Portfolio of Investments
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 19.7% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
American Credit Acceptance Receivables Trust(a) | ||||
Series 2020-1 Class D | ||||
03/13/2026 | 2.390% | 2,770,000 | 2,834,077 | |
AmeriCredit Automobile Receivables Trust | ||||
Series 2020-2 Class D | ||||
03/18/2026 | 2.130% | 3,610,000 | 3,712,874 | |
Ares LVIII CLO Ltd.(a),(b) | ||||
Series 2020-58A Class D | ||||
3-month USD LIBOR + 3.500% Floor 3.500% 01/15/2033 | 3.626% | 3,000,000 | 3,009,330 | |
Avant Loans Funding Trust(a) | ||||
Series 2019-B Class B | ||||
10/15/2026 | 3.150% | 8,255,741 | 8,291,850 | |
Series 2020-REV1 Class A | ||||
05/15/2029 | 2.170% | 1,785,000 | 1,787,719 | |
Subordinated Series 2021-REV1 Class B | ||||
07/15/2030 | 1.640% | 3,950,000 | 3,973,932 | |
Bain Capital Credit CLO Ltd.(a),(b) | ||||
Series 2018-1A Class B | ||||
3-month USD LIBOR + 1.400% 04/23/2031 | 1.538% | 2,000,000 | 1,995,826 | |
Series 2020-5A Class A1 | ||||
3-month USD LIBOR + 1.220% Floor 1.220% 01/20/2032 | 1.354% | 10,000,000 | 10,002,870 | |
Series 2020-5A Class C | ||||
3-month USD LIBOR + 2.350% Floor 2.350% 01/20/2032 | 2.484% | 4,480,000 | 4,484,278 | |
Carlyle Group LP(a),(b) | ||||
Series 2017-5A Class A2 | ||||
3-month USD LIBOR + 1.400% 01/20/2030 | 1.534% | 2,000,000 | 1,984,520 | |
Carlyle US CLO Ltd.(a),(b) | ||||
Series 2020-2A Class C | ||||
3-month USD LIBOR + 4.000% Floor 4.000% 10/25/2031 | 4.174% | 1,845,000 | 1,848,266 | |
Cent CLO Ltd.(a),(b) | ||||
Series 2018-C17A Class A2R | ||||
3-month USD LIBOR + 1.600% 04/30/2031 | 1.729% | 1,800,000 | 1,798,128 | |
CLUB Credit Trust(a) | ||||
Subordinated Series 2018-P3 Class B | ||||
01/15/2026 | 4.320% | 1,712,378 | 1,716,790 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Consumer Loan Underlying Bond CLUB Credit Trust(a) | ||||
Series 2019-P2 Class A | ||||
10/15/2026 | 2.470% | 29,029 | 29,051 | |
Subordinated Series 2020-P1 Class B | ||||
03/15/2028 | 2.920% | 1,350,000 | 1,367,386 | |
Consumer Loan Underlying Bond Credit Trust(a) | ||||
Series 2019-P1 Class B | ||||
07/15/2026 | 3.280% | 1,940,670 | 1,952,552 | |
Consumer Underlying Bond Securitization(a) | ||||
Series 2018-1 Class A | ||||
02/17/2026 | 4.790% | 813,409 | 823,157 | |
Dryden 83 CLO Ltd.(a),(b) | ||||
Series 2020-83A Class C | ||||
3-month USD LIBOR + 2.150% Floor 2.150% 01/18/2032 | 2.284% | 5,000,000 | 5,005,200 | |
Dryden CLO Ltd.(a),(b) | ||||
Series 2018-57A Class B | ||||
3-month USD LIBOR + 1.350% Floor 1.350% 05/15/2031 | 1.506% | 1,250,000 | 1,250,020 | |
DT Auto Owner Trust(a) | ||||
Subordinated Series 2020-1A Class D | ||||
11/17/2025 | 2.550% | 4,250,000 | 4,371,568 | |
ENVA LLC(a) | ||||
Series 2019-A Class B | ||||
06/22/2026 | 6.170% | 330,383 | 332,668 | |
Exeter Automobile Receivables Trust | ||||
Subordinated Series 2020-3A Class D | ||||
07/15/2026 | 1.730% | 1,700,000 | 1,726,348 | |
GLS Auto Receivables Issuer Trust(a) | ||||
Subordinated Series 2020-3A Class C | ||||
05/15/2025 | 1.920% | 3,000,000 | 3,058,036 | |
Subordinated Series 2020-4A Class C | ||||
11/17/2025 | 1.140% | 4,875,000 | 4,908,777 | |
LendingClub Receivables Trust(a) | ||||
Series 2019-2 Class A | ||||
08/15/2025 | 4.000% | 640,360 | 651,651 | |
Lendingpoint Asset Securitization Trust(a) | ||||
Series 2021-A Class A | ||||
12/15/2028 | 1.000% | 11,850,000 | 11,850,661 | |
LendingPoint Asset Securitization Trust(a) | ||||
Series 2021-1 Class A | ||||
04/15/2027 | 1.750% | 6,259,972 | 6,281,417 |
Columbia Bond Fund | Quarterly Report 2021 | 1 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Lucali CLO Ltd.(a),(b) | ||||
Series 2020-1A Class C | ||||
3-month USD LIBOR + 2.200% Floor 2.200% 01/15/2033 | 2.438% | 6,500,000 | 6,503,049 | |
Series 2020-1A Class D | ||||
3-month USD LIBOR + 3.600% Floor 3.600% 01/15/2033 | 3.838% | 1,500,000 | 1,502,319 | |
Madison Park Funding XXIV Ltd.(a),(b) | ||||
Series 2016-24A Class BR | ||||
3-month USD LIBOR + 1.750% 10/20/2029 | 1.884% | 5,000,000 | 5,000,895 | |
Madison Park Funding XXVII Ltd.(a),(b) | ||||
Series 2018-27A Class A2 | ||||
3-month USD LIBOR + 1.350% 04/20/2030 | 1.484% | 3,700,000 | 3,685,211 | |
Marlette Funding Trust(a) | ||||
Series 2020-2A Class B | ||||
09/16/2030 | 1.830% | 4,400,000 | 4,430,019 | |
Series 2021-1A Class B | ||||
06/16/2031 | 1.000% | 1,800,000 | 1,803,915 | |
Subordinated Series 2018-4A Class B | ||||
12/15/2028 | 4.210% | 536,999 | 538,364 | |
Subordinated Series 2019-4A Class B | ||||
12/17/2029 | 2.950% | 7,300,000 | 7,409,015 | |
Octagon Investment Partners 35 Ltd.(a),(b) | ||||
Series 2018-1A Class A2 | ||||
3-month USD LIBOR + 1.400% Floor 1.400% 01/20/2031 | 1.534% | 1,820,000 | 1,809,393 | |
Octagon Investment Partners XXII Ltd.(a),(b) | ||||
Series 2014-1A Class BRR | ||||
3-month USD LIBOR + 1.450% Floor 1.450% 01/22/2030 | 1.588% | 4,000,000 | 4,000,924 | |
Octane Receivables Trust(a) | ||||
Series 2019-1A Class A | ||||
09/20/2023 | 3.160% | 623,502 | 629,688 | |
OneMain Financial Issuance Trust(a) | ||||
Series 2018-1A Class A | ||||
03/14/2029 | 3.300% | 1,343,978 | 1,348,580 | |
Oportun Issuance Trust(a) | ||||
Series 2021-B Class A | ||||
05/08/2031 | 1.470% | 6,800,000 | 6,802,770 | |
OZLM XXI(a),(b) | ||||
Series 2017-21A Class A1 | ||||
3-month USD LIBOR + 1.150% 01/20/2031 | 1.284% | 7,500,000 | 7,488,577 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Pagaya AI Debt Selection Trust(a) | ||||
Series 2019-2 Class A2A | ||||
09/15/2026 | 3.929% | 205,076 | 205,367 | |
Series 2019-3 Class A | ||||
11/16/2026 | 3.821% | 1,545,901 | 1,563,757 | |
Series 2020-3 Class B | ||||
05/17/2027 | 3.220% | 3,000,000 | 3,062,370 | |
Series 2021-1 Class A | ||||
11/15/2027 | 1.180% | 12,936,482 | 12,968,692 | |
Rockland Park CLO Ltd.(a),(b) | ||||
Series 2021-1A Class A | ||||
3-month USD LIBOR + 1.120% Floor 1.120% 04/20/2034 | 2.000% | 7,000,000 | 7,007,210 | |
RR 1 LLC(a),(b) | ||||
Series 2017-1A Class A2B | ||||
3-month USD LIBOR + 1.600% Floor 1.600% 07/15/2035 | 1.680% | 10,000,000 | 10,015,710 | |
RR 3 Ltd.(a),(b) | ||||
Series 2014-14A Class A1R2 | ||||
3-month USD LIBOR + 1.090% Floor 1.090% 01/15/2030 | 1.216% | 4,500,000 | 4,500,378 | |
Santander Consumer Auto Receivables Trust(a) | ||||
