UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number811-09645
Columbia Funds Series Trust
(Exact name of registrant as specified in charter)
290 Congress Street
Boston, MA 02210
(Address of principal executive offices) (Zip code)
Daniel J. Beckman
c/o Columbia Management Investment Advisers, LLC
290 Congress Street
Boston, MA 02210
Ryan C. Larrenaga, Esq.
c/o Columbia Management Investment Advisers, LLC
290 Congress Street
Boston, MA 02210
(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: July 31, 2022
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
July 31, 2022 (Unaudited)
3 | |
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11 | |
13 | |
15 | |
33 | |
37 | |
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46 | |
66 | |
88 | |
89 | |
92 |
Columbia Capital Allocation Conservative Portfolio (Unaudited)
Average annual total returns (%) (for the period ended July 31, 2022) | ||||||
Inception | 6 Months cumulative | 1 Year | 5 Years | 10 Years | ||
Class A | Excluding sales charges | 03/04/04 | -7.27 | -9.52 | 2.10 | 3.06 |
Including sales charges | -11.65 | -13.81 | 1.11 | 2.56 | ||
Advisor Class* | 06/13/13 | -7.10 | -9.26 | 2.37 | 3.29 | |
Class C | Excluding sales charges | 03/04/04 | -7.67 | -10.27 | 1.34 | 2.30 |
Including sales charges | -8.57 | -11.12 | 1.34 | 2.30 | ||
Institutional Class | 09/27/10 | -7.25 | -9.38 | 2.36 | 3.32 | |
Institutional 2 Class* | 06/13/13 | -7.20 | -9.35 | 2.37 | 3.33 | |
Institutional 3 Class* | 06/13/13 | -7.18 | -9.31 | 2.43 | 3.38 | |
Class R | 09/27/10 | -7.49 | -9.85 | 1.84 | 2.80 | |
Blended Benchmark | -5.99 | -7.97 | 3.21 | 3.75 | ||
Bloomberg U.S. Aggregate Bond Index | -6.14 | -9.12 | 1.28 | 1.65 | ||
Russell 3000 Index | -8.30 | -7.35 | 12.18 | 13.48 |
* | The returns shown for periods prior to the share class inception date (including returns for the Life of the Fund, if shown, which are since Fund inception) include the returns of the Fund’s oldest share class. Since the Fund launched more than one share class at its inception, Class A shares were used. These returns are adjusted to reflect any higher class-related operating expenses of the newer share classes, as applicable. Please visit columbiathreadneedleus.com/investor/investment-products/mutual-funds/appended-performance for more information. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 3 |
Columbia Capital Allocation Conservative Portfolio (Unaudited)
Portfolio breakdown (%) (at July 31, 2022) | |
Equity Funds | 20.3 |
Fixed Income Funds | 69.2 |
Money Market Funds | 10.5 |
Total | 100.0 |
4 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Conservative Portfolio (Unaudited)
Average annual total returns (%) (for the period ended July 31, 2022) | ||||||
Inception | 6 Months cumulative | 1 Year | 5 Years | 10 Years | ||
Class A | Excluding sales charges | 10/15/96 | -8.21 | -9.95 | 3.41 | 4.53 |
Including sales charges | -13.51 | -15.13 | 2.18 | 3.91 | ||
Advisor Class* | 11/08/12 | -8.09 | -9.73 | 3.69 | 4.79 | |
Class C | Excluding sales charges | 10/15/96 | -8.53 | -10.64 | 2.63 | 3.75 |
Including sales charges | -9.41 | -11.47 | 2.63 | 3.75 | ||
Institutional Class | 10/15/96 | -8.14 | -9.72 | 3.67 | 4.79 | |
Institutional 2 Class* | 11/08/12 | -8.09 | -9.73 | 3.69 | 4.83 | |
Institutional 3 Class* | 06/13/13 | -8.11 | -9.68 | 3.71 | 4.86 | |
Class R | 01/23/06 | -8.32 | -10.17 | 3.14 | 4.27 | |
Blended Benchmark | -6.72 | -8.38 | 4.55 | 5.32 | ||
Bloomberg U.S. Aggregate Bond Index | -6.14 | -9.12 | 1.28 | 1.65 | ||
Russell 3000 Index | -8.30 | -7.35 | 12.18 | 13.48 |
* | The returns shown for periods prior to the share class inception date (including returns for the Life of the Fund, if shown, which are since Fund inception) include the returns of the Fund’s oldest share class. Since the Fund launched more than one share class at its inception, Class A shares were used. These returns are adjusted to reflect any higher class-related operating expenses of the newer share classes, as applicable. Please visit columbiathreadneedleus.com/investor/investment-products/mutual-funds/appended-performance for more information. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 5 |
Columbia Capital Allocation Moderate Conservative Portfolio (Unaudited)
Portfolio breakdown (%) (at July 31, 2022) | |
Equity Funds | 35.6 |
Fixed Income Funds | 59.8 |
Money Market Funds | 4.6 |
Total | 100.0 |
6 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio (Unaudited)
Average annual total returns (%) (for the period ended July 31, 2022) | ||||||
Inception | 6 Months cumulative | 1 Year | 5 Years | 10 Years | ||
Class A | Excluding sales charges | 03/04/04 | -9.35 | -11.02 | 4.55 | 6.18 |
Including sales charges | -14.55 | -16.13 | 3.32 | 5.56 | ||
Advisor Class* | 06/13/13 | -9.30 | -10.81 | 4.79 | 6.41 | |
Class C | Excluding sales charges | 03/04/04 | -9.71 | -11.66 | 3.76 | 5.38 |
Including sales charges | -10.58 | -12.47 | 3.76 | 5.38 | ||
Institutional Class | 09/27/10 | -9.25 | -10.82 | 4.80 | 6.45 | |
Institutional 2 Class* | 06/13/13 | -9.22 | -10.80 | 4.80 | 6.46 | |
Institutional 3 Class* | 06/13/13 | -9.18 | -10.74 | 4.87 | 6.52 | |
Class R | 09/27/10 | -9.50 | -11.22 | 4.28 | 5.92 | |
Blended Benchmark | -7.59 | -8.93 | 5.85 | 6.90 | ||
Russell 3000 Index | -8.30 | -7.35 | 12.18 | 13.48 | ||
Bloomberg U.S. Aggregate Bond Index | -6.14 | -9.12 | 1.28 | 1.65 |
* | The returns shown for periods prior to the share class inception date (including returns for the Life of the Fund, if shown, which are since Fund inception) include the returns of the Fund’s oldest share class. Since the Fund launched more than one share class at its inception, Class A shares were used. These returns are adjusted to reflect any higher class-related operating expenses of the newer share classes, as applicable. Please visit columbiathreadneedleus.com/investor/investment-products/mutual-funds/appended-performance for more information. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 7 |
Columbia Capital Allocation Moderate Portfolio (Unaudited)
Portfolio breakdown (%) (at July 31, 2022) | |
Alternative Strategies Funds | 0.8 |
Equity Funds | 50.7 |
Fixed Income Funds | 46.6 |
Money Market Funds | 1.9 |
Total | 100.0 |
8 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Aggressive Portfolio (Unaudited)
Average annual total returns (%) (for the period ended July 31, 2022) | ||||||
Inception | 6 Months cumulative | 1 Year | 5 Years | 10 Years | ||
Class A | Excluding sales charges | 10/15/96 | -10.05 | -11.23 | 5.62 | 7.37 |
Including sales charges | -15.23 | -16.34 | 4.37 | 6.73 | ||
Advisor Class* | 11/08/12 | -9.98 | -11.09 | 5.88 | 7.63 | |
Class C | Excluding sales charges | 10/15/96 | -10.34 | -11.85 | 4.85 | 6.57 |
Including sales charges | -11.20 | -12.64 | 4.85 | 6.57 | ||
Institutional Class | 10/15/96 | -9.88 | -11.02 | 5.90 | 7.64 | |
Institutional 2 Class* | 11/08/12 | -9.90 | -11.01 | 5.93 | 7.70 | |
Institutional 3 Class* | 06/13/13 | -9.87 | -10.92 | 5.99 | 7.73 | |
Class R | 01/23/06 | -10.10 | -11.46 | 5.37 | 7.11 | |
Class V | Excluding sales charges | 03/07/11 | -10.05 | -11.23 | 5.62 | 7.36 |
Including sales charges | -15.24 | -16.35 | 4.37 | 6.72 | ||
Blended Benchmark | -8.12 | -9.03 | 7.12 | 8.34 | ||
Russell 3000 Index | -8.30 | -7.35 | 12.18 | 13.48 | ||
Bloomberg U.S. Aggregate Bond Index | -6.14 | -9.12 | 1.28 | 1.65 |
* | The returns shown for periods prior to the share class inception date (including returns for the Life of the Fund, if shown, which are since Fund inception) include the returns of the Fund’s oldest share class. Since the Fund launched more than one share class at its inception, Class A shares were used. These returns are adjusted to reflect any higher class-related operating expenses of the newer share classes, as applicable. Please visit columbiathreadneedleus.com/investor/investment-products/mutual-funds/appended-performance for more information. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 9 |
Columbia Capital Allocation Moderate Aggressive Portfolio (Unaudited)
Portfolio breakdown (%) (at July 31, 2022) | |
Alternative Strategies Funds | 1.1 |
Equity Funds | 65.5 |
Fixed Income Funds | 32.0 |
Money Market Funds | 1.4 |
Total | 100.0 |
10 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio (Unaudited)
Average annual total returns (%) (for the period ended July 31, 2022) | ||||||
Inception | 6 Months cumulative | 1 Year | 5 Years | 10 Years | ||
Class A | Excluding sales charges | 03/04/04 | -10.93 | -11.69 | 6.57 | 8.70 |
Including sales charges | -16.04 | -16.77 | 5.31 | 8.05 | ||
Advisor Class* | 06/13/13 | -10.75 | -11.46 | 6.85 | 8.95 | |
Class C | Excluding sales charges | 03/04/04 | -11.15 | -12.31 | 5.78 | 7.89 |
Including sales charges | -11.99 | -13.09 | 5.78 | 7.89 | ||
Institutional Class | 09/27/10 | -10.82 | -11.51 | 6.83 | 8.97 | |
Institutional 2 Class* | 06/13/13 | -10.76 | -11.45 | 6.86 | 9.00 | |
Institutional 3 Class* | 06/13/13 | -10.76 | -11.42 | 6.90 | 9.05 | |
Class R | 09/27/10 | -11.01 | -11.99 | 6.29 | 8.43 | |
Blended Benchmark | -8.69 | -9.25 | 8.24 | 9.67 | ||
Russell 3000 Index | -8.30 | -7.35 | 12.18 | 13.48 | ||
Bloomberg U.S. Aggregate Bond Index | -6.14 | -9.12 | 1.28 | 1.65 |
* | The returns shown for periods prior to the share class inception date (including returns for the Life of the Fund, if shown, which are since Fund inception) include the returns of the Fund’s oldest share class. Since the Fund launched more than one share class at its inception, Class A shares were used. These returns are adjusted to reflect any higher class-related operating expenses of the newer share classes, as applicable. Please visit columbiathreadneedleus.com/investor/investment-products/mutual-funds/appended-performance for more information. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 11 |
Columbia Capital Allocation Aggressive Portfolio (Unaudited)
Portfolio breakdown (%) (at July 31, 2022) | |
Alternative Strategies Funds | 1.5 |
Equity Funds | 77.4 |
Fixed Income Funds | 19.6 |
Money Market Funds | 1.5 |
Total | 100.0 |
12 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
(Unaudited)
February 1, 2022 — July 31, 2022 | ||||||||||
Account value at the beginning of the period ($) | Account value at the end of the period ($) | Expenses paid during the period ($) | Fund’s annualized expense ratio (%) | Effective expenses paid during the period ($) | Fund’s effective annualized expense ratio (%) | |||||
Actual | Hypothetical | Actual | Hypothetical | Actual | Hypothetical | Actual | Actual | Hypothetical | Actual | |
Columbia Capital Allocation Conservative Portfolio | ||||||||||
Class A | 1,000.00 | 1,000.00 | 927.30 | 1,022.07 | 2.36 | 2.48 | 0.50 | 4.35 | 4.56 | 0.92 |
Advisor Class | 1,000.00 | 1,000.00 | 929.00 | 1,023.29 | 1.18 | 1.24 | 0.25 | 3.17 | 3.32 | 0.67 |
Class C | 1,000.00 | 1,000.00 | 923.30 | 1,018.39 | 5.90 | 6.19 | 1.25 | 7.88 | 8.27 | 1.67 |
Institutional Class | 1,000.00 | 1,000.00 | 927.50 | 1,023.25 | 1.23 | 1.29 | 0.26 | 3.21 | 3.37 | 0.68 |
Institutional 2 Class | 1,000.00 | 1,000.00 | 928.00 | 1,023.39 | 1.09 | 1.14 | 0.23 | 3.07 | 3.22 | 0.65 |
Institutional 3 Class | 1,000.00 | 1,000.00 | 928.20 | 1,023.64 | 0.85 | 0.89 | 0.18 | 2.84 | 2.98 | 0.60 |
Class R | 1,000.00 | 1,000.00 | 925.10 | 1,020.84 | 3.54 | 3.72 | 0.75 | 5.52 | 5.80 | 1.17 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 13 |
(Unaudited)
February 1, 2022 — July 31, 2022 | ||||||||||
Account value at the beginning of the period ($) | Account value at the end of the period ($) | Expenses paid during the period ($) | Fund’s annualized expense ratio (%) | Effective expenses paid during the period ($) | Fund’s effective annualized expense ratio (%) | |||||
Actual | Hypothetical | Actual | Hypothetical | Actual | Hypothetical | Actual | Actual | Hypothetical | Actual | |
Columbia Capital Allocation Moderate Conservative Portfolio | ||||||||||
Class A | 1,000.00 | 1,000.00 | 917.90 | 1,022.46 | 1.98 | 2.08 | 0.42 | 4.28 | 4.51 | 0.91 |
Advisor Class | 1,000.00 | 1,000.00 | 919.10 | 1,023.69 | 0.80 | 0.84 | 0.17 | 3.11 | 3.28 | 0.66 |
Class C | 1,000.00 | 1,000.00 | 914.70 | 1,018.78 | 5.49 | 5.79 | 1.17 | 7.79 | 8.22 | 1.66 |
Institutional Class | 1,000.00 | 1,000.00 | 918.60 | 1,023.69 | 0.80 | 0.84 | 0.17 | 3.10 | 3.28 | 0.66 |
Institutional 2 Class | 1,000.00 | 1,000.00 | 919.10 | 1,023.78 | 0.71 | 0.74 | 0.15 | 3.01 | 3.18 | 0.64 |
Institutional 3 Class | 1,000.00 | 1,000.00 | 918.90 | 1,023.98 | 0.52 | 0.55 | 0.11 | 2.82 | 2.98 | 0.60 |
Class R | 1,000.00 | 1,000.00 | 916.80 | 1,021.23 | 3.15 | 3.32 | 0.67 | 5.45 | 5.75 | 1.16 |
Columbia Capital Allocation Moderate Portfolio | ||||||||||
Class A | 1,000.00 | 1,000.00 | 906.50 | 1,022.66 | 1.78 | 1.88 | 0.38 | 4.39 | 4.66 | 0.94 |
Advisor Class | 1,000.00 | 1,000.00 | 907.00 | 1,023.88 | 0.61 | 0.65 | 0.13 | 3.23 | 3.42 | 0.69 |
Class C | 1,000.00 | 1,000.00 | 902.90 | 1,018.98 | 5.27 | 5.59 | 1.13 | 7.89 | 8.37 | 1.69 |
Institutional Class | 1,000.00 | 1,000.00 | 907.50 | 1,023.88 | 0.61 | 0.65 | 0.13 | 3.23 | 3.42 | 0.69 |
Institutional 2 Class | 1,000.00 | 1,000.00 | 907.80 | 1,023.93 | 0.56 | 0.60 | 0.12 | 3.18 | 3.37 | 0.68 |
Institutional 3 Class | 1,000.00 | 1,000.00 | 908.20 | 1,024.18 | 0.33 | 0.35 | 0.07 | 2.95 | 3.13 | 0.63 |
Class R | 1,000.00 | 1,000.00 | 905.00 | 1,021.43 | 2.94 | 3.12 | 0.63 | 5.56 | 5.90 | 1.19 |
Columbia Capital Allocation Moderate Aggressive Portfolio | ||||||||||
Class A | 1,000.00 | 1,000.00 | 899.50 | 1,022.61 | 1.82 | 1.93 | 0.39 | 4.56 | 4.86 | 0.98 |
Advisor Class | 1,000.00 | 1,000.00 | 900.20 | 1,023.83 | 0.65 | 0.69 | 0.14 | 3.40 | 3.62 | 0.73 |
Class C | 1,000.00 | 1,000.00 | 896.60 | 1,018.93 | 5.30 | 5.64 | 1.14 | 8.05 | 8.56 | 1.73 |
Institutional Class | 1,000.00 | 1,000.00 | 901.20 | 1,023.83 | 0.65 | 0.69 | 0.14 | 3.40 | 3.62 | 0.73 |
Institutional 2 Class | 1,000.00 | 1,000.00 | 901.00 | 1,023.98 | 0.51 | 0.55 | 0.11 | 3.26 | 3.47 | 0.70 |
Institutional 3 Class | 1,000.00 | 1,000.00 | 901.30 | 1,024.23 | 0.28 | 0.30 | 0.06 | 3.03 | 3.23 | 0.65 |
Class R | 1,000.00 | 1,000.00 | 899.00 | 1,021.38 | 2.98 | 3.17 | 0.64 | 5.73 | 6.10 | 1.23 |
Class V | 1,000.00 | 1,000.00 | 899.50 | 1,022.61 | 1.82 | 1.93 | 0.39 | 4.56 | 4.86 | 0.98 |
Columbia Capital Allocation Aggressive Portfolio | ||||||||||
Class A | 1,000.00 | 1,000.00 | 890.70 | 1,022.61 | 1.81 | 1.93 | 0.39 | 4.68 | 5.01 | 1.01 |
Advisor Class | 1,000.00 | 1,000.00 | 892.50 | 1,023.83 | 0.65 | 0.69 | 0.14 | 3.53 | 3.77 | 0.76 |
Class C | 1,000.00 | 1,000.00 | 888.50 | 1,018.93 | 5.28 | 5.64 | 1.14 | 8.15 | 8.71 | 1.76 |
Institutional Class | 1,000.00 | 1,000.00 | 891.80 | 1,023.83 | 0.65 | 0.69 | 0.14 | 3.53 | 3.77 | 0.76 |
Institutional 2 Class | 1,000.00 | 1,000.00 | 892.40 | 1,023.93 | 0.56 | 0.60 | 0.12 | 3.43 | 3.67 | 0.74 |
Institutional 3 Class | 1,000.00 | 1,000.00 | 892.40 | 1,024.18 | 0.32 | 0.35 | 0.07 | 3.20 | 3.42 | 0.69 |
Class R | 1,000.00 | 1,000.00 | 889.90 | 1,021.38 | 2.97 | 3.17 | 0.64 | 5.84 | 6.25 | 1.26 |
14 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Conservative Portfolio, July 31, 2022 (Unaudited)
Equity Funds 20.2% | ||
Shares | Value ($) | |
International 4.7% | ||
Columbia Overseas Core Fund, Institutional 3 Class(a) | 1,110,491 | 9,872,268 |
U.S. Large Cap 14.2% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 334,818 | 10,007,710 |
Columbia Disciplined Core Fund, Institutional 3 Class(a) | 787,910 | 10,030,096 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 619,344 | 9,996,213 |
Total | 30,034,019 | |
U.S. Small Cap 1.3% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 61,943 | 1,492,205 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 59,272 | 1,208,551 |
Total | 2,700,756 | |
Total Equity Funds (Cost $44,612,042) | 42,607,043 | |
Fixed Income Funds 69.0% | ||
Emerging Markets 1.4% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 331,709 | 3,018,548 |
High Yield 5.8% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 1,137,602 | 12,206,473 |
Fixed Income Funds (continued) | ||
Shares | Value ($) | |
Investment Grade 61.8% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 1,334,558 | 42,065,268 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 3,459,055 | 32,065,435 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 1,348,917 | 27,059,272 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 2,734,011 | 29,062,538 |
Total | 130,252,513 | |
Total Fixed Income Funds (Cost $163,890,042) | 145,477,534 | |
Money Market Funds 10.5% | ||
Columbia Short-Term Cash Fund, 1.712%(a),(c) | 22,089,683 | 22,078,638 |
Total Money Market Funds (Cost $22,086,421) | 22,078,638 | |
Total Investments in Securities (Cost: $230,588,505) | 210,163,215 | |
Other Assets & Liabilities, Net | 572,047 | |
Net Assets | 210,735,262 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index | 7 | 09/2022 | USD | 683,235 | 12,005 | — |
MSCI Emerging Markets Index | 8 | 09/2022 | USD | 399,400 | — | (12,440) |
Russell 2000 Index E-mini | 8 | 09/2022 | USD | 754,120 | — | (305) |
S&P 500 Index E-mini | 3 | 09/2022 | USD | 620,025 | 42,612 | — |
Total | 54,617 | (12,745) |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 15 |
Columbia Capital Allocation Conservative Portfolio, July 31, 2022 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 37 | Morgan Stanley | 06/20/2027 | 1.000 | Quarterly | USD | 3,832,000 | 147,878 | — | — | 147,878 | — |
Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 4,238,190 | 21,873 | — | — | 21,873 | — |
Total | 169,751 | — | — | 169,751 | — |
(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 July 31, 2022 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 | |||||||||
50,464,894 | 811,384 | (5,659,521) | (3,551,489) | 42,065,268 | — | (619,907) | 450,205 | 1,334,558 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
