&nbsp;1583307 |
| &nbsp;&nbsp;04/22/2032 | &nbsp;&nbsp;2.580% | 8049000 | &nbsp;&nbsp;&nbsp;&nbsp;6780764 |
| &nbsp;&nbsp;11/08/2032 | &nbsp;&nbsp;2.545% | 3472000 | &nbsp;&nbsp;&nbsp;&nbsp;2883426 |
| &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;07/21/2032 | &nbsp;&nbsp;2.239% | 1219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989452 |
| &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated | &nbsp;&nbsp;Subordinated |
| &nbsp;&nbsp;09/16/2036 | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386968 |
| &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;10/30/2030 | &nbsp;&nbsp;2.879% | 2323000 | &nbsp;&nbsp;&nbsp;&nbsp;2055073 |
| &nbsp;&nbsp;02/11/2031 | &nbsp;&nbsp;2.572% | 7892000 | &nbsp;&nbsp;&nbsp;&nbsp;6814959 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**55156925** |
| &nbsp;&nbsp;**Cable and Satellite 0.5%** | &nbsp;&nbsp;**Cable and Satellite 0.5%** | &nbsp;&nbsp;**Cable and Satellite 0.5%** | &nbsp;&nbsp;**Cable and Satellite 0.5%** |
| &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital | &nbsp;&nbsp;Charter Communications Operating LLC/Capital |
| &nbsp;&nbsp;05/01/2047 | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519952 |
| &nbsp;&nbsp;12/01/2061 | &nbsp;&nbsp;4.400% | 2927000 | &nbsp;&nbsp;&nbsp;&nbsp;2043584 |
| &nbsp;&nbsp;06/30/2062 | &nbsp;&nbsp;3.950% | 2157000 | &nbsp;&nbsp;&nbsp;&nbsp;1385512 |
| &nbsp;&nbsp;04/01/2063 | &nbsp;&nbsp;5.500% | 1403000 | &nbsp;&nbsp;&nbsp;&nbsp;1166300 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5115348** |
| &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;02/15/2030 | &nbsp;&nbsp;2.722% | 2595000 | &nbsp;&nbsp;&nbsp;&nbsp;2268072 |
| &nbsp;&nbsp;**Electric 1.0%** | &nbsp;&nbsp;**Electric 1.0%** | &nbsp;&nbsp;**Electric 1.0%** | &nbsp;&nbsp;**Electric 1.0%** |
| &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. | &nbsp;&nbsp;AEP Texas, Inc. |
| &nbsp;&nbsp;01/15/2050 | &nbsp;&nbsp;3.450% | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;1081381 |
| &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;Duke Energy Corp. |
| &nbsp;&nbsp;09/01/2046 | &nbsp;&nbsp;3.750% | 3035000 | &nbsp;&nbsp;&nbsp;&nbsp;2417316 |
| &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% | 2910000 | &nbsp;&nbsp;&nbsp;&nbsp;2436052 |
| &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;Georgia Power Co. |
| &nbsp;&nbsp;03/15/2042 | &nbsp;&nbsp;4.300% | 1671000 | &nbsp;&nbsp;&nbsp;&nbsp;1507334 |
| &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. | &nbsp;&nbsp;Pacific Gas and Electric Co. |
| &nbsp;&nbsp;07/01/2050 | &nbsp;&nbsp;4.950% | 2270000 | &nbsp;&nbsp;&nbsp;&nbsp;1895066 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**9337149** |
| &nbsp;&nbsp;**Food and Beverage 0.5%** | &nbsp;&nbsp;**Food and Beverage 0.5%** | &nbsp;&nbsp;**Food and Beverage 0.5%** | &nbsp;&nbsp;**Food and Beverage 0.5%** |
| &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | &nbsp;&nbsp;Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| &nbsp;&nbsp;02/01/2036 | &nbsp;&nbsp;4.700% | 1320000 | &nbsp;&nbsp;&nbsp;&nbsp;1308819 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** | &nbsp;&nbsp;**Corporate Bonds & Notes (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> | &nbsp;&nbsp;Bacardi Ltd.<sup>(a)</sup> |
| &nbsp;&nbsp;05/15/2048 | &nbsp;&nbsp;5.300% | 3330000 | &nbsp;&nbsp;3282101 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**4590920** |
| &nbsp;&nbsp;**Health Care 0.8%** | &nbsp;&nbsp;**Health Care 0.8%** | &nbsp;&nbsp;**Health Care 0.8%** | &nbsp;&nbsp;**Health Care 0.8%** |
| &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> | &nbsp;&nbsp;GE Healthcare Holding LLC<sup>(a)</sup> |
| &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;5.650% | 2995000 | &nbsp;&nbsp;3100922 |
| &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% | 4719000 | &nbsp;&nbsp;3982363 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**7083285** |
| &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** | &nbsp;&nbsp;**Healthcare Insurance 0.4%** |
| &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. | &nbsp;&nbsp;Aetna, Inc. |
| &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp;309754 |
| &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;Centene Corp. |
| &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;3.000% | 3605000 | &nbsp;&nbsp;3081555 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**3391309** |
| &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** | &nbsp;&nbsp;**Integrated Energy 0.1%** |
| &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;Cenovus Energy, Inc. |
| &nbsp;&nbsp;02/15/2052 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;639288 |
| &nbsp;&nbsp;**Life Insurance 0.0%** | &nbsp;&nbsp;**Life Insurance 0.0%** | &nbsp;&nbsp;**Life Insurance 0.0%** | &nbsp;&nbsp;**Life Insurance 0.0%** |
| &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> | &nbsp;&nbsp;Peachtree Corners Funding Trust<sup>(a)</sup> |
| &nbsp;&nbsp;02/15/2025 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;326286 |
| &nbsp;&nbsp;**Media and Entertainment 0.9%** | &nbsp;&nbsp;**Media and Entertainment 0.9%** | &nbsp;&nbsp;**Media and Entertainment 0.9%** | &nbsp;&nbsp;**Media and Entertainment 0.9%** |
| &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% | 9772000 | &nbsp;&nbsp;8133738 |
| &nbsp;&nbsp;**Midstream 0.9%** | &nbsp;&nbsp;**Midstream 0.9%** | &nbsp;&nbsp;**Midstream 0.9%** | &nbsp;&nbsp;**Midstream 0.9%** |
| &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;Enterprise Products Operating LLC |
| &nbsp;&nbsp;01/31/2060 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;923000 | &nbsp;&nbsp;&nbsp;&nbsp;732426 |
| &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. | &nbsp;&nbsp;Kinder Morgan, Inc. |
| &nbsp;&nbsp;02/15/2046 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;671000 | &nbsp;&nbsp;&nbsp;&nbsp;612139 |
| &nbsp;&nbsp;08/01/2052 | &nbsp;&nbsp;5.450% | 1721000 | &nbsp;&nbsp;1652781 |
| &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. | &nbsp;&nbsp;Plains All American Pipeline LP/Finance Corp. |
| &nbsp;&nbsp;06/15/2044 | &nbsp;&nbsp;4.700% | 4576000 | &nbsp;&nbsp;3759168 |
| &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;550000 | &nbsp;&nbsp;&nbsp;&nbsp;477789 |
| &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% | &nbsp;&nbsp;&nbsp;821000 | &nbsp;&nbsp;&nbsp;&nbsp;779497 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**8013800** |
| &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** | &nbsp;&nbsp;**Natural Gas 0.2%** |
| &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;NiSource, Inc. |
| &nbsp;&nbsp;05/15/2047 | &nbsp;&nbsp;4.375% | 2380000 | &nbsp;&nbsp;2141378 |

---

6 Columbia Bond Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Columbia Bond Fund, January 31, 2023 (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;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** | &nbsp;&nbsp;**Pharmaceuticals 0.6%** |
| &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. | &nbsp;&nbsp;AbbVie, Inc. |
| &nbsp;&nbsp;06/15/2044 | &nbsp;&nbsp;4.850% | 2780000 | &nbsp;&nbsp;&nbsp;&nbsp;2704293 |
| &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;Amgen, Inc. |
| &nbsp;&nbsp;03/01/2053 | &nbsp;&nbsp;4.875% | 2711000 | &nbsp;&nbsp;&nbsp;&nbsp;2574226 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5278519** |
| &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** | &nbsp;&nbsp;**Property & Casualty 0.1%** |
| &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;Berkshire Hathaway Finance Corp. |
| &nbsp;&nbsp;03/15/2052 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670045 |
| &nbsp;&nbsp;**Retailers 0.6%** | &nbsp;&nbsp;**Retailers 0.6%** | &nbsp;&nbsp;**Retailers 0.6%** | &nbsp;&nbsp;**Retailers 0.6%** |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;Lowe's Companies, Inc. |
| &nbsp;&nbsp;04/01/2062 | &nbsp;&nbsp;4.450% | 2217000 | &nbsp;&nbsp;&nbsp;&nbsp;1882292 |
| &nbsp;&nbsp;09/15/2062 | &nbsp;&nbsp;5.800% | 3226000 | &nbsp;&nbsp;&nbsp;&nbsp;3356413 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**5238705** |
| &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** | &nbsp;&nbsp;**Technology 0.4%** |
| &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> | &nbsp;&nbsp;Broadcom, Inc.<sup>(a)</sup> |
| &nbsp;&nbsp;04/15/2034 | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434307 |
| &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;3.187% | 2604000 | &nbsp;&nbsp;&nbsp;&nbsp;1990619 |
| &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% | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179172 |
| &nbsp;&nbsp;01/15/2033 | &nbsp;&nbsp;5.000% | 1254000 | &nbsp;&nbsp;&nbsp;&nbsp;1229371 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**3833469** |
| &nbsp;&nbsp;**Wireless 0.8%** | &nbsp;&nbsp;**Wireless 0.8%** | &nbsp;&nbsp;**Wireless 0.8%** | &nbsp;&nbsp;**Wireless 0.8%** |
| &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% | 2461000 | &nbsp;&nbsp;&nbsp;&nbsp;2300104 |
| &nbsp;&nbsp;06/15/2030 | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562047 |
| &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;T-Mobile US, Inc. |
| &nbsp;&nbsp;02/15/2031 | &nbsp;&nbsp;2.875% | 5712000 | &nbsp;&nbsp;&nbsp;&nbsp;4888643 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**7750794** |
| &nbsp;&nbsp;**Wirelines 0.5%** | &nbsp;&nbsp;**Wirelines 0.5%** | &nbsp;&nbsp;**Wirelines 0.5%** | &nbsp;&nbsp;**Wirelines 0.5%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;AT&T, Inc. |
| &nbsp;&nbsp;03/01/2029 | &nbsp;&nbsp;4.350% | 2749000 | &nbsp;&nbsp;&nbsp;&nbsp;2700398 |
| &nbsp;&nbsp;12/01/2057 | &nbsp;&nbsp;3.800% | 2489000 | &nbsp;&nbsp;&nbsp;&nbsp;1892374 |
| &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;**Total** | &nbsp;&nbsp;&nbsp;&nbsp;**4592772** |
| &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $154,789,828) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $154,789,828) | &nbsp;&nbsp;Total Corporate Bonds & Notes<br> (Cost $154,789,828) | &nbsp;&nbsp;**137120407** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency 34.1%** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(g)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(g)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(g)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(g)</sup> |
| &nbsp;&nbsp;06/01/2043 | &nbsp;&nbsp;4.000% | 1237446 | &nbsp;&nbsp;&nbsp;&nbsp;1227280 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;09/01/2051 | &nbsp;&nbsp;2.500% | 17039852 | &nbsp;&nbsp;14946577 |
| &nbsp;&nbsp;02/01/2052-<br> 05/01/2052 | &nbsp;&nbsp;3.000% | 15707841 | &nbsp;&nbsp;14358084 |
| &nbsp;&nbsp;08/01/2052 | &nbsp;&nbsp;4.000% | 14699403 | &nbsp;&nbsp;14335268 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup> |
| &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA | &nbsp;&nbsp;CMO Series 4903 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 08/25/2049 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;2052231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232163 |
| &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d)</sup> | &nbsp;&nbsp;Federal Home Loan Mortgage Corp.<sup>(d)</sup> |
| &nbsp;&nbsp;CMO Series 5162 Class IA | &nbsp;&nbsp;CMO Series 5162 Class IA | &nbsp;&nbsp;CMO Series 5162 Class IA | &nbsp;&nbsp;CMO Series 5162 Class IA |
| &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8517925 | &nbsp;&nbsp;&nbsp;&nbsp;1303794 |
| &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;08/01/2029-<br> 09/01/2045 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1749049 | &nbsp;&nbsp;&nbsp;&nbsp;1690990 |
| &nbsp;&nbsp;05/01/2043-<br> 05/01/2052 | &nbsp;&nbsp;3.500% | 22635965 | &nbsp;&nbsp;21327373 |
| &nbsp;&nbsp;02/01/2048-<br> 08/01/2052 | &nbsp;&nbsp;4.000% | 37859472 | &nbsp;&nbsp;37009628 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(g)</sup> |
| &nbsp;&nbsp;07/01/2038 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;565637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595842 |
| &nbsp;&nbsp;01/01/2040 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;698092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733314 |
| &nbsp;&nbsp;08/01/2040 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1089202 | &nbsp;&nbsp;&nbsp;&nbsp;1091423 |
| &nbsp;&nbsp;10/01/2042 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1544074 | &nbsp;&nbsp;&nbsp;&nbsp;1452185 |
| &nbsp;&nbsp;07/01/2045-<br> 02/01/2046 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1863692 | &nbsp;&nbsp;&nbsp;&nbsp;1786239 |
| &nbsp;&nbsp;11/01/2045 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;578559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565621 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(b),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS | &nbsp;&nbsp;CMO Series 2016-53 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 08/25/2046 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;&nbsp;&nbsp;723110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85671 |
| &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA | &nbsp;&nbsp;CMO Series 2016-57 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 08/25/2046 | &nbsp;&nbsp;1.494% | &nbsp;&nbsp;1815420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217004 |
| &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL | &nbsp;&nbsp;CMO Series 2016-93 Class SL |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.650%<br> Cap 6.650%<br> 12/25/2046 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;2606181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201405 |
| &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA | &nbsp;&nbsp;CMO Series 2017-109 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/25/2048 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;&nbsp;&nbsp;868124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117985 |