Subordinated Series 2020-BA Class D | ||||
12/15/2026 | 2.140% | 1,850,000 | 1,875,292 | |
Santander Drive Auto Receivables Trust | ||||
Series 2020-2 Class D | ||||
09/15/2026 | 2.220% | 6,750,000 | 6,908,861 | |
SoFi Consumer Loan Program LLC(a) | ||||
Series 2017-5 Class A2 | ||||
09/25/2026 | 2.780% | 1,016 | 1,018 | |
SoFi Consumer Loan Program Trust(a) | ||||
Series 2018-3 Class B | ||||
08/25/2027 | 4.020% | 1,219,476 | 1,233,762 | |
Subordinated Series 2018-2 Class C | ||||
04/26/2027 | 4.250% | 11,616,000 | 11,936,521 | |
Theorem Funding Trust(a) | ||||
Series 2020-1A Class A | ||||
10/15/2026 | 2.480% | 1,810,618 | 1,818,773 | |
Upstart Pass-Through Trust(a),(c) | ||||
Series 2020-ST4 Class A | ||||
11/20/2026 | 3.250% | 1,886,804 | 1,886,804 | |
Upstart Pass-Through Trust(a) | ||||
Series 2021-ST1 Class A | ||||
02/20/2027 | 2.750% | 1,913,801 | 1,931,627 | |
Series 2021-ST6 Class A | ||||
08/20/2027 | 1.850% | 5,750,000 | 5,753,242 |
2 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Upstart Securitization Trust(a) | ||||
Series 2021-1 Class B | ||||
03/20/2031 | 1.890% | 4,250,000 | 4,259,550 | |
Series 2021-3 Class A | ||||
07/20/2031 | 0.830% | 10,200,000 | 10,200,829 | |
Subordinated Series 2020-3 Class B | ||||
11/20/2030 | 3.014% | 4,000,000 | 4,081,140 | |
Total Asset-Backed Securities — Non-Agency (Cost $234,126,284) | 235,212,574 | |||
Commercial Mortgage-Backed Securities - Agency 0.6% | ||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates(d) | ||||
Series 2017-K070 Class A2 | ||||
11/25/2027 | 3.303% | 1,000,000 | 1,127,876 | |
Federal National Mortgage Association(d) | ||||
Series 2017-M15 Class ATS2 | ||||
11/25/2027 | 3.136% | 4,750,000 | 5,135,256 | |
Government National Mortgage Association(d),(e) | ||||
Series 2019-147 Class IO | ||||
06/16/2061 | 0.587% | 7,453,301 | 447,308 | |
Total Commercial Mortgage-Backed Securities - Agency (Cost $6,404,638) | 6,710,440 | |||
Commercial Mortgage-Backed Securities - Non-Agency 18.1% | ||||
American Homes 4 Rent Trust(a) | ||||
Series 2014-SFR2 Class A | ||||
10/17/2036 | 3.786% | 2,408,929 | 2,553,818 | |
Series 2014-SFR3 Class A | ||||
12/17/2036 | 3.678% | 2,997,460 | 3,180,317 | |
Aventura Mall Trust(a),(d) | ||||
Series 2018-AVM Class A | ||||
07/05/2040 | 4.112% | 3,000,000 | 3,437,950 | |
BAMLL Commercial Mortgage Securities Trust(a),(d) | ||||
Series 2013-WBRK Class A | ||||
03/10/2037 | 3.652% | 1,350,000 | 1,440,519 | |
BAMLL Commercial Mortgage Securities Trust(a),(b) | ||||
Series 2018-DSNY Class A | ||||
1-month USD LIBOR + 0.851% Floor 0.850% 09/15/2034 | 0.944% | 4,500,000 | 4,501,363 | |
Series 2019-RLJ Class D | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 04/15/2036 | 2.043% | 1,300,000 | 1,239,144 | |
Subordinated Series 2018-DSNY Class B | ||||
1-month USD LIBOR + 1.150% Floor 1.150% 09/15/2034 | 1.244% | 9,325,000 | 9,321,980 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Subordinated Series 2018-DSNY Class D | ||||
1-month USD LIBOR + 1.700% Floor 1.700% 09/15/2034 | 1.794% | 1,000,000 | 999,047 | |
BBCMS Trust(a),(b) | ||||
Series 2018-BXH Class A | ||||
1-month USD LIBOR + 1.000% Floor 1.000% 10/15/2037 | 1.093% | 2,503,753 | 2,508,439 | |
Subordinated Series 2018-BXH Class D | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 10/15/2037 | 2.093% | 2,000,000 | 1,928,177 | |
BFLD Trust(a),(b) | ||||
Series 2019-DPLO Class A | ||||
1-month USD LIBOR + 1.091% Floor 1.091% 10/15/2034 | 1.183% | 3,000,000 | 3,003,745 | |
BHMS Mortgage Trust(a),(b) | ||||
Series 2018-ATLS Class A | ||||
1-month USD LIBOR + 1.250% Floor 1.250% 07/15/2035 | 1.344% | 3,000,000 | 3,001,881 | |
Braemar Hotels & Resorts Trust(a),(b) | ||||
Series 2018-PRME Class A | ||||
1-month USD LIBOR + 0.821% Floor 0.820% 06/15/2035 | 0.914% | 8,000,000 | 7,992,948 | |
BX Commercial Mortgage Trust(a) | ||||
Series 2020-VIV4 Class A | ||||
03/09/2044 | 2.843% | 7,500,000 | 7,986,584 | |
BX Commercial Mortgage Trust(a),(b) | ||||
Subordinated Series 2021-MFM1 Class C | ||||
1-month USD LIBOR + 1.200% Floor 1.200% 01/15/2034 | 1.293% | 4,500,000 | 4,499,999 | |
Subordinated Series 2021-MFM1 Class D | ||||
1-month USD LIBOR + 1.500% Floor 1.500% 01/15/2034 | 1.593% | 1,500,000 | 1,499,999 | |
BX Trust(a),(b) | ||||
Series 2018-GW Class A | ||||
1-month USD LIBOR + 0.800% Floor 0.800% 05/15/2035 | 0.893% | 5,950,000 | 5,962,180 | |
Series 2019-ATL Class C | ||||
1-month USD LIBOR + 1.587% Floor 1.587%, Cap 1.587% 10/15/2036 | 1.680% | 823,000 | 820,952 |
Columbia Bond Fund | Quarterly Report 2021 | 3 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2019-ATL Class D | ||||
1-month USD LIBOR + 1.887% Floor 1.887% 10/15/2036 | 1.980% | 747,000 | 744,210 | |
BX Trust(a) | ||||
Series 2019-OC11 Class A | ||||
12/09/2041 | 3.202% | 3,400,000 | 3,727,608 | |
CHT Mortgage Trust(a),(b) | ||||
Series 2017-CSMO Class B | ||||
1-month USD LIBOR + 1.400% Floor 1.200% 11/15/2036 | 1.493% | 8,450,000 | 8,463,210 | |
Series 2017-CSMO Class C | ||||
1-month USD LIBOR + 1.500% Floor 1.350% 11/15/2036 | 1.593% | 1,600,000 | 1,603,001 | |
Series 2017-CSMO Class D | ||||
1-month USD LIBOR + 2.250% Floor 2.100% 11/15/2036 | 2.343% | 2,000,000 | 2,004,372 | |
CIM Retail Portfolio Trust(a),(b),(f) | ||||
Series 2021-RETL Class B | ||||
1-month USD LIBOR + 1.900% Floor 1.900% 08/15/2036 | 2.000% | 7,650,000 | 7,659,666 | |
Citigroup Commercial Mortgage Trust(a),(d) | ||||
Subordinated Series 2020-420K Class D | ||||
11/10/2042 | 3.422% | 2,250,000 | 2,215,127 | |
CLNY Trust(a),(b) | ||||
Series 2019-IKPR Class A | ||||
1-month USD LIBOR + 1.129% Floor 1.129% 11/15/2038 | 1.222% | 1,000,000 | 1,001,267 | |
COMM Mortgage Trust(a),(d) | ||||
Series 2020-CBM Class D | ||||
02/10/2037 | 3.633% | 1,750,000 | 1,734,096 | |
Corevest American Finance Trust(a) | ||||
Series 2020-4 Class A | ||||
12/15/2052 | 1.174% | 19,142,309 | 19,037,079 | |
Credit Suisse Mortgage Capital Certificates OA LLC(a) | ||||
Series 2014-USA Class A2 | ||||
09/15/2037 | 3.953% | 6,220,000 | 6,734,538 | |
Extended Stay America Trust(a),(b) | ||||
Series 2021-ESH Class C | ||||
1-month USD LIBOR + 1.700% Floor 1.700% 07/15/2038 | 1.775% | 10,725,000 | 10,778,610 | |
Hilton U.S.A. Trust(a),(d) | ||||
Subordinated Series 2016-HHV Class C | ||||
