|
Not FDIC or NCUA Insured
|
No Financial Institution Guarantee
|
May Lose Value
|
|
Alternative Strategies Funds 9.1%
|
||
|
|
Shares
|
Value ($)
|
|
Columbia Commodity Strategy Fund, Institutional
3 Class(a)
|
19,913,741
|
234,783,009
|
|
Total Alternative Strategies Funds
(Cost $205,403,840)
|
234,783,009
|
|
|
|
||
|
Common Stocks 6.9%
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
Health Care 0.0%
|
||
|
Health Care Providers & Services 0.0%
|
||
|
Chartwell Retirement Residences
|
24,976
|
406,852
|
|
Total Health Care
|
406,852
|
|
|
Information Technology 0.1%
|
||
|
IT Services 0.1%
|
||
|
NEXTDC Ltd.(b)
|
61,141
|
603,352
|
|
Total Information Technology
|
603,352
|
|
|
Real Estate 6.8%
|
||
|
Diversified REITs 0.3%
|
||
|
Activia Properties, Inc.
|
203
|
194,167
|
|
CapitaLand Integrated Commercial Trust
|
542,187
|
1,048,963
|
|
Charter Hall Group
|
49,962
|
784,183
|
|
Charter Hall Long Wale REIT
|
59,396
|
158,883
|
|
Daiwa House REIT Investment Corp.
|
400
|
340,615
|
|
Global Net Lease, Inc.
|
15,972
|
150,456
|
|
GPT Group (The)
|
227,605
|
819,374
|
|
H&R Real Estate Investment Trust
|
22,571
|
172,586
|
|
Hulic REIT, Inc.
|
143
|
157,542
|
|
Kenedix Office Investment
|
362
|
394,044
|
|
Mapletree Commercial Trust
|
179,000
|
200,808
|
|
Merlin Properties Socimi SA
|
64,921
|
1,146,412
|
|
Mirvac Group
|
446,990
|
651,973
|
|
Mori Trust Sogo REIT, Inc.
|
379
|
188,556
|
|
Nomura Real Estate Master Fund, Inc.
|
390
|
416,809
|
|
Premier Investment Corp.
|
208
|
193,019
|
|
Sekisui House REIT, Inc.
|
359
|
216,348
|
|
Stockland
|
254,472
|
925,413
|
|
Suntec Real Estate Investment Trust
|
180,200
|
202,187
|
|
United Urban Investment Corp.
|
259
|
307,564
|
|
Total
|
|
8,669,902
|
|
Common Stocks (continued)
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
Health Care REITs 1.1%
|
||
|
Aedifica SA
|
20,283
|
1,878,664
|
|
Alexandria Real Estate Equities, Inc.(c)
|
15,070
|
814,383
|
|
CareTrust REIT, Inc.
|
47,731
|
1,938,833
|
|
Cofinimmo SA
|
43,538
|
4,764,012
|
|
Healthpeak Properties, Inc.(c)
|
61,728
|
1,091,351
|
|
LTC Properties, Inc.
|
4,100
|
162,688
|
|
Medical Properties Trust, Inc.
|
43,422
|
250,111
|
|
National Health Investors, Inc.
|
4,200
|
353,094
|
|
Parkway Life Real Estate Investment Trust
|
46,400
|
147,483
|
|
Sila Realty Trust, Inc.
|
4,717
|
121,368
|
|
Ventas, Inc.(c)
|
40,336
|
3,475,350
|
|
Welltower, Inc.(c)
|
64,675
|
13,395,486
|
|
Total
|
|
28,392,823
|
|
Hotel & Resort REITs 0.1%
|
||
|
CapitaLand Ascott Trust
|
189,600
|
145,321
|
|
CDL Hospitality Trusts
|
90,700
|
61,667
|
|
Hoshino Resorts REIT, Inc.
|
61
|
105,885
|
|
Host Hotels & Resorts, Inc.(c)
|
116,200
|
2,276,358
|
|
Invincible Investment Corp.
|
651
|
276,433
|
|
Japan Hotel REIT Investment Corp.
|
441
|
239,536
|
|
Sunstone Hotel Investors, Inc.
|
19,600
|
181,888
|
|
Xenia Hotels & Resorts, Inc.
|
8,359
|
127,725
|
|
Total
|
|
3,414,813
|
|
Industrial REITs 0.9%
|
||
|
CapitaLand Ascendas REIT
|
302,000
|
641,522
|
|
Dream Industrial Real Estate Investment Trust
|
24,284
|
236,422
|
|
EastGroup Properties, Inc.
|
5,544
|
1,088,343
|
|
First Industrial Realty Trust, Inc.
|
18,296
|
1,155,209
|
|
Frasers Logistics & Commercial Trust(d)
|
295,600
|
231,276
|
|
GLP J-REIT
|
419
|
375,628
|
|
Goodman Group
|
172,667
|
3,551,827
|
|
Granite Real Estate Investment Trust
|
5,155
|
347,572
|
|
Industrial & Infrastructure Fund Investment Corp.
|
229
|
222,806
|
|
Innovative Industrial Properties, Inc.
|
3,100
|
164,176
|
|
Japan Logistics Fund, Inc.
|
256
|
170,044
|
|
LaSalle Logiport REIT
|
147
|
144,962
|
|
Common Stocks (continued)
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
LXP Industrial Trust
|
5,620
|
278,527
|
|
Mapletree Industrial Trust
|
194,800
|
313,782
|
|
Mapletree Logistics Trust
|
278,200
|
283,632
|
|
Mitsubishi Estate Logistics REIT Investment
Corp.
|
144
|
119,873
|
|
Mitsui Fudosan Logistics Park, Inc.
|
233
|
175,604
|
|
Montea NV
|
4,538
|
420,017
|
|
Nippon Prologis REIT, Inc.
|
647
|
379,488
|
|
Prologis, Inc.(c)
|
79,967
|
11,400,895
|
|
Warehouses De Pauw CVA
|
15,771
|
484,439
|
|
Total
|
|
22,186,044
|
|
Office REITs 0.2%
|
||
|
Allied Properties Real Estate Investment Trust
|
16,400
|
114,339
|
|
BXP, Inc.(c)
|
12,600
|
725,508
|
|
Cousins Properties, Inc.
|
14,274
|
330,586
|
|
Daiwa Office Investment Corp.
|
47
|
109,847
|
|
Dexus Property Group
|
105,583
|
504,174
|
|
Douglas Emmett, Inc.
|
14,162
|
140,062
|
|
Global One Real Estate Investment Corp.
|
86
|
77,255
|
|
Ichigo Office REIT Investment Corp.
|
103
|
65,220
|
|
Japan Excellent, Inc.
|
123
|
120,192
|
|
Japan Prime Realty Investment Corp.
|
365
|
249,104
|
|
Japan Real Estate Investment Corp.
|
625
|
520,373
|
|
Keppel REIT
|
315,000
|
241,429
|
|
Mori Hills REIT Investment Corp.
|
145
|
136,395
|
|
Nippon Building Fund, Inc.
|
674
|
627,023
|
|
NIPPON REIT Investment Corp.
|
144
|
86,027
|
|
ORIX JREIT, Inc.
|
467
|
311,449
|
|
Piedmont Realty Trust, Inc.(b)
|
6,109
|
46,367
|
|
Precinct Properties Group
|
256,837
|
168,700
|
|
SL Green Realty Corp.
|
6,207
|
228,728
|
|
Tokyu REIT, Inc.
|
85
|
114,558
|
|
Vornado Realty Trust
|
28,763
|
793,284
|
|
Total
|
|
5,710,620
|
|
Real Estate Management & Development 1.9%
|
||
|
Azrieli Group Ltd.
|
9,593
|
1,378,543
|
|
CapitaLand Investment Ltd.
|
209,300
|
505,785
|
|
Castellum AB
|
29,419
|
391,294
|
|
Catena AB
|
27,865
|
1,535,815
|
|
Common Stocks (continued)
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
City Developments Ltd.
