Portfolio of Investments
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 16.0% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
American Credit Acceptance Receivables Trust(a) | ||||
Series 2020-4 Class E | ||||
12/14/2026 | 3.650% | 6,970,000 | 7,243,922 | |
Subordinated Series 2018-1 Class F | ||||
12/10/2024 | 6.550% | 10,100,000 | 10,276,784 | |
Subordinated Series 2020-3 Class D | ||||
06/15/2026 | 2.400% | 7,035,000 | 7,249,349 | |
Subordinated Series 2021-1 Class D | ||||
03/15/2027 | 1.140% | 2,450,000 | 2,449,294 | |
Apidos CLO XXXIII(a),(b) | ||||
Series 2020-33A Class C | ||||
3-month USD LIBOR + 2.700% Floor 2.700% 07/24/2031 | 2.825% | 2,500,000 | 2,500,115 | |
ARES XLVI CLO Ltd.(a),(b) | ||||
Series 2017-46A Class B1 | ||||
3-month USD LIBOR + 1.350% 01/15/2030 | 1.476% | 7,780,000 | 7,779,984 | |
Atrium XIII(a),(b) | ||||
Series 2013A Class B | ||||
3-month USD LIBOR + 1.500% 11/21/2030 | 1.638% | 2,250,000 | 2,253,305 | |
Avant Loans Funding Trust(a) | ||||
Series 2020-REV1 Class A | ||||
05/15/2029 | 2.170% | 8,640,000 | 8,653,161 | |
Series 2020-REV1 Class B | ||||
05/15/2029 | 2.680% | 5,600,000 | 5,630,178 | |
Bain Capital Credit CLO Ltd.(a),(b) | ||||
Series 2020-3A Class D | ||||
3-month USD LIBOR + 3.750% Floor 3.750% 10/23/2032 | 3.888% | 5,750,000 | 5,760,586 | |
Series 2020-4A Class D | ||||
3-month USD LIBOR + 4.250% Floor 4.250% 10/20/2033 | 4.384% | 3,750,000 | 3,793,080 | |
Ballyrock CLO Ltd.(a),(b) | ||||
Series 2018-1A Class A2 | ||||
3-month USD LIBOR + 1.600% 04/20/2031 | 1.734% | 2,575,000 | 2,572,358 | |
Carlyle Global Market Strategies CLO(a),(b) | ||||
Series 2016-3A Class ERR | ||||
3-month USD LIBOR + 3.100% Floor 3.100% 07/20/2034 | 7.148% | 5,000,000 | 5,000,975 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Carlyle Group LP(a),(b) | ||||
Series 2017-5A Class A2 | ||||
3-month USD LIBOR + 1.400% 01/20/2030 | 1.534% | 3,810,000 | 3,780,511 | |
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% | 5,975,000 | 5,985,576 | |
Cent CLO Ltd.(a),(b) | ||||
Series 2018-C17A Class A2R | ||||
3-month USD LIBOR + 1.600% 04/30/2031 | 1.729% | 9,300,000 | 9,290,328 | |
Conn’s Receivables Funding LLC(a) | ||||
Series 2019-B Class B | ||||
06/17/2024 | 3.620% | 1,427,360 | 1,428,731 | |
Consumer Lending Receivables Trust(a) | ||||
Series 2019-A Class B | ||||
04/15/2026 | 4.010% | 997,292 | 1,000,231 | |
Consumer Loan Underlying Bond CLUB Credit Trust(a) | ||||
Series 2019-P2 Class A | ||||
10/15/2026 | 2.470% | 129,311 | 129,407 | |
Consumer Loan Underlying Bond Credit Trust(a) | ||||
Subordinated Series 2017-P1 Class C | ||||
09/15/2023 | 5.020% | 178,962 | 179,154 | |
Dryden CLO Ltd.(a),(b) | ||||
Series 2018-57A Class B | ||||
3-month USD LIBOR + 1.350% Floor 1.350% 05/15/2031 | 1.506% | 7,000,000 | 7,000,112 | |
Series 2020-83A Class D | ||||
3-month USD LIBOR + 3.500% Floor 3.500% 01/18/2032 | 3.634% | 4,000,000 | 4,011,692 | |
DT Auto Owner Trust(a) | ||||
Subordinated Series 2020-1A Class D | ||||
11/17/2025 | 2.550% | 4,000,000 | 4,114,417 | |
Enva LLC(a) | ||||
Subordinated Series 2018-A Class B | ||||
05/20/2026 | 7.370% | 664,694 | 670,021 | |
ENVA LLC(a) | ||||
Series 2019-A Class B | ||||
06/22/2026 | 6.170% | 2,171,089 | 2,186,102 | |
Exeter Automobile Receivables Trust(a) | ||||
Subordinated Series 2020-1A Class D | ||||
12/15/2025 | 2.730% | 7,825,000 | 8,037,222 | |
Subordinated Series 2021-2A Class E | ||||
07/17/2028 | 2.900% | 6,000,000 | 6,035,876 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 1 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Exeter Automobile Receivables Trust | ||||
Subordinated Series 2020-3A Class E | ||||
08/17/2026 | 3.440% | 6,300,000 | 6,534,886 | |
FREED ABS Trust(a) | ||||
Series 2019-1 Class C | ||||
06/18/2026 | 5.390% | 6,300,000 | 6,454,039 | |
Subordinated Series 2019-2 Class C | ||||
11/18/2026 | 4.860% | 3,300,000 | 3,397,315 | |
GLS Auto Receivables Issuer Trust(a) | ||||
Subordinated Series 2019-4A Class C | ||||
08/15/2025 | 3.060% | 1,900,000 | 1,965,342 | |
Subordinated Series 2020-3A Class D | ||||
05/15/2026 | 2.270% | 3,565,000 | 3,656,297 | |
Subordinated Series 2020-3A Class E | ||||
07/15/2027 | 4.310% | 1,450,000 | 1,523,234 | |
Goldentree Loan Management US CLO 10 Ltd.(a),(b),(c) | ||||
Series 2021-10A Class D | ||||
3-month USD LIBOR + 3.050% Floor 3.050% 07/20/2034 | 3.450% | 12,750,000 | 12,755,125 | |
Goldentree Loan Opportunities XI Ltd.(a),(b) | ||||
Series 2015-11A Class BR2 | ||||
3-month USD LIBOR + 1.350% 01/18/2031 | 1.484% | 5,000,000 | 4,990,695 | |
LendingClub Receivables Trust(a) | ||||
Series 2019-1 Class A | ||||
07/17/2045 | 4.000% | 2,451,557 | 2,502,593 | |
Series 2019-2 Class A | ||||
08/15/2025 | 4.000% | 3,049,331 | 3,103,099 | |
Series 2019-3 Class A | ||||
10/15/2025 | 3.750% | 3,590,883 | 3,650,603 | |
Series 2019-7 Class A | ||||
01/15/2027 | 3.750% | 3,486,836 | 3,530,330 | |
Series 2020-1 Class A | ||||
01/16/2046 | 3.500% | 3,330,092 | 3,363,378 | |
Series 2020-2 Class A | ||||
02/15/2046 | 3.600% | 2,355,172 | 2,380,628 | |
Series 2020-T1 Class A | ||||
02/15/2046 | 3.500% | 3,158,234 | 3,168,504 | |
LendingClub Receivables Trust(a),(d),(e) | ||||
Series 2020-JPSL Class R | ||||
02/15/2025 | 0.000% | 50,000 | 1,367,000 | |
Lendingpoint Asset Securitization Trust(a) | ||||
Series 2021-A Class A | ||||
12/15/2028 | 1.000% | 12,000,000 | 12,000,670 | |
LendingPoint Asset Securitization Trust(a) | ||||
Series 2021-1 Class A | ||||
04/15/2027 | 1.750% | 14,432,713 | 14,482,155 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
LendingPoint Asset Securitization Trust(a),(d),(f) | ||||
Subordinated Series 2021-1 Class B | ||||
04/15/2027 | 2.853% | 5,050,000 | 5,065,150 | |
LL ABS Trust(a) | ||||
Series 2020-1A Class A | ||||
01/17/2028 | 2.330% | 2,841,812 | 2,859,284 | |
Lucali CLO Ltd.(a),(b) | ||||
Series 2020-1A Class D | ||||
3-month USD LIBOR + 3.600% Floor 3.600% 01/15/2033 | 3.838% | 5,000,000 | 5,007,730 | |
Madison Park Funding XLVII Ltd.(a),(b) | ||||
Series 2020-47A Class D | ||||
3-month USD LIBOR + 4.000% Floor 4.000% 01/19/2034 | 4.246% | 6,800,000 | 6,913,791 | |
Madison Park Funding XXIV Ltd.(a),(b) | ||||
Series 2016-24A Class BR | ||||
3-month USD LIBOR + 1.750% 10/20/2029 | 1.884% | 9,875,000 | 9,876,768 | |
Madison Park Funding XXVII Ltd.(a),(b) | ||||
Series 2018-27A Class A2 | ||||
3-month USD LIBOR + 1.350% 04/20/2030 | 1.484% | 14,000,000 | 13,944,042 | |
Marlette Funding Trust(a) | ||||
Series 2019-1A Class B | ||||
04/16/2029 | 3.940% | 4,800,000 | 4,836,562 | |
Series 2020-2A Class D | ||||
09/16/2030 | 4.650% | 2,000,000 | 2,123,971 | |
Series 2021-1A Class B | ||||
06/16/2031 | 1.000% | 3,950,000 | 3,958,590 | |
Subordinated Series 2020-2A Class C | ||||
09/16/2030 | 2.830% | 3,550,000 | 3,635,531 | |
Octagon 55 Ltd.(a),(b),(c) | ||||
Series 2021-1A Class D | ||||
3-month USD LIBOR + 3.100% Floor 3.100% 07/20/2034 | 3.300% | 8,750,000 | 8,753,570 | |
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% | 9,350,000 | 9,295,508 | |
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% | 22,000,000 | 22,005,082 | |
Oportun Issuance Trust(a) | ||||
Series 2021-B Class A | ||||
05/08/2031 | 1.470% | 15,100,000 | 15,106,150 |
2 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Subordinated Series 2021-B Class B | ||||
05/08/2031 | 1.960% | 3,100,000 | 3,119,698 | |
OZLM Funding IV Ltd.(a),(b) | ||||
Series 2013-4A Class D2R | ||||
3-month USD LIBOR + 7.250% 10/22/2030 | 7.388% | 1,000,000 | 990,488 | |
OZLM XXI(a),(b) | ||||
Series 2017-21A Class A2 | ||||
3-month USD LIBOR + 1.450% 01/20/2031 | 1.584% | 11,475,000 | 11,411,497 | |
Pagaya AI Debt Selection Trust(a),(d) | ||||
Series 2019-1 Class A | ||||
06/15/2026 | 3.690% | 1,129,356 | 1,140,650 | |
Series 2021-2 Class NOTE | ||||
01/25/2029 | 3.000% | 11,834,799 | 12,012,321 | |
Pagaya AI Debt Selection Trust(a) | ||||
Series 2019-2 Class A2A | ||||
09/15/2026 | 3.929% | 512,690 | 513,419 | |
Series 2019-3 Class A | ||||
11/16/2026 | 3.821% | 3,184,555 | 3,221,339 | |
Series 2021-1 Class A | ||||
11/15/2027 | 1.180% | 7,037,908 | 7,055,431 | |
Series 2021-HG1 Class A | ||||
01/16/2029 | 1.220% | 7,022,782 | 7,036,471 | |
Subordinated Series 2020-3 Class C | ||||
05/17/2027 | 6.430% | 8,300,000 | 8,572,753 | |
Subordinated Series 2021-HG1 Class B | ||||
01/16/2029 | 1.820% | 1,625,000 | 1,627,204 | |
Prosper Marketplace Issuance Trust(a) | ||||
Series 2019-3A Class B | ||||
07/15/2025 | 3.590% | 943,818 | 945,062 | |
Subordinated Series 2017-2A Class C | ||||
09/15/2023 | 5.370% | 156,375 | 156,386 | |
Subordinated Series 2019-3A Class C | ||||
07/15/2025 | 4.940% | 12,000,000 | 12,067,177 | |
Prosper Pass-Through Trust(a),(d) | ||||
Series 2019-ST2 Class A | ||||
11/15/2025 | 3.750% | 2,550,185 | 2,562,936 | |
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% | 23,000,000 | 23,023,690 | |
RR 1 LLC(a),(b) | ||||
Series 2017-1A Class D1B | ||||
3-month USD LIBOR + 6.350% Floor 6.350% 07/15/2035 | 6.430% | 5,000,000 | 4,992,300 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
SoFi Consumer Loan Program LLC(a) | ||||
Series 2017-5 Class A2 | ||||
09/25/2026 | 2.780% | 4,445 | 4,452 | |
SoFi Consumer Loan Program Trust(a) | ||||
Series 2019-2 Class A | ||||
04/25/2028 | 3.010% | 84,009 | 84,140 | |
Stewart Park CLO Ltd.(a),(b) | ||||
Series 2017-1A Class BR | ||||
3-month USD LIBOR + 1.370% Floor 1.370% 01/15/2030 | 1.496% | 5,828,571 | 5,816,908 | |
Theorem Funding Trust(a) | ||||
Series 2020-1A Class A | ||||
10/15/2026 | 2.480% | 3,986,682 | 4,004,639 | |
Series 2020-1A Class B | ||||
10/15/2026 | 3.950% | 3,000,000 | 3,069,839 | |
Upstart Pass-Through Trust(a) | ||||
Series 2020-ST6 Class A | ||||
01/20/2027 | 3.000% | 4,679,207 | 4,744,152 | |
Series 2021-ST4 Class A | ||||
07/20/2027 | 2.000% | 9,148,916 | 9,152,719 | |
Series 2021-ST5 Class A | ||||
07/20/2027 | 2.000% | 8,612,821 | 8,613,057 | |
Upstart Securitization Trust(a) | ||||
Series 2020-2 Class A | ||||
11/20/2030 | 2.309% | 8,771,421 | 8,778,519 | |
Subordinated Series 2018-2 Class C | ||||
12/22/2025 | 5.494% | 1,037,819 | 1,040,844 | |
Voya CLO Ltd.(a),(b),(c) | ||||
Series 2021-1A Class D | ||||
3-month USD LIBOR + 3.150% Floor 3.150% 07/15/2034 | 3.300% | 8,350,000 | 8,353,407 | |
Total Asset-Backed Securities — Non-Agency (Cost $481,414,474) | 483,331,591 | |||
Commercial Mortgage-Backed Securities - Agency 0.4% | ||||
FRESB Mortgage Trust(g) | ||||
Series 2018-SB45 Class A10F | ||||
11/25/2027 | 3.160% | 5,566,671 | 5,936,932 | |
Government National Mortgage Association(g),(h) | ||||
Series 2019-147 Class IO | ||||
06/16/2061 | 0.587% | 75,695,674 | 4,542,861 | |
Total Commercial Mortgage-Backed Securities - Agency (Cost $11,647,951) | 10,479,793 | |||
Columbia Total Return Bond Fund | Quarterly Report 2021 | 3 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency 8.7% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
American Homes 4 Rent Trust(a) | ||||
Series 2014-SFR3 Class A | ||||
12/17/2036 | 3.678% | 1,406,433 | 1,492,231 | |
BAMLL Commercial Mortgage Securities Trust(a),(g) | ||||
Series 2013-WBRK Class A | ||||
03/10/2037 | 3.652% | 3,000,000 | 3,201,154 | |
BAMLL Commercial Mortgage Securities Trust(a),(b) | ||||
Series 2019-RLJ Class D | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 04/15/2036 | 2.043% | 7,730,000 | 7,368,143 | |
BBCMS Trust(a),(b) | ||||
Subordinated Series 2018-BXH Class E | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 10/15/2037 | 2.343% | 4,790,000 | 4,391,321 | |
Subordinated Series 2018-BXH Class F | ||||
1-month USD LIBOR + 2.950% Floor 2.950% 10/15/2037 | 3.043% | 1,750,000 | 1,604,462 | |
BFLD Trust(a),(b) | ||||
Series 2019-DPLO Class F | ||||
1-month USD LIBOR + 2.540% Floor 2.540% 10/15/2034 | 2.633% | 3,050,000 | 2,998,304 | |
Subordinated Series 2019-DPLO Class D | ||||
1-month USD LIBOR + 1.840% Floor 1.840% 10/15/2034 | 1.933% | 1,600,000 | 1,598,998 | |
BHMS Mortgage Trust(a),(b) | ||||
Series 2018-ATLS Class C | ||||
1-month USD LIBOR + 1.900% Floor 1.900% 07/15/2035 | 1.994% | 7,700,000 | 7,702,432 | |
Braemar Hotels & Resorts Trust(a),(b) | ||||
Series 2018-PRME Class E | ||||
1-month USD LIBOR + 2.400% Floor 2.400% 06/15/2035 | 2.494% | 6,850,000 | 6,591,504 | |
Subordinated Series 2018-PRME Class D | ||||
1-month USD LIBOR + 1.800% Floor 1.925% 06/15/2035 | 1.894% | 3,100,000 | 3,093,434 | |
BX Trust(a),(b) | ||||
Series 2018-GW Class F | ||||
1-month USD LIBOR + 2.420% Floor 2.420% 05/15/2035 | 2.513% | 5,900,000 | 5,905,534 | |
Series 2018-GW Class G | ||||
1-month USD LIBOR + 2.920% Floor 2.920% 05/15/2035 | 3.013% | 650,000 | 650,009 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2019-ATL Class C | ||||
1-month USD LIBOR + 1.587% Floor 1.587%, Cap 1.587% 10/15/2036 | 1.680% | 4,361,000 | 4,350,150 | |
Series 2019-ATL Class D | ||||
1-month USD LIBOR + 1.887% Floor 1.887% 10/15/2036 | 1.980% | 3,801,000 | 3,786,804 | |
BX Trust(a) | ||||
Series 2019-OC11 Class E | ||||
12/09/2041 | 4.076% | 3,300,000 | 3,527,878 | |
CHT Mortgage Trust(a),(b) | ||||
Series 2017-CSMO Class B | ||||
1-month USD LIBOR + 1.400% Floor 1.200% 11/15/2036 | 1.493% | 3,000,000 | 3,004,690 | |
Series 2017-CSMO Class C | ||||
1-month USD LIBOR + 1.500% Floor 1.350% 11/15/2036 | 1.593% | 5,000,000 | 5,009,380 | |
Series 2017-CSMO Class D | ||||
1-month USD LIBOR + 2.250% Floor 2.100% 11/15/2036 | 2.343% | 2,000,000 | 2,004,372 | |
Series 2017-CSMO Class E | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 11/15/2036 | 3.093% | 11,500,000 | 11,528,759 | |
