No
Financial
Institution
Guarantee
BLANKK
FIRST
QUARTER
REPORT
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
Consolidated
Portfolio
of
Investments
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
(Percentages
represent
value
of
investments
compared
to
net
assets)
Investments
in
Securities
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Agency
Collateralized
Mortgage
Obligation
Securities
3
.7
%
Federal
Home
Loan
Mortgage
Corp.
REMICS
(a),(b)
Series
4979 Class
YS
-1.0
x
30
day
USD
SOFR
Average
+
5.936%
06/25/2050
2.292%
1,288,293
113,661
Series
4987 Class
KS
-1.0
x
30
day
USD
SOFR
Average
+
5.966%
06/25/2050
2.322%
1,033,153
118,077
Series
4993 Class
MS
-1.0
x
30
day
USD
SOFR
Average
+
5.936%
07/25/2050
2.292%
1,541,586
176,381
Series
5138 Class
SA
-1.0
x
30
day
USD
SOFR
Average
+
5.986%
09/25/2047
2.342%
1,717,059
163,952
Series
5544 Class
SC
-1.0
x
30
day
USD
SOFR
Average
+
7.000%
06/25/2055
3.357%
1,042,785
123,855
Series
5547 Class
SE
-1.0
x
30
day
USD
SOFR
Average
+
5.100%
06/25/2055
1.457%
1,758,948
77,553
Federal
Home
Loan
Mortgage
Corp.
REMICS
(b)
Series
5513 Class
MQ
30
day
USD
SOFR
Average
+
3.950%
06/25/2054
7.593%
490,809
491,793
Series
5542 Class
F
30
day
USD
SOFR
Average
+
4.300%
05/25/2055
7.943%
486,462
490,282
Series
5668 Class
FL
30
day
USD
SOFR
Average
+
1.450%
Floor
1.450%
06/25/2056
5.093%
972,472
973,592
Federal
Home
Loan
Mortgage
Corp.
STACR
Debt
Notes
(a)
06/25/2030
0.090%
24,603,235
59,080
06/25/2030
0.115%
24,603,235
75,490
Federal
Home
Loan
Mortgage
Corp.
STACR
Debt
Notes
(c)
06/24/2033
0.166%
350,000
306,937
Federal
Home
Loan
Mortgage
Corp.
STACR
REMICS
Trust
(b),(d)
Series
2021-DNA1 Class
B2
30
day
USD
SOFR
Average
+
4.750%
01/25/2051
8.393%
1,050,000
1,173,751
Federal
Home
Loan
Mortgage
Corp.
STACR
Single
Seller
Risk
Transfer
Debt
Notes
(a),(d)
Series
2019-CS03 Class
IO
10/25/2029
0.270%
32,764,759
207,086
Federal
Home
Loan
Mortgage
Corp.
STACR
Single
Seller
Risk
Transfer
Debt
Notes
(b),(d)
Series
2019-CS03 Class
B2
30
day
USD
SOFR
Average
+
0.114%
10/25/2032
3.758%
413,162
410,143
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Federal
National
Mortgage
Association
Connecticut
Avenue
Securities
Trust
(b),(d)
Series
2021-R02 Class
2B2
30
day
USD
SOFR
Average
+
6.200%
11/25/2041
9.843%
2,502,000
2,528,342
Series
2022-R04 Class
1B2
30
day
USD
SOFR
Average
+
9.500%
03/25/2042
13.143%
2,500,000
2,613,109
Federal
National
Mortgage
Association
REMICS
(a),(b)
Series
2013-101 Class
HS
-1.0
x
30
day
USD
SOFR
Average
+
6.386%
10/25/2043
2.742%
509,556
50,983
Series
2017-81 Class
SM
-1.0
x
30
day
USD
SOFR
Average
+
6.086%
10/25/2047
2.442%
1,413,654
137,425
Series
2018-64 Class
SE
-1.0
x
30
day
USD
SOFR
Average
+
6.086%
09/25/2048
2.442%
1,352,594
131,933
Series
2019-5 Class
SA
-1.0
x
30
day
USD
SOFR
Average
+
5.986%
03/25/2049
2.342%
985,855
78,445
Series
2020-38 Class
WS
-1.0
x
30
day
USD
SOFR
Average
+
4.886%
06/25/2050
1.242%
2,343,586
137,797
Series
2020-54 Class
AS
-1.0
x
30
day
USD
SOFR
Average
+
6.036%
08/25/2050
2.392%
1,480,718
139,001
Series
2026-16 Class
SA
-1.0
x
30
day
USD
SOFR
Average
+
5.650%
03/25/2056
2.007%
4,747,959
346,366
Series
2026-36 Class
SN
-1.0
x
30
day
USD
SOFR
Average
+
5.600%
05/25/2056
1.957%
8,863,224
627,687
Federal
National
Mortgage
Association
REMICS
(b)
Series
2025-16 Class
MA
30
day
USD
SOFR
Average
+
3.950%
01/25/2055
7.593%
1,080,906
1,084,606
Government
National
Mortgage
Association
REMICS
(a),(b)
Series
2010-9 Class
XD
-1.0
x
1
mo.
USD
Term
SOFR
+
6.486%
01/16/2040
2.846%
1,268,539
111,473
Series
2019-103 Class
SA
-1.0
x
1
mo.
USD
Term
SOFR
+
5.936%
08/20/2049
2.283%
1,503,347
158,043
Series
2019-120 Class
CS
-1.0
x
1
mo.
USD
Term
SOFR
+
3.286%
09/20/2049
0.000%
14,589,340
41,645
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Series
2019-21 Class
QS
-1.0
x
1
mo.
USD
Term
SOFR
+
5.986%
10/20/2046
2.333%
1,747,587
160,715
Series
2019-92 Class
SD
-1.0
x
1
mo.
USD
Term
SOFR
+
5.986%
07/20/2049
2.333%
1,816,881
174,858
Series
2020-104 Class
SA
-1.0
x
1
mo.
USD
Term
SOFR
+
6.086%
07/20/2050
2.433%
955,926
95,618
Series
2020-34 Class
SA
-1.0
x
1
mo.
USD
Term
SOFR
+
5.936%
03/20/2050
2.283%
1,483,770
155,665
Series
2020-78 Class
SD
-1.0
x
1
mo.
USD
Term
SOFR
+
6.036%
06/20/2050
2.383%
1,651,097
161,867
Series
2021-117 Class
HS
-1.0
x
1
mo.
USD
Term
SOFR
+
6.186%
07/20/2051
2.533%
1,690,648
173,631
Series
2021-122 Class
SB
-1.0
x
30
day
USD
SOFR
Average
+
2.600%
07/20/2051
0.000%
5,592,579
7,582
Series
2021-160 Class
S
-1.0
x
30
day
USD
SOFR
Average
+
2.650%
09/20/2051
0.000%
4,612,091
7,177
Series
2021-193 Class
ES
-1.0
x
30
day
USD
SOFR
Average
+
1.700%
11/20/2051
0.000%
15,669,443
20,950
Series
2021-96 Class
US
-1.0
x
30
day
USD
SOFR
Average
+
3.250%
06/20/2051
0.000%
2,649,368
12,092
Series
2022-46 Class
SE
-1.0
x
30
day
USD
SOFR
Average
+
3.450%
03/20/2052
0.000%
2,225,893
8,380
Series
2022-90 Class
SJ
-1.0
x
1
mo.
USD
Term
SOFR
+
5.936%
01/20/2050
2.283%
2,328,662
194,673
Series
2023-113 Class
CS
-1.0
x
30
day
USD
SOFR
Average
+
5.730%
08/20/2053
2.091%
1,142,547
68,629
Series
2023-115 Class
SM
-1.0
x
30
day
USD
SOFR
Average
+
5.900%
08/20/2053
2.261%
2,265,538
107,588
Series
2023-47 Class
AS
-1.0
x
30
day
USD
SOFR
Average
+
6.350%
03/20/2053
2.711%
1,409,398
108,613
Series
2023-66 Class
BS
-1.0
x
30
day
USD
SOFR
Average
+
6.150%
05/20/2053
2.511%
1,466,138
107,126
Series
2023-66 Class
SQ
-1.0
x
30
day
USD
SOFR
Average
+
5.400%
05/20/2053
1.761%
3,330,254
142,456
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Series
2024-51 Class
US
-1.0
x
30
day
USD
SOFR
Average
+
5.400%
03/20/2054
1.761%
2,366,585
99,160
Series
2024-64 Class
DS
-1.0
x
30
day
USD
SOFR
Average
+
5.400%
04/20/2054
1.761%
2,691,912
130,006
Series
2024-79 Class
SH
-1.0
x
30
day
USD
SOFR
Average
+
7.250%
05/20/2054
3.611%
1,404,740
175,240
Series
2025-187 Class
SD
-1.0
x
30
day
USD
SOFR
Average
+
5.500%
11/20/2055
1.861%
2,897,012
176,167
Series
2026-44 Class
KS
-1.0
x
30
day
USD
SOFR
Average
+
5.050%
03/20/2056
1.411%
3,966,021
208,020
Series
2026-63 Class
SC
-1.0
x
30
day
USD
SOFR
Average
+
5.600%
04/20/2056
1.961%
1,461,813
90,232
Series
2026-80 Class
SH
-1.0
x
30
day
USD
SOFR
Average
+
5.650%
05/20/2056
2.011%
1,045,986
85,404
Government
National
Mortgage
Association
REMICS
(b)
Series
2025-39 Class
M
30
day
USD
SOFR
Average
+
4.000%
03/20/2055
7.639%
504,507
489,797
Series
2026-119 Class
MC
30
day
USD
SOFR
Average
+
4.350%
07/20/2056
7.989%
1,096,508
1,057,412
Series
2026-99 Class
MB
30
day
USD
SOFR
Average
+
4.300%
06/20/2056
7.939%
399,090
385,054
Government
National
Mortgage
Association
REMICS
(a)
Series
2020-164 Class
CI
11/20/2050
3.000%
1,540,517
260,342
Series
2020-191 Class
UC
12/20/2050
4.000%
1,636,882
366,847
Series
2021-158 Class
VI
09/20/2051
3.000%
1,883,472
312,717
Series
2021-24 Class
MI
02/20/2051
3.000%
1,482,059
242,923
Series
2021-7 Class
IT
01/16/2051
3.000%
1,519,457
342,946
1
1
1
1
1
Total
Agency
Collateralized
Mortgage
Obligation
Securities
(Cost
$
24,937,380
)
19,278,375
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Agency
Commercial
Mortgage-Backed
Securities
0
.1
%
Government
National
Mortgage
Association
(a),(c)
Series
2019-102 Class
IB
03/16/2060
0.836%
1,182,305
50,901
Series
2019-131
07/16/2061
0.803%
2,518,827
144,252
Series
2020-19
12/16/2061
0.734%
1,418,662
61,057
Series
2020-3
02/16/2062
0.616%
1,843,447
62,253
1
1
1
1
1
Total
Agency
Commercial
Mortgage-Backed
Securities
(Cost
$
941,309
)
318,463
Agency
Mortgage-Backed
Securities
17
.2
%
Federal
Home
Loan
Mortgage
Corp.
09/01/2054
5.000%
1,961,488
1,919,808
12/01/2055
5.000%
1,926,035
1,862,680
06/01/2056
5.000%
1,976,710
1,916,421
Federal
National
Mortgage
Association
04/01/2056
4.500%
1,972,872
1,855,947
Government
National
Mortgage
Association,
TBA
(e)
09/01/2056
4.500%
11,000,000
10,295,432
Uniform
Mortgage-Backed
Security,
TBA
(e)
09/01/2056
3.500%
9,000,000
7,978,711
09/01/2056
4.000%
19,500,000
17,790,703
09/01/2056
4.500%
17,000,000
15,951,763
09/01/2056
5.000%
8,600,000
8,295,143
09/01/2056
5.500%
3,400,000
3,365,023
09/01/2056
6.000%
17,000,000
17,184,750
1
1
1
1
1
Total
Agency
Mortgage-Backed
Securities
(Cost
$
89,087,447
)
88,416,381
Exchange-Traded
Funds
0
.6
%
Equity
Funds
0.6%
iShares
U.S.
