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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVT OF) 30YR #78</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1300781P48"/>
          <other otherDesc="Internal Id" value="BRYG60Y04"/>
        </identifiers>
        <balance>9100000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
        <valUSD>65291.970000000000</valUSD>
        <pctVal>0.6059171883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>SHORT EURO-BTP (ITALY GOVT) SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C7F2X93"/>
          <ticker value="BTSU3"/>
          <other otherDesc="Internal Id" value="BTSU3C23"/>
        </identifiers>
        <balance>-1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>948.030000000000</valUSD>
        <pctVal>0.0087978303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SHORT EURO-BTP (ITALY GOVT) SEP 23</issuerName>
                <issueTitle>SHORT EURO-BTP (ITALY GOVT) SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="BTSU3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-07</expDate>
            <notionalAmt>-105518.720000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>948.030000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRIA (REPUBLIC OF)</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>AUSTRIA (REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AT0000A1K9C8"/>
          <other otherDesc="Internal Id" value="BYN4DC9"/>
        </identifiers>
        <balance>73000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>74037.630000000000</valUSD>
        <pctVal>0.6870779454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NETHERLANDS (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>NETHERLANDS (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0011819040"/>
          <other otherDesc="Internal Id" value="BZ571P2"/>
        </identifiers>
        <balance>42000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>42587.140000000000</valUSD>
        <pctVal>0.3952136860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citi</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-88000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>1058.380000000000</valUSD>
        <pctVal>0.0098218913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citi</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>88000.000000000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>59719.610000000000582</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-26</settlementDt>
            <unrealizedAppr>1058.380000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citi</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-1034000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>5131.740000000000</valUSD>
        <pctVal>0.0476231529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citi</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>1034000.000000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1134713.669999999925494</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-26</settlementDt>
            <unrealizedAppr>5131.740000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>S&amp;P500 EMINI SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ESU3"/>
          <other otherDesc="Internal Id" value="ESU3I23"/>
        </identifiers>
        <balance>7.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51012.640000000000</valUSD>
        <pctVal>0.4734033205</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>S&amp;P500 EMINI SEP 23</issuerName>
                <issueTitle>S&amp;P500 EMINI SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="ESU3I23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-15</expDate>
            <notionalAmt>1519874.860000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>51012.640000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>US 5YR NOTE SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVU3"/>
          <other otherDesc="Internal Id" value="FVU3C23"/>
        </identifiers>
        <balance>-7.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7328.480000000000</valUSD>
        <pctVal>0.0680091594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 5YR NOTE SEP 23</issuerName>
                <issueTitle>US 5YR NOTE SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="FVU3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>-756984.730000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7328.480000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>LONG GILT SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00KFN0L320"/>
          <ticker value="G U3"/>
          <other otherDesc="Internal Id" value="G U3C23"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.787401575"/>
        <valUSD>-1841.930000000000</valUSD>
        <pctVal>-0.0170933278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LONG GILT SEP 23</issuerName>
                <issueTitle>LONG GILT SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="G U3C23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-27</expDate>
            <notionalAmt>96781.110000000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-1841.930000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-196000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>737.950000000000</valUSD>
        <pctVal>0.0068482631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>196000.000000000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>249699.110000000015134</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-26</settlementDt>
            <unrealizedAppr>737.950000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-851000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>2175.700000000000</valUSD>
        <pctVal>0.0201907528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>851000.000000000000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>119749.529999999998836</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-26</settlementDt>
            <unrealizedAppr>2175.700000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-137000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>17.800000000000</valUSD>
        <pctVal>0.0001651861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>137000.000000000000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>17509.090000000000146</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-26</settlementDt>
            <unrealizedAppr>17.800000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>EURO-BTP (ITALY GOVT) SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C7F2X85"/>
          <ticker value="IKU3"/>
          <other otherDesc="Internal Id" value="IKU3C23"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>535.340000000000</valUSD>
        <pctVal>0.0049680184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EURO-BTP (ITALY GOVT) SEP 23</issuerName>
                <issueTitle>EURO-BTP (ITALY GOVT) SEP 23</issueTitle>
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                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="IKU3C23"/>
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            </descRefInstrmnt>
            <expDate>2023-09-07</expDate>
            <notionalAmt>115611.280000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>535.340000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>MSCI EMER MKT INDEX (ICE) SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="MESU3"/>
          <other otherDesc="Internal Id" value="MESU3I23"/>
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        <balance>6.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4113.600000000000</valUSD>
        <pctVal>-0.0381746935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>JPMorgan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMorgan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JPMorgan</name>
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      <invstOrSec>
        <name>State Street</name>
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        <name>JPMorgan</name>
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        <name>UBS</name>
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            <curPur>SEK</curPur>