CLNY Trust(a),(b) | ||||
Series 2019-IKPR Class A | ||||
1-month USD LIBOR + 1.129% Floor 1.129% 11/15/2038 | 1.222% | 5,000,000 | 5,006,336 | |
Series 2019-IKPR Class E | ||||
1-month USD LIBOR + 2.721% Floor 2.721% 11/15/2038 | 2.814% | 8,500,000 | 8,478,838 | |
Cold Storage Trust(a),(b) | ||||
Subordinated Series 2020-ICE5 Class F | ||||
1-month USD LIBOR + 3.493% Floor 3.333% 11/15/2023 | 3.586% | 7,618,176 | 7,687,243 | |
COMM Mortgage Trust(a),(g) | ||||
Series 2020-CBM Class E | ||||
02/10/2037 | 3.633% | 4,850,000 | 4,713,112 | |
Subordinated Series 2020-CX Class D | ||||
11/10/2046 | 2.684% | 5,600,000 | 5,668,136 |
4 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Cosmopolitan Hotel Mortgage Trust(a),(b) | ||||
Subordinated Series 2017-CSMO Class F | ||||
1-month USD LIBOR + 3.741% Floor 3.741% 11/15/2036 | 3.834% | 6,392,000 | 6,408,148 | |
Credit Suisse Mortgage Capital Certificates OA LLC(a) | ||||
Series 2014-USA Class A2 | ||||
09/15/2037 | 3.953% | 9,335,000 | 10,107,220 | |
Subordinated Series 2014-USA Class D | ||||
09/15/2037 | 4.373% | 1,800,000 | 1,728,317 | |
Subordinated Series 2014-USA Class E | ||||
09/15/2037 | 4.373% | 8,285,000 | 7,475,503 | |
Subordinated Series 2014-USA Class F | ||||
09/15/2037 | 4.373% | 7,750,000 | 5,936,912 | |
Extended Stay America Trust(a),(b) | ||||
Series 2021-ESH Class D | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 07/15/2038 | 2.325% | 13,550,000 | 13,655,816 | |
Hilton USA Trust(a),(g) | ||||
Series 2016-HHV Class F | ||||
11/05/2038 | 4.194% | 2,500,000 | 2,549,428 | |
Hilton USA Trust(a) | ||||
Subordinated Series 2016-SFP Class E | ||||
11/05/2035 | 5.519% | 5,500,000 | 5,568,550 | |
Independence Plaza Trust(a) | ||||
Series 2018-INDP Class B | ||||
07/10/2035 | 3.911% | 4,500,000 | 4,748,221 | |
Morgan Stanley Capital I Trust(a),(g) | ||||
Series 2019-MEAD Class E | ||||
11/10/2036 | 3.283% | 6,200,000 | 5,984,923 | |
Oak Street Investment Grade Net Lease Fund(a) | ||||
Series 2021-1A Class A2 | ||||
01/20/2051 | 1.930% | 7,895,464 | 7,997,158 | |
Progress Residential Trust(a) | ||||
Series 2019-SFR1 Class E | ||||
08/17/2035 | 4.466% | 5,265,000 | 5,347,783 | |
Series 2020-SFR1 Class E | ||||
04/17/2037 | 3.032% | 8,750,000 | 8,984,589 | |
Subordinated Series 2019-SFR2 Class F | ||||
05/17/2036 | 4.837% | 1,400,000 | 1,395,281 | |
Subordinated Series 2019-SFR3 Class F | ||||
09/17/2036 | 3.867% | 1,225,000 | 1,255,444 | |
Subordinated Series 2019-SFR4 Class F | ||||
10/17/2036 | 3.684% | 765,000 | 784,687 | |
Subordinated Series 2020-SFR2 Class E | ||||
06/17/2037 | 5.115% | 2,800,000 | 2,982,791 |
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% | 3,951,248 | 3,941,377 | |
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% | 19,000,000 | 19,054,146 | |
Subordinated Series 2021-555 Class B | ||||
1-month USD LIBOR + 1.500% Floor 1.500% 05/15/2038 | 1.593% | 7,700,000 | 7,724,369 | |
Subordinated Series 2021-555 Class C | ||||
1-month USD LIBOR + 1.800% Floor 1.800% 05/15/2038 | 1.893% | 7,500,000 | 7,533,116 | |
UBS Commercial Mortgage Trust(a),(b) | ||||
Series 2018-NYCH Class B | ||||
1-month USD LIBOR + 1.250% Floor 1.250% 02/15/2032 | 1.343% | 4,800,000 | 4,802,057 | |
Series 2018-NYCH Class E | ||||
1-month USD LIBOR + 2.900% Floor 3.200% 02/15/2032 | 2.993% | 5,737,000 | 5,608,265 | |
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% | 5,155,000 | 5,154,642 | |
Series 2021-FCMT Class A | ||||
1-month USD LIBOR + 1.200% Floor 1.200% 05/15/2031 | 1.293% | 6,250,000 | 6,253,903 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $258,787,432) | 264,345,870 |
Common Stocks 0.0% | ||
Issuer | Shares | Value ($) |
Financials 0.0% | ||
Insurance 0.0% | ||
Mr. Cooper Group, Inc.(i) | 4,518 | 167,979 |
WMI Holdings Corp. Escrow(d),(f),(i) | 2,725 | — |
Total | 167,979 | |
Total Financials | 167,979 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 5 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Common Stocks (continued) | ||
Issuer | Shares | Value ($) |
Industrials 0.0% | ||
Airlines 0.0% | ||
United Airlines Holdings, Inc.(i) | 1,493 | 69,753 |
Total Industrials | 69,753 | |
Total Common Stocks (Cost $1,511,077) | 237,732 |
Convertible Bonds 0.1% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Banking 0.1% | ||||
BBVA Bancomer SA(a),(j) | ||||
Subordinated | ||||
11/12/2029 | 5.350% | 1,405,000 | 1,489,152 | |
Cable and Satellite 0.0% | ||||
DISH Network Corp. | ||||
Subordinated | ||||
08/15/2026 | 3.375% | 440,000 | 451,000 | |
Total Convertible Bonds (Cost $1,825,219) | 1,940,152 | |||
Corporate Bonds & Notes 24.7% | ||||
Aerospace & Defense 0.7% | ||||
Boeing Co. (The) | ||||
05/01/2060 | 5.930% | 5,000,000 | 6,935,636 | |
Bombardier, Inc.(a) | ||||
10/15/2022 | 6.000% | 100,000 | 100,153 | |
12/01/2024 | 7.500% | 589,000 | 613,125 | |
04/15/2027 | 7.875% | 563,000 | 583,291 | |
Moog, Inc.(a) | ||||
12/15/2027 | 4.250% | 229,000 | 236,113 | |
Northrop Grumman Corp. | ||||
01/15/2028 | 3.250% | 3,490,000 | 3,837,663 | |
TransDigm, Inc.(a) | ||||
12/15/2025 | 8.000% | 394,000 | 423,681 | |
03/15/2026 | 6.250% | 2,697,000 | 2,831,558 | |
01/15/2029 | 4.625% | 75,000 | 74,946 | |
05/01/2029 | 4.875% | 906,000 | 911,021 | |
TransDigm, Inc. | ||||
06/15/2026 | 6.375% | 993,000 | 1,026,918 | |
03/15/2027 | 7.500% | 73,000 | 77,346 | |
11/15/2027 | 5.500% | 457,000 | 471,882 | |
United Technologies Corp. | ||||
11/16/2028 | 4.125% | 2,270,000 | 2,634,175 | |
Total | 20,757,508 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Airlines 0.1% | ||||
Air Canada(a),(c) | ||||
08/15/2026 | 3.875% | 573,000 | 574,557 | |
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(a) | ||||
04/20/2026 | 5.500% | 1,257,000 | 1,315,157 | |
04/20/2029 | 5.750% | 192,066 | 207,671 | |
Delta Air Lines, Inc. | ||||
01/15/2026 | 7.375% | 380,000 | 447,420 | |
Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.(a) | ||||
01/20/2026 | 5.750% | 413,100 | 432,942 | |
United Airlines, Inc.(a) | ||||
04/15/2026 | 4.375% | 320,000 | 329,201 | |
04/15/2029 | 4.625% | 357,000 | 367,350 | |
Total | 3,674,298 | |||
Automotive 0.5% | ||||
American Axle & Manufacturing, Inc. | ||||
03/15/2026 | 6.250% | 494,000 | 509,122 | |
04/01/2027 | 6.500% | 29,000 | 30,511 | |
Clarios Global LP(a) | ||||
05/15/2025 | 6.750% | 118,000 | 125,319 | |
Ford Motor Co. | ||||
04/21/2023 | 8.500% | 50,000 | 55,540 | |
04/22/2025 | 9.000% | 446,000 | 548,854 | |
04/22/2030 | 9.625% | 15,000 | 21,616 | |
07/16/2031 | 7.450% | 370,000 | 491,747 | |
Ford Motor Credit Co. LLC | ||||
03/18/2024 | 5.584% | 1,014,000 | 1,104,926 | |
09/08/2024 | 3.664% | 934,000 | 979,342 | |
11/13/2025 | 3.375% | 1,019,000 | 1,064,545 | |
01/09/2027 | 4.271% | 630,000 | 679,065 | |
08/17/2027 | 4.125% | 540,000 | 578,565 | |
02/16/2028 | 2.900% | 329,000 | 329,663 | |
Goodyear Tire & Rubber Co. (The)(a) | ||||
07/15/2029 | 5.000% | 556,000 | 585,986 | |
IAA Spinco, Inc.(a) | ||||
06/15/2027 | 5.500% | 740,000 | 777,866 | |
IHO Verwaltungs GmbH(a),(k) | ||||
09/15/2026 | 4.750% | 295,000 | 302,866 | |
Jaguar Land Rover Automotive PLC(a) | ||||
07/15/2029 | 5.500% | 486,000 | 485,855 | |
KAR Auction Services, Inc.(a) | ||||
06/01/2025 | 5.125% | 2,164,000 | 2,213,652 | |
Panther BF Aggregator 2 LP/Finance Co., Inc.(a) | ||||
05/15/2026 | 6.250% | 987,000 | 1,044,684 | |
05/15/2027 | 8.500% | 592,000 | 639,075 | |
Real Hero Merger Sub 2, Inc.(a) | ||||
02/01/2029 | 6.250% | 168,000 | 173,610 |
6 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Tenneco, Inc.(a) | ||||
01/15/2029 | 7.875% | 618,000 | 698,461 | |
04/15/2029 | 5.125% | 347,000 | 358,058 | |
Total | 13,798,928 | |||
Banking 3.5% | ||||
Bank of America Corp.(j) | ||||
07/23/2031 | 1.898% | 18,920,000 | 18,586,459 | |
Citigroup, Inc.(j) | ||||
06/03/2031 | 2.572% | 4,815,000 | 4,986,128 | |
05/01/2032 | 2.561% | 4,637,000 | 4,793,244 | |
Goldman Sachs Group, Inc. (The)(j) | ||||
05/01/2029 | 4.223% | 5,310,000 | 6,113,884 | |
07/21/2032 | 2.383% | 7,956,000 | 8,090,272 | |
HSBC Holdings PLC(j) | ||||
05/24/2032 | 2.804% | 9,615,000 | 9,979,812 | |
JPMorgan Chase & Co.(j) | ||||
10/15/2030 | 2.739% | 4,175,000 | 4,421,591 | |
04/22/2032 | 2.580% | 24,598,000 | 25,604,743 | |
Morgan Stanley(j) | ||||
07/21/2032 | 2.239% | 11,625,000 | 11,720,264 | |
Washington Mutual Bank(d),(f),(l) | ||||
Subordinated | ||||
01/15/2015 | 0.000% | 27,379,000 | 41,069 | |
Wells Fargo & Co.(j) | ||||
10/30/2030 | 2.879% | 1,254,000 | 1,339,548 | |
02/11/2031 | 2.572% | 11,516,000 | 12,055,604 | |
Total | 107,732,618 | |||
Brokerage/Asset Managers/Exchanges 0.1% | ||||
Advisor Group Holdings, Inc.(a) | ||||
08/01/2027 | 10.750% | 46,000 | 51,025 | |
AG Issuer LLC(a) | ||||
03/01/2028 | 6.250% | 45,000 | 47,227 | |
Aretec Escrow Issuer, Inc.(a) | ||||
04/01/2029 | 7.500% | 260,000 | 274,093 | |
Hightower Holding LLC(a) | ||||
04/15/2029 | 6.750% | 669,000 | 681,320 | |
NFP Corp.(a) | ||||
08/15/2028 | 4.875% | 577,000 | 588,338 | |
08/15/2028 | 6.875% | 1,201,000 | 1,249,251 | |
Total | 2,891,254 | |||
Building Materials 0.5% | ||||
American Builders & Contractors Supply Co., Inc.(a) | ||||
01/15/2028 | 4.000% | 445,000 | 456,710 | |
Beacon Roofing Supply, Inc.(a) | ||||
11/15/2026 | 4.500% | 689,000 | 718,270 | |
05/15/2029 | 4.125% | 424,000 | 424,937 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Cemex SAB de CV(a) | ||||
11/19/2029 | 5.450% | 8,704,000 | 9,559,100 | |
Core & Main LP(a) | ||||
08/15/2025 | 6.125% | 796,000 | 809,181 | |
CP Atlas Buyer Inc.(a) | ||||
12/01/2028 | 7.000% | 256,000 | 264,166 | |
Interface, Inc.(a) | ||||
12/01/2028 | 5.500% | 197,000 | 206,654 | |
James Hardie International Finance DAC(a) | ||||
01/15/2028 | 5.000% | 250,000 | 265,000 | |
SRS Distribution, Inc.(a) | ||||
07/01/2028 | 4.625% | 331,000 | 337,727 | |
07/01/2029 | 6.125% | 644,000 | 659,117 | |
White Cap Buyer LLC(a) | ||||
10/15/2028 | 6.875% | 389,000 | 415,363 | |
Total | 14,116,225 | |||
Cable and Satellite 0.9% | ||||
CCO Holdings LLC/Capital Corp.(a) | ||||
02/15/2026 | 5.750% | 548,000 | 566,579 | |
05/01/2027 | 5.125% | 396,000 | 414,370 | |
06/01/2029 | 5.375% | 233,000 | 254,481 | |
03/01/2030 | 4.750% | 862,000 | 914,303 | |
08/15/2030 | 4.500% | 1,694,000 | 1,779,807 | |
02/01/2031 | 4.250% | 288,000 | 296,994 | |
CCO Holdings LLC/Capital Corp. | ||||
05/01/2032 | 4.500% | 467,000 | 488,530 | |
Charter Communications Operating LLC/Capital | ||||
05/01/2047 | 5.375% | 1,980,000 | 2,449,155 | |
03/01/2050 | 4.800% | 4,220,000 | 4,961,150 | |
04/01/2061 | 3.850% | 619,000 | 619,205 | |
CSC Holdings LLC | ||||
06/01/2024 | 5.250% | 871,000 | 940,322 | |
CSC Holdings LLC(a) | ||||
02/01/2028 | 5.375% | 952,000 | 1,007,252 | |
01/15/2030 | 5.750% | 598,000 | 623,924 | |
12/01/2030 | 4.125% | 1,399,000 | 1,402,654 | |
12/01/2030 | 4.625% | 358,000 | 352,429 | |
02/15/2031 | 3.375% | 359,000 | 341,041 | |
11/15/2031 | 5.000% | 237,000 | 238,576 | |
DISH DBS Corp. | ||||
07/15/2022 | 5.875% | 739,000 | 765,356 | |
07/01/2026 | 7.750% | 867,000 | 990,228 | |
DISH DBS Corp.(a) | ||||
06/01/2029 | 5.125% | 1,222,000 | 1,211,383 | |
Radiate Holdco LLC/Finance, Inc.(a) | ||||
09/15/2026 | 4.500% | 257,000 | 265,783 | |
09/15/2028 | 6.500% | 651,000 | 675,771 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 7 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Sirius XM Radio, Inc.(a) | ||||
07/15/2024 | 4.625% | 1,136,000 | 1,165,900 | |
08/01/2027 | 5.000% | 347,000 | 363,473 | |
07/01/2030 | 4.125% | 363,000 | 374,689 | |
Videotron Ltd.(a) | ||||
06/15/2029 | 3.625% | 376,000 | 386,541 | |
Virgin Media Finance PLC(a) | ||||
07/15/2030 | 5.000% | 805,000 | 819,006 | |
Virgin Media Secured Finance PLC(a) | ||||
05/15/2029 | 5.500% | 469,000 | 501,190 | |
Ziggo Bond Co. BV(a) | ||||
02/28/2030 | 5.125% | 555,000 | 571,787 | |
Ziggo Bond Finance BV(a) | ||||
01/15/2027 | 6.000% | 335,000 | 349,381 | |
Ziggo BV(a) | ||||
01/15/2027 | 5.500% | 222,000 | 230,355 | |
01/15/2030 | 4.875% | 730,000 | 751,965 | |
Total | 27,073,580 | |||
Chemicals 0.2% | ||||
Axalta Coating Systems LLC(a) | ||||
02/15/2029 | 3.375% | 328,000 | 322,693 | |
Axalta Coating Systems LLC/Dutch Holding B BV(a) | ||||
06/15/2027 | 4.750% | 607,000 | 640,241 | |
Element Solutions, Inc.(a) | ||||
09/01/2028 | 3.875% | 618,000 | 631,191 | |
HB Fuller Co. | ||||
10/15/2028 | 4.250% | 188,000 | 192,291 | |
Herens Holdco Sarl(a) | ||||
05/15/2028 | 4.750% | 439,000 | 435,821 | |
Illuminate Buyer LLC/Holdings IV, Inc.(a) | ||||
07/01/2028 | 9.000% | 398,000 | 442,940 | |
INEOS Group Holdings SA(a) | ||||
08/01/2024 | 5.625% | 366,000 | 366,218 | |
INEOS Quattro Finance 2 Plc(a) | ||||
01/15/2026 | 3.375% | 739,000 | 743,557 | |
Ingevity Corp.(a) | ||||
11/01/2028 | 3.875% | 494,000 | 494,056 | |
Innophos Holdings, Inc.(a) | ||||
02/15/2028 | 9.375% | 454,000 | 490,157 | |
Iris Holdings, Inc.(a),(k) | ||||
02/15/2026 | 8.750% | 279,000 | 284,485 | |
Minerals Technologies, Inc.(a) | ||||
07/01/2028 | 5.000% | 140,000 | 146,489 | |
Phosagro OAO Via Phosagro Bond Funding DAC(a) | ||||
11/03/2021 | 3.950% | 304,000 | 306,401 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
PQ Corp.(a) | ||||
12/15/2025 | 5.750% | 236,000 | 242,785 | |
SPCM SA(a) | ||||
09/15/2025 | 4.875% | 82,000 | 83,941 | |
WR Grace & Co.(a) | ||||
06/15/2027 | 4.875% | 561,000 | 592,645 | |
Total | 6,415,911 | |||
Construction Machinery 0.1% | ||||
H&E Equipment Services, Inc.(a) | ||||
12/15/2028 | 3.875% | 806,000 | 799,875 | |