11/05/2038 | 4.194% | 1,700,000 | 1,866,868 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Hilton USA Trust(a) | ||||
Subordinated Series 2016-SFP Class D | ||||
11/05/2035 | 4.927% | 1,646,000 | 1,664,465 | |
Independence Plaza Trust(a) | ||||
Series 2018-INDP Class B | ||||
07/10/2035 | 3.911% | 4,000,000 | 4,220,640 | |
Invitation Homes Trust(a),(b) | ||||
Series 2017-SFR2 Class A | ||||
1-month USD LIBOR + 0.850% Floor 0.850% 12/17/2036 | 0.944% | 4,904,551 | 4,909,423 | |
Series 2018-SFR2 Class A | ||||
1-month USD LIBOR + 0.900% Floor 0.900% 06/17/2037 | 0.993% | 1,578,826 | 1,581,745 | |
Series 2018-SFR2 Class C | ||||
1-month USD LIBOR + 1.280% Floor 1.350% 06/17/2037 | 1.373% | 1,000,000 | 1,000,300 | |
Subordinated Series 2018-SFR4 Class C | ||||
1-month USD LIBOR + 1.400% Floor 1.250% 01/17/2038 | 1.493% | 2,000,000 | 2,004,358 | |
JPMorgan Chase Commercial Mortgage Securities Trust(a),(d) | ||||
Subordinated Series 2021-2NU Class C | ||||
01/05/2040 | 2.077% | 1,750,000 | 1,751,694 | |
Morgan Stanley Capital I Trust(a),(d) | ||||
Series 2019-MEAD Class D | ||||
11/10/2036 | 3.283% | 1,200,000 | 1,199,930 | |
One New York Plaza Trust(a),(b) | ||||
Subordinated Series 2020-1NYP Class B | ||||
1-month USD LIBOR + 1.500% Floor 1.500% 01/15/2026 | 1.593% | 15,000,000 | 15,101,961 | |
Subordinated Series 2020-1NYP Class C | ||||
1-month USD LIBOR + 2.200% Floor 2.200% 01/15/2026 | 2.293% | 5,000,000 | 5,046,353 | |
Progress Residential Trust(a) | ||||
Series 2018-SF3 Class A | ||||
10/17/2035 | 3.880% | 1,018,254 | 1,021,901 | |
Series 2019-SFR1 Class E | ||||
08/17/2035 | 4.466% | 1,100,000 | 1,117,296 | |
Series 2020-SFR1 Class E | ||||
04/17/2037 | 3.032% | 1,800,000 | 1,848,258 | |
Series 2020-SFR3 Class B | ||||
10/17/2027 | 1.495% | 4,000,000 | 4,006,045 | |
Series 2020-SFR3 Class C | ||||
10/17/2027 | 1.695% | 6,250,000 | 6,271,963 |
4 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
RETL(a),(b) | ||||
Subordinated Series 2019-RVP Class C | ||||
1-month USD LIBOR + 2.100% Floor 2.100% 03/15/2036 | 2.193% | 1,713,195 | 1,708,916 | |
SFO Commercial Mortgage Trust(a),(b) | ||||
Series 2021-555 Class A | ||||
1-month USD LIBOR + 1.150% Floor 1.150% 05/15/2038 | 1.243% | 8,000,000 | 8,022,798 | |
Tricon American Homes(a) | ||||
Series 2020-SFR1 Class C | ||||
07/17/2038 | 2.249% | 7,000,000 | 7,157,037 | |
UBS Commercial Mortgage Trust(a),(b) | ||||
Series 2018-NYCH Class A | ||||
1-month USD LIBOR + 0.851% Floor 0.851% 02/15/2032 | 0.943% | 1,737,226 | 1,737,982 | |
Series 2018-NYCH Class B | ||||
1-month USD LIBOR + 1.250% Floor 1.250% 02/15/2032 | 1.343% | 900,000 | 900,386 | |
Wells Fargo Commercial Mortgage Trust(a),(b) | ||||
Series 2017-SMP Class A | ||||
1-month USD LIBOR + 0.875% Floor 0.750% 12/15/2034 | 0.968% | 4,720,000 | 4,719,672 | |
Series 2020-SDAL Class D | ||||
1-month USD LIBOR + 2.090% Floor 2.090% 02/15/2037 | 2.183% | 5,600,000 | 5,432,575 | |
Subordinated Series 2017-SMP Class C | ||||
1-month USD LIBOR + 1.325% Floor 1.200% 12/15/2034 | 1.419% | 800,000 | 797,005 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $212,879,059) | 216,671,397 |
Common Stocks 0.0% | ||
Issuer | Shares | Value ($) |
Consumer Staples 0.0% | ||
Beverages 0.0% | ||
Crimson Wine Group Ltd.(g) | 3 | 26 |
Total Consumer Staples | 26 |
Common Stocks (continued) | ||
Issuer | Shares | Value ($) |
Financials 0.0% | ||
Capital Markets 0.0% | ||
Jefferies Financial Group, Inc. | 39 | 1,294 |
Total Financials | 1,294 | |
Total Common Stocks (Cost $—) | 1,320 |
Corporate Bonds & Notes 14.6% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Aerospace & Defense 0.2% | ||||
Northrop Grumman Corp. | ||||
01/15/2028 | 3.250% | 1,720,000 | 1,891,341 | |
United Technologies Corp. | ||||
11/16/2028 | 4.125% | 660,000 | 765,884 | |
Total | 2,657,225 | |||
Banking 3.8% | ||||
Bank of America Corp.(h) | ||||
07/23/2031 | 1.898% | 7,130,000 | 7,004,305 | |
10/24/2031 | 1.922% | 2,300,000 | 2,262,177 | |
Citigroup, Inc.(h) | ||||
06/03/2031 | 2.572% | 1,145,000 | 1,185,694 | |
05/01/2032 | 2.561% | 2,517,000 | 2,601,810 | |
Goldman Sachs Group, Inc. (The)(h) | ||||
05/01/2029 | 4.223% | 1,080,000 | 1,243,502 | |
07/21/2032 | 2.383% | 3,953,000 | 4,019,714 | |
HSBC Holdings PLC(h) | ||||
05/24/2032 | 2.804% | 4,040,000 | 4,193,286 | |
JPMorgan Chase & Co.(h) | ||||
10/15/2030 | 2.739% | 1,812,000 | 1,919,023 | |
04/22/2032 | 2.580% | 10,074,000 | 10,486,307 | |
Morgan Stanley(h) | ||||
07/21/2032 | 2.239% | 4,630,000 | 4,667,942 | |
Wells Fargo & Co.(h) | ||||
10/30/2030 | 2.879% | 593,000 | 633,455 | |
02/11/2031 | 2.572% | 5,442,000 | 5,696,995 | |
Total | 45,914,210 | |||
Cable and Satellite 0.4% | ||||
Charter Communications Operating LLC/Capital | ||||
05/01/2047 | 5.375% | 610,000 | 754,537 | |
03/01/2050 | 4.800% | 1,275,000 | 1,498,926 | |
04/01/2061 | 3.850% | 2,994,000 | 2,994,991 | |
Total | 5,248,454 |
Columbia Bond Fund | Quarterly Report 2021 | 5 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Diversified Manufacturing 0.2% | ||||
Carrier Global Corp. | ||||
04/05/2040 | 3.377% | 1,111,000 | 1,200,402 | |
04/05/2050 | 3.577% | 1,028,000 | 1,134,530 | |
Total | 2,334,932 | |||
Electric 2.7% | ||||
AEP Texas, Inc. | ||||
01/15/2050 | 3.450% | 2,980,000 | 3,178,537 | |
Berkshire Hathaway Energy Co. | ||||
10/15/2050 | 4.250% | 160,000 | 199,934 | |
CMS Energy Corp. | ||||
03/01/2024 | 3.875% | 173,000 | 185,570 | |
11/15/2025 | 3.600% | 50,000 | 54,868 | |
Consolidated Edison Co. of New York, Inc. | ||||
04/01/2050 | 3.950% | 560,000 | 655,226 | |
DTE Energy Co. | ||||
10/01/2026 | 2.850% | 4,075,000 | 4,381,853 | |
Duke Energy Corp. | ||||
06/01/2030 | 2.450% | 240,000 | 248,173 | |
09/01/2046 | 3.750% | 2,930,000 | 3,233,088 | |
Emera US Finance LP | ||||
06/15/2046 | 4.750% | 2,910,000 | 3,527,779 | |
Eversource Energy | ||||
01/15/2028 | 3.300% | 2,370,000 | 2,620,305 | |
Georgia Power Co. | ||||
03/15/2042 | 4.300% | 1,885,000 | 2,277,976 | |
Pacific Gas and Electric Co. | ||||
07/01/2050 | 4.950% | 3,660,000 | 3,779,661 | |
PacifiCorp | ||||
02/15/2050 | 4.150% | 1,625,000 | 2,016,051 | |
Southern Co. (The) | ||||
07/01/2046 | 4.400% | 1,624,000 | 1,958,824 | |
WEC Energy Group, Inc. | ||||
10/15/2027 | 1.375% | 975,000 | 967,718 | |
