Form NPORT-P COLUMBIA FUNDS SERIES For: Aug 31

October 27, 2021 8:48 AM EDT

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    NPORT-P
    false
    
      
      
        
          0000773757
          XXXXXXXX
        
      
      
      
      
        S000037262
        C000147083
        C000114818
        C000114819
        C000114821
        C000114825
        C000114823
        C000147084
      
      
      
    
  
  
    
      Columbia Funds Series Trust I
      811-04367
      0000773757
      549300W5GIE6ZOZOTD82
      290 Congress Street
      Boston
      
      02110
      800-345-6611
      Columbia Adaptive Risk Allocation Fund
      S000037262
      OBEXP9BA3ACEEBWUNT09
      2022-05-31
      2021-08-31
      N
    
    
      4667826149.940000000000
      227492348.100000000000
      4440333801.840000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      219422811.990000000000
      0.000000000000
      0.000000000000
      7667489.010000000000
      
        
          ZAR
          
          
        
        
          USD
          
          
        
        
          SGD
          
          
        
        
          SEK
          
          
        
        
          PLN
          
          
        
        
          NZD
          
          
        
        
          NOK
          
          
        
        
          MXN
          
          
        
        
          JPY
          
          
        
        
          IDR
          
          
        
        
          HKD
          
          
        
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          DKK
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          CNY
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        ALEXANDRIA REAL EST EQ INC
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
          
          
        
        79000.000000000000
        NS
        USD
        16303230.000000000000
        0.3671622614
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  15YR TBA(REG B)
        01F022493
        
          
          
        
        12248328.000000000000
        PA
        USD
        12807691.870000000000
        0.2884398435
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-09-16
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  15YR TBA(REG B)
        01F030496
        
          
          
        
        6500000.000000000000
        PA
        USD
        6847978.540000000000
        0.1542221564
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-09-16
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG C)
        01F030694
        
          
          
        
        28800000.000000000000
        PA
        USD
        30125249.860000000000
        0.6784456125
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F032690
        
          
          
        
        35230000.000000000000
        PA
        USD
        37266734.380000000000
        0.8392777670
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F040693
        
          
          
        
        36000000.000000000000
        PA
        USD
        38561423.040000000000
        0.8684352294
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F042699
        
          
          
        
        33800000.000000000000
        PA
        USD
        36547291.040000000000
        0.8230753063
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-14
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300ZJUO7A58PNUW40
        American Homes 4 Rent
        02665T306
        
          
          
          
        
        260198.000000000000
        NS
        USD
        10912704.120000000000
        0.2457631477
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
          
          
        
        38829.000000000000
        NS
        USD
        11344668.930000000000
        0.2554913535
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Americold Realty Trust
        549300R7N1V5YV8MWH02
        Americold Realty Trust
        03064D108
        
          
          
          
        
        156245.000000000000
        NS
        USD
        5740441.300000000000
        0.1292794992
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AVALONBAY COMMUNITIES INC
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
          
          
        
        59848.000000000000
        NS
        USD
        13739903.840000000000
        0.3094340303
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Brixmor Property Group Inc
        5299007UXW6Y0W2EGZ95
        Brixmor Property Group Inc
        11120U105
        
          
          
          
        
        132927.000000000000
        NS
        USD
        3117138.150000000000
        0.0702005365
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CAMDEN PROPERTY TRUST
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
          
          
        
        47025.000000000000
        NS
        USD
        7055631.000000000000
        0.1588986620
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND
        N/A
        CANADA  4.25% 12/01/26 (FTIPS)
        135087VS0
        
          
          
        
        17602239.330000000000
        PA
        
        18027008.230000000000
        0.4059831768
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2026-12-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND
        N/A
        CANADA 4.00% 12/01/2031 (FTIPS)
        135087WV2
        
          
          
        
        7832635.080000000000
        PA
        
        9188489.820000000000
        0.2069324116
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2031-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND
        N/A
        CANADA 3.00% 12/01/2036 (FTIPS)
        135087XQ2
        
          
          
        
        5336578.910000000000
        PA
        
        6285522.090000000000
        0.1415551706
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2036-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND
        N/A
        CANADA 2.00% 12/01/2041 (FTIPS)
        135087YK4
        
          
          
        
        4804507.230000000000
        PA
        
        5315312.540000000000
        0.1197052469
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2041-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centerspace
        5493002LG2SH9EEHT720
        Centerspace
        15202L107
        
          
          
          
        
        72048.000000000000
        NS
        USD
        7289816.640000000000
        0.1641727169
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COLUMBIA SHORT TERM CASH FUND
        N/A
        COLUMBIA SHORT TERM CASH FUND
        19766H239
        
          
        
        1281184397.040000000000
        NS
        USD
        1281056278.600000000000
        28.8504498934
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Commodity Strategy Fund
        WYLFPRJKMBQ25JFLQU04
        Columbia Commodity Strategy Fund
        19766J623
        
          
          
          
        
        17529404.480000000000
        NS
        USD
        394762188.890000000000
        8.8903719069
        Long
        EC
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COLUMBIA SOLUTIONS CONSERVATIVE PORTFOLIO
        N/A
        COLUMBIA SOLUTIONS CONSERV PORT
        19767X852
        
          
        
        629541.675000000000
        NS
        USD
        6887185.920000000000
        0.1551051391
        Long
        EC
        RF
        US
        
        N
        
        N/A
        
          N
          N
          N
        
      
      
        COLUMBIA SOLUTIONS AGRESSIVE PORTFOLIO
        N/A
        COLUMBIA SOLUTIONS AGGRES PORT
        19767X860
        
          
        
        97416.638000000000
        NS
        USD
        1315124.610000000000
        0.0296176970
        Long
        EC
        RF
        US
        
        N
        
        N/A
        
          N
          N
          N
        
      
      
        CoreSite Realty Corp
        549300H0YYORITFM2B74
        CoreSite Realty Corp
        21870Q105
        
          
          
          
        
        43347.000000000000
        NS
        USD
        6431394.390000000000
        0.1448403358
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR TBA(REG C)
        21H030690
        
          
          
        
        18750000.000000000000
        PA
        USD
        19601074.130000000000
        0.4414324464
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-21
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR TBA(REG C)
        21H032696
        
          
          
        
        19050000.000000000000
        PA
        USD
        20047148.440000000000
        0.4514784098
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-21
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GINNIE MAE II
        N/A
        GNMA2 30YR TBA(REG C)
        21H040699
        
          
          
        
        16520000.000000000000
        PA
        USD
        17490550.000000000000
        0.3939016925
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-21
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Office
        YY1J47X6LF9TYY8JY420
        Corporate Office Properties Trust
        22002T108
        
          
          
          
        
        127166.000000000000
        NS
        USD
        3583537.880000000000
        0.0807042452
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CyrusOne Inc
        5493006S177ZK2ZNBU43
        CyrusOne Inc
        23283R100
        
          
          
          
        
        25814.000000000000
        NS
        USD
        1987161.720000000000
        0.0447525301
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DUKE REALTY CORP
        254900E47KH1NFFKNF25
        Duke Realty Corp
        264411505
        
          
          
          
        
        273450.000000000000
        NS
        USD
        14358859.500000000000
        0.3233734251
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
          
          
        
        20455.000000000000
        NS
        USD
        17252769.750000000000
        0.3885466841
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity LifeStyle Properties Inc
        529900PEQG66LENB6798
        Equity LifeStyle Properties Inc
        29472R108
        
          
          
          
        
        190067.000000000000
        NS
        USD
        16168999.690000000000
        0.3641392835
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
          