Herc Holdings, Inc.(a) | ||||
07/15/2027 | 5.500% | 129,000 | 135,329 | |
NESCO Holdings II, Inc.(a) | ||||
04/15/2029 | 5.500% | 373,000 | 385,582 | |
Ritchie Bros. Auctioneers, Inc.(a) | ||||
01/15/2025 | 5.375% | 183,000 | 188,141 | |
United Rentals North America, Inc. | ||||
09/15/2026 | 5.875% | 356,000 | 367,969 | |
05/15/2027 | 5.500% | 361,000 | 379,775 | |
02/15/2031 | 3.875% | 194,000 | 199,686 | |
United Rentals North America, Inc.(c) | ||||
01/15/2032 | 3.750% | 302,000 | 302,000 | |
Total | 2,758,357 | |||
Consumer Cyclical Services 0.1% | ||||
APX Group, Inc. | ||||
09/01/2023 | 7.625% | 155,000 | 158,633 | |
APX Group, Inc.(a) | ||||
07/15/2029 | 5.750% | 224,000 | 224,846 | |
Arches Buyer, Inc.(a) | ||||
06/01/2028 | 4.250% | 155,000 | 157,206 | |
12/01/2028 | 6.125% | 93,000 | 96,197 | |
ASGN, Inc.(a) | ||||
05/15/2028 | 4.625% | 398,000 | 414,006 | |
Match Group, Inc.(a) | ||||
06/01/2028 | 4.625% | 97,000 | 101,841 | |
02/15/2029 | 5.625% | 79,000 | 86,413 | |
Staples, Inc.(a) | ||||
04/15/2026 | 7.500% | 334,000 | 339,127 | |
04/15/2027 | 10.750% | 28,000 | 27,173 | |
Uber Technologies, Inc.(a) | ||||
05/15/2025 | 7.500% | 688,000 | 737,828 | |
01/15/2028 | 6.250% | 200,000 | 215,737 | |
Total | 2,559,007 |
8 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Consumer Products 0.1% | ||||
CD&R Smokey Buyer, Inc.(a) | ||||
07/15/2025 | 6.750% | 337,000 | 358,984 | |
Energizer Holdings, Inc.(a) | ||||
03/31/2029 | 4.375% | 382,000 | 383,785 | |
Mattel, Inc.(a) | ||||
04/01/2026 | 3.375% | 247,000 | 256,864 | |
12/15/2027 | 5.875% | 446,000 | 487,453 | |
04/01/2029 | 3.750% | 765,000 | 806,254 | |
Mattel, Inc. | ||||
11/01/2041 | 5.450% | 28,000 | 32,989 | |
Newell Brands, Inc. | ||||
06/01/2025 | 4.875% | 371,000 | 411,565 | |
Prestige Brands, Inc.(a) | ||||
01/15/2028 | 5.125% | 214,000 | 226,310 | |
04/01/2031 | 3.750% | 255,000 | 252,733 | |
Spectrum Brands, Inc. | ||||
07/15/2025 | 5.750% | 202,000 | 207,432 | |
Spectrum Brands, Inc.(a) | ||||
03/15/2031 | 3.875% | 247,000 | 247,126 | |
Total | 3,671,495 | |||
Diversified Manufacturing 0.4% | ||||
BWX Technologies, Inc.(a) | ||||
06/30/2028 | 4.125% | 314,000 | 321,924 | |
Carrier Global Corp. | ||||
04/05/2040 | 3.377% | 2,257,000 | 2,438,621 | |
04/05/2050 | 3.577% | 2,087,000 | 2,303,272 | |
CFX Escrow Corp.(a) | ||||
02/15/2026 | 6.375% | 349,000 | 368,622 | |
Gates Global LLC/Co.(a) | ||||
01/15/2026 | 6.250% | 876,000 | 913,636 | |
Madison IAQ LLC(a) | ||||
06/30/2028 | 4.125% | 741,000 | 742,129 | |
06/30/2029 | 5.875% | 792,000 | 800,973 | |
Resideo Funding, Inc.(a) | ||||
11/01/2026 | 6.125% | 408,000 | 428,910 | |
Stevens Holding Co., Inc.(a) | ||||
10/01/2026 | 6.125% | 282,000 | 303,004 | |
Vertical Holdco GmbH(a) | ||||
07/15/2028 | 7.625% | 145,000 | 157,376 | |
Vertical US Newco, Inc.(a) | ||||
07/15/2027 | 5.250% | 340,000 | 359,172 | |
WESCO Distribution, Inc.(a) | ||||
06/15/2025 | 7.125% | 1,621,000 | 1,746,479 | |
06/15/2028 | 7.250% | 346,000 | 385,473 | |
Total | 11,269,591 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Electric 2.4% | ||||
AEP Texas, Inc. | ||||
01/15/2050 | 3.450% | 2,995,000 | 3,194,537 | |
Appalachian Power Co. | ||||
05/15/2044 | 4.400% | 4,045,000 | 4,945,752 | |
Calpine Corp.(a) | ||||
06/01/2026 | 5.250% | 131,000 | 134,889 | |
02/15/2028 | 4.500% | 1,125,000 | 1,159,315 | |
03/15/2028 | 5.125% | 293,000 | 297,064 | |
02/01/2031 | 5.000% | 92,000 | 92,921 | |
Clearway Energy Operating LLC | ||||
09/15/2026 | 5.000% | 887,000 | 911,752 | |
Clearway Energy Operating LLC(a) | ||||
03/15/2028 | 4.750% | 744,000 | 788,435 | |
02/15/2031 | 3.750% | 1,511,000 | 1,517,829 | |
CMS Energy Corp. | ||||
03/01/2024 | 3.875% | 523,000 | 561,002 | |
11/15/2025 | 3.600% | 260,000 | 285,316 | |
Consolidated Edison Co. of New York, Inc. | ||||
06/15/2047 | 3.875% | 1,265,000 | 1,446,488 | |
DTE Energy Co. | ||||
10/01/2026 | 2.850% | 8,462,000 | 9,099,200 | |
Emera US Finance LP | ||||
06/15/2046 | 4.750% | 6,290,000 | 7,625,336 | |
Eversource Energy | ||||
01/15/2028 | 3.300% | 3,472,000 | 3,838,692 | |
Georgia Power Co. | ||||
03/15/2042 | 4.300% | 1,215,000 | 1,468,297 | |
Leeward Renewable Energy Operations LLC(a) | ||||
07/01/2029 | 4.250% | 200,000 | 203,954 | |
NextEra Energy Operating Partners LP(a) | ||||
07/15/2024 | 4.250% | 988,000 | 1,043,966 | |
09/15/2027 | 4.500% | 240,000 | 258,394 | |
NRG Energy, Inc. | ||||
01/15/2027 | 6.625% | 238,000 | 246,414 | |
01/15/2028 | 5.750% | 15,000 | 15,937 | |
NRG Energy, Inc.(a) | ||||
02/15/2029 | 3.375% | 270,000 | 270,156 | |
06/15/2029 | 5.250% | 1,142,000 | 1,225,137 | |
02/15/2031 | 3.625% | 650,000 | 655,729 | |
Pacific Gas and Electric Co. | ||||
07/01/2050 | 4.950% | 8,380,000 | 8,653,977 | |
PacifiCorp | ||||
02/15/2050 | 4.150% | 2,080,000 | 2,580,545 | |
Pattern Energy Operations LP/Inc.(a) | ||||
08/15/2028 | 4.500% | 132,000 | 136,364 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 9 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
PG&E Corp. | ||||
07/01/2028 | 5.000% | 80,000 | 78,156 | |
07/01/2030 | 5.250% | 147,000 | 143,372 | |
Southern Co. (The) | ||||
07/01/2046 | 4.400% | 3,188,000 | 3,845,278 | |
TerraForm Power Operating LLC(a) | ||||
01/31/2028 | 5.000% | 79,000 | 85,382 | |
01/15/2030 | 4.750% | 494,000 | 520,066 | |
Vistra Operations Co. LLC(a) | ||||
09/01/2026 | 5.500% | 68,000 | 70,059 | |
02/15/2027 | 5.625% | 209,000 | 216,999 | |
07/31/2027 | 5.000% | 712,000 | 735,693 | |
05/01/2029 | 4.375% | 450,000 | 461,604 | |
WEC Energy Group, Inc. | ||||
10/15/2027 | 1.375% | 3,345,000 | 3,320,017 | |
Xcel Energy, Inc. | ||||
06/15/2028 | 4.000% | 1,588,000 | 1,824,995 | |
12/01/2029 | 2.600% | 1,414,000 | 1,496,315 | |
06/01/2030 | 3.400% | 6,370,000 | 7,102,149 | |
Total | 72,557,483 | |||
Environmental 0.1% | ||||
GFL Environmental, Inc.(a) | ||||
06/01/2025 | 4.250% | 262,000 | 271,962 | |
08/01/2025 | 3.750% | 1,266,000 | 1,302,529 | |
12/15/2026 | 5.125% | 407,000 | 427,190 | |
08/01/2028 | 4.000% | 343,000 | 339,168 | |
09/01/2028 | 3.500% | 445,000 | 446,481 | |
06/15/2029 | 4.750% | 749,000 | 774,327 | |
Waste Pro USA, Inc.(a) | ||||
02/15/2026 | 5.500% | 943,000 | 960,456 | |
Total | 4,522,113 | |||
Finance Companies 0.6% | ||||
GE Capital International Funding Co. Unlimited Co. | ||||
11/15/2035 | 4.418% | 10,500,000 | 12,901,498 | |
Global Aircraft Leasing Co., Ltd.(a),(k) | ||||
09/15/2024 | 6.500% | 216,909 | 218,031 | |
Navient Corp. | ||||
06/15/2022 | 6.500% | 602,000 | 628,023 | |
01/25/2023 | 5.500% | 225,000 | 236,336 | |
06/15/2026 | 6.750% | 235,000 | 263,732 | |
03/15/2028 | 4.875% | 256,000 | 258,105 | |
Provident Funding Associates LP/Finance Corp.(a) | ||||
06/15/2025 | 6.375% | 618,000 | 631,738 | |
Quicken Loans LLC/Co-Issuer, Inc.(a) | ||||
03/01/2029 | 3.625% | 471,000 | 473,826 | |
03/01/2031 | 3.875% | 555,000 | 566,892 | |
SLM Corp. | ||||
10/29/2025 | 4.200% | 245,000 | 264,685 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Springleaf Finance Corp. | ||||
03/15/2024 | 6.125% | 502,000 | 540,277 | |
03/15/2025 | 6.875% | 181,000 | 205,647 | |
06/01/2025 | 8.875% | 57,000 | 62,719 | |
Total | 17,251,509 | |||
Food and Beverage 1.8% | ||||
Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | ||||
02/01/2046 | 4.900% | 13,543,000 | 17,367,695 | |
Bacardi Ltd.(a) | ||||
05/15/2048 | 5.300% | 8,600,000 | 11,521,144 | |
FAGE International SA/USA Dairy Industry, Inc.(a) | ||||
08/15/2026 | 5.625% | 1,399,000 | 1,441,043 | |
Grupo Bimbo SAB de CV(a) | ||||
06/27/2024 | 3.875% | 971,000 | 1,049,576 | |
JBS USA LUX SA/Food Co./Finance, Inc.(a) | ||||
01/15/2030 | 5.500% | 223,000 | 249,242 | |
12/01/2031 | 3.750% | 362,000 | 370,873 | |
Kraft Heinz Foods Co. | ||||
06/01/2046 | 4.375% | 7,724,000 | 8,884,105 | |
MHP SE(a) | ||||
05/10/2024 | 7.750% | 581,000 | 627,351 | |
Mondelez International, Inc. | ||||
04/13/2030 | 2.750% | 4,715,000 | 5,038,768 | |
Performance Food Group, Inc.(a) | ||||
05/01/2025 | 6.875% | 433,000 | 460,716 | |
Pilgrim’s Pride Corp.(a) | ||||
09/30/2027 | 5.875% | 491,000 | 524,984 | |
04/15/2031 | 4.250% | 1,454,000 | 1,547,542 | |
Post Holdings, Inc.(a) | ||||
03/01/2027 | 5.750% | 1,241,000 | 1,293,130 | |
01/15/2028 | 5.625% | 92,000 | 97,059 | |
04/15/2030 | 4.625% | 624,000 | 635,775 | |
09/15/2031 | 4.500% | 832,000 | 841,683 | |
Primo Water Holdings, Inc.(a) | ||||
04/30/2029 | 4.375% | 450,000 | 450,818 | |
Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed(a) | ||||
03/01/2029 | 4.625% | 317,000 | 320,457 | |
Triton Water Holdings, Inc.(a) | ||||
04/01/2029 | 6.250% | 438,000 | 438,499 | |
US Foods, Inc.(a) | ||||
04/15/2025 | 6.250% | 563,000 | 593,888 | |
02/15/2029 | 4.750% | 585,000 | 596,510 | |
Total | 54,350,858 | |||
Gaming 0.4% | ||||
Boyd Gaming Corp.(a) | ||||
06/01/2025 | 8.625% | 47,000 | 51,395 | |
06/15/2031 | 4.750% | 739,000 | 765,269 |
10 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Boyd Gaming Corp. | ||||
12/01/2027 | 4.750% | 332,000 | 343,997 | |
Caesars Resort Collection LLC/CRC Finco, Inc.(a) | ||||
10/15/2025 | 5.250% | 774,000 | 779,865 | |
CCM Merger, Inc.(a) | ||||
05/01/2026 | 6.375% | 133,000 | 139,955 | |
Colt Merger Sub, Inc.(a) | ||||
07/01/2025 | 5.750% | 428,000 | 449,601 | |
07/01/2025 | 6.250% | 1,442,000 | 1,521,308 | |
07/01/2027 | 8.125% | 646,000 | 711,337 | |
International Game Technology PLC(a) | ||||
02/15/2025 | 6.500% | 568,000 | 633,904 | |
04/15/2026 | 4.125% | 293,000 | 305,097 | |
MGM Growth Properties Operating Partnership LP/Finance Co-Issuer, Inc.(a) | ||||
06/15/2025 | 4.625% | 413,000 | 439,459 | |
MGM Growth Properties Operating Partnership LP/Finance Co-Issuer, Inc. | ||||
09/01/2026 | 4.500% | 538,000 | 574,486 | |
02/01/2027 | 5.750% | 223,000 | 249,413 | |
Midwest Gaming Borrower LLC(a) | ||||
05/01/2029 | 4.875% | 607,000 | 611,833 | |
Penn National Gaming, Inc.(a) | ||||
07/01/2029 | 4.125% | 373,000 | 367,646 | |
Scientific Games International, Inc.(a) | ||||
07/01/2025 | 8.625% | 90,000 | 97,224 | |
10/15/2025 | 5.000% | 1,979,000 | 2,033,423 | |
03/15/2026 | 8.250% | 283,000 | 300,919 | |
05/15/2028 | 7.000% | 88,000 | 94,965 | |
11/15/2029 | 7.250% | 603,000 | 676,114 | |
VICI Properties LP/Note Co., Inc.(a) | ||||
02/15/2025 | 3.500% | 495,000 | 506,060 | |
12/01/2026 | 4.250% | 358,000 | 372,326 | |
02/15/2027 | 3.750% | 106,000 | 109,109 | |
12/01/2029 | 4.625% | 55,000 | 58,931 | |
08/15/2030 | 4.125% | 85,000 | 89,283 | |
Wynn Las Vegas LLC/Capital Corp.(a) | ||||
03/01/2025 | 5.500% | 137,000 | 145,225 | |
Wynn Resorts Finance LLC/Capital Corp.(a) | ||||
04/15/2025 | 7.750% | 260,000 | 276,919 | |
Total | 12,705,063 | |||
Health Care 1.3% | ||||
Acadia Healthcare Co., Inc.(a) | ||||
07/01/2028 | 5.500% | 290,000 | 310,248 | |
04/15/2029 | 5.000% | 499,000 | 524,401 | |
Avantor Funding, Inc.(a) | ||||
07/15/2028 | 4.625% | 485,000 | 510,543 | |
Becton Dickinson and Co.(b) | ||||
3-month USD LIBOR + 1.030% 06/06/2022 | 1.161% | 4,916,000 | 4,954,356 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Becton Dickinson and Co. | ||||
06/06/2024 | 3.363% | 2,000,000 | 2,141,323 | |
02/11/2031 | 1.957% | 2,710,000 | 2,687,847 | |
Catalent Pharma Solutions, Inc.(a) | ||||
02/15/2029 | 3.125% | 158,000 | 154,885 | |
Change Healthcare Holdings LLC/Finance, Inc.(a) | ||||
03/01/2025 | 5.750% | 390,000 | 395,274 | |
Charles River Laboratories International, Inc.(a) | ||||
05/01/2028 | 4.250% | 42,000 | 43,900 | |
03/15/2029 | 3.750% | 215,000 | 220,407 | |
03/15/2031 | 4.000% | 172,000 | 181,273 | |
CHS/Community Health Systems, Inc.(a) | ||||
02/15/2025 | 6.625% | 438,000 | 459,518 | |
03/15/2026 | 8.000% | 392,000 | 420,138 | |
03/15/2027 | 5.625% | 129,000 | 136,624 | |
04/15/2029 | 6.875% | 402,000 | 423,176 | |
CVS Health Corp. | ||||
03/25/2048 | 5.050% | 8,650,000 | 11,518,923 | |
Encompass Health Corp. | ||||
02/01/2028 | 4.500% | 422,000 | 438,880 | |
HCA, Inc. | ||||
02/01/2025 | 5.375% | 1,273,000 | 1,441,223 | |
09/01/2028 | 5.625% | 223,000 | 268,124 | |
02/01/2029 | 5.875% | 873,000 | 1,067,926 | |
09/01/2030 | 3.500% | 529,000 | 572,714 | |
Hill-Rom Holdings, Inc.(a) | ||||
09/15/2027 | 4.375% | 274,000 | 286,526 | |
Hologic, Inc.(a) | ||||
02/15/2029 | 3.250% | 170,000 | 171,668 | |
Indigo Merger Sub, Inc.(a) | ||||
07/15/2026 | 2.875% | 281,000 | 286,945 | |
IQVIA, Inc.(a) | ||||
10/15/2026 | 5.000% | 970,000 | 999,142 | |
Jaguar Holding Co. II/PPD Development LP(a) | ||||
06/15/2025 | 4.625% | 1,492,000 | 1,564,735 | |
06/15/2028 | 5.000% | 166,000 | 179,338 | |
Ortho-Clinical Diagnostics, Inc./SA(a) | ||||
06/01/2025 | 7.375% | 104,000 | 111,286 | |
02/01/2028 | 7.250% | 23,000 | 25,067 | |
Radiology Partners, Inc.(a) | ||||
02/01/2028 | 9.250% | 186,000 | 201,924 | |
RP Escrow Issuer LLC(a) | ||||
12/15/2025 | 5.250% | 417,000 | 430,122 | |
Select Medical Corp.(a) | ||||
08/15/2026 | 6.250% | 1,751,000 | 1,853,659 | |
Syneos Health, Inc.(a) | ||||
01/15/2029 | 3.625% | 159,000 | 158,487 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 11 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Teleflex, Inc.(a) | ||||
06/01/2028 | 4.250% | 386,000 | 402,452 | |
Tenet Healthcare Corp. | ||||
07/15/2024 | 4.625% | 1,237,000 | 1,253,951 | |
Tenet Healthcare Corp.(a) | ||||
04/01/2025 | 7.500% | 366,000 | 393,560 | |
01/01/2026 | 4.875% | 220,000 | 227,581 | |
02/01/2027 | 6.250% | 578,000 | 602,329 | |
11/01/2027 | 5.125% | 774,000 | 812,198 | |
06/15/2028 | 4.625% | 69,000 | 71,317 | |