---

Columbia Bond Fund \| Third Quarter Report 2023<br> 7

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA | &nbsp;&nbsp;CMO Series 2017-20 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 04/25/2047 | &nbsp;&nbsp;1.594% | &nbsp;&nbsp;&nbsp;&nbsp;740200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94118 |
| &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN | &nbsp;&nbsp;CMO Series 2017-54 Class SN |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/25/2047 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;1493677 | &nbsp;&nbsp;&nbsp;&nbsp;221167 |
| &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM | &nbsp;&nbsp;CMO Series 2018-66 Class SM |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 09/25/2048 | &nbsp;&nbsp;1.694% | &nbsp;&nbsp;1035399 | &nbsp;&nbsp;&nbsp;&nbsp;125700 |
| &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA | &nbsp;&nbsp;CMO Series 2018-74 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 10/25/2048 | &nbsp;&nbsp;1.644% | &nbsp;&nbsp;1271443 | &nbsp;&nbsp;&nbsp;&nbsp;150585 |
| &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB | &nbsp;&nbsp;CMO Series 2019-33 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 07/25/2049 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;3079209 | &nbsp;&nbsp;&nbsp;&nbsp;351139 |
| &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH | &nbsp;&nbsp;CMO Series 2019-60 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 10/25/2049 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;1174647 | &nbsp;&nbsp;&nbsp;&nbsp;144900 |
| &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE | &nbsp;&nbsp;CMO Series 2019-67 Class SE |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 11/25/2049 | &nbsp;&nbsp;1.544% | &nbsp;&nbsp;1820960 | &nbsp;&nbsp;&nbsp;&nbsp;282828 |
| &nbsp;&nbsp;Federal National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Federal National Mortgage Association<sup>(d)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3 Class TI | &nbsp;&nbsp;CMO Series 2021-3 Class TI | &nbsp;&nbsp;CMO Series 2021-3 Class TI | &nbsp;&nbsp;CMO Series 2021-3 Class TI |
| &nbsp;&nbsp;02/25/2051 | &nbsp;&nbsp;2.500% | 11671787 | &nbsp;&nbsp;1937217 |
| &nbsp;&nbsp;Freddie Mac REMICS<sup>(d)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(d)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(d)</sup> | &nbsp;&nbsp;Freddie Mac REMICS<sup>(d)</sup> |
| &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI | &nbsp;&nbsp;CMO Series 5152 Class XI |
| &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;2.500% | 15409919 | &nbsp;&nbsp;2082244 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b)</sup> |
| &nbsp;&nbsp;1-year CMT + 1.500%<br> Cap 10.000%<br> 04/20/2028 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(g)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(g)</sup> |
| &nbsp;&nbsp;04/20/2048 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;743675 | &nbsp;&nbsp;&nbsp;&nbsp;748559 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(b),(d)</sup> |
| &nbsp;&nbsp;CMO Series 2017-112 Class SJ | &nbsp;&nbsp;CMO Series 2017-112 Class SJ | &nbsp;&nbsp;CMO Series 2017-112 Class SJ | &nbsp;&nbsp;CMO Series 2017-112 Class SJ |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 5.660%<br> Cap 5.660%<br> 07/20/2047 | &nbsp;&nbsp;1.174% | 2607811 | &nbsp;&nbsp;207304 |
| &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS | &nbsp;&nbsp;CMO Series 2017-130 Class HS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;892336 | &nbsp;&nbsp;&nbsp;&nbsp;97016 |
| &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS | &nbsp;&nbsp;CMO Series 2017-149 Class BS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 10/20/2047 | &nbsp;&nbsp;1.714% | 1127206 | &nbsp;&nbsp;137584 |
| &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA | &nbsp;&nbsp;CMO Series 2017-163 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 11/20/2047 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;476677 | &nbsp;&nbsp;&nbsp;&nbsp;49261 |
| &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB | &nbsp;&nbsp;CMO Series 2017-37 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 03/20/2047 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;&nbsp;674672 | &nbsp;&nbsp;&nbsp;&nbsp;71828 |
| &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA | &nbsp;&nbsp;CMO Series 2018-103 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2048 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;657287 | &nbsp;&nbsp;&nbsp;&nbsp;74222 |
| &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS | &nbsp;&nbsp;CMO Series 2018-112 Class LS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 08/20/2048 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;824952 | &nbsp;&nbsp;&nbsp;&nbsp;92427 |
| &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK | &nbsp;&nbsp;CMO Series 2018-125 Class SK |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.250%<br> Cap 6.250%<br> 09/20/2048 | &nbsp;&nbsp;1.764% | 1047225 | &nbsp;&nbsp;&nbsp;&nbsp;95906 |
| &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS | &nbsp;&nbsp;CMO Series 2018-134 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 10/20/2048 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;841337 | &nbsp;&nbsp;&nbsp;&nbsp;93508 |
| &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB | &nbsp;&nbsp;CMO Series 2018-148 Class SB |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 01/20/2048 | &nbsp;&nbsp;1.714% | 1585682 | &nbsp;&nbsp;189642 |

---

8 Columbia Bond Fund \| Third Quarter Report 2023

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA | &nbsp;&nbsp;CMO Series 2018-151 Class SA |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 11/20/2048 | &nbsp;&nbsp;1.664% | 1374513 | &nbsp;&nbsp;149456 |
| &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS | &nbsp;&nbsp;CMO Series 2018-89 Class MS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 06/20/2048 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;869633 | &nbsp;&nbsp;&nbsp;&nbsp;83813 |
| &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS | &nbsp;&nbsp;CMO Series 2018-91 Class DS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.200%<br> Cap 6.200%<br> 07/20/2048 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;&nbsp;921406 | &nbsp;&nbsp;&nbsp;&nbsp;98816 |
| &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS | &nbsp;&nbsp;CMO Series 2019-20 Class JS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.000%<br> Cap 6.000%<br> 02/20/2049 | &nbsp;&nbsp;1.514% | 1315512 | &nbsp;&nbsp;143161 |
| &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH | &nbsp;&nbsp;CMO Series 2019-5 Class SH |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 01/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;&nbsp;944434 | &nbsp;&nbsp;105269 |
| &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG | &nbsp;&nbsp;CMO Series 2019-56 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 05/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;&nbsp;986815 | &nbsp;&nbsp;108181 |
| &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS | &nbsp;&nbsp;CMO Series 2019-59 Class KS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 05/20/2049 | &nbsp;&nbsp;1.564% | &nbsp;&nbsp;&nbsp;996167 | &nbsp;&nbsp;108156 |
| &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC | &nbsp;&nbsp;CMO Series 2019-85 Class SC |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 07/20/2049 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;&nbsp;948516 | &nbsp;&nbsp;101048 |
| &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD | &nbsp;&nbsp;CMO Series 2019-90 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> 07/20/2049 | &nbsp;&nbsp;1.664% | 2296091 | &nbsp;&nbsp;268911 |
| &nbsp;&nbsp;CMO Series 2019-92 Class SD | &nbsp;&nbsp;CMO Series 2019-92 Class SD | &nbsp;&nbsp;CMO Series 2019-92 Class SD | &nbsp;&nbsp;CMO Series 2019-92 Class SD |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.100%<br> Cap 6.100%<br> 07/20/2049 | &nbsp;&nbsp;1.614% | 5530079 | &nbsp;&nbsp;653152 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;CMO Series 2020-188 Class SA | &nbsp;&nbsp;CMO Series 2020-188 Class SA | &nbsp;&nbsp;CMO Series 2020-188 Class SA | &nbsp;&nbsp;CMO Series 2020-188 Class SA |
| &nbsp;&nbsp;1-month USD LIBOR + 6.300%<br> Cap 6.300%<br> 12/20/2050 | &nbsp;&nbsp;1.814% | 12065777 | &nbsp;&nbsp;&nbsp;&nbsp;1738365 |
| &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS | &nbsp;&nbsp;CMO Series 2020-21 Class VS |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.050%<br> Cap 6.050%<br> 02/20/2050 | &nbsp;&nbsp;1.564% | &nbsp;&nbsp;&nbsp;&nbsp;733498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84169 |
| &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG | &nbsp;&nbsp;CMO Series 2020-62 Class SG |
| &nbsp;&nbsp;-1.0 x 1-month USD LIBOR + 6.150%<br> Cap 6.150%<br> 05/20/2050 | &nbsp;&nbsp;1.664% | &nbsp;&nbsp;1344058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146011 |
| &nbsp;&nbsp;Government National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d)</sup> | &nbsp;&nbsp;Government National Mortgage Association<sup>(d)</sup> |
| &nbsp;&nbsp;CMO Series 2020-164 Class CI | &nbsp;&nbsp;CMO Series 2020-164 Class CI | &nbsp;&nbsp;CMO Series 2020-164 Class CI | &nbsp;&nbsp;CMO Series 2020-164 Class CI |
| &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7721230 | &nbsp;&nbsp;&nbsp;&nbsp;1156221 |
| &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI | &nbsp;&nbsp;CMO Series 2020-175 Class KI |
| &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;2.500% | 20948731 | &nbsp;&nbsp;&nbsp;&nbsp;2909534 |
| &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG | &nbsp;&nbsp;CMO Series 2020-191 Class UG |
| &nbsp;&nbsp;12/20/2050 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7797685 | &nbsp;&nbsp;&nbsp;&nbsp;1273382 |
| &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI | &nbsp;&nbsp;CMO Series 2021-119 Class QI |
| &nbsp;&nbsp;07/20/2051 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8418000 | &nbsp;&nbsp;&nbsp;&nbsp;1225825 |
| &nbsp;&nbsp;CMO Series 2021-139 Class IC | &nbsp;&nbsp;CMO Series 2021-139 Class IC | &nbsp;&nbsp;CMO Series 2021-139 Class IC | &nbsp;&nbsp;CMO Series 2021-139 Class IC |
| &nbsp;&nbsp;08/20/2051 | &nbsp;&nbsp;3.000% | 20082117 | &nbsp;&nbsp;&nbsp;&nbsp;3122707 |
| &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI | &nbsp;&nbsp;CMO Series 2021-16 Class KI |
| &nbsp;&nbsp;01/20/2051 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9893809 | &nbsp;&nbsp;&nbsp;&nbsp;1407105 |
| &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(h)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(h)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(h)</sup> | &nbsp;&nbsp;Government National Mortgage Association TBA<sup>(h)</sup> |
| &nbsp;&nbsp;02/21/2053 | &nbsp;&nbsp;4.000% | 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;17474062 |
| &nbsp;&nbsp;02/21/2053 | &nbsp;&nbsp;4.500% | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9928125 |
| &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(h)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(h)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(h)</sup> | &nbsp;&nbsp;Uniform Mortgage-Backed Security TBA<sup>(h)</sup> |
| &nbsp;&nbsp;02/16/2038-<br> 02/13/2053 | &nbsp;&nbsp;3.000% | 45078000 | &nbsp;&nbsp;&nbsp;&nbsp;41065025 |
| &nbsp;&nbsp;02/16/2038 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3900220 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;4.000% | 22000000 | &nbsp;&nbsp;&nbsp;&nbsp;21243750 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;4.500% | 43580000 | &nbsp;&nbsp;&nbsp;&nbsp;43035250 |
| &nbsp;&nbsp;02/13/2053 | &nbsp;&nbsp;5.000% | 42000000 | &nbsp;&nbsp;&nbsp;&nbsp;42154218 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $315,426,924) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $315,426,924) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Agency<br> (Cost $315,426,924) | &nbsp;&nbsp;**314210020** |
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 30.3%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 30.3%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 30.3%** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency 30.3%** |
| &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;3192843 | &nbsp;&nbsp;&nbsp;&nbsp;2976322 |
| &nbsp;&nbsp;American Mortgage Trust<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(i),(j)</sup> | &nbsp;&nbsp;American Mortgage Trust<sup>(c),(i),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A | &nbsp;&nbsp;CMO Series 2093-3 Class 3A |
| &nbsp;&nbsp;07/27/2023 | &nbsp;&nbsp;8.188% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| &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 2020-1 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;12/25/2059 | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2658249 |