Xcel Energy, Inc. | ||||
06/01/2030 | 3.400% | 2,425,000 | 2,703,722 | |
Total | 31,989,285 | |||
Finance Companies 0.5% | ||||
GE Capital International Funding Co. Unlimited Co. | ||||
11/15/2035 | 4.418% | 5,060,000 | 6,217,293 | |
Food and Beverage 1.5% | ||||
Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | ||||
02/01/2046 | 4.900% | 6,417,000 | 8,229,233 | |
Bacardi Ltd.(a) | ||||
05/15/2048 | 5.300% | 3,445,000 | 4,615,156 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Kraft Heinz Foods Co. | ||||
06/01/2046 | 4.375% | 1,808,000 | 2,079,552 | |
Mondelez International, Inc. | ||||
04/13/2030 | 2.750% | 2,300,000 | 2,457,935 | |
Total | 17,381,876 | |||
Health Care 0.7% | ||||
Becton Dickinson and Co.(b) | ||||
3-month USD LIBOR + 1.030% 06/06/2022 | 1.161% | 963,000 | 970,514 | |
Becton Dickinson and Co. | ||||
06/06/2024 | 3.363% | 420,000 | 449,678 | |
06/06/2027 | 3.700% | 2,345,000 | 2,624,937 | |
02/11/2031 | 1.957% | 910,000 | 902,561 | |
CVS Health Corp. | ||||
03/25/2048 | 5.050% | 2,380,000 | 3,169,368 | |
Total | 8,117,058 | |||
Independent Energy 0.0% | ||||
Canadian Natural Resources Ltd. | ||||
06/30/2033 | 6.450% | 110,000 | 147,547 | |
Integrated Energy 0.1% | ||||
Chevron USA, Inc. | ||||
04/01/2027 | 8.000% | 809,000 | 1,101,553 | |
Life Insurance 0.3% | ||||
Guardian Life Insurance Co. of America (The)(a) | ||||
Subordinated | ||||
06/19/2064 | 4.875% | 1,000,000 | 1,324,165 | |
Massachusetts Mutual Life Insurance Co.(a) | ||||
Subordinated | ||||
10/15/2070 | 3.729% | 357,000 | 396,104 | |
Peachtree Corners Funding Trust(a) | ||||
02/15/2025 | 3.976% | 335,000 | 368,329 | |
Teachers Insurance & Annuity Association of America(a) | ||||
Subordinated | ||||
09/15/2044 | 4.900% | 475,000 | 631,404 | |
Voya Financial, Inc. | ||||
06/15/2046 | 4.800% | 359,000 | 464,832 | |
Total | 3,184,834 | |||
Midstream 0.8% | ||||
Kinder Morgan, Inc. | ||||
02/15/2046 | 5.050% | 2,165,000 | 2,688,257 | |
MPLX LP | ||||
04/15/2048 | 4.700% | 1,175,000 | 1,387,035 | |
Plains All American Pipeline LP/Finance Corp. | ||||
06/15/2044 | 4.700% | 2,780,000 | 2,984,377 |
6 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Western Gas Partners LP | ||||
08/15/2048 | 5.500% | 550,000 | 612,832 | |
Williams Companies, Inc. (The) | ||||
09/15/2045 | 5.100% | 1,660,000 | 2,089,321 | |
Total | 9,761,822 | |||
Natural Gas 0.6% | ||||
NiSource, Inc. | ||||
09/01/2029 | 2.950% | 1,000,000 | 1,072,836 | |
05/01/2030 | 3.600% | 1,535,000 | 1,721,138 | |
02/15/2043 | 5.250% | 455,000 | 609,884 | |
02/15/2044 | 4.800% | 50,000 | 64,182 | |
05/15/2047 | 4.375% | 2,380,000 | 2,922,804 | |
Sempra Energy | ||||
06/15/2027 | 3.250% | 92,000 | 100,762 | |
Total | 6,491,606 | |||
Pharmaceuticals 0.3% | ||||
AbbVie, Inc. | ||||
06/15/2044 | 4.850% | 2,780,000 | 3,608,811 | |
Railroads 0.0% | ||||
Union Pacific Corp. | ||||
02/05/2070 | 3.750% | 397,000 | 452,098 | |
Retailers 0.1% | ||||
Lowe’s Companies, Inc. | ||||
05/03/2047 | 4.050% | 790,000 | 931,511 | |
10/15/2050 | 3.000% | 420,000 | 424,286 | |
Total | 1,355,797 | |||
Technology 0.8% | ||||
Broadcom Corp./Cayman Finance Ltd. | ||||
01/15/2027 | 3.875% | 854,000 | 948,013 | |
Broadcom, Inc. | ||||
11/15/2030 | 4.150% | 1,195,000 | 1,356,435 | |
Broadcom, Inc.(a) | ||||
04/15/2034 | 3.469% | 951,000 | 1,018,050 | |
Intel Corp. | ||||
05/11/2047 | 4.100% | 223,000 | 270,257 | |
NXP BV/Funding LLC/USA, Inc.(a) | ||||
05/01/2030 | 3.400% | 200,000 | 221,282 | |
Oracle Corp. | ||||
04/01/2050 | 3.600% | 3,945,000 | 4,134,850 | |
03/25/2061 | 4.100% | 1,305,000 | 1,474,438 | |
Total | 9,423,325 | |||
Wireless 0.2% | ||||
American Tower Corp. | ||||
08/15/2029 | 3.800% | 1,195,000 | 1,346,975 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
T-Mobile USA, Inc. | ||||
04/15/2030 | 3.875% | 330,000 | 372,907 | |
02/15/2041 | 3.000% | 635,000 | 641,245 | |
Total | 2,361,127 | |||
Wirelines 1.4% | ||||
AT&T, Inc.(a) | ||||
09/15/2055 | 3.550% | 4,627,000 | 4,782,755 | |
12/01/2057 | 3.800% | 3,735,000 | 3,979,292 | |
Verizon Communications, Inc. | ||||
08/10/2033 | 4.500% | 2,744,000 | 3,345,114 | |
03/22/2061 | 3.700% | 4,335,000 | 4,792,141 | |
Total | 16,899,302 | |||
Total Corporate Bonds & Notes (Cost $165,811,136) | 174,648,155 | |||
Residential Mortgage-Backed Securities - Agency 21.2% | ||||
Federal Home Loan Mortgage Corp. | ||||
05/01/2041 | 5.000% | 159,565 | 174,622 | |
Federal Home Loan Mortgage Corp.(i) | ||||
06/01/2043 | 4.000% | 1,734,643 | 1,905,617 | |
Federal Home Loan Mortgage Corp.(b),(e) | ||||
CMO Series 4903 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 08/25/2049 | 5.961% | 3,010,800 | 592,858 | |
Federal Home Loan Mortgage Corp. REMIC(b),(e) | ||||
CMO Series 4999 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 06/25/2050 | 6.061% | 7,310,966 | 1,545,667 | |
Federal National Mortgage Association | ||||
08/01/2029- 09/01/2045 | 3.000% | 4,692,802 | 4,999,789 | |
07/01/2038 | 6.000% | 836,577 | 992,774 | |
01/01/2040 | 5.500% | 1,081,339 | 1,249,799 | |
05/01/2043- 10/01/2045 | 3.500% | 3,593,808 | 3,924,909 | |
02/01/2048 | 4.000% | 1,209,165 | 1,302,956 | |
Federal National Mortgage Association(i) | ||||
08/01/2040 | 4.500% | 1,592,171 | 1,771,858 | |
09/01/2040 | 5.000% | 735,315 | 840,601 | |
07/01/2045- 02/01/2046 | 3.500% | 2,779,421 | 2,991,978 | |
11/01/2045 | 4.000% | 812,510 | 883,145 |
Columbia Bond Fund | Quarterly Report 2021 | 7 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal National Mortgage Association(b),(e) | ||||
CMO Series 2016-53 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 08/25/2046 | 5.911% | 954,989 | 246,030 | |
CMO Series 2016-57 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 08/25/2046 | 5.911% | 2,541,124 | 632,136 | |
CMO Series 2016-93 Class SL | ||||
-1.0 x 1-month USD LIBOR + 6.650% Cap 6.650% 12/25/2046 | 6.561% | 3,764,019 | 727,745 | |
CMO Series 2017-109 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/25/2048 | 6.061% | 1,204,782 | 262,986 | |
CMO Series 2017-20 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 04/25/2047 | 6.011% | 1,049,988 | 256,142 | |
CMO Series 2017-54 Class SN | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/25/2047 | 6.061% | 2,079,768 | 518,879 | |