Real
Estate
ETF
30,347
3,114,513
Total
Exchange-Traded
Funds
(Cost
$
3,176,175
)
3,114,513
Non-Agency
Asset-Backed
Securities
5
.0
%
Affirm
Asset
Securitization
Trust
(d),(f),(g),(h)
Series
2024-X2 Class
CERT
12/17/2029
0.000%
4,624
26,425
Ally
Bank
Auto
Credit-Linked
Notes
(d)
Series
2026-B Class
F
06/15/2034
7.301%
700,000
698,717
ASPWP
(c),(d),(i)
03/29/2029
6.542%
779,132
779,132
BHG
Owner
Loan
Trust
(d)
Series
2026-1CON Class
E
06/17/2037
8.030%
500,000
492,081
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Asset-Backed
Securities
(continued)
BRAVO
Residential
Funding
Trust
(c),(d)
Series
2025-HE1 Class
B2
09/25/2072
6.924%
430,000
410,046
Deephaven
Residential
Mortgage
Trust
(c),(d)
Series
2025-CES1 Class
B2
10/25/2055
7.914%
150,000
147,459
EDGEX
Issuer
Trust
(a),(c),(d),(g)
Series
2025-1NN Class
CERT
01/15/2031
0.000%
450,000
234,805
EDGEX
Issuer
Trust
(d)
Series
2025-1NN Class
B
01/15/2031
6.850%
399,988
394,341
Series
2025-2NN Class
A
01/15/2032
5.498%
204,033
203,426
Series
2025-2NN Class
B
01/15/2032
6.475%
594,746
586,724
Exeter
Automobile
Receivables
Trust
(d)
Series
2025-3A Class
E
12/15/2032
7.520%
500,000
515,553
Series
2026-1A Class
E
08/15/2033
6.690%
250,000
244,363
FIGRE
Trust
(c),(d)
Series
2024-HE1 Class
E
03/25/2054
8.323%
150,000
155,581
Series
2024-HE1 Class
F
03/25/2054
10.029%
250,000
264,618
Series
2024-HE2 Class
F
05/25/2054
9.790%
400,000
422,915
Series
2024-HE3 Class
E
07/25/2054
7.551%
150,000
153,051
Series
2024-HE3 Class
F
07/25/2054
9.261%
150,000
156,561
Series
2024-HE5 Class
E
10/25/2054
7.010%
250,000
250,343
Series
2024-HE5 Class
F
10/25/2054
8.630%
200,000
204,152
Series
2025-HE1 Class
F
01/25/2055
8.533%
150,000
154,171
Series
2025-HE3 Class
E
05/25/2055
8.103%
100,000
103,895
Series
2025-HE3 Class
F
05/25/2055
9.081%
100,000
102,756
Series
2026-EXP1 Class
D
06/25/2056
6.846%
1,450,000
1,428,236
GITSIT
Mortgage
Loan
Trust
(d)
Series
2025-NPL1 Class
A1
02/25/2055
6.276%
31,381
31,387
Home
Partners
of
America
Trust
(d)
Series
2019-2 Class
F
10/19/2039
3.866%
327,875
319,377
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Asset-Backed
Securities
(continued)
HTAP
Issuer
Trust
(d)
Series
2024-2 Class
A
04/25/2042
6.500%
569,468
565,959
Series
2024-2 Class
B
04/25/2042
7.500%
300,000
297,286
HTAP
Trust
(d)
Series
2024-1 Class
A
04/25/2037
7.000%
472,442
471,702
Knock
Issuer
Trust
(d)
Series
2025-1 Class
A1
02/25/2030
7.119%
960,000
959,964
Lafayette
Federal
Credit
Union
Asset
Trust
(d)
Series
2026-HI1A Class
D
01/25/2046
6.000%
179,691
178,113
Series
2026-HI1A Class
E
01/25/2046
6.000%
37,630
37,410
Lendbuzz
Securitization
Trust
(d)
Series
2026-1A Class
B
12/16/2030
5.160%
90,940
90,531
Series
2026-1A Class
C
09/15/2031
5.740%
90,940
90,410
Series
2026-1A Class
D
02/15/2033
6.860%
72,752
72,471
MPOWER
Education
Trust
(d)
Series
2025-1 Class
B
12/22/2042
8.180%
100,000
101,003
NetCredit
Combined
Receivables
B
LLC
(d)
Series
2026-A Class
A
09/20/2032
5.880%
350,000
349,984
Series
2026-A Class
B
09/20/2032
7.680%
200,000
201,731
Pagaya
AI
Debt
Grantor
Trust
(d)
Series
2024-10 Class
D
06/15/2032
6.429%
206,046
205,147
Series
2026-2 Class
B
11/15/2033
6.029%
1,769,546
1,757,116
Series
2026-3 Class
A2
12/15/2033
5.241%
390,000
389,699
Series
2026-3 Class
B
12/15/2033
6.201%
870,000
865,823
Series
2026-4 Class
B
01/16/2034
6.254%
700,000
699,209
Pagaya
AI
Debt
Selection
Trust
(a),(c),(d),(g)
Series
2020-3 Class
CERT
05/17/2027
0.000%
3,200,000
234
Series
2021-1 Class
CERT
11/15/2027
0.000%
696,200
70
Pagaya
AI
Debt
Selection
Trust
(d)
Series
2022-5 Class
B
06/17/2030
10.310%
187,992
188,307
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Asset-Backed
Securities
(continued)
Pagaya
AI
Debt
Selection
Trust
(d),(f),(g)
Series
2021-5 Class
CERT
08/15/2029
0.000%
865,000
32,056
Point
Securitization
Trust
(d)
Series
2026-1 Class
B1
02/25/2056
7.000%
500,000
440,419
Series
2026-2 Class
A1
07/25/2056
5.250%
1,900,000
1,835,399
Reach
ABS
Trust
(d)
Series
2026-2A Class
E
02/15/2035
6.910%
500,000
489,704
Research-Driven
Pagaya
Motor
Asset
Trust
(d)
Series
2026-2A Class
A4
02/26/2035
5.620%
680,000
676,951
Series
2026-4A Class
B
05/25/2035
6.626%
760,000
757,772
Research-Driven
Pagaya
Motor
Asset
Trust
IV
(d)
Series
2021-2A Class
A
03/25/2030
2.650%
93,211
92,920
SAIF
Securitization
Trust
(d)
Series
2025-CES1 Class
M1
06/25/2065
6.240%
142,780
142,309
Saluda
Grade
Alternative
Mortgage
Trust
(c),(d)
Series
2023-FIG3 Class
CE
08/25/2053
4.315%
391,921
722,038
Series
2024-CES1 Class
B1
03/25/2054
8.243%
690,000
697,347
Splitero
Trust
(d)
Series
2026-1 Class
A1
06/25/2056
5.750%
495,884
488,883
Truist
Bank
Auto
Credit-Linked
Notes
(d)
Series
2026-1 Class
C
06/26/2034
7.196%
88,842
88,716
U.S.
Auto
Funding
LLC
(d)
Series
2021-1A Class
D
03/15/2027
4.360%
1,125,000
285
Upgrade
Master
Pass-Thru
Trust
(d)
Series
2026-ST2 Class
E
06/15/2034
7.735%
250,000
250,174
Upstart
Securitization
Trust
(d)
Series
2025-1 Class
C
04/20/2035
9.270%
1,000,000
1,050,374
Series
2026-2 Class
B
05/20/2036
5.080%
1,000,000
995,470
Series
2026-2 Class
D
05/20/2036
7.350%
1,000,000
1,001,091
1
1
1
1
1
Total
Non-Agency
Asset-Backed
Securities
(Cost
$
27,131,810
)
25,764,192
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Collateralized
Loan
Obligations
Securities
0
.5
%
Cayuga
Park
CLO
Ltd.
(b),(d)
Series
2020-1A Class
AR2
3
mo.
USD
Term
SOFR
+
1.200%
Floor
1.200%
10/17/2038
4.950%
1,000,000
998,999
Elmwood
CLO
VIII
Ltd.
(b),(d)
Series
2021-1A Class
ER
3
mo.
USD
Term
SOFR
+
6.250%
Floor
6.250%
04/20/2037
9.979%
250,000
238,841
Magnetite
XVII
Ltd.
(b),(d)
Series
2016-17A Class
D1R3
3
mo.
USD
Term
SOFR
+
2.600%
Floor
2.600%
07/25/2039
6.192%
400,000
401,719
Neuberger
Berman
Loan
Advisers
CLO
26
Ltd.
(b),(d)
Series
2017-26A Class
BR2
3
mo.
USD
Term
SOFR
+
1.750%
Floor
1.750%
10/18/2038
5.479%
475,000
475,634
Palmer
Square
CLO
Ltd.
(b),(d)
Series
2026-2A Class
D
3
mo.
USD
Term
SOFR
+
2.450%
Floor
2.450%
07/20/2039
6.198%
350,000
352,585
Voya
CLO
Ltd.
(b),(d)
Series
2026-2A Class
D1
3
mo.
USD
Term
SOFR
+
2.550%
Floor
2.550%
07/15/2039
6.301%
250,000
249,517
1
1
1
1
1
Total
Non-Agency
Collateralized
Loan
Obligations
Securities
(Cost
$
2,722,985
)
2,717,295
Non-Agency
Collateralized
Mortgage
Obligation
Securities
9
.1
%
A&D
Mortgage
Trust
(c),(d)
Series
2024-NQM1 Class
B1
02/25/2069
8.411%
400,000
402,481
Ajax
Mortgage
Loan
Trust
(c),(d)
Series
2021-E Class
B2
12/25/2060
3.929%
465,000
293,871
Barclays
Mortgage
Loan
Trust
(c),(d)
Series
2026-NQM5 Class
M1
05/25/2066
6.342%
700,000
692,317
Bayview
Opportunity
Master
Fund
VII
Trust
(d)
Series
2026-2 Class
A1A
05/25/2056
5.720%
980,151
978,942
BRAVO
Residential
Funding
Trust
(c),(d)
Series
2021-NQM2 Class
B1
03/25/2060
3.044%
200,000
187,896
Series
2021-NQM2 Class
B2
03/25/2060
4.099%
300,000
266,542
BRAVO
Residential
Funding
Trust
(d)
Series
2026-NQMR1 Class
A2
08/25/2062
5.500%
949,956
941,716
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Castlelake
Residential
Mortgage
Trust
(c),(d)
Series
2026-RTL1 Class
M1
08/25/2041
7.157%
150,000
149,466
Center
Street
Lending
Resi-Investor
ABS
Mortgage
Trust
(d)
Series
2026-RTL1 Class
A1
12/25/2030
5.375%
800,000
791,958
CHNGE
Mortgage
Trust
(d)
Series
2022-NQM1 Class
M1
06/25/2067
6.820%
250,000
248,736
CHNGE
Mortgage
Trust
(c),(d)
Series
2022-1 Class
B1
01/25/2067
4.558%
650,000
553,753
Series
2022-1 Class
B2
01/25/2067
4.558%
500,000
406,556
Series
2022-1 Class
M1
01/25/2067
3.990%
350,000
294,879
Series
2023-3 Class
B1
07/25/2058
8.196%
300,000
299,072
Series
2023-3 Class
M1
07/25/2058
8.196%
800,000
799,142
CIM
Trust
(d)
Series
2026-NR1 Class
A1
07/25/2065
5.000%
747,157
724,996
Citigroup
Mortgage
Loan
Trust,
Inc.
(c),(d)
Series
2018-RP3 Class
B3
03/25/2061
3.250%
700,000
509,734
Citigroup
Mortgage
Loan
Trust,
Inc.
(d)
Series
2015-RP2 Class
B5
01/25/2053
4.250%
998,443
749,437
COLT
Mortgage
Loan
Trust
(c),(d)
Series
2021-3 Class
B1
09/27/2066
3.059%
200,000
135,100
Series
2021-4 Class
B1
10/25/2066
3.764%
400,000
310,822
Federal
Home
Loan
Mortgage
Corp.
(c)
02/25/2032
0.270%
13,438,836
71,051
02/25/2032
3.758%
150,000
145,949
Federal
Home
Loan
Mortgage
Corp.
STACR
Debt
Notes
(a),(d)
04/25/2030
0.080%
105,008,796
217,421
04/25/2030
0.125%
105,008,796
339,714
Federal
Home
Loan
Mortgage
Corp.
STACR
Debt
Notes
(c),(d)
04/25/2033
0.185%
1,000,000
834,038
Federal
Home
Loan
Mortgage
Corp.
Structured
Pass-Through
Certificates
(c)
02/25/2032
3.758%
84,336
83,545
GCAT
Trust
(c),(d)
Series
2019-NQM3 Class
M1
11/25/2059
3.450%
600,000
582,955
HTAP
Issuer
Trust
(d)
Series
2025-1 Class
A
11/25/2042
6.500%
431,282
426,363
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Imperial
Fund
Mortgage
Trust
(c),(d)
Series
2021-NQM3 Class
B1
11/25/2056
4.184%
500,000
394,593
Series
2022-NQM3 Class
B1
05/25/2067
4.415%
350,000
283,815
JP
Morgan
Mortgage
Trust
(d)
Series
2026-NQM2 Class
A2
09/25/2066
5.610%
772,641
769,292
Legacy
Mortgage
Asset
Trust
(d)
Series
2021-GS1 Class
A1
10/25/2066
5.892%
211,362
211,853
LHOME
Mortgage
Trust
(c),(d)
Series
2025-RTL3 Class
M1
08/25/2040
6.891%
200,000
200,869
Mello
Mortgage
Capital
Acceptance
(d)
Series
2024-SD1 Class
M2
04/25/2054
4.000%
500,000
469,647
MFA
Trust
(d)
Series
2026-INVR1 Class
A3
12/25/2059
5.791%
845,855
837,465
Morgan
Stanley
Residential
Mortgage
Loan
Trust
(d)
Series
2026-DSC2 Class
A2
04/27/2071
5.693%
577,080
574,723
New
Residential
Mortgage
Loan
Trust
(c),(d)
Series
2019-RPL3 Class
B4
07/25/2059
3.960%
750,000
557,701
Series
2022-NQM2 Class
B1
03/27/2062
3.851%
200,000
139,994
New
York
Mortgage
Trust
(d)
Series
2026-RR1 Class
A
09/28/2065
6.879%
950,000
946,837
NYMT
Loan
Trust
(c),(d)
Series
2024-CP1 Class
A2
02/25/2068
3.919%
400,000
307,746
Series
2024-CP1 Class
M1
02/25/2068
3.919%
150,000
109,531
PRKCM
Trust
(c),(d)
Series
2021-AFC1 Class
M1
08/25/2056
3.114%
2,000,000
1,436,925
Series
2022-AFC1 Class
A3
04/25/2057
4.100%
389,077
363,049
Series
2022-AFC2 Class
M1
08/25/2057
6.086%
1,270,000
1,266,331
PRPM
LLC
(d)
Series
2023-RCF1 Class
M2
06/25/2053
4.000%
700,000
689,331
Series
2024-RCF1 Class
M1
01/25/2054
4.000%
150,000
146,106
Series
2024-RCF1 Class
M2
01/25/2054
4.000%
750,000
723,804
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Series
2024-RCF2 Class
M1
03/25/2054
3.750%
200,000
193,145
Series
2024-RCF2 Class
M2
03/25/2054
3.750%
850,000
812,000
Series
2024-RCF4 Class
M1
07/25/2054
4.000%
165,000
158,994
Series
2024-RCF4 Class
M2
07/25/2054
4.000%
135,000
128,937
Series
2024-RCF6 Class
M1
10/25/2064
4.000%
150,000
143,782
Series
2024-RCF6 Class
M2
10/25/2064
4.000%
250,000
236,311
Series
2024-RPL4 Class
M1
12/25/2054
4.000%
300,000
285,861
Series
2024-RPL4 Class
M2
12/25/2054
4.000%
300,000
282,210
Series
2025-3 Class
A2
05/25/2030
9.066%
2,000,000
1,995,143
Series
2025-4 Class
A2
06/25/2030
9.438%
2,000,000
1,995,757
Series
2025-RPL1 Class
M2
03/25/2055
4.000%
494,000
455,161
Series
2026-1 Class
A2
02/25/2031
6.474%
400,000
396,663
Series
2026-3 Class
A1
04/25/2031
5.962%
1,890,083
1,882,156
Series
2026-4 Class
A1
06/25/2031
6.299%
1,282,432
1,279,411
PRPM
Trust
(d)
Series
2026-NQM2 Class
A2
04/25/2071
5.518%
960,310
950,429
Series
2026-RCF1 Class
M2
01/25/2056
5.500%
150,000
143,185
RCO
IX
Mortgage
LLC
(d)
Series
2026-4 Class
M1
08/25/2031
9.558%
500,000
498,180
RCO
Trust
(d)
Series
2025-PR1 Class
A
03/02/2055
6.250%
676,337
664,040
Redwood
Funding
HEI
LLC
(d),(i)
Series
2026-HEI1 Class
A
07/25/2030
7.473%
2,467,436
2,467,436
Reneu
Redi
Q-1
Trust
(d)
Series
2026-RTL1 Class
A1
06/25/2041
5.892%
1,400,000
1,396,234
Saluda
Grade
Alternative
Mortgage
Trust
(c),(d)
Series
2022-INV1 Class
B1
04/25/2067
4.562%
400,000
330,694
Series
2022-INV1 Class
B2
04/25/2067
4.562%
400,000
311,621
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Notes
to
Consolidated
Portfolio
of
Investments
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Collateralized
Mortgage
Obligation
Securities
(continued)
Saluda
Grade
Alternative
Mortgage
Trust
(b),(d)
Series
2026-LOC6 Class
A1A
1
mo.
USD
Term
SOFR
+
1.500%
Floor
1.500%
06/25/2056
5.167%
942,381
943,682
Splitero
Trust
(d)
Series
2025-1 Class
A2
12/25/2055
7.000%
500,000
492,696
Starwood
Mortgage
Residential
Trust
(c),(d)
Series
2020-3 Class
B1
04/25/2065
4.750%
250,000
224,069
Toorak
Mortgage
Trust
(c),(d)
Series
2024-RRTL2 Class
B1
09/25/2039
8.178%
1,300,000
1,300,401
Series
2025-RRTL1 Class
B1
02/25/2040
8.342%
500,000
502,237
TVC
Mortgage
Trust
(d)
Series
2024-RRTL1 Class
M2
07/25/2039
9.398%
1,190,000
1,186,076
Verus
Securitization
Trust
(c),(d)
Series
2021-5 Class
B1
09/25/2066
3.037%
300,000
214,074
Series
2021-5 Class
B2
09/25/2066
3.941%
250,000
187,581
Series
2022-2 Class
B2
02/25/2067
4.258%
300,000
229,827
Verus
Securitization
Trust
(d)
Series
2021-R2 Class
M1
02/25/2064
2.244%
500,000
444,766
Series
2026-4 Class
A2
04/25/2071
5.323%
195,987
194,337
Series
2026-4 Class
A3
04/25/2071
5.476%
979,935
971,531
1
1
1
1
1
Total
Non-Agency
Collateralized
Mortgage
Obligation
Securities
(Cost
$
46,168,555
)
46,766,691
Non-Agency
Commercial
Mortgage-Backed
Securities
0
.2
%
BHMS
Commercial
Mortgage
Trust
(b),(d)
Series
2025-ATLS Class
B
1
mo.
USD
Term
SOFR
+
2.550%
Floor
2.550%
08/15/2042
6.189%
200,000
200,695
BXP
Trust
(c),(d)
Series
2021-601L Class
E
01/15/2044
2.868%
350,000
273,772
Issuer
Coupon
Rate
Principal
Amount
($)
Value
($)
Non-Agency
Commercial
Mortgage-Backed
Securities
(continued)
COMM
Mortgage
Trust
(b),(d)
Series
2019-521F Class
A
1
mo.
USD
Term
SOFR
+
1.047%
Floor
0.900%
06/15/2034
4.687%
200,000
196,040
Hilton
USA
Trust
(d)
Series
2016-SFP Class
F
11/05/2035
6.155%
1,700,000
34,174
KSL
Commercial
Mortgage
Trust
(b),(d)
Series
2026-HT3 Class
D
1
mo.
USD
Term
SOFR
+
2.750%
Floor
2.750%
06/15/2043
6.389%
500,000
500,625
1
1
1
1
1
Total
Non-Agency
Commercial
Mortgage-Backed
Securities
(Cost
$
2,872,271
)
1,205,306
Issuer
...
Yield
Principal
Amount
($)
.
...
Value
($)
Treasury
Bills
16
.0
%
United
States
16.0%
U.S.
Treasury
Bills
(j)
10/08/2026
3.631%
32,000,000
31,877,753
U.S.
Treasury
Bills
12/24/2026
3.938%
51,250,000
50,633,948
Total
82,511,701
Total
Treasury
Bills
(Cost
$
82,511,767
)
82,511,701
..
Value
($)
Call
Option
Contracts
Purchased
0
.0
%
(Cost
$
290,182
)
3,610
.
Shares
.....
Value
($)
Money
Market
Funds
53
.1
%
Columbia
Short-Term
Cash
Fund,
3.871%
(k),(l)
274,019,336
273,882,326
1
1
1
Total
Money
Market
Funds
(Cost
$
273,857,273
)
273,882,326
Total
Investments
in
Securities
(Cost
$
553,697,154
)
543,978,853
Other
Assets
&
Liabilities,
Net
(
28,463,700
)
Net
Assets
515,515,153
(a)
Represents
interest
only
securities
which
have
the
right
to
receive
the
monthly
interest
payments
on
an
underlying
pool
of
mortgage
loans.
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Net
change
in
unrealized
appreciation
(depreciation)
($)
Capital
gain
distributions
($)
Columbia
Short-Term
Cash
Fund
At
August
31,
2026,
securities
and/or
cash
totaling
$23,364,536
were
pledged
as
collateral.
Investments
in
Derivatives
(b)
Variable
rate
security.
The
interest
rate
shown
was
the
current
rate
as
of
August
31,
2026.
(c)
Variable
or
floating
rate
security,
the
interest
rate
of
which
adjusts
periodically
based
on
changes
in
current
interest
rates
and
prepayments
on
the
underlying
pool
of
assets.
The
interest
rate
shown
was
the
current
rate
as
of
August
31,
2026.
(d)
Represents
privately
placed
and
other
securities
and
instruments
exempt
from
Securities
and
Exchange
Commission
registration
(collectively,
private
placements),
such
as
Section
4(a)(2)
and
Rule
144A
eligible
securities,
which
are
often
sold
only
to
qualified
institutional
buyers.
At
August
31,
2026,
the
total
value
of
these
securities
amounted
to
$83,085,370,
which
represents
16.12%
of
total
net
assets.
(e)
Represents
a
security
purchased
on
a
when-issued
basis.
(f)
Zero
coupon
bond.
(g)
Security
represents
a
pool
of
loans
that
generate
cash
payments
generally
over
fixed
periods
of
time.
Such
securities
entitle
the
security
holders
to
receive
distributions
(i.e.
principal
and
interest,
net
of
fees
and
expenses)
that
are
tied
to
the
payments
made
by
the
borrower
on
the
underlying
loans.
Due
to
the
structure
of
the
security
the
cash
payments
received
are
not
known
until
the
time
of
payment.
The
interest
rate
shown
is
the
stated
coupon
rate
as
of
August
31,
2026
and
is
not
reflective
of
the
cash
flow
payments.
The
security
is
represented
in
shares.
(h)
Principal
amount
represents
ownership
shares
of
the
Trust.
(i)
Valuation
based
on
significant
unobservable
inputs.
(j)
This
security
or
a
portion
of
this
security
has
been
pledged
as
collateral
in
connection
with
investments
sold
short
and/or
derivative
contracts.
(k)
The
rate
shown
is
the
seven-day
current
annualized
yield
at
August
31,
2026.
(l)
Under
the
Investment
Company
Act
of
1940,
an
affiliated
company
is
one
in
which
the
Fund
owns
5%
or
more
of
the
company's
outstanding
voting
securities,
or
a
company
which
is
under
common
ownership
or
control
with
the
Fund.
The
values
of
the
holdings
and
transactions
in
these
affiliated
companies
during
the
period
ended
August
31,
2026
are
as
follows:
Forward
foreign
currency
exchange
contracts
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
1,336,000
NZD
797,634
USD
Barclays
Bank
PLC
09/29/2026
6,614
—
1,256,000
SEK
131,151
USD
Barclays
Bank
PLC
09/29/2026
—
(
186
)
9,106,610
USD
7,329,000
CHF
Barclays
Bank
PLC
09/29/2026
—
(
12,752
)
1,276,500
AUD
918,763
USD
Citibank
NA
09/16/2026
4,214
—
32,347,001
AUD
22,718,662
USD
Citibank
NA
09/16/2026
—
(
456,361
)
42,797,491
BRL
8,271,437
USD
Citibank
NA
09/16/2026
36,207
—
8,806,760
BRL
1,683,303
USD
Citibank
NA
09/16/2026
—
(
11,323
)
9,567,577
CAD
6,936,395
USD
Citibank
NA
09/16/2026
28,567
—
18,292,116
CAD
13,049,246
USD
Citibank
NA
09/16/2026
—
(
157,734
)
18,216,253
CHF
23,118,134
USD
Citibank
NA
09/16/2026
548,273
—
1,906,000
CHF
2,344,791
USD
Citibank
NA
09/16/2026
—
(
16,735
)
3,462,922,797
CLP
3,812,007
USD
Citibank
NA
09/16/2026
101,497
—
48,821,495
CNY
7,223,629
USD
Citibank
NA
09/16/2026
—
(
50,396
)
7,068,089,536
COP
2,249,332
USD
Citibank
NA
09/16/2026
63,174
—
8,050,000,000
COP
2,285,182
USD
Citibank
NA
09/16/2026
—
(
204,681
)
72,306,749
CZK
3,484,509
USD
Citibank
NA
09/16/2026
8,130
—
127,806,752
CZK
6,084,478
USD
Citibank
NA
09/16/2026
—
(
60,240
)
16,256,485
EUR
19,002,261
USD
Citibank
NA
09/16/2026
109,178
—
21,304,357
EUR
24,423,304
USD
Citibank
NA
09/16/2026
—
(
336,344
)
3,164,320
GBP
4,295,756
USD
Citibank
NA
09/16/2026
8,068
—
22,244,347
GBP
29,830,871
USD
Citibank
NA
09/16/2026
—
(
310,465
)
2,426,796,869
HUF
7,849,371
USD
Citibank
NA
09/16/2026
136,936
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
100,000,000
HUF
315,276
USD
Citibank
NA
09/16/2026
—
(
2,527
)
24,164,285,713
IDR
1,363,229
USD
Citibank
NA
09/16/2026
1,097
—
56,335,714,287
IDR
3,158,087
USD
Citibank
NA
09/16/2026
—
(
17,537
)
36,990,292
ILS
12,707,679
USD
Citibank
NA
09/16/2026
331,484
—
7,000,500
ILS
2,308,094
USD
Citibank
NA
09/16/2026
—
(
34,130
)
20,000,000
INR
210,410
USD
Citibank
NA
09/16/2026
328
—
1,315,164,883
INR
13,636,232
USD
Citibank
NA
09/16/2026
—
(
178,403
)
2,632,099,268
JPY
16,680,663
USD
Citibank
NA
09/16/2026
186,162
—
2,083,929,750
JPY
12,887,145
USD
Citibank
NA
09/16/2026
—
(
172,157
)
30,098,335,166
KRW
21,241,338
USD
Citibank
NA
09/16/2026
—
(
772,575
)
49,875,000
NOK
5,355,331
USD
Citibank
NA
09/16/2026
18,553
—
95,000,000
NOK
9,762,181
USD
Citibank
NA
09/16/2026
—
(
403,110
)
4,646,882
NZD
2,771,276
USD
Citibank
NA
09/16/2026
20,961
—
11,266,806
NZD
6,566,712
USD
Citibank
NA
09/16/2026
—
(
101,688
)
1,039,921
PEN
310,719
USD
Citibank
NA
09/16/2026
1,828
—
282,656,219
PHP
4,570,269
USD
Citibank
NA
09/16/2026
42,829
—
34,821,998
PLN
9,537,867
USD
Citibank
NA
09/16/2026
193,540
—
12,569,499
PLN
3,342,989
USD
Citibank
NA
09/16/2026
—
(
29,981
)
142,625,002
SEK
15,245,014
USD
Citibank
NA
09/16/2026
342,004
—
23,000,000
SEK
2,383,236
USD
Citibank
NA
09/16/2026
—
(
20,054
)
15,978,979
SGD
12,645,355
USD
Citibank
NA
09/16/2026
62,653
—
14,878,763
SGD
11,642,349
USD
Citibank
NA
09/16/2026
—
(
73,986
)
71,664,883
THB
2,200,699
USD
Citibank
NA
09/16/2026
37,183
—
61,000,000
THB
1,828,789
USD
Citibank
NA
09/16/2026
—
(
12,763
)
87,443,387
TWD
2,765,379
USD
Citibank
NA
09/16/2026
6,600
—
419,136,486
TWD
13,122,830
USD
Citibank
NA
09/16/2026
—
(
100,634
)
10,464,745
USD
14,771,501
AUD
Citibank
NA
09/16/2026
118,304
—
10,023,577
USD
13,949,499
AUD
Citibank
NA
09/16/2026
—
(
29,450
)
3,767,598
USD
19,757,037
BRL
Citibank
NA
09/16/2026
34,115
—
10,681,730
USD
55,114,501
BRL
Citibank
NA
09/16/2026
—
(
76,424
)
12,024,619
USD
16,816,686
CAD
Citibank
NA
09/16/2026
117,096
—
12,305,570
USD
16,789,437
CAD
Citibank
NA
09/16/2026
—
(
183,530
)
4,811,288
USD
3,891,001
CHF
Citibank
NA
09/16/2026
9,645
—
19,690,335
USD
15,714,961
CHF
Citibank
NA
09/16/2026
—
(
219,566
)
211,904
USD
200,000,000
CLP
Citibank
NA
09/16/2026
2,395
—
3,585,762
USD
3,283,897,062
CLP
Citibank
NA
09/16/2026
—
(
67,084
)
6,237,166
USD
41,973,135
CNY
Citibank
NA
09/16/2026
16,506
—
370,701
USD
2,486,992
CNY
Citibank
NA
09/16/2026
—
(
160
)
4,551,461
USD
17,071,738,431
COP
Citibank
NA
09/16/2026
728,829
—
16,335
USD
50,000,000
COP
Citibank
NA
09/16/2026
—
(
870
)
5,182,815
USD
109,000,000
CZK
Citibank
NA
09/16/2026
57,709
—
3,626,593
USD
75,048,666
CZK
Citibank
NA
09/16/2026
—
(
18,388
)
23,621,879
USD
20,515,571
EUR
Citibank
NA
09/16/2026
221,058
—
19,948,223
USD
17,045,271
EUR
Citibank
NA
09/16/2026
—
(
138,425
)
19,898,210
USD
14,850,727
GBP
Citibank
NA
09/16/2026
224,688
—
10,945,673
USD
8,037,095
GBP
Citibank
NA
09/16/2026
—
(
55,320
)
332,584
USD
105,000,000
HUF
Citibank
NA
09/16/2026
1,108
—
5,520,279
USD
1,716,093,743
HUF
Citibank
NA
09/16/2026
—
(
66,481
)
4,173,431
USD
75,000,000,000
IDR
Citibank
NA
09/16/2026
54,293
—
310,441
USD
5,499,999,999
IDR
Citibank
NA
09/16/2026
—
(
407
)
7,512,966
USD
22,543,616
ILS
Citibank
NA
09/16/2026
29,662
—
4,968,103
USD
14,729,455
ILS
Citibank
NA
09/16/2026
—
(
39,929
)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
12,281,531
USD
1,183,914,881
INR
Citibank
NA
09/16/2026
154,436
—
947,340
USD
90,000,002
INR
Citibank
NA
09/16/2026
—
(
1,970
)
6,561,609
USD
1,053,929,750
JPY
Citibank
NA
09/16/2026
43,022
—
25,172,511
USD
3,972,427,420
JPY
Citibank
NA
09/16/2026
—
(
278,614
)
23,779,729
USD
35,868,199,907
KRW
Citibank
NA
09/16/2026
2,454,260
—
6,477,925
USD
61,999,999
NOK
Citibank
NA
09/16/2026
156,265
—
9,332,967
USD
86,911,133
NOK
Citibank
NA
09/16/2026
—
(
33,208
)
5,590,323
USD
9,596,250
NZD
Citibank
NA
09/16/2026
89,342
—
3,597,135
USD
6,038,844
NZD
Citibank
NA
09/16/2026
—
(
22,970
)
431,848
USD
1,485,604
PEN
Citibank
NA
09/16/2026
9,426
—
5,797,985
USD
357,968,720
PHP
Citibank
NA
09/16/2026
—
(
64,222
)
3,877,320
USD
14,593,000
PLN
Citibank
NA
09/16/2026
38,645
—
7,772,435
USD
28,677,565
PLN
Citibank
NA
09/16/2026
—
(
76,942
)
3,417,503
USD
33,000,000
SEK
Citibank
NA
09/16/2026
30,694
—
11,763,135
USD
111,218,751
SEK
Citibank
NA
09/16/2026
—
(
141,793
)
10,161,871
USD
13,049,909
SGD
Citibank
NA
09/16/2026
114,327
—
8,283,852
USD
10,511,628
SGD
Citibank
NA
09/16/2026
—
(
6,432
)
1,732,569
USD
57,803,988
THB
Citibank
NA
09/16/2026
12,495
—
1,710,352
USD
55,948,929
THB
Citibank
NA
09/16/2026
—
(
21,288
)
6,954,128
USD
221,257,803
TWD
Citibank
NA
09/16/2026
26,395
—
13,564,062
USD
428,194,147
TWD
Citibank
NA
09/16/2026
—
(
54,838
)
12,927,712
USD
213,750,000
ZAR
Citibank
NA
09/16/2026
331,648
—
300,914
USD
4,821,202
ZAR
Citibank
NA
09/16/2026
—
(
1,845
)
58,300,190
ZAR
3,638,327
USD
Citibank
NA
09/16/2026
21,845
—
129,443,613
ZAR
7,823,760
USD
Citibank
NA
09/16/2026
—
(
205,898
)
15,375,000
MXN
905,955
USD
Citibank
NA
09/17/2026
2,397
—
308,554,742
MXN
17,659,400
USD
Citibank
NA
09/17/2026
—
(
473,709
)
4,828,876
USD
83,300,528
MXN
Citibank
NA
09/17/2026
66,521
—
12,322,808
USD
209,147,828
MXN
Citibank
NA
09/17/2026
—
(
31,631
)
4,693,000
CAD
3,397,918
USD
Citibank
NA
09/29/2026
7,553
—
25,276,000
EUR
29,337,853
USD
Citibank
NA
09/29/2026
—
(
52,340
)
5,162,955
USD
8,759,000
NZD
Citibank
NA
09/29/2026
23,081
—
12,543,999
AUD
8,991,504
USD
Citibank
NA
12/16/2026
18,466
—
6,447,000
AUD
4,606,075
USD
Citibank
NA
12/16/2026
—
(
5,625
)
182,000
BRL
34,460
USD
Citibank
NA
12/16/2026
76
—
45,500
BRL
8,549
USD
Citibank
NA
12/16/2026
—
(
47
)
56,125
CAD
40,715
USD
Citibank
NA
12/16/2026
19
—
84,187
CAD
61,026
USD
Citibank
NA
12/16/2026
—
(
19
)
2,426,957
CHF
3,058,574
USD
Citibank
NA
12/16/2026
20,323
—
1,237,588,486
CLP
1,351,328
USD
Citibank
NA
12/16/2026
24,039
—
5,278,988
CNY
791,824
USD
Citibank
NA
12/16/2026
243
—
17,419,657
CNY
2,609,987
USD
Citibank
NA
12/16/2026
—
(
2,079
)
50,408,041
CZK
2,440,057
USD
Citibank
NA
12/16/2026
14,436
—
2,918,268
EUR
3,417,265
USD
Citibank
NA
12/16/2026
13,679
—
5,246,542
GBP
7,143,950
USD
Citibank
NA
12/16/2026
33,832
—
1,254,999,999
HUF
4,022,386
USD
Citibank
NA
12/16/2026
46,096
—
5,500,000,000
IDR
308,343
USD
Citibank
NA
12/16/2026
443
—
5,500,000,001
IDR
307,174
USD
Citibank
NA
12/16/2026
—
(
726
)
5,366,456
ILS
1,813,320
USD
Citibank
NA
12/16/2026
11,939
—
12,809,116
ILS
4,292,144
USD
Citibank
NA
12/16/2026
—
(
7,548
)
250,000,000
INR
2,593,431
USD
Citibank
NA
12/16/2026
—
(
11,929
)
32,927,786
JPY
208,547
USD
Citibank
NA
12/16/2026
722
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
264,772,828
MXN
15,487,808
USD
Citibank
NA
12/16/2026
38,733
—
38,127,218
MXN
2,220,749
USD
Citibank
NA
12/16/2026
—
(
3,914
)
24,266,598
NOK
2,598,486
USD
Citibank
NA
12/16/2026
5,061
—
330,092
NZD
197,518
USD
Citibank
NA
12/16/2026
1,693
—
21,874,999
PHP
353,017
USD
Citibank
NA
12/16/2026
4,489
—
17,442,457
PLN
4,714,805
USD
Citibank
NA
12/16/2026
33,380
—
350,499
PLN
93,621
USD
Citibank
NA
12/16/2026
—
(
450
)
81,218,749
SEK
8,608,972
USD
Citibank
NA
12/16/2026
79,175
—
1,000,000
SEK
104,670
USD
Citibank
NA
12/16/2026
—
(
352
)
9,903,626
SGD
7,853,711
USD
Citibank
NA
12/16/2026
5,763
—
2,475,908
SGD
1,956,763
USD
Citibank
NA
12/16/2026
—
(
5,225
)
70,948,928
THB
2,174,417
USD
Citibank
NA
12/16/2026
15,546
—
18,803,988
THB
570,181
USD
Citibank
NA
12/16/2026
—
(
1,996
)
2,545,112
USD
13,557,761
BRL
Citibank
NA
12/16/2026
16,200
—
6,468,073
USD
34,162,253
BRL
Citibank
NA
12/16/2026
—
(
14,189
)
5,066,413
USD
6,992,117
CAD
Citibank
NA
12/16/2026
3,598
—
4,236,826
USD
5,839,078
CAD
Citibank
NA
12/16/2026
—
(
2,887
)
354,493
USD
283,500
CHF
Citibank
NA
12/16/2026
414
—
2,108,749
USD
1,672,499
CHF
Citibank
NA
12/16/2026
—
(
14,986
)
428,315
USD
400,000,000
CLP
Citibank
NA
12/16/2026
677
—
715,437
USD
662,922,793
CLP
Citibank
NA
12/16/2026
—
(
4,466
)
177,743
USD
1,185,500
CNY
Citibank
NA
12/16/2026
22
—
1,647,055
USD
10,975,500
CNY
Citibank
NA
12/16/2026
—
(
1,286
)
2,701,785
USD
8,668,089,535
COP
Citibank
NA
12/16/2026
—
(
71,701
)
363,417
USD
7,500,002
CZK
Citibank
NA
12/16/2026
—
(
2,518
)
528,966
USD
454,500
EUR
Citibank
NA
12/16/2026
1,119
—
10,847,479
USD
9,261,237
EUR
Citibank
NA
12/16/2026
—
(
46,066
)
477,922
USD
149,296,874
HUF
Citibank
NA
12/16/2026
—
(
4,895
)
1,824,706
USD
32,664,285,716
IDR
Citibank
NA
12/16/2026
3,900
—
2,446,816
USD
43,664,285,714
IDR
Citibank
NA
12/16/2026
—
(
2,413
)
2,592,436
USD
250,019,495
INR
Citibank
NA
12/16/2026
13,129
—
725,474
USD
115,000,000
JPY
Citibank
NA
12/16/2026
356
—
6,685,948
USD
1,055,984,451
JPY
Citibank
NA
12/16/2026
—
(
21,036
)
10,930,727
USD
15,098,335,169
KRW
Citibank
NA
12/16/2026
126,603
—
249,969
USD
4,291,666
MXN
Citibank
NA
12/16/2026
443
—
822,505
USD
14,062,500
MXN
Citibank
NA
12/16/2026
—
(
1,980
)
3,250,660
USD
30,374,997
NOK
Citibank
NA
12/16/2026
—
(
4,418
)
1,321,481
USD
2,206,538
NZD
Citibank
NA
12/16/2026
—
(
12,463
)
309,664
USD
1,039,921
PEN
Citibank
NA
12/16/2026
—
(
1,745
)
2,374,492
USD
147,187,498
PHP
Citibank
NA
12/16/2026
—
(
29,403
)
666,462
USD
2,467,498
PLN
Citibank
NA
12/16/2026
—
(
4,205
)
34,650
USD
43,840
SGD
Citibank
NA
12/16/2026
90
—
1,293,396
USD
1,629,856
SGD
Citibank
NA
12/16/2026
—
(
1,847
)
6,154,129
USD
194,912,469
TWD
Citibank
NA
12/16/2026
10,888
—
4,678,839
USD
147,667,405
TWD
Citibank
NA
12/16/2026
—
(
8,170
)
6,097,054
USD
98,300,190
ZAR
Citibank
NA
12/17/2026
—
(
41,143
)
15,821,202
ZAR
982,130
USD
Citibank
NA
12/17/2026
7,445
—
68,864,951
USD
648,243,000
NOK
Goldman
Sachs
&
Co.
LLC
09/29/2026
487,460
—
4,740,000
CAD
3,428,683
USD
HSBC
Bank
USA
NA
09/29/2026
4,364
—
6,998,117
USD
5,990,000
EUR
HSBC
Bank
USA
NA
09/29/2026
—
(
33,120
)
4,483,608
USD
714,936,000
JPY
HSBC
Bank
USA
NA
09/29/2026
1,350
—
1,276,499
AUD
918,764
USD
JPMorgan
Chase
Bank
NA
09/16/2026
4,216
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
32,347,000
AUD
22,718,708
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
456,315
)
42,797,490
BRL
8,271,453
USD
JPMorgan
Chase
Bank
NA
09/16/2026
36,225
—
8,806,761
BRL
1,683,305
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
11,320
)
9,567,578
CAD
6,936,412
USD
JPMorgan
Chase
Bank
NA
09/16/2026
28,582
—
18,292,117
CAD
13,049,273
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
157,708
)
18,216,245
CHF
23,118,163
USD
JPMorgan
Chase
Bank
NA
09/16/2026
548,315
—
1,906,000
CHF
2,344,795
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
16,731
)
3,462,922,788
CLP
3,812,015
USD
JPMorgan
Chase
Bank
NA
09/16/2026
101,508
—
48,821,494
CNY
7,223,639
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
50,380
)
7,068,089,535
COP
2,249,335
USD
JPMorgan
Chase
Bank
NA
09/16/2026
63,177
—
8,050,000,000
COP
2,285,187
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
204,675
)
72,306,749
CZK
3,484,515
USD
JPMorgan
Chase
Bank
NA
09/16/2026
8,138
—
127,806,752
CZK
6,084,490
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
60,227
)
16,256,491
EUR
19,002,661
USD
JPMorgan
Chase
Bank
NA
09/16/2026
109,572
—
21,304,350
EUR
24,423,346
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
336,299
)
3,164,320
GBP
4,295,764
USD
JPMorgan
Chase
Bank
NA
09/16/2026
8,076
—
22,244,344
GBP
29,830,927
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
310,403
)
2,421,796,877
HUF
7,833,333
USD
JPMorgan
Chase
Bank
NA
09/16/2026
136,785
—
100,000,000
HUF
315,277
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
2,527
)
24,164,285,715
IDR
1,363,230
USD
JPMorgan
Chase
Bank
NA
09/16/2026
1,100
—
56,335,714,286
IDR
3,158,097
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
17,524
)
36,990,292
ILS
12,708,394
USD
JPMorgan
Chase
Bank
NA
09/16/2026
332,204
—
7,000,500
ILS
2,308,098
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
34,125
)
20,000,000
INR
210,410
USD
JPMorgan
Chase
Bank
NA
09/16/2026
328
—
1,315,164,883
INR
13,636,146
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
178,491
)
2,638,788,174
JPY
16,722,755
USD
JPMorgan
Chase
Bank
NA
09/16/2026
186,336
—
2,083,929,750
JPY
12,887,172
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
172,130
)
30,098,335,172
KRW
21,241,712
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
772,196
)
49,874,999
NOK
5,355,341
USD
JPMorgan
Chase
Bank
NA
09/16/2026
18,563
—
95,000,001
NOK
9,762,199
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
403,090
)
4,646,882
NZD
2,771,283
USD
JPMorgan
Chase
Bank
NA
09/16/2026
20,967
—
11,266,807
NZD
6,566,725
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
101,675
)
1,039,921
PEN
310,720
USD
JPMorgan
Chase
Bank
NA
09/16/2026
1,828
—
282,031,278
PHP
4,560,172
USD
JPMorgan
Chase
Bank
NA
09/16/2026
42,741
—
34,821,999
PLN
9,537,680
USD
JPMorgan
Chase
Bank
NA
09/16/2026
193,354
—
12,569,501
PLN
3,342,993
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
29,973
)
142,625,000
SEK
15,245,542
USD
JPMorgan
Chase
Bank
NA
09/16/2026
342,534
—
23,000,000
SEK
2,383,241
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
20,049
)
15,978,979
SGD
12,645,381
USD
JPMorgan
Chase
Bank
NA
09/16/2026
62,677
—
14,878,758
SGD
11,642,361
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
73,970
)
71,664,881
THB
2,200,708
USD
JPMorgan
Chase
Bank
NA
09/16/2026
37,189
—
61,000,000
THB
1,828,793
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
12,759
)
87,443,384
TWD
2,765,384
USD
JPMorgan
Chase
Bank
NA
09/16/2026
6,607
—
419,136,491
TWD
13,122,856
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
100,607
)
10,464,724
USD
14,771,500
AUD
JPMorgan
Chase
Bank
NA
09/16/2026
118,322
—
10,023,555
USD
13,949,498
AUD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
29,431
)
3,767,590
USD
19,757,037
BRL
JPMorgan
Chase
Bank
NA
09/16/2026
34,122
—
10,681,708
USD
55,114,502
BRL
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
76,401
)
12,024,597
USD
16,816,687
CAD
JPMorgan
Chase
Bank
NA
09/16/2026
117,120
—
12,305,547
USD
16,789,438
CAD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
183,507
)
4,811,275
USD
3,890,999
CHF
JPMorgan
Chase
Bank
NA
09/16/2026
9,655
—
19,690,286
USD
15,714,954
CHF
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
219,526
)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
211,904
USD
200,000,000
CLP
JPMorgan
Chase
Bank
NA
09/16/2026
2,396
—
3,585,751
USD
3,283,897,055
CLP
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
67,075
)
6,237,153
USD
41,973,133
CNY
JPMorgan
Chase
Bank
NA
09/16/2026
16,515
—
370,702
USD
2,486,992
CNY
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
159
)
4,551,452
USD
17,071,738,431
COP
JPMorgan
Chase
Bank
NA
09/16/2026
728,839
—
16,335
USD
50,000,000
COP
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
870
)
5,182,805
USD
109,000,000
CZK
JPMorgan
Chase
Bank
NA
09/16/2026
57,720
—
3,626,585
USD
75,048,666
CZK
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
18,381
)
23,621,826
USD
20,515,567
EUR
JPMorgan
Chase
Bank
NA
09/16/2026
221,105
—
19,948,188
USD
17,045,274
EUR
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
138,385
)
19,898,161
USD
14,850,724
GBP
JPMorgan
Chase
Bank
NA
09/16/2026
224,732
—
10,945,648
USD
8,037,093
GBP
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
55,299
)
332,584
USD
105,000,000
HUF
JPMorgan
Chase
Bank
NA
09/16/2026
1,109
—
5,504,176
USD
1,711,093,753
HUF
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
66,265
)
4,173,423
USD
75,000,000,000
IDR
JPMorgan
Chase
Bank
NA
09/16/2026
54,305
—
310,439
USD
5,500,000,001
IDR
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
407
)
7,512,952
USD
22,543,615
ILS
JPMorgan
Chase
Bank
NA
09/16/2026
29,678
—
4,968,093
USD
14,729,457
ILS
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
39,919
)
12,281,660
USD
1,183,914,883
INR
JPMorgan
Chase
Bank
NA
09/16/2026
154,309
—
947,338
USD
90,000,000
INR
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
1,969
)
6,561,595
USD
1,053,929,750
JPY
JPMorgan
Chase
Bank
NA
09/16/2026
43,036
—
25,214,514
USD
3,979,116,325
JPY
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
278,698
)
23,780,044
USD
35,868,199,911
KRW
JPMorgan
Chase
Bank
NA
09/16/2026
2,453,942
—
6,477,909
USD
62,000,001
NOK
JPMorgan
Chase
Bank
NA
09/16/2026
156,280
—
9,332,992
USD
86,911,131
NOK
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
33,233
)
5,590,308
USD
9,596,250
NZD
JPMorgan
Chase
Bank
NA
09/16/2026
89,351
—
3,597,129
USD
6,038,845
NZD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
22,963
)
431,846
USD
1,485,604
PEN
JPMorgan
Chase
Bank
NA
09/16/2026
9,427
—
5,787,990
USD
357,343,778
PHP
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
64,242
)
3,877,312
USD
14,593,000
PLN
JPMorgan
Chase
Bank
NA
09/16/2026
38,653
—
7,772,413
USD
28,677,566
PLN
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
76,916
)
3,417,498
USD
33,000,000
SEK
JPMorgan
Chase
Bank
NA
09/16/2026
30,702
—
11,763,112
USD
111,218,749
SEK
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
141,771
)
10,161,850
USD
13,049,907
SGD
JPMorgan
Chase
Bank
NA
09/16/2026
114,347
—
8,283,833
USD
10,511,626
SGD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
6,416
)
1,732,567
USD
57,803,988
THB
JPMorgan
Chase
Bank
NA
09/16/2026
12,502
—
1,710,349
USD
55,948,927
THB
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
21,283
)
6,953,720
USD
221,257,805
TWD
JPMorgan
Chase
Bank
NA
09/16/2026
26,808
—
13,564,556
USD
428,194,148
TWD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
55,338
)
12,927,687
USD
213,749,997
ZAR
JPMorgan
Chase
Bank
NA
09/16/2026
331,669
—
300,913
USD
4,821,202
ZAR
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
1,845
)
58,300,190
ZAR
3,638,334
USD
JPMorgan
Chase
Bank
NA
09/16/2026
21,853
—
129,443,609
ZAR
7,823,364
USD
JPMorgan
Chase
Bank
NA
09/16/2026
—
(
206,289
)
14,750,000
MXN
869,130
USD
JPMorgan
Chase
Bank
NA
09/17/2026
2,303
—
308,304,742
MXN
17,644,770
USD
JPMorgan
Chase
Bank
NA
09/17/2026
—
(
473,652
)
4,821,535
USD
83,175,529
MXN
JPMorgan
Chase
Bank
NA
09/17/2026
66,518
—
12,278,593
USD
208,397,828
MXN
JPMorgan
Chase
Bank
NA
09/17/2026
—
(
31,493
)
19,271,000
NOK
2,070,255
USD
JPMorgan
Chase
Bank
NA
09/29/2026
8,543
—
266,489
USD
450,000
NZD
JPMorgan
Chase
Bank
NA
09/29/2026
—
(
52
)
67,867,623
USD
642,610,000
SEK
JPMorgan
Chase
Bank
NA
09/29/2026
—
(
671,318
)
12,543,999
AUD
8,991,522
USD
JPMorgan
Chase
Bank
NA
12/16/2026
18,485
—
6,447,000
AUD
4,606,084
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
5,616
)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
182,000
BRL
34,460
USD
JPMorgan
Chase
Bank
NA
12/16/2026
76
—
45,500
BRL
8,549
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
47
)
56,124
CAD
40,715
USD
JPMorgan
Chase
Bank
NA
12/16/2026
19
—
84,186
CAD
61,025
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
19
)
2,426,958
CHF
3,058,581
USD
JPMorgan
Chase
Bank
NA
12/16/2026
20,330
—
1,237,588,485
CLP
1,351,329
USD
JPMorgan
Chase
Bank
NA
12/16/2026
24,044
—
5,278,988
CNY
791,826
USD
JPMorgan
Chase
Bank
NA
12/16/2026
245
—
17,419,657
CNY
2,609,992
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
2,073
)
50,408,040
CZK
2,440,062
USD
JPMorgan
Chase
Bank
NA
12/16/2026
14,441
—
2,918,270
EUR
3,417,274
USD
JPMorgan
Chase
Bank
NA
12/16/2026
13,685
—
5,246,542
GBP
7,143,965
USD
JPMorgan
Chase
Bank
NA
12/16/2026
33,846
—
1,254,999,998
HUF
4,022,396
USD
JPMorgan
Chase
Bank
NA
12/16/2026
46,103
—
5,500,000,000
IDR
308,343
USD
JPMorgan
Chase
Bank
NA
12/16/2026
444
—
5,499,999,999
IDR
307,174
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
726
)
5,366,456
ILS
1,813,323
USD
JPMorgan
Chase
Bank
NA
12/16/2026
11,942
—
12,809,115
ILS
4,292,152
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
7,540
)
250,000,000
INR
2,593,437
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
11,924
)
32,927,785
JPY
208,547
USD
JPMorgan
Chase
Bank
NA
12/16/2026
722
—
264,772,828
MXN
15,487,839
USD
JPMorgan
Chase
Bank
NA
12/16/2026
38,763
—
38,127,219
MXN
2,220,754
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
3,909
)
24,266,602
NOK
2,598,490
USD
JPMorgan
Chase
Bank
NA
12/16/2026
5,066
—
330,094
NZD
197,520
USD
JPMorgan
Chase
Bank
NA
12/16/2026
1,693
—
21,875,000
PHP
353,017
USD
JPMorgan
Chase
Bank
NA
12/16/2026
4,491
—
17,442,457
PLN
4,714,815
USD
JPMorgan
Chase
Bank
NA
12/16/2026
33,391
—
350,501
PLN
93,622
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
450
)
81,218,750
SEK
8,608,987
USD
JPMorgan
Chase
Bank
NA
12/16/2026
79,191
—
1,000,000
SEK
104,670
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
352
)
9,903,628
SGD
7,853,728
USD
JPMorgan
Chase
Bank
NA
12/16/2026
5,779
—
2,475,908
SGD
1,956,767
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
5,221
)
70,948,928
THB
2,174,420
USD
JPMorgan
Chase
Bank
NA
12/16/2026
15,549
—
18,803,988
THB
570,182
USD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
1,995
)
2,545,107
USD
13,557,760
BRL
JPMorgan
Chase
Bank
NA
12/16/2026
16,205
—
6,468,061
USD
34,162,254
BRL
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
14,180
)
5,066,403
USD
6,992,116
CAD
JPMorgan
Chase
Bank
NA
12/16/2026
3,608
—
4,236,816
USD
5,839,077
CAD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
2,880
)
354,492
USD
283,500
CHF
JPMorgan
Chase
Bank
NA
12/16/2026
415
—
2,108,746
USD
1,672,500
CHF
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
14,983
)
428,314
USD
400,000,000
CLP
JPMorgan
Chase
Bank
NA
12/16/2026
678
—
715,437
USD
662,922,792
CLP
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
4,465
)
177,742
USD
1,185,500
CNY
JPMorgan
Chase
Bank
NA
12/16/2026
23
—
1,647,052
USD
10,975,500
CNY
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
1,283
)
2,701,776
USD
8,668,089,536
COP
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
71,696
)
363,415
USD
7,500,000
CZK
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
2,517
)
528,965
USD
454,500
EUR
JPMorgan
Chase
Bank
NA
12/16/2026
1,120
—
10,847,344
USD
9,261,239
EUR
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
45,929
)
477,920
USD
149,296,873
HUF
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
4,894
)
1,824,702
USD
32,664,285,714
IDR
JPMorgan
Chase
Bank
NA
12/16/2026
3,903
—
2,446,813
USD
43,664,285,714
IDR
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
2,409
)
2,592,431
USD
250,019,494
INR
JPMorgan
Chase
Bank
NA
12/16/2026
13,134
—
725,472
USD
115,000,000
JPY
JPMorgan
Chase
Bank
NA
12/16/2026
357
—
6,685,935
USD
1,055,984,450
JPY
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
21,022
)
10,930,708
USD
15,098,335,169
KRW
JPMorgan
Chase
Bank
NA
12/16/2026
126,624
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
249,968
USD
4,291,666
MXN
JPMorgan
Chase
Bank
NA
12/16/2026
443
—
822,503
USD
14,062,500
MXN
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
1,978
)
3,250,655
USD
30,375,002
NOK
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
4,412
)
1,321,481
USD
2,206,540
NZD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
12,461
)
309,664
USD
1,039,921
PEN
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
1,745
)
2,374,486
USD
147,187,499
PHP
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
29,397
)
666,461
USD
2,467,499
PLN
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
4,203
)
90,912
USD
114,839
SGD
JPMorgan
Chase
Bank
NA
12/16/2026
90
—
1,237,133
USD
1,558,859
SGD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
1,843
)
6,154,115
USD
194,912,468
TWD
JPMorgan
Chase
Bank
NA
12/16/2026
10,900
—
4,678,831
USD
147,667,406
TWD
JPMorgan
Chase
Bank
NA
12/16/2026
—
(
8,160
)
6,097,040
USD
98,300,190
ZAR
JPMorgan
Chase
Bank
NA
12/17/2026
—
(
41,128
)
15,821,202
ZAR
982,134
USD
JPMorgan
Chase
Bank
NA
12/17/2026
7,447
—
31,850,000
AUD
22,739,850
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
79,099
)
19,105,000
BRL
3,624,039
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
52,208
)
1,350,000
CAD
954,458
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
20,248
)
13,700,000
CHF
17,648,180
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
673,940
—
1,650,000
CHF
2,027,893
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
16,449
)
1,000,000
EUR
1,170,692
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
8,505
—
1,400,000
EUR
1,599,333
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
27,729
)
6,350,000
GBP
8,498,482
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
105,838
)
802,730,000
INR
8,322,113
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
109,850
)
160,000,000
JPY
1,004,457
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
1,790
—
1,210,000,000
JPY
7,487,779
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
94,893
)
10,377,365,000
KRW
6,789,376
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
800,624
)
14,000,000
NOK
1,429,174
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
68,869
)
19,800,000
NZD
11,780,208
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
61,329
—
3,850,000
NZD
2,206,609
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
72,062
)
36,660,000
PLN
10,082,084
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
244,539
—
55,750,000
SEK
6,080,480
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
255,115
—
8,750,000
SEK
904,704
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
9,591
)
752,990,000
TRY
15,230,586
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
189,898
)
1,066,534
USD
1,500,000
AUD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
8,141
—
9,982,647
USD
51,200,000
BRL
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
130,579
)
1,948,432
USD
2,700,000
CAD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
979
—
8,886,658
USD
12,250,000
CAD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
42,110
)
557,263
USD
450,000
CHF
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
285
—
5,512,695
USD
4,800,000
EUR
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
65,805
—
8,556,240
USD
6,350,000
GBP
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
48,080
—
5,267,402
USD
505,730,000
INR
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
44,841
—
24,193,558
USD
3,830,000,000
JPY
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
192,208
)
9,456,685
USD
14,713,080,000
KRW
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
1,304,455
—
6,931,202
USD
66,750,000
NOK
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
211,253
—
18,343,768
USD
170,500,000
NOK
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
99,743
)
3,226,735
USD
5,500,000
NZD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
28,509
—
604,620
USD
2,225,000
PLN
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
7,551
)
1,317,456
USD
12,500,000
SEK
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
—
(
11,321
)
9,164,691
USD
455,635,000
TRY
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
166,259
—
9,842,150
USD
161,385,000
ZAR
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
168,897
—
11,675,000
ZAR
727,677
USD
Morgan
Stanley
&
Co.
International
PLC
09/16/2026
3,453
—
287,000,000
MXN
16,348,383
USD
Morgan
Stanley
&
Co.
International
PLC
09/17/2026
—
(
518,003
)
9,620,474
USD
169,320,000
MXN
Morgan
Stanley
&
Co.
International
PLC
09/17/2026
330,106
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Forward
foreign
currency
exchange
contracts
(continued)
Currency
to
be
sold
Currency
to
be
purchased
Counterparty
Settlement
date
Unrealized
appreciation
($)
Unrealized
depreciation
($)
6,958,275
USD
117,680,000
MXN
Morgan
Stanley
&
Co.
International
PLC
09/17/2026
—
(
42,469
)
141,369,000
NOK
14,938,327
USD
Morgan
Stanley
Capital
Services
LLC
09/29/2026
—
(
186,064
)
112,114,000
NZD
66,344,020
USD
Morgan
Stanley
Capital
Services
LLC
09/29/2026
—
(
36,525
)
1,306,704
USD
958,000
GBP
Morgan
Stanley
Capital
Services
LLC
09/29/2026
—
(
8,577
)
5,287,525
USD
838,879,000
JPY
Morgan
Stanley
Capital
Services
LLC
09/29/2026
—
(
25,043
)
5,138,000
CHF
6,425,229
USD
State
Street
Bank
&
Trust
Co.
09/29/2026
49,974
—
5,641,000
GBP
7,640,269
USD
State
Street
Bank
&
Trust
Co.
09/29/2026
—
(
3,507
)
5,174,810
USD
7,223,000
AUD
State
Street
Bank
&
Trust
Co.
09/29/2026
—
(
831
)
4,474,000
CHF
5,551,840
USD
UBS
AG
09/29/2026
479
—
22,144,000
GBP
30,021,418
USD
UBS
AG
09/29/2026
15,430
—
4,893,802
USD
4,214,000
EUR
UBS
AG
09/29/2026
6,113
—
75,640,000
AUD
53,832,647
USD
Wells
Fargo
Bank
NA
09/29/2026
—
(
349,793
)
975,000
CAD
703,454
USD
Wells
Fargo
Bank
NA
09/29/2026
—
(
915
)
3,931,000
NOK
420,388
USD
Wells
Fargo
Bank
NA
09/29/2026
—
(
171
)
38,420,783
USD
54,309,000
AUD
Wells
Fargo
Bank
NA
09/29/2026
481,837
—
36,824,179
USD
5,844,980,000
JPY
Wells
Fargo
Bank
NA
09/29/2026
—
(
157,273
)
Total
20,740,300
(
16,563,118
)
Long
futures
contracts
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
CBOT
10
Year
U.S.
Treasury
Notes
Futures
228
12/2026
USD
24,545,625
—
(
135,708
)
CBOT
5
Year
U.S.
Treasury
Notes
Futures
64
12/2026
USD
6,765,000
—
(
32,996
)
CBOT
Corn
Futures
46
12/2026
USD
1,236,825
152,598
—
CBOT
Corn
Futures
160
03/2027
USD
4,418,000
517,858
—
CBOT
Corn
Futures
88
05/2027
USD
2,457,400
249,646
—
CBOT
Soybean
Futures
39
11/2026
USD
2,511,600
112,275
—
CBOT
Soybean
Futures
28
01/2027
USD
1,824,550
101,003
—
CBOT
Soybean
Futures
55
03/2027
USD
3,599,750
279,833
—
CBOT
Soybean
Futures
27
05/2027
USD
1,773,900
139,394
—
CBOT
Soybean
Meal
Futures
12
12/2026
USD
414,360
30,970
—
CBOT
Soybean
Meal
Futures
27
01/2027
USD
939,060
73,408
—
CBOT
Soybean
Meal
Futures
53
03/2027
USD
1,851,820
161,028
—
CBOT
Soybean
Meal
Futures
27
05/2027
USD
947,700
79,377
—
CBOT
Soybean
Oil
Futures
20
12/2026
USD
853,440
29,197
—
CBOT
Soybean
Oil
Futures
27
01/2027
USD
1,151,982
8,239
—
CBOT
Soybean
Oil
Futures
53
03/2027
USD
2,259,390
58,148
—
CBOT
Soybean
Oil
Futures
27
05/2027
USD
1,149,714
46,490
—
CBOT
Wheat
Futures
1
12/2026
USD
38,700
725
—
CBOT
Wheat
Futures
78
03/2027
USD
3,074,175
435,963
—
CBOT
Wheat
Futures
39
05/2027
USD
1,547,325
190,882
—
CME
E-mini
NASDAQ
100
Index
Futures
2
09/2026
USD
1,180,520
—
(
18,525
)
CME
E-mini
Russell
2000
Index
Futures
12
09/2026
USD
1,775,220
—
(
43,120
)
CME
E-mini
S&P
500
Index
Futures
76
09/2026
USD
29,256,200
638,707
—
CME
E-mini
S&P
MidCap
400
Index
Futures
3
09/2026
USD
1,130,130
—
(
36,590
)
CME
Feeder
Cattle
Futures
45
10/2026
USD
7,133,063
—
(
503,546
)
CME
Lean
Hogs
Futures
444
10/2026
USD
14,860,680
37,506
—
CME
Lean
Hogs
Futures
20
12/2026
USD
593,200
—
(
52,991
)
CME
Lean
Hogs
Futures
20
02/2027
USD
612,200
—
(
11,117
)
CME
Lean
Hogs
Futures
37
04/2027
USD
1,214,710
—
(
17,333
)
CME
Live
Cattle
Futures
42
10/2026
USD
3,572,940
—
(
120,052
)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Long
futures
contracts
(continued)
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
CME
Live
Cattle
Futures
14
12/2026
USD
1,201,620
—
(
135,033
)
CME
Live
Cattle
Futures
14
02/2027
USD
1,212,260
—
(
100,079
)
CME
Live
Cattle
Futures
28
04/2027
USD
2,441,320
—
(
100,152
)
CME
Yen
Denominated
Nikkei
225
Index
Futures
1
09/2026
JPY
206,228
720
—
COMEX
Copper
Futures
40
03/2027
USD
6,786,500
232,185
—
COMEX
Copper
Futures
20
05/2027
USD
3,427,000
—
(
8,305
)
COMEX
Gold
100
Troy
Ounces
Futures
15
12/2026
USD
6,722,250
108,863
—
COMEX
Silver
Futures
8
12/2026
USD
2,679,600
—
(
88,390
)
E-mini
Dow
Jones
Industrial
Average
Index
Futures
15
09/2026
USD
3,993,000
—
(
12,020
)
Eurex
5
Year
Euro
BOBL
Futures
52
09/2026
EUR
6,843,385
—
(
38,563
)
Eurex
DAX
Index
Futures
17
09/2026
EUR
12,996,054
472,701
—
Eurex
EURO
STOXX
50
Futures
9
09/2026
EUR
672,920
11,714
—
Euronext
CAC
40
Index
Futures
168
09/2026
EUR
16,289,337
—
(
479,097
)
French
Government
Bond
Futures
138
09/2026
EUR
18,552,407
—
(
356,014
)
FTSE
100
Index
Futures
199
09/2026
GBP
29,218,747
—
(
50,911
)
FTSE
MIB
Index
Futures
8
09/2026
EUR
2,448,128
—
(
28,247
)
ICE
Brent
Crude
Oil
Futures
14
09/2026
USD
1,266,860
51,151
—
ICE
Brent
Crude
Oil
Futures
40
11/2026
USD
3,446,000
—
(
35,863
)
ICE
Brent
Crude
Oil
Futures
41
01/2027
USD
3,390,290
46,282
—
ICE
Brent
Crude
Oil
Futures
85
03/2027
USD
6,839,100
248,556
—
ICE
Gas
Oil
Futures
29
10/2026
USD
3,722,150
370,664
—
ICE
Gas
Oil
Futures
14
01/2027
USD
1,561,350
305,236
—
ICE
Gas
Oil
Futures
30
03/2027
USD
3,156,000
599,175
—
ICE
Gas
Oil
Futures
16
05/2027
USD
1,592,400
115,168
—
ICE
U.S.
mini
MSCI
EAFE
Index
Futures
3
09/2026
USD
484,320
12,160
—
ICE
U.S.
MSCI
Emerging
Markets
Index
Futures
6
09/2026
USD
513,330
—
(
1,595
)
KCBT
Hard
Red
Winter
Wheat
Futures
48
12/2026
USD
2,011,200
24,926
—
KCBT
Hard
Red
Winter
Wheat
Futures
50
03/2027
USD
2,128,125
310,468
—
KCBT
Hard
Red
Winter
Wheat
Futures
25
05/2027
USD
1,068,750
114,960
—
LME
Copper
Futures
23
09/2026
USD
8,316,185
412,706
—
LME
Copper
Futures
11
12/2026
USD
3,928,023
45,616
—
LME
Lead
Futures
332
09/2026
USD
15,633,216
—
(
269,202
)
LME
Lead
Futures
139
11/2026
USD
6,613,759
—
(
57,545
)
LME
Lead
Futures
16
01/2027
USD
771,008
—
(
36,046
)
LME
Lead
Futures
16
03/2027
USD
779,308
—
(
16,854
)
LME
Lead
Futures
7
05/2027
USD
344,928
—
(
1,358
)
LME
Nickel
Futures
188
09/2026
USD
18,860,893
—
(
127,448
)
LME
Nickel
Futures
20
11/2026
USD
2,021,485
—
(
117,138
)
LME
Nickel
Futures
2
12/2026
USD
202,908
545
—
LME
Nickel
Futures
19
01/2027
USD
1,935,719
—
(
175,023
)
LME
Nickel
Futures
20
03/2027
USD
2,052,239
—
(
67,124
)
LME
Nickel
Futures
8
05/2027
USD
827,280
—
(
4,293
)
LME
Primary
Aluminum
Futures
382
09/2026
USD
30,983,256
87,283
—
LME
Primary
Aluminum
Futures
37
10/2026
USD
3,000,339
26,296
—
LME
Primary
Aluminum
Futures
90
11/2026
USD
7,302,105
—
(
50,877
)
LME
Primary
Aluminum
Futures
5
12/2026
USD
405,694
567
—
LME
Primary
Aluminum
Futures
47
01/2027
USD
3,809,702
—
(
180,082
)
LME
Primary
Aluminum
Futures
46
03/2027
USD
3,718,008
—
(
43,997
)
LME
Primary
Aluminum
Futures
21
05/2027
USD
1,691,314
—
(
27,147
)
LME
Zinc
Futures
249
09/2026
USD
24,733,979
2,742,434
—
LME
Zinc
Futures
70
11/2026
USD
6,806,398
513,810
—
LME
Zinc
Futures
9
12/2026
USD
870,244
19,187
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Long
futures
contracts
(continued)
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
LME
Zinc
Futures
25
01/2027
USD
2,410,313
282,958
—
LME
Zinc
Futures
25
03/2027
USD
2,397,969
199,253
—
LME
Zinc
Futures
11
05/2027
USD
1,050,706
35,329
—
Long
Gilt
Futures
463
12/2026
GBP
54,041,249
—
(
101,810
)
MDE
Kuala
Lumpur
Composite
Index
Futures
3
09/2026
MYR
63,338
—
(
279
)
MEFF
Madrid
IBEX
35
Index
Futures
38
09/2026
EUR
8,837,707
—
(
3,821
)
MexDer
Mexican
Bolsa
Index
Futures
41
09/2026
MXN
1,579,553
4,454
—
Montreal
Exchange
10
Year
Canadian
Bond
Futures
599
12/2026
CAD
50,653,198
4,790
—
Montreal
Exchange
S&P/TSX
60
Index
Futures
25
09/2026
CAD
7,679,570
267,315
—
NYBOT
CSC
C
Coffee
Futures
53
12/2026
USD
6,191,063
—
(
133,024
)
NYBOT
CSC
C
Coffee
Futures
20
03/2027
USD
2,244,750
—
(
1,114
)
NYBOT
CSC
C
Coffee
Futures
10
05/2027
USD
1,108,500
—
(
26,051
)
NYBOT
CSC
Cocoa
Futures
26
03/2027
USD
1,795,300
244,877
—
NYBOT
CSC
Cocoa
Futures
13
05/2027
USD
904,150
131,249
—
NYBOT
CSC
Number
11
World
Sugar
Futures
174
02/2027
USD
3,669,590
643,161
—
NYBOT
CSC
Number
11
World
Sugar
Futures
60
04/2027
USD
1,231,776
71,024
—
NYBOT
CTN
Number
2
Cotton
Futures
8
12/2026
USD
372,560
21,850
—
NYBOT
CTN
Number
2
Cotton
Futures
44
03/2027
USD
2,093,080
346,124
—
NYBOT
CTN
Number
2
Cotton
Futures
22
05/2027
USD
1,058,750
100,317
—
NYMEX
Henry
Hub
Natural
Gas
Futures
211
09/2026
USD
6,192,850
316,890
—
NYMEX
Henry
Hub
Natural
Gas
Futures
67
12/2026
USD
2,641,810
—
(
307,527
)
NYMEX
Henry
Hub
Natural
Gas
Futures
181
02/2027
USD
5,277,960
—
(
281,144
)
NYMEX
Henry
Hub
Natural
Gas
Futures
94
04/2027
USD
2,621,660
—
(
43,695
)
NYMEX
Light
Sweet
Crude
Oil
Futures
75
09/2026
USD
6,432,000
614,360
—
NYMEX
Light
Sweet
Crude
Oil
Futures
34
12/2026
USD
2,724,080
19,245
—
NYMEX
Light
Sweet
Crude
Oil
Futures
70
02/2027
USD
5,381,600
304,332
—
NYMEX
Light
Sweet
Crude
Oil
Futures
36
04/2027
USD
2,691,360
53,966
—
NYMEX
NY
Harbor
ULSD
Futures
12
09/2026
USD
2,222,942
157,702
—
NYMEX
NY
Harbor
ULSD
Futures
7
12/2026
USD
1,161,388
205,342
—
NYMEX
NY
Harbor
ULSD
Futures
16
02/2027
USD
2,504,141
428,203
—
NYMEX
NY
Harbor
ULSD
Futures
8
04/2027
USD
1,176,672
69,692
—
NYMEX
Palladium
Futures
18
12/2026
USD
2,480,940
61,364
—
NYMEX
Platinum
Futures
32
10/2026
USD
2,870,720
216,509
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
13
09/2026
USD
1,680,042
127,569
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
82
10/2026
USD
9,950,405
507,376
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
9
12/2026
USD
998,563
74,748
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
18
02/2027
USD
1,978,528
176,762
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
9
04/2027
USD
1,056,321
43,206
—
OML
Stockholm
OMXS30
Index
Futures
55
09/2026
SEK
1,903,651
27,728
—
Robusta
Coffee
Futures
10-Tonne
3
11/2026
USD
105,870
—
(
7,558
)
SFE
3
Year
Australian
Bond
Futures
49
09/2026
AUD
3,641,663
—
(
13,130
)
SGX
Asiaclear
TSI
Iron
Ore
CFR
China
62%
FE
Fines
Index
Futures
74
09/2026
USD
737,040
18,380
—
SGX
FTSE
Taiwan
Index
Futures
53
09/2026
USD
8,494,310
176,614
—
SGX
MSCI
Singapore
Index
Futures
279
09/2026
SGD
11,950,401
37,319
—
TEF
SET50
Index
Futures
798
09/2026
THB
5,141,758
—
(
35,288
)
TSE
Japanese
10
Year
Bond
Futures
53
09/2026
JPY
41,792,864
—
(
510,923
)
TSE
TOPIX
(Tokyo
Price
Index)
Futures
34
09/2026
JPY
8,866,604
148,091
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Long
futures
contracts
(continued)
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
WSE
WIG20
Index
Futures
147
09/2026
PLN
3,169,977
19,973
—
Total
16,374,692
(
5,045,745
)
Short
futures
contracts
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
CBOT
10
Year
U.S.
Treasury
Notes
Futures
(
385
)
12/2026
USD
(
41,447,656
)
149,827
—
CBOT
2
Year
U.S.
Treasury
Notes
Futures
(
108
)
12/2026
USD
(
22,165,313
)
39,823
—
CBOT
5
Year
U.S.
Treasury
Notes
Futures
(
106
)
12/2026
USD
(
11,204,531
)
46,528
—
CBOT
Corn
Futures
(
775
)
12/2026
USD
(
20,837,813
)
—
(
2,263,812
)
CBOT
Soybean
Futures
(
273
)
11/2026
USD
(
17,581,200
)
—
(
1,141,001
)
CBOT
Soybean
Meal
Futures
(
246
)
12/2026
USD
(
8,494,380
)
—
(
321,206
)
CBOT
Soybean
Oil
Futures
(
49
)
10/2026
USD
(
2,082,402
)
—
(
104,190
)
CBOT
Soybean
Oil
Futures
(
148
)
12/2026
USD
(
6,315,456
)
—
(
165,672
)
CBOT
U.S.
Long
Bond
Futures
(
198
)
12/2026
USD
(
21,507,750
)
—
(
29,900
)
CBOT
Wheat
Futures
(
414
)
12/2026
USD
(
16,021,800
)
—
(
1,550,234
)
CME
E-mini
S&P
500
Index
Futures
(
5
)
09/2026
USD
(
1,924,750
)
—
(
3,217
)
CME
Live
Cattle
Futures
(
94
)
10/2026
USD
(
7,996,580
)
52,163
—
Cocoa
Futures
(
8
)
12/2026
GBP
(
526,716
)
—
(
53,275
)
COMEX
Copper
Futures
(
186
)
12/2026
USD
(
31,096,875
)
125,065
—
Eurex
10
Year
Euro
BUND
Futures
(
313
)
09/2026
EUR
(
44,813,020
)
713,040
—
Eurex
10
Year
Euro
BUND
Futures
(
3
)
12/2026
EUR
(
426,591
)
151
—
Eurex
2
Year
Euro
SCHATZ
Futures
(
87
)
09/2026
EUR
(
10,640,565
)
17,365
—
Eurex
2
Year
Euro
SCHATZ
Futures
(
11
)
12/2026
EUR
(
1,343,826
)
110
—
Eurex
30
Year
Euro
BUXL
Futures
(
8
)
09/2026
EUR
(
963,250
)
19,793
—
Eurex
30
Year
Euro
BUXL
Futures
(
1
)
12/2026
EUR
(
119,733
)
511
—
Eurex
5
Year
Euro
BOBL
Futures
(
5
)
12/2026
EUR
(
659,818
)
244
—
Eurex
EURO
STOXX
50
Futures
(
290
)
09/2026
EUR
(
21,682,992
)
—
(
210,157
)
Euro-BTP
Italian
Bond
Futures
(
75
)
09/2026
EUR
(
10,031,431
)
222,659
—
Euronext
CAC
40
Index
Futures
(
60
)
09/2026
EUR
(
5,817,620
)
164,871
—
French
Government
Bond
Futures
(
147
)
09/2026
EUR
(
19,762,347
)
603,738
—
FTSE
100
Index
Futures
(
24
)
09/2026
GBP
(
3,523,869
)
—
(
88,576
)
FTSE
MIB
Index
Futures
(
44
)
09/2026
EUR
(
13,464,705
)
—
(
149,146
)
ICE
Brent
Crude
Oil
Futures
(
66
)
09/2026
USD
(
5,972,340
)
—
(
49,446
)
ICE
Gas
Oil
Futures
(
27
)
11/2026
USD
(
3,285,900
)
—
(
177,112
)
ICE
U.S.
MSCI
Emerging
Markets
Index
Futures
(
36
)
09/2026
USD
(
3,079,980
)
—
(
126,473
)
IFSC
NIFTY
50
Index
Futures
(
119
)
09/2026
USD
(
5,765,788
)
29,421
—
KFE
KOSPI
200
Index
Futures
(
8
)
09/2026
KRW
(
1,560,500
)
—
(
19,614
)
LME
Copper
Futures
(
23
)
09/2026
USD
(
8,316,185
)
—
(
344,929
)
LME
Copper
Futures
(
11
)
12/2026
USD
(
3,928,023
)
—
(
49,615
)
LME
Lead
Futures
(
332
)
09/2026
USD
(
15,633,216
)
—
(
11,675
)
LME
Lead
Futures
(
55
)
10/2026
USD
(
2,606,244
)
4,139
—
LME
Lead
Futures
(
33
)
11/2026
USD
(
1,570,173
)
20,146
—
LME
Lead
Futures
(
9
)
01/2027
USD
(
433,692
)
—
(
924
)
LME
Lead
Futures
(
3
)
03/2027
USD
(
146,120
)
—
(
50
)
LME
Lead
Futures
(
1
)
05/2027
USD
(
49,275
)
477
—
LME
Nickel
Futures
(
188
)
09/2026
USD
(
18,860,893
)
1,174,637
—
LME
Nickel
Futures
(
19
)
10/2026
USD
(
1,913,243
)
13,225
—
LME
Nickel
Futures
(
40
)
11/2026
USD
(
4,042,970
)
136,147
—
LME
Nickel
Futures
(
2
)
12/2026
USD
(
202,908
)
1,046
—
LME
Nickel
Futures
(
11
)
01/2027
USD
(
1,120,679
)
—
(
1,775
)
LME
Nickel
Futures
(
5
)
03/2027
USD
(
513,060
)
9,240
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Short
futures
contracts
(continued)
Description
Number
of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation
($)
Value/Unrealized
depreciation
($)
LME
Nickel
Futures
(
1
)
05/2027
USD
(
103,410
)
1,123
—
LME
Primary
Aluminum
Futures
(
382
)
09/2026
USD
(
30,983,256
)
613,212
—
LME
Primary
Aluminum
Futures
(
211
)
11/2026
USD
(
17,119,379
)
428,286
—
LME
Primary
Aluminum
Futures
(
4
)
12/2026
USD
(
324,555
)
—
(
3,571
)
LME
Primary
Aluminum
Futures
(
28
)
01/2027
USD
(
2,269,610
)
—
(
54,151
)
LME
Primary
Aluminum
Futures
(
8
)
03/2027
USD
(
646,610
)
—
(
14,038
)
LME
Primary
Aluminum
Futures
(
2
)
05/2027
USD
(
161,077
)
—
(
167
)
LME
Zinc
Futures
(
249
)
09/2026
USD
(
24,733,979
)
—
(
2,359,494
)
LME
Zinc
Futures
(
11
)
10/2026
USD
(
1,075,591
)
—
(
12,316
)
LME
Zinc
Futures
(
21
)
11/2026
USD
(
2,041,919
)
—
(
180,437
)
LME
Zinc
Futures
(
15
)
01/2027
USD
(
1,446,188
)
—
(
108,429
)
LME
Zinc
Futures
(
4
)
03/2027
USD
(
383,675
)
—
(
18,677
)
LME
Zinc
Futures
(
1
)
05/2027
USD
(
95,519
)
—
(
978
)
MEFF
Madrid
IBEX
35
Index
Futures
(
61
)
09/2026
EUR
(
14,186,846
)
36,774
—
Montreal
Exchange
10
Year
Canadian
Bond
Futures
(
71
)
12/2026
CAD
(
6,003,968
)
19,189
—
Montreal
Exchange
S&P/TSX
60
Index
Futures
(
11
)
09/2026
CAD
(
3,379,011
)
23,859
—
NYBOT
CSC
C
Coffee
Futures
(
4
)
12/2026
USD
(
467,250
)
31,035
—
NYBOT
CSC
Cocoa
Futures
(
141
)
12/2026
USD
(
9,547,110
)
—
(
1,071,797
)
NYBOT
CSC
Number
11
World
Sugar
Futures
(
759
)
09/2026
USD
(
15,139,925
)
—
(
1,462,796
)
NYBOT
CTN
Number
2
Cotton
Futures
(
198
)
12/2026
USD
(
9,220,860
)
—
(
1,064,850
)
NYMEX
Henry
Hub
Natural
Gas
Futures
(
17
)
10/2026
USD
(
520,880
)
—
(
11,839
)
NYMEX
Light
Sweet
Crude
Oil
Futures
(
86
)
10/2026
USD
(
7,229,160
)
—
(
399,192
)
NYMEX
NY
Harbor
ULSD
Futures
(
2
)
10/2026
USD
(
357,143
)
127
—
NYMEX
Reformulated
Gasoline
Blendstock
for
Oxygen
Blending
RBOB
Futures
(
9
)
09/2026
USD
(
1,163,106
)
—
(
48,376
)
OML
Stockholm
OMXS30
Index
Futures
(
59
)
09/2026
SEK
(
2,042,098
)
—
(
38,790
)
SAFEX
FTSE/JSE
Top
40
Index
Futures
(
61
)
09/2026
ZAR
(
4,106,730
)
—
(
8,105
)
SFE
10
Year
Australian
Bond
Futures
(
978
)
09/2026
AUD
(
75,005,109
)
808,405
—
SFE
S&P
ASX
Share
Price
Index
200
Futures
(
271
)
09/2026
AUD
(
43,811,193
)
—
(
673,928
)
SGX
FTSE
China
A50
Futures
Contract
(
76
)
09/2026
USD
(
1,117,352
)
—
(
16,952
)
SGX
Mini
Japan
Government
10
Year
Bond
Futures
(
6
)
09/2026
JPY
(
473,127
)
4,695
—
TSE
Japanese
10
Year
Bond
Futures
(
15
)
09/2026
JPY
(
11,828,169
)
117,730
—
TurkDEX
ISE
30
Futures
(
1,631
)
10/2026
TRY
(
5,813,268
)
70,890
—
Ultra
U.S.
Treasury
Bond
Futures
(
125
)
12/2026
USD
(
13,753,906
)
92,555
—
Total
5,792,246
(
14,410,882
)
OTC
Option
Contracts
Purchased
Call
option
contracts
purchased
Description
Counterparty
Trading
currency
Notional
amount
Number
of
contracts
Exercise
price/Rate
Expiration
date
Cost
($)
Value
($)
10
Year
Interest
Rate
Swap,
receive
exercise
rate
and
pays
1
day
USD
SOFR
Citibank
NA
USD
10,000,000
10,000,000
3.50
12/01/2026
173,500
2,998
30
Year
Interest
Rate
Swap,
receive
exercise
rate
and
pays
1
day
USD
SOFR
Morgan
Stanley
Capital
Services
LLC
USD
2,613,000
2,613,000
3.50
10/29/2026
70,682
183
5
Year
Interest
Rate
Swap,
receive
exercise
rate
and
pays
1
day
USD
SOFR
Citibank
NA
USD
5,000,000
5,000,000
3.50
10/08/2026
46,000
429
Total
290,182
3,610
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Cleared
interest
rate
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
3
mo.
AUD
Bank
Bill
Swap
Fixed
rate
of
4.500%
Receives
Quarterly,
Pays
Quarterly
09/07/2028
AUD
98,200,000
247,070
292,201
—
—
(45,131)
Fixed
rate
of
4.000%
3
mo.
NZD
Bank
Bill
Receives
Semi-
annual,
Pays
Quarterly
09/13/2028
NZD
800,000
2,331
2,269
—
62
—
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
09/20/2028
USD
17,800,000
74,034
52,271
—
21,763
—
1
day
GBP
SONIA
Fixed
rate
of
4.500%
Receives
Annually,
Pays
Annually
09/20/2028
GBP
4,900,000
(20,478)
—
(28,158)
7,680
—
1
day
CAD
CORRA
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Semi-annual
09/20/2028
CAD
6,400,000
(6,008)
—
(7,956)
1,948
—
Fixed
rate
of
0.500%
1
day
CHF
SARON
Receives
Annually,
Pays
Annually
09/20/2028
CHF
45,200,000
307,076
433,419
—
—
(126,343)
3
mo.
AUD
Bank
Bill
Swap
Fixed
rate
of
4.500%
Receives
Quarterly,
Pays
Quarterly
12/07/2028
AUD
184,400,000
463,749
—
(53,874)
517,623
—
3
mo.
NZD
Bank
Bill
Fixed
rate
of
4.000%
Receives
Quarterly,
Pays
Semi-annual
12/13/2028
NZD
125,000,000
(188,263)
—
(260,809)
72,546
—
1
day
JPY
TONA
Fixed
rate
of
1.500%
Receives
Annually,
Pays
Annually
12/20/2028
JPY
32,597,200,000
1,775,022
769,272
—
1,005,750
—
1
day
GBP
SONIA
Fixed
rate
of
4.500%
Receives
Annually,
Pays
Annually
12/20/2028
GBP
180,600,000
(432,604)
—
(1,055,973)
623,369
—
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
12/20/2028
USD
15,400,000
74,166
24,523
—
49,643
—
6
mo.
NOK
NIBOR
Fixed
rate
of
5.000%
Receives
Semi-
annual,
Pays
Annually
12/20/2028
NOK
174,300,000
(9,370)
—
(56,756)
47,386
—
Fixed
rate
of
0.500%
1
day
CHF
SARON
Receives
Annually,
Pays
Annually
12/20/2028
CHF
65,200,000
321,834
389,016
—
—
(67,182)
Fixed
rate
of
3.000%
1
day
CAD
CORRA
Receives
Semi-
annual,
Pays
Semi-annual
12/20/2028
CAD
86,200,000
(69,883)
23,503
—
—
(93,386)
Fixed
rate
of
3.000%
6
mo.
EURIBOR
Receives
Annually,
Pays
Semi-annual
12/20/2028
EUR
121,600,000
(602,732)
—
(259,934)
—
(342,798)
Fixed
rate
of
2.500%
3
mo.
SEK
STIBOR
Receives
Annually,
Pays
Quarterly
12/20/2028
SEK
1,618,600,000
(1,231,993)
—
(613,497)
—
(618,496)
3
mo.
NZD
Bank
Bill
Fixed
rate
of
4.000%
Receives
Quarterly,
Pays
Semi-annual
03/14/2029
NZD
16,600,000
(9,173)
—
(9,596)
423
—
Fixed
rate
of
4.000%
1
day
USD
SOFR
Receives
Annually,
Pays
Annually
03/21/2029
USD
24,000,000
(118,209)
—
(123,746)
5,537
—
1
day
JPY
TONA
Fixed
rate
of
2.000%
Receives
Annually,
Pays
Annually
03/21/2029
JPY
1,440,000,000
10,392
9,779
—
613
—
1
day
CHF
SARON
Fixed
rate
of
0.500%
Receives
Annually,
Pays
Annually
03/21/2029
CHF
400,000
(1,444)
—
(1,598)
154
—
Fixed
rate
of
5.000%
6
mo.
NOK
NIBOR
Receives
Annually,
Pays
Semi-annual
03/21/2029
NOK
1,000,000
161
158
—
3
—
1
day
CAD
CORRA
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Semi-annual
03/21/2029
CAD
1,400,000
3,298
3,549
—
—
(251)
Fixed
rate
of
3.000%
3
mo.
SEK
STIBOR
Receives
Annually,
Pays
Quarterly
03/21/2029
SEK
4,000,000
264
694
—
—
(430)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Cleared
interest
rate
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
Fixed
rate
of
3.000%
6
mo.
EURIBOR
Receives
Annually,
Pays
Semi-annual
03/21/2029
EUR
24,300,000
(137,648)
—
(120,207)
—
(17,441)
Fixed
rate
of
4.000%
3
mo.
NZD
Bank
Bill
Receives
Semi-
annual,
Pays
Quarterly
09/10/2031
NZD
4,200,000
(8,694)
—
(1,816)
—
(6,878)
1
day
GBP
SONIA
Fixed
rate
of
4.500%
Receives
Annually,
Pays
Annually
09/17/2031
GBP
4,400,000
(19,308)
—
(62,067)
42,759
—
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
09/17/2031
USD
900,000
9,318
—
(1,593)
10,911
—
1
day
JPY
TONA
Fixed
rate
of
2.000%
Receives
Annually,
Pays
Annually
09/17/2031
JPY
67,900,000
5,475
—
(473)
5,948
—
1
day
CAD
CORRA
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Semi-annual
09/17/2031
CAD
600,000
4,012
1,157
—
2,855
—
3
mo.
SEK
STIBOR
Fixed
rate
of
3.000%
Receives
Quarterly,
Pays
Annually
09/17/2031
SEK
100,000
1
—
(82)
83
—
3
mo.
NZD
Bank
Bill
Fixed
rate
of
4.000%
Receives
Quarterly,
Pays
Semi-annual
12/10/2031
NZD
600,000
2,438
2,288
—
150
—
Fixed
rate
of
5.000%
6
mo.
AUD
Bank
Bill
Swap
Receives
Semi-
annual,
Pays
Semi-annual
12/11/2031
AUD
9,400,000
9,049
24,405
—
—
(15,356)
6
mo.
EURIBOR
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Annually
12/17/2031
EUR
57,400,000
748,537
48,543
—
699,994
—
6
mo.
NOK
NIBOR
Fixed
rate
of
4.500%
Receives
Semi-
annual,
Pays
Annually
12/17/2031
NOK
326,100,000
230,775
—
(63,658)
294,433
—
1
day
JPY
TONA
Fixed
rate
of
2.000%
Receives
Annually,
Pays
Annually
12/17/2031
JPY
3,116,500,000
330,597
115,174
—
215,423
—
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
12/17/2031
USD
14,100,000
158,010
92,911
—
65,099
—
1
day
CHF
SARON
Fixed
rate
of
0.500%
Receives
Annually,
Pays
Annually
12/17/2031
CHF
21,100,000
(4,696)
—
(40,799)
36,103
—
Fixed
rate
of
4.500%
1
day
GBP
SONIA
Receives
Annually,
Pays
Annually
12/17/2031
GBP
12,200,000
24,097
85,993
—
—
(61,896)
Fixed
rate
of
3.000%
1
day
CAD
CORRA
Receives
Semi-
annual,
Pays
Semi-annual
12/17/2031
CAD
27,300,000
(238,312)
—
(138,050)
—
(100,262)
Fixed
rate
of
3.000%
3
mo.
SEK
STIBOR
Receives
Annually,
Pays
Quarterly
12/17/2031
SEK
275,100,000
(84,061)
80,721
—
—
(164,782)
Fixed
rate
of
4.000%
1
day
GBP
SONIA
Receives
Annually,
Pays
Annually
12/17/2031
GBP
17,600,000
(484,375)
—
(296,119)
—
(188,256)
Fixed
rate
of
2.500%
3
mo.
SEK
STIBOR
Receives
Annually,
Pays
Quarterly
12/17/2031
SEK
197,000,000
(533,808)
—
(118,507)
—
(415,301)
3
mo.
NZD
Bank
Bill
Fixed
rate
of
4.000%
Receives
Quarterly,
Pays
Semi-annual
03/10/2032
NZD
100,000
560
593
—
—
(33)
Fixed
rate
of
5.000%
6
mo.
AUD
Bank
Bill
Swap
Receives
Semi-
annual,
Pays
Semi-annual
03/11/2032
AUD
400,000
344
468
—
—
(124)
6
mo.