---

Columbia Bond Fund \| Third Quarter Report 2023<br> 9

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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;04/25/2065 | &nbsp;&nbsp;1.691% | 2334418 | &nbsp;&nbsp;2153614 |
| &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 |
| &nbsp;&nbsp;07/25/2066 | &nbsp;&nbsp;1.208% | 4632779 | &nbsp;&nbsp;3866832 |
| &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 M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 | &nbsp;&nbsp;CMO Series 2018-3 Class M1 |
| &nbsp;&nbsp;09/25/2048 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;934485 |
| &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Arroyo Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Arroyo 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;04/25/2049 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;179560 | &nbsp;&nbsp;&nbsp;&nbsp;165878 |
| &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 2018-1A Class M2 | &nbsp;&nbsp;CMO Series 2018-1A Class M2 | &nbsp;&nbsp;CMO Series 2018-1A Class M2 | &nbsp;&nbsp;CMO Series 2018-1A Class M2 |
| &nbsp;&nbsp;1-month USD LIBOR + 2.900%<br> 04/25/2028 | &nbsp;&nbsp;7.406% | 2256434 | &nbsp;&nbsp;2258492 |
| &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C | &nbsp;&nbsp;CMO Series 2019-2A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 2.000%<br> Floor 2.000%<br> 04/25/2029 | &nbsp;&nbsp;6.506% | 3508535 | &nbsp;&nbsp;3505410 |
| &nbsp;&nbsp;CMO Series 2019-3A Class M1B | &nbsp;&nbsp;CMO Series 2019-3A Class M1B | &nbsp;&nbsp;CMO Series 2019-3A Class M1B | &nbsp;&nbsp;CMO Series 2019-3A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.600%<br> Floor 1.600%<br> 07/25/2029 | &nbsp;&nbsp;6.106% | &nbsp;&nbsp;&nbsp;268596 | &nbsp;&nbsp;&nbsp;&nbsp;268359 |
| &nbsp;&nbsp;CMO Series 2019-3A Class M1C | &nbsp;&nbsp;CMO Series 2019-3A Class M1C | &nbsp;&nbsp;CMO Series 2019-3A Class M1C | &nbsp;&nbsp;CMO Series 2019-3A Class M1C |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 07/25/2029 | &nbsp;&nbsp;6.456% | 3500000 | &nbsp;&nbsp;3483495 |
| &nbsp;&nbsp;CMO Series 2021-2A Class M1A | &nbsp;&nbsp;CMO Series 2021-2A Class M1A | &nbsp;&nbsp;CMO Series 2021-2A Class M1A | &nbsp;&nbsp;CMO Series 2021-2A Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.200%<br> Floor 1.200%<br> 06/25/2031 | &nbsp;&nbsp;5.510% | 2674872 | &nbsp;&nbsp;2649734 |
| &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B | &nbsp;&nbsp;CMO Series 2021-2A Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 1.500%<br> Floor 1.500%<br> 06/25/2031 | &nbsp;&nbsp;5.444% | 2000000 | &nbsp;&nbsp;1909254 |
| &nbsp;&nbsp;CMO Series 2022-1 Class M1A | &nbsp;&nbsp;CMO Series 2022-1 Class M1A | &nbsp;&nbsp;CMO Series 2022-1 Class M1A | &nbsp;&nbsp;CMO Series 2022-1 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.750%<br> Floor 1.750%<br> 01/26/2032 | &nbsp;&nbsp;6.060% | 4900000 | &nbsp;&nbsp;4870441 |
| &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 M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM1 Class M1 |
| &nbsp;&nbsp;05/25/2060 | &nbsp;&nbsp;3.181% | 2500000 | &nbsp;&nbsp;2251324 |
| &nbsp;&nbsp;CMO Series 2020-RPL2 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A1 |
| &nbsp;&nbsp;05/25/2059 | &nbsp;&nbsp;2.000% | 1930050 | &nbsp;&nbsp;1757227 |
| &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% | 2866642 | &nbsp;&nbsp;2734149 |
| &nbsp;&nbsp;Bunker Hill Loan Depositary Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bunker Hill Loan Depositary Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bunker Hill Loan Depositary Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Bunker Hill Loan Depositary Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2019-3 Class A2 | &nbsp;&nbsp;CMO Series 2019-3 Class A2 | &nbsp;&nbsp;CMO Series 2019-3 Class A2 | &nbsp;&nbsp;CMO Series 2019-3 Class A2 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;2.981% | &nbsp;&nbsp;&nbsp;923722 | &nbsp;&nbsp;&nbsp;&nbsp;879733 |
| &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.135% | 1345994 | &nbsp;&nbsp;1280541 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 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;02/25/2055 | &nbsp;&nbsp;1.724% | 3114242 | &nbsp;&nbsp;2975901 |
| &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;BVRT Financing Trust<sup>(a),(b),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 | &nbsp;&nbsp;CMO Series 2021-3F Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 1.750%<br> Floor 1.750%<br> 07/12/2033 | &nbsp;&nbsp;3.608% | 3361669 | &nbsp;&nbsp;3361669 |
| &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 | &nbsp;&nbsp;CMO Series 2021-3F Class M2 |
| &nbsp;&nbsp;30-day Average SOFR + 2.900%<br> Floor 2.900%<br> 07/12/2033 | &nbsp;&nbsp;4.187% | 6000000 | &nbsp;&nbsp;6000000 |
| &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% | 4870907 | &nbsp;&nbsp;4533243 |
| &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;03/25/2067 | &nbsp;&nbsp;3.757% | 4104319 | &nbsp;&nbsp;3920934 |
| &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 A2 | &nbsp;&nbsp;CMO Series 2020-2 Class A2 | &nbsp;&nbsp;CMO Series 2020-2 Class A2 | &nbsp;&nbsp;CMO Series 2020-2 Class A2 |
| &nbsp;&nbsp;03/25/2065 | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;329911 |
| &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 |
| &nbsp;&nbsp;09/27/2066 | &nbsp;&nbsp;0.956% | 2969731 | &nbsp;&nbsp;2398597 |
| &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 | &nbsp;&nbsp;CMO Series 2021-5 Class A2 |
| &nbsp;&nbsp;11/26/2066 | &nbsp;&nbsp;2.606% | 4270000 | &nbsp;&nbsp;3291280 |
| &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 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 | &nbsp;&nbsp;CMO Series 2022-R01 Class 1M2 |
| &nbsp;&nbsp;30-day Average SOFR + 1.900%<br> 12/25/2041 | &nbsp;&nbsp;6.210% | 2650000 | &nbsp;&nbsp;2585060 |
| &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;7.410% | 4000000 | &nbsp;&nbsp;4026748 |
| &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates<sup>(a),(c)</sup> | &nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-SPT1 Class A1 | &nbsp;&nbsp;CMO Series 2020-SPT1 Class A1 | &nbsp;&nbsp;CMO Series 2020-SPT1 Class A1 | &nbsp;&nbsp;CMO Series 2020-SPT1 Class A1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;1.616% | &nbsp;&nbsp;&nbsp;258255 | &nbsp;&nbsp;&nbsp;&nbsp;250725 |
| &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-NQM2 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM2 Class A2 |
| &nbsp;&nbsp;02/25/2066 | &nbsp;&nbsp;1.384% | 3428231 | &nbsp;&nbsp;2931242 |
| &nbsp;&nbsp;CMO Series 2021-RPL2 Class A1A | &nbsp;&nbsp;CMO Series 2021-RPL2 Class A1A | &nbsp;&nbsp;CMO Series 2021-RPL2 Class A1A | &nbsp;&nbsp;CMO Series 2021-RPL2 Class A1A |
| &nbsp;&nbsp;01/25/2060 | &nbsp;&nbsp;1.115% | 3396220 | &nbsp;&nbsp;2830244 |
| &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 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 | &nbsp;&nbsp;CMO Series 2020-RPL2 Class A12 |
| &nbsp;&nbsp;02/25/2060 | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;&nbsp;883682 | &nbsp;&nbsp;&nbsp;&nbsp;885035 |
| &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 | &nbsp;&nbsp;CMO Series 2020-RPL6 Class A1 |
| &nbsp;&nbsp;03/25/2059 | &nbsp;&nbsp;2.688% | 9098958 | &nbsp;&nbsp;9025416 |
| &nbsp;&nbsp;CMO Series 2021-NQM8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM8 Class A1 | &nbsp;&nbsp;CMO Series 2021-NQM8 Class A1 |
| &nbsp;&nbsp;10/25/2066 | &nbsp;&nbsp;1.841% | 3887963 | &nbsp;&nbsp;3435243 |
| &nbsp;&nbsp;CMO Series 2022-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM1 Class A3 |
| &nbsp;&nbsp;11/25/2066 | &nbsp;&nbsp;2.675% | 3303374 | &nbsp;&nbsp;2761624 |
| &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% | 2593273 | &nbsp;&nbsp;2532381 |