CMO Series 2018-66 Class SM | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 09/25/2048 | 6.111% | 1,405,926 | 296,226 | |
CMO Series 2018-74 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 10/25/2048 | 6.061% | 1,819,876 | 365,587 | |
CMO Series 2019-33 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 07/25/2049 | 5.961% | 4,594,276 | 839,121 | |
CMO Series 2019-60 Class SH | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 10/25/2049 | 5.961% | 1,659,467 | 402,580 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-67 Class SE | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 11/25/2049 | 5.961% | 2,644,256 | 611,737 | |
Federal National Mortgage Association(e) | ||||
CMO Series 2021-3 Class TI | ||||
02/25/2051 | 2.500% | 24,559,226 | 3,958,370 | |
Government National Mortgage Association(b) | ||||
1-year CMT + 1.500% Floor 1.000, Cap 11.000 04/20/2022- 04/20/2028 | 2.875% | 5,007 | 5,063 | |
1-year CMT + 1.500% Floor 1.500%, Cap 11.500% 07/20/2022 | 2.250% | 1,555 | 1,565 | |
Government National Mortgage Association(i) | ||||
04/20/2048 | 4.500% | 1,445,691 | 1,546,381 | |
Government National Mortgage Association(b),(e) | ||||
CMO Series 2017-112 Class SJ | ||||
-1.0 x 1-month USD LIBOR + 5.660% Cap 5.660% 07/20/2047 | 5.576% | 4,245,256 | 664,910 | |
CMO Series 2017-130 Class HS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2047 | 6.116% | 1,181,092 | 294,137 | |
CMO Series 2017-149 Class BS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 10/20/2047 | 6.116% | 1,666,229 | 375,930 | |
CMO Series 2017-163 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 11/20/2047 | 6.116% | 819,254 | 170,943 | |
CMO Series 2017-37 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 03/20/2047 | 6.066% | 1,016,221 | 242,993 | |
CMO Series 2018-103 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2048 | 6.116% | 1,080,016 | 175,849 |
8 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2018-112 Class LS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2048 | 6.116% | 1,251,398 | 238,873 | |
CMO Series 2018-125 Class SK | ||||
-1.0 x 1-month USD LIBOR + 6.250% Cap 6.250% 09/20/2048 | 6.166% | 1,461,926 | 295,048 | |
CMO Series 2018-134 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 10/20/2048 | 6.116% | 1,230,708 | 208,113 | |
CMO Series 2018-148 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 01/20/2048 | 6.116% | 2,504,929 | 568,480 | |
CMO Series 2018-151 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 11/20/2048 | 6.066% | 2,127,513 | 390,566 | |
CMO Series 2018-89 Class MS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 06/20/2048 | 6.116% | 1,281,449 | 269,821 | |
CMO Series 2018-91 Class DS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 07/20/2048 | 6.116% | 1,465,309 | 236,281 | |
CMO Series 2019-20 Class JS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 02/20/2049 | 5.916% | 1,945,743 | 386,263 | |
CMO Series 2019-5 Class SH | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/20/2049 | 6.066% | 1,444,274 | 254,799 | |
CMO Series 2019-56 Class SG | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 05/20/2049 | 6.066% | 1,589,902 | 292,083 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-59 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 05/20/2049 | 5.966% | 1,555,363 | 254,001 | |
CMO Series 2019-85 Class SC | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/20/2049 | 6.066% | 1,517,945 | 258,474 | |
CMO Series 2019-90 Class SD | ||||
-1.0 x 1-month USD LIBOR + 6.150% 07/20/2049 | 6.066% | 3,514,177 | 644,164 | |
CMO Series 2019-92 Class SD | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 07/20/2049 | 6.016% | 8,217,022 | 1,605,701 | |
CMO Series 2020-188 Class SA | ||||
1-month USD LIBOR + 6.300% Cap 6.300% 12/20/2050 | 6.216% | 15,016,435 | 3,832,105 | |
CMO Series 2020-21 Class VS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 02/20/2050 | 5.966% | 1,250,569 | 179,554 | |
CMO Series 2020-62 Class SG | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 05/20/2050 | 6.066% | 2,087,992 | 384,991 | |
Government National Mortgage Association(e) | ||||
CMO Series 2020-164 Class CI | ||||
11/20/2050 | 3.000% | 9,650,328 | 1,363,619 | |
CMO Series 2020-175 Class KI | ||||
11/20/2050 | 2.500% | 24,398,189 | 3,511,065 | |
CMO Series 2020-191 Class UG | ||||
12/20/2050 | 3.500% | 9,608,116 | 1,514,057 | |
CMO Series 2021-16 Class KI | ||||
01/20/2051 | 2.500% | 11,270,763 | 1,649,343 | |
CMO Series 2021-9 Class MI | ||||
01/20/2051 | 2.500% | 11,691,858 | 1,415,208 | |
Government National Mortgage Association TBA(f) | ||||
08/19/2051 | 2.000% | 20,000,000 | 20,481,250 | |
08/19/2051 | 2.500% | 12,000,000 | 12,472,969 |
Columbia Bond Fund | Quarterly Report 2021 | 9 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Uniform Mortgage-Backed Security TBA(f) | ||||
08/17/2036- 08/12/2051 | 2.000% | 49,000,000 | 50,133,320 | |
08/17/2036- 08/12/2051 | 2.500% | 57,100,000 | 59,475,296 | |
08/17/2036- 08/12/2051 | 3.000% | 39,978,000 | 41,908,430 | |
08/17/2036 | 3.500% | 4,000,000 | 4,273,404 | |
08/12/2051 | 4.000% | 9,000,000 | 9,615,937 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $250,240,265) | 253,885,098 | |||
Residential Mortgage-Backed Securities - Non-Agency 36.2% | ||||
American Mortgage Trust(c),(d),(j) | ||||
CMO Series 2093-3 Class 3A | ||||
07/27/2023 | 8.188% | 54 | 33 | |
Angel Oak Mortgage Trust(a),(d) | ||||
CMO Series 2020-1 Class M1 | ||||
12/25/2059 | 3.161% | 3,000,000 | 3,017,713 | |
CMO Series 2020-3 Class A1 | ||||
04/25/2065 | 1.691% | 5,745,419 | 5,796,763 | |
Angel Oak Mortgage Trust I LLC(a),(d) | ||||
CMO Series 2018-3 Class M1 | ||||
09/25/2048 | 4.421% | 960,000 | 959,135 | |
Arroyo Mortgage Trust(a),(d) | ||||
CMO Series 2019-2 Class A3 | ||||
04/25/2049 | 3.800% | 387,231 | 392,821 | |
Bayview Koitere Fund Trust(a),(d) | ||||
CMO Series 2020-LT1 Class A1 | ||||
06/28/2035 | 4.213% | 3,639,490 | 3,657,997 | |
Bayview Opportunity Master Fund IVb Trust(a) | ||||
CMO Series 2017-SPL3 Class A | ||||
11/28/2053 | 4.000% | 1,632,601 | 1,670,763 | |
Bayview Opportunity Master Fund Trust(a),(d) | ||||
CMO Series 2020-RN1 Class A1 | ||||
02/28/2035 | 3.228% | 321,452 | 321,426 | |
Bellemeade Re Ltd.(a),(b) | ||||
CMO Series 2018-1A Class M1B | ||||
