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First Quarter Report
April 30, 2023 (Unaudited)
April 30, 2023 (Unaudited)
![](https://capedge.com/proxy/NPORT-P/0001145549-23-038005/img5384e50e2.jpg)
Columbia Capital Allocation Portfolios
Columbia Capital Allocation Conservative Portfolio
Columbia Capital Allocation Moderate Conservative Portfolio
Columbia Capital Allocation Moderate Portfolio
Columbia Capital Allocation Moderate Aggressive Portfolio
Columbia Capital Allocation Aggressive Portfolio
Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value
Portfolio of Investments
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 19.6% | ||
Shares | Value ($) | |
International 4.5% | ||
Columbia Overseas Core Fund, Institutional 3 Class(a),(b) | 859,020 | 8,487,124 |
U.S. Large Cap 13.8% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 304,898 | 8,540,188 |
Columbia Disciplined Core Fund, Institutional 3 Class(a) | 724,061 | 8,717,692 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 512,222 | 8,461,911 |
Total | 25,719,791 | |
U.S. Small Cap 1.3% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 50,272 | 1,135,139 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 59,272 | 1,232,853 |
Total | 2,367,992 | |
Total Equity Funds (Cost $38,782,620) | 36,574,907 | |
Fixed Income Funds 72.4% | ||
Emerging Markets 1.5% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 302,222 | 2,713,958 |
Fixed Income Funds (continued) | ||
Shares | Value ($) | |
High Yield 5.8% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 1,023,488 | 10,715,916 |
Investment Grade 65.1% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 1,243,578 | 37,108,368 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 3,865,227 | 34,941,648 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 1,282,707 | 23,217,005 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 2,539,292 | 26,078,528 |
Total | 121,345,549 | |
Total Fixed Income Funds (Cost $156,990,850) | 134,775,423 | |
Money Market Funds 7.7% | ||
Columbia Short-Term Cash Fund, 5.046%(a),(c) | 14,411,689 | 14,405,924 |
Total Money Market Funds (Cost $14,407,685) | 14,405,924 | |
Total Investments in Securities (Cost: $210,181,155) | 185,756,254 | |
Other Assets & Liabilities, Net | 547,515 | |
Net Assets | 186,303,769 |
At April 30, 2023, securities and/or cash totaling $615,313 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index | 5 | 06/2023 | USD | 537,400 | 9,922 | — |
MSCI Emerging Markets Index | 19 | 06/2023 | USD | 934,990 | 16,894 | — |
U.S. Treasury Ultra Bond | 13 | 06/2023 | USD | 1,838,281 | 92,443 | — |
Total | 119,259 | — |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | (5) | 06/2023 | GBP | (393,125) | — | (9,097) |
S&P 500 Index E-mini | (2) | 06/2023 | USD | (418,850) | — | (23,278) |
Total | — | (32,375) |
2 | Columbia Capital Allocation Conservative Portfolio | First Quarter Report 2023 |
Portfolio of Investments (continued)
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 39 | Morgan Stanley | 06/20/2028 | 1.000 | Quarterly | USD | 3,832,000 | (51,813) | — | — | — | (51,813) |
Markit CDX North America High Yield Index, Series 40 | Morgan Stanley | 06/20/2028 | 5.000 | Quarterly | USD | 4,281,000 | (84,839) | — | — | — | (84,839) |
Total | (136,652) | — | — | — | (136,652) |
Notes to Portfolio of Investments
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
37,737,062 | 594,632 | (1,178,611) | (44,715) | 37,108,368 | — | (203,945) | 342,449 | 1,243,578 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
8,842,910 | 119,848 | (834,278) | 411,708 | 8,540,188 | — | (70,494) | — | 304,898 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
35,406,607 | 465,739 | (811,961) | (118,737) | 34,941,648 | — | (76,359) | 345,514 | 3,865,227 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
8,893,027 | 131,833 | (462,046) | 154,878 | 8,717,692 | — | 182 | — | 724,061 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
2,615,925 | 188,936 | (9,586) | (81,317) | 2,713,958 | — | (1,130) | 33,786 | 302,222 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
10,638,764 | 279,709 | (176,544) | (26,013) | 10,715,916 | — | (24,013) | 145,090 | 1,023,488 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
8,623,769 | 152,470 | (408,941) | 119,826 | 8,487,124 | — | 6,359 | — | 859,020 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
23,402,078 | 473,419 | (445,647) | (212,845) | 23,217,005 | — | (86,794) | 205,315 | 1,282,707 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