---

10 Columbia Bond Fund \| Third Quarter Report 2023

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;Deephaven Residential Mortgage Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1 Class A2 | &nbsp;&nbsp;CMO Series 2021-1 Class A2 | &nbsp;&nbsp;CMO Series 2021-1 Class A2 | &nbsp;&nbsp;CMO Series 2021-1 Class A2 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;0.973% | &nbsp;&nbsp;&nbsp;680496 | &nbsp;&nbsp;&nbsp;&nbsp;625414 |
| &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Eagle Re Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 | &nbsp;&nbsp;CMO Series 2018-1 Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.700%<br> Floor 1.700%<br> 11/25/2028 | &nbsp;&nbsp;6.206% | &nbsp;&nbsp;&nbsp;275303 | &nbsp;&nbsp;&nbsp;&nbsp;274983 |
| &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B | &nbsp;&nbsp;Subordinated CMO Series 2020-1 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.450%<br> 01/25/2030 | &nbsp;&nbsp;5.956% | 2258807 | &nbsp;&nbsp;2228542 |
| &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 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;05/25/2065 | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;506283 |
| &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR<sup>(b)</sup> |
| &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 | &nbsp;&nbsp;CMO Series 2020-CS01 Class M3 |
| &nbsp;&nbsp;1-month USD LIBOR + 0.000%<br> 04/25/2033 | &nbsp;&nbsp;4.000% | 8035270 | &nbsp;&nbsp;7703050 |
| &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-DNA3 Class M1 | &nbsp;&nbsp;CMO Series 2021-DNA3 Class M1 | &nbsp;&nbsp;CMO Series 2021-DNA3 Class M1 | &nbsp;&nbsp;CMO Series 2021-DNA3 Class M1 |
| &nbsp;&nbsp;30-day Average SOFR + 0.750%<br> 10/25/2033 | &nbsp;&nbsp;5.060% | 3278665 | &nbsp;&nbsp;3256110 |
| &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B | &nbsp;&nbsp;CMO Series 2022-DNA1 Class M1B |
| &nbsp;&nbsp;30-day Average SOFR + 1.850%<br> 01/25/2042 | &nbsp;&nbsp;6.160% | 3000000 | &nbsp;&nbsp;2904319 |
| &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;6.460% | 2555161 | &nbsp;&nbsp;2573248 |
| &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-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;30-day Average SOFR + 2.400%<br> 02/25/2042 | &nbsp;&nbsp;6.710% | 3800000 | &nbsp;&nbsp;3730316 |
| &nbsp;&nbsp;FWD Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;FWD Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;FWD Securitization Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;FWD Securitization Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class M1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class M1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class M1 | &nbsp;&nbsp;CMO Series 2020-INV1 Class M1 |
| &nbsp;&nbsp;01/25/2050 | &nbsp;&nbsp;2.850% | 3500000 | &nbsp;&nbsp;2823087 |
| &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 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM1 Class A1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;1.469% | 2788843 | &nbsp;&nbsp;2632434 |
| &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GCAT Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 | &nbsp;&nbsp;CMO Series 2021-CM2 Class A1 |
| &nbsp;&nbsp;08/25/2066 | &nbsp;&nbsp;2.352% | 3090883 | &nbsp;&nbsp;2823561 |
| &nbsp;&nbsp;CMO Series 2022-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A3 | &nbsp;&nbsp;CMO Series 2022-NQM2 Class A3 |
| &nbsp;&nbsp;02/25/2067 | &nbsp;&nbsp;4.210% | 4847499 | &nbsp;&nbsp;4465999 |
| &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust<sup>(a),(c)</sup> |
| &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;07/25/2061 | &nbsp;&nbsp;1.017% | 2508154 | &nbsp;&nbsp;2169778 |
| &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;Subordinated CMO Series 2022-1 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-1 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-1 Class M1A | &nbsp;&nbsp;Subordinated CMO Series 2022-1 Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 2.850%<br> 10/25/2034 | &nbsp;&nbsp;7.160% | 2700000 | &nbsp;&nbsp;2699979 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Imperial Fund Mortgage Trust<sup>(a),(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-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 | &nbsp;&nbsp;CMO Series 2021-NQM4 Class A2 |
| &nbsp;&nbsp;01/25/2057 | &nbsp;&nbsp;2.296% | 1826731 | &nbsp;&nbsp;1589877 |
| &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-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% | 2128940 | &nbsp;&nbsp;2004191 |
| &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A | &nbsp;&nbsp;CMO Series 2021-SL2 Class A |
| &nbsp;&nbsp;10/25/2068 | &nbsp;&nbsp;1.875% | 2866770 | &nbsp;&nbsp;2594550 |
| &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(j)</sup> | &nbsp;&nbsp;Loan Revolving Advance Investment Trust<sup>(a),(b),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X | &nbsp;&nbsp;CMO Series 2021-2 Class A1X |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 06/30/2023 | &nbsp;&nbsp;7.204% | &nbsp;&nbsp;&nbsp;137320 | &nbsp;&nbsp;&nbsp;&nbsp;137320 |
| &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-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 | &nbsp;&nbsp;CMO Series 2020-NQM2 Class M1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;3.034% | 3500000 | &nbsp;&nbsp;2770714 |
| &nbsp;&nbsp;CMO Series 2020-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A1 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A1 |
| &nbsp;&nbsp;01/26/2065 | &nbsp;&nbsp;1.014% | 5050552 | &nbsp;&nbsp;4517000 |
| &nbsp;&nbsp;CMO Series 2020-NQM3 Class A2 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A2 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A2 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A2 |
| &nbsp;&nbsp;01/26/2065 | &nbsp;&nbsp;1.324% | 2020224 | &nbsp;&nbsp;1798350 |
| &nbsp;&nbsp;CMO Series 2020-NQM3 Class A3 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A3 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A3 | &nbsp;&nbsp;CMO Series 2020-NQM3 Class A3 |
| &nbsp;&nbsp;01/26/2065 | &nbsp;&nbsp;1.632% | 1515168 | &nbsp;&nbsp;1345378 |
| &nbsp;&nbsp;CMO Series 2021-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A3 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A3 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;2.264% | 2520045 | &nbsp;&nbsp;2136095 |
| &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 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;363675 | &nbsp;&nbsp;&nbsp;&nbsp;329312 |
| &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;566970 | &nbsp;&nbsp;&nbsp;&nbsp;508589 |
| &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;New Residential Mortgage Loan Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1A Class A1A | &nbsp;&nbsp;CMO Series 2018-1A Class A1A | &nbsp;&nbsp;CMO Series 2018-1A Class A1A | &nbsp;&nbsp;CMO Series 2018-1A Class A1A |
| &nbsp;&nbsp;12/25/2057 | &nbsp;&nbsp;4.000% | 6592137 | &nbsp;&nbsp;6297844 |
| &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% | 3452407 | &nbsp;&nbsp;3155161 |
| &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re II Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 | &nbsp;&nbsp;CMO Series 2018-1A Class M1 |
| &nbsp;&nbsp;1-month USD LIBOR + 1.550%<br> 07/25/2028 | &nbsp;&nbsp;6.056% | &nbsp;&nbsp;&nbsp;413106 | &nbsp;&nbsp;&nbsp;&nbsp;412449 |
| &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re III Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B | &nbsp;&nbsp;CMO Series 2019-1A Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.950%<br> Floor 1.950%<br> 07/25/2029 | &nbsp;&nbsp;6.456% | 1159676 | &nbsp;&nbsp;1157953 |
| &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;Oaktown Re VI Ltd.<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A | &nbsp;&nbsp;CMO Series 2021-1A Class M1A |
| &nbsp;&nbsp;30-day Average SOFR + 1.650%<br> Floor 1.650%<br> 10/25/2033 | &nbsp;&nbsp;5.960% | 1640367 | &nbsp;&nbsp;1634580 |

---

Columbia Bond Fund \| Third Quarter Report 2023<br> 11

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PMT Credit Risk Transfer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A | &nbsp;&nbsp;Series 2019-2R Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.750%<br> Floor 2.750%<br> 05/27/2023 | &nbsp;&nbsp;7.267% | &nbsp;&nbsp;&nbsp;&nbsp;420965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410875 |
| &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> | &nbsp;&nbsp;PNMAC GMSR Issuer Trust<sup>(a),(b)</sup> |
| &nbsp;&nbsp;CMO Series 2018-FT1 Class A | &nbsp;&nbsp;CMO Series 2018-FT1 Class A | &nbsp;&nbsp;CMO Series 2018-FT1 Class A | &nbsp;&nbsp;CMO Series 2018-FT1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.350%<br> 04/25/2023 | &nbsp;&nbsp;6.856% | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2435238 |
| &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A | &nbsp;&nbsp;CMO Series 2018-GT1 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.850%<br> Floor 2.850%<br> 02/25/2023 | &nbsp;&nbsp;7.356% | 10700000 | &nbsp;&nbsp;10506903 |
| &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A | &nbsp;&nbsp;CMO Series 2018-GT2 Class A |
| &nbsp;&nbsp;1-month USD LIBOR + 2.650%<br> 08/25/2025 | &nbsp;&nbsp;7.156% | &nbsp;&nbsp;3950000 | &nbsp;&nbsp;&nbsp;&nbsp;3813169 |
| &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;8167971 | &nbsp;&nbsp;&nbsp;&nbsp;7726819 |
| &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;5516292 | &nbsp;&nbsp;&nbsp;&nbsp;5273330 |
| &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;2200014 | &nbsp;&nbsp;&nbsp;&nbsp;2081994 |
| &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;2052285 | &nbsp;&nbsp;&nbsp;&nbsp;1903842 |
| &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 | &nbsp;&nbsp;CMO Series 2021-8 Class A1 |
| &nbsp;&nbsp;09/25/2026 | &nbsp;&nbsp;1.743% | &nbsp;&nbsp;1468394 | &nbsp;&nbsp;&nbsp;&nbsp;1330206 |
| &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(c)</sup> | &nbsp;&nbsp;Pretium Mortgage Credit Partners<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 | &nbsp;&nbsp;CMO Series 2022-NPL1 Class A1 |
| &nbsp;&nbsp;01/25/2052 | &nbsp;&nbsp;2.981% | &nbsp;&nbsp;3999133 | &nbsp;&nbsp;&nbsp;&nbsp;3674212 |
| &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-AFC1 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A3 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class A3 |
| &nbsp;&nbsp;08/25/2056 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;5626778 | &nbsp;&nbsp;&nbsp;&nbsp;4668732 |
| &nbsp;&nbsp;CMO Series 2021-AFC1 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class M1 | &nbsp;&nbsp;CMO Series 2021-AFC1 Class M1 |
| &nbsp;&nbsp;08/25/2056 | &nbsp;&nbsp;3.114% | &nbsp;&nbsp;4516000 | &nbsp;&nbsp;&nbsp;&nbsp;2914009 |
| &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;4001633 | &nbsp;&nbsp;&nbsp;&nbsp;3554681 |
| &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 2019-2 Class M1B | &nbsp;&nbsp;CMO Series 2019-2 Class M1B | &nbsp;&nbsp;CMO Series 2019-2 Class M1B | &nbsp;&nbsp;CMO Series 2019-2 Class M1B |
| &nbsp;&nbsp;1-month USD LIBOR + 1.750%<br> Floor 1.750%<br> 06/25/2029 | &nbsp;&nbsp;6.256% | &nbsp;&nbsp;&nbsp;&nbsp;107459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107380 |
| &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A | &nbsp;&nbsp;CMO Series 2020-1 Class M1A |
| &nbsp;&nbsp;1-month USD LIBOR + 0.950%<br> Floor 0.950%<br> 01/25/2030 | &nbsp;&nbsp;5.456% | &nbsp;&nbsp;&nbsp;&nbsp;297711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297419 |
| &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 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 | &nbsp;&nbsp;CMO Series 2019-3 Class A3 |
| &nbsp;&nbsp;09/25/2059 | &nbsp;&nbsp;3.044% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29004 |