|
38,100
|
295,099
|
|
CTP NV(d)
|
32,562
|
691,406
|
|
Fabege AB
|
19,861
|
185,023
|
|
Fastighets AB Balder, Class B(b)
|
258,706
|
1,943,998
|
|
Grand City Properties SA(b)
|
84,782
|
1,110,407
|
|
Henderson Land Development Co., Ltd.
|
136,000
|
614,753
|
|
Hongkong Land Holdings Ltd.
|
88,700
|
767,947
|
|
Hulic Co., Ltd.
|
37,100
|
491,662
|
|
Hysan Development Co., Ltd.
|
33,000
|
91,974
|
|
Intea Fastigheter AB
|
169,387
|
1,444,769
|
|
Logistea AB, Class B
|
307,745
|
500,432
|
|
Mitsubishi Estate Co., Ltd.
|
95,300
|
3,213,830
|
|
Mitsui Fudosan Co., Ltd.
|
224,500
|
3,026,221
|
|
New World Development Co., Ltd.(b)
|
82,000
|
113,539
|
|
Nomura Real Estate Holdings, Inc.
|
46,900
|
349,126
|
|
NP3 Fastigheter AB
|
56,794
|
1,703,588
|
|
Nyfosa AB
|
13,758
|
113,003
|
|
Pandox AB
|
99,001
|
2,215,229
|
|
Platzer Fastigheter Holding AB, Class B
|
21,899
|
193,092
|
|
PSP Swiss Property AG
|
14,467
|
3,115,790
|
|
Sagax AB, Class B
|
94,159
|
1,992,948
|
|
Sino Land Co., Ltd.
|
276,000
|
449,883
|
|
Sumitomo Realty & Development Co., Ltd.
|
59,000
|
1,994,575
|
|
Sun Hung Kai Properties Ltd.
|
119,500
|
2,221,583
|
|
Swedish Logistic Property AB, Class B(b)
|
143,408
|
660,837
|
|
Swire Properties Ltd.
|
85,800
|
295,277
|
|
Swiss Prime Site AG
|
35,188
|
6,714,567
|
|
TAG Immobilien AG
|
246,909
|
4,816,042
|
|
Tokyo Tatemono Co., Ltd.
|
16,700
|
467,249
|
|
UOL Group Ltd.
|
39,600
|
352,901
|
|
VGP NV
|
1,164
|
151,071
|
|
Wharf Real Estate Investment Co., Ltd.
|
144,000
|
530,110
|
|
Wihlborgs Fastigheter AB
|
187,002
|
1,980,961
|
|
Total
|
|
48,620,329
|
|
Residential REITs 0.6%
|
||
|
Advance Residence Investment Corp.
|
202
|
222,389
|
|
Boardwalk Real Estate Investment Trust
|
3,406
|
163,302
|
|
Camden Property Trust
|
9,733
|
1,054,473
|
|
Canadian Apartment Properties REIT
|
13,431
|
371,604
|
|
Common Stocks (continued)
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
Centerspace
|
2,200
|
138,380
|
|
Comforia Residential REIT, Inc.
|
215
|
154,535
|
|
Daiwa Securities Living Investments Corp.
|
204
|
151,361
|
|
Elme Communities
|
9,300
|
19,995
|
|
Equity Residential(c)
|
20,021
|
1,265,527
|
|
Essex Property Trust, Inc.(c)
|
5,780
|
1,474,536
|
|
Independence Realty Trust, Inc.
|
83,248
|
1,379,419
|
|
InterRent Real Estate Investment Trust
|
15,600
|
153,135
|
|
Invitation Homes, Inc.(c)
|
144,265
|
3,799,940
|
|
Irish Residential Properties REIT PLC
|
3,634,308
|
4,612,076
|
|
Killam Apartment Real Estate Investment Trust
|
11,600
|
143,719
|
|
Mitsui Fudosan Accommodations Fund, Inc.
|
244
|
215,526
|
|
Veris Residential, Inc.
|
9,000
|
169,650
|
|
Xior Student Housing NV(d)
|
3,301
|
116,867
|
|
Total
|
|
15,606,434
|
|
Retail REITs 0.9%
|
||
|
Acadia Realty Trust
|
13,869
|
290,139
|
|
AEON REIT Investment Corp.
|
178
|
155,810
|
|
Brixmor Property Group, Inc.
|
25,910
|
784,296
|
|
Choice Properties Real Estate Investment Trust
|
23,697
|
275,528
|
|
Crombie Real Estate Investment Trust
|
9,900
|
118,738
|
|
Curbline Properties Corp.
|
70,044
|
1,947,924
|
|
Eurocommercial Properties NV
|
3,787
|
127,287
|
|
Federal Realty Investment Trust(c)
|
25,605
|
2,785,056
|
|
First Capital Realty, Inc.
|
17,974
|
281,855
|
|
Fortune Real Estate Investment Trust
|
120,000
|
83,322
|
|
Frasers Centrepoint Trust
|
121,200
|
219,395
|
|
Frontier Real Estate Investment Corp.
|
258
|
147,899
|
|
Fukuoka REIT Corp.
|
62
|
73,845
|
|
Getty Realty Corp.
|
5,184
|
170,139
|
|
Hammerson PLC
|
44,238
|
219,005
|
|
Japan Retail Fund Investment Corp.
|
564
|
439,869
|
|
Kimco Realty Corp.(c)
|
56,216
|
1,323,887
|
|
Kite Realty Group Trust
|
18,293
|
476,533
|
|
Lendlease Global Commercial REIT
|
183,500
|
83,305
|
|
Link REIT (The)
|
236,800
|
1,170,712
|
|
Macerich Co. (The)
|
65,317
|
1,337,039
|
|
NetSTREIT Corp.
|
7,113
|
147,737
|
|
Phillips Edison & Co., Inc.
|
11,080
|
435,222
|
|
Common Stocks (continued)
|
||
|
Issuer
|
Shares
|
Value ($)
|
|
Primaris Real Estate Investment Trust
|
12,900
|
172,687
|
|
Realty Income Corp.(c)
|
44,017
|
2,949,139
|
|
RioCan Real Estate Investment Trust
|
25,396
|
367,335
|
|
Scentre Group
|
458,842
|
1,247,244
|
|
Simon Property Group, Inc.(c)
|
19,379
|
3,950,409
|
|
Smart Real Estate Investment Trust
|
10,980
|
223,536
|
|
Vicinity Ltd.
|
468,561
|
816,745
|
|
Total
|
|
22,821,637
|
|
Specialized REITs 0.8%
|
||
|
American Tower Corp.
|
4,710
|
903,661
|
|
CubeSmart
|
19,264
|
792,521
|
|
Digital Realty Trust, Inc.(c)
|
19,529
|
3,460,539
|
|
Equinix, Inc.(c)
|
9,887
|
9,632,509
|
|
Four Corners Property Trust, Inc.
|
10,200
|
260,304
|
|
Keppel DC REIT
|
144,708
|
264,034
|
|
National Storage REIT
|
151,363
|
299,383
|
|
Public Storage(c)
|
10,073
|
3,093,015
|
|
SmartStop Self Storage REIT, Inc.