10/01/2028 | 6.125% | 834,000 | 888,090 | |
Total | 39,792,080 | |||
Healthcare Insurance 0.1% | ||||
Centene Corp.(a) | ||||
06/01/2026 | 5.375% | 162,000 | 168,733 | |
08/15/2026 | 5.375% | 158,000 | 164,654 | |
Centene Corp. | ||||
12/15/2027 | 4.250% | 215,000 | 226,554 | |
12/15/2029 | 4.625% | 916,000 | 1,004,579 | |
10/15/2030 | 3.000% | 752,000 | 782,238 | |
Total | 2,346,758 | |||
Home Construction 0.1% | ||||
Meritage Homes Corp. | ||||
06/01/2025 | 6.000% | 277,000 | 314,672 | |
Meritage Homes Corp.(a) | ||||
04/15/2029 | 3.875% | 618,000 | 652,503 | |
Shea Homes LP/Funding Corp.(a) | ||||
02/15/2028 | 4.750% | 70,000 | 71,922 | |
04/01/2029 | 4.750% | 346,000 | 355,827 | |
Taylor Morrison Communities, Inc.(a) | ||||
01/15/2028 | 5.750% | 84,000 | 94,894 | |
08/01/2030 | 5.125% | 514,000 | 558,897 | |
Taylor Morrison Communities, Inc./Holdings II(a) | ||||
04/15/2023 | 5.875% | 284,000 | 301,437 | |
TRI Pointe Group, Inc. | ||||
06/15/2028 | 5.700% | 144,000 | 159,408 | |
TRI Pointe Group, Inc./Homes | ||||
06/15/2024 | 5.875% | 143,000 | 158,466 | |
Total | 2,668,026 | |||
Independent Energy 1.8% | ||||
Apache Corp. | ||||
11/15/2025 | 4.625% | 152,000 | 163,461 | |
11/15/2027 | 4.875% | 427,000 | 459,562 | |
01/15/2030 | 4.250% | 1,168,000 | 1,221,241 | |
09/01/2040 | 5.100% | 1,860,000 | 1,994,850 | |
02/01/2042 | 5.250% | 337,000 | 362,517 | |
04/15/2043 | 4.750% | 365,000 | 375,950 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
01/15/2044 | 4.250% | 193,000 | 189,673 | |
Callon Petroleum Co. | ||||
10/01/2024 | 6.125% | 71,000 | 66,510 | |
07/01/2026 | 6.375% | 920,000 | 828,706 | |
Callon Petroleum Co.(a) | ||||
08/01/2028 | 8.000% | 400,000 | 376,111 | |
Canadian Natural Resources Ltd. | ||||
06/01/2027 | 3.850% | 1,825,000 | 2,025,027 | |
06/30/2033 | 6.450% | 855,000 | 1,146,842 | |
CNX Resources Corp.(a) | ||||
03/14/2027 | 7.250% | 595,000 | 634,186 | |
01/15/2029 | 6.000% | 123,000 | 130,207 | |
Comstock Resources, Inc.(a) | ||||
03/01/2029 | 6.750% | 284,000 | 296,717 | |
01/15/2030 | 5.875% | 286,000 | 287,681 | |
CrownRock LP/Finance, Inc.(a) | ||||
10/15/2025 | 5.625% | 648,000 | 664,330 | |
05/01/2029 | 5.000% | 223,000 | 232,945 | |
Devon Energy Corp.(a) | ||||
06/15/2028 | 5.875% | 67,000 | 74,038 | |
Encana Corp. | ||||
08/15/2034 | 6.500% | 17,000 | 22,636 | |
Endeavor Energy Resources LP/Finance, Inc.(a) | ||||
07/15/2025 | 6.625% | 202,000 | 213,688 | |
01/30/2028 | 5.750% | 321,000 | 337,044 | |
Energuate Trust(a) | ||||
05/03/2027 | 5.875% | 1,810,000 | 1,885,315 | |
EQT Corp. | ||||
10/01/2027 | 3.900% | 706,000 | 764,936 | |
01/15/2029 | 5.000% | 259,000 | 292,700 | |
EQT Corp.(j) | ||||
02/01/2030 | 8.750% | 149,000 | 195,733 | |
EQT Corp.(a) | ||||
05/15/2031 | 3.625% | 334,000 | 353,617 | |
Hilcorp Energy I LP/Finance Co.(a) | ||||
11/01/2028 | 6.250% | 22,000 | 22,948 | |
02/01/2029 | 5.750% | 264,000 | 269,874 | |
02/01/2031 | 6.000% | 282,000 | 294,139 | |
Indigo Natural Resources LLC(a) | ||||
02/01/2029 | 5.375% | 214,000 | 223,047 | |
Matador Resources Co. | ||||
09/15/2026 | 5.875% | 719,000 | 730,611 | |
Newfield Exploration Co. | ||||
07/01/2024 | 5.625% | 97,000 | 107,307 | |
01/01/2026 | 5.375% | 222,000 | 250,337 |
12 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Occidental Petroleum Corp. | ||||
07/15/2025 | 8.000% | 213,000 | 253,562 | |
08/15/2029 | 3.500% | 2,060,000 | 2,054,616 | |
09/01/2030 | 6.625% | 896,000 | 1,092,878 | |
01/01/2031 | 6.125% | 2,894,000 | 3,421,723 | |
09/15/2036 | 6.450% | 8,835,000 | 10,653,203 | |
03/15/2040 | 6.200% | 672,000 | 778,704 | |
07/15/2044 | 4.500% | 1,650,000 | 1,634,758 | |
06/15/2045 | 4.625% | 4,150,000 | 4,169,408 | |
03/15/2046 | 6.600% | 3,097,000 | 3,810,079 | |
04/15/2046 | 4.400% | 8,025,000 | 7,881,017 | |
08/15/2049 | 4.400% | 1,272,000 | 1,236,653 | |
Ovintiv, Inc. | ||||
11/01/2031 | 7.200% | 40,000 | 53,465 | |
SM Energy Co. | ||||
09/15/2026 | 6.750% | 377,000 | 374,188 | |
01/15/2027 | 6.625% | 159,000 | 158,392 | |
07/15/2028 | 6.500% | 254,000 | 253,074 | |
Total | 55,320,206 | |||
Integrated Energy 0.1% | ||||
Cenovus Energy, Inc. | ||||
07/15/2025 | 5.375% | 355,000 | 405,118 | |
11/15/2039 | 6.750% | 257,000 | 349,930 | |
Lukoil International Finance BV(a) | ||||
04/24/2023 | 4.563% | 971,000 | 1,028,196 | |
Total | 1,783,244 | |||
Leisure 0.3% | ||||
Carnival Corp.(a) | ||||
03/01/2026 | 7.625% | 358,000 | 379,282 | |
03/01/2027 | 5.750% | 1,129,000 | 1,147,206 | |
08/01/2028 | 4.000% | 926,000 | 923,803 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp. | ||||
06/01/2024 | 5.375% | 225,000 | 226,896 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Operations LLC(a) | ||||
05/01/2025 | 5.500% | 968,000 | 1,005,249 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Operations LLC | ||||
10/01/2028 | 6.500% | 496,000 | 535,552 | |
Cinemark USA, Inc.(a) | ||||
05/01/2025 | 8.750% | 138,000 | 147,942 | |
03/15/2026 | 5.875% | 695,000 | 682,881 | |
07/15/2028 | 5.250% | 339,000 | 318,707 | |
Live Nation Entertainment, Inc.(a) | ||||
11/01/2024 | 4.875% | 47,000 | 47,783 | |
03/15/2026 | 5.625% | 92,000 | 95,801 | |
05/15/2027 | 6.500% | 280,000 | 310,031 | |
NCL Corp Ltd.(a) | ||||
03/15/2026 | 5.875% | 322,000 | 324,371 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
NCL Finance Ltd.(a) | ||||
03/15/2028 | 6.125% | 168,000 | 169,146 | |
Royal Caribbean Cruises Ltd.(a) | ||||
06/15/2023 | 9.125% | 146,000 | 159,071 | |
07/01/2026 | 4.250% | 435,000 | 424,384 | |
04/01/2028 | 5.500% | 570,000 | 581,119 | |
Royal Caribbean Cruises Ltd. | ||||
03/15/2028 | 3.700% | 330,000 | 311,486 | |
Six Flags Entertainment Corp.(a) | ||||
07/31/2024 | 4.875% | 491,000 | 494,881 | |
Six Flags Theme Parks, Inc.(a) | ||||
07/01/2025 | 7.000% | 61,000 | 65,119 | |
Viking Cruises Ltd.(a) | ||||
09/15/2027 | 5.875% | 223,000 | 211,830 | |
Viking Ocean Cruises Ship VII Ltd.(a) | ||||
02/15/2029 | 5.625% | 115,000 | 114,970 | |
VOC Escrow Ltd.(a) | ||||
02/15/2028 | 5.000% | 34,000 | 33,743 | |
Total | 8,711,253 | |||
Life Insurance 0.2% | ||||
Massachusetts Mutual Life Insurance Co.(a) | ||||
Subordinated | ||||
10/15/2070 | 3.729% | 1,556,000 | 1,726,437 | |
Peachtree Corners Funding Trust(a) | ||||
02/15/2025 | 3.976% | 2,100,000 | 2,308,930 | |
Teachers Insurance & Annuity Association of America(a) | ||||
Subordinated | ||||
09/15/2044 | 4.900% | 205,000 | 272,501 | |
Voya Financial, Inc. | ||||
06/15/2046 | 4.800% | 924,000 | 1,196,391 | |
Total | 5,504,259 | |||
Lodging 0.0% | ||||
Hilton Domestic Operating Co., Inc.(a) | ||||
05/01/2025 | 5.375% | 61,000 | 63,874 | |
05/01/2028 | 5.750% | 67,000 | 72,193 | |
02/15/2032 | 3.625% | 253,000 | 252,413 | |
Marriott Ownership Resorts, Inc.(a) | ||||
06/15/2029 | 4.500% | 188,000 | 189,265 | |
Wyndham Hotels & Resorts, Inc.(a) | ||||
08/15/2028 | 4.375% | 312,000 | 322,098 | |
Total | 899,843 | |||
Media and Entertainment 0.4% | ||||
Cengage Learning, Inc.(a) | ||||
06/15/2024 | 9.500% | 815,000 | 834,882 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 13 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Clear Channel International BV(a) | ||||
08/01/2025 | 6.625% | 289,000 | 303,000 | |
Clear Channel Outdoor Holdings, Inc.(a) | ||||
04/15/2028 | 7.750% | 1,033,000 | 1,076,234 | |
06/01/2029 | 7.500% | 632,000 | 654,991 | |
Clear Channel Worldwide Holdings, Inc.(a) | ||||
08/15/2027 | 5.125% | 672,000 | 690,364 | |
Diamond Sports Group LLC/Finance Co.(a) | ||||
08/15/2026 | 5.375% | 232,000 | 134,701 | |
08/15/2027 | 6.625% | 85,000 | 33,860 | |
iHeartCommunications, Inc. | ||||
05/01/2026 | 6.375% | 767,634 | 810,823 | |
05/01/2027 | 8.375% | 996,507 | 1,061,295 | |
iHeartCommunications, Inc.(a) | ||||
08/15/2027 | 5.250% | 392,000 | 408,720 | |
01/15/2028 | 4.750% | 275,000 | 284,078 | |
Lamar Media Corp. | ||||
02/15/2028 | 3.750% | 444,000 | 452,364 | |
01/15/2029 | 4.875% | 64,000 | 67,919 | |
Netflix, Inc. | ||||
04/15/2028 | 4.875% | 546,000 | 638,228 | |
11/15/2028 | 5.875% | 749,000 | 930,632 | |
05/15/2029 | 6.375% | 525,000 | 674,938 | |
Netflix, Inc.(a) | ||||
11/15/2029 | 5.375% | 167,000 | 205,922 | |
06/15/2030 | 4.875% | 126,000 | 151,874 | |
Outfront Media Capital LLC/Corp.(a) | ||||
08/15/2027 | 5.000% | 268,000 | 274,720 | |
01/15/2029 | 4.250% | 207,000 | 207,782 | |
03/15/2030 | 4.625% | 144,000 | 145,123 | |
Playtika Holding Corp.(a) | ||||
03/15/2029 | 4.250% | 409,000 | 408,095 | |
Scripps Escrow II, Inc.(a) | ||||
01/15/2029 | 3.875% | 78,000 | 78,015 | |
01/15/2031 | 5.375% | 152,000 | 151,963 | |
Scripps Escrow, Inc.(a) | ||||
07/15/2027 | 5.875% | 46,000 | 47,611 | |
Univision Communications, Inc.(a) | ||||
05/01/2029 | 4.500% | 361,000 | 362,011 | |
Total | 11,090,145 | |||
Metals and Mining 0.4% | ||||
Alcoa Nederland Holding BV(a) | ||||
09/30/2026 | 7.000% | 252,000 | 262,922 | |
03/31/2029 | 4.125% | 282,000 | 296,258 | |
Commercial Metals Co. | ||||
02/15/2031 | 3.875% | 60,000 | 60,460 | |
Constellium NV(a) | ||||
02/15/2026 | 5.875% | 863,000 | 885,423 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Constellium SE(a) | ||||
06/15/2028 | 5.625% | 961,000 | 1,028,083 | |
04/15/2029 | 3.750% | 528,000 | 527,626 | |
Freeport-McMoRan, Inc. | ||||
09/01/2029 | 5.250% | 432,000 | 477,469 | |
08/01/2030 | 4.625% | 512,000 | 561,876 | |
03/15/2043 | 5.450% | 914,000 | 1,174,416 | |
Hudbay Minerals, Inc.(a) | ||||
04/01/2026 | 4.500% | 392,000 | 398,937 | |
04/01/2029 | 6.125% | 655,000 | 705,548 | |
Kaiser Aluminum Corp.(a) | ||||
06/01/2031 | 4.500% | 756,000 | 786,249 | |
Novelis Corp.(a) | ||||
09/30/2026 | 5.875% | 1,839,000 | 1,907,450 | |
01/30/2030 | 4.750% | 824,000 | 877,739 | |
Novelis Corp.(a),(c) | ||||
11/15/2026 | 3.250% | 381,000 | 386,363 | |
08/15/2031 | 3.875% | 459,000 | 464,160 | |
Total | 10,800,979 | |||
Midstream 1.5% | ||||
Cheniere Energy Partners LP | ||||
10/01/2026 | 5.625% | 1,287,000 | 1,329,473 | |
10/01/2029 | 4.500% | 392,000 | 422,811 | |
Cheniere Energy Partners LP(a) | ||||
03/01/2031 | 4.000% | 409,000 | 432,546 | |
Cheniere Energy, Inc. | ||||
10/15/2028 | 4.625% | 593,000 | 626,341 | |
DCP Midstream Operating LP | ||||
03/15/2023 | 3.875% | 48,000 | 49,258 | |
05/15/2029 | 5.125% | 484,000 | 539,821 | |
04/01/2044 | 5.600% | 174,000 | 199,880 | |
Delek Logistics Partners LP/Finance Corp. | ||||
05/15/2025 | 6.750% | 143,000 | 145,527 | |
DT Midstream, Inc.(a) | ||||
06/15/2029 | 4.125% | 469,000 | 480,929 | |
06/15/2031 | 4.375% | 375,000 | 389,135 | |
Enterprise Products Operating LLC | ||||
01/31/2060 | 3.950% | 1,055,000 | 1,186,844 | |
EQM Midstream Partners LP(a) | ||||
07/01/2025 | 6.000% | 157,000 | 170,845 | |
07/01/2027 | 6.500% | 417,000 | 468,173 | |
01/15/2029 | 4.500% | 315,000 | 320,174 | |
01/15/2031 | 4.750% | 839,000 | 857,063 | |
Galaxy Pipeline Assets Bidco Ltd.(a) | ||||
09/30/2040 | 3.250% | 950,000 | 963,486 | |
Holly Energy Partners LP/Finance Corp.(a) | ||||
02/01/2028 | 5.000% | 722,000 | 731,900 |
14 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
ITT Holdings LLC(a) | ||||
08/01/2029 | 6.500% | 367,000 | 366,101 | |
Kinder Morgan, Inc. | ||||
02/15/2046 | 5.050% | 4,250,000 | 5,277,180 | |
MPLX LP | ||||
04/15/2048 | 4.700% | 2,850,000 | 3,364,299 | |
NuStar Logistics LP | ||||
10/01/2025 | 5.750% | 1,237,000 | 1,352,322 | |
06/01/2026 | 6.000% | 284,000 | 308,068 | |
04/28/2027 | 5.625% | 165,000 | 178,505 | |
10/01/2030 | 6.375% | 604,000 | 671,489 | |
Plains All American Pipeline LP/Finance Corp. | ||||
06/15/2044 | 4.700% | 9,075,000 | 9,742,165 | |
Rockpoint Gas Storage Canada Ltd.(a) | ||||
03/31/2023 | 7.000% | 184,000 | 187,926 | |
Sunoco LP/Finance Corp. | ||||
02/15/2026 | 5.500% | 1,219,000 | 1,254,590 | |
04/15/2027 | 6.000% | 239,000 | 249,455 | |
Targa Resources Partners LP/Finance Corp. | ||||
04/15/2026 | 5.875% | 371,000 | 388,417 | |
02/01/2027 | 5.375% | 376,000 | 390,202 | |
01/15/2028 | 5.000% | 577,000 | 606,778 | |
01/15/2029 | 6.875% | 43,000 | 48,286 | |
03/01/2030 | 5.500% | 1,091,000 | 1,202,707 | |
Targa Resources Partners LP/Finance Corp.(a) | ||||
02/01/2031 | 4.875% | 1,635,000 | 1,767,237 | |
01/15/2032 | 4.000% | 283,000 | 292,536 | |
TransMontaigne Partners LP/TLP Finance Corp. | ||||
02/15/2026 | 6.125% | 279,000 | 283,920 | |
Venture Global Calcasieu Pass LLC(a),(c) | ||||
08/15/2029 | 3.875% | 461,000 | 470,862 | |
08/15/2031 | 4.125% | 539,000 | 555,870 | |
Western Gas Partners LP | ||||
08/15/2048 | 5.500% | 2,583,000 | 2,878,080 | |
Williams Companies, Inc. (The) | ||||
09/15/2045 | 5.100% | 3,460,000 | 4,354,849 | |
Total | 45,506,050 | |||
Natural Gas 0.4% | ||||
NiSource, Inc. | ||||
05/01/2030 | 3.600% | 3,435,000 | 3,851,537 | |
02/15/2043 | 5.250% | 535,000 | 717,116 | |
05/15/2047 | 4.375% | 6,799,000 | 8,349,639 | |
Sempra Energy | ||||
06/15/2027 | 3.250% | 302,000 | 330,762 | |
Total | 13,249,054 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Oil Field Services 0.0% | ||||
Apergy Corp. | ||||
05/01/2026 | 6.375% | 189,000 | 197,600 | |
Archrock Partners LP/Finance Corp.(a) | ||||
04/01/2028 | 6.250% | 100,000 | 101,877 | |
Nabors Industries Ltd.(a) | ||||
01/15/2026 | 7.250% | 164,000 | 153,553 | |
Transocean Guardian Ltd.(a) | ||||
01/15/2024 | 5.875% | 55,611 | 52,687 | |
Transocean Pontus Ltd.(a) | ||||
08/01/2025 | 6.125% | 34,075 | 33,605 | |
Transocean Sentry Ltd.(a) | ||||
05/15/2023 | 5.375% | 581,709 | 556,103 | |
USA Compression Partners LP/Finance Corp. | ||||
04/01/2026 | 6.875% | 103,000 | 107,863 | |
Total | 1,203,288 | |||