---

---

| | | | |
|:---|:---|:---|:---|
| &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;Stanwich Mortgage Loan Co. LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(c)</sup> | &nbsp;&nbsp;Stanwich Mortgage Loan Co. LLC<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 | &nbsp;&nbsp;CMO Series 2021-NPB1 Class A1 |
| &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;2.735% | &nbsp;&nbsp;2468032 | &nbsp;&nbsp;2200678 |
| &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;3305327 | &nbsp;&nbsp;3125848 |
| &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;7753908 | &nbsp;&nbsp;7453582 |
| &nbsp;&nbsp;CMO Series 2020-3 Class A3 | &nbsp;&nbsp;CMO Series 2020-3 Class A3 | &nbsp;&nbsp;CMO Series 2020-3 Class A3 | &nbsp;&nbsp;CMO Series 2020-3 Class A3 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;2.591% | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;4273869 |
| &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 | &nbsp;&nbsp;CMO Series 2020-3 Class M1 |
| &nbsp;&nbsp;04/25/2065 | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;2349696 |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 |
| &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;1.439% | &nbsp;&nbsp;4060895 | &nbsp;&nbsp;3672836 |
| &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;1537082 | &nbsp;&nbsp;1389240 |
| &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 | &nbsp;&nbsp;CMO Series 2021-3 Class A1 |
| &nbsp;&nbsp;06/25/2056 | &nbsp;&nbsp;1.127% | &nbsp;&nbsp;&nbsp;&nbsp;894579 | &nbsp;&nbsp;&nbsp;&nbsp;728239 |
| &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(j)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(j)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(j)</sup> | &nbsp;&nbsp;Stonnington Mortgage Trust<sup>(a),(c),(j)</sup> |
| &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A | &nbsp;&nbsp;CMO Series 2020-1 Class A |
| &nbsp;&nbsp;07/28/2024 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1164414 | &nbsp;&nbsp;1146948 |
| &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 2019-4 Class M1B | &nbsp;&nbsp;CMO Series 2019-4 Class M1B | &nbsp;&nbsp;CMO Series 2019-4 Class M1B | &nbsp;&nbsp;CMO Series 2019-4 Class M1B |
| &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;3.000% | 10000000 | &nbsp;&nbsp;8013196 |
| &nbsp;&nbsp;TRK Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;TRK Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;TRK Trust<sup>(a),(c)</sup> | &nbsp;&nbsp;TRK Trust<sup>(a),(c)</sup> |
| &nbsp;&nbsp;CMO Series 2021-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A1 | &nbsp;&nbsp;CMO Series 2021-INV2 Class A1 |
| &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;1.966% | &nbsp;&nbsp;6079024 | &nbsp;&nbsp;5237013 |
| &nbsp;&nbsp;Vendee Mortgage Trust<sup>(c),(d)</sup> | &nbsp;&nbsp;Vendee Mortgage Trust<sup>(c),(d)</sup> | &nbsp;&nbsp;Vendee Mortgage Trust<sup>(c),(d)</sup> | &nbsp;&nbsp;Vendee Mortgage Trust<sup>(c),(d)</sup> |
| &nbsp;&nbsp;CMO Series 1998-1 Class 2IO | &nbsp;&nbsp;CMO Series 1998-1 Class 2IO | &nbsp;&nbsp;CMO Series 1998-1 Class 2IO | &nbsp;&nbsp;CMO Series 1998-1 Class 2IO |
| &nbsp;&nbsp;03/15/2028 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;485189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;CMO Series 1998-3 Class IO | &nbsp;&nbsp;CMO Series 1998-3 Class IO | &nbsp;&nbsp;CMO Series 1998-3 Class IO | &nbsp;&nbsp;CMO Series 1998-3 Class IO |
| &nbsp;&nbsp;03/15/2029 | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;591189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &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-INV3 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV3 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV3 Class A3 | &nbsp;&nbsp;CMO Series 2019-INV3 Class A3 |
| &nbsp;&nbsp;11/25/2059 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;340413 | &nbsp;&nbsp;&nbsp;&nbsp;323587 |
| &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;01/25/2060 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;&nbsp;&nbsp;895666 | &nbsp;&nbsp;&nbsp;&nbsp;838705 |
| &nbsp;&nbsp;CMO Series 2020-4 Class A3 | &nbsp;&nbsp;CMO Series 2020-4 Class A3 | &nbsp;&nbsp;CMO Series 2020-4 Class A3 | &nbsp;&nbsp;CMO Series 2020-4 Class A3 |
| &nbsp;&nbsp;05/25/2065 | &nbsp;&nbsp;2.321% | &nbsp;&nbsp;1541145 | &nbsp;&nbsp;1422923 |
| &nbsp;&nbsp;CMO Series 2021-4 Class A2 | &nbsp;&nbsp;CMO Series 2021-4 Class A2 | &nbsp;&nbsp;CMO Series 2021-4 Class A2 | &nbsp;&nbsp;CMO Series 2021-4 Class A2 |
| &nbsp;&nbsp;07/25/2066 | &nbsp;&nbsp;1.247% | &nbsp;&nbsp;4199634 | &nbsp;&nbsp;3450316 |
| &nbsp;&nbsp;Verus Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a)</sup> | &nbsp;&nbsp;Verus Securitization Trust<sup>(a)</sup> |
| &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 | &nbsp;&nbsp;CMO Series 2020-INV1 Class A2 |
| &nbsp;&nbsp;03/25/2060 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;4000000 | &nbsp;&nbsp;3791700 |
| &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;03/25/2060 | &nbsp;&nbsp;3.889% | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;2648622 |

---

12 Columbia Bond Fund \| Third Quarter Report 2023

------

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

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** | &nbsp;&nbsp;**Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Coupon<br> Rate** | **Principal<br> Amount ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;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 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;1.873% | 1489854 | &nbsp;&nbsp;&nbsp;&nbsp;1360970 |
| &nbsp;&nbsp;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 | &nbsp;&nbsp;CMO Series 2021-1R Class A1 |
| &nbsp;&nbsp;05/25/2056 | &nbsp;&nbsp;1.280% | 2596988 | &nbsp;&nbsp;&nbsp;&nbsp;2394207 |
| &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $300,032,604) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $300,032,604) | &nbsp;&nbsp;Total Residential Mortgage-Backed Securities - Non-Agency<br> (Cost $300,032,604) | &nbsp;&nbsp;**279035280** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Options Purchased Calls 0.1%** | &nbsp;&nbsp;**Options Purchased Calls 0.1%** |
|  | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;(Cost $1,579,195) | &nbsp;&nbsp;**715704** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds 5.7%** | &nbsp;&nbsp;**Money Market Funds 5.7%** | &nbsp;&nbsp;**Money Market Funds 5.7%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559%<sup>(k),(l)</sup> | &nbsp;&nbsp;52637370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52616316 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $52,612,077) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $52,612,077) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**52616316** |
| &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,154,848,651)** | &nbsp;&nbsp;**Total Investments in Securities<br> (Cost: $1,154,848,651)** | &nbsp;&nbsp;**1097726943** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;**(175730280)** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;**921996663** |

---

At January 31, 2023, securities and/or cash totaling $7,846,726 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 | 1925 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;220442578 | &nbsp;&nbsp;&nbsp;&nbsp;2653200 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury 5-Year Note | 483 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52763977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321472 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;U.S. Treasury Ultra Bond | 283 | &nbsp;&nbsp;&nbsp;&nbsp;03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40115250 | &nbsp;&nbsp;&nbsp;&nbsp;1223454 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4198126 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** | &nbsp;&nbsp;**Short futures contracts** |
| &nbsp;&nbsp;**Description** | **Number of<br> contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> appreciation ($)** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> depreciation ($)** |
| &nbsp;&nbsp;3-Month SOFR | (975) | &nbsp;&nbsp;&nbsp;&nbsp;12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;(232196250) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2478) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** | &nbsp;&nbsp;**Call option contracts purchased** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Cost ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;10-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;36200000 | &nbsp;&nbsp;36200000 | &nbsp;&nbsp;2.25 | &nbsp;&nbsp;05/26/2023 | &nbsp;&nbsp;&nbsp;&nbsp;742100 | &nbsp;&nbsp;&nbsp;&nbsp;45471 |
| &nbsp;&nbsp;5-Year OTC interest rate swap with Citi to receive exercise rate and pay SOFR | Citi | &nbsp;&nbsp;USD | &nbsp;&nbsp;56370000 | &nbsp;&nbsp;56370000 | &nbsp;&nbsp;3.20 | &nbsp;&nbsp;07/11/2023 | &nbsp;&nbsp;&nbsp;&nbsp;837095 | &nbsp;&nbsp;670233 |
| &nbsp;&nbsp;Total |  |  |  |  |  |  | &nbsp;&nbsp;1579195 | &nbsp;&nbsp;715704 |

---

#### Notes to Portfolio of Investments
(a) Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A
eligible securities, which are often sold only to qualified institutional buyers. At January 31, 2023, the total value of these securities amounted to $601,492,442, which represents 65.24% of total net assets.

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

(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 January 31, 2023.

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

(e) Non-income producing investment.

(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 January 31, 2023.

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

Columbia Bond Fund \| Third Quarter Report 2023<br> 13

------

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

#### Notes to Portfolio of Investments (continued)<br>
**(h)** **Represents a security purchased on a when-issued basis.** 

**(i)** **Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At January 31, 2023, the total value of these securities amounted to $33, which represents less than 0.01% of total net assets.** 

**(j)** **Valuation based on significant unobservable inputs.** 

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

**(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 January 31, 2023 are as follows:** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% |
|  | 48458332 | &nbsp;&nbsp;346334024 | &nbsp;&nbsp;(342175091) | &nbsp;&nbsp;(949) | &nbsp;&nbsp;52616316 | &nbsp;&nbsp;2464 | &nbsp;&nbsp;935574 | &nbsp;&nbsp;52637370 |

---

#### Abbreviation Legend

---

| | |
|:---|:---|
| CMO | &nbsp;&nbsp;Collateralized Mortgage Obligation |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |
| 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.

