COLUMBIA STRATEGIC INCOME FUND
Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value |
PORTFOLIO OF INVESTMENTS
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 6.4% | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Affirm Asset Securitization Trust(a) | ||||||||||||
Series 2023-B Class A | ||||||||||||
09/15/2028 | 6.820 | % | 15,000,000 | 15,092,619 | ||||||||
ARES XLIV CLO Ltd.(a),(b) | ||||||||||||
Series 2017-44A Class DR | ||||||||||||
3-month Term SOFR + 7.132% | ||||||||||||
Floor 6.870% | ||||||||||||
04/15/2034 | 12.526 | % | 15,000,000 | 13,948,035 | ||||||||
Bain Capital Credit CLO Ltd.(a),(b) | ||||||||||||
Series 2021-5A Class E | ||||||||||||
3-month Term SOFR + 6.762% | ||||||||||||
Floor 6.500% | ||||||||||||
10/23/2034 | 12.174 | % | 8,600,000 | 7,818,879 | ||||||||
Series 2021-6A Class E | ||||||||||||
3-month Term SOFR + 6.762% | ||||||||||||
Floor 6.500% | ||||||||||||
10/21/2034 | 12.174 | % | 11,450,000 | 10,450,392 | ||||||||
Series 2021-7A Class E | ||||||||||||
3-month Term SOFR + 7.012% | ||||||||||||
Floor 6.750% | ||||||||||||
01/22/2035 | 12.424 | % | 15,350,000 | 14,181,205 | ||||||||
Ballyrock CLO Ltd.(a),(b) | ||||||||||||
Series 2021-18A Class D | ||||||||||||
3-month Term SOFR + 6.762% | ||||||||||||
Floor 6.500% | ||||||||||||
01/15/2035 | 12.156 | % | 13,050,000 | 12,647,447 | ||||||||
Barings CLO Ltd.(a),(b) | ||||||||||||
Series 2021-2A Class E | ||||||||||||
3-month Term SOFR + 6.512% | ||||||||||||
Floor 6.250% | ||||||||||||
07/15/2034 | 11.906 | % | 8,350,000 | 7,943,530 | ||||||||
Exeter Automobile Receivables Trust | ||||||||||||
Subordinated Series 2023-3A Class B | ||||||||||||
09/15/2027 | 6.110 | % | 5,100,000 | 5,089,421 | ||||||||
LendingPoint Asset Securitization Trust(a) |
| |||||||||||
Subordinated Series 2021-A Class C | ||||||||||||
12/15/2028 | 2.750 | % | 9,225,318 | 9,098,733 | ||||||||
Subordinated Series 2022-A Class C | ||||||||||||
06/15/2029 | 2.820 | % | 7,760,000 | 7,632,097 | ||||||||
Madison Park Funding LXII Ltd.(a),(b) | ||||||||||||
Series 2022-62A Class AR | ||||||||||||
3-month Term SOFR + 1.850% | ||||||||||||
Floor 1.850% | ||||||||||||
07/17/2036 | 7.253 | % | 20,250,000 | 20,276,609 | ||||||||
Madison Park Funding XXII Ltd.(a),(b) | ||||||||||||
Series 2016-22A Class DR | ||||||||||||
3-month Term SOFR + 3.762% | ||||||||||||
Floor 3.500% | ||||||||||||
01/15/2033 | 9.156 | % | 10,900,000 | 10,780,503 |
Asset-Backed Securities — Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Netcredit Combined Receivables LLC(a),(c) |
| |||||||||||
Series 2023-A Class A | ||||||||||||
12/20/2027 | 7.780 | % | 10,192,340 | 10,141,378 | ||||||||
Octagon 55 Ltd.(a),(b) | ||||||||||||
Series 2021-1A Class E | ||||||||||||
3-month Term SOFR + 6.762% | ||||||||||||
Floor 6.500% | ||||||||||||
07/20/2034 | 12.177 | % | 9,700,000 | 8,811,499 | ||||||||
Octagon Investment Partners 48 Ltd.(a),(b) | ||||||||||||
Series 2020-3A Class ER | ||||||||||||
3-month Term SOFR + 6.962% | ||||||||||||
Floor 6.700% | ||||||||||||
10/20/2034 | 12.377 | % | 12,750,000 | 11,828,915 | ||||||||
Pagaya AI Debt Selection Trust(a) | ||||||||||||
Subordinated Series 2021-3 Class B | ||||||||||||
05/15/2029 | 1.740 | % | 14,919,897 | 14,741,817 | ||||||||
Pagaya AI Debt Trust(a) | ||||||||||||
Series 2022-2 Class A | ||||||||||||
01/15/2030 | 4.970 | % | 2,935,680 | 2,910,987 | ||||||||