8,864,346 | 93,326 | (606,482) | 110,721 | 8,461,911 | — | 216,977 | — | 512,222 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
1,240,136 | 56,549 | (68,148) | (93,398) | 1,135,139 | — | 10,188 | — | 50,272 | |
Columbia Short-Term Cash Fund, 5.046% | |||||||||
14,430,603 | 1,222,342 | (1,247,326) | 305 | 14,405,924 | — | (322) | 163,693 | 14,411,689 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
1,238,187 | — | — | (5,334) | 1,232,853 | — | — | — | 59,272 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
26,271,294 | 305,568 | (678,727) | 180,393 | 26,078,528 | — | (82,511) | 153,770 | 2,539,292 | |
Total | 188,204,708 | 395,472 | 185,756,254 | — | (311,862) | 1,389,617 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at April 30, 2023. |
Columbia Capital Allocation Conservative Portfolio | First Quarter Report 2023 | 3 |
Portfolio of Investments (continued)
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Conservative Portfolio, April 30, 2023 (Unaudited)
Currency Legend
GBP | British Pound |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
4 | Columbia Capital Allocation Conservative Portfolio | First Quarter Report 2023 |
Portfolio of Investments
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 35.0% | ||
Shares | Value ($) | |
International 8.5% | ||
Columbia Overseas Core Fund, Institutional 3 Class(a),(b) | 3,233,485 | 31,946,834 |
U.S. Large Cap 24.5% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 1,099,914 | 30,808,593 |
Columbia Disciplined Core Fund, Institutional 3 Class(a) | 2,559,771 | 30,819,642 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 1,864,766 | 30,805,933 |
Total | 92,434,168 | |
U.S. Small Cap 2.0% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 164,561 | 3,715,776 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 188,231 | 3,915,209 |
Total | 7,630,985 | |
Total Equity Funds (Cost $138,589,513) | 132,011,987 | |
Fixed Income Funds 62.8% | ||
Emerging Markets 1.5% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 628,042 | 5,639,821 |
High Yield 6.7% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 2,417,001 | 25,306,000 |
Fixed Income Funds (continued) | ||
Shares | Value ($) | |
Investment Grade 54.6% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 1,706,544 | 50,923,267 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 7,094,933 | 64,138,197 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 2,604,508 | 47,141,588 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 4,219,074 | 43,329,895 |
Total | 205,532,947 | |
Total Fixed Income Funds (Cost $276,636,711) | 236,478,768 | |
Money Market Funds 1.8% | ||
Columbia Short-Term Cash Fund, 5.046%(a),(c) | 6,826,166 | 6,823,435 |
Total Money Market Funds (Cost $6,823,604) | 6,823,435 | |
Total Investments in Securities (Cost: $422,049,828) | 375,314,190 | |
Other Assets & Liabilities, Net | 1,451,642 | |
Net Assets | 376,765,832 |
At April 30, 2023, securities and/or cash totaling $1,545,138 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index | 2 | 06/2023 | USD | 214,960 | 2,162 | — |
MSCI Emerging Markets Index | 77 | 06/2023 | USD | 3,789,170 | 68,464 | — |
Russell 2000 Index E-mini | 4 | 06/2023 | USD | 354,960 | — | (9,320) |
U.S. Treasury Ultra Bond | 27 | 06/2023 | USD | 3,817,969 | 191,998 | — |
Total | 262,624 | (9,320) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | (11) | 06/2023 | GBP | (864,875) | — | (20,013) |
S&P 500 Index E-mini | (17) | 06/2023 | USD | (3,560,225) | — | (197,865) |
Total | — | (217,878) |
Columbia Capital Allocation Moderate Conservative Portfolio | First Quarter Report 2023 | 5 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 39 | Morgan Stanley | 06/20/2028 | 1.000 | Quarterly | USD | 8,460,000 | (114,388) | — | — | — | (114,388) |
Markit CDX North America High Yield Index, Series 40 | Morgan Stanley | 06/20/2028 | 5.000 | Quarterly | USD | 10,031,000 | (198,791) | — | — | — | (198,791) |
Total | (313,179) | — | — | — | (313,179) |
Notes to Portfolio of Investments
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
52,222,894 | 558,380 | (1,824,874) | (33,133) | 50,923,267 | — | (312,275) | 473,795 | 1,706,544 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
32,111,602 | 1,261 | (2,754,255) | 1,449,985 | 30,808,593 | — | (247,400) | — | 1,099,914 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
66,641,387 | 686,341 | (3,169,193) | (20,338) | 64,138,197 | — | (366,979) | 643,134 | 7,094,933 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
