Portfolio of Investments
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
| U.S. Treasury Obligations 99.0% | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| U.S. Treasury | ||||
| 08/15/2022 | 1.500% | 5,166,000 | 5,241,674 | |
| 08/15/2022 | 1.625% | 6,041,000 | 6,137,278 | |
| 08/31/2022 | 0.125% | 4,920,000 | 4,921,922 | |
| 08/31/2022 | 1.625% | 5,252,000 | 5,338,986 | |
| 08/31/2022 | 1.875% | 5,303,000 | 5,405,124 | |
| 09/15/2022 | 1.500% | 5,201,000 | 5,282,875 | |
| 09/30/2022 | 0.125% | 9,509,000 | 9,511,972 | |
| 09/30/2022 | 1.750% | 4,941,000 | 5,035,767 | |
| 09/30/2022 | 1.875% | 2,485,000 | 2,536,156 | |
| 10/15/2022 | 1.375% | 5,539,000 | 5,623,816 | |
| 10/31/2022 | 0.125% | 24,269,000 | 24,274,688 | |
| 10/31/2022 | 1.875% | 4,226,000 | 4,319,104 | |
| 10/31/2022 | 2.000% | 6,441,000 | 6,592,464 | |
| 11/30/2022 | 0.125% | 6,959,000 | 6,960,087 | |
| 11/30/2022 | 2.000% | 3,927,000 | 4,025,328 | |
| 12/15/2022 | 1.625% | 4,795,000 | 4,894,084 | |
| 12/31/2022 | 2.125% | 6,873,000 | 7,066,303 | |
| 01/15/2023 | 1.500% | 2,792,000 | 2,847,731 | |
| 01/31/2023 | 0.125% | 3,958,000 | 3,957,382 | |
| 01/31/2023 | 1.750% | 3,340,000 | 3,420,760 | |
| 01/31/2023 | 2.375% | 1,475,000 | 1,524,436 | |
| 02/15/2023 | 1.375% | 3,053,000 | 3,111,317 | |
| 02/28/2023 | 1.500% | 2,065,000 | 2,109,365 | |
| 02/28/2023 | 2.625% | 2,928,000 | 3,042,832 | |
| 03/15/2023 | 0.500% | 5,584,000 | 5,616,501 | |
| 03/31/2023 | 0.125% | 20,652,000 | 20,643,933 | |
| 03/31/2023 | 1.500% | 4,328,000 | 4,425,211 | |
| 03/31/2023 | 2.500% | 4,278,000 | 4,444,942 | |
| 04/15/2023 | 0.250% | 5,022,000 | 5,030,435 | |
| 04/30/2023 | 2.750% | 3,348,000 | 3,499,052 | |
| 05/15/2023 | 0.125% | 12,058,000 | 12,050,935 | |
| 05/15/2023 | 1.750% | 4,971,000 | 5,111,586 | |
| 05/31/2023 | 1.625% | 3,369,000 | 3,458,621 | |
| 05/31/2023 | 2.750% | 3,539,000 | 3,705,858 | |
| 06/15/2023 | 0.250% | 6,948,000 | 6,958,042 | |
| 06/30/2023 | 1.375% | 6,823,000 | 6,979,716 | |
| 06/30/2023 | 2.625% | 6,836,000 | 7,155,102 | |
| 07/15/2023 | 0.125% | 6,693,000 | 6,686,202 | |
| 07/31/2023 | 1.250% | 3,432,000 | 3,504,796 | |
| 07/31/2023 | 2.750% | 4,617,000 | 4,852,719 | |
| 08/15/2023 | 0.125% | 9,193,000 | 9,180,791 | |
| 08/15/2023 | 2.500% | 10,669,000 | 11,167,442 | |
| 08/31/2023 | 1.375% | 5,465,000 | 5,598,209 | |
| 08/31/2023 | 2.750% | 1,832,000 | 1,928,752 | |
| 09/15/2023 | 0.125% | 7,282,000 | 7,269,484 | |
| 09/30/2023 | 1.375% | 4,418,000 | 4,528,450 | |
| 09/30/2023 | 2.875% | 14,079,000 | 14,887,443 | |
| 10/15/2023 | 0.125% | 5,403,000 | 5,391,603 | |
| 10/31/2023 | 1.625% | 4,343,000 | 4,478,719 | |