12,170,826 | 206,649 | (1,089,175) | (1,280,590) | 10,007,710 | — | 244,703 | — | 334,818 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
38,695,353 | 811,715 | (3,971,646) | (3,469,987) | 32,065,435 | — | (298,835) | 521,259 | 3,459,055 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
12,118,530 | 181,710 | (1,095,052) | (1,175,092) | 10,030,096 | — | 231,450 | — | 787,910 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
3,754,056 | 137,226 | (363,830) | (508,904) | 3,018,548 | — | (58,896) | 59,887 | 331,709 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
14,894,095 | 432,448 | (2,167,961) | (952,109) | 12,206,473 | — | (159,388) | 310,737 | 1,137,602 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
12,342,898 | 505,661 | (945,978) | (2,030,313) | 9,872,268 | 145,114 | 202,324 | — | 1,110,491 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
32,258,977 | 572,814 | (3,790,158) | (1,982,361) | 27,059,272 | — | (414,387) | 326,428 | 1,348,917 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
12,129,509 | 728,195 | (972,607) | (1,888,884) | 9,996,213 | 470,069 | 339,958 | 24,077 | 619,344 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
1,827,412 | 50,910 | (205,593) | (180,524) | 1,492,205 | — | 75,987 | — | 61,943 | |
Columbia Short-Term Cash Fund, 1.712% | |||||||||
22,249,505 | 3,636,287 | (3,802,097) | (5,057) | 22,078,638 | — | (1,546) | 73,088 | 22,089,683 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
1,467,569 | — | — | (259,018) | 1,208,551 | — | — | — | 59,272 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
35,225,179 | 456,038 | (4,502,748) | (2,115,931) | 29,062,538 | — | (174,139) | 215,149 | 2,734,011 | |
Total | 249,598,803 | (19,400,259) | 210,163,215 | 615,183 | (632,676) | 1,980,830 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at July 31, 2022. |
USD | US Dollar |
16 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Conservative Portfolio, July 31, 2022 (Unaudited)
■ | Level 1 — Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date. 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). |
Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | |
Investments in Securities | ||||
Equity Funds | 42,607,043 | — | — | 42,607,043 |
Fixed Income Funds | 145,477,534 | — | — | 145,477,534 |
Money Market Funds | 22,078,638 | — | — | 22,078,638 |
Total Investments in Securities | 210,163,215 | — | — | 210,163,215 |
Investments in Derivatives | ||||
Asset | ||||
Futures Contracts | 54,617 | — | — | 54,617 |
Swap Contracts | — | 169,751 | — | 169,751 |
Liability | ||||
Futures Contracts | (12,745) | — | — | (12,745) |
Total | 210,205,087 | 169,751 | — | 210,374,838 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 17 |
Columbia Capital Allocation Moderate Conservative Portfolio, July 31, 2022 (Unaudited)
Equity Funds 35.4% | ||
Shares | Value ($) | |
International 8.7% | ||
Columbia Overseas Core Fund, Institutional 3 Class(a) | 4,184,058 | 37,196,277 |
U.S. Large Cap 24.7% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 1,168,250 | 34,918,999 |
Columbia Disciplined Core Fund, Institutional 3 Class(a) | 2,749,042 | 34,995,303 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 2,166,968 | 34,974,869 |
Total | 104,889,171 | |
U.S. Small Cap 2.0% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 194,843 | 4,693,759 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 188,231 | 3,838,034 |
Total | 8,531,793 | |
Total Equity Funds (Cost $157,071,494) | 150,617,241 | |
Fixed Income Funds 59.7% | ||
Emerging Markets 1.7% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 772,315 | 7,028,068 |
High Yield 6.7% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 2,673,488 | 28,686,525 |
Fixed Income Funds (continued) | ||
Shares | Value ($) | |
Investment Grade 51.3% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 1,789,297 | 56,398,620 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 6,496,360 | 60,221,258 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 2,643,818 | 53,034,993 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 4,533,802 | 48,194,313 |
Total | 217,849,184 | |
Total Fixed Income Funds (Cost $286,232,048) | 253,563,777 | |
Money Market Funds 4.6% | ||
Columbia Short-Term Cash Fund, 1.712%(a),(c) | 19,598,163 | 19,588,364 |
Total Money Market Funds (Cost $19,593,099) | 19,588,364 | |
Total Investments in Securities (Cost: $462,896,641) | 423,769,382 | |
Other Assets & Liabilities, Net | 1,208,480 | |
Net Assets | 424,977,862 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index | 11 | 09/2022 | USD | 1,073,655 | 18,864 | — |
MSCI Emerging Markets Index | 34 | 09/2022 | USD | 1,697,450 | — | (52,872) |
Russell 2000 Index E-mini | 3 | 09/2022 | USD | 282,795 | 5,168 | — |
Russell 2000 Index E-mini | 26 | 09/2022 | USD | 2,450,890 | — | (991) |
S&P 500 Index E-mini | 7 | 09/2022 | USD | 1,446,725 | 116,235 | — |
Total | 140,267 | (53,863) |
18 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Conservative Portfolio, July 31, 2022 (Unaudited)
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 37 | Morgan Stanley | 06/20/2027 | 1.000 | Quarterly | USD | 8,460,000 | 326,473 | — | — | 326,473 | — |
Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 9,930,690 | 51,272 | — | — | 51,272 | — |
Total | 377,745 | — | — | 377,745 | — |
(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 July 31, 2022 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 | |||||||||
66,690,504 | 720,793 | (6,181,678) | (4,830,999) | 56,398,620 | — | (750,659) | 602,941 | 1,789,297 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
41,450,060 | 292,196 | (2,445,414) | (4,377,843) | 34,918,999 | — | 769,437 | — | 1,168,250 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
70,918,440 | 1,067,999 | (5,126,447) | (6,638,734) | 60,221,258 | — | (346,032) | 973,029 | 6,496,360 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
41,213,855 | 308,145 | (2,478,916) | (4,047,781) | 34,995,303 | — | 789,992 | — | 2,749,042 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
8,325,021 | 209,451 | (285,633) | (1,220,771) | 7,028,068 | — | (54,048) | 135,343 | 772,315 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
33,562,603 | 722,109 | (3,304,175) | (2,294,012) | 28,686,525 | — | (276,498) | 716,278 | 2,673,488 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
44,746,601 | 1,205,125 | (2,046,638) | (6,708,811) | 37,196,277 | 538,244 | (8,029) | — | 4,184,058 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
62,532,334 | 774,969 | (6,303,214) | (3,969,096) | 53,034,993 | — | (741,954) | 641,187 | 2,643,818 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
41,190,761 | 1,990,308 | (1,980,004) | (6,226,196) | 34,974,869 | 1,643,879 | 799,358 | 84,199 | 2,166,968 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
5,498,174 | 62,580 | (392,567) | (474,428) | 4,693,759 | — | 134,252 | — | 194,843 | |
Columbia Short-Term Cash Fund, 1.712% | |||||||||
20,253,674 | 8,850,819 | (9,513,472) | (2,657) | 19,588,364 | — | (3,211) | 64,967 | 19,598,163 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
4,660,604 | — | — | (822,570) | 3,838,034 | — | — | — | 188,231 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
57,453,338 | 412,174 | (6,173,145) | (3,498,054) | 48,194,313 | — | (271,295) | 356,318 | 4,533,802 | |
Total | 498,495,969 | (45,111,952) | 423,769,382 | 2,182,123 | 41,313 | 3,574,262 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at July 31, 2022. |
USD | US Dollar |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 19 |
Columbia Capital Allocation Moderate Conservative Portfolio, July 31, 2022 (Unaudited)
■ | Level 1 — Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date. 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). |
Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | |
Investments in Securities | ||||
Equity Funds | 150,617,241 | — | — | 150,617,241 |
Fixed Income Funds | 253,563,777 | — | — | 253,563,777 |
Money Market Funds | 19,588,364 | — | — | 19,588,364 |
Total Investments in Securities | 423,769,382 | — | — | 423,769,382 |
Investments in Derivatives | ||||
Asset | ||||
Futures Contracts | 140,267 | — | — | 140,267 |
Swap Contracts | — | 377,745 | — | 377,745 |
Liability | ||||
Futures Contracts | (53,863) | — | — | (53,863) |
Total | 423,855,786 | 377,745 | — | 424,233,531 |
20 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio, July 31, 2022 (Unaudited)
Alternative Strategies Funds 0.8% | ||
Shares | Value ($) | |
Columbia Commodity Strategy Fund, Institutional 3 Class(a) | 469,080 | 9,982,034 |
Total Alternative Strategies Funds (Cost $9,755,588) | 9,982,034 | |
Equity Funds 50.4% | ||
International 12.6% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a) | 1,821,386 | 22,239,124 |
Columbia Overseas Core Fund, Institutional 3 Class(a) | 15,480,021 | 137,617,383 |
Total | 159,856,507 | |
U.S. Large Cap 35.1% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 3,786,129 | 113,167,393 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 2,066,694 | 105,422,086 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 7,189,516 | 115,176,044 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 7,024,648 | 113,377,816 |
Total | 447,143,339 | |
U.S. Small Cap 2.7% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 814,011 | 19,609,524 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 726,224 | 14,807,708 |
Total | 34,417,232 | |
Total Equity Funds (Cost $661,622,675) | 641,417,078 | |
Fixed Income Funds 46.4% | ||
Shares | Value ($) | |
Emerging Markets 1.8% | ||
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) | 2,502,072 | 22,768,858 |
High Yield 10.1% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 12,004,908 | 128,812,658 |
Investment Grade 34.5% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 4,174,021 | 131,565,157 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 14,381,266 | 133,314,333 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 5,775,390 | 115,854,326 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 5,380,236 | 57,191,910 |
Total | 437,925,726 | |
Total Fixed Income Funds (Cost $672,629,523) | 589,507,242 | |
Money Market Funds 1.9% | ||
Columbia Short-Term Cash Fund, 1.712%(a),(c) | 23,685,933 | 23,674,090 |
Total Money Market Funds (Cost $23,673,881) | 23,674,090 | |
Total Investments in Securities (Cost: $1,367,681,667) | 1,264,580,444 | |
Other Assets & Liabilities, Net | 6,662,024 | |
Net Assets | 1,271,242,468 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | 149 | 09/2022 | GBP | 10,992,475 | 197,256 | — |
MSCI EAFE Index | 20 | 09/2022 | USD | 1,952,100 | 34,299 | — |
MSCI Emerging Markets Index | 174 | 09/2022 | USD | 8,686,950 | — | (270,580) |
Russell 2000 Index E-mini | 12 | 09/2022 | USD | 1,131,180 | 20,670 | — |
Russell 2000 Index E-mini | 71 | 09/2022 | USD | 6,692,815 | — | (2,706) |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 21 |
Columbia Capital Allocation Moderate Portfolio, July 31, 2022 (Unaudited)
Long futures contracts (continued) | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
S&P 500 Index E-mini | 19 | 09/2022 | USD | 3,926,825 | 110,248 | — |
U.S. Treasury 10-Year Note | 417 | 09/2022 | USD | 50,515,641 | 803,845 | — |
Total | 1,166,318 | (273,286) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
TOPIX Index | (91) | 09/2022 | JPY | (1,763,125,000) | 55,564 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 37 | Morgan Stanley | 06/20/2027 | 1.000 | Quarterly | USD | 27,894,000 | 1,076,434 | — | — | 1,076,434 | — |
Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 36,597,330 | 188,878 | — | — | 188,878 | — |
Total | 1,265,312 | — | — | 1,265,312 | — |
(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 July 31, 2022 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 | |||||||||
157,217,274 | 1,501,565 | (15,929,239) | (11,224,443) | 131,565,157 | — | (2,023,764) | 1,422,076 | 4,174,021 | |
Columbia Commodity Strategy Fund, Institutional 3 Class | |||||||||
8,668,609 | — | — | 1,313,425 | 9,982,034 | — | — | — | 469,080 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
135,676,424 | 56 | (7,434,550) | (15,074,537) | 113,167,393 | — | 3,211,160 | — | 3,786,129 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
159,319,055 | 2,186,701 | (13,648,575) | (14,542,848) | 133,314,333 | — | (1,123,718) | 2,161,983 | 14,381,266 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
27,325,225 | 496,924 | (1,023,959) | (4,029,332) | 22,768,858 | — | (175,974) | 443,032 | 2,502,072 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
29,738,791 | 287,709 | (1) | (7,787,375) | 22,239,124 | — | — | — | 1,821,386 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
152,528,124 | 3,263,300 | (16,730,094) | (10,248,672) | 128,812,658 | — | (1,547,204) | 3,250,600 | 12,004,908 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
122,223,521 | 6,374,144 | (5,653,582) | (17,521,997) | 105,422,086 | — | 260,255 | — | 2,066,694 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
148,561,330 | 1,011,674 | (22,946,836) | (11,450,124) | 115,176,044 | — | 3,105,419 | 1,011,592 | 7,189,516 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
167,045,756 | 2,128,923 | (6,068,410) | (25,488,886) | 137,617,383 | 2,023,335 | 21,517 | — | 15,480,021 |
22 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio, July 31, 2022 (Unaudited)
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 Quality Income Fund, Institutional 3 Class | |||||||||
137,338,040 | 1,490,634 | (14,028,411) | (8,945,937) | 115,854,326 | — | (1,496,788) | 1,410,676 | 5,775,390 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
134,891,209 | 5,636,629 | (6,292,109) | (20,857,913) | 113,377,816 | 5,361,946 | 3,049,900 | 274,639 | 7,024,648 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
22,686,536 | 7,253 | (1,212,602) | (1,871,663) | 19,609,524 | — | 426,921 | — | 814,011 | |
Columbia Short-Term Cash Fund, 1.712% | |||||||||
31,256,942 | 38,753,505 | (46,339,212) | 2,855 | 23,674,090 | — | (10,907) | 78,945 | 23,685,933 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
17,981,306 | — | — | (3,173,598) | 14,807,708 | — | — | — | 726,224 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
68,846,996 | 451,001 | (7,691,165) | (4,414,922) | 57,191,910 | — | (144,449) | 428,021 | 5,380,236 | |
Total | 1,521,305,138 | (155,315,967) | 1,264,580,444 | 7,385,281 | 3,552,368 | 10,481,564 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at July 31, 2022. |
GBP | British Pound |
JPY | Japanese Yen |
USD | US Dollar |
■ | Level 1 — Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date. 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). |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 23 |
Columbia Capital Allocation Moderate Portfolio, July 31, 2022 (Unaudited)
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.
Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | |
Investments in Securities | ||||
Alternative Strategies Funds | 9,982,034 | — | — | 9,982,034 |
Equity Funds | 641,417,078 | — | — | 641,417,078 |
Fixed Income Funds | 589,507,242 | — | — | 589,507,242 |
Money Market Funds | 23,674,090 | — | — | 23,674,090 |
Total Investments in Securities | 1,264,580,444 | — | — | 1,264,580,444 |
Investments in Derivatives | ||||
Asset | ||||
Futures Contracts | 1,221,882 | — | — | 1,221,882 |
Swap Contracts | — | 1,265,312 | — | 1,265,312 |
Liability | ||||
Futures Contracts | (273,286) | — | — | (273,286) |
Total | 1,265,529,040 | 1,265,312 | — | 1,266,794,352 |
24 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Aggressive Portfolio, July 31, 2022 (Unaudited)
Alternative Strategies Funds 1.1% | ||
Shares | Value ($) | |
Columbia Commodity Strategy Fund, Institutional 3 Class(a) | 966,828 | 20,574,096 |
Total Alternative Strategies Funds (Cost $20,107,365) | 20,574,096 | |
Equity Funds 65.2% | ||
International 14.9% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a) | 4,664,757 | 56,956,689 |
Columbia Overseas Core Fund, Institutional 3 Class(a) | 24,274,020 | 215,796,036 |
Total | 272,752,725 | |
U.S. Large Cap 46.9% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 7,251,288 | 216,741,011 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 3,956,284 | 201,810,046 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 13,859,843 | 222,034,678 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 13,422,893 | 216,645,498 |
Total | 857,231,233 | |
U.S. Small Cap 3.4% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 1,495,960 | 36,037,657 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 1,253,961 | 25,568,267 |
Total | 61,605,924 | |
Total Equity Funds (Cost $1,226,794,352) | 1,191,589,882 | |
Fixed Income Funds 31.8% | ||
Shares | Value ($) | |
High Yield 8.8% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 14,924,597 | 160,140,923 |
Investment Grade 23.0% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 2,962,339 | 93,372,920 |
Columbia Corporate Income Fund, Institutional 3 Class(a) | 15,942,232 | 147,784,495 |
Columbia Quality Income Fund, Institutional 3 Class(a) | 6,187,296 | 124,117,160 |
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) | 5,271,620 | 56,037,321 |
Total | 421,311,896 | |
Total Fixed Income Funds (Cost $653,890,587) | 581,452,819 | |
Money Market Funds 1.4% | ||
Columbia Short-Term Cash Fund, 1.712%(a),(c) | 25,586,589 | 25,573,796 |
Total Money Market Funds (Cost $25,574,020) | 25,573,796 | |
Total Investments in Securities (Cost: $1,926,366,324) | 1,819,190,593 | |
Other Assets & Liabilities, Net | 9,605,942 | |
Net Assets | 1,828,796,535 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | 316 | 09/2022 | GBP | 23,312,900 | 418,341 | — |
MSCI EAFE Index | 19 | 09/2022 | USD | 1,854,495 | 32,584 | — |