32,177,099 | 1,272 | (1,822,814) | 464,085 | 30,819,642 | — | 65,872 | — | 2,559,771 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
5,821,593 | 81,635 | (101,974) | (161,433) | 5,639,821 | — | (20,211) | 72,134 | 628,042 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
26,020,091 | 357,216 | (1,086,064) | 14,757 | 25,306,000 | — | (143,897) | 349,968 | 2,417,001 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
33,048,588 | 2,022 | (1,407,639) | 303,863 | 31,946,834 | — | 154,158 | — | 3,233,485 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
48,373,616 | 525,874 | (1,432,410) | (325,492) | 47,141,588 | — | (298,738) | 420,858 | 2,604,508 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
31,893,372 | 1,063 | (1,891,589) | 803,087 | 30,805,933 | — | 356,303 | — | 1,864,766 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
4,158,838 | 47,715 | (186,065) | (304,712) | 3,715,776 | — | 20,790 | — | 164,561 | |
Columbia Short-Term Cash Fund, 5.046% | |||||||||
7,479,266 | 2,371,419 | (3,026,727) | (523) | 6,823,435 | — | 526 | 81,322 | 6,826,166 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
3,932,149 | — | — | (16,940) | 3,915,209 | — | — | — | 188,231 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
44,376,181 | 333,189 | (1,691,200) | 311,725 | 43,329,895 | — | (141,873) | 258,712 | 4,219,074 | |
Total | 388,256,676 | 2,484,931 | 375,314,190 | — | (933,724) | 2,299,923 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at April 30, 2023. |
6 | Columbia Capital Allocation Moderate Conservative Portfolio | First Quarter Report 2023 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Conservative Portfolio, April 30, 2023 (Unaudited)
Currency Legend
GBP | British Pound |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Moderate Conservative Portfolio | First Quarter Report 2023 | 7 |
Portfolio of Investments
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 49.9% | ||
Shares | Value ($) | |
International 12.2% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a),(b) | 1,619,426 | 19,157,804 |
Columbia Overseas Core Fund, Institutional 3 Class(a),(b) | 12,059,042 | 119,143,338 |
Total | 138,301,142 | |
U.S. Large Cap 35.0% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 3,666,727 | 102,705,029 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 1,945,945 | 99,963,199 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 6,074,964 | 91,853,453 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 6,220,704 | 102,766,022 |
Total | 397,287,703 | |
U.S. Small Cap 2.7% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 698,413 | 15,770,178 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 726,224 | 15,105,459 |
Total | 30,875,637 | |
Total Equity Funds (Cost $589,443,300) | 566,464,482 | |
Fixed Income Funds 47.3% | ||
Emerging Markets 1.8% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 2,200,794 | 19,763,135 |
Fixed Income Funds (continued) | ||
Shares | Value ($) | |
High Yield 10.3% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 11,141,699 | 116,653,591 |
Investment Grade 35.2% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 4,081,279 | 121,785,382 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 13,510,085 | 122,131,166 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 5,780,175 | 104,621,164 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 4,965,167 | 50,992,262 |
Total | 399,529,974 | |
Total Fixed Income Funds (Cost $636,930,791) | 535,946,700 | |
Money Market Funds 2.3% | ||
Columbia Short-Term Cash Fund, 5.046%(a),(c) | 25,711,990 | 25,701,705 |
Total Money Market Funds (Cost $25,701,129) | 25,701,705 | |
Total Investments in Securities (Cost: $1,252,075,220) | 1,128,112,887 | |
Other Assets & Liabilities, Net | 5,773,674 | |
Net Assets | 1,133,886,561 |
At April 30, 2023, securities and/or cash totaling $5,779,967 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 293 | 06/2023 | USD | 14,418,530 | 260,521 | — |
Russell 2000 Index E-mini | 39 | 06/2023 | USD | 3,460,860 | — | (81,081) |
U.S. Treasury Ultra Bond | 230 | 06/2023 | USD | 32,523,438 | 1,635,537 | — |
Total | 1,896,058 | (81,081) |
8 | Columbia Capital Allocation Moderate Portfolio | First Quarter Report 2023 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | (32) | 06/2023 | GBP | (2,516,000) | — | (58,220) |
MSCI EAFE Index | (10) | 06/2023 | USD | (1,074,800) | — | (55,920) |
S&P 500 Index E-mini | (37) | 06/2023 | USD | (7,748,725) | — | (351,210) |