          
        
        56062.000000000000
        NS
        USD
        10478548.420000000000
        0.2359856013
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        Federal Realty Investment Trust
        313747206
        
          
          
          
        
        104956.000000000000
        NS
        USD
        12780492.120000000000
        0.2878272826
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST IND REALTY TRUST INC
        N/A
        First Industrial Realty Trust Inc
        32054K103
        
          
          
          
        
        220115.000000000000
        NS
        USD
        12324238.850000000000
        0.2775520805
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FOUR CORNERS PROPERTY TRUST INC
        549300SVTPZPBDVNER42
        Four Corners Property Trust Inc
        35086T109
        
          
          
          
        
        93560.000000000000
        NS
        USD
        2676751.600000000000
        0.0602826661
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GAMING AND LEISURE PROPERTIES INC
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties Inc
        36467J108
        
          
          
          
        
        249666.000000000000
        NS
        USD
        12308533.800000000000
        0.2771983898
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
          
          
        
        216369.000000000000
        NS
        USD
        7789284.000000000000
        0.1754211361
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HIGHWOODS PROP INC.
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
          
          
        
        111696.000000000000
        NS
        USD
        5103390.240000000000
        0.1149325809
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS INC
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts Inc
        44107P104
        
          
          
          
        
        488691.000000000000
        NS
        USD
        8092722.960000000000
        0.1822548331
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        Invitation Homes Inc
        46187W107
        
          
          
          
        
        351152.000000000000
        NS
        USD
        14460439.360000000000
        0.3256610878
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LIFE STORAGE INC
        W9EE01AFDDF9DQCQZC68
        Life Storage Inc
        53223X107
        
          
          
          
        
        109206.000000000000
        NS
        USD
        13589594.640000000000
        0.3060489424
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
          
          
        
        25263.000000000000
        NS
        USD
        3414041.820000000000
        0.0768870534
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MEDICAL PROP
        254900U6E39J1MQCCY14
        Medical Properties Trust Inc
        58463J304
        
          
          
          
        
        412171.000000000000
        NS
        USD
        8441262.080000000000
        0.1901042232
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        National Storage Affiliates Trust
        N/A
        National Storage Affiliates Trust
        637870106
        
          
          
          
        
        95720.000000000000
        NS
        USD
        5479970.000000000000
        0.1234134694
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PROLOGIS INC
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
          
        
        100421.000000000000
        NS
        USD
        13522691.860000000000
        0.3045422363
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SITE CENTERS CORP
        W2AVA6SODOQ1LCYJQR54
        SITE Centers Corp
        82981J109
        
          
          
          
        
        218997.000000000000
        NS
        USD
        3528041.670000000000
        0.0794544245
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121100
        
          
          
          
        
        287001.000000000000
        NS
        USD
        10352126.070000000000
        0.2331384651
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Communities Inc
        549300H5GEOJYN41ZG57
        Sun Communities Inc
        866674104
        
          
          
          
        
        46856.000000000000
        NS
        USD
        9441015.440000000000
        0.2126194980
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TANGER FACTORY OUTLET CENTERS INC
        UKEW8YSXE4Y581KYOL30
        Tanger Factory Outlet Centers Inc
        875465106
        
          
          
          
        
        287785.000000000000
        NS
        USD
        4811765.200000000000
        0.1083649431
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII 3.375 04/15/32 (TIPS)
        912810FQ6
        
          
          
        
        7405429.840000000000
        PA
        USD
        11040871.760000000000
        0.2486495893
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2032-04-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .75 02/15/42 (TIPS)
        912810QV3
        
          
          
        
        9853668.000000000000
        PA
        USD
        12280378.210000000000
        0.2765643026
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2042-02-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .625 02/15/2043 (TIPS)
        912810RA8
        
          
          
        
        9529551.360000000000
        PA
        USD
        11635152.710000000000
        0.2620332891
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-02-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .75% 02/15/2045 (TIPS)
        912810RL4
        
          
          
        
        7496173.630000000000
        PA
        USD
        9465553.450000000000
        0.2131721144
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-02-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII 1.0 02/15/2048 (TIPS)
        912810SB5
        
          
          
        
        6950028.240000000000
        PA
        USD
        9510470.630000000000
        0.2141836865
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .375 07/15/2027 (TIPS)
        9128282L3
        
          
          
        
        24013117.800000000000
        PA
        USD
        27040468.370000000000
        0.6089737749
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .50 01/15/2028 (TIPS)
        9128283R9
        
          
          
        
        22477698.290000000000
        PA
        USD
        25489193.550000000000
        0.5740377793
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .875 01/15/2029 (TIPS)
        9128285W6
        
          
          
        
        20806805.370000000000
        PA
        USD
        24396540.660000000000
        0.5494303300
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        9128286T2
        
          
          
        
        69554000.000000000000
        PA
        USD
        75889934.690000000000
        1.7091042718
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2029-05-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .25 07/15/2029 (TIPS)
        9128287D6
        
          
          
        
        17807280.050000000000
        PA
        USD
        20103674.830000000000
        0.4527514310
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-07-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .625 01/15/2024 (TIPS)
        912828B25
        
          
          
        
        48024586.490000000000
        PA
        USD
        51450842.020000000000
        1.1587156353
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .25 01/15/25 (TIPS)
        912828H45
        
          
          
        
        35571571.000000000000
        PA
        USD
        38442295.670000000000
        0.8657523823
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .125 01/15/22 (TIPS)
        912828SA9
        
          
          
        
        24279694.920000000000
        PA
        USD
        24563921.280000000000
        0.5531998804
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII 07/15/2028 .75 (TIPS)
        912828Y38
        
          
          
        
        12866251.060000000000
        PA
        USD
        14936160.920000000000
        0.3363747319
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        912828YB0
        
          
          
        
        69505500.000000000000
        PA
        USD
        71970773.200000000000
        1.6208415045
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2029-08-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        912828YS3
        
          
          
        
        67189000.000000000000
        PA
        USD
        70223003.280000000000
        1.5814802763
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2029-11-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .125 07/15/2030 (TIPS)
        912828ZZ6
        
          
          
        
        8978753.370000000000
        PA
        USD
        10067206.430000000000
        0.2267218385
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        91282CAE1
        
          
          
        
        65522000.000000000000
        PA
        USD
        62071857.190000000000
        1.3979097059
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2030-08-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        91282CAV3
        
          
          
        
        63196000.000000000000
        PA
        USD
        61082883.750000000000
        1.3756372038
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2030-11-15
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        91282CBL4
        
          
          
        
        36600000.000000000000
        PA
        USD
        36113906.250000000000
        0.8133151214
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2031-02-15
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        91282CCH2
        
          
          
        
        243000000.000000000000
        PA
        USD
        245999531.250000000000
        5.5401134741
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2028-06-30
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        91282CCP4
        
          
          
        
        334170000.000000000000
        PA
        USD
        331872581.250000000000
        7.4740457826
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2026-07-31
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM (GOVERNMENT OF)
        ECTRVYYCEF89VWYS6K36
        UK CONV GILT
        000000000
        
          
          
        
        5928000.000000000000
        PA
        
        11115106.350000000000
        0.2503214138
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2032-06-07
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
          
        
        204348.000000000000
        NS
        USD
        17886580.440000000000
        0.4028206265
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE 3.15% 7/25/2032 (FTIPS)
        000000000
        
          
          
        
        9111455.880000000000
        PA
        
        16851811.160000000000
        0.3795167641
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2032-07-25
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN GOVERNMENT BOND
        N/A
        SPAIN (KINGDOM OF)
        000000000
        
          
          
        
        2979000.000000000000
        PA
        
        5950471.200000000000
        0.1340095467
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2041-07-30
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY BUONI POLIENNALI DEL TESORO
        N/A
        ITALY 3.10% 9/15/2026 (FTIPS)
        000000000
        
          
          
        
        3206087.200000000000
        PA
        
        4663487.310000000000
        0.1050256021
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2026-09-15
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICO (UNITED MEXICAN STATES)
        000000000
        
          
          
        
        661800000.000000000000
        PA
        
        34737574.890000000000
        0.7823189976
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2031-05-29
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 03/22/2024 (FTIPS)
        000000000
        
          
          
        
        8850943.740000000000
        PA
        
        13297598.650000000000
        0.2994729505
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2024-03-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE .25% 7/25/2024 (FTIPS)
        000000000
        
          
          
        
        7846240.350000000000
        PA
        
        9933191.190000000000
        0.2237037041
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2024-07-25
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE (GOVT OF)
        000000000
        
          
          
        
        464.000000000000
        PA
        
        877.010000000000
        0.0000197510
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2045-05-25
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICAN BONOS
        000000000
        
          
          
        
        759263300.000000000000
        PA
        
        41382740.750000000000
        0.9319736443
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2029-05-31
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 3/22/2029 (FTIPS)
        000000000
        
          
          
        
        12631441.950000000000
        PA
        
        22039362.480000000000
        0.4963447223
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2029-03-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 03/22/2044 (FTIPS)
        000000000
        
          
          
        
        10681657.180000000000
        PA
        
        26137646.980000000000
        0.5886414884
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2044-03-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .25% 03/22/2052 (FTIPS)
        000000000
        
          
          
        
        12147451.680000000000
        PA
        
        36339658.470000000000
        0.8183992486
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2052-03-22
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 03/22/2068 (FTIPS)
        000000000
        
          
          
        
        2308304.160000000000
        PA
        
        9890335.140000000000
        0.2227385503
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2068-03-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA GOVERNMENT BOND
        N/A
        AUSTRALIA 2.0 08/21/2035 (FTIPS)
        000000000
        
          
          
        
        2984000.000000000000
        PA
        
        3404939.440000000000
        0.0766820602
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2035-08-21
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPANESE GOVERNMENT CPI LINKED B
        N/A
        JAPAN .10% 03/10/2026 (FTIPS)
        000000000
        
          
          
        
        788000000.000000000000
        PA
        
        7413828.470000000000
        0.1669655661
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2026-03-10
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICAN UDIBONO
        N/A
        MEXICO UDIBONOS 11/30/2028 FTIPS
        000000000
        
          
          
        
        34200000.000000000000
        PA
        
        12926720.940000000000
        0.2911204769
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2028-11-30
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 11/22/2065 (FTIPS)
        000000000
        
          
          
        
        4991392.001000000000
        PA
        
        19806361.750000000000
        0.4460556939
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2065-11-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA GOVERNMENT BOND
        N/A
        AUSTRALIA .75% 11/21/2027 (FTIPS)
        000000000
        
          
          
        
        3996000.000000000000
        PA
        
        3496446.930000000000
        0.0787428848
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2027-11-21
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM (GOVERNMENT OF)
        ECTRVYYCEF89VWYS6K36
        UK TSY 1 5/8% 2028
        000000000
        
          
          
        
        10885000.000000000000
        PA
        
        16180829.960000000000
        0.3644057110
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2028-10-22
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPANESE GOVERNMENT CPI LINKED B
        N/A
        JAPAN .10% 03/10/2028 (FTIPS)
        000000000
        
          
          
        
        250000000.000000000000
        PA
        
        2356230.220000000000
        0.0530642588
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2028-03-10
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        N/A
        CHILE (REPUBLIC OF)
        000000000
        
          
          
        
        11315000000.000000000000
        PA
        
        14617404.650000000000
        0.3291960763
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2030-09-01
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN (KINGDOM OF)
        N/A
        SPAIN .70% 11/30/2033 (FTIPS)
        000000000
        
          
          
        
        4205240.000000000000
        PA
        
        6081199.920000000000
        0.1369536659
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2033-11-30
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND  (REPUBLIC OF)
        259400R9L8QEP0TPXS31
        POLAND (REPUBLIC OF)
        000000000
        
          
          
        
        102100000.000000000000
        PA
        
        29066566.880000000000
        0.6546031937
        Long
        DBT
        NUSS
        PL
        
        N
        
        2
        
          2029-10-25
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND (GOVERNMENT OF)
        N/A
        NEW ZEALAND (GOVERNMENT OF)
        000000000
        
          
          
        
        13887000.000000000000
        PA
        
        9586007.440000000000
        0.2158848381
        Long
        DBT
        NUSS
        NZ
        
        N
        
        2
        
          2031-05-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        173838000000.000000000000
        PA
        
        12992782.780000000000
        0.2926082443
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2030-09-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        N/A
        CHINA (PEOPLES REPUBLIC OF)
        000000000
        
          
          
        
        38350000.000000000000
        PA
        
        6017528.390000000000
        0.1355197302
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2029-11-21
          Fixed
          3.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN GOVERNMENT BOND
        N/A
        SPAIN (KINGDOM OF)
        000000000
        
          
          
        
        31066000.000000000000
        PA
        
        37860682.260000000000
        0.8526539659
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2030-04-30
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
        300300CHN201808MOF68
        CHINA PEOPLES REPUBLIC OF (GOVERNM
        000000000
        
          
          
        
        52200000.000000000000
        PA
        
        7905530.490000000000
        0.1780391034
        Long
        DBT
        NUSS
        CN
        
        N
        
        2
        
          2030-05-21
          Fixed
          2.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHLAND I/L BOND
        N/A
        GERMANY .50% 4/15/2030 (FTIPS)
        000000000
        
          
          
        
        5289659.700000000000
        PA
        
        7707851.790000000000
        0.1735872152
        Long
        DBT
        NUSS
        DE
        
        N
        
        2
        
          2030-04-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE (REPUBLIC OF)
        000000000
        
          
          
        
        33006000.000000000000
        PA
        
        39432266.460000000000
        0.8880473455
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2030-11-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN (GOVERNMENT OF) 30YR #67
        000000000
        
          
          
        
        2593000000.000000000000
        PA
        
        23425487.260000000000
        0.5275614020
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2050-06-20
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN (GOVERNMENT OF) 20YR #173
        000000000
        
          
          
        
        3168000000.000000000000
        PA
        
        28947825.110000000000
        0.6519290306
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2040-06-20
          Fixed
          0.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN (KINGDOM OF)
        N/A
        SPAIN (KINGDOM OF)
        000000000
        
          
          
        
        28000000.000000000000
        PA
        
        33313162.860000000000
        0.7502400573
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2028-01-31
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM (GOVERNMENT OF)
        ECTRVYYCEF89VWYS6K36
        UK TREASURY
        000000000
        
          
          
        
        3257133.000000000000
        PA
        
        6738966.200000000000
        0.1517671081
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2045-01-22
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE .70% 07/25/2030 (FTIPS)
        000000000
        
          
          
        
        12906930.960000000000
        PA
        
        18779809.380000000000
        0.4229368831
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2030-07-25
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE (REPUBLIC OF)
        000000000
        
          
          
        
        24799000.000000000000
        PA
        
        29374349.980000000000
        0.6615347244
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2031-11-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN (GOVERNMENT OF) 20YR #177
        000000000
        
          
          
        
        3902000000.000000000000
        PA
        
        35435775.280000000000
        0.7980430495
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2041-06-20
          Fixed
          0.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN (GOVERNMENT OF) 30YR #71
        000000000
        
          
          
        
        2734000000.000000000000
        PA
        
        25192693.060000000000
        0.5673603424
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2051-06-20
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM GOVERNMENT BOND
        N/A
        BELGIUM (KINGDOM OF)
        000000000
        
          
          
        
        14987000.000000000000
        PA
        
        29372145.050000000000
        0.6614850676
        Long
        DBT
        NUSS
        BE
        
        N
        
        2
        
          2035-03-28
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (REPUBLIC OF)
        969500KCGF3SUYJHPV70
        FRANCE 1.80% 7/25/2040 (FTIPS)
        000000000
        
          
          
        
        3901291.100000000000
        PA
        
        7643177.940000000000
        0.1721307064
        Long
        DBT
        NUSS
        FR
        
        N
        
        2
        
          2040-07-25
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY BUONI POLIENNALI DEL TESORO
        N/A
        ITALY 2.55% 9/15/2041 (FTIPS)
        000000000
        
          
          
        
        683914.560000000000
        PA
        
        1241679.640000000000
        0.0279636553
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2041-09-15
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .75% 03/22/2034 (FTIPS)
        000000000
        
          
          
        
        12362668.200000000000
        PA
        
        26035196.060000000000
        0.5863342087
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2034-03-22
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        N/A
        CHILE (REPUBLIC OF)
        000000000
        
          
          
        
        22545000000.000000000000
        PA
        
        29795077.180000000000
        0.6710098499
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2026-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA GOVERNMENT BOND
        N/A
        AUSTRIA (REPUBLIC OF)
        000000000
        
          
          
        
        16650000.000000000000
        PA
        
        21013160.190000000000
        0.4732337957
        Long
        DBT
        NUSS
        AT
        
        N
        
        2
        
          2026-10-20
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA GOVERNMENT BOND
        N/A
        AUSTRALIA (COMMONWEALTH OF)
        000000000
        
          
          
        
        1907000.000000000000
        PA
        
        1946871.800000000000
        0.0438451677
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2040-08-21
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK .125% 11/22/2056 (FTIPS)
        000000000
        
          
          
        
        8884190.880000000000
        PA
        
        28528629.230000000000
        0.6424883917
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2056-11-22
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY BUONI POLIENNALI DEL TESORO
        N/A
        ITALY 1.30% 5/15/2028 (FTIPS)
        000000000
        
          
          
        
        2789307.990000000000
        PA
        
        3810240.470000000000
        0.0858097756
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2028-05-15
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPANESE GOVERNMENT CPI LINKED B
        N/A
        JAPAN .10% 03/10/2027 (FTIPS)
        000000000
        
          
          
        
        1503100000.000000000000
        PA
        
        14270924.620000000000
        0.3213930586
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2027-03-10
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        N/A
        POLAND (REPUBLIC OF)
        000000000
        
          
          
        
        165800000.000000000000
        PA
        
        46008198.980000000000
        1.0361427999
        Long
        DBT
        NUSS
        PL
        
        N
        
        2
        
          2026-07-25
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS (KINGDOM OF)
        N/A
        NETHERLANDS (KINGDOM OF)
        000000000
        
          
          
        
        17660000.000000000000
        PA
        
        22037279.620000000000
        0.4962978146
        Long
        DBT
        NUSS
        NL
        
        N
        
        2
        
          2026-07-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -68622000.000000000000
        OU
        Notional Amount
        N/A
        -50982.610000000000
        -0.0011481707
        N/A
        DFE
        CORP
        CN
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            68622000.000000000000000
            CNY
            10559180.160000000149012
            USD
            2021-09-15
            -50982.610000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -366178300.000000000000
        OU
        Notional Amount
        N/A
        -598335.120000000000
        -0.0134750032
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            366178300.000000000000000
            EUR
            431885700.329999983310699
            USD
            2021-09-15
            -598335.120000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -142000000000.000000000000
        OU
        Notional Amount
        N/A
        -97774.890000000000
        -0.0022019716
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            142000000000.000000000000000
            IDR
            9861111.109999999403954
            USD
            2021-09-15
            -97774.890000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -741000.000000000000
        OU
        Notional Amount
        N/A
        362.930000000000
        0.0000081735
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            741000.000000000000000
            MXN
            37190.389999999999418
            USD
            2021-09-15
            362.930000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -100613000.000000000000
        OU
        Notional Amount
        N/A
        -259600.860000000000
        -0.0058464267
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            100613000.000000000000000
            PLN
            26009885.579999998211861
            USD
            2021-09-15
            -259600.860000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CAN 10YR BOND DEC 21
        000000000
        
          
          
        
        505.000000000000
        NC
        
        -269397.100000000000
        -0.0060670461
        N/A
        DIR
        CORP
        CA
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                CAN 10YR BOND DEC 21
                CAN 10YR BOND DEC 21
                
                  
                  
                
              
            
            2021-12-20
            74134124.230000000000
            CAD
            -269397.100000000000
          
        
        
          N
          N
          N
        
      
      
        ITALY BUONI POLIENNALI DEL TESORO
        N/A
        ITALY 2.35% 9/15/2035 (FTIPS)
        000000000
        
          
          
        
        984135.440000000000
        PA
        
        1616299.320000000000
        0.0364004012
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2035-09-15
          Fixed
          2.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT INFLATION LI
        N/A
        UK 1.125% 11/22/2037 (FTIPS)
        000000000
        
          
          
        
        10122144.760000000000
        PA
        
        24734523.440000000000
        0.5570419825
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2037-11-22
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA GOVERNMENT BOND
        N/A
        AUSTRALIA 3.00% 9/20/2025 (FTIPS)
        000000000
        
          
          
        
        7992000.000000000000
        PA
        
        8814228.560000000000
        0.1985037376
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2025-09-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        S&P500 EMINI SEP 21
        000000000
        
          
          
        
        4175.000000000000
        NC
        USD
        48617921.790000000000
        1.0949159221
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                S&P500 EMINI SEP 21
                S&P500 EMINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            895036453.210000000000
            USD
            48617921.790000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US 5YR NOTE DEC 21
        000000000
        
          
          
        
        931.000000000000
        NC
        USD
        260011.540000000000
        0.0058556755
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                US 5YR NOTE DEC 21
                US 5YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            114922144.710000000000
            USD
            260011.540000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LONG GILT DEC 21
        000000000
        
          
          
          
        
        669.000000000000
        NC
        
        -728124.860000000000
        -0.0163979757
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LONG GILT DEC 21
                LONG GILT DEC 21
                
                  
                  
                
              
            
            2021-12-29
            86321839.350000000000
            GBP
            -728124.860000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        US DOLLARS
        000000000
        
          
        
        -35978600000.000000000000
        OU
        Notional Amount
        N/A
        -86486.090000000000
        -0.0019477385
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            35978600000.000000000000000
            CLP
            46382106.479999996721745
            USD
            2021-09-15
            -86486.090000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        US DOLLARS
        000000000
        
          
        
        -76658420000.000000000000
        OU
        Notional Amount
        N/A
        -60167.080000000000
        -0.0013550125
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            76658420000.000000000000000
            IDR
            5316117.889999999664724
            USD
            2021-09-15
            -60167.080000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -167063097.000000000000
        OU
        Notional Amount
        N/A
        1933254.250000000000
        0.0435384891
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            167063097.000000000000000
            GBP
            231628640.349999994039536
            USD
            2021-09-15
            1933254.250000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -28882178280.000000000000
        OU
        Notional Amount
        N/A
        1977667.000000000000
        0.0445387011
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            28882178280.000000000000000
            JPY
            264538473.609999984502792
            USD
            2021-09-15
            1977667.000000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -1820379000.000000000000
        OU
        Notional Amount
        N/A
        846675.280000000000
        0.0190678295
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            1820379000.000000000000000
            MXN
            91318932.700000002980232
            USD
            2021-09-15
            846675.280000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -31999000.000000000000
        OU
        Notional Amount
        N/A
        -58357.910000000000
        -0.0013142685
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            31999000.000000000000000
            NOK
            3622181.120000000111759
            USD
            2021-09-15
            -58357.910000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -13869000.000000000000
        OU
        Notional Amount
        N/A
        -22190.400000000000
        -0.0004997462
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            13869000.000000000000000
            NZD
            9750600.450000001117587
            USD
            2021-09-15
            -22190.400000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -191737000.000000000000
        OU
        Notional Amount
        N/A
        -590635.060000000000
        -0.0133015914
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            191737000.000000000000000
            PLN
            49470813.469999998807907
            USD
            2021-09-15
            -590635.060000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -132688000.000000000000
        OU
        Notional Amount
        N/A
        3810.060000000000
        0.0000858057
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            132688000.000000000000000
            SEK
            15381545.039999999105930
            USD
            2021-09-15
            3810.060000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -5586000.000000000000
        OU
        Notional Amount
        N/A
        -30435.720000000000
        -0.0006854377
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            5586000.000000000000000
            SGD
            4124329.410000000149012
            USD
            2021-09-15
            -30435.720000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        NORWAY KRONA
        000000000
        
          
        
        289010000.000000000000
        OU
        Notional Amount
        N/A
        527079.560000000000
        0.0118702688
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            32714977.510000001639128
            USD
            289010000.000000000000000
            NOK
            2021-09-15
            527079.560000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        SWEDISH KRONA
        000000000
        
          
        
        4333000.000000000000
        OU
        Notional Amount
        N/A
        -124.420000000000
        -0.0000028020
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            502292.860000000044238
            USD
            4333000.000000000000000
            SEK
            2021-09-15
            -124.420000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -13870000.000000000000
        OU
        Notional Amount
        N/A
        -14243.940000000000
        -0.0003207853
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            13870000.000000000000000
            ZAR
            938811.430000000051223
            USD
            2021-09-15
            -14243.940000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO-BTP (ITALY GOVT) SEP 21
        000000000
        
          
          
          
        
        71.000000000000
        NC
        
        102860.190000000000
        0.0023164968
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO-BTP (ITALY GOVT) SEP 21
                EURO-BTP (ITALY GOVT) SEP 21
                
                  
                  
                
              
            
            2021-09-08
            10796338.100000000000
            EUR
            102860.190000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO-BTP (ITALY GOVT) SEP 21
        000000000
        
          
          
          
        
        494.000000000000
        NC
        
        -17559.930000000000
        -0.0003954642
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO-BTP (ITALY GOVT) SEP 21
                EURO-BTP (ITALY GOVT) SEP 21
                
                  
                  
                
              
            
            2021-09-08
            75749176.210000000000
            EUR
            -17559.930000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        JPN 10YR BOND (OSE) SEP 21
        000000000
        
          
          
        
        66.000000000000
        NC
        
        -82942.330000000000
        -0.0018679301
        N/A
        DIR
        CORP
        JP
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                JPN 10YR BOND (OSE) SEP 21
                JPN 10YR BOND (OSE) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            10051866330.000000000000
            JPY
            -82942.330000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MSCI EMER MKT INDEX (ICE) SEP 21
        000000000
        
          
          
        
        3549.000000000000
        NC
        USD
        -11778056.370000000000
        -0.2652515981
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                MSCI EMER MKT INDEX (ICE) SEP 21
                MSCI EMER MKT INDEX (ICE) SEP 21
                
                  
                  
                
              
            
            2021-09-17
            242321096.370000000000
            USD
            -11778056.370000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MSCI EAFE INDEX SEP 21
        000000000
        
          
          
        
        3369.000000000000
        NC
        USD
        6934287.960000000000
        0.1561659161
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                MSCI EAFE INDEX SEP 21
                MSCI EAFE INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            389175887.040000000000
            USD
            6934287.960000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -64179000.000000000000
        OU
        Notional Amount
        N/A
        396037.870000000000
        0.0089191013
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            64179000.000000000000000
            AUD
            47350078.890000000596046
            USD
            2021-09-15
            396037.870000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -51325000.000000000000
        OU
        Notional Amount
        N/A
        345624.070000000000
        0.0077837407
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            51325000.000000000000000
            CAD
            41025640.200000002980232
            USD
            2021-09-15
            345624.070000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -65476000.000000000000
        OU
        Notional Amount
        N/A
        8938.400000000000
        0.0002013002
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            65476000.000000000000000
            CHF
            71533859.170000001788139
            USD
            2021-09-15
            8938.400000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -65905000.000000000000
        OU
        Notional Amount
        N/A
        -6349.870000000000
        -0.0001430043
        N/A
        DFE
        CORP
        DK
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            65905000.000000000000000
            DKK
            10460142.470000000670552
            USD
            2021-09-15
            -6349.870000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -51841000.000000000000
        OU
        Notional Amount
        N/A
        585227.900000000000
        0.0131798177
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            51841000.000000000000000
            GBP
            71861522.449999988079071
            USD
            2021-09-15
            585227.900000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -90945000.000000000000
        OU
        Notional Amount
        N/A
        -7266.430000000000
        -0.0001636460
        N/A
        DFE
        CORP
        HK
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            90945000.000000000000000
            HKD
            11686558.900000000372529
            USD
            2021-09-15
            -7266.430000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CANADIAN DOLLAR
        000000000
        
          
        
        40869000.000000000000
        OU
        Notional Amount
        N/A
        -275213.050000000000
        -0.0061980261
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            32667840.030000001192093
            USD
            40869000.000000000000000
            CAD
            2021-09-15
            -275213.050000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO-OAT SEP 21
        000000000
        
          
          
          
        
        308.000000000000
        NC
        
        421265.750000000000
        0.0094872541
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO-OAT SEP 21
                EURO-OAT SEP 21
                
                  
                  
                
              
            
            2021-09-08
            49291065.940000000000
            EUR
            421265.750000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO-BOBL SEP 21
        000000000
        
          
          
          
        
        203.000000000000
        NC
        
        -94335.730000000000
        -0.0021245189
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO-BOBL SEP 21
                EURO-BOBL SEP 21
                
                  
                  
                
              
            
            2021-09-08
            27479110.830000000000
            EUR
            -94335.730000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        S&P/TSE 60 INDEX SEP 21
        000000000
        
          
          
        
        229.000000000000
        NC
        
        982805.740000000000
        0.0221336004
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                S&P/TSE 60 INDEX SEP 21
                S&P/TSE 60 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-16
            55112647.560000000000
            CAD
            982805.740000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO-BUND SEP 21
        000000000
        
          
          
          
        
        185.000000000000
        NC
        
        31080.960000000000
        0.0006999690
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO-BUND SEP 21
                EURO-BUND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            32434205.090000000000
            EUR
            31080.960000000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered
        RILFO74KP1CM8P6PCT96
        US DOLLARS
        000000000
        
          
        
        -28211000.000000000000
        OU
        Notional Amount
        N/A
        -18085.180000000000
        -0.0004072933
        N/A
        DFE
        CORP
        CN
        N
        
        2
        
          
            
              Standard Chartered
              RILFO74KP1CM8P6PCT96
            
            28211000.000000000000000
            CNY
            4343829.389999999664724
            USD
            2021-09-15
            -18085.180000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        TOPIX INDEX SEP 21
        000000000
        
          
          
        
        247.000000000000
        NC
        
        478608.840000000000
        0.0107786680
        N/A
        DE
        CORP
        JP
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                TOPIX INDEX SEP 21
                TOPIX INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-09
            4798162001.230000000000
            JPY
            478608.840000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US 10YR NOTE DEC 21
        000000000
        
          
          
        
        1378.000000000000
        NC
        USD
        338764.760000000000
        0.0076292634
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                US 10YR NOTE DEC 21
                US 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            183559641.490000000000
            USD
            338764.760000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO BUXL 30YR BOND SEP 21
        000000000
        
          
          
          
        
        36.000000000000
        NC
        
        546601.040000000000
        0.0123099088
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                EURO BUXL 30YR BOND SEP 21
                EURO BUXL 30YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            7190686.080000000000
            EUR
            546601.040000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US ULTRA 10YR NOTE DEC 21
        000000000
        
          
          
        
        804.000000000000
        NC
        USD
        310001.290000000000
        0.0069814862
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                US ULTRA 10YR NOTE DEC 21
                US ULTRA 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            118694561.210000000000
            USD
            310001.290000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        AUST 10YR BOND SEP 21
        000000000
        
          
          
        
        204.000000000000
        NC
        
        820161.620000000000
        0.0184707199
        N/A
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                AUST 10YR BOND SEP 21
                AUST 10YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-15
            28644186.720000000000
            AUD
            820161.620000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        ICE: (CDX.EM.35.V1)
        000000000
        
          
        
        -360690000.000000000000
        OU
        Notional Amount
        USD
        -8548821.900000000000
        -0.1925265595
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CDS: (CDX.EM.35.V1)
                DJEM35057
              
            
            Y
            
            CDS: (CDX.EM.35.V1)
            2026-06-20
            0.000000000000
            USD
            -10202573.160000000000
            USD
            -360690000.000000000000
            USD
            2375131.260000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        ICE: (CDX.NA.IG.36.V1)
        000000000
        
          
        
        -213730000.000000000000
        OU
        Notional Amount
        USD
        5386303.770000000000
        0.1213040283
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CDS: (CDX.NA.IG.36.V1)
                DJIG36054
              
            
            Y
            
            CDS: (CDX.NA.IG.36.V1)
            2026-06-20
            4946540.580000000000
            USD
            0.000000000000
            USD
            -213730000.000000000000
            USD
            867223.190000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        ICE: (CDX.NA.HY.36.V1)
        000000000
        
          
        
        -717106000.000000000000
        OU
        Notional Amount
        USD
        69826948.990000000000
        1.5725608052
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CDS: (CDX.NA.HY.36.V1)
                DJHY36056
              
            
            Y
            
            CDS: (CDX.NA.HY.36.V1)
            2026-06-20
            61921450.850000000000
            USD
            0.000000000000
            USD
            -717106000.000000000000
            USD
            15076558.140000000000
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-09-16
      Columbia Funds Series Trust I
      Martha Skinner
      Martha Skinner
      Assistant Treasurer
    
  
  XXXX



Portfolio of Investments
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Alternative Strategies Funds 11.0%
  Shares Value ($)
Columbia Commodity Strategy Fund, Institutional 3 Class(a) 21,703,472 488,762,189
Total Alternative Strategies Funds
(Cost $410,527,912)
488,762,189
Common Stocks 11.1%
Issuer Shares Value ($)
Consumer Discretionary 0.2%
Hotels, Restaurants & Leisure 0.2%
Marriott International, Inc., Class A(b) 39,734 5,369,653
Total Consumer Discretionary 5,369,653
Real Estate 10.9%
Equity Real Estate Investment Trusts (REITS) 10.9%
Alexandria Real Estate Equities, Inc. 124,253 25,642,092
American Homes 4 Rent, Class A 409,245 17,163,735
American Tower Corp. 61,071 17,843,114
Americold Realty Trust 245,745 9,028,671
AvalonBay Communities, Inc. 94,130 21,610,365
Brixmor Property Group, Inc. 209,070 4,902,692
Camden Property Trust 73,962 11,097,258
Centerspace 113,319 11,465,616
Coresite Realty Corp. 68,177 10,115,422
Corporate Office Properties Trust 200,009 5,636,254
CyrusOne, Inc. 40,601 3,125,465
Duke Realty Corp. 430,088 22,583,921
Equinix, Inc. 32,172 27,135,473
Equity LifeStyle Properties, Inc. 298,941 25,430,911
Extra Space Storage, Inc. 88,175 16,480,789
Federal Realty Investment Trust 165,077 20,101,426
First Industrial Realty Trust, Inc. 346,201 19,383,794
Four Corners Property Trust, Inc. 147,153 4,210,047
Gaming and Leisure Properties, Inc. 392,680 19,359,124
Healthpeak Properties, Inc. 340,310 12,251,160
Highwoods Properties, Inc. 175,678 8,026,728
Host Hotels & Resorts, Inc.(b) 768,623 12,728,397
Invitation Homes, Inc. 552,299 22,743,673
Life Storage, Inc. 171,761 21,373,939
Medical Properties Trust, Inc. 648,271 13,276,590
Common Stocks (continued)
Issuer Shares Value ($)
National Storage Affiliates Trust 150,550 8,618,988
Prologis, Inc. 157,944 21,268,739
SITE Centers Corp. 344,443 5,548,977
STORE Capital Corp. 451,401 16,282,034
Sun Communities, Inc. 73,696 14,849,007
Tanger Factory Outlet Centers, Inc. 452,634 7,568,040
Welltower, Inc. 321,403 28,132,405
Total   484,984,846
Total Real Estate 484,984,846
Total Common Stocks
(Cost $442,717,743)
490,354,499
    
Foreign Government Obligations(c),(d) 7.1%
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Austria 0.5%
Republic of Austria Government Bond(e)
10/20/2026 0.750% EUR 16,650,000 21,013,160
Belgium 0.3%
Kingdom of Belgium Government Bond(e)
03/28/2035 5.000% EUR 6,842,000 13,409,236
Chile 1.0%
Bonos de la Tesoreria de la Republica en pesos
03/01/2026 4.500% CLP 22,545,000,000 29,795,077
Bonos de la Tesoreria de la Republica en pesos(e)
09/01/2030 4.700% CLP 11,315,000,000 14,617,405
Total 44,412,482
China 0.3%
China Government Bond
11/21/2029 3.130% CNY 38,350,000 6,017,528
05/21/2030 2.680% CNY 52,200,000 7,905,531
Total 13,923,059
France 0.7%
French Republic Government Bond OAT(e),(f)
11/25/2030 0.000% EUR 17,006,000 20,317,067
11/25/2031 0.000% EUR 9,799,000 11,606,890
French Republic Government Bond OAT(e)
05/25/2045 3.250% EUR 464 877
Total 31,924,834
Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021
1