Series 2023-6 Class A | ||||||||||||
06/16/2031 | 7.128 | % | 27,600,000 | 27,652,371 | ||||||||
Subordinated Series 2022-1 Class B | ||||||||||||
10/15/2029 | 3.344 | % | 14,298,109 | 13,642,857 | ||||||||
Subordinated Series 2022-3 Class B | ||||||||||||
03/15/2030 | 8.050 | % | 13,933,610 | 13,961,856 | ||||||||
Subordinated Series 2023-6 Class B | ||||||||||||
06/16/2031 | 7.464 | % | 8,000,000 | 8,032,282 | ||||||||
Subordinated Series 2023-6 Class C | ||||||||||||
06/16/2031 | 8.491 | % | 15,000,000 | 15,073,727 | ||||||||
Pagaya AI Debt Trust(a),(d) | ||||||||||||
Subordinated Series 2023-5 Class AB | ||||||||||||
04/15/2031 | 7.277 | % | 17,020,937 | 17,050,229 | ||||||||
Research-Driven Pagaya Motor Asset Trust(a) |
| |||||||||||
Series 2023-4A Class A | ||||||||||||
03/25/2032 | 7.540 | % | 20,000,000 | 19,999,448 | ||||||||
Theorem Funding Trust(a) | ||||||||||||
Series 2022-3A Class A | ||||||||||||
04/15/2029 | 7.600 | % | 9,107,631 | 9,152,920 | ||||||||
Upstart Pass-Through Trust(a) | ||||||||||||
Series 2020-ST6 Class A | ||||||||||||
01/20/2027 | 3.000 | % | 2,067,266 | 2,022,670 | ||||||||
Upstart Structured Pass-Through Trust(a) | ||||||||||||
Series 2022-1A Class A | ||||||||||||
04/15/2030 | 3.400 | % | 13,898,878 | 13,585,613 | ||||||||
|
| |||||||||||
Total Asset-Backed Securities – Non-Agency (Cost $329,115,338) |
| 323,568,039 | ||||||||||
|
|
2 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency 2.4%
| ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
BFLD Trust(a),(b) | ||||||||||||
Subordinated Series 2019-DPLO Class E |
| |||||||||||
1-month Term SOFR + 2.354% | ||||||||||||
Floor 2.240% | ||||||||||||
10/15/2034 | 7.677 | % | 6,510,000 | 6,363,528 | ||||||||
Braemar Hotels & Resorts Trust(a),(b) | ||||||||||||
Series 2018-PRME Class E | ||||||||||||
1-month Term SOFR + 2.447% | ||||||||||||
Floor 2.400% | ||||||||||||
06/15/2035 | 7.838 | % | 6,800,000 | 6,473,123 | ||||||||
Subordinated Series 2018-PRME Class D |
| |||||||||||
1-month Term SOFR + 1.847% | ||||||||||||
Floor 1.925% | ||||||||||||
06/15/2035 | 7.238 | % | 13,700,000 | 13,335,457 | ||||||||
CLNY Trust(a),(b) | ||||||||||||
Subordinated Series 2019-IKPR Class E | ||||||||||||
1-month Term SOFR + 2.835% | ||||||||||||
Floor 2.721% | ||||||||||||
11/15/2038 | 8.157 | % | 8,490,000 | 7,539,622 | ||||||||
Subordinated Series 2019-IKPR Class F | ||||||||||||
1-month Term SOFR + 3.531% | ||||||||||||
Floor 3.417% | ||||||||||||
11/15/2038 | 8.853 | % | 5,235,000 | 4,612,585 | ||||||||
COMM Mortgage Trust(a),(d) | ||||||||||||
Subordinated Series 2020-CBM Class F | ||||||||||||
02/10/2037 | 3.754 | % | 4,000,000 | 3,623,159 | ||||||||
Credit Suisse Mortgage Capital Certificates OA LLC(a) |
| |||||||||||
Subordinated Series 2014-USA Class E | ||||||||||||
09/15/2037 | 4.373 | % | 7,525,000 | 3,381,653 | ||||||||
Subordinated Series 2014-USA Class F | ||||||||||||
09/15/2037 | 4.373 | % | 19,910,000 | 7,342,193 | ||||||||
Hilton USA Trust(a),(d) | ||||||||||||
Subordinated Series 2016-HHV Class F | ||||||||||||
11/05/2038 | 4.333 | % | 16,690,000 | 14,892,686 | ||||||||
Hilton USA Trust(a) | ||||||||||||
Subordinated Series 2016-SFP Class E | ||||||||||||
11/05/2035 | 5.519 | % | 11,500,000 | 1,279,230 | ||||||||
Morgan Stanley Capital I Trust(a),(d) | ||||||||||||
Series 2019-MEAD Class E | ||||||||||||
11/10/2036 | 3.283 | % | 15,500,000 | 12,167,422 | ||||||||