Total | — | (465,350) |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 39 | Morgan Stanley | 06/20/2028 | 1.000 | Quarterly | USD | 27,894,000 | (377,157) | — | — | — | (377,157) |
Markit CDX North America High Yield Index, Series 40 | Morgan Stanley | 06/20/2028 | 5.000 | Quarterly | USD | 36,967,000 | (732,601) | — | — | — | (732,601) |
Total | (1,109,758) | — | — | — | (1,109,758) |
Cleared credit default swap contracts - sell protection | ||||||||||||
Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America Investment Grade Index, Series 40 | Morgan Stanley | 06/20/2028 | 1.000 | Quarterly | 0.755 | USD | 34,388,000 | 247,095 | — | — | 247,095 | — |
* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
Notes to Portfolio of Investments
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
125,301,271 | 1,130,518 | (4,604,367) | (42,040) | 121,785,382 | — | (820,099) | 1,130,518 | 4,081,279 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
105,470,086 | — | (5,190,498) | 2,425,441 | 102,705,029 | — | 1,551,308 | — | 3,666,727 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
125,490,869 | 1,214,826 | (4,305,965) | (268,564) | 122,131,166 | — | (464,176) | 1,214,826 | 13,510,085 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
20,763,541 | 253,842 | (817,831) | (436,417) | 19,763,135 | — | (202,073) | 251,756 | 2,200,794 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
20,380,808 | 100,822 | (1,808) | (1,322,018) | 19,157,804 | — | 746 | — | 1,619,426 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
119,659,048 | 1,601,044 | (4,628,121) | 21,620 | 116,653,591 | — | (622,100) | 1,601,044 | 11,141,699 |
Columbia Capital Allocation Moderate Portfolio | First Quarter Report 2023 | 9 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Portfolio, April 30, 2023 (Unaudited)
Notes to Portfolio of Investments (continued)
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
102,285,878 | 18,577 | (9,677,231) | 7,335,975 | 99,963,199 | — | (706,153) | — | 1,945,945 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
94,926,217 | 816,744 | — | (3,889,508) | 91,853,453 | — | — | 409,501 | 6,074,964 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
124,949,425 | — | (7,794,434) | 1,988,347 | 119,143,338 | — | (320,905) | — | 12,059,042 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
107,832,359 | 934,930 | (3,297,622) | (848,503) | 104,621,164 | — | (564,853) | 934,930 | 5,780,175 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
102,282,274 | — | (2,809,891) | 3,293,639 | 102,766,022 | — | 512,195 | — | 6,220,704 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
16,891,197 | 191,723 | (75,771) | (1,236,971) | 15,770,178 | — | 23,164 | — | 698,413 | |
Columbia Short-Term Cash Fund, 5.046% | |||||||||
27,926,339 | 12,266,428 | (14,490,665) | (397) | 25,701,705 | — | 215 | 301,187 | 25,711,990 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
15,170,819 | — | — | (65,360) | 15,105,459 | — | — | — | 726,224 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
53,725,327 | 304,430 | (3,755,202) | 717,707 | 50,992,262 | — | (551,084) | 304,430 | 4,965,167 | |
Total | 1,163,055,458 | 7,672,951 | 1,128,112,887 | — | (2,163,815) | 6,148,192 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at April 30, 2023. |
Currency Legend
GBP | British Pound |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
10 | Columbia Capital Allocation Moderate Portfolio | First Quarter Report 2023 |
Portfolio of Investments
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 65.2% | ||
Shares | Value ($) | |
International 14.9% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a),(b) | 4,641,446 | 54,908,302 |
Columbia Overseas Core Fund, Institutional 3 Class(a),(b) | 20,032,728 | 197,923,357 |
Total | 252,831,659 | |
U.S. Large Cap 46.9% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 7,356,691 | 206,060,902 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 3,977,296 | 204,313,671 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 11,738,468 | 177,485,634 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 12,423,467 | 205,235,681 |
Total | 793,095,888 | |
U.S. Small Cap 3.4% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 1,409,543 | 31,827,482 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 1,253,961 | 26,082,391 |
Total | 57,909,873 | |
Total Equity Funds (Cost $1,144,997,597) | 1,103,837,420 | |
Fixed Income Funds 32.3% | ||
Shares | Value ($) | |
High Yield 8.8% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 14,273,558 | 149,444,158 |