14 Columbia Bond Fund \| Third Quarter Report 2023

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

3QT121_04_N01_(03/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

- **b. EDGAR series identifier (if any):** S000021579

- **c. LEI of Series:** JJHVHNOOET6CTZ44XB48

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1112934386.55

**Total Liabilities:** $193193679.90

**Net Assets:** $919740706.65

**Delayed Delivery Securities:** $190093168.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 219655.859800000000 | **1-Year:** 129.738800000000 | **5-Year:** 21499.647600000000 | **10-Year:** 124683.063200000000 | **30-Year:** 332695.320000000000

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

- **3-Month:** 43107.824200000000 | **1-Year:** -35167.374800000000 | **5-Year:** 39189.854200000000 | **10-Year:** 153333.929200000000 | **30-Year:** 124799.416400000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000061833 | 3.87%                | -0.42%               | 4.24%                |
| Class ID C000061834 | 3.81%                | -0.48%               | 4.15%                |
| Class ID C000061835 | 3.92%                | -0.43%               | 4.27%                |
| Class ID C000078993 | 3.89%                | -0.39%               | 4.27%                |
| Class ID C000094716 | 3.92%                | -0.45%               | 4.26%                |
| Class ID C000109452 | 3.88%                | -0.48%               | 4.22%                |
| Class ID C000122693 | 3.93%                | -0.43%               | 4.27%                |
| Class ID C000122694 | 3.90%                | -0.39%               | 4.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5771026.88             | $29953248.52                               |
| Month 2  | $6260232.90              | $-10055331.69                              |
| Month 3  | $-1841029.20             | $30980841.57                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                             | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANGEL OAK MORTGAGE TRUST AOMT_18-3                               | AOMT_18-3                          | CUSIP: 03464NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $934485.02    | 0.10%             | 2048-09-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-1                               | AOMT_20-1                          | CUSIP: 03464RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2658249.00   | 0.29%             | 2059-12-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-5                               | AOMT_21-5                          | CUSIP: 03465HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4632779 | PA      | $3866832.52   | 0.42%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-3                               | AOMT_20-3                          | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2334418 | PA      | $2153614.48   | 0.23%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1308819.68   | 0.14%             | 2036-02-01      | Fixed         | 4.70%                 | 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        |   3000000 | PA      | $2765142.00   | 0.30%             | 2035-01-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_19-2                                  | ARRW_19-2                          | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179560 | PA      | $165877.72    | 0.02%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST AVNT_21-REV1                           | AVNT_21-REV1                       | CUSIP: 05353LAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3682017.39   | 0.40%             | 2030-07-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH        | BBCMS_18-BXH                       | CUSIP: 05491RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1896918.80   | 0.21%             | 2037-10-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_20-2A                      | CGMS_20-2A                         | CUSIP: 14315GAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1850000 | PA      | $1693155.15   | 0.18%             | 2035-01-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_20-4                            | CAFL_20-4                          | CUSIP: 21873AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8393674 | PA      | $7568421.10   | 0.82%             | 2052-12-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-5                         | PAID_21-5                          | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2277357 | PA      | $2224014.75   | 0.24%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1507334.26   | 0.16%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $2871760.22   | 0.31%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4284889.90   | 0.47%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GNMA_17-37                         | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    674672 | PA      | $71827.91     | 0.01%             | 2047-03-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    892335 | PA      | $97016.23     | 0.01%             | 2047-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GNMA_17-149                        | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1127206 | PA      | $137584.03    | 0.01%             | 2047-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GNMA_17-163                        | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    476677 | PA      | $49261.27     | 0.01%             | 2047-11-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-112             | GNMA_17-112                        | CUSIP: 38380TZK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2607811 | PA      | $207303.99    | 0.02%             | 2047-07-20      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    869633 | PA      | $83812.73     | 0.01%             | 2048-06-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GNMA_18-91                         | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    921406 | PA      | $98816.06     | 0.01%             | 2048-07-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GNMA_18-125                        | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1047225 | PA      | $95906.37     | 0.01%             | 2048-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GNMA_18-112                        | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    824952 | PA      | $92426.59     | 0.01%             | 2048-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GNMA_18-103                        | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    657287 | PA      | $74222.02     | 0.01%             | 2048-08-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    996167 | PA      | $108155.77    | 0.01%             | 2049-05-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GNMA_19-56                         | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    986815 | PA      | $108180.70    | 0.01%             | 2049-05-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GNMA_19-90                         | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2296091 | PA      | $268911.51    | 0.03%             | 2049-07-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                     | HILT_16-HHV                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1570392.34   | 0.17%             | 2038-11-05      | Variable      | 4.19%                 | 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        |   3452407 | PA      | $3155160.91   | 0.34%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD HMIR_22-1                                     | HMIR_22-1                          | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2699978.67   | 0.29%             | 2034-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE PLAZA TRUST IPT_18-INDP                             | IPT_18-INDP                        | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3778700.40   | 0.41%             | 2035-07-10      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LLEND_21-1A                                                      | LLEND_21-1A                        | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734601 | PA      | $709843.78    | 0.08%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3356413.50   | 0.36%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-INV2                                           | MFRA_21-INV2                       | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520045 | PA      | $2136094.97   | 0.23%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM2                                           | MFRA_20-NQM2                       | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $2770714.10   | 0.30%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2020224 | PA      | $1798349.79   | 0.20%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $989452.01    | 0.11%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386968.10    | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | 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        |    200000 | PA      | $179171.68    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1A                   | NRZT_18-1A                         | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6592137 | PA      | $6297843.86   | 0.68%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92              | GNMA_19-92                         | CUSIP: 38381WR67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5530079 | PA      | $653152.08    | 0.07%             | 2049-07-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188             | GNMA_20-188                        | CUSIP: 38382L2K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  12065776 | PA      | $1738364.68   | 0.19%             | 2050-12-20      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20948731 | PA      | $2909533.60   | 0.32%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8418000 | PA      | $1225824.89   | 0.13%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-139             | GNMA_21-139                        | CUSIP: 38382XGR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20082117 | PA      | $3122706.97   | 0.34%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4719000 | PA      | $3982363.39   | 0.43%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCT22_14-1A                                                      | OCT22_14-1A                        | CUSIP: 67572YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4000000 | PA      | $3931300.00   | 0.43%             | 2030-01-22      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| STONN_20-1                                                       | STONN_20-1                         | CUSIP: 86207LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1164414 | PA      | $1146947.69   | 0.12%             | 2024-07-28      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $4557427.08   | 0.50%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_21-INV2                                | TRK_21-INV2                        | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6079024 | PA      | $5237013.26   | 0.57%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_21-1                                  | THRM_21-1A                         | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227043 | PA      | $1208445.43   | 0.13%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-1                                  | THRM_22-1A                         | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840848 | PA      | $822391.74    | 0.09%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                              | TPMT_19-4                          | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8013196.00   | 0.87%             | 2059-10-25      | Variable      | 3.00%                 | 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        |   7000000 | PA      | $6293458.50   | 0.68%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH                      | UBSCM_18-NYCH                      | CUSIP: 90266HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737226 | PA      | $1691353.57   | 0.18%             | 2032-02-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH                      | UBSCM_18-NYCH                      | CUSIP: 90266HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $881126.91    | 0.10%             | 2032-02-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VENDE_98-1                                                       | VENDE_98-1                         | CUSIP: 911760LJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    485189 | PA      | $0.49         | 0.00%             | 2028-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENDE_98-3                                                       | VENDE_98-3                         | CUSIP: 911760LZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    591189 | PA      | $0.59         | 0.00%             | 2029-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-5                           | UPST_21-5                          | CUSIP: 91679JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4524836.50   | 0.49%             | 2031-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-3                           | UPST_21-3                          | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2539788 | PA      | $2488045.34   | 0.27%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_20-3                           | UPST_20-3                          | CUSIP: 91680EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175120 | PA      | $2164161.87   | 0.24%             | 2030-11-20      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST6                          | UPSPT_21-ST6                       | CUSIP: 91680VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2681149 | PA      | $2512010.13   | 0.27%             | 2027-08-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST1                          | UPSPT_21-ST1                       | CUSIP: 91681MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762725 | PA      | $728641.56    | 0.08%             | 2027-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-1                           | UPST_21-1                          | CUSIP: 91681NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4189207.58   | 0.46%             | 2031-03-20      | Fixed         | 1.89%                 | 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        |   3415331 | PA      | $3257847.97   | 0.35%             | 2030-01-20      | Fixed         | 2.25%                 | 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        |   1564363 | PA      | $1491334.00   | 0.16%             | 2029-11-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                            | VERUS_20-1                         | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895666 | PA      | $838705.29    | 0.09%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GNMA_18-151                        | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1374513 | PA      | $149455.74    | 0.02%             | 2048-11-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1585682 | PA      | $189641.55    | 0.02%             | 2048-01-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GNMA_18-134                        | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    841337 | PA      | $93508.44     | 0.01%             | 2048-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    944434 | PA      | $105268.55    | 0.01%             | 2049-01-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                         | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1315512 | PA      | $143161.27    | 0.02%             | 2049-02-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7797685 | PA      | $1273382.18   | 0.14%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4                       | IMPRL_21-NQM4                      | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1826731 | PA      | $1589877.45   | 0.17%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES TRUST IHSFR_18-SFR4                             | IHSFR_18-SFR4                      | CUSIP: 46187XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1999908 | PA      | $1977388.56   | 0.21%             | 2038-01-17      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1515168 | PA      | $1345378.09   | 0.15%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                        | CUSIP: 55820NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4883345.00   | 0.53%             | 2029-10-20      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-27A                             | MDPK_18-27A                        | CUSIP: 55820YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3700000 | PA      | $3607385.30   | 0.39%             | 2030-04-20      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                     | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9772000 | PA      | $8133737.98   | 0.88%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-1A                                 | MFT_21-1A                          | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743782 | PA      | $734964.93    | 0.08%             | 2031-06-16      | Fixed         | 1.00%                 | 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        |   1200000 | PA      | $1047338.40   | 0.11%             | 2036-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC1 TRUST                                              | PRKCM_21-AFC1                      | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4516000 | PA      | $2914009.06   | 0.32%             | 2056-08-25      | Variable      | 3.11%                 | 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        |   3750000 | PA      | $3702236.63   | 0.40%             | 2029-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1081380.76   | 0.12%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2700397.52   | 0.29%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $1892374.28   | 0.21%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2389000 | PA      | $2291407.53   | 0.25%             | 2038-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2300104.42   | 0.25%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    685000 | PA      | $562047.10    | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2574225.63   | 0.28%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH        | BBCMS_18-BXH                       | CUSIP: 05491RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2503753 | PA      | $2437148.14   | 0.26%             | 2037-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_19-RLJ        | BAMLL_19-RLJ                       | CUSIP: 05492HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1279147.35   | 0.14%             | 2036-04-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY       | BAMLL_18-DSNY                      | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4460382.45   | 0.48%             | 2034-09-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY       | BAMLL_18-DSNY                      | CUSIP: 054967AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9325000 | PA      | $9225549.81   | 1.00%             | 2034-09-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY       | BAMLL_18-DSNY                      | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972361.00    | 0.11%             | 2034-09-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_19-DPLO                                          | BFLD_19-DPLO                       | CUSIP: 054970AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2958792.00   | 0.32%             | 2034-10-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BAMLL_13-WBRK                                                    | BAMLL_13-WBRK                      | CUSIP: 05525BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1233609.75   | 0.13%             | 2037-03-10      | Variable      | 3.53%                 | 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        |   3000000 | PA      | $2919228.60   | 0.32%             | 2035-07-15      | Variable      | 5.71%                 | 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        |    823000 | PA      | $796280.48    | 0.09%             | 2036-10-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-ATL                           | BX_19-ATL                          | CUSIP: 056058AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $707822.91    | 0.08%             | 2036-10-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_20-VIV4                          | BX_20-VIV4                         | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6423527.25   | 0.70%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2268072.01   | 0.25%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138W9CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    977333 | PA      | $942385.62    | 0.10%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                          | CUSIP: 3138XYRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1016243 | PA      | $988264.54    | 0.11%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138YR5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    931731 | PA      | $893924.96    | 0.10%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634551 | PA      | $608670.69    | 0.07%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244775 | PA      | $228171.16    | 0.02%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140E7GR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    578559 | PA      | $565620.68    | 0.06%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR                          | CUSIP: 3140EUEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    488031 | PA      | $474554.26    | 0.05%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    931961 | PA      | $892314.28    | 0.10%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    643442 | PA      | $630934.23    | 0.07%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_20-3                             | GCAR_20-3A                         | CUSIP: 36260CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457316 | PA      | $1446104.39   | 0.16%             | 2025-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6396414.56   | 0.70%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4273869.00   | 0.46%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3100921.89   | 0.34%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GNMA_19-85                         | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    948516 | PA      | $101048.30    | 0.01%             | 2049-07-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-147             | GNMA_19-147                        | CUSIP: 38382AS55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5818469 | PA      | $230752.93    | 0.03%             | 2061-06-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GNMA_20-21                         | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    733498 | PA      | $84168.89     | 0.01%             | 2050-02-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GNMA_20-62                         | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1344058 | PA      | $146011.38    | 0.02%             | 2050-05-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164             | GNMA_20-164                        | CUSIP: 38382LGD7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7721230 | PA      | $1156220.94   | 0.13%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GNMA_21-16                         | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9893809 | PA      | $1407105.48   | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A                   | OCT35_18-1A                        | CUSIP: 67591TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1820000 | PA      | $1775453.68   | 0.19%             | 2031-01-20      | Variable      | 6.21%                 | 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        |   5000000 | PA      | $4712951.00   | 0.51%             | 2036-01-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-FT1                             | PNMSR_18-FT1                       | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2435238.00   | 0.26%             | 2023-04-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT1                             | PNMSR_18-GT1                       | CUSIP: 69354WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10700000 | PA      | $10506903.52  | 1.14%             | 2023-02-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT2                             | PNMSR_18-GT2                       | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3813168.84   | 0.41%             | 2025-08-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                          | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5516292 | PA      | $5273330.44   | 0.57%             | 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        |   2052285 | PA      | $1903842.41   | 0.21%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC1 TRUST                                              | PRKCM_21-AFC1                      | CUSIP: 69357TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5626778 | PA      | $4668731.56   | 0.51%             | 2056-08-25      | Variable      | 2.07%                 | 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        |   8167971 | PA      | $7726818.98   | 0.84%             | 2025-11-25      | Variable      | 2.36%                 | 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        |   2200014 | PA      | $2081993.86   | 0.23%             | 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        |   4001632 | PA      | $3554681.34   | 0.39%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-8                  | PRPM_21-8                          | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1468394 | PA      | $1330205.82   | 0.14%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_22-NPL1                                            | PRET_22-NPL1                       | CUSIP: 69362NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3999133 | PA      | $3674211.52   | 0.40%             | 2052-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1895065.94   | 0.21%             | 2050-07-01      | Fixed         | 4.95%                 | 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        |   2199709 | PA      | $1998144.04   | 0.22%             | 2029-10-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-3                         | PAID_21-3                          | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2593787 | PA      | $2536018.57   | 0.28%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-2                         | PAID_22-2                          | CUSIP: 69546VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3228808 | PA      | $3129390.60   | 0.34%             | 2030-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    894579 | PA      | $728238.87    | 0.08%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-4                           | UPST_21-4                          | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023316 | PA      | $1963772.61   | 0.21%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-INV1                         | VERUS_20-INV1                      | CUSIP: 92537TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3791700.00   | 0.41%             | 2060-03-25      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1675 | NC      | $2674773.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       283 | NC      | $1223454.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                 | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $639287.98    | 0.07%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $519951.60    | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2043584.22   | 0.22%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2157000 | PA      | $1385512.22   | 0.15%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1166299.76   | 0.13%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870907 | PA      | $4533242.88   | 0.49%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    864000 | PA      | $732464.80    | 0.08%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5541000 | PA      | $4748534.82   | 0.52%             | 2033-01-25      | Variable      | 3.06%                 | 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      | $1723073.85   | 0.19%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                       | COLT_20-2                          | CUSIP: 19688JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $329910.98    | 0.04%             | 2065-03-25      | Variable      | 3.09%                 | 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        |  52637370 | NS      | $52616315.55  | 5.72%             |  |  |  | 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        |   1750000 | PA      | $1578016.48   | 0.17%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-57A                             | DRSLF_18-57A                       | CUSIP: 26243KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1250000 | PA      | $1210410.00   | 0.13%             | 2031-05-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_20-86A                             | DRSLF_20-86A                       | CUSIP: 26245XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1250000 | PA      | $1216067.50   | 0.13%             | 2034-07-17      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_20-83A                             | DRSLF_20-83A                       | CUSIP: 26246EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5000000 | PA      | $4815740.00   | 0.52%             | 2032-01-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2417316.25   | 0.26%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2018-1 LTD EMIR_18-1                                    | EMIR_18-1                          | CUSIP: 269826AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275303 | PA      | $274982.85    | 0.03%             | 2028-11-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| EMIR_20-1                                                        | EMIR_20-1                          | CUSIP: 26982LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2258807 | PA      | $2228542.09   | 0.24%             | 2030-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2436051.36   | 0.26%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    923000 | PA      | $732425.81    | 0.08%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                         | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10469662 | PA      | $10220857.40  | 1.11%             | 2038-07-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FWD SECURITIZATION TRUST FWD_20-INV1                             | FWD_20-INV1                        | CUSIP: 302985AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $2823087.40   | 0.31%             | 2050-01-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9241220 | PA      | $8462189.13   | 0.92%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14699403 | PA      | $14335267.80  | 1.56%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT              | CUSIP: 31335ATY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1237446 | PA      | $1227279.72   | 0.13%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B4ZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6466621 | PA      | $5895894.69   | 0.64%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                         | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1815420 | PA      | $217003.89    | 0.02%             | 2046-08-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-93                                            | FNMA_16-93                         | CUSIP: 3136AUUY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2606181 | PA      | $201405.41    | 0.02%             | 2046-12-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                      | FNMA_17-M15                        | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4067418 | PA      | $3917250.48   | 0.43%             | 2027-11-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $9928125.00   | 1.08%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRIMSON WINE GROUP LTD                                           | Crimson Wine Group Ltd             | CUSIP: 22662X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $17.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-54                                            | FNMA_17-54                         | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1493677 | PA      | $221166.72    | 0.02%             | 2047-07-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FNMA_17-109                        | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    868124 | PA      | $117984.95    | 0.01%             | 2048-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FNMA_18-66                         | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1035399 | PA      | $125699.85    | 0.01%             | 2048-09-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FNMA_18-74                         | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1271443 | PA      | $150584.90    | 0.02%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3079209 | PA      | $351139.16    | 0.04%             | 2049-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1820960 | PA      | $282827.68    | 0.03%             | 2049-11-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FNMA_19-60                         | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1174647 | PA      | $144899.60    | 0.02%             | 2049-10-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-3                                             | FNMA_21-3                          | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11671787 | PA      | $1937216.73   | 0.21%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070              | FHLMC_K070                         | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $969689.10    | 0.11%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2052231 | PA      | $232162.91    | 0.03%             | 2049-08-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8035270 | PA      | $7703050.25   | 0.84%             | 2033-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FHLMC_5152                         | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15409919 | PA      | $2082243.79   | 0.23%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5162                | FHLMC_5162                         | CUSIP: 3137H46G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8517924 | PA      | $1303794.41   | 0.14%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138WEWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134646 | PA      | $129154.53    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QNT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10497410 | PA      | $9854641.27   | 1.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7907337 | PA      | $7793772.16   | 0.85%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9773733 | PA      | $9533893.32   | 1.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31410KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    565637 | PA      | $595842.42    | 0.06%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31417DMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1544074 | PA      | $1452184.69   | 0.16%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31417GQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    764266 | PA      | $737175.44    | 0.08%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418MX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    698092 | PA      | $733314.15    | 0.08%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                         | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1089202 | PA      | $1091422.75   | 0.12%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                     | EFMT_20-1                          | CUSIP: 31574PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $506282.70    | 0.06%             | 2065-05-25      | Variable      | 4.00%                 | 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        |   3192843 | PA      | $2976321.55   | 0.32%             | 2061-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3                      | STACR_21-DNA3                      | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3278665 | PA      | $3256110.24   | 0.35%             | 2033-10-25      | Variable      | 5.06%                 | 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        |   2555161 | PA      | $2573248.11   | 0.28%             | 2042-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1                      | STACR_22-DNA1                      | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2904318.60   | 0.32%             | 2042-01-25      | Variable      | 6.16%                 | 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        |   3800000 | PA      | $3730315.60   | 0.41%             | 2042-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                             | GCAT_21-CM2                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3090883 | PA      | $2823561.08   | 0.31%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2704292.84   | 0.29%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                          | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    357000 | PA      | $309753.80    | 0.03%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A                     | AFFRM_23-A                         | CUSIP: 00834JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2897344.76   | 0.32%             | 2028-01-18      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1838427.47   | 0.20%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3330000 | PA      | $3282100.75   | 0.36%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3361669 | PA      | $3361668.57   | 0.37%             | 2033-07-12      | Variable      | 3.61%                 | No            |                  3 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.65%             | 2033-07-12      | Variable      | 4.19%                 | No            |                  3 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-2A                                     | BMIR_21-2A                         | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2674872 | PA      | $2649734.26   | 0.29%             | 2031-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_21-2A                                     | BMIR_21-2A                         | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1909253.80   | 0.21%             | 2031-06-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_22-1                                      | BMIR_22-1                          | CUSIP: 078774AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4900000 | PA      | $4870440.75   | 0.53%             | 2032-01-26      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2019-2 LTD                                         | BMIR_19-2A                         | CUSIP: 07877BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3508535 | PA      | $3505409.73   | 0.38%             | 2029-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_19-3A                                      | BMIR_19-3A                         | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    268596 | PA      | $268358.90    | 0.03%             | 2029-07-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_19-3A                                      | BMIR_19-3A                         | CUSIP: 07877GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3500000 | PA      | $3483495.40   | 0.38%             | 2029-07-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP    | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    777000 | PA      | $670044.72    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1209319.97   | 0.13%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $1981084.53   | 0.22%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    361000 | PA      | $368200.36    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | 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      | $1927474.00   | 0.21%             | 2030-01-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MAZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9627759 | PA      | $9055345.63   | 0.98%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QPY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19534960 | PA      | $19051028.55  | 2.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM1                                             | GCAT_21-CM1                        | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2788843 | PA      | $2632433.67   | 0.29%             | 2065-04-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM2                                          | GCAT_22-NQM2                       | CUSIP: 36169KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4847499 | PA      | $4465999.34   | 0.49%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                         | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    743675 | PA      | $748559.19    | 0.08%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1YR CMT ARM                  | CUSIP: 36225CF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1111 | PA      | $1086.60      | 0.00%             | 2028-04-20      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-NQM1                 | GSMBS_21-NQM1                      | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2508154 | PA      | $2169777.56   | 0.24%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   4576000 | PA      | $3759168.26   | 0.41%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                       | CUSIP: 74331CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1643969.70   | 0.18%             | 2037-04-17      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RMIR_19-2                                                        | RMIR_19-2                          | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107459 | PA      | $107379.89    | 0.01%             | 2029-06-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VITESSE ENERGY INC                                               | Vitesse Energy Inc                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $63.