|
34,255
|
1,142,404
|
|
Total
|
|
19,848,370
|
|
Total Real Estate
|
175,270,972
|
|
|
Total Common Stocks
(Cost $159,913,146)
|
176,281,176
|
|
|
Foreign Government Obligations(e),(f) 15.6%
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Austria 0.3%
|
||||
|
Republic of Austria Government Bond(d)
|
||||
|
02/20/2036
|
3.200%
|
EUR
|
6,800,000
|
8,222,654
|
|
Belgium 0.9%
|
||||
|
Kingdom of Belgium Government Bond(d)
|
||||
|
06/22/2036
|
3.400%
|
EUR
|
11,300,000
|
13,643,710
|
|
06/22/2055
|
3.500%
|
EUR
|
9,900,000
|
10,551,315
|
|
Total
|
24,195,025
|
|||
|
Canada 1.1%
|
||||
|
Canadian Government Bond
|
||||
|
06/01/2034
|
3.000%
|
CAD
|
38,500,000
|
28,204,839
|
|
China 2.0%
|
||||
|
China Development Bank
|
||||
|
07/18/2032
|
2.960%
|
CNY
|
50,950,000
|
7,933,684
|
|
Foreign Government Obligations(e),(f) (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
China Government Bond
|
||||
|
05/15/2032
|
2.760%
|
CNY
|
52,400,000
|
8,166,929
|
|
05/25/2033
|
2.670%
|
CNY
|
27,130,000
|
4,226,369
|
|
05/25/2034
|
2.270%
|
CNY
|
45,000,000
|
6,831,629
|
|
08/25/2035
|
1.830%
|
CNY
|
90,000,000
|
13,159,553
|
|
11/15/2035
|
1.780%
|
CNY
|
70,000,000
|
10,187,917
|
|
10/15/2053
|
3.000%
|
CNY
|
7,000,000
|
1,161,123
|
|
Total
|
51,667,204
|
|||
|
France 2.2%
|
||||
|
French Republic Government Bond OAT(d),(g)
|
||||
|
11/25/2030
|
0.000%
|
EUR
|
15,428,000
|
16,231,064
|
|
French Republic Government Bond OAT(d)
|
||||
|
05/25/2033
|
3.000%
|
EUR
|
19,800,000
|
23,582,573
|
|
05/25/2036
|
1.250%
|
EUR
|
8,757,000
|
8,533,929
|
|
05/25/2040
|
0.500%
|
EUR
|
9,000,000
|
6,956,923
|
|
Total
|
55,304,489
|
|||
|
Germany 0.1%
|
||||
|
Bundesrepublik Deutschland Bundesanleihe(d)
|
||||
|
08/15/2056
|
2.900%
|
EUR
|
2,300,000
|
2,503,286
|
|
Indonesia 0.7%
|
||||
|
Indonesia Treasury Bond
|
||||
|
04/15/2036
|
6.500%
|
IDR
|
294,000,000,000
|
17,647,541
|
|
Italy 0.2%
|
||||
|
Italy Buoni Poliennali Del Tesoro(d)
|
||||
|
02/01/2037
|
4.000%
|
EUR
|
4,850,000
|
6,098,269
|
|
Japan 1.9%
|
||||
|
Japan Government 10-Year Bond
|
||||
|
06/20/2031
|
0.100%
|
JPY
|
1,289,450,000
|
7,625,015
|
|
Japan Government 20-Year Bond
|
||||
|
06/20/2041
|
0.400%
|
JPY
|
651,800,000
|
2,992,115
|
|
03/20/2042
|
0.800%
|
JPY
|
613,850,000
|
2,955,479
|
|
03/20/2043
|
1.100%
|
JPY
|
868,150,000
|
4,294,145
|
|
Japan Government 30-Year Bond
|
||||
|
06/20/2051
|
0.700%
|
JPY
|
510,700,000
|
1,817,368
|
|
09/20/2051
|
0.700%
|
JPY
|
508,500,000
|
1,791,672
|
|
12/20/2051
|
0.700%
|
JPY
|
506,900,000
|
1,771,847
|
|
03/20/2052
|
1.000%
|
JPY
|
484,850,000
|
1,845,588
|
|
03/20/2053
|
1.400%
|
JPY
|
678,750,000
|
2,842,031
|
|
06/20/2054
|
2.200%
|
JPY
|
83,300,000
|
421,586
|
|
Japan Government 40-Year Bond
|
||||
|
03/20/2063
|
1.300%
|
JPY
|
209,250,000
|
750,063
|
|
03/20/2064
|
2.200%
|
JPY
|
42,600,000
|
200,190
|
|
Japan Government Ten-Year Bond
|
||||
|
09/20/2035
|
1.700%
|
JPY
|
1,103,700,000
|
6,838,749
|
|
Japan Government Thirty-Year Bond
|
||||
|
09/20/2055
|
3.200%
|
JPY
|
507,000,000
|
3,159,660
|
|
Foreign Government Obligations(e),(f) (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Japan Government Twenty-Year Bond
|
||||
|
09/20/2040
|
0.400%
|
JPY
|
900,000,000
|
4,235,571
|
|
09/20/2045
|
2.700%
|
JPY
|
625,000,000
|
3,853,906
|
|
Total
|
47,394,985
|
|||
|
Mexico 1.1%
|
||||
|
Mexican Bonos
|
||||
|
02/21/2036
|
8.000%
|
MXN
|
500,000,000
|
27,749,971
|
|
Netherlands 0.5%
|
||||
|
Netherlands Government Bond(d)
|
||||
|
07/15/2035
|
2.500%
|
EUR
|
11,000,000
|
12,775,983
|
|
New Zealand 1.3%
|
||||
|
New Zealand Government Bond
|
||||
|
05/15/2034
|
4.250%
|
NZD
|
38,000,000
|
22,952,461
|
|
05/15/2035
|
4.500%
|
NZD
|
7,000,000
|
4,277,355
|
|
05/15/2036
|
4.250%
|
NZD
|
11,000,000
|
6,549,821
|
|
Total
|
33,779,637
|
|||
|
Poland 0.7%
|
||||
|
Republic of Poland Government Bond
|
||||
|
10/25/2035
|
5.000%
|
PLN
|
60,000,000
|
16,878,720
|
|
Sweden 2.0%
|
||||
|
Sweden Government Bond(d)
|
||||
|
05/11/2035
|
2.250%
|
SEK
|
212,000,000
|
23,008,820
|
|
10/15/2036
|
2.500%
|
SEK
|
205,000,000
|
22,446,074
|
|
Sweden Government Bond
|
||||
|
03/30/2039
|
3.500%
|
SEK
|
51,500,000
|
6,186,343
|
|
Total
|
51,641,237
|
|||
|
United Kingdom 0.6%
|
||||
|
United Kingdom Gilt(d)
|
||||
|
07/31/2054
|
4.375%
|
GBP
|
13,500,000
|
16,376,185
|
|
Total Foreign Government Obligations
(Cost $414,181,614)
|
400,440,025
|
|||
|
|
||||
|
Inflation-Indexed Bonds(e) 14.5%
|
||||
|
|
|
|
|
|
|
Canada 0.7%
|
||||
|
Canadian Government Real Return Bond
|
||||
|
12/01/2031
|
4.000%
|
CAD
|
3,532,047
|
3,038,716
|
|
12/01/2036
|
3.000%
|
CAD
|
15,155,304
|
13,065,883
|
|
12/01/2041
|
2.000%
|
CAD
|
1,954,020
|
1,538,532
|
|
12/01/2054
|
0.250%
|
CAD
|
2,717,358
|
1,388,656
|
|
Total
|
19,031,787
|
|||
|
France 1.3%
|
||||
|
France Government Bond OAT(d)
|
||||
|
07/25/2032
|
3.150%
|
EUR
|
10,676,288
|
14,474,930
|
|
07/25/2047
|
0.100%
|
EUR
|
1,348,022
|
1,104,185
|
|
Inflation-Indexed Bonds(e) (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
French Republic Government Bond OAT(d)
|
||||
|
03/01/2036
|
0.100%
|
EUR
|
5,162,265
|
5,264,272
|
|
07/25/2036
|