Portfolio of Investments   (continued)
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
Foreign Government Obligations(c),(d) (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Japan 1.2%
Japan Government 20-Year Bond
06/20/2040 0.400% JPY 3,168,000,000 28,947,825
Japan Government 30-Year Bond
06/20/2050 0.600% JPY 2,593,000,000 23,425,487
Total 52,373,312
Mexico 0.6%
Mexican Bonos
05/31/2029 8.500% MXN 287,063,300 15,646,043
Mexico Government International Bond
05/29/2031 7.750% MXN 250,400,000 13,143,380
Total 28,789,423
Netherlands 0.5%
Netherlands Government Bond(e)
07/15/2026 0.500% EUR 17,660,000 22,037,280
Poland 0.7%
Republic of Poland Government Bond
07/25/2026 2.500% PLN 68,777,000 19,085,078
10/25/2029 2.750% PLN 42,319,000 12,047,679
Total 31,132,757
Spain 0.8%
Spain Government Bond(e),(f)
01/31/2028 0.000% EUR 11,476,000 13,653,637
Spain Government Bond(e)
04/30/2030 0.500% EUR 15,215,000 18,542,789
07/30/2041 4.700% EUR 1,470,000 2,936,285
Total 35,132,711
United Kingdom 0.5%
United Kingdom Gilt(e)
10/22/2028 1.625% GBP 10,885,000 16,180,830
01/22/2045 3.500% GBP 3,257,133 6,738,966
Total 22,919,796
Total Foreign Government Obligations
(Cost $319,130,249)
317,068,050
Inflation-Indexed Bonds(c) 15.1%
Australia 0.4%
Australia Government Bond(e)
11/21/2027 0.750% AUD 4,265,304 3,496,447
08/21/2035 2.000% AUD 3,435,323 3,404,939
08/21/2040 1.250% AUD 2,106,692 1,946,872
Inflation-Indexed Bonds(c) (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Australia Government Index-Linked Bond(e)
09/20/2025 3.000% AUD 10,152,238 8,814,229
Total 17,662,487
Canada 0.9%
Canadian Government Real Return Bond
12/01/2026 4.250% CAD 17,602,240 18,027,008
12/01/2031 4.000% CAD 7,832,635 9,188,490
12/01/2036 3.000% CAD 5,336,579 6,285,522
12/01/2041 2.000% CAD 4,804,507 5,315,313
Total 38,816,333
France 1.2%
France Government Bond OAT(e)
07/25/2030 0.700% EUR 12,906,931 18,779,809
07/25/2032 3.150% EUR 9,111,456 16,851,811
French Republic Government Bond OAT(e)
07/25/2024 0.250% EUR 7,846,240 9,933,191
07/25/2040 1.800% EUR 3,901,291 7,643,178
Total 53,207,989
Germany 0.2%
Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond(e)
04/15/2030 0.500% EUR 5,289,660 7,707,852
Italy 0.3%
Italy Buoni Poliennali Del Tesoro(e)
09/15/2026 3.100% EUR 3,206,087 4,663,487
05/15/2028 1.300% EUR 2,789,308 3,810,241
09/15/2035 2.350% EUR 984,135 1,616,299
09/15/2041 2.550% EUR 683,915 1,241,680
Total 11,331,707
Japan 0.5%
Japanese Government CPI-Linked Bond
03/10/2026 0.100% JPY 800,671,040 7,413,828
03/10/2027 0.100% JPY 1,531,719,024 14,270,925
03/10/2028 0.100% JPY 252,482,500 2,356,230
Total 24,040,983
Mexico 0.3%
Mexican Udibonos
11/30/2028 4.000% MXN 236,011,669 12,926,721
Spain 0.1%
Spain Government Inflation-Linked Bond(e)
11/30/2033 0.700% EUR 4,205,240 6,081,200
 
2 Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021

Portfolio of Investments   (continued)
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
Inflation-Indexed Bonds(c) (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
United Kingdom 4.7%
United Kingdom Gilt Inflation-Linked Bond(e)
03/22/2024 0.125% GBP 8,850,944 13,297,599
03/22/2029 0.125% GBP 12,631,442 22,039,363
03/22/2034 0.750% GBP 12,362,668 26,035,196
11/22/2037 1.125% GBP 10,122,145 24,734,523
03/22/2044 0.125% GBP 10,681,657 26,137,647
03/22/2052 0.250% GBP 12,147,452 36,339,658
11/22/2056 0.125% GBP 8,884,191 28,528,629
11/22/2065 0.125% GBP 4,991,392 19,806,362
03/22/2068 0.125% GBP 2,308,304 9,890,335
Total 206,809,312
United States 6.5%
U.S. Treasury Inflation-Indexed Bond
01/15/2022 0.125%   24,279,695 24,563,921
01/15/2024 0.625%   48,024,587 51,450,842
01/15/2025 0.250%   35,571,571 38,442,296
07/15/2027 0.375%   24,013,118 27,040,468
01/15/2028 0.500%   22,477,698 25,489,193
07/15/2028 0.750%   12,866,251 14,936,161
01/15/2029 0.875%   20,806,805 24,396,541
07/15/2029 0.250%   17,807,280 20,103,675
07/15/2030 0.125%   8,978,753 10,067,206
04/15/2032 3.375%   7,405,430 11,040,872
02/15/2042 0.750%   9,853,668 12,280,378
02/15/2043 0.625%   9,529,551 11,635,153
02/15/2045 0.750%   7,496,174 9,465,553
02/15/2048 1.000%   6,950,028 9,510,471
Total 290,422,730
Total Inflation-Indexed Bonds
(Cost $590,655,718)
669,007,314
    
Multi-Asset/Tactical Strategies Funds 0.2%
  Shares Value ($)
Columbia Solutions Aggressive Portfolio(a) 97,417 1,315,124
Columbia Solutions Conservative Portfolio(a) 629,542 6,887,186
Total Multi-Asset/Tactical Strategies Funds
(Cost $7,827,906)
8,202,310
Residential Mortgage-Backed Securities - Agency 4.9%
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Government National Mortgage Association TBA(g)
09/21/2051 3.000%   18,750,000 19,601,074
09/21/2051 3.500%   19,050,000 20,047,148
09/21/2051 4.000%   16,520,000 17,490,550
Uniform Mortgage-Backed Security TBA(g)
09/16/2036 2.500%   12,248,328 12,807,692
09/16/2036-
09/14/2051
3.000%   35,300,000 36,973,229
09/14/2051 3.500%   35,230,000 37,266,734
09/14/2051 4.000%   36,000,000 38,561,423
09/14/2051 4.500%   33,800,000 36,547,291
Total Residential Mortgage-Backed Securities - Agency
(Cost $219,114,274)
219,295,141
U.S. Treasury Obligations 5.5%
U.S. Treasury
07/31/2026 0.625%   45,850,000 45,534,781
06/30/2028 1.250%   33,248,000 33,658,405
05/15/2029 2.375%   28,507,000 31,103,810
08/15/2029 1.625%   28,483,500 29,493,774
11/15/2029 1.750%   27,519,000 28,761,655
08/15/2030 0.625%   26,810,000 25,398,286
11/15/2030 0.875%   25,851,000 24,986,607
02/15/2031 1.125%   24,922,000 24,591,005
Total U.S. Treasury Obligations
(Cost $244,142,241)
243,528,323
    
Money Market Funds 28.8%
  Shares Value ($)
Columbia Short-Term Cash Fund, 0.061%(a),(h) 1,281,184,397 1,281,056,279
Total Money Market Funds
(Cost $1,281,056,279)
1,281,056,279
Total Investments in Securities
(Cost: $3,515,172,322)
3,717,274,105
Other Assets & Liabilities, Net   725,132,490
Net Assets 4,442,406,595
 