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3900219.68   | 0.42%             | 2038-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22000000 | PA      | $21243750.00  | 2.31%             | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  43580000 | PA      | $43035250.00  | 4.68%             | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  42000000 | PA      | $42154218.54  | 4.58%             | 2053-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3           | ACAR_21-3                          | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584190 | PA      | $582653.51    | 0.06%             | 2026-02-13      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2           | ACAR_22-2                          | CUSIP: 02530BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4900097.00   | 0.53%             | 2028-06-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AMERMT_93-3                                                      | AMERMT_93-3                        | CUSIP: 0275879A4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        54 | PA      | $32.87        | 0.00%             | 2023-07-27      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_20-5A                                | BCC_20-5A                          | CUSIP: 05683FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10000000 | PA      | $9912610.00   | 1.08%             | 2032-01-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-1A                            | BCC_18-1A                          | CUSIP: 05683LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1929896.00   | 0.21%             | 2031-04-23      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7130000 | PA      | $5765297.54   | 0.63%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_18-1A                                     | BMIR_18-1A                         | CUSIP: 078768AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2256434 | PA      | $2258492.30   | 0.25%             | 2028-04-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME                       | BHR_18-PRME                        | CUSIP: 10482TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7718991.20   | 0.84%             | 2035-06-15      | Variable      | 5.28%                 | 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        |   2866642 | PA      | $2734148.53   | 0.30%             | 2059-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                    | BRAVO_20-NQM1                      | CUSIP: 105699AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2251324.00   | 0.24%             | 2060-05-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BHLD_19-3                          | CUSIP: 12062BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    923722 | PA      | $879733.03    | 0.10%             | 2059-11-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_20-1                      | BHLD_20-1                          | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3114242 | PA      | $2975900.85   | 0.32%             | 2055-02-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_18-GW                                                | BX_18-GW                           | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5950000 | PA      | $5851044.96   | 0.64%             | 2035-05-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-2                                  | CHNGE_22-2                         | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4104319 | PA      | $3920933.87   | 0.43%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                               | COLT_21-5                          | CUSIP: 12598RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4270000 | PA      | $3291279.71   | 0.36%             | 2066-11-26      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                                          | CSMC_22-NQM1                       | CUSIP: 126416AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3303374 | PA      | $2761623.67   | 0.30%             | 2066-11-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6220000 | PA      | $5676742.71   | 0.62%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6                        | CSMC_20-RPL6                       | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9098958 | PA      | $9025416.47   | 0.98%             | 2059-03-25      | Variable      | 2.69%                 | 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        |   2593273 | PA      | $2532380.95   | 0.28%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                        | CSMC_21-RPL2                       | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3396220 | PA      | $2830244.27   | 0.31%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_21-NQM8                                          | CSMC_21-NQM8                       | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3887963 | PA      | $3435243.37   | 0.37%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-SPT1                        | CSMC_20-SPT1                       | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258255 | PA      | $250725.10    | 0.03%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM2                        | CSMC_21-NQM2                       | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3428231 | PA      | $2931242.37   | 0.32%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18000000 | PA      | $17474062.50  | 1.90%             | 2053-02-21      | Fixed         | 4.00%                 | 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        |   4000000 | PA      | $4026747.60   | 0.44%             | 2042-03-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01                   | CAS_22-R01                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2585059.90   | 0.28%             | 2041-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2260000 | PA      | $1863180.21   | 0.20%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5997000 | PA      | $4934020.66   | 0.54%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1518339.37   | 0.17%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $2883426.32   | 0.31%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    671000 | PA      | $612138.45    | 0.07%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1652781.02   | 0.18%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                       | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    566970 | PA      | $508589.01    | 0.06%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                            | ONYP_20-1NYP                       | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14297859.00  | 1.55%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R                       | PMTCR_19-2R                        | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420965 | PA      | $410874.52    | 0.04%             | 2023-05-27      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_20-3                         | PAID_20-3                          | CUSIP: 69546TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473633 | PA      | $472613.10    | 0.05%             | 2027-05-17      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2349695.60   | 0.26%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                      | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340413 | PA      | $323586.85    | 0.04%             | 2059-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-INV1                         | VERUS_20-INV1                      | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2648622.48   | 0.29%             | 2060-03-25      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-4                            | VERUS_21-4                         | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4199634 | PA      | $3450316.00   | 0.38%             | 2066-07-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-4                            | VERUS_20-4                         | CUSIP: 92538LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1541145 | PA      | $1422923.32   | 0.15%             | 2065-05-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                      | VISIO_20-1R                        | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1489854 | PA      | $1360970.29   | 0.15%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2596988 | PA      | $2394206.56   | 0.26%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2055073.40   | 0.22%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7892000 | PA      | $6814958.56   | 0.74%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4720000 | PA      | $4397955.82   | 0.48%             | 2034-12-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $739405.20    | 0.08%             | 2034-12-15      | Variable      | 5.78%                 | 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        |   5600000 | PA      | $5341538.72   | 0.58%             | 2037-02-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN GAS PARTNERS LP            | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477789.32    | 0.05%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    821000 | PA      | $779497.31    | 0.08%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  36200000 | OU      | $45470.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  56370000 | OU      | $670233.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       483 | NC      | $321472.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | THREE-MONTH SOFR FUTURE SEP 23     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -975 | NC      | $-2478.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  42689000 | PA      | $38773618.28  | 4.22%             | 2053-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AH4R_14-SFR2                                                     | AH4R_14-SFR2                       | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2333455 | PA      | $2242053.85   | 0.24%             | 2036-10-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KMSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17039852 | PA      | $14946576.57  | 1.63%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |   2893271 | PA      | $2786595.42   | 0.30%             | 2036-12-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $2996656.98   | 0.33%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_20-5A                                | BCC_20-5A                          | CUSIP: 05683FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4480000 | PA      | $4307197.44   | 0.47%             | 2032-01-20      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1848425.61   | 0.20%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $4775974.50   | 0.52%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                    | BRAVO_20-RPL2                      | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930050 | PA      | $1757226.54   | 0.19%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    524000 | PA      | $434306.75    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $1990619.39   | 0.22%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3                      | BHLD_19-3                          | CUSIP: 12062BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1345994 | PA      | $1280541.22   | 0.14%             | 2059-11-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR                         | CLNY_19-IKPR                       | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $964980.00    | 0.10%             | 2038-11-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FNMA_16-53                         | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    723110 | PA      | $85671.29     | 0.01%             | 2046-08-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FNMA_17-20                         | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    740200 | PA      | $94117.62     | 0.01%             | 2047-04-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A                    | CGMS_18-C17A                       | CUSIP: 14307PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1800000 | PA      | $1747549.80   | 0.19%             | 2031-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-1                         | PAID_21-1                          | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2348750 | PA      | $2318002.07   | 0.25%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                  | PEACHTREE CORNERS FUNDING TRUST    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $326285.83    | 0.04%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR4                   | PROG_22-SFR4                       | CUSIP: 74332XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5702200.80   | 0.62%             | 2041-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR3                          | PROG_20-SFR3                       | CUSIP: 74333AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3598123.60   | 0.39%             | 2027-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR3                          | PROG_20-SFR3                       | CUSIP: 74333AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $5620291.88   | 0.61%             | 2027-10-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1                   | PROG_22-SFR1                       | CUSIP: 74333YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2994294 | PA      | $2646696.88   | 0.29%             | 2041-02-17      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                        | RRAM_18-3A                         | CUSIP: 74988LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4472235.00   | 0.49%             | 2030-01-15      | Variable      | 5.88%                 | 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        |    297711 | PA      | $297418.68    | 0.03%             | 2030-01-25      | Variable      | 5.46%                 | 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        |   1887808 | PA      | $1668778.39   | 0.18%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3                        | RMLT_19-3                          | CUSIP: 76119NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29589 | PA      | $29004.50     | 0.00%             | 2059-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGMENT RR                                 | RRAM_17-1A                         | CUSIP: 78108YAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10000000 | PA      | $9734890.00   | 1.06%             | 2035-07-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO-21-555                         | SFO_21-555                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7330944.80   | 0.80%             | 2038-05-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1                      | STWH_21-NPB1                       | CUSIP: 85501YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2468032 | PA      | $2200678.15   | 0.24%             | 2026-10-16      | Variable      | 2.73%                 | 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        |   3305327 | PA      | $3125848.22   | 0.34%             | 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        |   7753908 | PA      | $7453582.14   | 0.81%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                       | CUSIP: 85573EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4060895 | PA      | $3672835.94   | 0.40%             | 2055-11-25      | Variable      | 1.44%                 | 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        |   1537082 | PA      | $1389240.42   | 0.15%             | 2055-11-25      | Variable      | 1.59%                 | 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        |   1750000 | PA      | $1357254.68   | 0.15%             | 2040-01-05      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1583307.15   | 0.17%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8049000 | PA      | $6780764.14   | 0.74%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | Jefferies Financial Group Inc      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        39 | NS      | $1531.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                          | LMAT_21-GS2                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2128940 | PA      | $2004191.49   | 0.22%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2                          | LMAT_21-SL2                        | CUSIP: 52476TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2866770 | PA      | $2594549.67   | 0.28%             | 2068-10-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-B                | LDPT_21-B                          | CUSIP: 52607HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578221 | PA      | $574681.85    | 0.06%             | 2029-02-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| LPPT_22-ST1                                                      | LPPT_22-ST1                        | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2244376 | PA      | $2151150.30   | 0.23%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOAN REVOLVING ADVANCE INVESTMENT TRUST LRAIT_21-2               | LRAIT_21-2                         | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137320 | PA      | $137320.00    | 0.01%             | 2023-06-30      | Variable      | 7.20%                 | No            |                  3 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $1882291.55   | 0.20%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LUCALI CLO LTD LUCAL_20-1A                                       | LUCAL_20-1A                        | CUSIP: 54929JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6284031.00   | 0.68%             | 2033-01-15      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| LUCALI CLO LTD LUCAL_20-1A                                       | LUCAL_20-1A                        | CUSIP: 54929JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1453159.50   | 0.16%             | 2033-01-15      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                          | MFRA_21-INV1                       | CUSIP: 552747AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    363675 | PA      | $329312.45    | 0.04%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                           | MFRA_20-NQM3                       | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5050552 | PA      | $4517000.31   | 0.49%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1254000 | PA      | $1229371.08   | 0.13%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRMLT_22-SFR1                                                    | NRMLT_22-SFR1                      | CUSIP: 64831KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6182813 | PA      | $5584067.96   | 0.61%             | 2039-02-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2141378.13   | 0.23%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OZLM LTD OZLM_17-21A                                             | OZLM_17-21A                        | CUSIP: 67112AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7500000 | PA      | $7398142.50   | 0.80%             | 2031-01-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_18-1                                         | OMIR_18-1A                         | CUSIP: 67400CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413106 | PA      | $412448.66    | 0.04%             | 2028-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_19-1                                         | OMIR_19-1A                         | CUSIP: 67400KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1159676 | PA      | $1157953.29   | 0.13%             | 2029-07-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                         | CUSIP: 67401FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640367 | PA      | $1634580.00   | 0.18%             | 2033-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2969731 | PA      | $2398597.04   | 0.26%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2                      | CSMC_20-RPL2                       | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    883682 | PA      | $885034.90    | 0.10%             | 2060-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-1                   | DRMT_21-1                          | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680496 | PA      | $625414.04    | 0.07%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer