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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number			811-04367
Columbia Funds Series Trust I
(Exact name of registrant as specified in charter)
225 Franklin Street, Boston, MA					02110
(Address of principal executive offices)					(Zip code)
Ryan Larrenaga c/o Columbia Management Investment Advisers, LLC 225 Franklin Street Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code:				(800) 345-6611
Date of fiscal year end:	January 31
Date of reporting period:		April 30, 2015

Item 1. Schedule of Investments.

Portfolio of Investments

Columbia Diversified Real Return Fund

April 30, 2015 (Unaudited)

(Percentages represent value of investments compared to net assets)

	Shares	Value
Fixed-Income Funds 73.7%
Floating Rate 36.8%
Columbia Floating Rate Fund, Class I Shares (a)	385,308	$	3,521,717
High Yield 5.0%
Columbia High Yield Bond Fund, Class I Shares (a)	87,835	263,503
Columbia Income Opportunities Fund, Class I Shares (a)	20,916	212,093
Total		475,596
Inflation Protected Securities 31.9%
Columbia Global Inflation-Linked Bond Plus Fund, Class I Shares (a)	151,143	1,528,053
Columbia Inflation Protected Securities Fund, Class I Shares (a)	167,109	1,527,380
Total		3,055,433
Total Fixed-Income Funds (Cost: $7,074,324)		$	7,052,746
Alternative Investment Funds 16.1%
Columbia Commodity Strategy Fund, Class I Shares (a)(b)	234,325	1,544,200
Total Alternative Investment Funds (Cost: $1,934,631)		$	1,544,200

Issuer	Coupon Rate		Principal Amount	Value
Corporate Bonds & Notes 1.8%
Metals 1.5%
Alcoa, Inc.
02/01/37	5.950	%	50,000	53,125
Freeport-McMoRan, Inc.
03/15/23	3.875	%	25,000	23,521
Kinross Gold Corp.
03/15/24	5.950	%	25,000	23,292
Vale SA
09/11/42	5.625	%	50,000	44,589
Total				144,527

Issuer	Coupon Rate		Principal Amount		Value
Corporate Bonds & Notes (continued)
Midstream 0.3%
Kinder Morgan Energy Partners LP
05/01/24	4.300	%	$	25,000	$	25,409
Total Corporate Bonds & Notes (Cost: $168,032)					$	169,936
Asset-Backed Securities - Non-Agency 5.2%
Dryden Senior Loan Fund Series 2014-33A Class B (c)(d)
07/15/26	2.275	%	250,000		250,148
Symphony CLO V Ltd. Series 2007-5A Class A1 (c)(d)
01/15/24	1.025	%	245,080		242,904
Total Asset-Backed Securities - Non-Agency (Cost: $488,736)					$	493,052
Foreign Government Obligations(e)  1.1%
Netherlands 0.5%
Petrobras Global Finance BV (d)
03/17/17	2.631	%	50,000		48,250
Turkey 0.6%
Turkey Government International Bond
03/17/36	6.875	%	50,000		60,865
Total Foreign Government Obligations (Cost: $101,906)					$	109,115

	Shares	Value
Money Market Funds 1.8%
Columbia Short-Term Cash Fund, 0.111% (a)(f)	172,787	$	172,787
Total Money Market Funds (Cost: $172,787)		$	172,787
Total Investments (Cost: $9,940,416) (g)		$	9,541,836(h)
Other Assets & Liabilities, Net		32,436
Net Assets		$	9,574,272

Investments in Derivatives

Futures Contracts Outstanding at April 30, 2015

At April 30, 2015, cash totaling $20,982 was pledged as collateral to cover initial margin requirements on open futures contracts.

Long Futures Contracts Outstanding

Contract Description	Number of Contracts	Trading Currency	Notional Market Value ($)	Expiration Date	Unrealized Appreciation ($)	Unrealized Depreciation ($)
US 10YR NOTE	7	USD	898,625	06/2015	1,954	—

Short Futures Contracts Outstanding

Contract Description	Number of Contracts		Trading Currency	Notional Market Value ($)	Expiration Date	Unrealized Appreciation ($)	Unrealized Depreciation ($)
EURO-BOBL	(11	)	EUR	(1,590,854)	06/2015	5,168	—
US 5YR NOTE	(16	)	USD	(1,922,125)	06/2015	—	(10,779	)
Total				(3,512,979)		5,168	(10,779	)

Interest Rate Swap Contracts Outstanding at April 30, 2015

At April 30, 2015, cash totaling $5,154 were pledged as collateral to cover open centrally cleared interest rate swap contracts.

Counterparty	Floating Rate Index	Fund Pay/Receive Floating Rate	Fixed Rate (%)	Expiration Date	Notional Currency	Notional Amount	Unamortized Premium (Paid) Received ($)		Unrealized Appreciation ($)	Unrealized Depreciation ($)
Morgan Stanley*	6-Month GBP LIBOR-BBA	Pay	1.991	05/14/2019	GBP	250,000	(205	)	11,343	—

*Centrally cleared swap contract.

Notes to Portfolio of Investments

(a) As defined in 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. Holdings and transactions in these affiliated companies during the period ended April 30, 2015, are as follows:

Issuer	Beginning Cost ($)	Purchase Cost ($)	Proceeds from Sales ($)		Ending Cost ($)	Dividends - Affiliated Issuers ($)	Value ($)
Columbia Commodity Strategy Fund, Class I Shares	1,934,631	—	—		1,934,631	—	1,544,200
Columbia Floating Rate Fund, Class I Shares	3,526,567	35,572	—		3,562,139	35,572	3,521,717
Columbia Global Inflation-Linked Bond Plus Fund, Class I Shares	1,494,124	17,294	—		1,511,418	17,294	1,528,053
Columbia High Yield Bond Fund, Class I Shares	261,931	3,198	—		265,129	3,198	263,503
Columbia Income Opportunities Fund, Class I Shares	210,560	2,455	—		213,015	2,455	212,093
Columbia Inflation Protected Securities Fund, Class I Shares	1,522,623	—	—		1,522,623	—	1,527,380
Columbia Short-Term Cash Fund	240,854	84,183	(152,250	)	172,787	57	172,787
Total	9,191,290	142,702	(152,250	)	9,181,742	58,576	8,769,733

(b)	Non-income producing.
(c)	Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2015, the value of these securities amounted to $493,052 or 5.15% of net assets.
(d)	Variable rate security.
(e)	Principal and interest may not be guaranteed by the government.
(f)	The rate shown is the seven-day current annualized yield at April 30, 2015.
(g)	At April 30, 2015, the cost of securities for federal income tax purposes was approximately $9,940,000 and the approximate aggregate gross unrealized appreciation and depreciation based on that cost was:

Unrealized Appreciation	$	44,000
Unrealized Depreciation	(442,000		)
Net Unrealized Depreciation	$	(398,000	)

(h) Investments are valued using policies described in the notes to financial statements in the most recent shareholder report.

Currency Legend

EUR	Euro
GBP	British Pound
USD	US Dollar

Fair Value Measurements

Generally accepted accounting principles (GAAP) require disclosure regarding the inputs and valuation techniques used to measure fair value and any changes in valuation inputs or techniques. In addition, investments shall be disclosed by major category.

The Fund categorizes its fair value measurements according to a three-level hierarchy that maximizes the use of observable inputs and minimizes the use of unobservable inputs by prioritizing that the most observable input be used when available.  Observable inputs are those that market participants would use in pricing an investment based on market data obtained from sources independent of the reporting entity. Unobservable inputs are those that reflect the Fund’s assumptions about the information market participants would use in pricing an investment. An investment’s level within the fair value hierarchy is based on the lowest level of any input that is deemed significant to the asset or liability’s fair value measurement. The input levels are not necessarily an indication of the risk or liquidity associated with investments at that level. For example, certain U.S. government securities are generally high quality and liquid, however, they are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market.

Fair value inputs are summarized in the three broad levels listed below:

· Level 1 - Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date (including NAV for open-end mutual funds). Valuation adjustments are not applied to Level 1 investments.

· Level 2 – Valuations based on other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risks, etc.).

· Level 3 – Valuations based on significant unobservable inputs (including the Fund’s own assumptions and judgment in determining the fair value of investments).

Inputs that are used in determining fair value of an investment may include price information, credit data, volatility statistics, and other factors. These inputs can be either observable or unobservable. The availability of observable inputs can vary between investments, and is affected by various factors such as the type of investment, and the volume and level of activity for that investment or similar investments in the marketplace. The inputs will be considered by the Investment Manager, along with any other relevant factors in the calculation of an investment’s fair value. The Fund uses prices and inputs that are current as of the measurement date, which may include periods of market dislocations. During these periods, the availability of prices and inputs may be reduced for many investments. This condition could cause an investment to be reclassified between the various levels within the hierarchy.

Investments falling into the Level 3 category are primarily supported by quoted prices from brokers and dealers participating in the market for those investments.  However, these may be classified as Level 3 investments due to lack of market transparency and corroboration to support these quoted prices.  Additionally, valuation models may be used as the pricing source for any remaining investments classified as Level 3. These models may rely on one or more significant unobservable inputs and/or significant assumptions by the Investment Manager.  Inputs used in valuations may include, but are not limited to, financial statement analysis, capital account balances, discount rates and estimated cash flows, and comparable company data.

Under the direction of the Fund’s Board of Trustees (the Board), the Investment Manager’s Valuation Committee (the Committee) is responsible for overseeing the valuation procedures approved by the Board. The Committee consists of voting and non-voting members from various groups within the Investment Manager’s organization, including operations and accounting, trading and investments, compliance, risk management and legal.

The Committee meets at least monthly to review and approve valuation matters, which may include a description of specific valuation determinations, data regarding pricing information received from approved pricing vendors and brokers and the results of Board-approved valuation control policies and procedures (the Policies).  The Policies address, among other things, instances when market quotations are or are not readily available, including recommendations of third party pricing vendors and a determination of appropriate pricing methodologies; events that require specific valuation determinations and assessment of fair value techniques; securities with a potential for stale pricing, including those that are illiquid, restricted, or in default; and the effectiveness of third party pricing vendors, including periodic reviews of vendors.  The Committee meets more frequently, as needed, to discuss additional valuation matters, which may include the need to review back-testing results, review time-sensitive information or approve related valuation actions.  The Committee reports to the Board, with members of the Committee meeting with the Board at each of its regularly scheduled meetings to discuss valuation matters and actions during the period, similar to those described earlier.

For investments categorized as Level 3, the Committee monitors information similar to that described above, which may include:

(i) data specific to the issuer or comparable issuers, (ii) general market or specific sector news and (iii) quoted prices and specific or similar security transactions.  The Committee considers this data and any changes from prior periods in order to assess the reasonableness of observable and unobservable inputs, any assumptions or internal models used to value those securities and changes in fair value.  This data is also used to corroborate, when available, information received from approved pricing vendors and brokers.  Various factors impact the frequency of monitoring this information (which may occur as often as daily). However, the Committee may determine that changes to inputs, assumptions and models are not required as a result of the monitoring procedures performed.

The following table is a summary of the inputs used to value the Fund’s investments at April 30, 2015:

Description	Level 1	Level 2	Level 3
	Quoted Prices in	Other Significant	Significant
	Active Markets for	Observable	Unobservable
	Identical Assets ($)	Inputs ($)	Inputs ($)	Total ($)
Mutual Funds
Fixed-Income Funds	7,052,746	—	—	7,052,746
Alternative Investment Funds	1,544,200	—	—	1,544,200
Money Market Funds	172,787	—	—	172,787
Total Mutual Funds	8,769,733	—	—	8,769,733
Bonds
Corporate Bonds & Notes	—	169,936	—	169,936
Asset-Backed Securities - Non-Agency	—	493,052	—	493,052
Foreign Government Obligations	—	109,115	—	109,115
Total Bonds	—	772,103	—	772,103
Investments in Securities	8,769,733	772,103	—	9,541,836
Derivatives
Assets
Futures Contracts	7,122	—	—	7,122
Swap Contracts	—	11,343	—	11,343
Liabilities
Futures Contracts	(10,779)	—	—	(10,779)
Total	8,766,076	783,446	—	9,549,522

See the Portfolio of Investments for all investment classifications not indicated in the table.

The Fund’s assets assigned to the Level 2 input category are generally valued using the market approach, in which a security’s value is determined through reference to prices and information from market transactions for similar or identical assets.

There were no transfers of financial assets between levels during the period.

Derivative instruments are valued at unrealized appreciation (depreciation).

Item 2. Controls and Procedures.

(a)The registrant’s principal executive officer and principal financial officers, based on their evaluation of the registrant’s disclosure controls and procedures as of a date within 90 days of the filing of this report, have concluded that such controls and procedures are adequately designed to ensure that information required to be disclosed by the registrant in Form N-Q is accumulated and communicated to the registrant’s management, including the principal executive officer and principal financial officer, or persons performing similar functions, as appropriate to allow timely decisions regarding required disclosure.

(b)There was no change in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) attached hereto as Exhibit 99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(registrant)		Columbia Funds Series Trust I
By (Signature and Title)		/s/ Christopher O. Petersen
	Christopher O. Petersen, President and Principal Executive Officer
Date		June 19, 2015

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)		/s/ Christopher O. Petersen
	Christopher O. Petersen, President and Principal Executive Officer
Date		June 19, 2015
By (Signature and Title)		/s/ Michael G. Clarke
		Michael G. Clarke, Treasurer and Chief Financial Officer
Date		June 19, 2015