Other Industry 0.0% | ||||
Dycom Industries, Inc.(a) | ||||
04/15/2029 | 4.500% | 420,000 | 426,711 | |
Hillenbrand, Inc. | ||||
03/01/2031 | 3.750% | 333,000 | 338,901 | |
Total | 765,612 | |||
Other REIT 0.1% | ||||
Ladder Capital Finance Holdings LLLP/Corp.(a) | ||||
03/15/2022 | 5.250% | 494,000 | 495,401 | |
10/01/2025 | 5.250% | 531,000 | 538,974 | |
02/01/2027 | 4.250% | 372,000 | 371,605 | |
06/15/2029 | 4.750% | 1,287,000 | 1,281,827 | |
Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer(a) | ||||
10/01/2028 | 5.875% | 380,000 | 405,006 | |
Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer(a) | ||||
05/15/2029 | 4.875% | 462,000 | 473,967 | |
RHP Hotel Properties LP/Finance Corp.(a) | ||||
02/15/2029 | 4.500% | 232,000 | 234,345 | |
RLJ Lodging Trust LP(a) | ||||
07/01/2026 | 3.750% | 326,000 | 330,229 | |
Service Properties Trust | ||||
03/15/2024 | 4.650% | 219,000 | 222,769 | |
10/01/2024 | 4.350% | 103,000 | 103,832 | |
12/15/2027 | 5.500% | 135,000 | 143,643 | |
Total | 4,601,598 | |||
Packaging 0.2% | ||||
Ardagh Metal Packaging Finance USA LLC/PLC(a) | ||||
09/01/2029 | 4.000% | 1,110,000 | 1,111,263 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 15 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Ardagh Packaging Finance PLC/Holdings USA, Inc.(a) | ||||
02/15/2025 | 6.000% | 501,000 | 516,440 | |
08/15/2026 | 4.125% | 1,492,000 | 1,539,711 | |
08/15/2027 | 5.250% | 383,000 | 391,202 | |
08/15/2027 | 5.250% | 303,000 | 309,785 | |
Berry Global, Inc.(a) | ||||
02/15/2026 | 4.500% | 296,000 | 301,921 | |
BWAY Holding Co.(a) | ||||
04/15/2024 | 5.500% | 296,000 | 298,528 | |
CANPACK SA/Eastern PA Land Investment Holding LLC(a) | ||||
11/01/2025 | 3.125% | 219,000 | 222,833 | |
Flex Acquisition Co., Inc.(a) | ||||
07/15/2026 | 7.875% | 550,000 | 574,025 | |
Novolex(a) | ||||
01/15/2025 | 6.875% | 28,000 | 28,350 | |
Trivium Packaging Finance BV(a) | ||||
08/15/2026 | 5.500% | 1,187,000 | 1,243,383 | |
08/15/2027 | 8.500% | 555,000 | 597,035 | |
Total | 7,134,476 | |||
Pharmaceuticals 0.6% | ||||
AbbVie, Inc. | ||||
06/15/2044 | 4.850% | 2,170,000 | 2,816,950 | |
11/21/2049 | 4.250% | 4,075,000 | 4,996,092 | |
Bausch Health Companies, Inc.(a) | ||||
04/15/2025 | 6.125% | 379,000 | 387,223 | |
11/01/2025 | 5.500% | 248,000 | 253,368 | |
04/01/2026 | 9.250% | 1,613,000 | 1,742,906 | |
01/31/2027 | 8.500% | 397,000 | 429,711 | |
08/15/2027 | 5.750% | 608,000 | 639,836 | |
01/30/2028 | 5.000% | 414,000 | 395,792 | |
06/01/2028 | 4.875% | 223,000 | 230,040 | |
02/15/2029 | 5.000% | 163,000 | 153,985 | |
02/15/2029 | 6.250% | 738,000 | 734,777 | |
02/15/2031 | 5.250% | 523,000 | 490,102 | |
Endo Dac/Finance LLC/Finco, Inc.(a) | ||||
07/31/2027 | 9.500% | 253,000 | 253,778 | |
06/30/2028 | 6.000% | 326,000 | 220,049 | |
Endo Luxembourg Finance Co I Sarl/US, Inc.(a) | ||||
04/01/2029 | 6.125% | 518,000 | 514,698 | |
Organon Finance 1 LLC(a) | ||||
04/30/2028 | 4.125% | 1,339,000 | 1,373,211 | |
04/30/2031 | 5.125% | 998,000 | 1,028,123 | |
Par Pharmaceutical, Inc.(a) | ||||
04/01/2027 | 7.500% | 419,000 | 427,771 | |
Total | 17,088,412 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Property & Casualty 0.2% | ||||
Alliant Holdings Intermediate LLC/Co-Issuer(a) | ||||
10/15/2027 | 4.250% | 673,000 | 668,397 | |
10/15/2027 | 6.750% | 1,071,000 | 1,119,393 | |
AssuredPartners, Inc.(a) | ||||
01/15/2029 | 5.625% | 375,000 | 372,933 | |
BroadStreet Partners, Inc.(a) | ||||
04/15/2029 | 5.875% | 648,000 | 658,953 | |
HUB International Ltd.(a) | ||||
05/01/2026 | 7.000% | 668,000 | 692,294 | |
MGIC Investment Corp. | ||||
08/15/2028 | 5.250% | 49,000 | 52,155 | |
Radian Group, Inc. | ||||
03/15/2025 | 6.625% | 908,000 | 1,018,855 | |
03/15/2027 | 4.875% | 339,000 | 368,348 | |
USI, Inc.(a) | ||||
05/01/2025 | 6.875% | 65,000 | 66,207 | |
Total | 5,017,535 | |||
Railroads 0.1% | ||||
Union Pacific Corp. | ||||
08/15/2059 | 3.950% | 985,000 | 1,178,074 | |
02/05/2070 | 3.750% | 1,215,000 | 1,383,626 | |
Total | 2,561,700 | |||
Restaurants 0.2% | ||||
1011778 BC ULC/New Red Finance, Inc.(a) | ||||
04/15/2025 | 5.750% | 1,123,000 | 1,186,009 | |
01/15/2028 | 3.875% | 884,000 | 891,378 | |
10/15/2030 | 4.000% | 299,000 | 298,258 | |
IRB Holding Corp.(a) | ||||
06/15/2025 | 7.000% | 1,508,000 | 1,612,983 | |
02/15/2026 | 6.750% | 887,000 | 916,001 | |
Yum! Brands, Inc.(a) | ||||
04/01/2025 | 7.750% | 1,070,000 | 1,157,934 | |
Yum! Brands, Inc. | ||||
03/15/2031 | 3.625% | 223,000 | 227,496 | |
Total | 6,290,059 | |||
Retailers 0.2% | ||||
Group 1 Automotive, Inc.(a) | ||||
08/15/2028 | 4.000% | 102,000 | 104,674 | |
Hanesbrands, Inc.(a) | ||||
05/15/2025 | 5.375% | 1,364,000 | 1,430,690 | |
L Brands, Inc.(a) | ||||
07/01/2025 | 9.375% | 47,000 | 60,974 | |
10/01/2030 | 6.625% | 278,000 | 320,650 |
16 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
L Brands, Inc. | ||||
06/15/2029 | 7.500% | 63,000 | 73,266 | |
11/01/2035 | 6.875% | 200,000 | 257,293 | |
LCM Investments Holdings II LLC(a) | ||||
05/01/2029 | 4.875% | 256,000 | 262,876 | |
Lowe’s Companies, Inc. | ||||
05/03/2047 | 4.050% | 3,340,000 | 3,938,285 | |
Macy’s Retail Holdings LLC(a) | ||||
04/01/2029 | 5.875% | 210,000 | 221,652 | |
Penske Automotive Group, Inc. | ||||
09/01/2025 | 3.500% | 36,000 | 37,120 | |
PetSmart, Inc./Finance Corp.(a) | ||||
02/15/2028 | 4.750% | 603,000 | 625,159 | |
02/15/2029 | 7.750% | 135,000 | 148,028 | |
Total | 7,480,667 | |||
Supermarkets 0.1% | ||||
Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
03/15/2026 | 7.500% | 76,000 | 82,823 | |
02/15/2028 | 5.875% | 296,000 | 316,764 | |
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
03/15/2026 | 3.250% | 1,250,000 | 1,279,803 | |
01/15/2027 | 4.625% | 688,000 | 727,257 | |
02/15/2030 | 4.875% | 581,000 | 628,670 | |
Total | 3,035,317 | |||
Technology 1.5% | ||||
Ascend Learning LLC(a) | ||||
08/01/2025 | 6.875% | 612,000 | 624,125 | |
08/01/2025 | 6.875% | 107,000 | 109,063 | |
Banff Merger Sub, Inc.(a) | ||||
09/01/2026 | 9.750% | 172,000 | 180,928 | |
Black Knight InfoServ LLC(a) | ||||
09/01/2028 | 3.625% | 269,000 | 269,796 | |
Boxer Parent Co., Inc.(a) | ||||
10/02/2025 | 7.125% | 94,000 | 100,259 | |
03/01/2026 | 9.125% | 28,000 | 29,336 | |
Broadcom Corp./Cayman Finance Ltd. | ||||
01/15/2027 | 3.875% | 4,365,000 | 4,845,524 | |
Broadcom, Inc. | ||||
11/15/2030 | 4.150% | 2,325,000 | 2,639,089 | |
Broadcom, Inc.(a) | ||||
04/15/2034 | 3.469% | 4,865,000 | 5,208,003 | |
Camelot Finance SA(a) | ||||
11/01/2026 | 4.500% | 189,000 | 197,021 | |
CDK Global, Inc. | ||||
06/01/2027 | 4.875% | 91,000 | 95,813 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CDK Global, Inc.(a) | ||||
05/15/2029 | 5.250% | 190,000 | 206,966 | |
Clarivate Science Holdings Corp.(a) | ||||
06/30/2028 | 3.875% | 375,000 | 378,310 | |
06/30/2029 | 4.875% | 809,000 | 817,635 | |
CommScope Technologies LLC(a) | ||||
06/15/2025 | 6.000% | 204,000 | 207,119 | |
Everi Holdings, Inc.(a) | ||||
07/15/2029 | 5.000% | 85,000 | 86,938 | |
Gartner, Inc.(a) | ||||
07/01/2028 | 4.500% | 204,000 | 215,623 | |
06/15/2029 | 3.625% | 287,000 | 294,083 | |
10/01/2030 | 3.750% | 482,000 | 496,649 | |
Helios Software Holdings, Inc.(a) | ||||
05/01/2028 | 4.625% | 693,000 | 682,809 | |
Intel Corp. | ||||
05/11/2047 | 4.100% | 901,000 | 1,091,934 | |
ION Trading Technologies Sarl(a) | ||||
05/15/2028 | 5.750% | 614,000 | 637,835 | |
Iron Mountain, Inc.(a) | ||||
07/15/2028 | 5.000% | 140,000 | 145,559 | |
09/15/2029 | 4.875% | 62,000 | 64,911 | |
07/15/2030 | 5.250% | 769,000 | 820,310 | |
Logan Merger Sub, Inc.(a) | ||||
09/01/2027 | 5.500% | 747,000 | 777,482 | |
Microchip Technology, Inc. | ||||
09/01/2025 | 4.250% | 488,000 | 513,020 | |
NCR Corp.(a) | ||||
04/15/2025 | 8.125% | 178,000 | 193,415 | |
09/01/2027 | 5.750% | 91,000 | 96,107 | |
10/01/2028 | 5.000% | 512,000 | 527,737 | |
04/15/2029 | 5.125% | 883,000 | 919,493 | |
09/01/2029 | 6.125% | 274,000 | 298,859 | |
10/01/2030 | 5.250% | 203,000 | 213,059 | |
Nielsen Finance LLC/Co.(a) | ||||
10/01/2028 | 5.625% | 204,000 | 215,445 | |
07/15/2029 | 4.500% | 373,000 | 376,135 | |
10/01/2030 | 5.875% | 255,000 | 279,344 | |
07/15/2031 | 4.750% | 466,000 | 470,216 | |
NXP BV/Funding LLC/USA, Inc.(a) | ||||
05/01/2030 | 3.400% | 1,090,000 | 1,205,989 | |
Oracle Corp. | ||||
04/01/2050 | 3.600% | 8,695,000 | 9,113,440 | |
03/25/2061 | 4.100% | 2,769,000 | 3,128,520 | |
Plantronics, Inc.(a) | ||||
03/01/2029 | 4.750% | 1,400,000 | 1,366,821 | |
PTC, Inc.(a) | ||||
02/15/2025 | 3.625% | 221,000 | 227,131 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 17 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
QualityTech LP/QTS Finance Corp.(a) | ||||
10/01/2028 | 3.875% | 836,000 | 895,950 | |
Sabre GLBL, Inc.(a) | ||||
04/15/2025 | 9.250% | 108,000 | 126,370 | |
09/01/2025 | 7.375% | 148,000 | 158,218 | |
Shift4 Payments LLC/Finance Sub, Inc.(a) | ||||
11/01/2026 | 4.625% | 362,000 | 377,032 | |
Square, Inc.(a) | ||||
06/01/2026 | 2.750% | 151,000 | 154,347 | |
06/01/2031 | 3.500% | 318,000 | 329,845 | |
Switch Ltd.(a) | ||||
09/15/2028 | 3.750% | 100,000 | 102,256 | |
06/15/2029 | 4.125% | 374,000 | 385,115 | |
Tempo Acquisition LLC/Finance Corp.(a) | ||||
06/01/2025 | 5.750% | 285,000 | 300,943 | |
Tencent Holdings Ltd.(a) | ||||
06/03/2050 | 3.240% | 2,050,000 | 2,008,300 | |
Verscend Escrow Corp.(a) | ||||
08/15/2026 | 9.750% | 739,000 | 780,668 | |
ZoomInfo Technologies LLC/Finance Corp.(a) | ||||
02/01/2029 | 3.875% | 1,026,000 | 1,026,797 | |
Total | 47,013,692 | |||
Transportation Services 0.2% | ||||
Avis Budget Car Rental LLC/Finance, Inc.(a) | ||||
03/15/2025 | 5.250% | 102,000 | 103,620 | |
07/15/2027 | 5.750% | 100,000 | 104,730 | |
FedEx Corp. | ||||
04/01/2046 | 4.550% | 3,660,000 | 4,513,161 | |
Total | 4,721,511 | |||
Wireless 0.7% | ||||
Altice France Holding SA(a) | ||||
02/15/2028 | 6.000% | 831,000 | 819,217 | |
Altice France SA(a) | ||||
05/01/2026 | 7.375% | 665,000 | 691,383 | |
02/01/2027 | 8.125% | 127,000 | 137,537 | |
01/15/2028 | 5.500% | 1,233,000 | 1,263,782 | |
07/15/2029 | 5.125% | 446,000 | 449,072 | |
American Tower Corp. | ||||
08/15/2029 | 3.800% | 5,040,000 | 5,680,967 | |
SBA Communications Corp. | ||||
09/01/2024 | 4.875% | 431,000 | 436,733 | |
02/15/2027 | 3.875% | 557,000 | 574,011 | |
SBA Communications Corp.(a) | ||||
02/01/2029 | 3.125% | 708,000 | 695,726 | |
Sprint Capital Corp. | ||||
03/15/2032 | 8.750% | 310,000 | 477,909 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Sprint Corp. | ||||
06/15/2024 | 7.125% | 994,000 | 1,143,068 | |
02/15/2025 | 7.625% | 741,000 | 874,344 | |
03/01/2026 | 7.625% | 485,000 | 592,202 | |
T-Mobile USA, Inc. | ||||
02/15/2026 | 2.250% | 140,000 | 141,698 | |
02/01/2028 | 4.750% | 286,000 | 305,112 | |
02/15/2029 | 2.625% | 572,000 | 572,040 | |
04/15/2030 | 3.875% | 880,000 | 994,418 | |
02/15/2031 | 2.875% | 318,000 | 319,674 | |
04/15/2031 | 3.500% | 630,000 | 662,362 | |
02/15/2041 | 3.000% | 2,350,000 | 2,373,110 | |
T-Mobile USA, Inc.(a) | ||||
04/15/2031 | 3.500% | 718,000 | 753,795 | |
Vmed O2 UK Financing I PLC(a) | ||||
01/31/2031 | 4.250% | 642,000 | 635,402 | |
07/15/2031 | 4.750% | 1,155,000 | 1,179,322 | |
Total | 21,772,884 | |||
Wirelines 1.5% | ||||
AT&T, Inc.(a) | ||||
09/15/2055 | 3.550% | 9,796,000 | 10,125,755 | |
12/01/2057 | 3.800% | 8,432,000 | 8,983,505 | |
Cablevision Lightpath LLC(a) | ||||
09/15/2028 | 5.625% | 200,000 | 204,155 | |
CenturyLink, Inc. | ||||
03/15/2022 | 5.800% | 459,000 | 471,261 | |
12/01/2023 | 6.750% | 1,148,000 | 1,269,305 | |
04/01/2025 | 5.625% | 527,000 | 574,944 | |
CenturyLink, Inc.(a) | ||||
12/15/2026 | 5.125% | 329,000 | 342,044 | |
02/15/2027 | 4.000% | 338,000 | 347,661 | |
DIRECTV Holdings LLC/Financing Co., Inc.(a),(c) | ||||
08/15/2027 | 5.875% | 347,000 | 359,008 | |
Front Range BidCo, Inc.(a) | ||||
03/01/2027 | 4.000% | 698,000 | 695,000 | |
03/01/2028 | 6.125% | 516,000 | 524,867 | |
Lumen Technologies, Inc.(a) | ||||
06/15/2029 | 5.375% | 376,000 | 386,053 | |
Northwest Fiber LLC/Finance Sub, Inc.(a) | ||||
02/15/2028 | 6.000% | 240,000 | 236,224 | |
Verizon Communications, Inc. | ||||
08/10/2033 | 4.500% | 10,107,000 | 12,321,088 | |
03/22/2061 | 3.700% | 7,566,000 | 8,363,861 | |
Total | 45,204,731 | |||
Total Corporate Bonds & Notes (Cost $725,704,223) | 749,669,177 | |||
18 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Foreign Government Obligations(m),(n) 3.2% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Belarus 0.0% | ||||
Republic of Belarus International Bond(a) | ||||
02/28/2023 | 6.875% | 660,000 | 660,193 | |
Canada 0.0% | ||||
NOVA Chemicals Corp.(a) | ||||
05/01/2025 | 5.000% | 75,000 | 80,201 | |
06/01/2027 | 5.250% | 445,000 | 479,816 | |
05/15/2029 | 4.250% | 289,000 | 292,847 | |
Total | 852,864 | |||
Colombia 0.9% | ||||
Colombia Government International Bond | ||||
04/15/2031 | 3.125% | 8,960,000 | 8,787,453 | |
04/22/2032 | 3.250% | 2,860,000 | 2,805,748 | |
02/26/2044 | 5.625% | 3,000,000 | 3,352,638 | |
06/15/2045 | 5.000% | 3,000,000 | 3,137,791 | |
05/15/2049 | 5.200% | 4,442,000 | 4,793,481 | |
Ecopetrol SA | ||||
04/29/2030 | 6.875% | 4,400,000 | 5,302,779 | |
Total | 28,179,890 | |||
Dominican Republic 0.0% | ||||
Dominican Republic International Bond(a) | ||||
01/25/2027 | 5.950% | 785,000 | 883,968 | |
Egypt 0.0% | ||||
Egypt Government International Bond(a) | ||||
01/31/2047 | 8.500% | 1,015,000 | 1,049,036 | |
Honduras 0.1% | ||||
Honduras Government International Bond(a) | ||||