EURIBOR
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Annually
03/17/2032
EUR
200,000
2,790
2,365
—
425
—
1
day
JPY
TONA
Fixed
rate
of
2.500%
Receives
Annually,
Pays
Annually
03/17/2032
JPY
10,000,000
(151)
—
(178)
27
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Cleared
interest
rate
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
1
day
CAD
CORRA
Fixed
rate
of
3.500%
Receives
Semi-
annual,
Pays
Semi-annual
03/17/2032
CAD
100,000
(587)
—
(522)
—
(65)
3
mo.
NZD
Bank
Bill
Fixed
rate
of
4.449%
Receives
Quarterly,
Pays
Semi-annual
08/05/2036
NZD
31,000,000
(45,785)
—
—
—
(45,785)
Fixed
rate
of
4.500%
3
mo.
NZD
Bank
Bill
Receives
Semi-
annual,
Pays
Quarterly
09/10/2036
NZD
1,400,000
3,455
27,486
—
—
(24,031)
Fixed
rate
of
5.000%
6
mo.
AUD
Bank
Bill
Swap
Receives
Semi-
annual,
Pays
Semi-annual
09/11/2036
AUD
26,900,000
(262,402)
—
(165,194)
—
(97,208)
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
09/17/2036
USD
1,100,000
33,055
6,351
—
26,704
—
1
day
GBP
SONIA
Fixed
rate
of
4.500%
Receives
Annually,
Pays
Annually
09/17/2036
GBP
2,400,000
48,606
27,964
—
20,642
—
1
day
CHF
SARON
Fixed
rate
of
0.500%
Receives
Annually,
Pays
Annually
09/17/2036
CHF
10,000,000
247,917
240,982
—
6,935
—
1
day
CAD
CORRA
Fixed
rate
of
3.500%
Receives
Semi-
annual,
Pays
Semi-annual
09/17/2036
CAD
300,000
255
—
(6,208)
6,463
—
6
mo.
EURIBOR
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Annually
09/17/2036
EUR
100,000
3,566
1,594
—
1,972
—
Fixed
rate
of
2.500%
1
day
JPY
TONA
Receives
Annually,
Pays
Annually
09/17/2036
JPY
11,800,000
(2,091)
—
(1,782)
—
(309)
Fixed
rate
of
4.500%
3
mo.
NZD
Bank
Bill
Receives
Semi-
annual,
Pays
Quarterly
12/10/2036
NZD
45,700,000
(12,594)
50,978
—
—
(63,572)
Fixed
rate
of
5.000%
6
mo.
AUD
Bank
Bill
Swap
Receives
Semi-
annual,
Pays
Semi-annual
12/11/2036
AUD
49,300,000
(533,133)
—
(2,811)
—
(530,322)
6
mo.
EURIBOR
Fixed
rate
of
3.000%
Receives
Semi-
annual,
Pays
Annually
12/17/2036
EUR
79,500,000
3,002,806
1,731,179
—
1,271,627
—
6
mo.
NOK
NIBOR
Fixed
rate
of
4.500%
Receives
Semi-
annual,
Pays
Annually
12/17/2036
NOK
135,100,000
5,466
—
(225,491)
230,957
—
1
day
CHF
SARON
Fixed
rate
of
0.500%
Receives
Annually,
Pays
Annually
12/17/2036
CHF
31,100,000
884,804
727,490
—
157,314
—
1
day
USD
SOFR
Fixed
rate
of
4.000%
Receives
Annually,
Pays
Annually
12/17/2036
USD
21,000,000
661,422
527,353
—
134,069
—
3
mo.
SEK
STIBOR
Fixed
rate
of
3.000%
Receives
Quarterly,
Pays
Annually
12/17/2036
SEK
89,000,000
217,282
136,451
—
80,831
—
Fixed
rate
of
2.500%
1
day
JPY
TONA
Receives
Annually,
Pays
Annually
12/17/2036
JPY
4,316,500,000
(921,702)
—
(602,368)
—
(319,334)
Fixed
rate
of
4.500%
1
day
GBP
SONIA
Receives
Annually,
Pays
Annually
12/17/2036
GBP
55,000,000
(1,324,601)
—
(478,226)
—
(846,375)
Fixed
rate
of
4.500%
3
mo.
NZD
Bank
Bill
Receives
Semi-
annual,
Pays
Quarterly
03/11/2037
NZD
3,700,000
(8,878)
—
(9,409)
531
—
6
mo.
AUD
Bank
Bill
Swap
Fixed
rate
of
5.000%
Receives
Semi-
annual,
Pays
Semi-annual
03/12/2037
AUD
100,000
1,160
1,050
—
110
—
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Cleared
interest
rate
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
6
mo.
EURIBOR
Fixed
rate
of
3.500%
Receives
Semi-
annual,
Pays
Annually
03/18/2037
EUR
5,900,000
(54,679)
—
(68,709)
14,030
—
1
day
CHF
SARON
Fixed
rate
of
0.500%
Receives
Annually,
Pays
Annually
03/18/2037
CHF
100,000
3,225
2,988
—
237
—
1
day
CAD
CORRA
Fixed
rate
of
3.500%
Receives
Semi-
annual,
Pays
Semi-annual
03/18/2037
CAD
100,000
628
729
—
—
(101)
Fixed
rate
of
3.000%
1
day
JPY
TONA
Receives
Annually,
Pays
Annually
03/18/2037
JPY
340,000,000
5,953
7,588
—
—
(1,635)
1
day
USD
SOFR
Fixed
rate
of
4.500%
Receives
Annually,
Pays
Annually
03/18/2037
USD
5,700,000
(40,307)
—
(31,624)
—
(8,683)
Fixed
rate
of
3.000%
6
mo.
EURIBOR
Receives
Annually,
Pays
Semi-annual
09/20/2056
EUR
200,000
(18,978)
—
(7,102)
—
(11,876)
Fixed
rate
of
5.000%
1
day
GBP
SONIA
Receives
Annually,
Pays
Annually
09/20/2056
GBP
4,600,000
(94,017)
32,776
—
—
(126,793)
Fixed
rate
of
4.500%
1
day
USD
SOFR
Receives
Annually,
Pays
Annually
12/20/2056
USD
3,000,000
(31,679)
17,072
—
—
(48,751)
Fixed
rate
of
5.000%
1
day
GBP
SONIA
Receives
Annually,
Pays
Annually
12/20/2056
GBP
2,500,000
(59,880)
7,419
—
—
(67,299)
Fixed
rate
of
3.000%
6
mo.
EURIBOR
Receives
Annually,
Pays
Semi-annual
12/20/2056
EUR
2,600,000
(247,757)
—
(158,389)
—
(89,368)
Fixed
rate
of
3.500%
6
mo.
EURIBOR
Receives
Annually,
Pays
Semi-annual
03/21/2057
EUR
100,000
1,163
1,884
—
—
(721)
Total
2,065,883
6,004,606
(5,073,281)
5,681,132
(4,546,574)
OTC
Credit
default
swap
contracts
-
sell
protection
Reference
entity
Counterparty
Maturity
date
Receive
fixed
rate
(%)
Payment
frequency
Implied
credit
spread
(%)
*
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
CMBX.
NA.BBB-.16
Goldman
Sachs
International
04/17/2065
3.000
Upon
Default
7.488
USD
1,000,000
(183,173)
—
(124,816)
—
(58,357)
CMBX.
NA.BBB-.17
Goldman
Sachs
International
12/15/2056
3.000
Upon
Default
6.109
USD
500,000
(72,668)
—
(86,020)
13,352
—
CMBX.
NA.BBB-.17
Goldman
Sachs
International
12/15/2056
3.000
Upon
Default
6.109
USD
500,000
(72,668)
—
(81,220)
8,552
—
CMBX.
NA.BBB-.17
Goldman
Sachs
International
12/15/2056
3.000
Upon
Default
6.109
USD
3,000,000
(436,006)
—
(435,323)
—
(683)
CMBX.
NA.BBB-.10
Morgan
Stanley
Capital
Services
LLC
11/17/2059
3.000
Upon
Default
109.110
USD
469,524
(134,234)
—
(82,643)
—
(51,591)
CMBX.
NA.BBB-.10
Morgan
Stanley
Capital
Services
LLC
11/17/2059
3.000
Upon
Default
109.110
USD
1,126,858
(322,161)
—
(232,413)
—
(89,748)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
OTC
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
($)
CMBX.
NA.BBB-.10
Morgan
Stanley
Capital
Services
LLC
11/17/2059
3.000
Upon
Default
109.110
USD
1,878,096
(536,935)
—
(263,257)
—
(273,678)
Total
(1,757,845)
—
(1,305,692)
21,904
(474,057)
*
Implied
credit
spreads,
represented
in
absolute
terms,
utilized
in
determining
the
market
value
of
credit
default
swap
agreements
on
corporate
or
sovereign
issues
as
of
period
end
serve
as
an
indicator
of
the
current
status
of
the
payment/performance
risk
and
represent
the
likelihood
or
risk
of
default
for
the
credit
derivative.
The
implied
credit
spread
of
a
particular
referenced
entity
reflects
the
cost
of
buying/selling
protection
and
may
include
upfront
payments
required
to
be
made
to
enter
into
the
agreement.
Wider
credit
spreads
represent
a
deterioration
of
the
referenced
entity’s
credit
soundness
and
a
greater
likelihood
or
risk
of
default
or
other
credit
event
occurring
as
defined
under
the
terms
of
the
agreement.
Total
return
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Counterparty
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
1
mo.
ZAR
JIBAR
minus
0.370%
Total
return
on
MSCI
South
Africa
Net
Return
Index
Monthly
Citigroup
Global
Markets
Ltd.
09/16/2026
ZAR
43,308,934
2,130
432
—
1,698
—
Total
return
on
MSCI
Sweden
Net
Total
Return
Index
3
mo.
SEK
STIBOR
plus
0.470%
Monthly
JPMorgan
Securities
PLC
09/16/2026
SEK
18,582,705
49,954
—
—
49,954
—
1
mo.
AUD
Bank
Bill
Swap
minus
0.050%
Total
return
on
MSCI
Australia
Net
Total
Return
Index
Monthly
JPMorgan
Securities
PLC
09/16/2026
AUD
3,156,714
7,408
—
—
7,408
—
1
day
CHF
SARON
plus
0.320%
Total
return
on
MSCI
Switzerland
Net
Total
Return
Index
Monthly
JPMorgan
Securities
PLC
09/16/2026
CHF
456,193
(4,507)
—
—
—
(4,507)
Total
return
on
MSCI
Brazil
Index
1
day
BRL
CDI
plus
0.300%
Monthly
JPMorgan
Securities
PLC
09/16/2026
BRL
10,236,600
(6,470)
23,309
—
—
(29,779)
Total
return
on
MSCI
France
Net
Total
Return
Index
1
day
EUR
STR
plus
0.480%
Monthly
JPMorgan
Securities
PLC
09/16/2026
EUR
1,926,887
(44,750)
—
—
—
(44,750)
1
day
EUR
STR
plus
0.100%
Total
return
on
MSCI
Spain
Net
Return
Index
Monthly
JPMorgan
Securities
PLC
09/17/2026
EUR
2,240,703
21,470
112
—
21,358
—
Increase
in
the
total
return
of
KFE
KOSPI
200
Index
Futures
Decrease
in
the
total
return
of
KFE
KOSPI
200
Index
Futures
At
Maturity
Morgan
Stanley
&
Co.
International
PLC
09/10/2026
KRW
7,088,037,075
(692,605)
—
—
—
(692,605)
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Total
return
swap
contracts
Fund
receives
Fund
pays
Payment
frequency
Counterparty
Maturity
date
Notional
currency
Notional
amount
Value
($)
Upfront
payments
($)
Upfront
receipts
($)
Unrealized
appreciation
($)
Unrealized
depreciation
($)
1
day
CHF
SARON
plus
0.320%
Total
return
on
Eurex
Swiss
Market
New
Index
Futures
Monthly
Morgan
Stanley
&
Co.
International
PLC
09/18/2026
CHF
7,007,910
328,707
—
—
328,707
—
Increase
in
the
total
return
of
KFE
KOSPI
200
Index
Futures
Decrease
in
the
total
return
of
KFE
KOSPI
200
Index
Futures
At
Maturity
Morgan
Stanley
Bank
AG
09/10/2026
KRW
199,447
(4,384)
—
—
—
(4,384)
Total
return
on
MSCI
Singapore
Net
Total
Return
Index
1
day
SGD
SORA
plus
0.400%
Monthly
Morgan
Stanley
Bank
AG
09/16/2026
SGD
4,546,102
33,842
—
—
33,842
—
Increase
in
the
total
return
of
FTX
Taiwan
Stock
Exchange
Capitalization
Weighted
Stock
Index
Futures
Decrease
in
the
total
return
of
FTX
Taiwan
Stock
Exchange
At
Maturity
Morgan
Stanley
Bank
AG
09/16/2026
TWD
859,918
9,706
—
—
9,706
—
1
day
EUR
STR
plus
0.100%
Total
return
on
MSCI
Monthly
Morgan
Stanley
Bank
AG
09/16/2026
EUR
172,758
(3,206)
—
—
—
(3,206)
28
day
TIIE-Banxico
minus
0.200%
Total
return
on
MSCI
Mexico
Index
Monthly
Morgan
Stanley
Bank
AG
09/17/2026
MXN
3,372,414
5,304
—
—
5,304
—
Increase
in
the
total
return
of
WSE
WIG20
Index
Futures
Decrease
in
the
total
return
of
WSE
WIG20
Index
Futures
At
Maturity
Morgan
Stanley
Bank
AG
09/18/2026
PLN
128,505
828
—
—
828
—
Increase
in
the
total
return
of
Eurex
Swiss
Market
New
Index
Futures
Decrease
in
the
total
return
of
Eurex
Swiss
Market
New
Index
Futures
At
Maturity
Morgan
Stanley
Bank
AG
09/18/2026
CHF
3,942,461
(59,003)
—
—
—
(59,003)
Total
(355,576)
23,853
—
458,805
(838,234)
Abbreviation
Legend
REMIC(S)
Real
Estate
Mortgage
Investment
Conduit(s)
SOFR
Secured
Overnight
Financing
Rate
TBA
To
Be
Announced
Currency
Legend
AUD
Australian
Dollar
BRL
Brazilian
Real
CAD
Canada
Dollar
CHF
Swiss
Franc
CLP
Chilean
Peso
COP
Colombian
Peso
CZK
Czech
Koruna
Consolidated
Portfolio
of
Investments
(continued)
Columbia
Multi
Strategy
Alternatives
Fund,
August
31,
2026
(Unaudited)
Columbia
Multi
Strategy
Alternatives
Fund
|
2026
Investments
are
valued
using
policies
described
in
the
Notes
to
Consolidated
Financial
Statements
included
within
the
most
recent
financial
statements
and
additional
information.
EUR
Euro
GBP
British
Pound
HUF
Hungarian
Forint
IDR
Indonesian
Rupiah
ILS
Israeli
Shekel
INR
Indian
Rupee
JPY
Japanese
Yen
KRW
South
Korean
Won
MXN
Mexican
Peso
MYR
Malaysian
Ringgit
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
PEN
Peruvian
New
Sol
PHP
Philippine
Peso
PLN
Polish
Zloty
SEK
Swedish
Krona
SGD
Singapore
Dollar
THB
Thai
Baht
TRY
Turkish
Lira
TWD
New
Taiwan
Dollar
USD
US
Dollar
ZAR
South
African
Rand
CNY
China
Yuan
Renminbi
You
may
at
any
time
request,
free
of
charge,
to
receive
a
paper
copy
of
this
report
by
calling
800.345.6611.