MSCI Emerging Markets Index | 532 | 09/2022 | USD | 26,560,100 | — | (827,292) |
Russell 2000 Index E-mini | 56 | 09/2022 | USD | 5,278,840 | 96,461 | — |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 25 |
Columbia Capital Allocation Moderate Aggressive Portfolio, July 31, 2022 (Unaudited)
Long futures contracts (continued) | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Russell 2000 Index E-mini | 120 | 09/2022 | USD | 11,311,800 | — | (4,573) |
U.S. Treasury 10-Year Note | 622 | 09/2022 | USD | 75,349,469 | 1,199,021 | — |
Total | 1,746,407 | (831,865) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
TOPIX Index | (194) | 09/2022 | JPY | (3,758,750,000) | 118,456 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 44,052,030 | 227,352 | — | — | 227,352 | — |
(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 July 31, 2022 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 | |||||||||
108,318,739 | 990,416 | (7,818,697) | (8,117,538) | 93,372,920 | — | (946,957) | 990,415 | 2,962,339 | |
Columbia Commodity Strategy Fund, Institutional 3 Class | |||||||||
17,866,978 | — | — | 2,707,118 | 20,574,096 | — | — | — | 966,828 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
255,056,617 | — | (10,447,768) | (27,867,838) | 216,741,011 | — | 4,846,406 | — | 7,251,288 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
169,674,190 | 2,347,929 | (8,747,015) | (15,490,609) | 147,784,495 | — | (1,158,926) | 2,347,904 | 15,942,232 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
76,518,773 | 388,968 | — | (19,951,052) | 56,956,689 | — | — | — | 4,664,757 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
184,676,314 | 3,980,201 | (15,603,517) | (12,912,075) | 160,140,923 | — | (1,452,216) | 3,968,925 | 14,924,597 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
223,071,326 | 13,599,919 | (2,759,052) | (32,102,147) | 201,810,046 | — | (148,686) | — | 3,956,284 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
279,874,489 | 1,934,260 | (38,678,722) | (21,095,349) | 222,034,678 | — | 4,614,163 | 1,934,130 | 13,859,843 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
257,719,925 | 3,190,120 | (5,549,548) | (39,564,461) | 215,796,036 | 3,173,189 | (58,903) | — | 24,274,020 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
142,393,724 | 1,481,154 | (9,898,751) | (9,858,967) | 124,117,160 | — | (891,855) | 1,481,153 | 6,187,296 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
252,813,405 | 10,763,684 | (10,255,224) | (36,676,367) | 216,645,498 | 10,239,231 | 2,550,931 | 524,453 | 13,422,893 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
40,949,464 | 741 | (1,679,270) | (3,233,278) | 36,037,657 | — | 578,075 | — | 1,495,960 |
26 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Aggressive Portfolio, July 31, 2022 (Unaudited)
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 Short-Term Cash Fund, 1.712% | |||||||||
37,207,111 | 60,743,073 | (72,379,081) | 2,693 | 25,573,796 | — | (12,466) | 87,004 | 25,586,589 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
31,048,077 | — | — | (5,479,810) | 25,568,267 | — | — | — | 1,253,961 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
65,188,840 | 410,757 | (5,965,089) | (3,597,187) | 56,037,321 | — | (686,161) | 410,757 | 5,271,620 | |
Total | 2,142,377,972 | (233,236,867) | 1,819,190,593 | 13,412,420 | 7,233,405 | 11,744,741 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at July 31, 2022. |
GBP | British Pound |
JPY | Japanese Yen |
USD | US Dollar |
■ | Level 1 — Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date. 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). |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 27 |
Columbia Capital Allocation Moderate Aggressive Portfolio, July 31, 2022 (Unaudited)
The following table is a summary of the inputs used to value the Fund’s investments at July 31, 2022:
Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | |
Investments in Securities | ||||
Alternative Strategies Funds | 20,574,096 | — | — | 20,574,096 |
Equity Funds | 1,191,589,882 | — | — | 1,191,589,882 |
Fixed Income Funds | 581,452,819 | — | — | 581,452,819 |
Money Market Funds | 25,573,796 | — | — | 25,573,796 |
Total Investments in Securities | 1,819,190,593 | — | — | 1,819,190,593 |
Investments in Derivatives | ||||
Asset | ||||
Futures Contracts | 1,864,863 | — | — | 1,864,863 |
Swap Contracts | — | 227,352 | — | 227,352 |
Liability | ||||
Futures Contracts | (831,865) | — | — | (831,865) |
Total | 1,820,223,591 | 227,352 | — | 1,820,450,943 |
28 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio, July 31, 2022 (Unaudited)
Alternative Strategies Funds 1.5% | ||
Shares | Value ($) | |
Columbia Commodity Strategy Fund, Institutional 3 Class(a) | 895,529 | 19,056,848 |
Total Alternative Strategies Funds (Cost $18,624,536) | 19,056,848 | |
Equity Funds 76.8% | ||
International 18.6% | ||
Columbia Emerging Markets Fund, Institutional 3 Class(a) | 5,118,671 | 62,498,978 |
Columbia Overseas Core Fund, Institutional 3 Class(a) | 20,002,177 | 177,819,353 |
Total | 240,318,331 | |
U.S. Large Cap 54.3% | ||
Columbia Contrarian Core Fund, Institutional 3 Class(a) | 5,945,455 | 177,709,639 |
Columbia Large Cap Growth Fund, Institutional 3 Class(a),(b) | 3,277,928 | 167,207,108 |
Columbia Large Cap Value Fund, Institutional 3 Class(a) | 11,294,525 | 180,938,283 |
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) | 11,006,726 | 177,648,565 |
Total | 703,503,595 | |
U.S. Small Cap 3.9% | ||
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) | 1,251,055 | 30,137,911 |
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) | 1,022,770 | 20,854,282 |
Total | 50,992,193 | |
Total Equity Funds (Cost $983,409,410) | 994,814,119 | |
Fixed Income Funds 19.4% | ||
Shares | Value ($) | |
High Yield 7.2% | ||
Columbia High Yield Bond Fund, Institutional 3 Class(a) | 8,693,552 | 93,281,815 |
Investment Grade 12.2% | ||
Columbia Bond Fund, Institutional 3 Class(a) | 5,029,261 | 158,522,308 |
Total Fixed Income Funds (Cost $281,977,930) | 251,804,123 | |
Money Market Funds 1.5% | ||
Columbia Short-Term Cash Fund, 1.712%(a),(c) | 20,069,059 | 20,059,025 |
Total Money Market Funds (Cost $20,059,449) | 20,059,025 | |
Total Investments in Securities (Cost: $1,304,071,325) | 1,285,734,115 | |
Other Assets & Liabilities, Net | 10,368,402 | |
Net Assets | 1,296,102,517 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
FTSE 100 Index | 301 | 09/2022 | GBP | 22,206,275 | 398,483 | — |
MSCI EAFE Index | 28 | 09/2022 | USD | 2,732,940 | 48,018 | — |
MSCI Emerging Markets Index | 482 | 09/2022 | USD | 24,063,850 | — | (749,539) |
Russell 2000 Index E-mini | 70 | 09/2022 | USD | 6,598,550 | 120,576 | — |
Russell 2000 Index E-mini | 112 | 09/2022 | USD | 10,557,680 | — | (4,268) |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 29 |
Columbia Capital Allocation Aggressive Portfolio, July 31, 2022 (Unaudited)
Long futures contracts (continued) | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
S&P 500 Index E-mini | 194 | 09/2022 | USD | 40,094,950 | 1,125,689 | — |
U.S. Treasury 10-Year Note | 186 | 09/2022 | USD | 22,532,156 | 358,550 | — |
Total | 2,051,316 | (753,807) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
TOPIX Index | (185) | 09/2022 | JPY | (3,584,375,000) | 112,960 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 38 | Morgan Stanley | 06/20/2027 | 5.000 | Quarterly | USD | 29,443,590 | 152,018 | — | — | 152,018 | — |
(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 July 31, 2022 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 | |||||||||
180,302,915 | 1,719,734 | (9,597,220) | (13,903,121) | 158,522,308 | — | (1,223,018) | 1,667,217 | 5,029,261 | |
Columbia Commodity Strategy Fund, Institutional 3 Class | |||||||||
16,549,368 | — | — | 2,507,480 | 19,056,848 | — | — | — | 895,529 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
206,957,783 | 450 | (8,137,002) | (21,111,592) | 177,709,639 | — | 2,149,690 | — | 5,945,455 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
81,874,238 | 2,071,291 | — | (21,446,551) | 62,498,978 | — | — | — | 5,118,671 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
104,287,561 | 2,295,855 | (5,255,573) | (8,046,028) | 93,281,815 | — | (164,755) | 2,292,615 | 8,693,552 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
183,857,511 | 11,811,430 | (1,795,902) | (26,665,931) | 167,207,108 | — | (3,165) | — | 3,277,928 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
220,426,356 | 1,578,665 | (20,866,148) | (20,200,590) | 180,938,283 | — | 6,877,409 | 1,562,951 | 11,294,525 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
211,088,543 | 2,709,172 | (3,420,276) | (32,558,086) | 177,819,353 | 2,613,816 | (76,211) | — | 20,002,177 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
205,909,972 | 8,843,831 | (5,954,630) | (31,150,608) | 177,648,565 | 8,410,995 | 3,036,358 | 430,811 | 11,006,726 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
33,604,630 | 1,712 | (815,788) | (2,652,643) | 30,137,911 | — | 424,798 | — | 1,251,055 | |
Columbia Short-Term Cash Fund, 1.712% | |||||||||
31,446,018 | 72,846,767 | (84,234,611) | 851 | 20,059,025 | — | (8,950) | 68,379 | 20,069,059 |
30 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio, July 31, 2022 (Unaudited)
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 Small Cap Growth Fund, Institutional 3 Class | |||||||||
25,323,787 | — | — | (4,469,505) | 20,854,282 | — | — | — | 1,022,770 | |
Total | 1,501,628,682 | (179,696,324) | 1,285,734,115 | 11,024,811 | 11,012,156 | 6,021,973 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at July 31, 2022. |
GBP | British Pound |
JPY | Japanese Yen |
USD | US Dollar |
■ | Level 1 — Valuations based on quoted prices for investments in active markets that the Fund has the ability to access at the measurement date. 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). |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 31 |
Columbia Capital Allocation Aggressive Portfolio, July 31, 2022 (Unaudited)
The following table is a summary of the inputs used to value the Fund’s investments at July 31, 2022:
Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | |
Investments in Securities | ||||
Alternative Strategies Funds | 19,056,848 | — | — | 19,056,848 |
Equity Funds | 994,814,119 | — | — | 994,814,119 |
Fixed Income Funds | 251,804,123 | — | — | 251,804,123 |
Money Market Funds | 20,059,025 | — | — | 20,059,025 |
Total Investments in Securities | 1,285,734,115 | — | — | 1,285,734,115 |
Investments in Derivatives | ||||
Asset | ||||
Futures Contracts | 2,164,276 | — | — | 2,164,276 |
Swap Contracts | — | 152,018 | — | 152,018 |
Liability | ||||
Futures Contracts | (753,807) | — | — | (753,807) |
Total | 1,287,144,584 | 152,018 | — | 1,287,296,602 |
32 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Conservative Portfolio | Columbia Capital Allocation Moderate Conservative Portfolio | Columbia Capital Allocation Moderate Portfolio | |
Assets | |||
Investments in securities, at value | |||
Affiliated issuers (cost $230,588,505, $462,896,641, $1,367,681,667, respectively) | $210,163,215 | $423,769,382 | $1,264,580,444 |
Margin deposits on: | |||
Futures contracts | 127,440 | 351,165 | 3,369,506 |
Swap contracts | 453,694 | 1,036,647 | 3,653,137 |
Receivable for: | |||
Investments sold | — | 529,178 | 657,027 |
Capital shares sold | 203,982 | 92,062 | 254,307 |
Dividends | 353,555 | 611,370 | 1,550,593 |
Foreign tax reclaims | 15,264 | 23,651 | 13,562 |
Variation margin for futures contracts | 30,415 | 73,670 | 464,857 |
Prepaid expenses | 9,050 | 10,931 | 18,003 |
Other assets | 28,234 | 3,556 | 24,445 |
Total assets | 211,384,849 | 426,501,612 | 1,274,585,881 |
Liabilities | |||
Payable for: | |||
Investments purchased | 348,559 | 588,040 | 1,523,293 |
Capital shares purchased | 148,506 | 748,748 | 1,340,524 |
Variation margin for futures contracts | 2,262 | 9,213 | 44,234 |
Variation margin for swap contracts | 27,908 | 63,029 | 217,325 |
Management services fees | 460 | 552 | 1,167 |
Distribution and/or service fees | 1,569 | 3,332 | 9,817 |
Transfer agent fees | 14,797 | 26,362 | 73,519 |
Compensation of board members | 87,507 | 64,450 | 94,488 |
Compensation of chief compliance officer | 19 | 40 | 120 |
Other expenses | 18,000 | 19,984 | 38,926 |
Total liabilities | 649,587 | 1,523,750 | 3,343,413 |
Net assets applicable to outstanding capital stock | $210,735,262 | $424,977,862 | $1,271,242,468 |
Represented by | |||
Paid in capital | 231,681,113 | 462,646,957 | 1,367,776,418 |
Total distributable earnings (loss) | (20,945,851) | (37,669,095) | (96,533,950) |
Total - representing net assets applicable to outstanding capital stock | $210,735,262 | $424,977,862 | $1,271,242,468 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 33 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Conservative Portfolio | Columbia Capital Allocation Moderate Conservative Portfolio | Columbia Capital Allocation Moderate Portfolio | |
Class A | |||
Net assets | $169,607,229 | $366,823,656 | $1,116,863,740 |
Shares outstanding | 18,740,821 | 38,809,095 | 115,509,413 |
Net asset value per share | $9.05 | $9.45 | $9.67 |
Maximum sales charge | 4.75% | 5.75% | 5.75% |
Maximum offering price per share (calculated by dividing the net asset value per share by 1.0 minus the maximum sales charge for Class A shares) | $9.50 | $10.03 | $10.26 |
Advisor Class | |||
Net assets | $5,118,632 | $3,499,829 | $3,650,924 |
Shares outstanding | 570,291 | 374,766 | 384,634 |
Net asset value per share | $8.98 | $9.34 | $9.49 |
Class C | |||
Net assets | $14,720,272 | $29,707,087 | $79,283,016 |
Shares outstanding | 1,637,271 | 3,200,920 | 8,291,813 |
Net asset value per share | $8.99 | $9.28 | $9.56 |
Institutional Class | |||
Net assets | $11,796,063 | $13,381,731 | $32,222,655 |
Shares outstanding | 1,304,350 | 1,443,052 | 3,338,063 |
Net asset value per share | $9.04 | $9.27 | $9.65 |
Institutional 2 Class | |||
Net assets | $479,307 | $2,762,730 | $2,738,159 |
Shares outstanding | 53,407 | 296,112 | 288,516 |
Net asset value per share | $8.97 | $9.33 | $9.49 |
Institutional 3 Class | |||
Net assets | $8,214,162 | $7,159,061 | $32,136,914 |
Shares outstanding | 916,872 | 781,309 | 3,383,751 |
Net asset value per share | $8.96 | $9.16 | $9.50 |
Class R | |||
Net assets | $799,597 | $1,643,768 | $4,347,060 |
Shares outstanding | 88,420 | 173,511 | 451,285 |
Net asset value per share | $9.04 | $9.47 | $9.63 |
34 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio | Columbia Capital Allocation Aggressive Portfolio | |
Assets | ||
Investments in securities, at value | ||
Affiliated issuers (cost $1,926,366,324, $1,304,071,325, respectively) | $1,819,190,593 | $1,285,734,115 |
Foreign currency (cost $900, $—, respectively) | 888 | — |
Margin deposits on: | ||
Futures contracts | 6,675,254 | 7,705,873 |
Swap contracts | 2,759,516 | 1,844,411 |
Receivable for: | ||
Investments sold | 788,733 | 36,013 |
Capital shares sold | 547,677 | 525,760 |
Dividends | 1,657,525 | 742,463 |
Foreign tax reclaims | 10,142 | 20,102 |
Variation margin for futures contracts | 767,308 | 1,269,076 |
Prepaid expenses | 22,175 | 17,551 |
Other assets | 9,221 | 26,159 |
Total assets | 1,832,429,032 | 1,297,921,523 |
Liabilities | ||
Due to custodian | 433 | — |
Payable for: | ||
Investments purchased | 1,629,324 | 721,976 |
Capital shares purchased | 1,341,161 | 639,238 |
Variation margin for futures contracts | 130,656 | 118,524 |
Variation margin for swap contracts | 108,682 | 72,641 |
Management services fees | 1,526 | 1,146 |
Distribution and/or service fees | 13,080 | 9,321 |
Transfer agent fees | 148,510 | 105,957 |
Compensation of board members | 215,721 | 115,631 |
Compensation of chief compliance officer | 169 | 119 |
Other expenses | 43,235 | 34,453 |
Total liabilities | 3,632,497 | 1,819,006 |
Net assets applicable to outstanding capital stock | $1,828,796,535 | $1,296,102,517 |
Represented by | ||
Paid in capital | 1,924,928,659 | 1,300,452,313 |
Total distributable earnings (loss) | (96,132,124) | (4,349,796) |
Total - representing net assets applicable to outstanding capital stock | $1,828,796,535 | $1,296,102,517 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 35 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio | Columbia Capital Allocation Aggressive Portfolio | |
Class A | ||
Net assets | $1,481,458,589 | $1,086,599,119 |
Shares outstanding | 141,123,116 | 97,034,971 |
Net asset value per share | $10.50 | $11.20 |
Maximum sales charge | 5.75% | 5.75% |
Maximum offering price per share (calculated by dividing the net asset value per share by 1.0 minus the maximum sales charge for Class A shares) | $11.14 | $11.88 |
Advisor Class | ||
Net assets | $33,010,873 | $12,167,306 |
Shares outstanding | 3,104,083 | 1,117,664 |
Net asset value per share | $10.63 | $10.89 |
Class C | ||
Net assets | $84,260,300 | $66,679,581 |
Shares outstanding | 8,001,282 | 6,193,969 |
Net asset value per share | $10.53 | $10.77 |
Institutional Class | ||
Net assets | $90,952,291 | $38,062,168 |
Shares outstanding | 8,689,286 | 3,415,890 |
Net asset value per share | $10.47 | $11.14 |
Institutional 2 Class | ||
Net assets | $5,712,780 | $5,951,197 |
Shares outstanding | 537,910 | 547,093 |
Net asset value per share | $10.62 | $10.88 |
Institutional 3 Class | ||
Net assets | $44,605,795 | $75,735,219 |
Shares outstanding | 4,349,343 | 6,967,139 |
Net asset value per share | $10.26 | $10.87 |
Class R | ||
Net assets | $16,802,006 | $10,907,927 |
Shares outstanding | 1,601,954 | 986,940 |
Net asset value per share | $10.49 | $11.05 |
Class V | ||
Net assets | $71,993,901 | $— |
Shares outstanding | 6,856,967 | — |
Net asset value per share | $10.50 | $— |
Maximum sales charge | 5.75% | — |