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            <unrealizedAppr>-2.660000000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>US ULTRA 10YR NOTE SEP 23</title>
        <cusip>000000000</cusip>
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          <ticker value="UXYU3"/>
          <other otherDesc="Internal Id" value="UXYU3C23"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12030.520000000000</valUSD>
        <pctVal>-0.1116446456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>US ULTRA 10YR NOTE SEP 23</issuerName>
                <issueTitle>US ULTRA 10YR NOTE SEP 23</issueTitle>
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            </descRefInstrmnt>
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            <unrealizedAppr>-12030.520000000000</unrealizedAppr>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>AUST 10YR BOND SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XMU3"/>
          <other otherDesc="Internal Id" value="XMU3C23"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.501163402"/>
        <valUSD>-430.910000000000</valUSD>
        <pctVal>-0.0039988957</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUST 10YR BOND SEP 23</issuerName>
                <issueTitle>AUST 10YR BOND SEP 23</issueTitle>
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                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="XMU3C23"/>
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            <expDate>2023-09-15</expDate>
            <notionalAmt>116812.530000000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-430.910000000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>ICE: (CDX.NA.IG.40.V1)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Id" value="Z961CUN01"/>
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        <balance>-661000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>9889.270000000000</valUSD>
        <pctVal>0.0917735929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ICE: (CDX.NA.IG.40.V1)</indexName>
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            <fixedRecDesc amount="201.969999999999999" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <otherPmntDesc fixedOrFloating="Other">ICE: (CDX.NA.IG.40.V1)</otherPmntDesc>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-661000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6832.000000000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>ICE: (CDX.NA.HY.40.V1)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Id" value="Z961LH0F2"/>
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        <balance>-1178000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>33790.460000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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                <indexName>CDS: (CDX.NA.HY.40.V1)</indexName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2028-06-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1178000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35577.860000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA SHORT TERM CASH FUND</name>
        <lei>N/A</lei>
        <title>COLUMBIA SHORT TERM CASH FUND</title>
        <cusip>19766H239</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="19766H239"/>
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        <balance>6869333.567000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6866585.830000000000</valUSD>
        <pctVal>63.7227269964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>9128286T2</cusip>
        <identifiers>
          <isin value="US9128286T26"/>
          <other otherDesc="Internal Id" value="9128286T2"/>
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        <balance>122000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111220.160000000000</valUSD>
        <pctVal>1.0321362126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>912828YB0</cusip>
        <identifiers>
          <isin value="US912828YB05"/>
          <other otherDesc="Internal Id" value="912828YB0"/>
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        <balance>66000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57569.530000000000</valUSD>
        <pctVal>0.5342520336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CAE1</cusip>
        <identifiers>
          <isin value="US91282CAE12"/>
          <other otherDesc="Internal Id" value="91282CAE1"/>
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        <balance>111000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88435.780000000000</valUSD>
        <pctVal>0.8206944769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CBL4</cusip>
        <identifiers>
          <isin value="US91282CBL46"/>
          <other otherDesc="Internal Id" value="91282CBL4"/>
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        <balance>103000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84717.500000000000</valUSD>
        <pctVal>0.7861883996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CBS9</cusip>
        <identifiers>
          <isin value="US91282CBS98"/>
          <other otherDesc="Internal Id" value="91282CBS9"/>
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        <balance>142000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124250.000000000000</valUSD>
        <pctVal>1.1530546658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCH2</cusip>
        <identifiers>
          <isin value="US91282CCH25"/>
          <other otherDesc="Internal Id" value="91282CCH2"/>
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        <balance>142000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123628.750000000000</valUSD>
        <pctVal>1.1472893925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCS8</cusip>
        <identifiers>
          <isin value="US91282CCS89"/>
          <other otherDesc="Internal Id" value="91282CCS8"/>
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        <balance>82000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67304.060000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCY5</cusip>
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          <isin value="US91282CCY57"/>
          <other otherDesc="Internal Id" value="91282CCY5"/>
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        <balance>118000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102152.970000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CDF5</cusip>
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          <isin value="US91282CDF59"/>
          <other otherDesc="Internal Id" value="91282CDF5"/>
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        <balance>116000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100929.060000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CDL2</cusip>
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          <isin value="US91282CDL28"/>
          <other otherDesc="Internal Id" value="91282CDL2"/>
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        <balance>114000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99723.280000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-30</maturityDt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CEM9</cusip>
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          <isin value="US91282CEM91"/>
          <other otherDesc="Internal Id" value="91282CEM9"/>
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        <balance>102600.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96227.580000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CHC8</cusip>
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          <isin value="US91282CHC82"/>
          <other otherDesc="Internal Id" value="91282CHC8"/>
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        <balance>440000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>424393.750000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CHF1</cusip>
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          <isin value="US91282CHF14"/>
          <other otherDesc="Internal Id" value="91282CHF1"/>