Investment Grade 23.5% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 2,849,479 | 85,028,446 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 15,554,097 | 140,609,034 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 6,518,705 | 117,988,562 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 5,266,690 | 54,088,908 |
Total | 397,714,950 | |
Total Fixed Income Funds (Cost $639,958,289) | 547,159,108 | |
Money Market Funds 2.0% | ||
Columbia Short-Term Cash Fund, 5.046%(a),(c) | 34,023,950 | 34,010,341 |
Total Money Market Funds (Cost $34,012,539) | 34,010,341 | |
Total Investments in Securities (Cost: $1,818,968,425) | 1,685,006,869 | |
Other Assets & Liabilities, Net | 7,820,772 | |
Net Assets | 1,692,827,641 |
At April 30, 2023, securities and/or cash totaling $7,624,747 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 724 | 06/2023 | USD | 35,628,040 | 643,744 | — |
Russell 2000 Index E-mini | 148 | 06/2023 | USD | 13,133,520 | — | (299,886) |
U.S. Treasury Ultra Bond | 338 | 06/2023 | USD | 47,795,313 | 2,403,528 | — |
Total | 3,047,272 | (299,886) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | (86) | 06/2023 | GBP | (6,761,750) | — | (156,468) |
MSCI EAFE Index | (116) | 06/2023 | USD | (12,467,680) | — | (648,671) |
S&P 500 Index E-mini | (131) | 06/2023 | USD | (27,434,675) | — | (1,524,727) |
Total | — | (2,329,866) |
Columbia Capital Allocation Moderate Aggressive Portfolio | First Quarter Report 2023 | 11 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 40 | Morgan Stanley | 06/20/2028 | 5.000 | Quarterly | USD | 44,497,000 | (881,828) | — | — | — | (881,828) |
Notes to Portfolio of Investments
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
88,797,490 | 793,068 | (4,792,180) | 230,068 | 85,028,446 | — | (845,130) | 793,068 | 2,849,479 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
207,126,463 | — | (6,857,416) | 5,791,855 | 206,060,902 | — | 2,012,344 | — | 7,356,691 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
144,903,760 | 1,398,580 | (5,598,482) | (94,824) | 140,609,034 | — | (751,845) | 1,398,580 | 15,554,097 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
58,586,889 | 118,014 | — | (3,796,601) | 54,908,302 | — | — | — | 4,641,446 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
153,559,664 | 2,055,337 | (5,981,083) | (189,760) | 149,444,158 | — | (588,307) | 2,055,337 | 14,273,558 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
203,474,470 | — | (13,513,133) | 14,352,334 | 204,313,671 | — | (1,053,471) | — | 3,977,296 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
184,163,153 | 875,075 | — | (7,552,594) | 177,485,634 | — | — | 794,821 | 11,738,468 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
206,014,389 | — | (11,331,885) | 3,240,853 | 197,923,357 | — | (524,550) | — | 20,032,728 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
119,859,422 | 1,077,716 | (1,695,298) | (1,253,278) | 117,988,562 | — | (306,745) | 1,045,034 | 6,518,705 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
200,676,584 | 58,393 | (2,615,945) | 7,116,649 | 205,235,681 | — | 403,728 | — | 12,423,467 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
35,585,435 | 17 | (985,430) | (2,772,540) | 31,827,482 | — | 302,674 | — | 1,409,543 | |
Columbia Short-Term Cash Fund, 5.046% | |||||||||
39,882,906 | 18,622,925 | (24,493,398) | (2,092) | 34,010,341 | — | 1,915 | 416,872 | 34,023,950 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
26,195,247 | — | — | (112,856) | 26,082,391 | — | — | — | 1,253,961 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
53,559,404 | 373,751 | (68,995) | 224,748 | 54,088,908 | — | (10,340) | 316,027 | 5,266,690 | |
Total | 1,722,385,276 | 15,181,962 | 1,685,006,869 | — | (1,359,727) | 6,819,739 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at April 30, 2023. |
12 | Columbia Capital Allocation Moderate Aggressive Portfolio | First Quarter Report 2023 |
Portfolio of Investments (continued)
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio, April 30, 2023 (Unaudited)
Currency Legend
GBP | British Pound |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Moderate Aggressive Portfolio | First Quarter Report 2023 | 13 |
Portfolio of Investments
Columbia Capital Allocation Aggressive Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Aggressive Portfolio, April 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 76.4% | ||
Shares | Value ($) | |
International 18.6% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a),(b) | 4,859,883 | 57,492,417 |
Columbia Overseas Core Fund, Institutional 3 Class(a),(b) | 17,022,535 | 168,182,638 |
Total | 225,675,055 | |
U.S. Large Cap 53.7% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 5,955,085 | 166,801,938 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 3,321,452 | 170,622,997 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 9,657,347 | 146,019,078 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 10,069,629 | 166,350,274 |
Total | 649,794,287 | |
U.S. Small Cap 4.1% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 1,248,819 | 28,198,335 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 1,022,770 | 21,273,617 |
Total | 49,471,952 | |
Total Equity Funds (Cost $925,971,292) | 924,941,294 | |
Fixed Income Funds 20.2% | ||
Shares | Value ($) | |
High Yield 7.3% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 8,419,199 | 88,149,011 |
Investment Grade 12.9% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 4,950,242 | 147,715,234 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 488,383 | 8,839,731 |
Total | 156,554,965 | |
Total Fixed Income Funds (Cost $283,010,086) | 244,703,976 | |
Money Market Funds 2.8% | ||
Columbia Short-Term Cash Fund, 5.046%(a),(c) | 34,325,661 | 34,311,931 |
Total Money Market Funds (Cost $34,314,440) | 34,311,931 | |
Total Investments in Securities (Cost: $1,243,295,818) | 1,203,957,201 | |
Other Assets & Liabilities, Net | 6,672,427 | |
Net Assets | 1,210,629,628 |
At April 30, 2023, securities and/or cash totaling $6,109,709 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 673 | 06/2023 | USD | 33,118,330 | 598,398 | — |
Russell 2000 Index E-mini | 160 | 06/2023 | USD | 14,198,400 | — | (323,496) |
S&P 500 Index E-mini | 86 | 06/2023 | USD | 18,010,550 | 905,321 | — |
U.S. Treasury Ultra Bond | 171 | 06/2023 | USD | 24,180,469 | 1,215,986 | — |
Total | 2,719,705 | (323,496) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | (52) | 06/2023 | GBP | (4,088,500) | — | (94,609) |
MSCI EAFE Index | (123) | 06/2023 | USD | (13,220,040) | — | (687,815) |
Total | — | (782,424) |
14 | Columbia Capital Allocation Aggressive Portfolio | First Quarter Report 2023 |
Portfolio of Investments (continued)
Columbia Capital Allocation Aggressive Portfolio, April 30, 2023 (Unaudited)
Columbia Capital Allocation Aggressive Portfolio, April 30, 2023 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 40 | Morgan Stanley | 06/20/2028 | 5.000 | Quarterly | USD | 29,741,000 | (589,398) | — | — | — | (589,398) |
Notes to Portfolio of Investments
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
151,280,402 | 1,379,701 | (4,775,563) | (169,306) | 147,715,234 | — | (856,003) | 1,367,371 | 4,950,242 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
169,876,891 | — | (8,654,067) | 5,579,114 | 166,801,938 | — | 727,263 | — | 5,955,085 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
61,017,244 | 432,302 | — | (3,957,129) | 57,492,417 | — | — | — | 4,859,883 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
89,805,542 | 1,205,862 | (2,677,578) | (184,815) | 88,149,011 | — | (270,501) | 1,205,862 | 8,419,199 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
170,680,169 | — | (11,156,611) | 11,099,439 | 170,622,997 | — | (32,668) | — | 3,321,452 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
151,188,695 | 1,066,388 | (37,468) | (6,198,537) | 146,019,078 | — | 1,709 | 652,059 | 9,657,347 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
169,009,313 | — | (2,938,731) | 2,112,056 | 168,182,638 | — | 262,877 | — | 17,022,535 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
8,877,423 | 77,761 | — | (115,453) | 8,839,731 | — | — | 77,761 | 488,383 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
163,094,521 | 3,337 | (2,036,076) | 5,288,492 | 166,350,274 | — | 790,094 | — | 10,069,629 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
30,642,339 | 298,742 | (380,399) | (2,362,347) | 28,198,335 | — | 192,219 | — | 1,248,819 | |
Columbia Short-Term Cash Fund, 5.046% | |||||||||
37,245,247 | 20,614,386 | (23,546,115) | (1,587) | 34,311,931 | — | 1,283 | 404,121 | 34,325,661 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
21,365,666 | — | — | (92,049) | 21,273,617 | — | — | — | 1,022,770 | |
Total | 1,224,083,452 | 10,997,878 | 1,203,957,201 | — | 816,273 | 3,707,174 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at April 30, 2023. |
Currency Legend
GBP | British Pound |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Aggressive Portfolio | First Quarter Report 2023 | 15 |
You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
1QT124_01_N01_(06/23)