03/15/2024 | 7.500% | 1,710,000 | 1,831,485 | |
03/15/2024 | 7.500% | 971,000 | 1,039,984 | |
Total | 2,871,469 | |||
India 0.1% | ||||
Export-Import Bank of India(a) | ||||
01/15/2030 | 3.250% | 2,250,000 | 2,311,338 | |
Indonesia 0.3% | ||||
PT Indonesia Asahan Aluminium Persero(a) | ||||
05/15/2025 | 4.750% | 342,000 | 375,528 | |
05/15/2030 | 5.450% | 1,700,000 | 1,976,750 | |
PT Pertamina Persero(a) | ||||
05/30/2044 | 6.450% | 1,650,000 | 2,165,088 | |
01/21/2050 | 4.175% | 5,280,000 | 5,463,047 | |
Total | 9,980,413 |
Foreign Government Obligations(m),(n) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Mexico 0.9% | ||||
Petroleos Mexicanos | ||||
09/21/2047 | 6.750% | 10,471,000 | 9,297,513 | |
01/23/2050 | 7.690% | 6,500,000 | 6,316,389 | |
01/28/2060 | 6.950% | 11,185,000 | 9,997,168 | |
Total | 25,611,070 | |||
Qatar 0.2% | ||||
Qatar Government International Bond(a) | ||||
03/14/2049 | 4.817% | 2,400,000 | 3,124,278 | |
Qatar Petroleum(a) | ||||
07/12/2031 | 2.250% | 2,788,000 | 2,829,127 | |
Total | 5,953,405 | |||
Romania 0.2% | ||||
Romanian Government International Bond(a) | ||||
05/26/2028 | 2.875% | EUR | 4,100,000 | 5,425,105 |
Russian Federation 0.1% | ||||
Gazprom OAO Via Gaz Capital SA(a) | ||||
02/06/2028 | 4.950% | 1,320,000 | 1,472,194 | |
Saudi Arabia 0.1% | ||||
Saudi Government International Bond(a) | ||||
04/17/2049 | 5.000% | 2,550,000 | 3,230,090 | |
Senegal 0.0% | ||||
Senegal Government International Bond(a) | ||||
05/23/2033 | 6.250% | 855,000 | 907,251 | |
South Africa 0.1% | ||||
Republic of South Africa Government International Bond | ||||
09/30/2029 | 4.850% | 2,300,000 | 2,433,780 | |
Turkey 0.1% | ||||
Turkey Government International Bond | ||||
02/17/2028 | 5.125% | 2,000,000 | 1,958,622 | |
Ukraine 0.0% | ||||
Ukraine Government International Bond(a) | ||||
09/25/2032 | 7.375% | 800,000 | 833,443 | |
United Arab Emirates 0.1% | ||||
Abu Dhabi National Energy Co. PJSC(a) | ||||
01/12/2023 | 3.625% | 264,000 | 275,942 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 19 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Foreign Government Obligations(m),(n) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
DP World PLC(a) | ||||
07/02/2037 | 6.850% | 1,280,000 | 1,734,152 | |
09/25/2048 | 5.625% | 1,100,000 | 1,379,780 | |
Total | 3,389,874 | |||
Total Foreign Government Obligations (Cost $96,666,397) | 98,004,005 | |||
Residential Mortgage-Backed Securities - Agency 16.0% | ||||
Federal Home Loan Mortgage Corp.(o) | ||||
12/01/2046 | 3.500% | 8,271,467 | 9,027,310 | |
Federal Home Loan Mortgage Corp.(b),(h) | ||||
CMO Series 3922 Class SH | ||||
-1.0 x 1-month USD LIBOR + 5.900% Cap 5.900% 09/15/2041 | 5.807% | 383,027 | 65,175 | |
CMO Series 4097 Class ST | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 08/15/2042 | 5.957% | 850,248 | 183,958 | |
CMO Series 4903 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 08/25/2049 | 5.961% | 16,276,049 | 3,204,922 | |
CMO Series 4979 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 06/25/2048 | 5.961% | 6,587,940 | 1,808,228 | |
CMO STRIPS Series 2012-278 Class S1 | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 09/15/2042 | 5.957% | 1,439,389 | 296,449 | |
CMO STRIPS Series 309 Class S4 | ||||
-1.0 x 1-month USD LIBOR + 5.970% Cap 5.970% 08/15/2043 | 5.877% | 617,026 | 133,187 | |
Federal Home Loan Mortgage Corp.(h) | ||||
CMO Series 4176 Class BI | ||||
03/15/2043 | 3.500% | 1,168,900 | 166,604 | |
CMO Series 4182 Class DI | ||||
05/15/2039 | 3.500% | 273,551 | 913 | |
Federal Home Loan Mortgage Corp.(g),(h) | ||||
CMO Series 4620 Class AS | ||||
11/15/2042 | 1.792% | 1,036,478 | 65,393 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal National Mortgage Association(b) | ||||
6-month USD LIBOR + 1.415% Floor 1.415%, Cap 11.040% 06/01/2032 | 1.665% | 2,793 | 2,808 | |
1-year CMT + 2.305% Floor 2.305%, Cap 10.430% 07/01/2037 | 2.305% | 51,993 | 51,738 | |
Federal National Mortgage Association | ||||
08/01/2034 | 5.500% | 53,201 | 61,542 | |
10/01/2040- 07/01/2041 | 4.500% | 2,686,400 | 2,994,504 | |
08/01/2043- 05/01/2044 | 4.000% | 10,117,288 | 11,163,512 | |
06/01/2045 | 3.500% | 1,403,679 | 1,511,514 | |
CMO Series 2017-72 Class B | ||||
09/25/2047 | 3.000% | 7,509,914 | 7,985,549 | |
Federal National Mortgage Association(o) | ||||
02/01/2048 | 4.000% | 5,239,717 | 5,646,142 | |
Federal National Mortgage Association(h) | ||||
CMO Series 2012-118 Class BI | ||||
12/25/2039 | 3.500% | 424,917 | 5,656 | |
CMO Series 2020-76 Class EI | ||||
11/25/2050 | 2.500% | 15,625,936 | 2,537,985 | |
CMO Series 2021-3 Class TI | ||||
02/25/2051 | 2.500% | 51,574,375 | 8,312,577 | |
Federal National Mortgage Association(b),(h) | ||||
CMO Series 2013-101 Class CS | ||||
-1.0 x 1-month USD LIBOR + 5.900% Cap 5.900% 10/25/2043 | 5.811% | 2,985,183 | 611,991 | |
CMO Series 2014-93 Class ES | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/25/2045 | 6.061% | 1,764,857 | 352,843 | |
CMO Series 2016-31 Class VS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 06/25/2046 | 5.911% | 1,333,865 | 305,700 | |
CMO Series 2016-53 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 08/25/2046 | 5.911% | 5,252,441 | 1,353,168 | |
CMO Series 2016-57 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 08/25/2046 | 5.911% | 12,634,427 | 3,142,970 |
20 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2017-109 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/25/2048 | 6.061% | 6,286,774 | 1,372,307 | |
CMO Series 2017-20 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 04/25/2047 | 6.011% | 5,420,967 | 1,322,431 | |
CMO Series 2017-54 Class NS | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/25/2047 | 6.061% | 4,518,648 | 1,112,623 | |
CMO Series 2017-54 Class SN | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/25/2047 | 6.061% | 9,619,560 | 2,399,972 | |
CMO Series 2018-66 Class SM | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 09/25/2048 | 6.111% | 6,467,257 | 1,362,639 | |
CMO Series 2018-67 MS Class MS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 09/25/2048 | 6.111% | 5,459,639 | 1,011,267 | |
CMO Series 2018-74 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 10/25/2048 | 6.061% | 9,552,227 | 1,918,904 | |
CMO Series 2019-33 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 07/25/2049 | 5.961% | 24,119,950 | 4,405,383 | |
CMO Series 2019-60 Class SH | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 10/25/2049 | 5.961% | 14,415,368 | 3,497,108 | |
CMO Series 2019-67 Class SE | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 11/25/2049 | 5.961% | 12,560,214 | 2,905,753 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Freddie Mac REMICS(h) | ||||
CMO Series 5123 Class IG | ||||
08/25/2048 | 2.500% | 16,739,712 | 1,850,952 | |
Government National Mortgage Association(b) | ||||
1-year CMT + 1.500% Floor 1.500%, Cap 11.500% 07/20/2025 | 2.250% | 5,946 | 6,116 | |
Government National Mortgage Association(o) | ||||
04/20/2048 | 4.500% | 7,228,455 | 7,731,905 | |
Government National Mortgage Association(h) | ||||
CMO Series 2014-184 Class CI | ||||
11/16/2041 | 3.500% | 4,510,764 | 401,620 | |
CMO Series 2020-175 Class KI | ||||
11/20/2050 | 2.500% | 29,277,826 | 4,213,278 | |
CMO Series 2020-191 Class UG | ||||
12/20/2050 | 3.500% | 21,137,855 | 3,330,926 | |
CMO Series 2021-16 Class KI | ||||
01/20/2051 | 2.500% | 25,481,725 | 3,728,950 | |
CMO Series 2021-89 Class IO | ||||
05/20/2051 | 3.000% | 27,826,257 | 4,375,595 | |
CMO Series 2021-9 Class MI | ||||
01/20/2051 | 2.500% | 24,358,037 | 2,948,350 | |
CMO Series 2021-97 Class IQ | ||||
06/20/2051 | 2.500% | 16,673,001 | 2,130,506 | |
Government National Mortgage Association(b),(h) | ||||
CMO Series 2017-130 Class GS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2047 | 6.116% | 10,763,014 | 3,064,122 | |
CMO Series 2017-130 Class HS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2047 | 6.116% | 6,186,672 | 1,540,715 | |
CMO Series 2017-149 Class BS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 10/20/2047 | 6.116% | 8,886,553 | 2,004,962 | |
CMO Series 2017-163 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 11/20/2047 | 6.116% | 4,187,297 | 873,710 | |
CMO Series 2017-37 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 03/20/2047 | 6.066% | 5,405,001 | 1,292,412 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 21 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2018-103 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2048 | 6.116% | 5,634,867 | 917,473 | |
CMO Series 2018-112 Class LS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2048 | 6.116% | 6,501,645 | 1,241,068 | |
CMO Series 2018-125 Class SK | ||||
-1.0 x 1-month USD LIBOR + 6.250% Cap 6.250% 09/20/2048 | 6.166% | 7,602,015 | 1,534,252 | |
CMO Series 2018-134 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 10/20/2048 | 6.116% | 6,296,646 | 1,064,763 | |
CMO Series 2018-139 Class SC | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 10/20/2048 | 6.066% | 4,842,140 | 804,451 | |
CMO Series 2018-148 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 01/20/2048 | 6.116% | 13,399,443 | 3,040,929 | |
CMO Series 2018-151 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 11/20/2048 | 6.066% | 11,171,071 | 2,050,772 | |
CMO Series 2018-89 Class MS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 06/20/2048 | 6.116% | 6,603,264 | 1,390,377 | |
CMO Series 2018-89 Class SM | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 06/20/2048 | 6.116% | 9,397,084 | 1,716,536 | |
CMO Series 2018-91 Class DS | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 07/20/2048 | 6.116% | 6,838,109 | 1,102,645 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-20 Class JS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 02/20/2049 | 5.916% | 10,210,716 | 2,027,000 | |
CMO Series 2019-5 Class SH | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/20/2049 | 6.066% | 7,558,090 | 1,333,398 | |
CMO Series 2019-56 Class SG | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 05/20/2049 | 6.066% | 8,777,979 | 1,612,612 | |
CMO Series 2019-59 Class KS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 05/20/2049 | 5.966% | 8,268,287 | 1,350,266 | |
CMO Series 2019-85 Class SC | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/20/2049 | 6.066% | 7,618,694 | 1,297,305 | |
CMO Series 2019-90 Class SD | ||||
-1.0 x 1-month USD LIBOR + 6.150% 07/20/2049 | 6.066% | 12,006,771 | 2,200,893 | |
CMO Series 2020-21 Class VS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 02/20/2050 | 5.966% | 6,108,950 | 877,111 | |
CMO Series 2020-62 Class SG | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 05/20/2050 | 6.066% | 10,310,915 | 1,901,164 | |
Government National Mortgage Association TBA(c) | ||||
08/19/2051 | 2.500% | 65,000,000 | 67,561,914 | |
Uniform Mortgage-Backed Security TBA(c) | ||||
08/17/2036- 08/12/2051 | 2.500% | 112,000,000 | 116,782,125 | |
08/17/2036- 08/12/2051 | 3.000% | 116,500,000 | 122,226,211 | |
08/12/2051 | 2.000% | 15,000,000 | 15,291,211 | |
08/12/2051 | 4.000% | 14,000,000 | 14,958,125 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $473,367,074) | 486,077,445 | |||
22 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency 35.1% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
American Mortgage Trust(d),(f),(g) | ||||
CMO Series 2093-3 Class 3A | ||||
07/27/2023 | 8.188% | 35 | 21 | |
Angel Oak Mortgage Trust I LLC(a),(g) | ||||
CMO Series 2018-3 Class M1 | ||||
09/25/2048 | 4.421% | 4,795,000 | 4,790,681 | |
Bayview Opportunity Master Fund IVa Trust(a),(g) | ||||
CMO Series 2020-RN2 Class A1 | ||||
06/28/2035 | 4.424% | 2,596,944 | 2,623,457 | |
Bayview Opportunity Master Fund Trust(a),(g) | ||||
CMO Series 2020-RN1 Class A1 | ||||
02/28/2035 | 3.228% | 1,575,641 | 1,575,512 | |
Bayview Opportunity Master Fund V Trust(a),(g) | ||||
CMO Series 2020-RN3 Class A1 | ||||
09/25/2035 | 3.105% | 2,907,838 | 2,919,348 | |
Bellemeade Re Ltd.(a),(b) | ||||
CMO Series 2017-1 Class M2 | ||||
1-month USD LIBOR + 3.350% 10/25/2027 | 3.439% | 2,878,794 | 2,915,259 | |
CMO Series 2019-1A Class M1A | ||||
1-month USD LIBOR + 1.300% Floor 1.300% 03/25/2029 | 1.389% | 493,473 | 493,537 | |
CMO Series 2019-1A Class M1B | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 03/25/2029 | 1.839% | 6,630,401 | 6,653,842 | |
CMO Series 2019-2A Class M1C | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 04/25/2029 | 2.089% | 5,250,000 | 5,280,114 | |
CMO Series 2019-2A Class M2 | ||||
1-month USD LIBOR + 3.100% Floor 3.100% 04/25/2029 | 3.189% | 1,500,000 | 1,519,925 | |
CMO Series 2019-3A Class M1A | ||||
1-month USD LIBOR + 1.100% Floor 1.100% 07/25/2029 | 1.189% | 785,003 | 786,522 | |
CMO Series 2019-3A Class M1B | ||||
1-month USD LIBOR + 1.600% Floor 1.600% 07/25/2029 | 1.689% | 12,700,000 | 12,748,966 | |
CMO Series 2019-4A Class M1C | ||||
1-month USD LIBOR + 2.500% Floor 2.500% 10/25/2029 | 2.589% | 3,727,000 | 3,726,998 | |
CMO Series 2020-2A Class M1B | ||||
1-month USD LIBOR + 3.200% Floor 3.200% 08/26/2030 | 3.289% | 5,998,268 | 6,075,319 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2020-3A Class M1B | ||||
1-month USD LIBOR + 2.850% Floor 2.850% 10/25/2030 | 2.939% | 3,000,000 | 3,047,504 | |
CMO Series 2020-3A Class M1C | ||||
1-month USD LIBOR + 3.700% Floor 3.700% 10/25/2030 | 3.789% | 6,900,000 | 7,277,574 | |
CMO Series 2020-4A Class M2A | ||||
1-month USD LIBOR + 2.600% Floor 2.600% 06/25/2030 | 2.689% | 3,055,697 | 3,060,625 | |