1-month USD LIBOR + 1.600% 04/25/2028 | 1.692% | 4,163,012 | 4,196,806 | |
CMO Series 2018-1A Class M2 | ||||
1-month USD LIBOR + 2.900% 04/25/2028 | 2.992% | 5,000,000 | 5,059,133 | |
CMO Series 2019-1A Class M1A | ||||
1-month USD LIBOR + 1.300% Floor 1.300% 03/25/2029 | 1.389% | 123,420 | 123,436 | |
CMO Series 2019-2A Class M1C | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 04/25/2029 | 2.089% | 4,250,000 | 4,274,378 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-3A Class M1A | ||||
1-month USD LIBOR + 1.100% Floor 1.100% 07/25/2029 | 1.189% | 134,572 | 134,832 | |
CMO Series 2019-3A Class M1B | ||||
1-month USD LIBOR + 1.600% Floor 1.600% 07/25/2029 | 1.689% | 3,200,000 | 3,212,338 | |
CMO Series 2019-3A Class M1C | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 07/25/2029 | 2.039% | 3,500,000 | 3,499,999 | |
CMO Series 2020-3A Class M1A | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 10/25/2030 | 2.089% | 5,200,000 | 5,228,415 | |
CMO Series 2021-2A Class M1A | ||||
30-day Average SOFR + 1.200% Floor 1.200% 06/25/2031 | 1.210% | 4,000,000 | 4,007,553 | |
CMO Series 2021-2A Class M1B | ||||
30-day Average SOFR + 1.500% Floor 1.500% 06/25/2031 | 1.510% | 2,000,000 | 2,001,446 | |
BRAVO Residential Funding Trust(a),(d) | ||||
CMO Series 2019-NQM2 Class A1 | ||||
11/25/2059 | 2.748% | 308,025 | 312,738 | |
CMO Series 2019-NQM2 Class A3 | ||||
11/25/2059 | 3.108% | 132,011 | 133,809 | |
CMO Series 2019-NQM2 Class M1 | ||||
11/25/2059 | 3.451% | 300,000 | 305,702 | |
CMO Series 2020-NQM1 Class M1 | ||||
05/25/2060 | 3.181% | 2,500,000 | 2,570,040 | |
CMO Series 2020-RPL2 Class A1 | ||||
05/25/2059 | 2.000% | 2,603,707 | 2,664,237 | |
Bunker Hill Loan Depositary Trust(a),(d) | ||||
CMO Series 2019-3 Class A2 | ||||
11/25/2059 | 2.981% | 2,424,295 | 2,464,592 | |
CMO Series 2019-3 Class A3 | ||||
11/25/2059 | 3.135% | 3,532,544 | 3,587,126 | |
CMO Series 2020-1 Class A1 | ||||
02/25/2055 | 1.724% | 7,227,827 | 7,312,074 | |
BVRT Financing Trust(a),(b),(c) | ||||
CMO Series 2020-CRT1 Class M1 | ||||
1-month USD LIBOR + 1.750% 07/10/2032 | 1.827% | 298,117 | 298,489 | |
CMO Series 2021-2F Class M1 | ||||
30-day Average SOFR + 1.550% Floor 1.550% 01/10/2032 | 1.588% | 4,235,891 | 4,235,891 |
10 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2021-CRT2 Class M1 | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 11/10/2032 | 1.850% | 2,655,528 | 2,655,528 | |
CMO Series 2021-CRT3 Class M1 | ||||
30-day Average SOFR + 1.550% Floor 1.550% 01/10/2031 | 1.588% | 3,713,782 | 3,713,782 | |
BVRT Financing Trust(a),(b) | ||||
CMO Series 2021-1F Class M1 | ||||
30-day Average SOFR + 1.550% Floor 1.550% 03/15/2038 | 1.588% | 2,996,773 | 2,996,931 | |
BVRT Financing Trust(a),(b),(c),(j) | ||||
CMO Series 2021-CRT1 Class M2 | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 01/10/2033 | 2.350% | 1,786,775 | 1,792,359 | |
CIM Trust(a),(b) | ||||
CMO Series 2018-R6 Class A1 | ||||
1-month USD LIBOR + 1.076% Floor 1.080% 09/25/2058 | 1.172% | 1,130,059 | 1,123,911 | |
Citigroup Mortgage Loan Trust, Inc.(a),(d) | ||||
CMO Series 2015-A Class A4 | ||||
06/25/2058 | 4.250% | 35,755 | 36,181 | |
COLT Mortgage Loan Trust(a),(d) | ||||
CMO Series 2020-2 Class A2 | ||||
03/25/2065 | 3.094% | 350,000 | 354,589 | |
Credit Suisse Mortgage Capital Certificates(a),(d) | ||||
CMO Series 2020-SPT1 Class A1 | ||||
04/25/2065 | 1.616% | 1,704,468 | 1,713,160 | |
Credit Suisse Mortgage Trust(a),(d) | ||||
CMO Series 2021-RPL2 Class A1A | ||||
01/25/2060 | 1.115% | 4,442,719 | 4,459,250 | |
CSMC Ltd.(a) | ||||
Subordinated CMO Series 2020-BPL2 Class A1 | ||||
03/25/2026 | 3.453% | 774,103 | 774,529 | |
CSMC Trust(a),(d) | ||||
CMO Series 2020-RPL2 Class A12 | ||||
02/25/2060 | 3.433% | 1,125,268 | 1,163,032 | |
CMO Series 2020-RPL6 Class A1 | ||||
03/25/2059 | 2.688% | 11,607,430 | 11,584,980 | |
Subordinated CMO Series 2020-RPL3 Class A1 | ||||
03/25/2060 | 2.691% | 3,457,585 | 3,494,062 | |
Deephaven Residential Mortgage Trust(a),(d) | ||||
CMO Series 2021-1 Class A2 | ||||
05/25/2065 | 0.973% | 1,816,334 | 1,814,035 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Eagle Re Ltd.(a),(b) | ||||
CMO Series 2018-1 Class M1 | ||||
1-month USD LIBOR + 1.700% Floor 1.700% 11/25/2028 | 1.789% | 275,303 | 276,059 | |
CMO Series 2021-1 Class M1A | ||||
30-day Average SOFR + 1.700% Floor 1.700% 10/25/2033 | 1.710% | 7,500,000 | 7,516,567 | |
Subordinated CMO Series 2020-1 Class M1B | ||||
1-month USD LIBOR + 1.450% 01/25/2030 | 1.539% | 3,100,000 | 3,078,190 | |
Ellington Financial Mortgage Trust(a),(d) | ||||
CMO Series 2020-1 Class A3 | ||||
06/25/2065 | 4.000% | 550,000 | 565,232 | |
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes(b) | ||||
CMO Series 2014-DN3 Class M3 | ||||
1-month USD LIBOR + 4.000% 08/25/2024 | 4.089% | 2,092,851 | 2,134,412 | |
FMC GMSR Issuer Trust(a),(d) | ||||
CMO Series 2019-GT2 Class A | ||||
09/25/2024 | 4.230% | 1,400,000 | 1,402,822 | |
Freddie Mac STACR REMIC Trust(a),(b) | ||||
CMO Series 2020-DNA4 Class M2 | ||||
1-month USD LIBOR + 3.750% Floor 3.750% 08/25/2050 | 3.839% | 766,294 | 774,301 | |
CMO Series 2021-DNA3 Class M1 | ||||
30-day Average SOFR + 0.750% 10/25/2033 | 0.800% | 8,000,000 | 7,999,999 | |
Freddie Mac Structured Agency Credit Risk Debt Notes(b) | ||||
CMO Series 2014-DN4 Class M3 | ||||
1-month USD LIBOR + 4.550% 10/25/2024 | 4.639% | 2,686,359 | 2,723,607 | |
FWD Securitization Trust(a),(d) | ||||
CMO Series 2020-INV1 Class M1 | ||||
01/25/2050 | 2.850% | 3,500,000 | 3,523,901 | |
GCAT LLC(a),(d) | ||||
CMO Series 2021-CM1 Class A1 | ||||
04/25/2065 | 1.469% | 6,900,261 | 6,891,204 | |
Genworth Mortgage Insurance Corp.(a),(b) | ||||
CMO Series 2019-1 Class M1 | ||||
1-month USD LIBOR + 1.900% Floor 1.900% 11/26/2029 | 1.989% | 326,935 | 326,938 | |
GS Mortgage-Backed Securities Corp. Trust(a),(d) | ||||
CMO Series 2021-NQM1 Class A1 | ||||
07/25/2061 | 1.017% | 5,042,728 | 5,057,236 |
Columbia Bond Fund | Quarterly Report 2021 | 11 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Home RE Ltd.(a),(b) | ||||
CMO Series 2020-1 Class M1A | ||||
1-month USD LIBOR + 2.600% Floor 2.600% 10/25/2030 | 2.744% | 3,054,231 | 3,062,135 | |
Legacy Mortgage Asset Trust(a) | ||||
CMO Series 2019-GS1 Class A1 | ||||