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        <balance>590000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581887.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPAIN (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>SPAIN (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES00000121S7"/>
          <other otherDesc="Internal Id" value="B4KCFS6"/>
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        <balance>8000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FRANCE (REPUBLIC OF)</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (GOVT OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0011461037"/>
          <other otherDesc="Internal Id" value="B9MBCD0"/>
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        <balance>20000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>21913.220000000000</valUSD>
        <pctVal>0.2033572681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPAIN (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>SPAIN (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0000012E69"/>
          <other otherDesc="Internal Id" value="BAX7T10P7"/>
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        <balance>14000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>12832.400000000000</valUSD>
        <pctVal>0.1190861867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA PEOPLES REPUBLIC OF (GOVERNM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND10004TM71"/>
          <other otherDesc="Internal Id" value="BAXAKHJW9"/>
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        <balance>250000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.264050000"/>
        <valUSD>34541.400000000000</valUSD>
        <pctVal>0.3205482691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.760000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHINA DEVELOPMENT BANK</name>
        <lei>300300C1020111000029</lei>
        <title>CHINA DEVELOPMENT BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND10005G4Z4"/>
          <other otherDesc="Internal Id" value="BAXASJNR3"/>
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        <balance>250000.000000000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.264050000"/>
        <valUSD>34646.140000000000</valUSD>
        <pctVal>0.3215202686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.960000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BELGIUM KINGDOM OF (GOVERNMENT)</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>BELGIUM (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BE0000357666"/>
          <other otherDesc="Internal Id" value="BAXBCZBB0"/>
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        <balance>132000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>143386.420000000000</valUSD>
        <pctVal>1.3306429021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPAIN (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>SPAIN (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0000012L52"/>
          <other otherDesc="Internal Id" value="BAXBELN59"/>
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        <balance>148000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>158380.050000000000</valUSD>
        <pctVal>1.4697855583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-22000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>126.530000000000</valUSD>
        <pctVal>0.0011742133</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays</counterpartyName>
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            <amtCurSold>22000.000000000000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>10YR MINI JGB SEP 23</title>
        <cusip>000000000</cusip>
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          <isin value="SGXDB0843829"/>
          <ticker value="BJU3"/>
          <other otherDesc="Internal Id" value="BJU3C23"/>
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        <balance>2.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>10YR MINI JGB SEP 23</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>NETHERLANDS (KINGDOM OF)</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="NL00150006U0"/>
          <other otherDesc="Internal Id" value="BKPSL50"/>
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        <balance>73000.000000000000</balance>
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        <valUSD>64463.040000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
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      <invstOrSec>
        <name>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA (PEOPLES REPUBLIC OF)</title>
        <cusip>000000000</cusip>
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          <isin value="CND10002HV84"/>
          <other otherDesc="Internal Id" value="BKTFDX9"/>
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        <balance>100000.000000000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.264050000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.130000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPAIN (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>SPAIN (KINGDOM OF)</title>
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        <identifiers>
          <isin value="ES0000012F76"/>
          <other otherDesc="Internal Id" value="BL39215"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA PEOPLES REPUBLIC OF (GOVERNM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND100036Q75"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.264050000"/>
        <valUSD>27607.250000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRIA (REPUBLIC OF)</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>AUSTRIA (REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AT0000A2CQD2"/>
          <other otherDesc="Internal Id" value="BL6VL11"/>
        </identifiers>
        <balance>43000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>38694.380000000000</valUSD>
        <pctVal>0.3590884137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVT OF) 20YR #184</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201841P46"/>
          <other otherDesc="Internal Id" value="BMDZV79"/>
        </identifiers>
        <balance>13100000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
        <valUSD>92318.870000000000</valUSD>
        <pctVal>0.8567300104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVERNMENT OF) 20YR #178</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201781MA3"/>
          <other otherDesc="Internal Id" value="BMG9684"/>
        </identifiers>
        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
        <valUSD>19268.920000000000</valUSD>
        <pctVal>0.1788178520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVERNMENT OF) 30YR #67</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1300671L78"/>
          <other otherDesc="Internal Id" value="BMVQTR0"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
        <valUSD>11868.540000000000</valUSD>
        <pctVal>0.1101414521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRANCE (REPUBLIC OF)</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0014002WK3"/>
          <other otherDesc="Internal Id" value="BNKF953"/>
        </identifiers>
        <balance>39000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.916422287"/>
        <valUSD>33621.660000000000</valUSD>
        <pctVal>0.3120129733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVT OF) #177</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201771M76"/>
          <other otherDesc="Internal Id" value="BNKTGJ8"/>
        </identifiers>
        <balance>4650000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.295000000"/>
        <valUSD>29421.960000000000</valUSD>
        <pctVal>0.2730392616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Securities with ISO Country Code/ISO Country Code Other = XX have designations currently not accepted by the SEC schema (i.e. European Union and Supranational)." noteItem="C.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-07-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Columbia Funds Series Trust I</ncom:nameOfApplicant>
      <ncom:signature>Martha Skinner</ncom:signature>
      <ncom:signerName>Martha Skinner</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