Progress Residential Trust(a) | ||||||||||||
Series 2020-SFR1 Class F | ||||||||||||
04/17/2037 | 3.431 | % | 17,000,000 | 16,095,760 | ||||||||
Subordinated Series 2020-SFR2 Class F | ||||||||||||
06/17/2037 | 6.152 | % | 12,000,000 | 11,749,193 | ||||||||
SFO Commercial Mortgage Trust(a),(b) | ||||||||||||
Series 2021-555 Class A | ||||||||||||
1-month Term SOFR + 1.264% | ||||||||||||
Floor 1.150% | ||||||||||||
05/15/2038 | 6.587 | % | 4,850,000 | 4,401,794 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Wells Fargo Commercial Mortgage Trust(a),(b) |
| |||||||||||
Subordinated Series 2017-SMP Class D | ||||||||||||
1-month Term SOFR + 1.822% | ||||||||||||
Floor 1.650% | ||||||||||||
12/15/2034 | 7.145 | % | 9,790,000 | 8,060,638 | ||||||||
|
| |||||||||||
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $150,231,181) |
| 121,318,043 | ||||||||||
|
| |||||||||||
Common Stocks 0.0% | ||||||||||||
Issuer | Shares | Value ($) | ||||||||||
Communication Services 0.0% | ||||||||||||
Media 0.0% | ||||||||||||
iHeartMedia, Inc., Class A(e) | 11,995 | 31,427 | ||||||||||
|
| |||||||||||
Total Communication Services | 31,427 | |||||||||||
|
| |||||||||||
Consumer Discretionary 0.0% | ||||||||||||
Broadline Retail 0.0% | ||||||||||||
Belk, Inc.(e) | 50 | 492 | ||||||||||
|
| |||||||||||
Household Durables 0.0% | ||||||||||||
Serta Simmons Bedding LLC(e) | 335 | 3,992 | ||||||||||
|
| |||||||||||
Total Consumer Discretionary | 4,484 | |||||||||||
|
| |||||||||||
Energy 0.0% | ||||||||||||
Energy Equipment & Services 0.0% | ||||||||||||
McDermott International Ltd.(e) | 47,856 | 7,059 | ||||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels 0.0% | ||||||||||||
New Frontera Holdings(e) | 14,302 | 1,037 | ||||||||||
Southcross Energy Partners LLC(c),(e) |
| 14,393 | 0 | |||||||||
Southcross Energy Partners LLC, Class A(c),(e) |
| 272,263 | 10,890 | |||||||||
|
| |||||||||||
Total | 11,927 | |||||||||||
|
| |||||||||||
Total Energy | 18,986 | |||||||||||
|
| |||||||||||
Financials 0.0% | ||||||||||||
Financial Services 0.0% | ||||||||||||
Windstream Services LLC(e) | 11,272 | 115,538 | ||||||||||
|
| |||||||||||
Total Financials | 115,538 | |||||||||||
|
| |||||||||||
Health Care 0.0% | ||||||||||||
Health Care Providers & Services 0.0% |
| |||||||||||
Envision Healthcare Corp.(e) | 13,525 | 125,106 | ||||||||||
|
| |||||||||||
Total Health Care | 125,106 | |||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 3 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Common Stocks (continued) | ||||||||||||
Issuer |
Shares | Value ($) | ||||||||||
Industrials 0.0% | ||||||||||||
Machinery 0.0% | ||||||||||||
TNT Crane and Rigging, Inc.(e) | 23,468 | 44,002 | ||||||||||
|
| |||||||||||
Total Industrials | 44,002 | |||||||||||
|
| |||||||||||
Information Technology 0.0% | ||||||||||||
Communications Equipment 0.0% | ||||||||||||
Riverbed Technology, Inc.(e) | 13,308 | 5,856 | ||||||||||
|
| |||||||||||
Software 0.0% | ||||||||||||
Avaya Holdings Corp.(c),(e) | 8,492 | 110,396 | ||||||||||
Avaya Holdings Corp.(c),(e) | 40,919 | 531,947 | ||||||||||
|
| |||||||||||
Total | 642,343 | |||||||||||
|
| |||||||||||
Total Information Technology | 648,199 | |||||||||||
|
| |||||||||||
Materials 0.0% | ||||||||||||
Containers & Packaging 0.0% | ||||||||||||
Flint Group Packaging(c),(e),(f) | 722,943 | 1 | ||||||||||
|
| |||||||||||