0.100%
|
EUR
|
6,389,260
|
6,661,896
|
|
07/25/2040
|
1.800%
|
EUR
|
4,605,223
|
5,612,789
|
|
07/25/2043
|
0.950%
|
EUR
|
1,154,428
|
1,208,377
|
|
Total
|
34,326,449
|
|||
|
Germany 0.1%
|
||||
|
Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond(d)
|
||||
|
04/15/2030
|
0.500%
|
EUR
|
1,299,800
|
1,541,740
|
|
Deutsche Bundesrepublik Inflation-Linked Bond(d)
|
||||
|
04/15/2033
|
0.100%
|
EUR
|
1,233,620
|
1,408,510
|
|
Total
|
2,950,250
|
|||
|
Italy 0.8%
|
||||
|
Italy Buoni Poliennali Del Tesoro(d)
|
||||
|
05/15/2028
|
1.300%
|
EUR
|
11,210,966
|
13,483,751
|
|
05/15/2036
|
1.800%
|
EUR
|
5,281,350
|
6,431,214
|
|
Total
|
19,914,965
|
|||
|
Mexico 0.2%
|
||||
|
Mexican Udibonos
|
||||
|
11/22/2035
|
4.500%
|
MXN
|
87,173,550
|
5,201,007
|
|
Sweden 0.3%
|
||||
|
Sweden Inflation Linked Bond(d)
|
||||
|
06/01/2036
|
0.750%
|
SEK
|
75,214,650
|
8,178,795
|
|
United Kingdom 3.6%
|
||||
|
United Kingdom Gilt Inflation-Linked Bond(d)
|
||||
|
03/22/2029
|
0.125%
|
GBP
|
12,324,803
|
16,489,515
|
|
08/10/2031
|
0.125%
|
GBP
|
3,060,156
|
4,027,995
|
|
03/22/2034
|
0.750%
|
GBP
|
6,387,199
|
8,391,070
|
|
11/22/2037
|
1.125%
|
GBP
|
10,791,353
|
14,082,806
|
|
03/22/2039
|
0.125%
|
GBP
|
5,987,079
|
6,685,239
|
|
03/22/2044
|
0.125%
|
GBP
|
5,950,184
|
5,951,385
|
|
11/22/2047
|
0.750%
|
GBP
|
5,503,820
|
5,978,401
|
|
03/22/2050
|
0.500%
|
GBP
|
5,195,858
|
5,137,383
|
|
03/22/2052
|
0.250%
|
GBP
|
5,444,724
|
4,899,409
|
|
11/22/2056
|
0.125%
|
GBP
|
6,859,468
|
5,596,048
|
|
11/22/2065
|
0.125%
|
GBP
|
5,410,221
|
4,001,241
|
|
03/22/2068
|
0.125%
|
GBP
|
3,125,536
|
2,277,659
|
|
United Kingdom Inflation-Linked Gilt(d)
|
||||
|
09/22/2035
|
1.125%
|
GBP
|
7,073,364
|
9,448,709
|
|
Total
|
92,966,860
|
|||
|
United States 7.5%
|
||||
|
U.S. Treasury Inflation-Indexed Bond
|
||||
|
07/15/2027
|
0.375%
|
|
18,042,959
|
18,016,176
|
|
01/15/2028
|
0.500%
|
|
20,700,759
|
20,560,867
|
|
01/15/2029
|
0.875%
|
|
23,028,971
|
22,980,394
|
|
07/15/2029
|
0.250%
|
|
13,318,604
|
13,039,226
|
|
07/15/2030
|
0.125%
|
|
20,126,503
|
19,370,187
|
|
Inflation-Indexed Bonds(e) (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
04/15/2032
|
3.375%
|
|
23,255,384
|
26,132,330
|
|
07/15/2034
|
1.875%
|
|
16,954,493
|
17,436,636
|
|
01/15/2035
|
2.125%
|
|
6,161,040
|
6,418,793
|
|
07/15/2035
|
1.875%
|
|
12,110,520
|
12,366,450
|
|
01/15/2036
|
1.875%
|
|
7,978,400
|
8,102,439
|
|
02/15/2042
|
0.750%
|
|
9,478,165
|
7,640,660
|
|
02/15/2043
|
0.625%
|
|
5,707,025
|
4,408,454
|
|
02/15/2045
|
0.750%
|
|
6,313,730
|
4,780,924
|
|
02/15/2050
|
0.250%
|
|
9,012,217
|
5,431,973
|
|
02/15/2053
|
1.500%
|
|
4,142,646
|
3,362,825
|
|
02/15/2055
|
2.375%
|
|
1,540,440
|
1,519,018
|
|
Total
|
191,567,352
|
|||
|
Total Inflation-Indexed Bonds
(Cost $406,233,521)
|
374,137,465
|
|||
|
|
||||
|
Residential Mortgage-Backed Securities - Agency 4.1%
|
||||
|
|
|
|
|
|
|
Government National Mortgage Association TBA(h)
|
||||
|
03/19/2056
|
3.000%
|
|
11,950,000
|
10,959,091
|
|
03/19/2056
|
3.500%
|
|
9,650,000
|
9,055,803
|
|
03/19/2056
|
4.000%
|
|
6,620,000
|
6,367,603
|
|
Uniform Mortgage-Backed Security TBA(h)
|
||||
|
03/17/2041
|
2.500%
|
|
6,148,328
|
5,861,185
|
|
03/17/2041-
03/13/2054
|
3.000%
|
|
32,200,000
|
29,351,353
|
|
03/13/2055
|
3.500%
|
|
17,400,000
|
16,395,680
|
|
03/13/2055
|
4.000%
|
|
15,140,000
|
14,713,254
|
|
03/12/2056
|
4.500%
|
|
12,330,000
|
12,192,523
|
|
Total Residential Mortgage-Backed Securities - Agency
(Cost $103,094,496)
|
104,896,492
|
|||
|
|
||||
|
U.S. Treasury Obligations 8.5%
|
||||
|
|
|
|
|
|
|
U.S. Treasury
|
||||
|
08/15/2030
|
0.625%
|
|
11,479,000
|
10,131,114
|
|
02/15/2031
|
1.125%
|
|
20,693,000
|
18,468,503
|
|
08/15/2031
|
1.250%
|
|
19,572,000
|
17,324,278
|
|
11/15/2031
|
1.375%
|
|
8,966,000
|
7,937,712
|
|
05/15/2033
|
3.375%
|
|
113,380,000
|
110,740,372
|
|
05/15/2034
|
4.375%
|
|
47,000,000
|
48,799,219
|
|
08/15/2034
|
3.875%
|
|
5,000,000
|
5,007,031
|
|
Total U.S. Treasury Obligations
(Cost $223,763,520)
|
218,408,229
|
|||
|
Money Market Funds 34.2%
|
||
|
|
Shares
|
Value ($)
|
|
Columbia Short-Term Cash Fund, 3.777%(a),(i)
|
880,213,617
|
880,037,575
|
|
Total Money Market Funds
(Cost $879,964,827)
|
880,037,575
|
|
|
Total Investments in Securities
(Cost: $2,392,554,964)
|
2,388,983,971
|
|
|
Other Assets & Liabilities, Net
|
|
181,709,903
|
|
Net Assets
|
2,570,693,874
|
|
|
Forward foreign currency exchange contracts
|
|||||
|
Currency to
be sold
|
Currency to
be purchased
|
Counterparty
|
Settlement
date
|
Unrealized
appreciation ($)
|
Unrealized
depreciation ($)
|
|
11,174,000 CAD
|
8,171,235 USD
|
Barclays
|
03/11/2026
|
—
|
(23,418
)
|
|
647,000 CHF
|
839,832 USD
|
Barclays
|
03/11/2026
|
—
|
(2,537
)
|
|
232,545,288 EUR
|
276,917,719 USD
|
Barclays
|
03/11/2026
|
2,018,803
|
—
|
|
99,528,000 JPY
|
649,485 USD
|
Barclays
|
03/11/2026
|
11,704
|
—
|
|
11,067,000 NZD
|
6,642,866 USD
|
Barclays
|
03/11/2026
|
2,024
|
—
|
|
4,363,000 SEK
|
484,620 USD
|
Barclays
|
03/11/2026
|
1,086
|
—
|
|
7,789,276 USD
|
5,693,000 GBP
|
Barclays
|
03/11/2026
|
—
|
(116,908
)
|
|
11,531,000 AUD
|
8,144,345 USD
|
Citi
|
03/11/2026
|
—
|
(61,414
)
|
|
7,475,000 EUR
|
8,846,745 USD
|
Citi
|
03/11/2026
|
10,318
|
—
|
|
16,866,580,988 JPY
|
110,088,709 USD
|
Citi
|
03/11/2026
|
2,006,730
|
—
|
|
23,159,000 NOK
|
2,415,843 USD
|
Citi
|
03/11/2026
|
—
|
(19,699
)
|
|
864,564,000 SEK
|
97,057,833 USD
|
Citi
|
03/11/2026
|
1,241,669
|
—
|
|
58,192,388 USD
|
8,916,778,000 JPY
|
Citi
|
03/11/2026
|
—
|
(1,053,184
)
|
|
20,993,502 USD
|
34,978,000 NZD
|
Citi
|
03/11/2026
|
—
|
(4,673
)
|
|
32,461,000 CHF
|
42,132,520 USD
|
Goldman Sachs International
|
03/11/2026
|
—
|
(130,454
)
|
|
4,021,000 EUR
|
4,746,116 USD
|
Goldman Sachs International
|
03/11/2026
|
—
|
(7,231
)
|
|
26,966,000 HKD
|
3,462,211 USD
|
Goldman Sachs International
|
03/11/2026
|
13,970
|
—
|
|
16,547,000 JPY
|
106,408 USD
|
Goldman Sachs International
|
03/11/2026
|
374
|
—
|
|
39,208,000 NOK
|
4,099,021 USD
|
Goldman Sachs International
|
03/11/2026
|
—
|
(24,332
)
|
|
398,324,164 CNY
|
57,142,477 USD
|
HSBC
|
03/11/2026
|
—
|
(897,685
)
|
|
530,000 EUR
|
626,220 USD
|
HSBC
|
03/11/2026
|
—
|
(310
)
|
|
81,267,000 NZD
|
48,687,872 USD
|
HSBC
|
03/11/2026
|
—
|
(77,041
)
|
|
154,264,000 SEK
|
17,136,412 USD
|
HSBC
|
03/11/2026
|
39,951
|
—
|
|
4,606,000 SGD
|
3,639,711 USD
|
HSBC
|
03/11/2026
|
—
|
(4,030
)
|
|
27,277,863 USD
|
23,076,000 EUR
|
HSBC
|
03/11/2026
|
985
|
—
|
|
3,163,428 USD
|
30,181,000 NOK
|
HSBC
|
03/11/2026
|
10,590
|
—
|
|
18,020,630 USD
|
30,079,000 NZD
|
HSBC
|
03/11/2026
|
28,515
|
—
|
|
26,527,000 AUD
|
18,672,623 USD
|
HSBC
|
03/26/2026
|
—
|
(203,486
)
|
|
999,000 NZD
|
595,046 USD
|
HSBC
|
03/26/2026
|
—
|
(4,802
)
|
|
214,445,000 SEK
|
23,665,403 USD
|
HSBC
|
03/26/2026
|
—
|
(122,623
)
|
|
1,664,000 AUD
|
1,179,429 USD
|
JPMorgan
|
03/11/2026
|
—
|
(4,717
)
|
|
64,052,853 CAD
|
46,906,663 USD
|
JPMorgan
|
03/11/2026
|
—
|
(67,639
)
|
|
9,098,000 EUR
|
10,732,537 USD
|
JPMorgan
|
03/11/2026
|
—
|
(22,488
)
|
|
149,823,265 GBP
|
205,334,283 USD
|
JPMorgan
|
03/11/2026
|
3,419,766
|
—
|
|
6,249,000 NZD
|
3,757,242 USD
|
JPMorgan
|
03/11/2026
|
7,480
|
—
|
|
14,895,237 USD
|
20,339,000 CAD
|
JPMorgan
|
03/11/2026
|
20,731
|
—
|
|
17,475,762 USD
|
2,727,345,000 JPY
|
JPMorgan
|
03/11/2026
|
1,215
|
—
|
|
909,507 USD
|
140,319,000 JPY
|
JPMorgan
|
03/11/2026
|
—
|
(10,335
)
|
|
9,932,000 CHF
|
12,768,529 USD
|
Morgan Stanley
|
03/11/2026
|
—
|
(162,553
)
|
|
Forward foreign currency exchange contracts (continued)
|
|||||
|
Currency to
be sold
|
Currency to
be purchased
|
Counterparty
|
Settlement
date
|
Unrealized
appreciation ($)
|
Unrealized
depreciation ($)
|
|
6,569,000 EUR
|
7,769,921 USD
|
Morgan Stanley
|
03/11/2026
|
4,505
|
—
|
|
527,662,000 MXN
|
30,397,287 USD
|
Morgan Stanley
|
03/11/2026
|
—
|
(217,565
)
|
|
20,112,000 NOK
|
2,061,427 USD
|
Morgan Stanley
|
03/11/2026
|
—
|
(53,674
)
|
|
9,507,000 NZD
|
5,673,968 USD
|
Morgan Stanley
|
03/11/2026
|
—
|
(30,784
)
|
|
4,179,007 USD
|
3,192,000 CHF
|
Morgan Stanley
|
03/11/2026
|
—
|
(23,145
)
|
|
1,222,479 USD
|
1,034,000 EUR
|
Morgan Stanley
|
03/11/2026
|
—
|
(156
)
|
|
21,713,763 USD
|
16,012,000 GBP
|
Morgan Stanley
|
03/11/2026
|
—
|
(134,636
)
|
|
44,607,461 USD
|
435,206,000 NOK
|
Morgan Stanley
|
03/11/2026
|
1,161,461
|
—
|
|
7,339,000 CAD
|
5,356,964 USD
|
Morgan Stanley
|
03/26/2026
|
—
|
(28,758
)
|
|
4,156,743 USD
|
3,200,000 CHF
|
Morgan Stanley
|
03/26/2026
|
17,440
|
—
|
|
13,870,000 ZAR
|
866,037 USD
|
Standard Chartered
|
03/11/2026
|
—
|
(4,414
)
|
|
5,585,000 CAD
|
4,084,667 USD
|
State Street
|
03/11/2026
|
—
|
(11,192
)
|
|
861,000 EUR
|
1,017,256 USD
|
State Street
|
03/11/2026
|
—
|
(559
)
|
|
15,513,000 CHF
|
20,090,908 USD
|
State Street
|
03/26/2026
|
—
|
(144,750
)
|
|
24,607,000 EUR
|
29,019,567 USD
|
State Street
|
03/26/2026
|
—
|
(93,607
)
|
|
2,567,000 GBP
|
3,461,359 USD
|
State Street
|
03/26/2026
|
1,686
|
—
|
|
74,558,000 HKD
|
9,542,128 USD
|
State Street
|
03/26/2026
|
851
|
—
|
|
11,235,000 SGD
|
8,882,973 USD
|
State Street
|
03/26/2026
|
—
|
(15,611
)
|
|
27,154,000 AUD
|
18,828,584 USD
|
UBS
|
03/11/2026
|
—
|
(494,909
)
|
|
41,622,000 NOK
|
4,283,399 USD
|
UBS
|
03/11/2026
|
—
|
(93,825
)
|
|
6,253,081 USD
|
9,018,000 AUD
|
UBS
|
03/11/2026
|
164,362
|
—
|
|
5,822,964 USD
|
7,890,000 CAD
|
UBS
|
03/11/2026
|
—
|
(36,692
)
|
|
9,421,286 USD
|
7,278,000 CHF
|
UBS
|
03/11/2026
|
54,390
|
—
|
|
5,588,975 USD
|
9,277,000 NZD
|
UBS
|
03/11/2026
|
—
|
(22,237
)
|
|
12,387,000 AUD
|
8,687,786 USD
|
Wells Fargo
|
03/11/2026
|
—
|
(127,125
)
|
|
23,730,000 DKK
|
3,784,871 USD
|
Wells Fargo
|
03/11/2026
|
30,277
|
—
|
|
1,627,000 EUR
|
1,925,188 USD
|
Wells Fargo
|
03/11/2026
|
1,861
|
—
|
|
903,000 GBP
|
1,232,022 USD
|
Wells Fargo
|
03/11/2026
|
15,063
|
—
|
|
404,357,000 JPY
|
2,623,633 USD
|
Wells Fargo
|
03/11/2026
|
32,492
|
—
|
|
428,252,000 JPY
|
2,734,481 USD
|
Wells Fargo
|
03/11/2026
|
—
|
(9,781
)
|
|
497,894,000 MXN
|
28,898,299 USD
|
Wells Fargo
|
03/11/2026
|
10,581
|
—
|
|
23,929,000 NZD
|
14,490,038 USD
|
Wells Fargo
|
03/11/2026
|
131,251
|
—
|
|
61,163,000 PLN
|
17,122,315 USD
|
Wells Fargo
|
03/11/2026
|
5,309
|
—
|
|
874,000 SEK
|
97,787 USD
|
Wells Fargo
|
03/11/2026
|
925
|
—
|
|
5,272,000 SEK
|
582,712 USD
|
Wells Fargo
|
03/11/2026
|
—
|
(1,563
)
|
|
576,393 USD
|
824,000 AUD
|
Wells Fargo
|
03/11/2026
|
9,987
|
—
|
|
5,278,727 USD
|
7,417,000 AUD
|
Wells Fargo
|
03/11/2026
|
—
|
(597
)
|
|
14,865,086 USD
|
20,263,000 CAD
|
Wells Fargo
|
03/11/2026
|
—
|
(4,853
)
|
|
7,242,844 USD
|
5,563,000 CHF
|
Wells Fargo
|
03/11/2026
|
—
|
(32
)
|
|
3,019,142 USD
|
2,557,000 EUR
|
Wells Fargo
|
03/11/2026
|
3,566
|
—
|
|
153,842 USD
|
129,000 EUR
|
Wells Fargo
|
03/11/2026
|
—
|
(1,347
)
|
|
23,818,970 USD
|
17,639,000 GBP
|
Wells Fargo
|
03/11/2026
|
—
|
(47,161
)
|
|
1,361,254 USD
|
211,529,000 JPY
|
Wells Fargo
|
03/11/2026
|
—
|
(5,765
)
|
|
25,489,419 USD
|
441,630,000 MXN
|
Wells Fargo
|
03/11/2026
|
133,872
|
—
|
|
696,083 USD
|
1,153,000 NZD
|
Wells Fargo
|
03/11/2026
|
—
|
(4,216
)
|
|
2,214,461 USD
|
19,954,000 SEK
|
Wells Fargo
|
03/11/2026
|
—
|
(3,039
)
|
|
1,262,000 EUR
|
1,491,005 USD
|
Wells Fargo
|
03/26/2026
|
—
|
(2,100
)
|
|
4,895,070,000 JPY
|
31,470,979 USD
|
Wells Fargo
|
03/26/2026
|
61,136
|
—
|
|
1,411,454 USD
|
1,048,000 GBP
|
Wells Fargo
|
03/26/2026
|
988
|
—
|
|
744,730 USD
|
550,000 GBP
|
Wells Fargo
|
03/26/2026
|
—
|
(3,468
)
|
|
426,092 USD
|
3,844,000 SEK
|
Wells Fargo
|
03/26/2026
|
317
|
—
|
|
Total
|
|
|
|
10,678,231
|
(4,639,120
)
|
|
Long futures contracts
|
||||||
|
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
|
10-Year Mini Japanese Government Bond
|
365
|
03/2026
|
JPY
|
4,847,930,000
|
307,744
|
—
|
|
Canadian Government 10-Year Bond
|
380
|
06/2026
|
CAD
|
46,679,200
|
149,751
|
—
|
|
Euro-Bobl
|
27
|
03/2026
|
EUR
|
3,171,420
|
25,649
|
—
|
|
Euro-BTP
|
42
|
03/2026
|
EUR
|
5,159,700
|
120,735
|
—
|
|
Euro-Bund
|
90
|
03/2026
|
EUR
|
11,720,700
|
182,313
|
—
|
|
Euro-Buxl 30-Year
|
124
|
03/2026
|
EUR
|
14,118,640
|
218,009
|
—
|
|
Long Gilt
|
135
|
06/2026
|
GBP
|
12,646,800
|
94,038
|
—
|
|
MSCI EAFE Index
|
1,316
|
03/2026
|
USD
|
208,263,580
|
17,498,700
|
—
|
|
MSCI Emerging Markets Index
|
1,836
|
03/2026
|
USD
|
147,219,660
|
18,594,204
|
—
|
|
S&P 500 Index E-mini
|
1,716
|
03/2026
|
USD
|
591,076,200
|
—
|
(163,154
)
|
|
S&P/TSX 60 Index
|
229
|
03/2026
|
CAD
|
90,294,700
|
3,877,089
|
—
|
|
U.S. Treasury 10-Year Note
|
1,567
|
06/2026
|
USD
|
178,344,188
|
461,773
|
—
|
|
U.S. Treasury Ultra 10-Year Note
|
2,481
|
06/2026
|
USD
|
289,617,984
|
1,411,929
|
—
|
|
Total
|
|
|
|
|
42,941,934
|
(163,154
)
|
|
Short futures contracts
|
||||||
|
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
|
Australian 10-Year Bond
|
(367)
|
03/2026
|
AUD
|
(40,580,041
)
|
—
|
(399,118
)
|
|
Euro STOXX 50 Index
|
(530)
|
03/2026
|
EUR
|
(32,610,900
)
|
—
|
(1,606,984
)
|
|
SPI 200 Index
|
(173)
|
03/2026
|
AUD
|
(39,660,250
)
|
—
|
(1,380,806
)
|
|
U.S. Treasury 5-Year Note
|
(627)
|
06/2026
|
USD
|
(69,058,172
)
|
—
|
(192,183
)
|
|
Total
|
|
|
|
|
—
|
(3,579,091
)
|
|
Cleared credit default swap contracts - sell protection
|
||||||||||||
|
Reference
entity
|
Counterparty
|
Maturity
date
|
Receive
fixed
rate
(%)
|
Payment
frequency
|
Implied
credit
spread
(%)*
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
CDX Emerging Markets
Index, Series 44
|
Morgan Stanley
|
12/20/2030
|
1.000
|
Quarterly
|
1.347
|
USD
|
203,807,000
|
709,401
|
—
|
—
|
709,401
|
—
|
|
CDX Emerging Markets
Index, Series 44
|
Morgan Stanley
|
12/20/2030
|
1.000
|
Quarterly
|
1.347
|
USD
|
4,640,000
|
(2,062
)
|
—
|
—
|
—
|
(2,062
)
|
|
CDX North America High
Yield Index, Series 45
|
Morgan Stanley
|
12/20/2030
|
5.000
|
Quarterly
|
3.304
|
USD
|
347,090,040
|
2,968,102
|
—
|
—
|
2,968,102
|
—
|
|
CDX North America High
Yield Index, Series 45
|
Morgan Stanley
|
12/20/2030
|
5.000
|
Quarterly
|
3.304
|
USD
|
9,751,500
|
(17,741
)
|
—
|
—
|
—
|
(17,741
)
|
|
CDX North America
Investment Grade Index,
Series 45
|
Morgan Stanley
|
12/20/2030
|
1.000
|
Quarterly
|
0.557
|
USD
|
201,418,000
|
165,349
|
—
|
—
|
165,349
|
—
|
|
Total
|
|
|
|
|
|
|
|
3,823,049
|
—
|
—
|
3,842,852
|
(19,803
)
|
|
Swap arrangement - contracts for differences
|
||||||||||
|
Fund receives
|
Fund pays
|
Payment
frequency
|
Counterparty
|
Maturity
date
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Cash & other
receivable
(payable) ($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
Appreciation on underlying
contracts for differences
(CFDs), accrued income on
long CFDs, and SOFR, SARON,
SONIA, STIBOR or ESTR less
spreads of 40-85 bps on short
CFDs
|
Depreciation on underlying CFDs,
accrued income on underlying
short CFDs, and SOFR, SONIA,
or ESTR plus a spread of 40-45
bps on long CFDs
|
Monthly
|
Goldman Sachs
International
|
02/26/2029
|
USD
|
75,739,791
|
(778,202
)
|
(538,646
)
|
—
|
(1,316,848
)
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Long Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Diversified REITs
|
||||
|
British Land Co. PLC (The)
|
771,988
|
4,240,386
|
3,772
|
(0.3
)
|
|
Broadstone Net Lease, Inc.
|
44,446
|
882,253
|
(20,445
)
|
1.6
|
|
Capital & Counties Properties PLC
|
131,048
|
263,579
|
8,575
|
(0.7
)
|
|
Fonciere Des Regions
|
18,540
|
1,196,463
|
162,480
|
(12.3
)
|
|
WP Carey, Inc.
|
3,500
|
259,560
|
1,715
|
(0.1
)
|
|
Health Care REITs
|
||||
|
American Healthcare REIT, Inc.
|
35,926
|
1,904,078
|
(27,304
)
|
2.1
|
|
Omega Healthcare Investors, Inc.
|
2,243
|
107,440
|
830
|
(0.1
)
|
|
Primary Health Properties PLC
|
1,541,070
|
2,238,472
|
10,728
|
(0.8
)
|
|
Target Healthcare REIT PLC
|
1,250,132
|
1,800,612
|
12,905
|
(1.0
)
|
|
Hotel & Resort REITs
|
||||
|
Apple Hospitality REIT, Inc.
|
23,755
|
291,949
|
(713
)
|
0.1
|
|
DiamondRock Hospitality Co.
|
17,900
|
178,821
|
895
|
(0.1
)
|
|
Host Hotels & Resorts, Inc.
|
27,331
|
546,893
|
(11,479
)
|
0.9
|
|
Park Hotels & Resorts, Inc.
|
18,498
|
212,172
|
(2,960
)
|
0.2
|
|
Ryman Hospitality Properties, Inc.
|
23,125
|
2,360,600
|
(77,006
)
|
5.8
|
|
Industrial REITs
|
||||
|
ARGAN SA
|
20,197
|
1,591,843
|
103,037
|
(7.8
)
|
|
EastGroup Properties, Inc.
|
2,460
|
474,362
|
8,561
|
(0.7
)
|
|
First Industrial Realty Trust, Inc.
|
11,224
|
674,001
|
34,682
|
(2.6
)
|
|
LondonMetric Property PLC
|
388,882
|
1,106,530
|
15,839
|
(1.2
)
|
|
Rexford Industrial Realty, Inc.
|
22,024
|
827,441
|
(2,202
)
|
0.2
|
|
Segro PLC
|
24,906
|
264,893
|
17,052
|
(1.3
)
|
|
STAG Industrial, Inc.
|
18,539
|
711,527
|
15,573
|
(1.2
)
|
|
Office REITs
|
||||
|
BXP, Inc.
|
13,252
|
803,866
|
(40,816
)
|
3.1
|
|
Gecina SA
|
4,380
|
390,117
|
14,257
|
(1.1
)
|
|
Highwoods Properties, Inc.
|
10,640
|
244,188
|
(4,894
)
|
0.4
|
|
Vornado Realty Trust
|
29,330
|
851,157
|
(42,235
)
|
3.2
|
|
Real Estate Management & Development
|
||||
|
TAG Immobilien AG
|
1
|
15
|
0
|
—
|
|
Residential REITs
|
||||
|
AvalonBay Communities, Inc.
|
21,562
|
3,830,490
|
(9,056
)
|
0.7
|
|
Equity LifeStyle Properties, Inc.
|
8,343
|
566,406
|
(6,091
)
|
0.5
|
|
Unite Group PLC (The)
|
39,263
|
309,385
|
(43,245
)
|
3.3
|
|
Retail REITs
|
||||
|
Agree Realty Corp.
|
24,146
|
1,911,639
|
31,631
|
(2.4
)
|
|
InvenTrust Properties Corp.
|
62,642
|
1,946,913
|
7,517
|
(0.6
)
|
|
Klepierre
|
17,873
|
711,048
|
41,111
|
(3.1
)
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Macerich Co. (The)
|
42,658
|
801,544
|
71,666
|
(5.4
)
|
|
NNN REIT, Inc.
|
17,041
|
763,266
|
9,032
|
(0.7
)
|
|
Specialized REITs
|
||||
|
Gaming and Leisure Properties, Inc.
|
95,413
|
4,510,172
|
156,477
|
(11.9
)
|
|
Iron Mountain, Inc.
|
24,170
|
2,629,454
|
(11,118
)
|
0.8
|
|
National Storage Affiliates Trust
|
6,737
|
229,530
|
6,400
|
(0.5
)
|
|
Safestore Holdings PLC
|
88,091
|
940,256
|
1,161
|
(0.1
)
|
|
Total
|
|
43,573,321
|
436,332
|
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Short Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Diversified REITs
|
||||
|
Land Securities Group PLC
|
(99,916
)
|
(881,500
)
|
13,455
|
(1.0
)
|
|
Health Care REITs
|
||||
|
Care Property Invest NV
|
(46,764
)
|
(733,823
)
|
(28,422
)
|
2.2
|
|
Healthcare Realty Trust, Inc.
|
(34,165
)
|
(633,077
)
|
2,733
|
(0.2
)
|
|
Sabra Health Care REIT, Inc.
|
(35,871
)
|
(738,584
)
|
1,435
|
(0.1
)
|
|
Industrial REITs
|
||||
|
Lineage, Inc.
|
(15,771
)
|
(585,419
)
|
(53,621
)
|
4.1
|
|
Office REITs
|
||||
|
Derwent London PLC
|
(59,879
)
|
(1,434,835
)
|
(23,729
)
|
1.8
|
|
Great Portland Estates PLC
|
(419,770
)
|
(1,875,887
)
|
(85,569
)
|
6.5
|
|
Inmobiliaria Colonial Socimi SA
|
(272,338
)
|
(1,681,658
)
|
(147,200
)
|
11.2
|
|
Kilroy Realty Corp.
|
(12,266
)
|
(390,181
)
|
24,409
|
(1.9
)
|
|
Workspace Group PLC
|
(204,780
)
|
(1,147,037
)
|
(39,642
)
|
3.0
|
|
Real Estate Management & Development
|
||||
|
Allreal Holding AG
|
(15,267
)
|
(4,529,649
)
|
(151,194
)
|
11.5
|
|
Aroundtown SA
|
(484,204
)
|
(1,624,673
)
|
(122,997
)
|
9.3
|
|
Atrium Ljungberg AB, Class B
|
(370,935
)
|
(1,333,680
)
|
(118,403
)
|
9.0
|
|
Cibus Nordic Real Estate AB
|
(21,897
)
|
(360,841
)
|
(10,270
)
|
0.8
|
|
Dios Fastigheter AB
|
(144,428
)
|
(1,137,943
)
|
14,667
|
(1.1
)
|
|
Hufvudstaden AB
|
(223,406
)
|
(3,105,403
)
|
(122,684
)
|
9.3
|
|
Kojamo OYJ
|
(160,018
)
|
(1,806,448
)
|
(56,908
)
|
4.3
|
|
LEG Immobilien SE
|
(11,296
)
|
(916,294
)
|
(28,699
)
|
2.2
|
|
Mobimo Holding AG
|
(1,714
)
|
(849,044
)
|
(43,792
)
|
3.3
|
|
Sirius Real Estate Ltd.
|
(969,353
)
|
(1,327,832
)
|
(133,972
)
|
10.2
|
|
Residential REITs
|
||||
|
American Homes 4 Rent, Class A
|
(46,471
)
|
(1,350,071
)
|
(44,059
)
|
3.3
|
|
Grainger PLC
|
(492,864
)
|
(1,273,105
)
|
(2,175
)
|
0.2
|
|
Retail REITs
|
||||
|
Regency Centers Corp.
|
(14,340
)
|
(1,110,926
)
|
(21,934
)
|
1.7
|
|
Supermarket Income REIT PLC
|
(998,423
)
|
(1,159,119
)
|
(33,016
)
|
2.5
|
|
Specialized REITs
|
||||
|
EPR Properties
|
(3,070
)
|
(179,441
)
|
(2,947
)
|
0.2
|
|
Total
|
|
(32,166,470
)
|
(1,214,534
)
|
|
|
Swap arrangement - contracts for differences
|
||||||||||
|
Fund receives
|
Fund pays
|
Payment
frequency
|
Counterparty
|
Maturity
date
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Cash & other
receivable
(payable) ($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
Appreciation on underlying
contracts for differences
(CFDs), accrued income on long
CFDs, and 1-Day Overnight Fed
Funds Effective Rate less a
spread of 35 basis points on
short CFDs
|
Depreciation on underlying CFDs,
accrued income on underlying
short CFDs, and 1-Day Overnight
Fed Funds Effective Rate plus a
spread of 40 basis points on
long CFDs
|
Monthly
|
Morgan Stanley
|
08/04/2027
|
USD
|
7,966,427
|
166,199
|
88,332
|
254,531
|
—
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Long Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Diversified REITs
|
||||
|
Essential Properties Realty Trust, Inc.