CMO Series 2021-1A Class M1B | ||||
30-day Average SOFR + 2.200% Floor 2.200% 03/25/2031 | 2.210% | 8,300,000 | 8,502,508 | |
CMO Series 2021-2A Class M1A | ||||
30-day Average SOFR + 1.200% Floor 1.200% 06/25/2031 | 1.210% | 10,000,000 | 10,018,883 | |
CMO Series 2021-2A Class M1B | ||||
30-day Average SOFR + 1.500% Floor 1.500% 06/25/2031 | 1.510% | 8,000,000 | 8,005,782 | |
Subordinated CMO Series 2018-3A Class B1 | ||||
1-month USD LIBOR + 3.900% Floor 3.900% 10/25/2028 | 3.989% | 6,000,000 | 6,147,001 | |
BRAVO Residential Funding Trust(a),(g) | ||||
CMO Series 2019-NQM2 Class A3 | ||||
11/25/2059 | 3.108% | 748,060 | 758,251 | |
CMO Series 2019-NQM2 Class M1 | ||||
11/25/2059 | 3.451% | 1,700,000 | 1,732,309 | |
BVRT Financing Trust(a),(b),(d) | ||||
CMO Series 2020-CRT1 Class M3 | ||||
1-month USD LIBOR + 4.000% 07/10/2032 | 4.077% | 11,000,000 | 11,055,000 | |
CMO Series 2021-2F Class M1 | ||||
30-day Average SOFR + 1.550% Floor 1.550% 01/10/2032 | 1.588% | 6,161,296 | 6,161,296 | |
CMO Series 2021-CRT2 Class M1 | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 11/10/2032 | 1.850% | 4,779,951 | 4,779,951 | |
CMO Series 2021-CRT3 Class B1 | ||||
30-day Average SOFR + 4.300% Floor 4.300% 01/10/2031 | 4.338% | 10,000,000 | 10,000,000 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 23 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2021-CRT3 Class M2 | ||||
30-day Average SOFR + 2.050% Floor 2.050% 01/10/2031 | 2.088% | 2,140,000 | 2,140,000 | |
CMO Series 2021-CRT3 Class M3 | ||||
30-day Average SOFR + 3.150% Floor 3.150% 01/10/2031 | 3.188% | 3,100,000 | 3,100,000 | |
BVRT Financing Trust(a),(b) | ||||
CMO Series 2021-1F Class M1 | ||||
30-day Average SOFR + 1.550% Floor 1.550% 03/15/2038 | 1.588% | 6,472,198 | 6,472,539 | |
BVRT Financing Trust(a),(b),(d),(f) | ||||
CMO Series 2021-CRT1 Class M2 | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 01/10/2033 | 2.350% | 11,346,021 | 11,381,477 | |
CMO Series 2021-CRT1 Class M3 | ||||
1-month USD LIBOR + 2.750% Floor 3.000% 01/10/2033 | 3.000% | 20,000,000 | 20,075,000 | |
CHL GMSR Issuer Trust(a),(b) | ||||
CMO Series 2018-GT1 Class A | ||||
1-month USD LIBOR + 1.000% 05/25/2023 | 2.839% | 6,600,000 | 6,611,747 | |
CIM Trust(a),(b) | ||||
CMO Series 2018-R6 Class A1 | ||||
1-month USD LIBOR + 1.076% Floor 1.080% 09/25/2058 | 1.172% | 6,529,228 | 6,493,707 | |
Citigroup Mortgage Loan Trust, Inc.(a),(g) | ||||
CMO Series 2014-12 Class 3A1 | ||||
10/25/2035 | 2.680% | 400,861 | 400,952 | |
CMO Series 2015-A Class A4 | ||||
06/25/2058 | 4.250% | 192,630 | 194,927 | |
Citigroup Mortgage Loan Trust, Inc.(a) | ||||
Subordinated CMO Series 2014-C Class B1 | ||||
02/25/2054 | 4.250% | 8,363,549 | 8,553,736 | |
Connecticut Avenue Securities Trust(a),(b) | ||||
CMO Series 2019-HRP1 Class M2 | ||||
1-month USD LIBOR + 2.150% 11/25/2039 | 2.239% | 7,474,334 | 7,432,566 | |
CMO Series 2020-R01 Class 1M2 | ||||
1-month USD LIBOR + 2.050% Floor 2.050% 01/25/2040 | 2.139% | 7,307,696 | 7,343,595 | |
Credit Suisse Mortgage Trust(a),(g) | ||||
CMO Series 2021-NQM1 Class A3 | ||||
05/25/2065 | 1.199% | 3,713,240 | 3,714,390 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CSMC Ltd.(a) | ||||
Subordinated CMO Series 2020-BPL2 Class A1 | ||||
03/25/2026 | 3.453% | 1,016,010 | 1,016,570 | |
CSMC Trust(a),(g) | ||||
CMO Series 2020-RPL2 Class A12 | ||||
02/25/2060 | 3.433% | 18,004,294 | 18,608,512 | |
Subordinated CMO Series 2020-RPL3 Class A1 | ||||
03/25/2060 | 2.691% | 4,321,981 | 4,367,577 | |
Deephaven Residential Mortgage Trust(a),(g) | ||||
CMO Series 2020-2 Class M1 | ||||
05/25/2065 | 4.112% | 7,190,000 | 7,452,447 | |
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% | 1,376,515 | 1,380,294 | |
Subordinated CMO Series 2020-1 Class M1B | ||||
1-month USD LIBOR + 1.450% 01/25/2030 | 1.539% | 15,300,000 | 15,192,357 | |
Eagle RE Ltd.(a),(b) | ||||
CMO Series 2020-2 Class M1B | ||||
1-month USD LIBOR + 4.000% 10/25/2030 | 4.148% | 2,500,000 | 2,510,443 | |
CMO Series 2020-2 Class M1C | ||||
1-month USD LIBOR + 4.500% 10/25/2030 | 4.650% | 5,750,000 | 5,828,533 | |
Ellington Financial Mortgage Trust(a),(g) | ||||
CMO Series 2019-2 Class M1 | ||||
11/25/2059 | 3.469% | 2,500,000 | 2,549,752 | |
Fannie Mae Connecticut Avenue Securities(b) | ||||
CMO Series 2014-C03 Class 1M2 | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 07/25/2024 | 3.089% | 12,928,205 | 13,024,027 | |
CMO Series 2018-C04 Class 2M2 | ||||
1-month USD LIBOR + 2.550% Floor 2.550% 12/25/2030 | 2.639% | 5,044,761 | 5,108,087 | |
Federal Home Loan Mortgage Corp. STACR REMIC Trust(a),(b) | ||||
CMO Series 2020-HQA4 Class M2 | ||||
1-month USD LIBOR + 3.150% 09/25/2050 | 3.239% | 5,359,091 | 5,392,227 | |
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes(b) | ||||
CMO Series 2018-DNA1 Class M2 | ||||
1-month USD LIBOR + 1.800% 07/25/2030 | 1.889% | 11,433,302 | 11,497,499 | |
FMC GMSR Issuer Trust(a),(g) | ||||
CMO Series 2019-GT2 Class A | ||||
09/25/2024 | 4.230% | 4,836,000 | 4,845,749 |
24 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2020-GT1 Class A | ||||
01/25/2026 | 4.450% | 10,500,000 | 10,618,772 | |
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% | 6,513,495 | 6,581,557 | |
CMO Series 2021-DNA5 Class M2 | ||||
30-day Average SOFR + 1.650% 01/25/2034 | 1.700% | 10,700,000 | 10,758,905 | |
Subordinated CMO Series 2020-HQA3 Class B1 | ||||
1-month USD LIBOR + 5.750% 07/25/2050 | 5.839% | 7,625,000 | 8,143,158 | |
Freddie Mac STACR Trust(a),(b) | ||||
Subordinated CMO Series 2019-DNA4 Class B1 | ||||
1-month USD LIBOR + 2.700% 10/25/2049 | 2.789% | 8,625,000 | 8,684,289 | |
Subordinated CMO Series 2019-FTR2 Class M2 | ||||
1-month USD LIBOR + 2.150% 11/25/2048 | 2.239% | 7,000,000 | 6,991,335 | |
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(b) | ||||
CMO Series 2020-DNA3 Class M2 | ||||
1-month USD LIBOR + 3.000% 06/25/2050 | 3.089% | 2,539,625 | 2,551,399 | |
CMO Series 2020-HQA5 Class M2 | ||||
30-day Average SOFR + 2.600% 11/25/2050 | 2.650% | 16,500,000 | 16,731,259 | |
Subordinated CMO Series 2020-HQA5 Class B1 | ||||
30-day Average SOFR + 4.000% 11/25/2050 | 4.050% | 8,500,000 | 8,924,108 | |
GCAT LLC(a),(g) | ||||
CMO Series 2021-CM1 Class A1 | ||||
04/25/2065 | 1.469% | 20,294,886 | 20,268,247 | |
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% | 1,658,029 | 1,658,042 | |
Glebe Funding Trust (The)(a),(d) | ||||
CMO Series 2021-1 Class PT | ||||
10/27/2023 | 3.000% | 24,305,391 | 24,305,391 | |
Home Re Ltd.(a),(b) | ||||
CMO Series 2020-1 Class M1C | ||||
1-month USD LIBOR + 4.150% Floor 4.150% 10/25/2030 | 4.294% | 11,550,000 | 11,864,580 | |
Homeward Opportunities Fund Trust(a),(g) | ||||
CMO Series 2020-BPL1 Class A1 | ||||
08/25/2025 | 3.228% | 8,662,516 | 8,825,518 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Legacy Mortgage Asset Trust(a) | ||||
CMO Series 2019-GS1 Class A1 | ||||
01/25/2059 | 4.000% | 2,931,944 | 2,933,754 | |
Legacy Mortgage Asset Trust(a),(g) | ||||
CMO Series 2021-GS1 Class A1 | ||||
10/25/2066 | 1.892% | 6,864,291 | 6,899,551 | |
CMO Series 2021-GS2 Class A1 | ||||
04/25/2061 | 1.750% | 5,825,001 | 5,842,657 | |
LVII Resecuritization Trust(a),(g) | ||||
Subordinated CMO Series 2009-3 Class B3 | ||||
11/25/2037 | 5.218% | 1,146,396 | 1,144,669 | |
MFA Trust(a),(g) | ||||
CMO Series 2020-NQM1 Class M1 | ||||
08/25/2049 | 3.071% | 2,800,000 | 2,874,674 | |
CMO Series 2020-NQM2 Class M1 | ||||
04/25/2065 | 3.034% | 12,854,000 | 13,112,468 | |
Mortgage Acquisition Trust I LLC(a),(d) | ||||
CMO Series 2021-1 Class PT | ||||
11/29/2023 | 3.500% | 8,573,632 | 8,573,632 | |
Mortgage Insurance-Linked Notes(a),(b) | ||||
CMO Series 2020-1 Class M1C | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 02/25/2030 | 1.839% | 2,387,788 | 2,371,171 | |
MRA Issuance Trust(a),(b),(d),(f) | ||||
CMO Series 2021-11 Class A1X | ||||
1-month USD LIBOR + 1.150% Floor 1.150% 01/25/2022 | 1.243% | 25,000,000 | 25,000,000 | |
CMO Series 2021-EBO8 Class A1 | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 02/16/2022 | 2.900% | 15,000,000 | 15,000,000 | |
CMO Series 2021-NA1 Class A1X | ||||
1-month USD LIBOR + 1.500% Floor 1.500% 03/08/2022 | 1.700% | 15,000,000 | 15,000,000 | |
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% | 20,000,000 | 19,998,170 | |
New Residential Mortgage LLC(a) | ||||
Subordinated CMO Series 2018-FNT1 Class D | ||||
05/25/2023 | 4.690% | 2,612,390 | 2,612,573 |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 25 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Subordinated CMO Series 2018-FNT1 Class E | ||||
05/25/2023 | 4.890% | 1,044,956 | 1,044,580 | |
New Residential Mortgage Loan Trust(a),(g) | ||||
CMO Series 2020-RPL2 Class A1 | ||||
08/25/2025 | 3.578% | 17,077,133 | 17,402,265 | |
New York Mortgage Trust(a),(g) | ||||
CMO Series 2021-BPL1 Class A1 | ||||
05/25/2026 | 2.239% | 8,280,000 | 8,281,494 | |
NRZ Excess Spread-Collateralized Notes(a) | ||||
Series 2020-PLS1 Class A | ||||
12/25/2025 | 3.844% | 4,883,701 | 4,940,059 | |
Oaktown Re II Ltd.(a),(b) | ||||
CMO Series 2018-1A Class M1 | ||||
1-month USD LIBOR + 1.550% 07/25/2028 | 1.639% | 1,032,766 | 1,039,373 | |
Oaktown Re III Ltd.(a),(b) | ||||
CMO Series 2019-1A Class M1A | ||||
1-month USD LIBOR + 1.400% Floor 1.400% 07/25/2029 | 1.489% | 116,746 | 116,919 | |
CMO Series 2019-1A Class M1B | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 07/25/2029 | 2.039% | 5,000,000 | 5,065,689 | |
Oaktown Re Ltd.(a),(b) | ||||
Subordinated CMO Series 2017-1A Class M2 | ||||
1-month USD LIBOR + 4.000% 04/25/2027 | 4.089% | 530,105 | 533,367 | |
Oaktown Re V Ltd.(a),(b) | ||||
CMO Series 2020-2A Class M1B | ||||
1-month USD LIBOR + 3.600% Floor 3.600% 10/25/2030 | 3.689% | 8,600,000 | 8,750,024 | |
Oaktown Re VI Ltd.(a),(b) | ||||
CMO Series 2021-1A Class M1B | ||||
30-day Average SOFR + 2.050% Floor 2.050% 10/25/2033 | 2.100% | 4,000,000 | 4,053,696 | |
OMSR(a) | ||||
CMO Series 2019-PLS1 Class A | ||||
11/25/2024 | 5.069% | 3,352,287 | 3,366,565 | |
OSAT Trust(a),(g) | ||||
CMO Series 2020-RPL1 Class A1 | ||||
12/26/2059 | 3.072% | 6,183,011 | 6,211,017 | |
PMT Credit Risk Transfer Trust(a),(b) | ||||
CMO Series 2019-1R Class A | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 03/27/2024 | 2.087% | 4,303,540 | 4,269,885 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2019-2R Class A | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 05/27/2023 | 2.837% | 4,152,977 | 4,104,441 | |
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% | 26,000,000 | 26,125,159 | |
CMO Series 2018-GT2 Class A | ||||
1-month USD LIBOR + 2.650% 08/25/2025 | 2.739% | 38,450,000 | 38,393,198 | |
Preston Ridge Partners LLC(a),(g) | ||||
CMO Series 2020-5 Class A1 | ||||
11/25/2025 | 3.104% | 2,963,407 | 2,974,097 | |
Preston Ridge Partners Mortgage(a),(g) | ||||
CMO Series 2021-2 Class A1 | ||||
03/25/2026 | 2.115% | 7,278,753 | 7,282,805 | |
Preston Ridge Partners Mortgage LLC(a),(g) | ||||
CMO Series 2021-3 Class A1 | ||||
04/25/2026 | 1.867% | 19,113,336 | 19,110,848 | |
Preston Ridge Partners Mortgage Trust(a),(g) | ||||
CMO Series 2021-1 Class A1 | ||||
01/25/2026 | 2.115% | 16,105,815 | 16,105,896 | |
Pretium Mortgage Credit Partners I LLC(a),(g) | ||||
CMO Series 2020-RPL2 Class A1 | ||||
06/27/2069 | 3.179% | 7,021,136 | 7,143,442 | |
CMO Series 2021-NPL2 Class A1 | ||||
06/27/2060 | 1.992% | 11,283,836 | 11,287,897 | |
PRPM LLC(a),(g) | ||||
CMO Series 2020-1A Class A1 | ||||
02/25/2025 | 2.981% | 20,784,080 | 21,036,918 | |
CMO Series 2020-2 Class A1 | ||||
08/25/2025 | 3.671% | 8,584,946 | 8,648,094 | |
PRPM LLC(a),(c),(g) | ||||
CMO Series 2021-RPL1 Class A1 | ||||
07/25/2051 | 1.319% | 6,500,000 | 6,499,936 | |
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% | 12,000,000 | 12,124,832 | |
CMO Series 2020-1 Class M1B | ||||
1-month USD LIBOR + 1.450% Floor 1.450% 02/25/2030 | 1.539% | 12,340,000 | 12,331,286 |
26 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Radnor RE Ltd.(a),(b) | ||||
CMO Series 2021-1 Class M1A | ||||
30-day Average SOFR + 1.650% Floor 1.650% 12/27/2033 | 1.660% | 10,500,000 | 10,506,593 | |
CMO Series 2021-1 Class M1C | ||||
30-day Average SOFR + 2.700% Floor 2.700% 12/27/2033 | 2.710% | 14,000,000 | 14,043,750 | |
Residential Mortgage Loan Trust(a),(g) | ||||
CMO Series 2019-3 Class A3 | ||||
09/25/2059 | 3.044% | 860,631 | 871,702 | |
Saluda Grade Alternative Mortgage Trust(a) | ||||
CMO Series 2020-FIG1 Class A1 | ||||
09/25/2050 | 3.568% | 10,900,751 | 11,093,229 | |
SG Residential Mortgage Trust(a),(g) | ||||
CMO Series 2019-3 Class M1 | ||||
09/25/2059 | 3.526% | 3,801,000 | 3,832,065 | |
STACR Trust(a),(b) | ||||
CMO Series 2018-DNA3 Class M2 | ||||
1-month USD LIBOR + 2.100% 09/25/2048 | 2.189% | 7,350,000 | 7,459,944 | |
Starwood Mortgage Residential Trust(a),(g) | ||||
CMO Series 2020-3 Class M1 | ||||
04/25/2065 | 3.544% | 6,500,000 | 6,658,373 | |
Station Place Securitization Trust(a),(b) | ||||
Subordinated CMO Series 2021-WL1 Class B | ||||
1-month USD LIBOR + 0.850% Floor 0.850% 01/26/2054 | 0.979% | 6,800,000 | 6,799,524 | |
Subordinated CMO Series 2021-WL1 Class C | ||||
1-month USD LIBOR + 1.050% Floor 1.050% 01/26/2054 | 1.179% | 4,300,000 | 4,299,699 | |
Stonnington Mortgage Trust(a),(d),(g) | ||||
CMO Series 2020-1 Class A | ||||
07/28/2024 | 5.500% | 5,300,690 | 5,300,690 | |
Toorak Mortgage Corp., Ltd.(g) | ||||
CMO Series 2019-2 Class A1 | ||||
09/25/2022 | 3.721% | 5,400,000 | 5,439,604 | |