Maximum offering price per share (calculated by dividing the net asset value per share by 1.0 minus the maximum sales charge for Class V shares) | $11.14 | $— |
36 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Six Months Ended July 31, 2022 (Unaudited)
Columbia Capital Allocation Conservative Portfolio | Columbia Capital Allocation Moderate Conservative Portfolio | Columbia Capital Allocation Moderate Portfolio | |
Net investment income | |||
Income: | |||
Dividends — affiliated issuers | $1,980,830 | $3,574,262 | $10,481,564 |
Other Income | 424 | 907 | 3,359 |
Foreign taxes withheld | — | (282) | — |
Total income | 1,981,254 | 3,574,887 | 10,484,923 |
Expenses: | |||
Management services fees | 82,763 | 100,118 | 217,140 |
Distribution and/or service fees | |||
Class A | 219,192 | 471,980 | 1,446,019 |
Class C | 79,313 | 161,806 | 423,749 |
Class R | 1,989 | 4,001 | 10,964 |
Transfer agent fees | |||
Class A | 77,401 | 147,659 | 422,413 |
Advisor Class | 2,671 | 1,614 | 1,749 |
Class C | 6,998 | 12,638 | 30,916 |
Institutional Class | 5,238 | 5,593 | 15,982 |
Institutional 2 Class | 331 | 1,133 | 1,067 |
Institutional 3 Class | 748 | 665 | 1,973 |
Class R | 351 | 627 | 1,602 |
Compensation of board members | (9,241) | (2,657) | (3,676) |
Custodian fees | 9,560 | 8,513 | 11,539 |
Printing and postage fees | 11,778 | 16,255 | 39,030 |
Registration fees | 53,561 | 50,540 | 72,355 |
Audit fees | 19,586 | 15,368 | 19,585 |
Legal fees | 6,313 | 7,488 | 12,237 |
Interest on collateral | 1,127 | 2,492 | 11,672 |
Compensation of chief compliance officer | 18 | 37 | 113 |
Other | 6,619 | 7,937 | 12,978 |
Total expenses | 576,316 | 1,013,807 | 2,749,407 |
Net investment income | 1,404,938 | 2,561,080 | 7,735,516 |
Realized and unrealized gain (loss) — net | |||
Net realized gain (loss) on: | |||
Investments — unaffiliated issuers | — | — | 108 |
Investments — affiliated issuers | (632,676) | 41,313 | 3,552,368 |
Capital gain distributions from underlying affiliated funds | 615,183 | 2,182,123 | 7,385,281 |
Foreign currency translations | (12) | (155) | (170,238) |
Futures contracts | (78,384) | (400,613) | (6,374,667) |
Swap contracts | (77,820) | (173,508) | (583,313) |
Net realized gain (loss) | (173,709) | 1,649,160 | 3,809,539 |
Net change in unrealized appreciation (depreciation) on: | |||
Investments — affiliated issuers | (19,400,259) | (45,111,952) | (155,315,967) |
Foreign currency translations | (1,170) | (1,832) | (1,037) |
Futures contracts | (2,125) | (18,863) | 1,626,854 |
Swap contracts | 169,751 | 377,745 | 1,265,312 |
Net change in unrealized appreciation (depreciation) | (19,233,803) | (44,754,902) | (152,424,838) |
Net realized and unrealized loss | (19,407,512) | (43,105,742) | (148,615,299) |
Net decrease in net assets resulting from operations | $(18,002,574) | $(40,544,662) | $(140,879,783) |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 37 |
Six Months Ended July 31, 2022 (Unaudited)
Columbia Capital Allocation Moderate Aggressive Portfolio | Columbia Capital Allocation Aggressive Portfolio | |
Net investment income | ||
Income: | ||
Dividends — affiliated issuers | $11,744,741 | $6,021,973 |
Other Income | 15,377 | 1,457 |
Foreign taxes withheld | (339) | (783) |
Total income | 11,759,779 | 6,022,647 |
Expenses: | ||
Management services fees | 286,715 | 219,849 |
Distribution and/or service fees | ||
Class A | 1,907,702 | 1,398,893 |
Class C | 446,280 | 349,652 |
Class R | 43,080 | 28,457 |
Class V | 92,427 | — |
Transfer agent fees | ||
Class A | 704,989 | 473,837 |
Advisor Class | 6,364 | 4,437 |
Class C | 41,227 | 29,618 |
Institutional Class | 43,681 | 16,930 |
Institutional 2 Class | 1,960 | 1,897 |
Institutional 3 Class | 2,183 | 2,798 |
Class R | 7,960 | 4,820 |
Class V | 34,158 | — |
Compensation of board members | (27,062) | (8,137) |
Custodian fees | 11,959 | 11,625 |
Printing and postage fees | 51,013 | 37,353 |
Registration fees | 70,671 | 70,485 |
Audit fees | 19,586 | 20,775 |
Legal fees | 15,136 | 12,192 |
Interest on collateral | 12,402 | 11,175 |
Compensation of chief compliance officer | 160 | 113 |
Other | 16,332 | 12,765 |
Total expenses | 3,788,923 | 2,699,534 |
Net investment income | 7,970,856 | 3,323,113 |
Realized and unrealized gain (loss) — net | ||
Net realized gain (loss) on: | ||
Investments — unaffiliated issuers | 214 | 43 |
Investments — affiliated issuers | 7,233,405 | 11,012,156 |
Capital gain distributions from underlying affiliated funds | 13,412,420 | 11,024,811 |
Foreign currency translations | (357,831) | (340,944) |
Futures contracts | (10,252,840) | (11,636,442) |
Swap contracts | (129,095) | (86,344) |
Net realized gain | 9,906,273 | 9,973,280 |
Net change in unrealized appreciation (depreciation) on: | ||
Investments — affiliated issuers | (233,236,867) | (179,696,324) |
Foreign currency translations | (790) | (554) |
Futures contracts | 2,370,521 | 2,803,938 |
Swap contracts | 227,352 | 152,018 |
Net change in unrealized appreciation (depreciation) | (230,639,784) | (176,740,922) |
Net realized and unrealized loss | (220,733,511) | (166,767,642) |
Net decrease in net assets resulting from operations | $(212,762,655) | $(163,444,529) |
38 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Conservative Portfolio | Columbia Capital Allocation Moderate Conservative Portfolio | |||
Six Months Ended July 31, 2022 (Unaudited) | Year Ended January 31, 2022 | Six Months Ended July 31, 2022 (Unaudited) | Year Ended January 31, 2022 | |
Operations | ||||
Net investment income | $1,404,938 | $3,113,620 | $2,561,080 | $7,292,312 |
Net realized gain (loss) | (173,709) | 11,069,779 | 1,649,160 | 34,856,684 |
Net change in unrealized appreciation (depreciation) | (19,233,803) | (10,500,616) | (44,754,902) | (18,750,462) |
Net increase (decrease) in net assets resulting from operations | (18,002,574) | 3,682,783 | (40,544,662) | 23,398,534 |
Distributions to shareholders | ||||
Net investment income and net realized gains | ||||
Class A | (5,328,407) | (13,253,511) | (15,791,235) | (40,059,802) |
Advisor Class | (171,373) | (484,253) | (165,071) | (475,986) |
Class C | (408,144) | (1,103,355) | (1,206,476) | (3,458,805) |
Institutional Class | (388,096) | (789,960) | (611,845) | (1,579,048) |
Institutional 2 Class | (19,840) | (99,065) | (133,429) | (512,138) |
Institutional 3 Class | (272,027) | (218,399) | (325,588) | (728,213) |
Class R | (24,049) | (20,140) | (67,118) | (149,003) |
Total distributions to shareholders | (6,611,936) | (15,968,683) | (18,300,762) | (46,962,995) |
Increase (decrease) in net assets from capital stock activity | (14,463,935) | 16,285,368 | (15,525,458) | (10,077) |
Total increase (decrease) in net assets | (39,078,445) | 3,999,468 | (74,370,882) | (23,574,538) |
Net assets at beginning of period | 249,813,707 | 245,814,239 | 499,348,744 | 522,923,282 |
Net assets at end of period | $210,735,262 | $249,813,707 | $424,977,862 | $499,348,744 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 39 |
Columbia Capital Allocation Moderate Portfolio | Columbia Capital Allocation Moderate Aggressive Portfolio | |||
Six Months Ended July 31, 2022 (Unaudited) | Year Ended January 31, 2022 | Six Months Ended July 31, 2022 (Unaudited) | Year Ended January 31, 2022 | |
Operations | ||||
Net investment income | $7,735,516 | $24,014,161 | $7,970,856 | $29,609,803 |
Net realized gain | 3,809,539 | 116,782,742 | 9,906,273 | 197,333,364 |
Net change in unrealized appreciation (depreciation) | (152,424,838) | (44,475,070) | (230,639,784) | (40,478,197) |
Net increase (decrease) in net assets resulting from operations | (140,879,783) | 96,321,833 | (212,762,655) | 186,464,970 |
Distributions to shareholders | ||||
Net investment income and net realized gains | ||||
Class A | (49,226,716) | (167,510,992) | (69,778,544) | (256,064,075) |
Advisor Class | (91,798) | (525,817) | (523,807) | (1,429,526) |
Class C | (3,223,463) | (12,476,433) | (3,694,496) | (15,241,182) |
Institutional Class | (1,588,349) | (7,457,757) | (4,447,036) | (16,591,628) |
Institutional 2 Class | (128,723) | (767,410) | (291,440) | (1,602,549) |
Institutional 3 Class | (1,579,835) | (1,463,115) | (3,283,884) | (2,686,376) |
Class R | (183,388) | (355,674) | (775,905) | (778,759) |
Class V | — | — | (3,388,749) | (12,730,273) |
Total distributions to shareholders | (56,022,272) | (190,557,198) | (86,183,861) | (307,124,368) |
Increase (decrease) in net assets from capital stock activity | (57,246,077) | 123,959,582 | (20,174,528) | 231,122,535 |
Total increase (decrease) in net assets | (254,148,132) | 29,724,217 | (319,121,044) | 110,463,137 |
Net assets at beginning of period | 1,525,390,600 | 1,495,666,383 | 2,147,917,579 | 2,037,454,442 |
Net assets at end of period | $1,271,242,468 | $1,525,390,600 | $1,828,796,535 | $2,147,917,579 |
40 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio | ||
Six Months Ended July 31, 2022 (Unaudited) | Year Ended January 31, 2022 | |
Operations | ||
Net investment income | $3,323,113 | $18,311,407 |
Net realized gain | 9,973,280 | 153,127,493 |
Net change in unrealized appreciation (depreciation) | (176,740,922) | (4,090,312) |
Net increase (decrease) in net assets resulting from operations | (163,444,529) | 167,348,588 |
Distributions to shareholders | ||
Net investment income and net realized gains | ||
Class A | (57,633,062) | (162,520,817) |
Advisor Class | (503,534) | (1,143,944) |
Class C | (3,639,222) | (10,637,062) |
Institutional Class | (2,090,249) | (5,638,317) |
Institutional 2 Class | (325,976) | (1,157,036) |
Institutional 3 Class | (4,302,163) | (1,794,287) |
Class R | (599,999) | (390,264) |
Total distributions to shareholders | (69,094,205) | (183,281,727) |
Increase in net assets from capital stock activity | 18,988,826 | 150,076,939 |
Total increase (decrease) in net assets | (213,549,908) | 134,143,800 |
Net assets at beginning of period | 1,509,652,425 | 1,375,508,625 |
Net assets at end of period | $1,296,102,517 | $1,509,652,425 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 41 |
Columbia Capital Allocation Conservative Portfolio | Columbia Capital Allocation Moderate Conservative Portfolio | |||||||
Six Months Ended | Year Ended | Six Months Ended | Year Ended | |||||
July 31, 2022 (Unaudited) | January 31, 2022 | July 31, 2022 (Unaudited) | January 31, 2022 | |||||
Shares | Dollars ($) | Shares | Dollars ($) | Shares | Dollars ($) | Shares | Dollars ($) | |
Capital stock activity | ||||||||
Class A | ||||||||
Subscriptions | 664,690 | 6,207,732 | 2,232,366 | 23,567,592 | 1,226,694 | 11,973,131 | 3,007,685 | 34,528,637 |
Fund reorganization | — | — | 297,235 | 2,995,708 | — | — | — | — |
Distributions reinvested | 581,369 | 5,112,180 | 1,215,792 | 12,711,819 | 1,612,410 | 14,692,096 | 3,328,875 | 37,332,056 |
Redemptions | (2,234,820) | (21,032,899) | (3,165,755) | (33,517,966) | (3,539,824) | (35,040,099) | (6,118,437) | (69,994,165) |
Net increase (decrease) | (988,761) | (9,712,987) | 579,638 | 5,757,153 | (700,720) | (8,374,872) | 218,123 | 1,866,528 |
Advisor Class | ||||||||
Subscriptions | 106,522 | 989,392 | 179,447 | 1,893,018 | 11,778 | 116,945 | 60,681 | 688,219 |
Fund reorganization | — | — | 179,665 | 1,796,375 | — | — | — | — |
Distributions reinvested | 9,429 | 82,674 | 28,132 | 292,038 | 18,218 | 164,553 | 42,077 | 466,430 |
Redemptions | (399,240) | (3,798,472) | (230,833) | (2,436,467) | (114,131) | (1,089,856) | (140,467) | (1,604,449) |
Net increase (decrease) | (283,289) | (2,726,406) | 156,411 | 1,544,964 | (84,135) | (808,358) | (37,709) | (449,800) |
Class C | ||||||||
Subscriptions | 93,214 | 869,848 | 562,963 | 5,933,815 | 266,253 | 2,629,140 | 660,196 | 7,460,882 |
Distributions reinvested | 46,841 | 406,782 | 105,798 | 1,099,109 | 133,639 | 1,189,652 | 309,014 | 3,408,484 |
Redemptions | (337,094) | (3,126,399) | (658,014) | (6,955,767) | (776,333) | (7,575,536) | (1,451,058) | (16,392,649) |
Net increase (decrease) | (197,039) | (1,849,769) | 10,747 | 77,157 | (376,441) | (3,756,744) | (481,848) | (5,523,283) |
Institutional Class | ||||||||
Subscriptions | 351,487 | 3,355,254 | 542,184 | 5,749,562 | 395,310 | 3,887,495 | 726,944 | 8,162,976 |
Distributions reinvested | 36,961 | 325,200 | 61,812 | 645,546 | 61,748 | 553,051 | 126,060 | 1,388,670 |
Redemptions | (250,930) | (2,336,660) | (433,795) | (4,603,417) | (608,371) | (5,975,205) | (761,101) | (8,570,456) |
Net increase (decrease) | 137,518 | 1,343,794 | 170,201 | 1,791,691 | (151,313) | (1,534,659) | 91,903 | 981,190 |
Institutional 2 Class | ||||||||
Subscriptions | 3,215 | 31,104 | 56,049 | 593,679 | 21,217 | 216,907 | 227,641 | 2,622,194 |
Distributions reinvested | 2,249 | 19,768 | 9,531 | 98,891 | 14,634 | 132,432 | 45,980 | 509,670 |
Redemptions | (92,454) | (854,883) | (66,286) | (698,931) | (214,911) | (2,123,086) | (129,001) | (1,448,107) |
Net increase (decrease) | (86,990) | (804,011) | (706) | (6,361) | (179,060) | (1,773,747) | 144,620 | 1,683,757 |
Institutional 3 Class | ||||||||
Subscriptions | 92,123 | 844,623 | 104,718 | 1,093,157 | 93,845 | 891,825 | 168,633 | 1,881,462 |
Fund reorganization | — | — | 685,929 | 6,845,564 | — | — | — | — |
Distributions reinvested | 30,608 | 267,197 | 21,068 | 218,225 | 36,445 | 322,418 | 66,073 | 719,823 |
Redemptions | (200,401) | (1,859,822) | (152,305) | (1,598,426) | (70,159) | (672,350) | (116,644) | (1,298,540) |
Net increase (decrease) | (77,670) | (748,002) | 659,410 | 6,558,520 | 60,131 | 541,893 | 118,062 | 1,302,745 |
Class R | ||||||||
Subscriptions | 3,219 | 30,194 | 2,760 | 29,363 | 12,602 | 128,409 | 12,796 | 147,024 |
Fund reorganization | — | — | 54,299 | 546,865 | — | — | — | — |
Distributions reinvested | 2,723 | 23,858 | 1,887 | 19,707 | 7,360 | 67,117 | 13,255 | 148,989 |
Redemptions | (2,314) | (20,606) | (3,216) | (33,691) | (1,474) | (14,497) | (14,646) | (167,227) |
Net increase | 3,628 | 33,446 | 55,730 | 562,244 | 18,488 | 181,029 | 11,405 | 128,786 |
Total net increase (decrease) | (1,492,603) | (14,463,935) | 1,631,431 | 16,285,368 | (1,413,050) | (15,525,458) | 64,556 | (10,077) |
42 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio | Columbia Capital Allocation Moderate Aggressive Portfolio | |||||||
Six Months Ended | Year Ended | Six Months Ended | Year Ended | |||||
July 31, 2022 (Unaudited) | January 31, 2022 | July 31, 2022 (Unaudited) | January 31, 2022 | |||||
Shares | Dollars ($) | Shares | Dollars ($) | Shares | Dollars ($) | Shares | Dollars ($) | |
Capital stock activity | ||||||||
Class A | ||||||||
Subscriptions | 3,014,952 | 31,257,529 | 7,816,072 | 93,330,331 | 3,493,488 | 38,301,179 | 7,778,710 | 103,531,131 |
Fund reorganization | — | — | 200,663 | 2,225,038 | — | — | 2,554,159 | 30,968,982 |
Distributions reinvested | 5,228,662 | 48,733,923 | 14,100,172 | 165,572,742 | 6,097,666 | 61,248,835 | 17,287,628 | 223,851,613 |
Redemptions | (9,883,312) | (100,923,823) | (16,134,938) | (194,827,635) | (8,766,837) | (97,583,702) | (16,940,083) | (226,888,132) |
Net increase (decrease) | (1,639,698) | (20,932,371) | 5,981,969 | 66,300,476 | 824,317 | 1,966,312 | 10,680,414 | 131,463,594 |
Advisor Class | ||||||||
Subscriptions | 268,161 | 2,478,114 | 138,501 | 1,656,950 | 2,164,181 | 21,933,810 | 207,545 | 2,795,817 |
Fund reorganization | — | — | 342,989 | 3,738,199 | — | — | 1,491,362 | 18,303,594 |
Distributions reinvested | 7,606 | 72,665 | 39,790 | 459,149 | 30,889 | 315,298 | 61,746 | 809,138 |
Redemptions | (591,175) | (5,796,839) | (97,713) | (1,139,465) | (1,350,085) | (16,491,382) | (159,361) | (2,139,485) |
Net increase (decrease) | (315,408) | (3,246,060) | 423,567 | 4,714,833 | 844,985 | 5,757,726 | 1,601,292 | 19,769,064 |
Class C | ||||||||
Subscriptions | 587,279 | 5,985,637 | 1,502,989 | 17,976,759 | 554,317 | 6,239,202 | 1,212,644 | 16,303,883 |
Distributions reinvested | 349,421 | 3,198,700 | 1,063,303 | 12,360,931 | 364,812 | 3,655,418 | 1,162,076 | 15,091,297 |
Redemptions | (1,569,327) | (15,891,080) | (2,978,546) | (35,718,445) | (1,260,571) | (14,017,415) | (2,936,502) | (39,646,000) |
Net decrease | (632,627) | (6,706,743) | (412,254) | (5,380,755) | (341,442) | (4,122,795) | (561,782) | (8,250,820) |
Institutional Class | ||||||||
Subscriptions | 841,665 | 8,700,477 | 4,055,987 | 49,210,618 | 876,977 | 9,831,590 | 1,899,273 | 25,391,352 |
Distributions reinvested | 147,639 | 1,376,894 | 384,826 | 4,507,148 | 375,484 | 3,768,733 | 1,084,762 | 14,006,712 |
Redemptions | (3,223,238) | (33,604,232) | (2,096,458) | (25,261,557) | (1,302,528) | (14,506,633) | (2,426,546) | (32,418,603) |
Net increase (decrease) | (2,233,934) | (23,526,861) | 2,344,355 | 28,456,209 | (50,067) | (906,310) | 557,489 | 6,979,461 |
Institutional 2 Class | ||||||||
Subscriptions | 41,264 | 427,880 | 140,328 | 1,689,284 | 85,314 | 978,003 | 149,277 | 2,043,649 |
Distributions reinvested | 13,996 | 128,628 | 66,133 | 767,080 | 28,565 | 291,439 | 122,065 | 1,602,549 |
Redemptions | (108,878) | (1,050,898) | (437,942) | (5,133,077) | (235,114) | (2,605,370) | (460,907) | (6,110,910) |
Net decrease | (53,618) | (494,390) | (231,481) | (2,676,713) | (121,235) | (1,335,928) | (189,565) | (2,464,712) |
Institutional 3 Class | ||||||||
Subscriptions | 316,548 | 3,213,226 | 700,013 | 8,082,449 | 338,141 | 3,639,056 | 740,308 | 9,370,293 |
Fund reorganization | — | — | 2,248,744 | 24,513,734 | — | — | 4,770,984 | 56,579,455 |
Distributions reinvested | 172,119 | 1,578,667 | 126,954 | 1,463,115 | 316,718 | 3,118,815 | 155,968 | 1,969,952 |
Redemptions | (727,853) | (7,185,874) | (336,557) | (3,960,873) | (2,876,661) | (28,900,817) | (221,560) | (2,762,269) |
Net increase (decrease) | (239,186) | (2,393,981) | 2,739,154 | 30,098,425 | (2,221,802) | (22,142,946) | 5,445,700 | 65,157,431 |
Class R | ||||||||
Subscriptions | 10,029 | 101,669 | 67,034 | 808,224 | 31,775 | 356,199 | 39,596 | 529,674 |