| 10/31/2023 | 2.875% | 3,399,000 | 3,600,550 | |
| 11/15/2023 | 0.250% | 7,045,000 | 7,049,403 | |
| 11/15/2023 | 2.750% | 17,046,000 | 18,026,145 | |
| 11/30/2023 | 2.125% | 3,030,000 | 3,162,799 | |
| 11/30/2023 | 2.875% | 4,657,000 | 4,941,877 | |
| U.S. Treasury Obligations (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| 12/15/2023 | 0.125% | 6,963,000 | 6,943,961 | |
| 12/31/2023 | 2.250% | 3,622,000 | 3,796,026 | |
| 12/31/2023 | 2.625% | 5,549,000 | 5,865,466 | |
| 01/15/2024 | 0.125% | 8,061,000 | 8,034,550 | |
| 01/31/2024 | 2.250% | 2,818,000 | 2,957,579 | |
| 01/31/2024 | 2.500% | 5,542,000 | 5,850,274 | |
| 02/15/2024 | 0.125% | 14,764,000 | 14,713,249 | |
| 02/15/2024 | 2.750% | 6,184,000 | 6,572,432 | |
| 02/29/2024 | 2.125% | 4,896,000 | 5,129,325 | |
| 02/29/2024 | 2.375% | 7,373,000 | 7,769,299 | |
| 03/15/2024 | 0.250% | 17,558,000 | 17,544,283 | |
| 03/31/2024 | 2.125% | 6,657,000 | 6,980,489 | |
| 04/15/2024 | 0.375% | 31,575,000 | 31,639,137 | |
| 04/30/2024 | 2.000% | 3,166,000 | 3,312,922 | |
| 04/30/2024 | 2.250% | 9,466,000 | 9,968,881 | |
| 05/15/2024 | 0.250% | 4,325,000 | 4,317,229 | |
| 05/15/2024 | 2.500% | 5,498,000 | 5,833,464 | |
| 05/31/2024 | 2.000% | 6,944,000 | 7,272,213 | |
| 06/15/2024 | 0.250% | 10,900,000 | 10,875,305 | |
| 06/30/2024 | 1.750% | 2,038,000 | 2,121,431 | |
| 06/30/2024 | 2.000% | 2,523,000 | 2,644,616 | |
| 07/31/2024 | 1.750% | 5,053,000 | 5,265,384 | |
| 07/31/2024 | 2.125% | 7,678,000 | 8,085,294 | |
| 08/15/2024 | 2.375% | 6,973,000 | 7,399,007 | |
| 08/31/2024 | 1.250% | 6,494,000 | 6,669,034 | |
| 09/30/2024 | 1.500% | 4,452,000 | 4,608,863 | |
| 10/31/2024 | 1.500% | 4,952,000 | 5,129,189 | |
| 10/31/2024 | 2.250% | 3,416,000 | 3,619,892 | |
| 11/15/2024 | 2.250% | 2,075,000 | 2,199,500 | |
| 11/30/2024 | 1.500% | 2,174,000 | 2,252,298 | |
| 11/30/2024 | 2.125% | 346,000 | 365,571 | |
| 12/31/2024 | 1.750% | 1,636,000 | 1,709,364 | |
| 12/31/2024 | 2.250% | 1,789,000 | 1,899,135 | |
| 01/31/2025 | 1.375% | 6,343,000 | 6,546,174 | |
| 01/31/2025 | 2.500% | 2,209,000 | 2,366,564 | |
| 02/15/2025 | 2.000% | 17,173,000 | 18,098,732 | |
| 02/28/2025 | 1.125% | 3,322,000 | 3,399,600 | |
| 02/28/2025 | 2.750% | 5,138,000 | 5,555,061 | |
| 03/31/2025 | 0.500% | 3,215,000 | 3,217,261 | |
| 03/31/2025 | 2.625% | 3,771,000 | 4,064,726 | |
| 04/30/2025 | 0.375% | 4,205,000 | 4,185,618 | |
| 04/30/2025 | 2.875% | 5,744,000 | 6,251,985 | |
| 05/15/2025 | 2.125% | 5,903,000 | 6,261,331 | |
| 05/31/2025 | 0.250% | 12,272,000 | 12,147,362 | |
| 05/31/2025 | 2.875% | 8,714,000 | 9,497,579 | |
| 06/30/2025 | 0.250% | 6,823,000 | 6,748,906 | |