01/25/2059 | 4.000% | 575,918 | 576,273 | |
Legacy Mortgage Asset Trust(a),(d) | ||||
CMO Series 2021-GS2 Class A1 | ||||
04/25/2061 | 1.750% | 2,669,792 | 2,677,884 | |
LVII Trust(a),(c),(d),(j) | ||||
CMO Series 2020-1 Class A1 | ||||
05/25/2060 | 2.020% | 15,261,203 | 15,289,817 | |
Mello Warehouse Securitization Trust(a),(b) | ||||
CMO Series 2020-2 Class B | ||||
1-month USD LIBOR + 1.100% Floor 1.100% 11/25/2053 | 1.189% | 18,000,000 | 17,953,418 | |
CMO Series 2020-2 Class C | ||||
1-month USD LIBOR + 1.300% Floor 1.300% 11/25/2053 | 1.389% | 7,000,000 | 7,011,395 | |
MFA Trust(a),(d) | ||||
CMO Series 2020-NQM2 Class M1 | ||||
04/25/2065 | 3.034% | 3,500,000 | 3,570,378 | |
CMO Series 2020-NQM3 Class A1 | ||||
01/26/2065 | 1.014% | 13,221,402 | 13,252,329 | |
CMO Series 2020-NQM3 Class A2 | ||||
01/26/2065 | 1.324% | 5,288,561 | 5,303,227 | |
CMO Series 2020-NQM3 Class A3 | ||||
01/26/2065 | 1.632% | 3,966,421 | 3,979,062 | |
MFRA Trust(a),(d) | ||||
CMO Series 2021-INV1 Class A2 | ||||
01/25/2056 | 1.057% | 862,378 | 862,410 | |
CMO Series 2021-INV1 Class A3 | ||||
01/25/2056 | 1.262% | 1,344,447 | 1,344,414 | |
Mill City Mortgage Loan Trust(a) | ||||
CMO Series 2016-1 Class A1 | ||||
04/25/2057 | 2.500% | 113,337 | 113,867 | |
MRA Issuance Trust(a),(b) | ||||
CMO Series 2021-14 Class A1X | ||||
1-month USD LIBOR + 1.250% Floor 1.250% 02/15/2022 | 1.450% | 10,000,000 | 10,000,000 | |
CMO Series 2021-EBO4 Class A1X | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 02/16/2022 | 1.842% | 5,000,000 | 4,999,542 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
MRA Issuance Trust(a),(b),(c),(j) | ||||
CMO Series 2021-EBO8 Class A1 | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 02/16/2022 | 2.900% | 3,000,000 | 3,000,000 | |
CMO Series 2021-NA1 Class A1X | ||||
1-month USD LIBOR + 1.500% Floor 1.500% 03/08/2022 | 1.700% | 6,000,000 | 6,000,000 | |
New Residential Mortgage LLC(a) | ||||
CMO Series 2018-FNT2 Class A | ||||
07/25/2054 | 3.790% | 623,280 | 623,678 | |
Subordinated CMO Series 2018-FNT1 Class D | ||||
05/25/2023 | 4.690% | 522,478 | 522,515 | |
New Residential Mortgage Loan Trust(a),(d) | ||||
CMO Series 2018-1A Class A1A | ||||
12/25/2057 | 4.000% | 9,734,905 | 10,435,713 | |
NRZ Excess Spread-Collateralized Notes(a) | ||||
Series 2020-PLS1 Class A | ||||
12/25/2025 | 3.844% | 5,697,651 | 5,763,402 | |
Oaktown Re II Ltd.(a),(b) | ||||
CMO Series 2018-1A Class M1 | ||||
1-month USD LIBOR + 1.550% 07/25/2028 | 1.639% | 413,106 | 415,749 | |
Oaktown Re III Ltd.(a),(b) | ||||
CMO Series 2019-1A Class M1A | ||||
1-month USD LIBOR + 1.400% Floor 1.400% 07/25/2029 | 1.489% | 25,204 | 25,242 | |
CMO Series 2019-1A Class M1B | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 07/25/2029 | 2.039% | 1,500,000 | 1,519,707 | |
Oaktown Re V Ltd.(a),(b) | ||||
Subordinated CMO Series 2020-2A Class M1A | ||||
1-month USD LIBOR + 2.400% Floor 2.400% 10/25/2030 | 2.489% | 476,072 | 477,525 | |
Oaktown Re VI Ltd.(a),(b) | ||||
CMO Series 2021-1A Class M1A | ||||
30-day Average SOFR + 1.650% Floor 1.650% 10/25/2033 | 1.700% | 5,500,000 | 5,527,152 | |
OSAT Trust(a),(d) | ||||
CMO Series 2020-RPL1 Class A1 | ||||
12/26/2059 | 3.072% | 1,253,313 | 1,258,990 | |
PMT Credit Risk Transfer Trust(a),(b) | ||||
CMO Series 2019-1R Class A | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 03/27/2024 | 2.087% | 860,708 | 853,977 |
12 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2019-2R Class A | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 05/27/2023 | 2.837% | 741,603 | 732,936 | |
PNMAC GMSR Issuer Trust(a),(b) | ||||
CMO Series 2018-GT1 Class A | ||||
1-month USD LIBOR + 2.850% Floor 2.850% 02/25/2023 | 2.939% | 10,700,000 | 10,751,508 | |
CMO Series 2018-GT2 Class A | ||||
1-month USD LIBOR + 2.650% 08/25/2025 | 2.739% | 3,950,000 | 3,944,165 | |
Preston Ridge Partners Mortgage(a),(d) | ||||
CMO Series 2021-2 Class A1 | ||||
03/25/2026 | 2.115% | 3,359,425 | 3,361,295 | |
Preston Ridge Partners Mortgage LLC(a),(d) | ||||
CMO Series 2020-6 Class A1 | ||||
11/25/2025 | 2.363% | 12,054,250 | 12,066,323 | |
CMO Series 2021-3 Class A1 | ||||
04/25/2026 | 1.867% | 2,867,000 | 2,866,627 | |
Preston Ridge Partners Mortgage Trust(a),(d) | ||||
CMO Series 2021-1 Class A1 | ||||
01/25/2026 | 2.115% | 7,579,207 | 7,579,245 | |
PRPM LLC(a),(d) | ||||
CMO Series 2020-1A Class A1 | ||||
02/25/2025 | 2.981% | 3,110,294 | 3,148,130 | |
PRPM LLC(a),(d),(f) | ||||
CMO Series 2021-RPL1 Class A1 | ||||
07/25/2051 | 1.319% | 6,000,000 | 5,999,941 | |
Radnor Re Ltd.(a),(b) | ||||
CMO Series 2019-2 Class M1B | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 06/25/2029 | 1.839% | 1,500,000 | 1,515,604 | |
CMO Series 2020-1 Class M1A | ||||
1-month USD LIBOR + 0.950% Floor 0.950% 02/25/2030 | 1.039% | 3,250,000 | 3,238,917 | |
Residential Mortgage Loan Trust(a),(d) | ||||
CMO Series 2019-3 Class A3 | ||||
09/25/2059 | 3.044% | 134,474 | 136,203 | |
Starwood Mortgage Residential Trust(a),(d) | ||||
CMO Series 2018-IMC2 Class A3 | ||||
10/25/2048 | 4.376% | 3,073,582 | 3,098,769 | |
CMO Series 2019-INV1 Class A3 | ||||
09/27/2049 | 2.916% | 3,305,327 | 3,344,558 | |
CMO Series 2020-2 Class A3 | ||||
04/25/2060 | 3.000% | 8,250,000 | 8,335,613 | |
CMO Series 2020-3 Class A3 | ||||
04/25/2065 | 2.591% | 5,000,000 | 5,067,381 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2020-3 Class M1 | ||||
04/25/2065 | 3.544% | 2,800,000 | 2,868,222 | |
CMO Series 2020-INV1 Class A2 | ||||
11/25/2055 | 1.439% | 10,549,694 | 10,595,627 | |
CMO Series 2020-INV1 Class A3 | ||||
11/25/2055 | 1.593% | 3,993,146 | 4,010,248 | |
Station Place Securitization Trust(a),(b) | ||||
CMO Series 2021-WL1 Class A | ||||
1-month USD LIBOR + 0.650% Floor 0.650% 01/26/2054 | 0.779% | 5,500,000 | 5,497,800 | |
Stonnington Mortgage Trust(a),(c),(d) | ||||
CMO Series 2020-1 Class A | ||||
07/28/2024 | 5.500% | 1,538,239 | 1,538,240 | |
Toorak Mortgage Corp., Ltd.(d) | ||||
CMO Series 2019-2 Class A1 | ||||
09/25/2022 | 3.721% | 1,935,000 | 1,949,191 | |
Towd Point Mortgage Trust(a),(d) | ||||
CMO Series 2016-2 Class A1 | ||||
08/25/2055 | 3.000% | 246,270 | 248,025 | |
CMO Series 2019-4 Class M1B | ||||
10/25/2059 | 3.000% | 10,000,000 | 10,576,845 | |
Traingle Re Ltd.(a),(b) | ||||