Fund reorganization | — | — | 339,108 | 3,746,480 | — | — | 1,222,717 | 14,812,100 |
Distributions reinvested | 19,747 | 183,017 | 30,298 | 354,614 | 77,412 | 775,550 | 60,104 | 777,449 |
Redemptions | (21,961) | (230,357) | (216,402) | (2,462,211) | (85,104) | (929,161) | (152,287) | (1,930,292) |
Net increase | 7,815 | 54,329 | 220,038 | 2,447,107 | 24,083 | 202,588 | 1,170,130 | 14,188,931 |
Class V | ||||||||
Subscriptions | — | — | — | — | 12,241 | 131,243 | 55,561 | 736,108 |
Distributions reinvested | — | — | — | — | 289,157 | 2,907,236 | 835,606 | 10,820,062 |
Redemptions | — | — | — | — | (233,228) | (2,631,654) | (543,485) | (7,276,584) |
Net increase | — | — | — | — | 68,170 | 406,825 | 347,682 | 4,279,586 |
Total net increase (decrease) | (5,106,656) | (57,246,077) | 11,065,348 | 123,959,582 | (972,991) | (20,174,528) | 19,051,360 | 231,122,535 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 43 |
Columbia Capital Allocation Aggressive Portfolio | ||||
Six Months Ended | Year Ended | |||
July 31, 2022 (Unaudited) | January 31, 2022 | |||
Shares | Dollars ($) | Shares | Dollars ($) | |
Capital stock activity | ||||
Class A | ||||
Subscriptions | 2,534,369 | 30,031,039 | 5,238,500 | 75,291,495 |
Fund reorganization | — | — | 1,313,971 | 17,212,284 |
Distributions reinvested | 4,927,036 | 52,423,665 | 10,513,088 | 147,034,453 |
Redemptions | (5,428,771) | (65,385,257) | (12,100,255) | (174,553,976) |
Net increase | 2,032,634 | 17,069,447 | 4,965,304 | 64,984,256 |
Advisor Class | ||||
Subscriptions | 445,222 | 4,747,681 | 238,792 | 3,320,823 |
Fund reorganization | — | — | 356,035 | 4,536,068 |
Distributions reinvested | 20,594 | 212,946 | 29,283 | 399,587 |
Redemptions | (355,822) | (4,251,586) | (237,619) | (3,324,649) |
Net increase | 109,994 | 709,041 | 386,491 | 4,931,829 |
Class C | ||||
Subscriptions | 495,043 | 5,801,370 | 942,372 | 13,125,489 |
Distributions reinvested | 352,983 | 3,611,010 | 779,189 | 10,548,626 |
Redemptions | (953,736) | (11,144,845) | (2,314,927) | (32,376,794) |
Net decrease | (105,710) | (1,732,465) | (593,366) | (8,702,679) |
Institutional Class | ||||
Subscriptions | 838,086 | 10,203,264 | 1,857,034 | 26,637,568 |
Distributions reinvested | 145,596 | 1,540,405 | 286,591 | 3,981,964 |
Redemptions | (871,684) | (10,421,001) | (1,734,180) | (24,956,498) |
Net increase | 111,998 | 1,322,668 | 409,445 | 5,663,034 |
Institutional 2 Class | ||||
Subscriptions | 28,188 | 330,301 | 119,437 | 1,682,552 |
Distributions reinvested | 31,544 | 325,853 | 84,801 | 1,156,665 |
Redemptions | (100,602) | (1,179,103) | (283,728) | (3,981,296) |
Net decrease | (40,870) | (522,949) | (79,490) | (1,142,079) |
Institutional 3 Class | ||||
Subscriptions | 626,169 | 7,235,102 | 648,710 | 8,774,954 |
Fund reorganization | — | — | 5,670,835 | 72,133,132 |
Distributions reinvested | 412,926 | 4,261,399 | 129,237 | 1,753,627 |
Redemptions | (847,097) | (9,552,538) | (614,877) | (8,302,628) |
Net increase | 191,998 | 1,943,963 | 5,833,905 | 74,359,085 |
Class R | ||||
Subscriptions | 32,155 | 380,388 | 23,844 | 338,103 |
Fund reorganization | — | — | 1,993,210 | 25,816,676 |
Distributions reinvested | 57,013 | 598,635 | 27,962 | 386,634 |
Redemptions | (70,503) | (779,902) | (1,286,048) | (16,557,920) |
Net increase | 18,665 | 199,121 | 758,968 | 9,983,493 |
Total net increase | 2,318,709 | 18,988,826 | 11,681,257 | 150,076,939 |
44 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 45 |
Columbia Capital Allocation Conservative Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.08 | 0.06 | (0.80) | (0.74) | (0.06) | (0.23) | (0.29) |
Year Ended 1/31/2022 | $10.62 | 0.14 | 0.02 | 0.16 | (0.20) | (0.50) | (0.70) |
Year Ended 1/31/2021 | $10.31 | 0.17 | 0.49 | 0.66 | (0.23) | (0.12) | (0.35) |
Year Ended 1/31/2020 | $9.76 | 0.21 | 0.65 | 0.86 | (0.21) | (0.10) | (0.31) |
Year Ended 1/31/2019 | $10.38 | 0.20 | (0.37) | (0.17) | (0.22) | (0.23) | (0.45) |
Year Ended 1/31/2018 | $9.84 | 0.18 | 0.59 | 0.77 | (0.22) | (0.01) | (0.23) |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.00 | 0.07 | (0.79) | (0.72) | (0.07) | (0.23) | (0.30) |
Year Ended 1/31/2022 | $10.54 | 0.16 | 0.03 | 0.19 | (0.23) | (0.50) | (0.73) |
Year Ended 1/31/2021 | $10.24 | 0.19 | 0.49 | 0.68 | (0.26) | (0.12) | (0.38) |
Year Ended 1/31/2020 | $9.70 | 0.23 | 0.65 | 0.88 | (0.24) | (0.10) | (0.34) |
Year Ended 1/31/2019 | $10.31 | 0.23 | (0.37) | (0.14) | (0.24) | (0.23) | (0.47) |
Year Ended 1/31/2018 | $9.78 | 0.21 | 0.58 | 0.79 | (0.25) | (0.01) | (0.26) |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.02 | 0.03 | (0.81) | (0.78) | (0.02) | (0.23) | (0.25) |
Year Ended 1/31/2022 | $10.55 | 0.06 | 0.03 | 0.09 | (0.12) | (0.50) | (0.62) |
Year Ended 1/31/2021 | $10.25 | 0.09 | 0.49 | 0.58 | (0.16) | (0.12) | (0.28) |
Year Ended 1/31/2020 | $9.71 | 0.13 | 0.65 | 0.78 | (0.14) | (0.10) | (0.24) |
Year Ended 1/31/2019 | $10.32 | 0.12 | (0.36) | (0.24) | (0.14) | (0.23) | (0.37) |
Year Ended 1/31/2018 | $9.78 | 0.10 | 0.59 | 0.69 | (0.14) | (0.01) | (0.15) |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.08 | 0.07 | (0.81) | (0.74) | (0.07) | (0.23) | (0.30) |
Year Ended 1/31/2022 | $10.61 | 0.16 | 0.04 | 0.20 | (0.23) | (0.50) | (0.73) |
Year Ended 1/31/2021 | $10.30 | 0.20 | 0.49 | 0.69 | (0.26) | (0.12) | (0.38) |
Year Ended 1/31/2020 | $9.76 | 0.24 | 0.64 | 0.88 | (0.24) | (0.10) | (0.34) |
Year Ended 1/31/2019 | $10.37 | 0.23 | (0.37) | (0.14) | (0.24) | (0.23) | (0.47) |
Year Ended 1/31/2018 | $9.84 | 0.21 | 0.58 | 0.79 | (0.25) | (0.01) | (0.26) |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.00 | 0.07 | (0.80) | (0.73) | (0.07) | (0.23) | (0.30) |
Year Ended 1/31/2022 | $10.54 | 0.16 | 0.03 | 0.19 | (0.23) | (0.50) | (0.73) |
Year Ended 1/31/2021 | $10.24 | 0.20 | 0.48 | 0.68 | (0.26) | (0.12) | (0.38) |
Year Ended 1/31/2020 | $9.70 | 0.24 | 0.64 | 0.88 | (0.24) | (0.10) | (0.34) |
Year Ended 1/31/2019 | $10.31 | 0.23 | (0.37) | (0.14) | (0.24) | (0.23) | (0.47) |
Year Ended 1/31/2018 | $9.78 | 0.20 | 0.59 | 0.79 | (0.25) | (0.01) | (0.26) |
46 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Conservative Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.05 | (7.27%) | 0.50%(c),(d) | 0.50%(c),(d) | 1.30%(c) | 2% | $169,607 |
Year Ended 1/31/2022 | $10.08 | 1.41% | 0.50%(d) | 0.50%(d),(e) | 1.29% | 16% | $198,949 |
Year Ended 1/31/2021 | $10.62 | 6.60% | 0.55%(d) | 0.55%(d),(e) | 1.66% | 63% | $203,326 |
Year Ended 1/31/2020 | $10.31 | 8.91% | 0.57% | 0.57%(e) | 2.09% | 13% | $180,338 |
Year Ended 1/31/2019 | $9.76 | (1.61%) | 0.55% | 0.55% | 2.02% | 21% | $177,622 |
Year Ended 1/31/2018 | $10.38 | 7.90% | 0.56% | 0.56% | 1.72% | 12% | $198,471 |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $8.98 | (7.10%) | 0.25%(c),(d) | 0.25%(c),(d) | 1.53%(c) | 2% | $5,119 |
Year Ended 1/31/2022 | $10.00 | 1.68% | 0.25%(d) | 0.25%(d),(e) | 1.54% | 16% | $8,540 |
Year Ended 1/31/2021 | $10.54 | 6.82% | 0.30%(d) | 0.30%(d),(e) | 1.90% | 63% | $7,348 |
Year Ended 1/31/2020 | $10.24 | 9.14% | 0.32% | 0.32%(e) | 2.31% | 13% | $6,012 |
Year Ended 1/31/2019 | $9.70 | (1.28%) | 0.30% | 0.30% | 2.30% | 21% | $8,396 |
Year Ended 1/31/2018 | $10.31 | 8.11% | 0.30% | 0.30% | 2.13% | 12% | $6,063 |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $8.99 | (7.67%) | 1.25%(c),(d) | 1.25%(c),(d) | 0.55%(c) | 2% | $14,720 |
Year Ended 1/31/2022 | $10.02 | 0.75% | 1.25%(d) | 1.25%(d),(e) | 0.54% | 16% | $18,376 |
Year Ended 1/31/2021 | $10.55 | 5.73% | 1.30%(d) | 1.30%(d),(e) | 0.90% | 63% | $19,243 |
Year Ended 1/31/2020 | $10.25 | 8.05% | 1.32% | 1.32%(e) | 1.34% | 13% | $24,949 |
Year Ended 1/31/2019 | $9.71 | (2.27%) | 1.30% | 1.30% | 1.23% | 21% | $27,850 |
Year Ended 1/31/2018 | $10.32 | 7.14% | 1.31% | 1.31% | 0.97% | 12% | $38,765 |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.04 | (7.25%) | 0.26%(c),(d) | 0.26%(c),(d) | 1.56%(c) | 2% | $11,796 |
Year Ended 1/31/2022 | $10.08 | 1.76% | 0.25%(d) | 0.25%(d),(e) | 1.55% | 16% | $11,759 |
Year Ended 1/31/2021 | $10.61 | 6.88% | 0.30%(d) | 0.30%(d),(e) | 1.92% | 63% | $10,576 |
Year Ended 1/31/2020 | $10.30 | 9.08% | 0.32% | 0.32%(e) | 2.34% | 13% | $9,128 |
Year Ended 1/31/2019 | $9.76 | (1.27%) | 0.30% | 0.30% | 2.26% | 21% | $8,191 |
Year Ended 1/31/2018 | $10.37 | 8.06% | 0.31% | 0.31% | 2.03% | 12% | $9,559 |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $8.97 | (7.20%) | 0.23%(c),(d) | 0.23%(c),(d) | 1.50%(c) | 2% | $479 |
Year Ended 1/31/2022 | $10.00 | 1.69% | 0.24%(d) | 0.24%(d) | 1.55% | 16% | $1,404 |
Year Ended 1/31/2021 | $10.54 | 6.84% | 0.29%(d) | 0.29%(d) | 1.94% | 63% | $1,487 |
Year Ended 1/31/2020 | $10.24 | 9.17% | 0.30% | 0.30% | 2.38% | 13% | $966 |
Year Ended 1/31/2019 | $9.70 | (1.25%) | 0.28% | 0.28% | 2.35% | 21% | $642 |
Year Ended 1/31/2018 | $10.31 | 8.15% | 0.28% | 0.28% | 2.02% | 12% | $571 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 47 |
Columbia Capital Allocation Conservative Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.99 | 0.07 | (0.80) | (0.73) | (0.07) | (0.23) | (0.30) |
Year Ended 1/31/2022 | $10.52 | 0.17 | 0.04 | 0.21 | (0.24) | (0.50) | (0.74) |
Year Ended 1/31/2021 | $10.22 | 0.20 | 0.49 | 0.69 | (0.27) | (0.12) | (0.39) |
Year Ended 1/31/2020 | $9.68 | 0.24 | 0.64 | 0.88 | (0.24) | (0.10) | (0.34) |
Year Ended 1/31/2019 | $10.30 | 0.24 | (0.38) | (0.14) | (0.25) | (0.23) | (0.48) |
Year Ended 1/31/2018 | $9.77 | 0.23 | 0.56 | 0.79 | (0.25) | (0.01) | (0.26) |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.08 | 0.05 | (0.81) | (0.76) | (0.05) | (0.23) | (0.28) |
Year Ended 1/31/2022 | $10.61 | 0.11 | 0.04 | 0.15 | (0.18) | (0.50) | (0.68) |
Year Ended 1/31/2021 | $10.30 | 0.14 | 0.50 | 0.64 | (0.21) | (0.12) | (0.33) |
Year Ended 1/31/2020 | $9.76 | 0.19 | 0.64 | 0.83 | (0.19) | (0.10) | (0.29) |
Year Ended 1/31/2019 | $10.37 | 0.17 | (0.36) | (0.19) | (0.19) | (0.23) | (0.42) |
Year Ended 1/31/2018 | $9.84 | 0.16 | 0.58 | 0.74 | (0.20) | (0.01) | (0.21) |
Notes to Financial Highlights | |
(a) | In addition to the fees and expenses that the Fund bears directly, the Fund indirectly bears a pro rata share of the fees and expenses of any other funds in which it invests. Such indirect expenses are not included in the Fund’s reported expense ratios. |
(b) | Total net expenses include the impact of certain fee waivers/expense reimbursements made by the Investment Manager and certain of its affiliates, if applicable. |
(c) | Annualized. |
(d) | Ratios include interest on collateral expense which is less than 0.01%. |
(e) | The benefits derived from expense reductions had an impact of less than 0.01%. |
48 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Conservative Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $8.96 | (7.18%) | 0.18%(c),(d) | 0.18%(c),(d) | 1.61%(c) | 2% | $8,214 |
Year Ended 1/31/2022 | $9.99 | 1.84% | 0.19%(d) | 0.19%(d) | 1.59% | 16% | $9,932 |
Year Ended 1/31/2021 | $10.52 | 6.91% | 0.24%(d) | 0.24%(d) | 1.97% | 63% | $3,526 |
Year Ended 1/31/2020 | $10.22 | 9.24% | 0.24% | 0.24% | 2.43% | 13% | $2,535 |
Year Ended 1/31/2019 | $9.68 | (1.30%) | 0.23% | 0.23% | 2.38% | 21% | $2,061 |
Year Ended 1/31/2018 | $10.30 | 8.22% | 0.23% | 0.23% | 2.27% | 12% | $1,385 |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.04 | (7.49%) | 0.75%(c),(d) | 0.75%(c),(d) | 1.05%(c) | 2% | $800 |
Year Ended 1/31/2022 | $10.08 | 1.25% | 0.75%(d) | 0.75%(d),(e) | 1.04% | 16% | $854 |
Year Ended 1/31/2021 | $10.61 | 6.34% | 0.80%(d) | 0.80%(d),(e) | 1.35% | 63% | $308 |
Year Ended 1/31/2020 | $10.30 | 8.54% | 0.82% | 0.82%(e) | 1.92% | 13% | $512 |
Year Ended 1/31/2019 | $9.76 | (1.77%) | 0.80% | 0.80% | 1.68% | 21% | $447 |
Year Ended 1/31/2018 | $10.37 | 7.53% | 0.81% | 0.81% | 1.54% | 12% | $747 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 49 |
Columbia Capital Allocation Moderate Conservative Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.77 | 0.06 | (0.96) | (0.90) | (0.06) | (0.36) | (0.42) |
Year Ended 1/31/2022 | $11.29 | 0.16 | 0.36 | 0.52 | (0.28) | (0.76) | (1.04) |
Year Ended 1/31/2021 | $10.97 | 0.17 | 0.72 | 0.89 | (0.23) | (0.34) | (0.57) |
Year Ended 1/31/2020 | $10.35 | 0.23 | 0.84 | 1.07 | (0.24) | (0.21) | (0.45) |
Year Ended 1/31/2019 | $11.38 | 0.21 | (0.52) | (0.31) | (0.24) | (0.48) | (0.72) |
Year Ended 1/31/2018 | $10.62 | 0.19 | 1.04 | 1.23 | (0.24) | (0.23) | (0.47) |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.65 | 0.07 | (0.95) | (0.88) | (0.07) | (0.36) | (0.43) |
Year Ended 1/31/2022 | $11.17 | 0.19 | 0.36 | 0.55 | (0.31) | (0.76) | (1.07) |
Year Ended 1/31/2021 | $10.86 | 0.20 | 0.71 | 0.91 | (0.26) | (0.34) | (0.60) |
Year Ended 1/31/2020 | $10.25 | 0.26 | 0.83 | 1.09 | (0.27) | (0.21) | (0.48) |
Year Ended 1/31/2019 | $11.28 | 0.23 | (0.52) | (0.29) | (0.26) | (0.48) | (0.74) |
Year Ended 1/31/2018 | $10.53 | 0.23 | 1.02 | 1.25 | (0.27) | (0.23) | (0.50) |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.58 | 0.02 | (0.94) | (0.92) | (0.02) | (0.36) | (0.38) |
Year Ended 1/31/2022 | $11.11 | 0.07 | 0.35 | 0.42 | (0.19) | (0.76) | (0.95) |
Year Ended 1/31/2021 | $10.80 | 0.09 | 0.71 | 0.80 | (0.15) | (0.34) | (0.49) |
Year Ended 1/31/2020 | $10.20 | 0.14 | 0.83 | 0.97 | (0.16) | (0.21) | (0.37) |
Year Ended 1/31/2019 | $11.21 | 0.12 | (0.50) | (0.38) | (0.15) | (0.48) | (0.63) |
Year Ended 1/31/2018 | $10.47 | 0.10 | 1.03 | 1.13 | (0.16) | (0.23) | (0.39) |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.58 | 0.07 | (0.95) | (0.88) | (0.07) | (0.36) | (0.43) |
Year Ended 1/31/2022 | $11.11 | 0.19 | 0.35 | 0.54 | (0.31) | (0.76) | (1.07) |
Year Ended 1/31/2021 | $10.80 | 0.19 | 0.72 | 0.91 | (0.26) | (0.34) | (0.60) |
Year Ended 1/31/2020 | $10.20 | 0.25 | 0.83 | 1.08 | (0.27) | (0.21) | (0.48) |
Year Ended 1/31/2019 | $11.22 | 0.22 | (0.50) | (0.28) | (0.26) | (0.48) | (0.74) |
Year Ended 1/31/2018 | $10.48 | 0.22 | 1.02 | 1.24 | (0.27) | (0.23) | (0.50) |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.64 | 0.07 | (0.95) | (0.88) | (0.07) | (0.36) | (0.43) |
Year Ended 1/31/2022 | $11.16 | 0.19 | 0.36 | 0.55 | (0.31) | (0.76) | (1.07) |
Year Ended 1/31/2021 | $10.86 | 0.20 | 0.70 | 0.90 | (0.26) | (0.34) | (0.60) |
Year Ended 1/31/2020 | $10.25 | 0.26 | 0.83 | 1.09 | (0.27) | (0.21) | (0.48) |
Year Ended 1/31/2019 | $11.27 | 0.25 | (0.52) | (0.27) | (0.27) | (0.48) | (0.75) |
Year Ended 1/31/2018 | $10.52 | 0.22 | 1.03 | 1.25 | (0.27) | (0.23) | (0.50) |
50 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Conservative Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.45 | (8.21%) | 0.42%(c),(d) | 0.42%(c),(d) | 1.20%(c) | 2% | $366,824 |
Year Ended 1/31/2022 | $10.77 | 4.48% | 0.41%(d) | 0.41%(d),(e) | 1.42% | 18% | $425,491 |
Year Ended 1/31/2021 | $11.29 | 8.50% | 0.49%(d) | 0.49%(d),(e) | 1.60% | 66% | $443,656 |
Year Ended 1/31/2020 | $10.97 | 10.52% | 0.49% | 0.49%(e) | 2.12% | 9% | $425,706 |
Year Ended 1/31/2019 | $10.35 | (2.62%) | 0.48% | 0.48%(e) | 1.96% | 21% | $427,506 |
Year Ended 1/31/2018 | $11.38 | 11.79% | 0.48% | 0.48%(e) | 1.71% | 9% | $486,408 |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.34 | (8.09%) | 0.17%(c),(d) | 0.17%(c),(d) | 1.43%(c) | 2% | $3,500 |
Year Ended 1/31/2022 | $10.65 | 4.80% | 0.16%(d) | 0.16%(d),(e) | 1.65% | 18% | $4,885 |
Year Ended 1/31/2021 | $11.17 | 8.77% | 0.24%(d) | 0.24%(d),(e) | 1.86% | 66% | $5,549 |
Year Ended 1/31/2020 | $10.86 | 10.80% | 0.24% | 0.24%(e) | 2.42% | 9% | $5,319 |
Year Ended 1/31/2019 | $10.25 | (2.40%) | 0.23% | 0.23%(e) | 2.17% | 21% | $4,943 |
Year Ended 1/31/2018 | $11.28 | 12.07% | 0.23% | 0.23%(e) | 2.09% | 9% | $4,592 |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.28 | (8.53%) | 1.17%(c),(d) | 1.17%(c),(d) | 0.45%(c) | 2% | $29,707 |
Year Ended 1/31/2022 | $10.58 | 3.66% | 1.16%(d) | 1.16%(d),(e) | 0.66% | 18% | $37,844 |
Year Ended 1/31/2021 | $11.11 | 7.70% | 1.24%(d) | 1.24%(d),(e) | 0.85% | 66% | $45,087 |
Year Ended 1/31/2020 | $10.80 | 9.65% | 1.24% | 1.24%(e) | 1.36% | 9% | $57,072 |
Year Ended 1/31/2019 | $10.20 | (3.23%) | 1.23% | 1.23%(e) | 1.14% | 21% | $61,019 |
Year Ended 1/31/2018 | $11.21 | 10.92% | 1.23% | 1.23%(e) | 0.95% | 9% | $82,192 |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.27 | (8.14%) | 0.17%(c),(d) | 0.17%(c),(d) | 1.45%(c) | 2% | $13,382 |
Year Ended 1/31/2022 | $10.58 | 4.73% | 0.16%(d) | 0.16%(d),(e) | 1.66% | 18% | $16,861 |
Year Ended 1/31/2021 | $11.11 | 8.82% | 0.24%(d) | 0.24%(d),(e) | 1.82% | 66% | $16,686 |
Year Ended 1/31/2020 | $10.80 | 10.76% | 0.24% | 0.24%(e) | 2.38% | 9% | $16,490 |
Year Ended 1/31/2019 | $10.20 | (2.32%) | 0.23% | 0.23%(e) | 2.10% | 21% | $17,131 |
Year Ended 1/31/2018 | $11.22 | 12.03% | 0.23% | 0.23%(e) | 2.00% | 9% | $28,796 |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.33 | (8.09%) | 0.15%(c),(d) | 0.15%(c),(d) | 1.43%(c) | 2% | $2,763 |
Year Ended 1/31/2022 | $10.64 | 4.81% | 0.15%(d) | 0.15%(d) | 1.70% | 18% | $5,054 |
Year Ended 1/31/2021 | $11.16 | 8.70% | 0.23%(d) | 0.23%(d) | 1.85% | 66% | $3,691 |
Year Ended 1/31/2020 | $10.86 | 10.83% | 0.22% | 0.22% | 2.43% | 9% | $3,683 |
Year Ended 1/31/2019 | $10.25 | (2.28%) | 0.21% | 0.21% | 2.34% | 21% | $3,758 |
Year Ended 1/31/2018 | $11.27 | 12.12% | 0.21% | 0.21% | 2.01% | 9% | $2,655 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 51 |
Columbia Capital Allocation Moderate Conservative Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.46 | 0.07 | (0.94) | (0.87) | (0.07) | (0.36) | (0.43) |
Year Ended 1/31/2022 | $10.99 | 0.19 | 0.36 | 0.55 | (0.32) | (0.76) | (1.08) |
Year Ended 1/31/2021 | $10.70 | 0.20 | 0.70 | 0.90 | (0.27) | (0.34) | (0.61) |
Year Ended 1/31/2020 | $10.10 | 0.25 | 0.84 | 1.09 | (0.28) | (0.21) | (0.49) |
Year Ended 1/31/2019 | $11.13 | 0.30 | (0.58) | (0.28) | (0.27) | (0.48) | (0.75) |
Year Ended 1/31/2018 | $10.40 | 0.23 | 1.01 | 1.24 | (0.28) | (0.23) | (0.51) |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.79 | 0.05 | (0.96) | (0.91) | (0.05) | (0.36) | (0.41) |
Year Ended 1/31/2022 | $11.31 | 0.14 | 0.35 | 0.49 | (0.25) | (0.76) | (1.01) |
Year Ended 1/31/2021 | $10.99 | 0.16 | 0.70 | 0.86 | (0.20) | (0.34) | (0.54) |
Year Ended 1/31/2020 | $10.37 | 0.19 | 0.86 | 1.05 | (0.22) | (0.21) | (0.43) |
Year Ended 1/31/2019 | $11.39 | 0.18 | (0.51) | (0.33) | (0.21) | (0.48) | (0.69) |
Year Ended 1/31/2018 | $10.63 | 0.15 | 1.05 | 1.20 | (0.21) | (0.23) | (0.44) |
Notes to Financial Highlights | |
(a) | In addition to the fees and expenses that the Fund bears directly, the Fund indirectly bears a pro rata share of the fees and expenses of any other funds in which it invests. Such indirect expenses are not included in the Fund’s reported expense ratios. |
(b) | Total net expenses include the impact of certain fee waivers/expense reimbursements made by the Investment Manager and certain of its affiliates, if applicable. |
(c) | Annualized. |
(d) | Ratios include interest on collateral expense which is less than 0.01%. |
(e) | The benefits derived from expense reductions had an impact of less than 0.01%. |
52 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Conservative Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.16 | (8.11%) | 0.11%(c),(d) | 0.11%(c),(d) | 1.52%(c) | 2% | $7,159 |
Year Ended 1/31/2022 | $10.46 | 4.84% | 0.10%(d) | 0.10%(d) | 1.73% | 18% | $7,540 |
Year Ended 1/31/2021 | $10.99 | 8.79% | 0.18%(d) | 0.18%(d) | 1.93% | 66% | $6,629 |
Year Ended 1/31/2020 | $10.70 | 10.94% | 0.18% | 0.18% | 2.42% | 9% | $5,951 |
Year Ended 1/31/2019 | $10.10 | (2.36%) | 0.17% | 0.17% | 2.96% | 21% | $5,551 |
Year Ended 1/31/2018 | $11.13 | 12.12% | 0.16% | 0.16% | 2.15% | 9% | $801 |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.47 | (8.32%) | 0.67%(c),(d) | 0.67%(c),(d) | 0.96%(c) | 2% | $1,644 |
Year Ended 1/31/2022 | $10.79 | 4.21% | 0.66%(d) | 0.66%(d),(e) | 1.17% | 18% | $1,673 |
Year Ended 1/31/2021 | $11.31 | 8.21% | 0.74%(d) | 0.74%(d),(e) | 1.48% | 66% | $1,625 |
Year Ended 1/31/2020 | $10.99 | 10.23% | 0.74% | 0.74%(e) | 1.80% | 9% | $1,177 |
Year Ended 1/31/2019 | $10.37 | (2.78%) | 0.73% | 0.73%(e) | 1.71% | 21% | $1,431 |
Year Ended 1/31/2018 | $11.39 | 11.50% | 0.73% | 0.73%(e) | 1.40% | 9% | $1,924 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 53 |
Columbia Capital Allocation Moderate Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.17 | 0.06 | (1.12) | (1.06) | (0.07) | (0.37) | (0.44) |
Year Ended 1/31/2022 | $11.91 | 0.19 | 0.60 | 0.79 | (0.36) | (1.17) | (1.53) |
Year Ended 1/31/2021 | $11.32 | 0.18 | 1.03 | 1.21 | (0.27) | (0.35) | (0.62) |
Year Ended 1/31/2020 | $10.70 | 0.24 | 1.05 | 1.29 | (0.25) | (0.42) | (0.67) |
Year Ended 1/31/2019 | $11.99 | 0.22 | (0.73) | (0.51) | (0.25) | (0.53) | (0.78) |
Year Ended 1/31/2018 | $10.99 | 0.19 | 1.56 | 1.75 | (0.23) | (0.52) | (0.75) |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.98 | 0.07 | (1.11) | (1.04) | (0.08) | (0.37) | (0.45) |
Year Ended 1/31/2022 | $11.73 | 0.22 | 0.59 | 0.81 | (0.39) | (1.17) | (1.56) |
Year Ended 1/31/2021 | $11.17 | 0.21 | 1.00 | 1.21 | (0.30) | (0.35) | (0.65) |
Year Ended 1/31/2020 | $10.57 | 0.28 | 1.02 | 1.30 | (0.28) | (0.42) | (0.70) |
Year Ended 1/31/2019 | $11.85 | 0.25 | (0.72) | (0.47) | (0.28) | (0.53) | (0.81) |
Year Ended 1/31/2018 | $10.87 | 0.30 | 1.46 | 1.76 | (0.26) | (0.52) | (0.78) |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.05 | 0.02 | (1.11) | (1.09) | (0.03) | (0.37) | (0.40) |
Year Ended 1/31/2022 | $11.80 | 0.10 | 0.59 | 0.69 | (0.27) | (1.17) | (1.44) |
Year Ended 1/31/2021 | $11.21 | 0.10 | 1.03 | 1.13 | (0.19) | (0.35) | (0.54) |
Year Ended 1/31/2020 | $10.61 | 0.15 | 1.04 | 1.19 | (0.17) | (0.42) | (0.59) |
Year Ended 1/31/2019 | $11.89 | 0.13 | (0.72) | (0.59) | (0.16) | (0.53) | (0.69) |
Year Ended 1/31/2018 | $10.91 | 0.11 | 1.54 | 1.65 | (0.15) | (0.52) | (0.67) |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.15 | 0.07 | (1.12) | (1.05) | (0.08) | (0.37) | (0.45) |
Year Ended 1/31/2022 | $11.89 | 0.23 | 0.59 | 0.82 | (0.39) | (1.17) | (1.56) |
Year Ended 1/31/2021 | $11.31 | 0.21 | 1.02 | 1.23 | (0.30) | (0.35) | (0.65) |
Year Ended 1/31/2020 | $10.69 | 0.26 | 1.06 | 1.32 | (0.28) | (0.42) | (0.70) |
Year Ended 1/31/2019 | $11.97 | 0.25 | (0.72) | (0.47) | (0.28) | (0.53) | (0.81) |
Year Ended 1/31/2018 | $10.98 | 0.24 | 1.53 | 1.77 | (0.26) | (0.52) | (0.78) |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.97 | 0.07 | (1.10) | (1.03) | (0.08) | (0.37) | (0.45) |
Year Ended 1/31/2022 | $11.73 | 0.20 | 0.60 | 0.80 | (0.39) | (1.17) | (1.56) |
Year Ended 1/31/2021 | $11.16 | 0.21 | 1.01 | 1.22 | (0.30) | (0.35) | (0.65) |
Year Ended 1/31/2020 | $10.56 | 0.27 | 1.03 | 1.30 | (0.28) | (0.42) | (0.70) |
Year Ended 1/31/2019 | $11.84 | 0.23 | (0.70) | (0.47) | (0.28) | (0.53) | (0.81) |
Year Ended 1/31/2018 | $10.87 | 0.22 | 1.54 | 1.76 | (0.27) | (0.52) | (0.79) |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.98 | 0.07 | (1.10) | (1.03) | (0.08) | (0.37) | (0.45) |
Year Ended 1/31/2022 | $11.74 | 0.23 | 0.57 | 0.80 | (0.39) | (1.17) | (1.56) |
Year Ended 1/31/2021 | $11.17 | 0.21 | 1.01 | 1.22 | (0.30) | (0.35) | (0.65) |
Year Ended 1/31/2020 | $10.56 | 0.27 | 1.05 | 1.32 | (0.29) | (0.42) | (0.71) |
Year Ended 1/31/2019 | $11.84 | 0.27 | (0.74) | (0.47) | (0.28) | (0.53) | (0.81) |
Year Ended 1/31/2018 | $10.87 | 0.24 | 1.52 | 1.76 | (0.27) | (0.52) | (0.79) |
54 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.67 | (9.35%) | 0.38%(c),(d) | 0.38%(c),(d) | 1.19%(c) | 2% | $1,116,864 |
Year Ended 1/31/2022 | $11.17 | 6.42% | 0.38%(d) | 0.38%(d),(e) | 1.58% | 22% | $1,308,500 |
Year Ended 1/31/2021 | $11.91 | 11.31% | 0.43%(d) | 0.43%(d),(e) | 1.66% | 86% | $1,324,148 |
Year Ended 1/31/2020 | $11.32 | 12.26% | 0.43% | 0.43%(e) | 2.11% | 10% | $1,280,253 |
Year Ended 1/31/2019 | $10.70 | (4.13%) | 0.43% | 0.43%(e) | 1.94% | 20% | $1,247,694 |
Year Ended 1/31/2018 | $11.99 | 16.39% | 0.44% | 0.44%(e) | 1.68% | 9% | $1,389,747 |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.49 | (9.30%) | 0.13%(c),(d) | 0.13%(c),(d) | 1.33%(c) | 2% | $3,651 |
Year Ended 1/31/2022 | $10.98 | 6.70% | 0.13%(d) | 0.13%(d),(e) | 1.86% | 22% | $7,686 |
Year Ended 1/31/2021 | $11.73 | 11.48% | 0.18%(d) | 0.18%(d),(e) | 1.91% | 86% | $3,244 |
Year Ended 1/31/2020 | $11.17 | 12.51% | 0.18% | 0.18%(e) | 2.50% | 10% | $3,051 |
Year Ended 1/31/2019 | $10.57 | (3.84%) | 0.18% | 0.18%(e) | 2.28% | 20% | $1,212 |
Year Ended 1/31/2018 | $11.85 | 16.68% | 0.18% | 0.18%(e) | 2.60% | 9% | $1,021 |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.56 | (9.71%) | 1.13%(c),(d) | 1.13%(c),(d) | 0.45%(c) | 2% | $79,283 |
Year Ended 1/31/2022 | $11.05 | 5.58% | 1.13%(d) | 1.13%(d),(e) | 0.82% | 22% | $98,600 |
Year Ended 1/31/2021 | $11.80 | 10.56% | 1.18%(d) | 1.18%(d),(e) | 0.89% | 86% | $110,135 |
Year Ended 1/31/2020 | $11.21 | 11.34% | 1.18% | 1.18%(e) | 1.35% | 10% | $153,545 |
Year Ended 1/31/2019 | $10.61 | (4.82%) | 1.18% | 1.18%(e) | 1.15% | 20% | $160,172 |
Year Ended 1/31/2018 | $11.89 | 15.46% | 1.19% | 1.19%(e) | 0.95% | 9% | $207,421 |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.65 | (9.25%) | 0.13%(c),(d) | 0.13%(c),(d) | 1.41%(c) | 2% | $32,223 |
Year Ended 1/31/2022 | $11.15 | 6.69% | 0.13%(d) | 0.13%(d),(e) | 1.89% | 22% | $62,130 |
Year Ended 1/31/2021 | $11.89 | 11.51% | 0.18%(d) | 0.18%(d),(e) | 1.91% | 86% | $38,386 |
Year Ended 1/31/2020 | $11.31 | 12.55% | 0.18% | 0.18%(e) | 2.37% | 10% | $37,112 |
Year Ended 1/31/2019 | $10.69 | (3.80%) | 0.18% | 0.18%(e) | 2.19% | 20% | $38,025 |
Year Ended 1/31/2018 | $11.97 | 16.60% | 0.19% | 0.19%(e) | 2.09% | 9% | $39,872 |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.49 | (9.22%) | 0.12%(c),(d) | 0.12%(c),(d) | 1.43%(c) | 2% | $2,738 |
Year Ended 1/31/2022 | $10.97 | 6.63% | 0.12%(d) | 0.12%(d) | 1.67% | 22% | $3,754 |
Year Ended 1/31/2021 | $11.73 | 11.59% | 0.17%(d) | 0.17%(d) | 1.92% | 86% | $6,728 |
Year Ended 1/31/2020 | $11.16 | 12.53% | 0.17% | 0.17% | 2.42% | 10% | $5,447 |
Year Ended 1/31/2019 | $10.56 | (3.83%) | 0.17% | 0.17% | 2.08% | 20% | $4,554 |
Year Ended 1/31/2018 | $11.84 | 16.62% | 0.16% | 0.16% | 1.95% | 9% | $7,323 |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.50 | (9.18%) | 0.07%(c),(d) | 0.07%(c),(d) | 1.50%(c) | 2% | $32,137 |
Year Ended 1/31/2022 | $10.98 | 6.66% | 0.08%(d) | 0.08%(d) | 1.92% | 22% | $39,786 |
Year Ended 1/31/2021 | $11.74 | 11.64% | 0.12%(d) | 0.12%(d) | 1.94% | 86% | $10,372 |
Year Ended 1/31/2020 | $11.17 | 12.68% | 0.13% | 0.13% | 2.42% | 10% | $11,042 |
Year Ended 1/31/2019 | $10.56 | (3.79%) | 0.13% | 0.13% | 2.45% | 20% | $9,319 |
Year Ended 1/31/2018 | $11.84 | 16.68% | 0.12% | 0.12% | 2.11% | 9% | $4,933 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 55 |
Columbia Capital Allocation Moderate Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.13 | 0.05 | (1.13) | (1.08) | (0.05) | (0.37) | (0.42) |
Year Ended 1/31/2022 | $11.87 | 0.16 | 0.60 | 0.76 | (0.33) | (1.17) | (1.50) |
Year Ended 1/31/2021 | $11.28 | 0.15 | 1.03 | 1.18 | (0.24) | (0.35) | (0.59) |
Year Ended 1/31/2020 | $10.67 | 0.20 | 1.05 | 1.25 | (0.22) | (0.42) | (0.64) |
Year Ended 1/31/2019 | $11.95 | 0.19 | (0.72) | (0.53) | (0.22) | (0.53) | (0.75) |
Year Ended 1/31/2018 | $10.96 | 0.17 | 1.55 | 1.72 | (0.21) | (0.52) | (0.73) |
Notes to Financial Highlights | |
(a) | In addition to the fees and expenses that the Fund bears directly, the Fund indirectly bears a pro rata share of the fees and expenses of any other funds in which it invests. Such indirect expenses are not included in the Fund’s reported expense ratios. |
(b) | Total net expenses include the impact of certain fee waivers/expense reimbursements made by the Investment Manager and certain of its affiliates, if applicable. |
(c) | Annualized. |
(d) | Ratios include interest on collateral expense which is less than 0.01%. |
(e) | The benefits derived from expense reductions had an impact of less than 0.01%. |
56 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $9.63 | (9.50%) | 0.63%(c),(d) | 0.63%(c),(d) | 0.94%(c) | 2% | $4,347 |
Year Ended 1/31/2022 | $11.13 | 6.17% | 0.63%(d) | 0.63%(d),(e) | 1.31% | 22% | $4,935 |
Year Ended 1/31/2021 | $11.87 | 11.06% | 0.68%(d) | 0.68%(d),(e) | 1.40% | 86% | $2,652 |
Year Ended 1/31/2020 | $11.28 | 11.92% | 0.68% | 0.68%(e) | 1.79% | 10% | $2,531 |
Year Ended 1/31/2019 | $10.67 | (4.30%) | 0.68% | 0.68%(e) | 1.72% | 20% | $3,156 |
Year Ended 1/31/2018 | $11.95 | 16.05% | 0.69% | 0.69%(e) | 1.46% | 9% | $2,786 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 57 |
Columbia Capital Allocation Moderate Aggressive Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.27 | 0.05 | (1.31) | (1.26) | (0.05) | (0.46) | (0.51) |
Year Ended 1/31/2022 | $13.05 | 0.19 | 1.03 | 1.22 | (0.42) | (1.58) | (2.00) |
Year Ended 1/31/2021 | $12.28 | 0.15 | 1.33 | 1.48 | (0.19) | (0.52) | (0.71) |
Year Ended 1/31/2020 | $11.64 | 0.22 | 1.33 | 1.55 | (0.24) | (0.67) | (0.91) |
Year Ended 1/31/2019 | $13.50 | 0.20 | (0.97) | (0.77) | (0.24) | (0.85) | (1.09) |
Year Ended 1/31/2018 | $12.00 | 0.17 | 2.27 | 2.44 | (0.21) | (0.73) | (0.94) |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.42 | 0.06 | (1.32) | (1.26) | (0.07) | (0.46) | (0.53) |
Year Ended 1/31/2022 | $13.18 | 0.22 | 1.05 | 1.27 | (0.45) | (1.58) | (2.03) |
Year Ended 1/31/2021 | $12.40 | 0.19 | 1.33 | 1.52 | (0.22) | (0.52) | (0.74) |
Year Ended 1/31/2020 | $11.75 | 0.22 | 1.37 | 1.59 | (0.27) | (0.67) | (0.94) |
Year Ended 1/31/2019 | $13.61 | 0.24 | (0.98) | (0.74) | (0.27) | (0.85) | (1.12) |
Year Ended 1/31/2018 | $12.10 | 0.24 | 2.24 | 2.48 | (0.24) | (0.73) | (0.97) |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.30 | 0.01 | (1.31) | (1.30) | (0.01) | (0.46) | (0.47) |
Year Ended 1/31/2022 | $13.07 | 0.09 | 1.04 | 1.13 | (0.32) | (1.58) | (1.90) |
Year Ended 1/31/2021 | $12.30 | 0.05 | 1.35 | 1.40 | (0.11) | (0.52) | (0.63) |
Year Ended 1/31/2020 | $11.67 | 0.12 | 1.33 | 1.45 | (0.15) | (0.67) | (0.82) |
Year Ended 1/31/2019 | $13.52 | 0.10 | (0.96) | (0.86) | (0.14) | (0.85) | (0.99) |
Year Ended 1/31/2018 | $12.04 | 0.08 | 2.26 | 2.34 | (0.13) | (0.73) | (0.86) |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.23 | 0.06 | (1.29) | (1.23) | (0.07) | (0.46) | (0.53) |
Year Ended 1/31/2022 | $13.02 | 0.22 | 1.02 | 1.24 | (0.45) | (1.58) | (2.03) |
Year Ended 1/31/2021 | $12.25 | 0.18 | 1.33 | 1.51 | (0.22) | (0.52) | (0.74) |
Year Ended 1/31/2020 | $11.62 | 0.24 | 1.33 | 1.57 | (0.27) | (0.67) | (0.94) |
Year Ended 1/31/2019 | $13.47 | 0.23 | (0.96) | (0.73) | (0.27) | (0.85) | (1.12) |
Year Ended 1/31/2018 | $11.98 | 0.20 | 2.26 | 2.46 | (0.24) | (0.73) | (0.97) |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.40 | 0.06 | (1.31) | (1.25) | (0.07) | (0.46) | (0.53) |
Year Ended 1/31/2022 | $13.17 | 0.22 | 1.04 | 1.26 | (0.45) | (1.58) | (2.03) |
Year Ended 1/31/2021 | $12.38 | 0.18 | 1.36 | 1.54 | (0.23) | (0.52) | (0.75) |
Year Ended 1/31/2020 | $11.74 | 0.26 | 1.32 | 1.58 | (0.27) | (0.67) | (0.94) |
Year Ended 1/31/2019 | $13.60 | 0.24 | (0.97) | (0.73) | (0.28) | (0.85) | (1.13) |
Year Ended 1/31/2018 | $12.09 | 0.23 | 2.26 | 2.49 | (0.25) | (0.73) | (0.98) |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.00 | 0.06 | (1.27) | (1.21) | (0.07) | (0.46) | (0.53) |
Year Ended 1/31/2022 | $12.80 | 0.23 | 1.01 | 1.24 | (0.46) | (1.58) | (2.04) |
Year Ended 1/31/2021 | $12.06 | 0.18 | 1.31 | 1.49 | (0.23) | (0.52) | (0.75) |
Year Ended 1/31/2020 | $11.45 | 0.26 | 1.30 | 1.56 | (0.28) | (0.67) | (0.95) |
Year Ended 1/31/2019 | $13.30 | 0.22 | (0.94) | (0.72) | (0.28) | (0.85) | (1.13) |
Year Ended 1/31/2018 | $11.84 | 0.31 | 2.13 | 2.44 | (0.25) | (0.73) | (0.98) |
58 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Aggressive Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.50 | (10.05%) | 0.39%(c),(d) | 0.39%(c),(d) | 0.85%(c) | 2% | $1,481,459 |
Year Ended 1/31/2022 | $12.27 | 9.12% | 0.39%(d) | 0.39%(d),(e) | 1.41% | 21% | $1,720,777 |
Year Ended 1/31/2021 | $13.05 | 12.89% | 0.50%(d) | 0.50%(d),(e) | 1.22% | 76% | $1,690,945 |
Year Ended 1/31/2020 | $12.28 | 13.51% | 0.50% | 0.50%(e) | 1.77% | 10% | $1,645,913 |
Year Ended 1/31/2019 | $11.64 | (5.48%) | 0.49% | 0.49%(e) | 1.59% | 18% | $1,603,992 |
Year Ended 1/31/2018 | $13.50 | 20.88% | 0.49% | 0.49%(e) | 1.35% | 9% | $1,826,698 |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.63 | (9.98%) | 0.14%(c),(d) | 0.14%(c),(d) | 1.08%(c) | 2% | $33,011 |
Year Ended 1/31/2022 | $12.42 | 9.45% | 0.15%(d) | 0.15%(d),(e) | 1.63% | 21% | $28,048 |
Year Ended 1/31/2021 | $13.18 | 13.13% | 0.24%(d) | 0.24%(d),(e) | 1.61% | 76% | $8,672 |
Year Ended 1/31/2020 | $12.40 | 13.75% | 0.25% | 0.25%(e) | 1.80% | 10% | $7,779 |
Year Ended 1/31/2019 | $11.75 | (5.19%) | 0.24% | 0.24%(e) | 1.90% | 18% | $14,622 |
Year Ended 1/31/2018 | $13.61 | 21.09% | 0.24% | 0.24%(e) | 1.86% | 9% | $11,216 |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.53 | (10.34%) | 1.14%(c),(d) | 1.14%(c),(d) | 0.11%(c) | 2% | $84,260 |
Year Ended 1/31/2022 | $12.30 | 8.36% | 1.14%(d) | 1.14%(d),(e) | 0.64% | 21% | $102,579 |
Year Ended 1/31/2021 | $13.07 | 12.05% | 1.25%(d) | 1.25%(d),(e) | 0.46% | 76% | $116,412 |
Year Ended 1/31/2020 | $12.30 | 12.55% | 1.25% | 1.25%(e) | 1.01% | 10% | $148,134 |
Year Ended 1/31/2019 | $11.67 | (6.12%) | 1.24% | 1.24%(e) | 0.77% | 18% | $151,414 |
Year Ended 1/31/2018 | $13.52 | 19.91% | 1.24% | 1.24%(e) | 0.59% | 9% | $215,268 |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.47 | (9.88%) | 0.14%(c),(d) | 0.14%(c),(d) | 1.10%(c) | 2% | $90,952 |
Year Ended 1/31/2022 | $12.23 | 9.33% | 0.14%(d) | 0.14%(d),(e) | 1.66% | 21% | $106,896 |
Year Ended 1/31/2021 | $13.02 | 13.21% | 0.25%(d) | 0.25%(d),(e) | 1.48% | 76% | $106,491 |
Year Ended 1/31/2020 | $12.25 | 13.73% | 0.25% | 0.25%(e) | 2.01% | 10% | $107,497 |
Year Ended 1/31/2019 | $11.62 | (5.17%) | 0.24% | 0.24%(e) | 1.83% | 18% | $108,487 |
Year Ended 1/31/2018 | $13.47 | 21.13% | 0.24% | 0.24%(e) | 1.59% | 9% | $136,761 |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.62 | (9.90%) | 0.11%(c),(d) | 0.11%(c),(d) | 1.12%(c) | 2% | $5,713 |
Year Ended 1/31/2022 | $12.40 | 9.41% | 0.11%(d) | 0.11%(d) | 1.57% | 21% | $8,174 |
Year Ended 1/31/2021 | $13.17 | 13.28% | 0.21%(d) | 0.21%(d) | 1.53% | 76% | $11,176 |
Year Ended 1/31/2020 | $12.38 | 13.72% | 0.20% | 0.20% | 2.13% | 10% | $9,890 |
Year Ended 1/31/2019 | $11.74 | (5.15%) | 0.19% | 0.19% | 1.89% | 18% | $7,961 |
Year Ended 1/31/2018 | $13.60 | 21.18% | 0.19% | 0.19% | 1.80% | 9% | $8,881 |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.26 | (9.87%) | 0.06%(c),(d) | 0.06%(c),(d) | 1.20%(c) | 2% | $44,606 |
Year Ended 1/31/2022 | $12.00 | 9.50% | 0.07%(d) | 0.07%(d) | 1.74% | 21% | $78,836 |
Year Ended 1/31/2021 | $12.80 | 13.27% | 0.16%(d) | 0.16%(d) | 1.55% | 76% | $14,407 |
Year Ended 1/31/2020 | $12.06 | 13.87% | 0.15% | 0.15% | 2.15% | 10% | $13,771 |
Year Ended 1/31/2019 | $11.45 | (5.14%) | 0.14% | 0.14% | 1.80% | 18% | $11,447 |
Year Ended 1/31/2018 | $13.30 | 21.26% | 0.14% | 0.14% | 2.47% | 9% | $20,776 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 59 |
Columbia Capital Allocation Moderate Aggressive Portfolio
Net asset value, beginning of period | Net investment income | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.25 | 0.03 | (1.29) | (1.26) | (0.04) | (0.46) | (0.50) |
Year Ended 1/31/2022 | $13.03 | 0.15 | 1.03 | 1.18 | (0.38) | (1.58) | (1.96) |
Year Ended 1/31/2021 | $12.26 | 0.12 | 1.33 | 1.45 | (0.16) | (0.52) | (0.68) |
Year Ended 1/31/2020 | $11.63 | 0.18 | 1.33 | 1.51 | (0.21) | (0.67) | (0.88) |
Year Ended 1/31/2019 | $13.48 | 0.17 | (0.96) | (0.79) | (0.21) | (0.85) | (1.06) |
Year Ended 1/31/2018 | $11.99 | 0.15 | 2.24 | 2.39 | (0.17) | (0.73) | (0.90) |