| 06/30/2025 | 2.750% | 3,280,000 | 3,561,875 | |
| 07/31/2025 | 0.250% | 9,257,000 | 9,149,966 | |
| 07/31/2025 | 2.875% | 2,468,000 | 2,695,519 | |
| 08/15/2025 | 2.000% | 10,216,000 | 10,807,411 | |
| 08/31/2025 | 0.250% | 8,883,000 | 8,771,269 | |
| 08/31/2025 | 2.750% | 4,848,000 | 5,277,124 | |
| 09/30/2025 | 0.250% | 6,177,000 | 6,094,962 | |
| 09/30/2025 | 3.000% | 3,564,000 | 3,920,400 | |
| 10/31/2025 | 0.250% | 7,432,000 | 7,326,326 | |
| Columbia U.S. Treasury Index Fund | Quarterly Report 2021 | 1 |
Portfolio of Investments (continued)
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
| U.S. Treasury Obligations (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| 10/31/2025 | 3.000% | 3,111,000 | 3,426,961 | |
| 11/15/2025 | 2.250% | 6,847,000 | 7,329,499 | |
| 11/30/2025 | 0.375% | 13,209,000 | 13,083,102 | |
| 11/30/2025 | 2.875% | 3,722,000 | 4,084,604 | |
| 12/31/2025 | 0.375% | 7,714,000 | 7,633,847 | |
| 01/31/2026 | 0.375% | 9,051,000 | 8,948,469 | |
| 01/31/2026 | 2.625% | 4,569,000 | 4,974,499 | |
| 02/15/2026 | 1.625% | 5,126,000 | 5,353,466 | |
| 02/15/2026 | 6.000% | 2,388,000 | 2,960,933 | |
| 02/28/2026 | 2.500% | 4,259,000 | 4,617,688 | |
| 03/31/2026 | 0.750% | 24,800,000 | 24,914,313 | |
| 03/31/2026 | 2.250% | 6,048,000 | 6,493,568 | |
| 04/30/2026 | 0.750% | 7,190,000 | 7,219,771 | |
| 04/30/2026 | 2.375% | 6,787,000 | 7,331,020 | |
| 05/15/2026 | 1.625% | 5,906,000 | 6,171,770 | |
| 05/31/2026 | 2.125% | 4,135,000 | 4,420,250 | |
| 06/30/2026 | 1.875% | 5,874,000 | 6,211,755 | |
| 07/31/2026 | 1.875% | 3,061,000 | 3,238,681 | |
| 08/15/2026 | 1.500% | 8,703,000 | 9,044,321 | |
| 08/31/2026 | 1.375% | 5,002,000 | 5,168,473 | |
| 09/30/2026 | 1.625% | 4,248,000 | 4,442,811 | |
| 10/31/2026 | 1.625% | 2,647,000 | 2,768,390 | |
| 11/15/2026 | 2.000% | 8,262,000 | 8,799,675 | |
| 11/30/2026 | 1.625% | 3,260,000 | 3,409,756 | |
| 12/31/2026 | 1.750% | 2,844,000 | 2,993,977 | |
| 01/31/2027 | 1.500% | 6,535,000 | 6,792,316 | |
| 02/15/2027 | 2.250% | 5,499,000 | 5,937,202 | |
| 02/28/2027 | 1.125% | 5,093,000 | 5,188,494 | |
| 03/31/2027 | 0.625% | 2,295,000 | 2,273,664 | |
| 04/30/2027 | 0.500% | 3,196,000 | 3,139,820 | |
| 05/15/2027 | 2.375% | 13,557,000 | 14,755,947 | |
| 05/31/2027 | 0.500% | 5,916,000 | 5,804,613 | |
| 06/30/2027 | 0.500% | 7,037,000 | 6,900,108 | |
| 07/31/2027 | 0.375% | 9,213,000 | 8,958,203 | |
| 08/15/2027 | 2.250% | 7,510,000 | 8,129,575 | |
| 08/31/2027 | 0.500% | 10,005,000 | 9,786,922 | |
| 09/30/2027 | 0.375% | 9,622,000 | 9,331,085 | |
| 10/31/2027 | 0.500% | 13,366,000 | 13,045,425 | |
| 11/15/2027 | 2.250% | 8,740,000 | 9,465,830 | |