CMO Series 2021-1 Class M1A | ||||
1-month USD LIBOR + 1.700% Floor 1.700% 08/25/2033 | 1.789% | 3,577,131 | 3,578,713 | |
Triangle Re Ltd.(a),(b) | ||||
CMO Series 2020-1 Class M1A | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 10/25/2030 | 3.106% | 3,310,158 | 3,326,305 | |
CMO Series 2021-2 Class M1A | ||||
1-month USD LIBOR + 2.050% Floor 2.050% 10/25/2033 | 2.139% | 6,000,000 | 6,054,602 | |
Vendee Mortgage Trust(d),(e) | ||||
CMO Series 1998-1 Class 2IO | ||||
03/15/2028 | 0.000% | 761,771 | 1 | |
CMO Series 1998-3 Class IO | ||||
03/15/2029 | 0.000% | 892,123 | 11 | |
Verus Securitization Trust(a),(d) | ||||
CMO Series 2019-3 Class A3 | ||||
07/25/2059 | 3.040% | 2,582,787 | 2,610,580 | |
CMO Series 2019-INV3 Class A3 | ||||
11/25/2059 | 3.100% | 758,444 | 769,505 | |
CMO Series 2020-1 Class A3 | ||||
01/25/2060 | 2.724% | 1,472,191 | 1,486,558 |
Columbia Bond Fund | Quarterly Report 2021 | 13 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2020-4 Class A3 | ||||
06/25/2065 | 2.321% | 3,909,591 | 3,956,818 | |
CMO Series 2021-4 Class A2 | ||||
07/25/2066 | 1.247% | 6,000,000 | 6,004,707 | |
Verus Securitization Trust(a) | ||||
CMO Series 2020-INV1 Class A2 | ||||
04/25/2060 | 3.035% | 4,000,000 | 4,119,505 | |
CMO Series 2020-INV1 Class A3 | ||||
04/25/2060 | 3.889% | 2,800,000 | 2,912,069 | |
Visio Trust(a) | ||||
CMO Series 2020-1R Class A3 | ||||
11/25/2055 | 1.873% | 3,871,464 | 3,886,637 | |
CMO Series 2021-1R Class A1 | ||||
05/25/2056 | 1.280% | 4,572,470 | 4,566,131 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $431,698,861) | 433,549,838 | |||
U.S. Treasury Obligations 0.3% | ||||
U.S. Treasury | ||||
08/15/2048 | 3.000% | 530,000 | 655,047 | |
U.S. Treasury(k) | ||||
STRIPS | ||||
02/15/2040 | 0.000% | 3,461,000 | 2,430,271 | |
Total U.S. Treasury Obligations (Cost $2,796,267) | 3,085,318 |
Options Purchased Calls 0.1% | ||||
Value ($) | ||||
(Cost $1,814,250) | 1,641,442 | |||
Options Purchased Puts 0.4% | ||||
(Cost $4,019,280) | 4,641,239 |
Money Market Funds 6.2% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 0.053%(l),(m) | 74,178,202 | 74,170,784 |
Total Money Market Funds (Cost $74,168,745) | 74,170,784 | |
Total Investments in Securities (Cost: $1,383,958,785) | 1,404,217,605 | |
Other Assets & Liabilities, Net | (207,853,825) | |
Net Assets | 1,196,363,780 |
At July 31, 2021, securities and/or cash totaling $10,605,560 were pledged as collateral.
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury 10-Year Note | 4,934 | 09/2021 | USD | 663,391,719 | 11,659,645 | — |
U.S. Treasury 5-Year Note | 371 | 09/2021 | USD | 46,169,211 | 307,274 | — |
U.S. Ultra Treasury Bond | 72 | 09/2021 | USD | 14,366,250 | 1,168,638 | — |
Total | 13,135,557 | — |
14 | Columbia Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Call option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 71,700,000 | 71,700,000 | 1.00 | 01/21/2022 | 609,450 | 480,282 |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 60,000,000 | 60,000,000 | 1.10 | 01/24/2022 | 552,000 | 558,846 |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 12,500,000 | 12,500,000 | 1.00 | 07/08/2022 | 127,500 | 122,638 |
10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay 3-Month USD LIBOR BBA | Morgan Stanley | USD | 51,500,000 | 51,500,000 | 1.10 | 01/24/2022 | 525,300 | 479,676 |
Total | 1,814,250 | 1,641,442 |
Put option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 40,000,000 | 40,000,000 | 1.00 | 09/30/2021 | 696,000 | 1,233,140 |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 95,000,000 | 95,000,000 | 1.25 | 12/03/2021 | 1,472,500 | 1,904,104 |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 51,600,000 | 51,600,000 | 1.75 | 07/15/2022 | 892,680 | 765,667 |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 25,000,000 | 25,000,000 | 1.25 | 11/18/2021 | 305,000 | 468,430 |
5-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 62,200,000 | 62,200,000 | 1.50 | 05/20/2022 | 653,100 | 269,898 |
Total | 4,019,280 | 4,641,239 |
Call option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | (40,000,000) | (40,000,000) | 1.70 | 10/01/2021 | (553,000) | (1,639,520) |
Put option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | (50,000,000) | (50,000,000) | 2.20 | 03/17/2022 | (935,000) | (155,540) |
Notes to Portfolio of Investments
(a) | Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only to qualified institutional buyers. At July 31, 2021, the total value of these securities amounted to $883,615,008, which represents 73.86% of total net assets. |
(b) | Variable rate security. The interest rate shown was the current rate as of July 31, 2021. |
(c) | Valuation based on significant unobservable inputs. |
(d) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of July 31, 2021. |
(e) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(f) | Represents a security purchased on a when-issued basis. |
(g) | Non-income producing investment. |
(h) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of July 31, 2021. |
Columbia Bond Fund | Quarterly Report 2021 | 15 |
Portfolio of Investments (continued)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Columbia Bond Fund, July 31, 2021 (Unaudited)
Notes to Portfolio of Investments (continued)
(i) | This security or a portion of this security has been pledged as collateral in connection with derivative contracts. |
(j) | Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At July 31, 2021, the total value of these securities amounted to $26,082,209, which represents 2.18% of total net assets. |
(k) | Zero coupon bond. |
(l) | The rate shown is the seven-day current annualized yield at July 31, 2021. |
(m) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended July 31, 2021 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 0.053% | ||||||||
54,158,560 | 154,076,477 | (134,064,253) | — | 74,170,784 | — | 6,870 | 74,178,202 |
Abbreviation Legend
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
STRIPS | Separate Trading of Registered Interest and Principal Securities |
TBA | To Be Announced |
Currency Legend
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
16 | Columbia Bond Fund | Quarterly Report 2021 |
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1QT121_04_L01_(09/21)