Class V | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.27 | 0.05 | (1.31) | (1.26) | (0.05) | (0.46) | (0.51) |
Year Ended 1/31/2022 | $13.05 | 0.19 | 1.03 | 1.22 | (0.42) | (1.58) | (2.00) |
Year Ended 1/31/2021 | $12.28 | 0.15 | 1.33 | 1.48 | (0.19) | (0.52) | (0.71) |
Year Ended 1/31/2020 | $11.64 | 0.22 | 1.33 | 1.55 | (0.24) | (0.67) | (0.91) |
Year Ended 1/31/2019 | $13.50 | 0.20 | (0.97) | (0.77) | (0.24) | (0.85) | (1.09) |
Year Ended 1/31/2018 | $12.00 | 0.17 | 2.27 | 2.44 | (0.21) | (0.73) | (0.94) |
Notes to Financial Highlights | |
(a) | In addition to the fees and expenses that the Fund bears directly, the Fund indirectly bears a pro rata share of the fees and expenses of any other funds in which it invests. Such indirect expenses are not included in the Fund’s reported expense ratios. |
(b) | Total net expenses include the impact of certain fee waivers/expense reimbursements made by the Investment Manager and certain of its affiliates, if applicable. |
(c) | Annualized. |
(d) | Ratios include interest on collateral expense which is less than 0.01%. |
(e) | The benefits derived from expense reductions had an impact of less than 0.01%. |
60 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Moderate Aggressive Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.49 | (10.10%) | 0.64%(c),(d) | 0.64%(c),(d) | 0.61%(c) | 2% | $16,802 |
Year Ended 1/31/2022 | $12.25 | 8.85% | 0.65%(d) | 0.65%(d),(e) | 1.09% | 21% | $19,334 |
Year Ended 1/31/2021 | $13.03 | 12.62% | 0.75%(d) | 0.75%(d),(e) | 0.98% | 76% | $5,315 |
Year Ended 1/31/2020 | $12.26 | 13.15% | 0.75% | 0.75%(e) | 1.46% | 10% | $4,823 |
Year Ended 1/31/2019 | $11.63 | (5.66%) | 0.74% | 0.74%(e) | 1.37% | 18% | $4,957 |
Year Ended 1/31/2018 | $13.48 | 20.51% | 0.74% | 0.74%(e) | 1.14% | 9% | $4,816 |
Class V | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.50 | (10.05%) | 0.39%(c),(d) | 0.39%(c),(d) | 0.85%(c) | 2% | $71,994 |
Year Ended 1/31/2022 | $12.27 | 9.12% | 0.39%(d) | 0.39%(d),(e) | 1.41% | 21% | $83,273 |
Year Ended 1/31/2021 | $13.05 | 12.89% | 0.50%(d) | 0.50%(d),(e) | 1.22% | 76% | $84,036 |
Year Ended 1/31/2020 | $12.28 | 13.51% | 0.50% | 0.50%(e) | 1.78% | 10% | $81,137 |
Year Ended 1/31/2019 | $11.64 | (5.48%) | 0.49% | 0.49%(e) | 1.58% | 18% | $79,629 |
Year Ended 1/31/2018 | $13.50 | 20.88% | 0.49% | 0.49%(e) | 1.35% | 9% | $93,279 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 61 |
Columbia Capital Allocation Aggressive Portfolio
Net asset value, beginning of period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $13.31 | 0.03 | (1.52) | (1.49) | (0.01) | (0.61) | (0.62) |
Year Ended 1/31/2022 | $13.49 | 0.18 | 1.49 | 1.67 | (0.36) | (1.49) | (1.85) |
Year Ended 1/31/2021 | $12.58 | 0.15 | 1.56 | 1.71 | (0.18) | (0.62) | (0.80) |
Year Ended 1/31/2020 | $11.90 | 0.19 | 1.45 | 1.64 | (0.19) | (0.77) | (0.96) |
Year Ended 1/31/2019 | $14.10 | 0.17 | (1.19) | (1.02) | (0.23) | (0.95) | (1.18) |
Year Ended 1/31/2018 | $12.11 | 0.14 | 2.85 | 2.99 | (0.20) | (0.80) | (1.00) |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.94 | 0.04 | (1.46) | (1.42) | (0.02) | (0.61) | (0.63) |
Year Ended 1/31/2022 | $13.16 | 0.21 | 1.46 | 1.67 | (0.40) | (1.49) | (1.89) |
Year Ended 1/31/2021 | $12.29 | 0.21 | 1.49 | 1.70 | (0.21) | (0.62) | (0.83) |
Year Ended 1/31/2020 | $11.64 | 0.19 | 1.45 | 1.64 | (0.22) | (0.77) | (0.99) |
Year Ended 1/31/2019 | $13.83 | 0.20 | (1.18) | (0.98) | (0.26) | (0.95) | (1.21) |
Year Ended 1/31/2018 | $11.89 | 0.14 | 2.83 | 2.97 | (0.23) | (0.80) | (1.03) |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.85 | (0.01) | (1.46) | (1.47) | (0.00)(g) | (0.61) | (0.61) |
Year Ended 1/31/2022 | $13.09 | 0.07 | 1.43 | 1.50 | (0.25) | (1.49) | (1.74) |
Year Ended 1/31/2021 | $12.24 | 0.05 | 1.51 | 1.56 | (0.09) | (0.62) | (0.71) |
Year Ended 1/31/2020 | $11.60 | 0.09 | 1.42 | 1.51 | (0.10) | (0.77) | (0.87) |
Year Ended 1/31/2019 | $13.77 | 0.07 | (1.16) | (1.09) | (0.13) | (0.95) | (1.08) |
Year Ended 1/31/2018 | $11.85 | 0.04 | 2.79 | 2.83 | (0.11) | (0.80) | (0.91) |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $13.23 | 0.05 | (1.51) | (1.46) | (0.02) | (0.61) | (0.63) |
Year Ended 1/31/2022 | $13.42 | 0.22 | 1.48 | 1.70 | (0.40) | (1.49) | (1.89) |
Year Ended 1/31/2021 | $12.52 | 0.20 | 1.53 | 1.73 | (0.21) | (0.62) | (0.83) |
Year Ended 1/31/2020 | $11.84 | 0.22 | 1.45 | 1.67 | (0.22) | (0.77) | (0.99) |
Year Ended 1/31/2019 | $14.04 | 0.15 | (1.13) | (0.98) | (0.27) | (0.95) | (1.22) |
Year Ended 1/31/2018 | $12.06 | 0.22 | 2.79 | 3.01 | (0.23) | (0.80) | (1.03) |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.93 | 0.05 | (1.47) | (1.42) | (0.02) | (0.61) | (0.63) |
Year Ended 1/31/2022 | $13.15 | 0.21 | 1.46 | 1.67 | (0.40) | (1.49) | (1.89) |
Year Ended 1/31/2021 | $12.29 | 0.18 | 1.51 | 1.69 | (0.21) | (0.62) | (0.83) |
Year Ended 1/31/2020 | $11.64 | 0.23 | 1.41 | 1.64 | (0.22) | (0.77) | (0.99) |
Year Ended 1/31/2019 | $13.82 | 0.20 | (1.16) | (0.96) | (0.27) | (0.95) | (1.22) |
Year Ended 1/31/2018 | $11.88 | 0.19 | 2.79 | 2.98 | (0.24) | (0.80) | (1.04) |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $12.92 | 0.05 | (1.47) | (1.42) | (0.02) | (0.61) | (0.63) |
Year Ended 1/31/2022 | $13.14 | 0.21 | 1.46 | 1.67 | (0.40) | (1.49) | (1.89) |
Year Ended 1/31/2021 | $12.28 | 0.17 | 1.53 | 1.70 | (0.22) | (0.62) | (0.84) |
Year Ended 1/31/2020 | $11.63 | 0.23 | 1.42 | 1.65 | (0.23) | (0.77) | (1.00) |
Year Ended 1/31/2019 | $13.82 | 0.22 | (1.19) | (0.97) | (0.27) | (0.95) | (1.22) |
Year Ended 1/31/2018 | $11.88 | 0.18 | 2.80 | 2.98 | (0.24) | (0.80) | (1.04) |
62 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income (loss) ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class A | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.20 | (10.93%) | 0.39%(c),(d) | 0.39%(c),(d) | 0.51%(c) | 2% | $1,086,599 |
Year Ended 1/31/2022 | $13.31 | 12.14% | 0.39%(d) | 0.39%(d),(e) | 1.27% | 14% | $1,264,033 |
Year Ended 1/31/2021 | $13.49 | 14.61% | 0.43%(d),(f) | 0.43%(d),(e),(f) | 1.22% | 74% | $1,214,331 |
Year Ended 1/31/2020 | $12.58 | 14.00% | 0.47% | 0.47%(e) | 1.49% | 12% | $623,971 |
Year Ended 1/31/2019 | $11.90 | (6.90%) | 0.47% | 0.47%(e) | 1.30% | 20% | $599,211 |
Year Ended 1/31/2018 | $14.10 | 25.45% | 0.49% | 0.49%(e) | 1.08% | 13% | $670,783 |
Advisor Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.89 | (10.75%) | 0.14%(c),(d) | 0.14%(c),(d) | 0.74%(c) | 2% | $12,167 |
Year Ended 1/31/2022 | $12.94 | 12.41% | 0.14%(d) | 0.14%(d),(e) | 1.50% | 14% | $13,041 |
Year Ended 1/31/2021 | $13.16 | 14.90% | 0.17%(d),(f) | 0.17%(d),(e),(f) | 1.68% | 74% | $8,176 |
Year Ended 1/31/2020 | $12.29 | 14.33% | 0.22% | 0.22%(e) | 1.60% | 12% | $1,611 |
Year Ended 1/31/2019 | $11.64 | (6.69%) | 0.22% | 0.22%(e) | 1.58% | 20% | $1,965 |
Year Ended 1/31/2018 | $13.83 | 25.76% | 0.23% | 0.23%(e) | 1.10% | 13% | $1,662 |
Class C | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.77 | (11.15%) | 1.14%(c),(d) | 1.14%(c),(d) | (0.23%)(c) | 2% | $66,680 |
Year Ended 1/31/2022 | $12.85 | 11.22% | 1.14%(d) | 1.14%(d),(e) | 0.49% | 14% | $80,981 |
Year Ended 1/31/2021 | $13.09 | 13.73% | 1.18%(d),(f) | 1.18%(d),(e),(f) | 0.40% | 74% | $90,213 |
Year Ended 1/31/2020 | $12.24 | 13.21% | 1.22% | 1.22%(e) | 0.75% | 12% | $74,297 |
Year Ended 1/31/2019 | $11.60 | (7.64%) | 1.22% | 1.22%(e) | 0.52% | 20% | $70,524 |
Year Ended 1/31/2018 | $13.77 | 24.61% | 1.24% | 1.24%(e) | 0.34% | 13% | $88,717 |
Institutional Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.14 | (10.82%) | 0.14%(c),(d) | 0.14%(c),(d) | 0.76%(c) | 2% | $38,062 |
Year Ended 1/31/2022 | $13.23 | 12.40% | 0.14%(d) | 0.14%(d),(e) | 1.54% | 14% | $43,713 |
Year Ended 1/31/2021 | $13.42 | 14.86% | 0.17%(d),(f) | 0.17%(d),(e),(f) | 1.58% | 74% | $38,843 |
Year Ended 1/31/2020 | $12.52 | 14.34% | 0.22% | 0.22%(e) | 1.76% | 12% | $11,920 |
Year Ended 1/31/2019 | $11.84 | (6.65%) | 0.22% | 0.22%(e) | 1.17% | 20% | $10,382 |
Year Ended 1/31/2018 | $14.04 | 25.73% | 0.23% | 0.23%(e) | 1.67% | 13% | $20,763 |
Institutional 2 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.88 | (10.76%) | 0.12%(c),(d) | 0.12%(c),(d) | 0.79%(c) | 2% | $5,951 |
Year Ended 1/31/2022 | $12.93 | 12.44% | 0.12%(d) | 0.12%(d) | 1.45% | 14% | $7,604 |
Year Ended 1/31/2021 | $13.15 | 14.82% | 0.16%(d),(f) | 0.16%(d),(f) | 1.48% | 74% | $8,780 |
Year Ended 1/31/2020 | $12.29 | 14.35% | 0.20% | 0.20% | 1.92% | 12% | $5,079 |
Year Ended 1/31/2019 | $11.64 | (6.60%) | 0.20% | 0.20% | 1.56% | 20% | $2,978 |
Year Ended 1/31/2018 | $13.82 | 25.83% | 0.20% | 0.20% | 1.44% | 13% | $2,642 |
Institutional 3 Class | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $10.87 | (10.76%) | 0.07%(c),(d) | 0.07%(c),(d) | 0.84%(c) | 2% | $75,735 |
Year Ended 1/31/2022 | $12.92 | 12.50% | 0.08%(d) | 0.08%(d) | 1.51% | 14% | $87,544 |
Year Ended 1/31/2021 | $13.14 | 14.88% | 0.13%(d),(f) | 0.13%(d),(f) | 1.41% | 74% | $12,370 |
Year Ended 1/31/2020 | $12.28 | 14.42% | 0.15% | 0.15% | 1.86% | 12% | $10,623 |
Year Ended 1/31/2019 | $11.63 | (6.62%) | 0.15% | 0.15% | 1.75% | 20% | $8,668 |
Year Ended 1/31/2018 | $13.82 | 25.89% | 0.14% | 0.14% | 1.40% | 13% | $3,722 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 63 |
Columbia Capital Allocation Aggressive Portfolio
Net asset value, beginning of period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | Distributions from net investment income | Distributions from net realized gains | Total distributions to shareholders | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $13.15 | 0.02 | (1.50) | (1.48) | (0.01) | (0.61) | (0.62) |
Year Ended 1/31/2022 | $13.35 | 0.13 | 1.48 | 1.61 | (0.32) | (1.49) | (1.81) |
Year Ended 1/31/2021 | $12.47 | 0.08 | 1.57 | 1.65 | (0.15) | (0.62) | (0.77) |
Year Ended 1/31/2020 | $11.80 | 0.15 | 1.45 | 1.60 | (0.16) | (0.77) | (0.93) |
Year Ended 1/31/2019 | $13.99 | 0.14 | (1.18) | (1.04) | (0.20) | (0.95) | (1.15) |
Year Ended 1/31/2018 | $12.02 | 0.11 | 2.83 | 2.94 | (0.17) | (0.80) | (0.97) |
Notes to Financial Highlights | |
(a) | In addition to the fees and expenses that the Fund bears directly, the Fund indirectly bears a pro rata share of the fees and expenses of any other funds in which it invests. Such indirect expenses are not included in the Fund’s reported expense ratios. |
(b) | Total net expenses include the impact of certain fee waivers/expense reimbursements made by the Investment Manager and certain of its affiliates, if applicable. |
(c) | Annualized. |
(d) | Ratios include interest on collateral expense which is less than 0.01%. |
(e) | The benefits derived from expense reductions had an impact of less than 0.01%. |
(f) | Ratios include line of credit interest expense which is less than 0.01%. |
(g) | Rounds to zero. |
64 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
Columbia Capital Allocation Aggressive Portfolio
Net asset value, end of period | Total return | Total gross expense ratio to average net assets(a) | Total net expense ratio to average net assets(a),(b) | Net investment income (loss) ratio to average net assets | Portfolio turnover | Net assets, end of period (000’s) | |
Class R | |||||||
Six Months Ended 7/31/2022 (Unaudited) | $11.05 | (11.01%) | 0.64%(c),(d) | 0.64%(c),(d) | 0.26%(c) | 2% | $10,908 |
Year Ended 1/31/2022 | $13.15 | 11.83% | 0.65%(d) | 0.65%(d),(e) | 0.88% | 14% | $12,737 |
Year Ended 1/31/2021 | $13.35 | 14.23% | 0.69%(d),(f) | 0.69%(d),(e),(f) | 0.70% | 74% | $2,795 |
Year Ended 1/31/2020 | $12.47 | 13.77% | 0.72% | 0.72%(e) | 1.21% | 12% | $2,927 |
Year Ended 1/31/2019 | $11.80 | (7.15%) | 0.72% | 0.72%(e) | 1.09% | 20% | $2,750 |
Year Ended 1/31/2018 | $13.99 | 25.21% | 0.73% | 0.73%(e) | 0.83% | 13% | $2,671 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 65 |
July 31, 2022 (Unaudited)
66 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 67 |
July 31, 2022 (Unaudited)
68 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 69 |
July 31, 2022 (Unaudited)
Asset derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Credit risk | Component of total distributable earnings (loss) — unrealized appreciation on swap contracts | 169,751* |
Equity risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 54,617* |
Total | 224,368 |
Liability derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Equity risk | Component of total distributable earnings (loss) — unrealized depreciation on futures contracts | 12,745* |
* | Includes cumulative appreciation (depreciation) as reported in the tables following the Portfolio of Investments. Only the current day’s variation margin is reported in receivables or payables in the Statement of Assets and Liabilities. |
Amount of realized gain (loss) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | (77,820) | (77,820) |
Equity risk | (78,384) | — | (78,384) |
Total | (78,384) | (77,820) | (156,204) |
Change in unrealized appreciation (depreciation) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | 169,751 | 169,751 |
Equity risk | (2,125) | — | (2,125) |
Total | (2,125) | 169,751 | 167,626 |
70 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Derivative instrument | Average notional amounts ($)* |
Futures contracts — long | 2,305,213 |
Credit default swap contracts — buy protection | 8,091,595 |
* | Based on the ending quarterly outstanding amounts for the six months ended July 31, 2022. |
Asset derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Credit risk | Component of total distributable earnings (loss) — unrealized appreciation on swap contracts | 377,745* |
Equity risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 140,267* |
Total | 518,012 |
Liability derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Equity risk | Component of total distributable earnings (loss) — unrealized depreciation on futures contracts | 53,863* |
* | Includes cumulative appreciation (depreciation) as reported in the tables following the Portfolio of Investments. Only the current day’s variation margin is reported in receivables or payables in the Statement of Assets and Liabilities. |
Amount of realized gain (loss) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | (173,508) | (173,508) |
Equity risk | (400,613) | — | (400,613) |
Total | (400,613) | (173,508) | (574,121) |
Change in unrealized appreciation (depreciation) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | 377,745 | 377,745 |
Equity risk | (18,863) | — | (18,863) |
Total | (18,863) | 377,745 | 358,882 |
Derivative instrument | Average notional amounts ($)* |
Futures contracts — long | 6,095,085 |
Credit default swap contracts — buy protection | 18,440,845 |
* | Based on the ending quarterly outstanding amounts for the six months ended July 31, 2022. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 71 |
July 31, 2022 (Unaudited)
Asset derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Credit risk | Component of total distributable earnings (loss) — unrealized appreciation on swap contracts | 1,265,312* |
Equity risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 418,037* |
Interest rate risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 803,845* |
Total | 2,487,194 |
Liability derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Equity risk | Component of total distributable earnings (loss) — unrealized depreciation on futures contracts | 273,286* |
* | Includes cumulative appreciation (depreciation) as reported in the tables following the Portfolio of Investments. Only the current day’s variation margin is reported in receivables or payables in the Statement of Assets and Liabilities. |
Amount of realized gain (loss) on derivatives recognized in income | ||||||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) | |||
Credit risk | — | (583,313) | (583,313) | |||
Equity risk | (2,285,893) | — | (2,285,893) | |||
Interest rate risk | (4,088,774) | — | (4,088,774) | |||
Total | (6,374,667) | (583,313) | (6,957,980) | |||
Change in unrealized appreciation (depreciation) on derivatives recognized in income | ||||||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) | |||
Credit risk | — | 1,265,312 | 1,265,312 | |||
Equity risk | 154,028 | — | 154,028 | |||
Interest rate risk | 1,472,826 | — | 1,472,826 | |||
Total | 1,626,854 | 1,265,312 | 2,892,166 |
Derivative instrument | Average notional amounts ($)* |
Futures contracts — long | 85,909,853 |
Futures contracts — short | 13,282,941 |
Credit default swap contracts — buy protection | 64,676,165 |
* | Based on the ending quarterly outstanding amounts for the six months ended July 31, 2022. |
72 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Asset derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Credit risk | Component of total distributable earnings (loss) — unrealized appreciation on swap contracts | 227,352* |
Equity risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 665,842* |
Interest rate risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 1,199,021* |
Total | 2,092,215 |
Liability derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Equity risk | Component of total distributable earnings (loss) — unrealized depreciation on futures contracts | 831,865* |
* | Includes cumulative appreciation (depreciation) as reported in the tables following the Portfolio of Investments. Only the current day’s variation margin is reported in receivables or payables in the Statement of Assets and Liabilities. |
Amount of realized gain (loss) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | (129,095) | (129,095) |
Equity risk | (4,226,494) | — | (4,226,494) |
Interest rate risk | (6,026,346) | — | (6,026,346) |
Total | (10,252,840) | (129,095) | (10,381,935) |
Change in unrealized appreciation (depreciation) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | 227,352 | 227,352 |
Equity risk | 218,518 | — | 218,518 |
Interest rate risk | 2,152,003 | — | 2,152,003 |