| 11/30/2027 | 0.625% | 13,598,000 | 13,360,035 | |
| 12/31/2027 | 0.625% | 5,653,000 | 5,548,773 | |
| 01/31/2028 | 0.750% | 10,850,000 | 10,723,699 | |
| 02/15/2028 | 2.750% | 8,150,000 | 9,093,617 | |
| 02/29/2028 | 1.125% | 11,723,000 | 11,862,211 | |
| 03/31/2028 | 1.250% | 9,588,000 | 9,769,273 | |
| 04/30/2028 | 1.250% | 13,626,000 | 13,879,358 | |
| 05/15/2028 | 2.875% | 7,901,000 | 8,896,032 | |
| 08/15/2028 | 2.875% | 7,563,000 | 8,530,828 | |
| 11/15/2028 | 3.125% | 7,800,000 | 8,950,500 | |
| 11/15/2028 | 5.250% | 2,293,000 | 2,977,675 | |
| 02/15/2029 | 2.625% | 9,624,000 | 10,718,730 | |
| 02/15/2029 | 5.250% | 6,351,000 | 8,288,055 | |
| 05/15/2029 | 2.375% | 11,278,000 | 12,368,794 | |
| 08/15/2029 | 1.625% | 6,694,000 | 6,969,082 | |
| 11/15/2029 | 1.750% | 5,207,000 | 5,472,232 | |
| 02/15/2030 | 1.500% | 9,114,000 | 9,380,300 | |
| 05/15/2030 | 0.625% | 15,387,000 | 14,692,181 | |
| U.S. Treasury Obligations (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| 05/15/2030 | 6.250% | 1,377,000 | 1,968,895 | |
| 08/15/2030 | 0.625% | 18,800,000 | 17,898,187 | |
| 11/15/2030 | 0.875% | 19,591,000 | 19,033,881 | |
| 02/15/2031 | 1.125% | 21,472,000 | 21,297,540 | |
| 02/15/2031 | 5.375% | 1,250,000 | 1,725,391 | |
| 05/15/2031 | 1.625% | 10,860,000 | 11,258,766 | |
| 02/15/2036 | 4.500% | 1,132,000 | 1,589,576 | |
| 05/15/2038 | 4.500% | 2,722,000 | 3,899,690 | |
| 02/15/2039 | 3.500% | 1,884,000 | 2,421,529 | |
| 05/15/2039 | 4.250% | 1,608,000 | 2,259,240 | |
| 08/15/2039 | 4.500% | 2,666,000 | 3,858,202 | |
| 11/15/2039 | 4.375% | 2,197,000 | 3,138,964 | |
| 02/15/2040 | 4.625% | 3,245,000 | 4,781,812 | |
| 05/15/2040 | 1.125% | 7,898,000 | 7,060,072 | |
| 05/15/2040 | 4.375% | 3,156,000 | 4,528,860 | |
| 08/15/2040 | 1.125% | 10,530,000 | 9,381,572 | |
| 08/15/2040 | 3.875% | 5,021,000 | 6,785,411 | |
| 11/15/2040 | 1.375% | 11,452,000 | 10,646,781 | |
| 11/15/2040 | 4.250% | 3,217,000 | 4,559,595 | |
| 02/15/2041 | 1.875% | 12,464,000 | 12,612,010 | |
| 02/15/2041 | 4.750% | 1,371,000 | 2,065,283 | |
| 05/15/2041 | 2.250% | 909,000 | 976,607 | |
| 05/15/2041 | 4.375% | 852,000 | 1,229,809 | |
| 08/15/2041 | 3.750% | 2,049,000 | 2,738,617 | |
| 02/15/2042 | 3.125% | 568,000 | 698,462 | |
| 08/15/2042 | 2.750% | 2,255,000 | 2,620,380 | |
| 11/15/2042 | 2.750% | 3,844,000 | 4,466,247 | |
| 02/15/2043 | 3.125% | 3,419,000 | 4,209,644 | |
| 05/15/2043 | 2.875% | 4,744,000 | 5,624,605 | |
| 08/15/2043 | 3.625% | 2,765,000 | 3,665,785 | |
| 11/15/2043 | 3.750% | 3,315,000 | 4,481,984 | |
| 02/15/2044 | 3.625% | 4,205,000 | 5,597,906 | |
| 05/15/2044 | 3.375% | 6,026,000 | 7,747,176 | |
| 08/15/2044 | 3.125% | 4,226,000 | 5,232,977 | |