|
86,243
|
2,819,284
|
107,804
|
42.4
|
|
Office REITs
|
||||
|
Brandywine Realty Trust
|
19,600
|
60,368
|
2,156
|
0.8
|
|
Residential REITs
|
||||
|
Sun Communities, Inc.
|
22,169
|
2,914,558
|
110,623
|
43.5
|
|
Total
|
|
5,794,210
|
220,583
|
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Short Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Hotel & Resort REITs
|
||||
|
Pebblebrook Hotel Trust
|
(132,532
)
|
(1,676,530
)
|
(23,856
)
|
(9.4
)
|
|
Retail REITs
|
||||
|
Tanger, Inc.
|
(14,199
)
|
(495,687
)
|
(30,528
)
|
(12.0
)
|
|
Total
|
|
(2,172,217
)
|
(54,384
)
|
|
|
Swap arrangement - contracts for differences
|
||||||||||
|
Fund receives
|
Fund pays
|
Payment
frequency
|
Counterparty
|
Maturity
date
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Cash & other
receivable
(payable) ($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
Appreciation on underlying
contracts for differences (CFDs)
and accrued income on long
CFDs, and OBFR, SONIA, ESTR,
SARON or STIBOR on short
CFDs
|
Depreciation on underlying CFDs
and OBFR, SONIA, ESTR, SARON
or STIBOR plus a spread of
29.5-46.5 basis points on long
CFDs
|
Monthly
|
UBS
|
12/01/2028
|
USD
|
26,752,969
|
54,842
|
(150,737
)
|
—
|
(95,895
)
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Long Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Industrial REITs
|
||||
|
Americold Realty Trust, Inc.
|
89,404
|
1,101,457
|
95,662
|
(99.8
)
|
|
Tritax Big Box REIT PLC
|
645,148
|
1,490,970
|
3,720
|
(3.9
)
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Retail REITs
|
||||
|
Carmila SA
|
4,861
|
98,056
|
8,019
|
(8.4
)
|
|
Mercialys SA
|
7,713
|
107,171
|
4,519
|
(4.7
)
|
|
Unibail-Rodamco-Westfield
|
27,947
|
3,330,496
|
170,917
|
(178.2
)
|
|
Specialized REITs
|
||||
|
Big Yellow Group PLC
|
152,552
|
2,155,884
|
(26,127
)
|
27.2
|
|
Extra Space Storage, Inc.
|
18,446
|
2,727,057
|
58,843
|
(61.4
)
|
|
Total
|
|
11,011,091
|
315,553
|
|
|
Description
|
Shares
|
Notional Amount ($)
|
Appreciation (Depreciation) ($)
|
(%)
|
|
Short Equity Contracts for Differences
|
||||
|
Real Estate
|
||||
|
Diversified REITs
|
||||
|
ICADE
|
(71,907
)
|
(1,779,481
)
|
(43,300
)
|
45.2
|
|
Hotel & Resort REITs
|
||||
|
RLJ Lodging Trust
|
(209,866
)
|
(1,739,789
)
|
56,664
|
(59.1
)
|
|
Industrial REITs
|
||||
|
Terreno Realty Corp
|
(17,686
)
|
(1,170,636
)
|
2,299
|
(2.4
)
|
|
Office REITs
|
||||
|
Corporate Office Properties Trust
|
(16,480
)
|
(523,075
)
|
(659
)
|
0.7
|
|
JBG Smith Properties
|
(26,169
)
|
(418,181
)
|
20,150
|
(21.0
)
|
|
Real Estate Management & Development
|
||||
|
Vonovia SE
|
(122,059
)
|
(3,912,666
)
|
(226,052
)
|
235.7
|
|
Wallenstam AB
|
(367,764
)
|
(1,752,106
)
|
(108,624
)
|
113.3
|
|
Residential REITs
|
||||
|
UDR, Inc.
|
(9,172
)
|
(348,536
)
|
4,586
|
(4.8
)
|
|
Retail REITs
|
||||
|
Urban Edge Properties
|
(98,724
)
|
(2,067,937
)
|
(29,949
)
|
31.2
|
|
Specialized REITs
|
||||
|
Crown Castle International Corp.
|
(9,260
)
|
(850,623
)
|
21,483
|
(22.4
)
|
|
Shurgard Self Storage Ltd.
|
(12,966
)
|
(468,703
)
|
41,424
|
(43.2
)
|
|
VICI Properties, Inc.
|
(23,465
)
|
(710,145
)
|
1,267
|
(1.3
)
|
|
Total
|
|
(15,741,878
)
|
(260,711
)
|
|
|
Reference index and values for swap contracts as of period end
|
||
|
Reference index
|
|
Reference rate
|
|
1-Day Overnight Fed Funds Effective Rate
|
Overnight Federal Funds Effective Rate
|
3.640%
|
|
3-Month SEK STIBOR
|
Stockholm Interbank Offered Rate
|
1.975%
|
|
ESTR
|
Euro Short Term Rate
|
1.935%
|
|
OBFR
|
Overnight Bank Funding Rate
|
3.630%
|
|
SARON
|
Swiss Average Rate Overnight
|
(0.058)%
|
|
SOFR
|
Secured Overnight Financing Rate
|
3.670%
|
|
SONIA
|
Sterling Overnight Index Average
|
3.729%
|
|
1-Month SEK STIBOR
|
Stockholm Interbank Offered Rate
|
1.907%
|
|
(a)
|
Under the Investment Company Act of 1940, 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 February 28, 2026 are as follows:
|
|
Affiliated issuers
|
Beginning
of period($)
|
Purchases($)
|
Sales($)
|
Net change in
unrealized
appreciation
(depreciation)($)
|
End of
period($)
|
Capital gain
distributions($)
|
Realized gain
(loss)($)
|
Dividends —
affiliated
issuers ($)
|
End of
period shares
|
|
Columbia Commodity Strategy Fund, Institutional 3 Class
|
|||||||||
|
|
259,653,120
|
159,741,391
|
(221,127,665
)
|
36,516,163
|
234,783,009
|
—
|
26,872,336
|
6,559,043
|
19,913,741
|
|
Columbia Short-Term Cash Fund, 3.777%
|
|||||||||
|
|
1,000,987,905
|
1,703,781,790
|
(1,824,887,866
)
|
155,746
|
880,037,575
|
—
|
(61,081
)
|
28,507,117
|
880,213,617
|
|
Total
|
1,260,641,025
|
|
|
36,671,909
|
1,114,820,584
|
—
|
26,811,255
|
35,066,160
|
|
|
(b)
|
Non-income producing investment.
|
|
(c)
|
This security or a portion of this security has been pledged as collateral in connection
with investments sold short and/or derivative contracts.
|
|
(d)
|
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 February 28, 2026, the total value of these
securities amounted to $330,307,653, which represents 12.85% of total net assets.
|
|
(e)
|
Principal amounts are denominated in United States Dollars unless otherwise noted.
|
|
(f)
|
Principal and interest may not be guaranteed by a governmental entity.
|
|
(g)
|
Zero coupon bond.
|
|
(h)
|
Represents a security purchased on a when-issued basis.
|
|
(i)
|
The rate shown is the seven-day current annualized yield at February 28, 2026.
|
|
TBA
|
To Be Announced
|
|
AUD
|
Australian Dollar
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CNY
|
China Yuan Renminbi
|
|
DKK
|
Danish Krone
|
|
EUR
|
Euro
|
|
GBP
|
British Pound
|
|
HKD
|
Hong Kong Dollar
|
|
IDR
|
Indonesian Rupiah
|
|
JPY
|
Japanese Yen
|
|
MXN
|
Mexican Peso
|
|
NOK
|
Norwegian Krone
|
|
NZD
|
New Zealand Dollar
|
|
PLN
|
Polish Zloty
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
USD
|
US Dollar
|
|
ZAR
|
South African Rand
|