Toorak Mortgage Corp., Ltd.(a),(g) | ||||
CMO Series 2021-1 Class A1 | ||||
06/25/2024 | 2.240% | 15,000,000 | 15,014,358 | |
Triangle Re Ltd.(a),(b) | ||||
CMO Series 2020-1 Class M1B | ||||
1-month USD LIBOR + 3.900% Floor 3.900% 10/25/2030 | 4.018% | 9,225,000 | 9,322,989 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2021-1 Class M1B | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 08/25/2033 | 3.089% | 17,500,000 | 17,618,783 | |
CMO Series 2021-1 Class M1C | ||||
1-month USD LIBOR + 3.400% Floor 3.400% 08/25/2033 | 3.489% | 7,250,000 | 7,303,349 | |
CMO Series 2021-2 Class M1B | ||||
1-month USD LIBOR + 2.600% Floor 2.600% 10/25/2033 | 2.689% | 8,800,000 | 8,904,669 | |
CMO Series 2021-2 Class M1C | ||||
1-month USD LIBOR + 4.500% Floor 4.500% 10/25/2033 | 4.589% | 4,800,000 | 5,003,600 | |
Vericrest Opportunity Loan Transferee(a),(g) | ||||
CMO Series 2021-NPL7 Class A1 | ||||
04/25/2051 | 2.116% | 7,653,132 | 7,676,300 | |
Vericrest Opportunity Loan Transferee XCIX LLC(a),(g) | ||||
CMO Series 2021-NPL8 Class A1 | ||||
04/25/2051 | 2.116% | 7,075,914 | 7,091,586 | |
Vericrest Opportunity Loan Transferee XCVI LLC(a),(g) | ||||
CMO Series 2021-NPL5 Class A1 | ||||
03/27/2051 | 2.116% | 9,570,626 | 9,581,313 | |
Verus Securitization Trust(a),(g) | ||||
CMO Series 2020-1 Class M1 | ||||
01/25/2060 | 3.021% | 13,245,000 | 13,586,616 | |
CMO Series 2020-4 Class M1 | ||||
06/25/2065 | 3.291% | 4,000,000 | 4,110,044 | |
CMO Series 2020-NPL1 Class A1 | ||||
08/25/2050 | 3.598% | 5,439,017 | 5,447,225 | |
CMO Series 2021-R1 Class A1 | ||||
10/25/2063 | 0.820% | 5,645,295 | 5,633,253 | |
Visio Trust(a),(g) | ||||
CMO Series 2019-2 Class A3 | ||||
11/25/2054 | 3.076% | 2,469,477 | 2,545,880 | |
Visio Trust(a) | ||||
CMO Series 2021-1R Class A1 | ||||
05/25/2056 | 1.280% | 13,717,410 | 13,698,393 | |
CMO Series 2021-1R Class A2 | ||||
05/25/2056 | 1.484% | 4,343,847 | 4,337,806 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $1,049,188,659) | 1,065,039,893 | |||
Columbia Total Return Bond Fund | Quarterly Report 2021 | 27 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Senior Loans 0.1% | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Consumer Cyclical Services 0.0% | ||||
8th Avenue Food & Provisions, Inc.(b),(p) | ||||
1st Lien Term Loan | ||||
1-month USD LIBOR + 3.500% 10/01/2025 | 3.589% | 119,412 | 118,695 | |
2nd Lien Term Loan | ||||
1-month USD LIBOR + 7.750% 10/01/2026 | 7.839% | 32,969 | 32,667 | |
Total | 151,362 | |||
Food and Beverage 0.0% | ||||
BellRing Brands LLC(b),(p) | ||||
Term Loan | ||||
1-month USD LIBOR + 4.000% Floor 0.750% 10/21/2024 | 4.750% | 88,386 | 88,703 | |
Health Care 0.0% | ||||
Radiology Partners, Inc.(b),(p) | ||||
Tranche B 1st Lien Term Loan | ||||
1-month USD LIBOR + 4.250% 07/09/2025 | 4.348% | 84,000 | 83,703 | |
Media and Entertainment 0.1% | ||||
Cengage Learning, Inc.(b),(p),(q) | ||||
Term Loan | ||||
1-month USD LIBOR + 4.750% Floor 1.000% 07/14/2026 | 5.750% | 719,955 | 718,889 | |
Technology 0.0% | ||||
Ascend Learning LLC(b),(p) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.000% Floor 1.000% 07/12/2024 | 4.000% | 57,453 | 57,310 | |
DCert Buyer, Inc.(b),(p) | ||||
2nd Lien Term Loan | ||||
1-month USD LIBOR + 7.000% 02/19/2029 | 7.092% | 404,000 | 407,030 | |
Epicore Software Corp.(b),(p) | ||||
2nd Lien Term Loan | ||||
1-month USD LIBOR + 7.750% Floor 1.000% 07/31/2028 | 8.750% | 106,000 | 109,445 |
Senior Loans (continued) | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Project Alpha Intermediate Holding, Inc.(b),(p) | ||||
Term Loan | ||||
1-month USD LIBOR + 4.000% 04/26/2024 | 4.100% | 97,224 | 96,980 | |
Total | 670,765 | |||
Total Senior Loans (Cost $1,706,725) | 1,713,422 | |||
U.S. Treasury Obligations 0.4% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
U.S. Treasury | ||||
08/15/2027 | 2.250% | 6,872,500 | 7,439,481 | |
08/15/2048 | 3.000% | 4,590,000 | 5,672,953 | |
Total U.S. Treasury Obligations (Cost $11,354,670) | 13,112,434 |
Options Purchased Calls 0.1% | ||||
Value ($) | ||||
(Cost $4,558,110) | 4,123,466 | |||
Options Purchased Puts 0.4% | ||||
(Cost $9,646,370) | 11,568,952 |
Money Market Funds 5.2% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 0.053%(r),(s) | 158,229,601 | 158,213,778 |
Total Money Market Funds (Cost $158,196,481) | 158,213,778 | |
Total Investments in Securities (Cost: $3,285,574,862) | 3,347,857,710 | |
Other Assets & Liabilities, Net | (315,689,971) | |
Net Assets | 3,032,167,739 |
At July 31, 2021, securities and/or cash totaling $52,721,473 were pledged as collateral.
28 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Investments in derivatives
Forward foreign currency exchange contracts | |||||
Currency to be sold | Currency to be purchased | Counterparty | Settlement date | Unrealized appreciation ($) | Unrealized depreciation ($) |
4,490,000 EUR | 5,284,030 USD | UBS | 08/26/2021 | — | (44,677) |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury 10-Year Note | 10,471 | 09/2021 | USD | 1,407,858,672 | 20,707,171 | — |
U.S. Treasury 2-Year Note | 441 | 09/2021 | USD | 97,309,406 | 9,466 | — |
U.S. Treasury 5-Year Note | 804 | 09/2021 | USD | 100,054,032 | 665,898 | — |
U.S. Treasury 5-Year Note | 397 | 09/2021 | USD | 49,404,789 | — | (6,819) |
U.S. Ultra Treasury Bond | 302 | 09/2021 | USD | 60,258,438 | 4,901,788 | — |
Total | 26,284,323 | (6,819) |
Call option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 180,500,000 | 180,500,000 | 1.00 | 01/21/2022 | 1,534,250 | 1,209,079 |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 151,400,000 | 151,400,000 | 1.10 | 01/24/2022 | 1,392,880 | 1,410,155 |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 30,000,000 | 30,000,000 | 1.00 | 07/08/2022 | 306,000 | 294,330 |
10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay 3-Month USD LIBOR BBA | Morgan Stanley | USD | 129,900,000 | 129,900,000 | 1.10 | 01/24/2022 | 1,324,980 | 1,209,902 |
Total | 4,558,110 | 4,123,466 |
Put option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 140,000,000 | 140,000,000 | 1.00 | 09/30/2021 | 2,436,000 | 4,315,990 |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 150,000,000 | 150,000,000 | 1.25 | 12/03/2021 | 2,325,000 | 3,006,480 |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 129,400,000 | 129,400,000 | 1.75 | 07/15/2022 | 2,238,620 | 1,920,102 |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 90,000,000 | 90,000,000 | 1.25 | 11/18/2021 | 1,098,000 | 1,686,348 |
5-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 147,500,000 | 147,500,000 | 1.50 | 05/20/2022 | 1,548,750 | 640,032 |
Total | 9,646,370 | 11,568,952 |
Call option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | (90,000,000) | (90,000,000) | 1.70 | 10/01/2021 | (1,244,250) | (3,688,920) |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 29 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Put option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | (120,000,000) | (120,000,000) | 2.20 | 03/17/2022 | (2,244,000) | (373,296) |
Cleared interest rate swap contracts | |||||||||||
Fund receives | Fund pays | Payment frequency | Counterparty | Maturity date | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Fixed rate of 2.372% | U.S. CPI Urban Consumers NSA | Receives at Maturity, Pays at Maturity | Morgan Stanley | 02/17/2031 | USD | 103,800,000 | (4,830,274) | — | — | — | (4,830,274) |
Fixed rate of 2.653% | U.S. CPI Urban Consumers NSA | Receives at Maturity, Pays at Maturity | Morgan Stanley | 05/14/2031 | USD | 49,000,000 | (469,005) | — | — | — | (469,005) |
Fixed rate of 2.510% | U.S. CPI Urban Consumers NSA | Receives at Maturity, Pays at Maturity | Morgan Stanley | 06/10/2031 | USD | 68,387,531 | (1,517,408) | — | — | — | (1,517,408) |
Total | (6,816,687) | — | — | — | (6,816,687) |
Credit default swap contracts - buy protection | ||||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | USD | 8,000,000 | 730,336 | (4,000) | 338,228 | — | 388,108 | — |
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 1,700,000 | 67,929 | (850) | 60,339 | — | 6,740 | — |
Markit CMBX North America Index, Series 11 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | USD | 1,000,000 | 91,292 | (500) | 60,479 | — | 30,313 | — |
Total | 889,557 | (5,350) | 459,046 | — | 425,161 | — |
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 ($) |
Markit CDX North America High Yield Index, Series 36 | Morgan Stanley | 06/20/2026 | 5.000 | Quarterly | USD | 7,033,869 | 9,837 | — | — | 9,837 | — |
Markit CDX North America High Yield Index, Series 36 | Morgan Stanley | 06/20/2026 | 5.000 | Quarterly | USD | 195,178,131 | (2,819,072) | — | — | — | (2,819,072) |
Total | (2,809,235) | — | — | 9,837 | (2,819,072) |
Credit default swap contracts - sell protection | |||||||||||||
Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 4,000,000 | (365,168) | 2,000 | — | (906,286) | 543,118 | — |
Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 7,000,000 | (639,044) | 3,500 | — | (870,185) | 234,641 | — |
Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 5,000,000 | (456,460) | 2,500 | — | (618,561) | 164,601 | — |
30 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Credit default swap contracts - sell protection (continued) | |||||||||||||
Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 9,200,000 | (839,887) | 4,600 | — | (1,768,283) | 932,996 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 12,000,000 | (1,095,504) | 6,000 | — | (1,943,542) | 854,038 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 5,000,000 | (456,460) | 2,500 | — | (1,121,876) | 667,916 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 5,000,000 | (456,460) | 2,500 | — | (869,043) | 415,083 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 5,000,000 | (456,459) | 2,500 | — | (836,835) | 382,876 | — |
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | 3.739 | USD | 3,000,000 | (119,874) | 1,500 | — | (456,493) | 338,119 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 7,000,000 | (639,044) | 3,500 | — | (1,566,110) | 930,566 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 5,000,000 | (456,460) | 2,500 | — | (1,015,332) | 561,372 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 7,000,000 | (639,044) | 3,500 | — | (1,171,570) | 536,026 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.015 | USD | 3,000,000 | (273,876) | 1,500 | — | (591,187) | 318,811 | — |
Total | (6,893,740) | 38,600 | — | (13,735,303) | 6,880,163 | — |
* | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
Reference index and values for swap contracts as of period end | ||
Reference index | Reference rate | |
U.S. CPI Urban Consumers NSA | United States Consumer Price All Urban Non-Seasonally Adjusted Index | 5.365% |
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 $2,084,021,463, which represents 68.73% of total net assets. |
(b) | Variable rate security. The interest rate shown was the current rate as of July 31, 2021. |
(c) | Represents a security purchased on a when-issued basis. |
(d) | Valuation based on significant unobservable inputs. |
(e) | Zero coupon bond. |
(f) | 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 $91,562,717, which represents 3.02% of total net assets. |
Columbia Total Return Bond Fund | Quarterly Report 2021 | 31 |
Portfolio of Investments (continued)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Columbia Total Return Bond Fund, July 31, 2021 (Unaudited)
Notes to Portfolio of Investments (continued)
(g) | 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. |
(h) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(i) | Non-income producing investment. |
(j) | 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. |
(k) | Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash. |
(l) | Represents securities that have defaulted on payment of interest. The Fund has stopped accruing interest on these securities. At July 31, 2021, the total value of these securities amounted to $41,069, which represents less than 0.01% of total net assets. |
(m) | Principal amounts are denominated in United States Dollars unless otherwise noted. |
(n) | Principal and interest may not be guaranteed by a governmental entity. |
(o) | This security or a portion of this security has been pledged as collateral in connection with derivative contracts. |
(p) | The stated interest rate represents the weighted average interest rate at July 31, 2021 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. These base lending rates are primarily the LIBOR and other short-term rates. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, cannot be predicted with accuracy. As a result, remaining maturities of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. |
(q) | Represents a security purchased on a forward commitment basis. |
(r) | The rate shown is the seven-day current annualized yield at July 31, 2021. |
(s) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended July 31, 2021 are as follows: |
Affiliated issuers | Beginning of period($) | 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% | ||||||||
167,900,915 | 492,538,201 | (502,225,338) | — | 158,213,778 | — | 15,726 | 158,229,601 |
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
EUR | Euro |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
32 | Columbia Total Return Bond Fund | Quarterly Report 2021 |
[THIS PAGE INTENTIONALLY LEFT BLANK]
You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
1QT166_04_L01_(09/21)