| 11/15/2044 | 3.000% | 3,709,000 | 4,505,276 | |
| 02/15/2045 | 2.500% | 5,491,000 | 6,142,198 | |
| 05/15/2045 | 3.000% | 4,322,000 | 5,265,412 | |
| 08/15/2045 | 2.875% | 3,801,000 | 4,541,007 | |
| 11/15/2045 | 3.000% | 2,772,000 | 3,387,037 | |
| 02/15/2046 | 2.500% | 6,033,000 | 6,764,501 | |
| 05/15/2046 | 2.500% | 4,493,000 | 5,041,286 | |
| 08/15/2046 | 2.250% | 5,302,000 | 5,681,424 | |
| 11/15/2046 | 2.875% | 4,526,000 | 5,434,736 | |
| 02/15/2047 | 3.000% | 4,515,000 | 5,547,806 | |
| 05/15/2047 | 3.000% | 4,533,000 | 5,576,298 | |
| 08/15/2047 | 2.750% | 4,820,000 | 5,677,809 | |
| 11/15/2047 | 2.750% | 5,645,000 | 6,654,926 | |
| 02/15/2048 | 3.000% | 5,804,000 | 7,159,778 | |
| 05/15/2048 | 3.125% | 6,646,000 | 8,387,460 | |
| 08/15/2048 | 3.000% | 6,832,000 | 8,443,925 | |
| 11/15/2048 | 3.375% | 7,527,000 | 9,943,873 | |
| 02/15/2049 | 3.000% | 7,872,000 | 9,757,590 | |
| 05/15/2049 | 2.875% | 8,312,000 | 10,084,794 | |
| 08/15/2049 | 2.250% | 7,991,000 | 8,592,822 | |
| 11/15/2049 | 2.375% | 7,158,000 | 7,908,472 | |
| 02/15/2050 | 2.000% | 7,545,000 | 7,698,258 | |
| 05/15/2050 | 1.250% | 9,776,000 | 8,323,347 | |
| 2 | Columbia U.S. Treasury Index Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
Columbia U.S. Treasury Index Fund, July 31, 2021 (Unaudited)
| U.S. Treasury Obligations (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| 08/15/2050 | 1.375% | 10,576,000 | 9,292,007 | |
| 11/15/2050 | 1.625% | 11,313,000 | 10,577,655 | |
| 02/15/2051 | 1.875% | 11,678,000 | 11,592,240 | |
| 05/15/2051 | 2.375% | 7,295,000 | 8,095,170 | |
| Total U.S. Treasury Obligations (Cost $1,496,852,822) | 1,547,977,923 | |||
| Money Market Funds 0.7% | ||
| Shares | Value ($) | |
| Columbia Short-Term Cash Fund, 0.053%(a),(b) | 10,261,089 | 10,260,063 |
| Total Money Market Funds (Cost $10,259,868) | 10,260,063 | |
| Total Investments in Securities (Cost: $1,507,112,690) | 1,558,237,986 | |
| Other Assets & Liabilities, Net | 5,263,546 | |
| Net Assets | 1,563,501,532 | |
Notes to Portfolio of Investments
| (a) | The rate shown is the seven-day current annualized yield at July 31, 2021. |
| (b) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended July 31, 2021 are as follows: |
| Affiliated issuers | Beginning of period($) | 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% | ||||||||
| 5,961,437 | 32,088,723 | (27,790,097) | — | 10,260,063 | — | 915 | 10,261,089 | |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
| Columbia U.S. Treasury Index Fund | Quarterly Report 2021 | 3 |
You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
1QT237_04_L01_(09/21)