Total | 2,370,521 | 227,352 | 2,597,873 |
Derivative instrument | Average notional amounts ($)* |
Futures contracts — long | 142,375,765 |
Futures contracts — short | 29,555,727 |
Credit default swap contracts — buy protection | 44,274,515 |
* | Based on the ending quarterly outstanding amounts for the six months ended July 31, 2022. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 73 |
July 31, 2022 (Unaudited)
Asset derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Credit risk | Component of total distributable earnings (loss) — unrealized appreciation on swap contracts | 152,018* |
Equity risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 1,805,726* |
Interest rate risk | Component of total distributable earnings (loss) — unrealized appreciation on futures contracts | 358,550* |
Total | 2,316,294 |
Liability derivatives | ||
Risk exposure category | Statement of assets and liabilities location | Fair value ($) |
Equity risk | Component of total distributable earnings (loss) — unrealized depreciation on futures contracts | 753,807* |
* | Includes cumulative appreciation (depreciation) as reported in the tables following the Portfolio of Investments. Only the current day’s variation margin is reported in receivables or payables in the Statement of Assets and Liabilities. |
Amount of realized gain (loss) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | (86,344) | (86,344) |
Equity risk | (10,279,499) | — | (10,279,499) |
Interest rate risk | (1,356,943) | — | (1,356,943) |
Total | (11,636,442) | (86,344) | (11,722,786) |
Change in unrealized appreciation (depreciation) on derivatives recognized in income | |||
Risk exposure category | Futures contracts ($) | Swap contracts ($) | Total ($) |
Credit risk | — | 152,018 | 152,018 |
Equity risk | 2,445,388 | — | 2,445,388 |
Interest rate risk | 358,550 | — | 358,550 |
Total | 2,803,938 | 152,018 | 2,955,956 |
Derivative instrument | Average notional amounts ($)* |
Futures contracts — long | 128,105,312 |
Futures contracts — short | 27,003,780 |
Credit default swap contracts — buy protection | 29,592,295 |
* | Based on the ending quarterly outstanding amounts for the six months ended July 31, 2022. |
74 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Morgan Stanley ($) | |
Liabilities | |
Centrally cleared credit default swap contracts (a) | 27,908 |
Total financial and derivative net assets | (27,908) |
Total collateral received (pledged) (b) | (27,908) |
Net amount (c) | - |
(a) | Centrally cleared swaps are included within payable/receivable for variation margin in the Statement of Assets and Liabilities. |
(b) | In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
(c) | Represents the net amount due from/(to) counterparties in the event of default. |
Morgan Stanley ($) | |
Liabilities | |
Centrally cleared credit default swap contracts (a) | 63,029 |
Total financial and derivative net assets | (63,029) |
Total collateral received (pledged) (b) | (63,029) |
Net amount (c) | - |
(a) | Centrally cleared swaps are included within payable/receivable for variation margin in the Statement of Assets and Liabilities. |
(b) | In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
(c) | Represents the net amount due from/(to) counterparties in the event of default. |
Morgan Stanley ($) | |
Liabilities | |
Centrally cleared credit default swap contracts (a) | 217,325 |
Total financial and derivative net assets | (217,325) |
Total collateral received (pledged) (b) | (217,325) |
Net amount (c) | - |
(a) | Centrally cleared swaps are included within payable/receivable for variation margin in the Statement of Assets and Liabilities. |
(b) | In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
(c) | Represents the net amount due from/(to) counterparties in the event of default. |
Morgan Stanley ($) | |
Liabilities | |
Centrally cleared credit default swap contracts (a) | 108,682 |
Total financial and derivative net assets | (108,682) |
Total collateral received (pledged) (b) | (108,682) |
Net amount (c) | - |
(a) | Centrally cleared swaps are included within payable/receivable for variation margin in the Statement of Assets and Liabilities. |
(b) | In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
(c) | Represents the net amount due from/(to) counterparties in the event of default. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 75 |
July 31, 2022 (Unaudited)
Morgan Stanley ($) | |
Liabilities | |
Centrally cleared credit default swap contracts (a) | 72,641 |
Total financial and derivative net assets | (72,641) |
Total collateral received (pledged) (b) | (72,641) |
Net amount (c) | - |
(a) | Centrally cleared swaps are included within payable/receivable for variation margin in the Statement of Assets and Liabilities. |
(b) | In some instances, the actual collateral received and/or pledged may be more than the amount shown due to overcollateralization. |
(c) | Represents the net amount due from/(to) counterparties in the event of default. |
76 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Effective management services fee rate (%) | |
Columbia Capital Allocation Conservative Portfolio | 0.08 |
Columbia Capital Allocation Moderate Conservative Portfolio | 0.05 |
Columbia Capital Allocation Moderate Portfolio | 0.03 |
Columbia Capital Allocation Moderate Aggressive Portfolio | 0.03 |
Columbia Capital Allocation Aggressive Portfolio | 0.03 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 77 |
July 31, 2022 (Unaudited)
Fund | Class A (%) | Advisor Class (%) | Class C (%) | Institutional Class (%) | Institutional 2 Class (%) | Institutional 3 Class (%) | Class R (%) | Class V (%) |
Columbia Capital Allocation Conservative Portfolio | 0.09 | 0.09 | 0.09 | 0.09 | 0.07 | 0.02 | 0.09 | — |
Columbia Capital Allocation Moderate Conservative Portfolio | 0.08 | 0.08 | 0.08 | 0.08 | 0.06 | 0.02 | 0.08 | — |
Columbia Capital Allocation Moderate Portfolio | 0.07 | 0.07 | 0.07 | 0.07 | 0.06 | 0.01 | 0.07 | — |
Columbia Capital Allocation Moderate Aggressive Portfolio | 0.09 | 0.09 | 0.09 | 0.09 | 0.06 | 0.01 | 0.09 | 0.09 |
Columbia Capital Allocation Aggressive Portfolio | 0.08 | 0.08 | 0.08 | 0.08 | 0.06 | 0.01 | 0.08 | — |
78 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Fund | Class C ($) |
Columbia Capital Allocation Conservative Portfolio | 321,000 |
Columbia Capital Allocation Moderate Portfolio | 1,532,000 |
Columbia Capital Allocation Aggressive Portfolio | 1,974,000 |
Front End (%) | CDSC (%) | Amount ($) | |||||||
Fund | Class A | Class C | Class V | Class A | Class C | Class V | Class A | Class C | Class V |
Columbia Capital Allocation Conservative Portfolio | 4.75 | — | N/A | 0.50 - 1.00(a) | 1.00(b) | N/A | 42,996 | 1,606 | N/A |
Columbia Capital Allocation Moderate Conservative Portfolio | 5.75 | — | N/A | 0.50 - 1.00(a) | 1.00(b) | N/A | 73,063 | 4,209 | N/A |
Columbia Capital Allocation Moderate Portfolio | 5.75 | — | N/A | 0.50 - 1.00(a) | 1.00(b) | N/A | 378,497 | 5,308 | N/A |
Columbia Capital Allocation Moderate Aggressive Portfolio | 5.75 | — | 5.75 | 0.50 - 1.00(a) | 1.00(b) | 0.50 - 1.00(a) | 465,753 | 5,761 | 123 |
Columbia Capital Allocation Aggressive Portfolio | 5.75 | — | N/A | 0.50 - 1.00(a) | 1.00(b) | N/A | 442,275 | 5,077 | N/A |
(a) | This charge is imposed on certain investments of between $1 million and $50 million redeemed within 18 months after purchase, as follows: 1.00% if redeemed within 12 months after purchase, and 0.50% if redeemed more than 12, but less than 18, months after purchase, with certain limited exceptions. |
(b) | This charge applies to redemptions within 12 months after purchase, with certain limited exceptions. |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 79 |
July 31, 2022 (Unaudited)
June 1, 2022 through May 31, 2024 | ||||||||
Fund | Class A (%) | Advisor Class (%) | Class C (%) | Institutional Class (%) | Institutional 2 Class (%) | Institutional 3 Class (%) | Class R (%) | Class V (%) |
Columbia Capital Allocation Conservative Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.28 | 0.23 | 0.79 | N/A |
Columbia Capital Allocation Moderate Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.28 | 0.24 | 0.79 | N/A |
Columbia Capital Allocation Moderate Aggressive Portfolio | 0.51 | 0.26 | 1.26 | 0.26 | 0.23 | 0.18 | 0.76 | 0.51 |
Columbia Capital Allocation Aggressive Portfolio | 0.51 | 0.26 | 1.26 | 0.26 | 0.24 | 0.19 | 0.76 | N/A |
June 1, 2022 through May 31, 2023 | ||||||||
Fund | Class A (%) | Advisor Class (%) | Class C (%) | Institutional Class (%) | Institutional 2 Class (%) | Institutional 3 Class (%) | Class R (%) | Class V (%) |
Columbia Capital Allocation Moderate Conservative Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.28 | 0.23 | 0.79 | N/A |
Prior to June 1, 2022 | ||||||||
Fund | Class A (%) | Advisor Class (%) | Class C (%) | Institutional Class (%) | Institutional 2 Class (%) | Institutional 3 Class (%) | Class R (%) | Class V (%) |
Columbia Capital Allocation Conservative Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.28 | 0.23 | 0.79 | N/A |
Columbia Capital Allocation Moderate Conservative Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.27 | 0.23 | 0.79 | N/A |
Columbia Capital Allocation Moderate Portfolio | 0.54 | 0.29 | 1.29 | 0.29 | 0.28 | 0.24 | 0.79 | N/A |
Columbia Capital Allocation Moderate Aggressive Portfolio | 0.51 | 0.26 | 1.26 | 0.26 | 0.23 | 0.18 | 0.76 | 0.51 |
Columbia Capital Allocation Aggressive Portfolio | 0.51 | 0.26 | 1.26 | 0.26 | 0.24 | 0.19 | 0.76 | N/A |
80 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Fund | Tax cost ($) | Gross unrealized appreciation ($) | Gross unrealized (depreciation) ($) | Net unrealized (depreciation) ($) |
Columbia Capital Allocation Conservative Portfolio | 230,589,000 | 634,000 | (20,848,000) | (20,214,000) |
Columbia Capital Allocation Moderate Conservative Portfolio | 462,897,000 | 2,228,000 | (40,891,000) | (38,663,000) |
Columbia Capital Allocation Moderate Portfolio | 1,367,682,000 | 22,927,000 | (123,815,000) | (100,888,000) |
Columbia Capital Allocation Moderate Aggressive Portfolio | 1,926,366,000 | 36,163,000 | (142,078,000) | (105,915,000) |
Columbia Capital Allocation Aggressive Portfolio | 1,304,071,000 | 41,993,000 | (58,767,000) | (16,774,000) |
Fund | Late year ordinary losses ($) | Post-October capital losses ($) |
Columbia Capital Allocation Aggressive Portfolio | — | 1,034,861 |
Purchases ($) | Proceeds from sales ($) | |
Columbia Capital Allocation Conservative Portfolio | 4,894,750 | 24,133,139 |
Columbia Capital Allocation Moderate Conservative Portfolio | 7,765,852 | 36,762,357 |
Columbia Capital Allocation Moderate Portfolio | 24,836,513 | 122,222,916 |
Columbia Capital Allocation Moderate Aggressive Portfolio | 39,088,151 | 124,648,740 |
Columbia Capital Allocation Aggressive Portfolio | 31,032,139 | 66,863,687 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 81 |
July 31, 2022 (Unaudited)
82 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Fund | Number of unaffiliated accounts | Percentage of shares outstanding held — unaffiliated (%) | Percentage of shares outstanding held — affiliated (%) |
Columbia Capital Allocation Conservative Portfolio | — | — | 71.8 |
Columbia Capital Allocation Moderate Conservative Portfolio | — | — | 78.3 |
Columbia Capital Allocation Moderate Portfolio | — | — | 85.5 |
Columbia Capital Allocation Moderate Aggressive Portfolio | 1 | 11.3 | 55.0 |
Columbia Capital Allocation Aggressive Portfolio | — | — | 68.6 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 83 |
July 31, 2022 (Unaudited)
Shares | |
Class A | 297,235 |
Advisor Class | 179,665 |
Institutional 3 Class | 685,929 |
Class R | 54,299 |
($) | |
Net investment income | 3,813,000 |
Net realized gain | 17,940,000 |
Net change in unrealized appreciation/(depreciation) | (16,821,000) |
Net increase in net assets from operations | 4,932,000 |
Shares | |
Class A | 200,663 |
Advisor Class | 342,989 |
Institutional 3 Class | 2,248,744 |
Class R | 339,108 |
84 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
($) | |
Net investment income | 25,417,000 |
Net realized gain | 135,120,000 |
Net change in unrealized appreciation/(depreciation) | (59,403,000) |
Net increase in net assets from operations | 101,134,000 |
Shares | |
Class A | 2,554,159 |
Advisor Class | 1,491,362 |
Institutional 3 Class | 4,770,984 |
Class R | 1,222,717 |
($) | |
Net investment income | 33,837,000 |
Net realized gain | 286,454,000 |
Net change in unrealized appreciation/(depreciation) | (110,848,000) |
Net increase in net assets from operations | 209,443,000 |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 85 |
July 31, 2022 (Unaudited)
Shares | |
Class A | 1,313,971 |
Advisor Class | 356,035 |
Institutional 3 Class | 5,670,835 |
Class R | 1,993,210 |
($) | |
Net investment income | 22,410,000 |
Net realized gain | 290,112,000 |
Net change in unrealized appreciation/(depreciation) | (102,057,000) |
Net increase in net assets from operations | 210,465,000 |
86 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
July 31, 2022 (Unaudited)
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 87 |
(Unaudited)
• | the Fund had sufficient liquidity to both meet redemptions and operate effectively on behalf of shareholders; |
• | there were no material changes to the Program during the period; |
• | the implementation of the Program was effective to manage the Fund’s liquidity risk; and |
• | the Program operated adequately during the period. |
88 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
(Unaudited)
• | Information on the investment performance of the Funds relative to the performance of a group of mutual funds determined to be comparable to the Funds by Broadridge, as well as performance relative to benchmarks; |
• | Information on the Funds’ management fees and total expenses, including information comparing the Funds’ expenses to those of a group of comparable mutual funds, as determined by Broadridge; |
• | The Investment Manager’s agreement to contractually limit or cap total operating expenses for the Funds so that total operating expenses (excluding certain fees and expenses, such as transaction costs and certain other investment related expenses, interest, taxes, acquired fund fees and expenses and infrequent and/or unusual expenses) would not exceed a specified annual rate, as a percentage of the Funds’ net assets; |
• | Terms of the Management Agreements; |
• | Descriptions of other agreements and arrangements with affiliates of the Investment Manager relating to the operations of the Funds, including agreements with respect to the provision of transfer agency and shareholder services to the Funds; |
• | Descriptions of various services performed by the Investment Manager under the Management Agreements, including portfolio management and portfolio trading practices; |
• | Information regarding any recently negotiated management fees of similarly-managed portfolios of other institutional clients of the Investment Manager; |
• | Information regarding the resources of the Investment Manager, including information regarding senior management, portfolio managers and other personnel; |
• | Information regarding the capabilities of the Investment Manager with respect to compliance monitoring services; |
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 89 |
(Unaudited)
• | The profitability to the Investment Manager and its affiliates from their relationships with the Funds; and |
• | Report provided by the Board’s independent fee consultant, JDL Consultants, LLC (JDL). |
90 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
(Unaudited)
Columbia Capital Allocation Portfolios | Semiannual Report 2022 | 91 |
92 | Columbia Capital Allocation Portfolios | Semiannual Report 2022 |
columbiathreadneedleus.com/investor/. The Funds are distributed by Columbia Management Investment Distributors, Inc., member FINRA, and managed by Columbia Management Investment Advisers, LLC.
Item 2. Code of Ethics.
Not applicable for semiannual reports.
Item 3. Audit Committee Financial Expert.
Not applicable for semiannual reports.
Item 4. Principal Accountant Fees and Services.
Not applicable for semiannual reports.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments
(a)The registrant's "Schedule I – Investments in securities of unaffiliated issuers" (as set forth in 17 CFR 210.12-12) is included in Item 1 of this Form N-CSR.
(b)Not applicable.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There were no material changes to the procedures by which shareholders may recommend nominees to the registrant's board of directors.
Item 11. Controls and Procedures.
(a)The registrant's principal executive officer and principal financial officer, 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-CSR 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 period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable.
Item 13. Exhibits.
(a)(1) Code of ethics required to be disclosed under Item 2 of Form N-CSR: Not applicable for semiannual reports.
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 |
| |
By (Signature and Title) | /s/ Daniel J. Beckman |
| ||
|
|
| Daniel J. Beckman, President and Principal Executive Officer |
|
Date |
| September 22, 2022 |
|
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/ Daniel J. Beckman | |
|
| Daniel J. Beckman, President and Principal Executive Officer |
Date |
| September 22, 2022 |
By (Signature and Title) | /s/ Michael G. Clarke | |
|
| Michael G. Clarke, Chief Financial Officer, Principal Financial Officer |
|
| and Senior Vice President |
Date |
| September 22, 2022 |
By (Signature and Title) | /s/ Joseph Beranek | |
|
| Joseph Beranek, Treasurer, Chief Accounting Officer and Principal |
|
| Financial Officer |
Date |
| September 22, 2022 |