At August 31, 2021, securities and/or cash totaling $202,475,743 were pledged as collateral.
Investments in derivatives
Forward foreign currency exchange contracts
Currency to
be sold
Currency to
be purchased
Counterparty Settlement
date
Unrealized
appreciation ($)
Unrealized
depreciation ($)
68,622,000 CNY 10,559,180 USD Citi 09/15/2021 (50,983)
467,493,300 EUR 551,534,156 USD Citi 09/15/2021 (610,493)
142,000,000,000 IDR 9,861,111 USD Citi 09/15/2021 (97,775)
Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021
3

Portfolio of Investments   (continued)
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
Forward foreign currency exchange contracts (continued)
Currency to
be sold
Currency to
be purchased
Counterparty Settlement
date
Unrealized
appreciation ($)
Unrealized
depreciation ($)
741,000 MXN 37,190 USD Citi 09/15/2021 363
100,613,000 PLN 26,009,886 USD Citi 09/15/2021 (259,601)
48,056,488 USD 966,613,000 MXN Citi 09/15/2021 (16,129)
35,978,600,000 CLP 46,382,107 USD Goldman Sachs International 09/15/2021 (86,486)
76,658,420,000 IDR 5,316,118 USD Goldman Sachs International 09/15/2021 (60,167)
203,026,097 GBP 281,075,428 USD HSBC 09/15/2021 1,934,441
28,882,178,280 JPY 264,538,474 USD HSBC 09/15/2021 1,977,667
8,839,558,000 JPY 80,353,701 USD HSBC 09/15/2021 (4,555)
1,820,379,000 MXN 91,318,933 USD HSBC 09/15/2021 846,675
31,999,000 NOK 3,622,181 USD HSBC 09/15/2021 (58,358)
13,869,000 NZD 9,750,600 USD HSBC 09/15/2021 (22,190)
191,737,000 PLN 49,470,814 USD HSBC 09/15/2021 (590,635)
132,688,000 SEK 15,381,545 USD HSBC 09/15/2021 3,810
112,694,000 SEK 13,058,794 USD HSBC 09/15/2021 (1,757)
4,652,000 SGD 3,460,074 USD HSBC 09/15/2021 1
5,586,000 SGD 4,124,329 USD HSBC 09/15/2021 (30,436)
95,266,225 USD 80,669,000 EUR HSBC 09/15/2021 9,914
32,714,977 USD 289,010,000 NOK HSBC 09/15/2021 527,080
502,293 USD 4,333,000 SEK HSBC 09/15/2021 (124)
13,870,000 ZAR 938,811 USD HSBC 09/15/2021 (14,244)
60,706,378 USD 6,677,202,000 JPY JPMorgan 09/15/2021 (5,571)
44,389,850 USD 170,021,000 PLN JPMorgan 09/15/2021 1,674
64,179,000 AUD 47,350,079 USD Morgan Stanley 09/15/2021 396,038
32,878,000 AUD 24,049,599 USD Morgan Stanley 09/15/2021 (4,296)
51,325,000 CAD 41,025,640 USD Morgan Stanley 09/15/2021 345,624
40,869,000 CAD 32,392,365 USD Morgan Stanley 09/15/2021 (262)
98,156,000 CHF 107,236,050 USD Morgan Stanley 09/15/2021 12,027
130,206,000 DKK 20,671,147 USD Morgan Stanley 09/15/2021 (7,103)
51,841,000 GBP 71,861,523 USD Morgan Stanley 09/15/2021 585,228
169,902,000 HKD 21,838,772 USD Morgan Stanley 09/15/2021 (7,446)
32,667,840 USD 40,869,000 CAD Morgan Stanley 09/15/2021 (275,213)
28,211,000 CNY 4,343,829 USD Standard Chartered 09/15/2021 (18,085)
12,692,856 USD 9,230,000 GBP UBS 09/15/2021 (2,511)
Total       6,640,542 (2,224,420)
    
Long futures contracts
Description Number of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation ($)
Value/Unrealized
depreciation ($)
Canadian Government 10-Year Bond 174 12/2021 CAD 25,426,620 (92,822)
Euro-Bobl 119 09/2021 EUR 16,061,430 (55,300)
Euro-BTP 195 09/2021 EUR 29,891,550 (224,436)
Euro-Bund 76 09/2021 EUR 13,334,200 (100,620)
Euro-OAT 131 09/2021 EUR 21,114,580 (139,990)
Japanese 10-Year Government Bond 14 09/2021 JPY 2,130,240,000 (17,593)
Long Gilt 125 12/2021 GBP 16,030,000 (136,047)
MSCI EAFE Index 6,358 09/2021 USD 747,541,850 6,925,022
MSCI Emerging Markets Index 7,102 09/2021 USD 461,345,920 (11,789,071)
S&P 500 Index E-mini 8,066 09/2021 USD 1,823,117,650 48,550,809
S&P/TSX 60 Index 452 09/2021 CAD 111,182,960 982,905
TOPIX Index 247 09/2021 JPY 4,852,315,000 478,609
U.S. Treasury 10-Year Note 1,378 12/2021 USD 183,898,406 338,765
U.S. Treasury 5-Year Note 931 12/2021 USD 115,182,156 260,011
U.S. Ultra Bond 10-Year Note 86 12/2021 USD 12,729,344 33,334
Total         57,569,455 (12,555,879)
    
4 Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021

Portfolio of Investments   (continued)
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
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
($)
Markit CDX Emerging Markets Index, Series 35 Morgan Stanley 06/20/2026 1.000 Quarterly 1.518 USD 568,910,000 2,354,758 2,354,758
Markit CDX North America High Yield Index, Series 36 Morgan Stanley 06/20/2026 5.000 Quarterly 2.772 USD 843,646,000 15,021,928 15,021,928
Markit CDX North America Investment Grade Index, Series 36 Morgan Stanley 06/20/2026 1.000 Quarterly 0.465 USD 368,350,000 846,575 846,575
Markit iTraxx Europe Crossover Index, Series 35 Morgan Stanley 06/20/2026 5.000 Quarterly 2.283 EUR 100,340,000 (8,815) (8,815)
Total               18,214,446 18,223,261 (8,815)
* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
Notes to Portfolio of Investments
(a) As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended August 31, 2021 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
  373,852,606 195,000,000 (70,316,212) (9,774,205) 488,762,189 30,071,788 21,703,472
Columbia Short-Term Cash Fund, 0.061%
  1,427,191,383 2,109,791,367 (2,255,939,237) 12,766 1,281,056,279 (12,765) 220,097 1,281,184,397
Columbia Solutions Aggressive Portfolio
  1,244,985 70,139 1,315,124 97,417
Columbia Solutions Conservative Portfolio
  6,754,982 132,204 6,887,186 629,542
Total 1,809,043,956     (9,559,096) 1,778,020,778 30,059,023 220,097  
    
(b) Non-income producing investment.
(c) Principal amounts are denominated in United States Dollars unless otherwise noted.
(d) Principal and interest may not be guaranteed by a governmental entity.
(e) 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 August 31, 2021, the total value of these securities amounted to $463,854,969, which represents 10.44% of total net assets.
(f) Zero coupon bond.
(g) Represents a security purchased on a when-issued basis.
(h) The rate shown is the seven-day current annualized yield at August 31, 2021.
Abbreviation Legend
TBA To Be Announced
Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021
5

Portfolio of Investments   (continued)
Columbia Adaptive Risk Allocation Fund, August 31, 2021 (Unaudited)
Currency Legend
AUD Australian Dollar
CAD Canada Dollar
CHF Swiss Franc
CLP Chilean Peso
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
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
6 Columbia Adaptive Risk Allocation Fund  | Quarterly Report 2021

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1QT214_05_L01_(10/21)


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