Total Materials | 1 | |||||||||||
|
| |||||||||||
Total Common Stocks (Cost $1,954,962) | 987,743 | |||||||||||
|
| |||||||||||
Convertible Bonds 0.1% | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Cable and Satellite 0.1% | ||||||||||||
DISH Network Corp. | ||||||||||||
Subordinated | ||||||||||||
08/15/2026 | 3.375 | % | 15,230,000 | 6,891,572 | ||||||||
|
| |||||||||||
Total Convertible Bonds (Cost $12,625,549) | 6,891,572 | |||||||||||
|
| |||||||||||
Convertible Preferred Stocks 0.0% |
| |||||||||||
Issuer | Shares | Value ($) | ||||||||||
Information Technology 0.0% | ||||||||||||
Communications Equipment 0.0% | ||||||||||||
Riverbed Technology, Inc.(c) | 7.000 | % | 14,204 | 3,622 | ||||||||
|
| |||||||||||
Total Information Technology | 3,622 | |||||||||||
|
| |||||||||||
Total Convertible Preferred Stocks (Cost $307,751) | 3,622 | |||||||||||
|
|
Corporate Bonds & Notes(g) 42.3% | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Aerospace & Defense 1.2% | ||||||||||||
BAE Systems PLC(a) | ||||||||||||
02/15/2031 | 1.900 | % | 12,470,000 | 9,879,721 | ||||||||
Boeing Co. (The) | ||||||||||||
08/01/2059 | 3.950 | % | 17,158,000 | 12,211,902 | ||||||||
Bombardier, Inc.(a) | ||||||||||||
04/15/2027 | 7.875 | % | 2,189,000 | 2,191,069 | ||||||||
Howmet Aerospace, Inc. | ||||||||||||
01/15/2029 | 3.000 | % | 5,006,000 | 4,412,659 | ||||||||
L3Harris Technologies, Inc. | ||||||||||||
07/31/2033 | 5.400 | % | 3,597,000 | 3,586,979 | ||||||||
Raytheon Technologies Corp. | ||||||||||||
03/15/2032 | 2.375 | % | 17,366,000 | 13,930,757 | ||||||||
Spirit AeroSystems, Inc.(a) | ||||||||||||
11/30/2029 | 9.375 | % | 1,423,000 | 1,538,854 | ||||||||
11/15/2030 | 9.750 | % | 1,961,000 | 2,064,488 | ||||||||
TransDigm, Inc.(a) | ||||||||||||
03/15/2026 | 6.250 | % | 10,006,000 | 9,942,554 | ||||||||
08/15/2028 | 6.750 | % | 3,683,000 | 3,694,428 | ||||||||
|
| |||||||||||
Total | 63,453,411 | |||||||||||
|
| |||||||||||
Airlines 0.6% | ||||||||||||
Air Canada(a) | ||||||||||||
08/15/2026 | 3.875 | % | 3,185,000 | 2,973,065 | ||||||||
American Airlines, Inc.(a) | ||||||||||||
07/15/2025 | 11.750 | % | 2,491,000 | 2,733,179 | ||||||||
American Airlines, Inc.(a),(h) | ||||||||||||
05/15/2029 | 8.500 | % | 1,001,000 | 1,032,593 | ||||||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(a) |
| |||||||||||
04/20/2026 | 5.500 | % | 10,347,582 | 10,187,722 | ||||||||
04/20/2029 | 5.750 | % | 1,525,465 | 1,460,210 | ||||||||
Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.(a) |
| |||||||||||
01/20/2026 | 5.750 | % | 4,829,249 | 3,847,650 | ||||||||
United Airlines, Inc.(a) | ||||||||||||
04/15/2026 | 4.375 | % | 4,403,000 | 4,185,908 | ||||||||
04/15/2029 | 4.625 | % | 3,478,000 | 3,104,008 | ||||||||
|
| |||||||||||
Total | 29,524,335 | |||||||||||
|
| |||||||||||
Automotive 0.6% | ||||||||||||
American Axle & Manufacturing, Inc. | ||||||||||||
04/01/2027 | 6.500 | % | 1,411,000 | 1,363,909 | ||||||||
Clarios Global LP/US Finance Co.(a) | ||||||||||||
05/15/2028 | 6.750 | % | 3,435,000 | 3,465,177 | ||||||||
Ford Motor Credit Co. LLC | ||||||||||||
09/08/2024 | 3.664 | % | 3,700,000 | 3,624,273 | ||||||||
06/16/2025 | 5.125 | % | 4,449,000 | 4,350,187 | ||||||||
11/13/2025 | 3.375 | % | 1,036,000 | 976,053 | ||||||||
06/10/2026 | 6.950 | % | 1,957,000 | 1,978,673 |
4 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
08/17/2027 | 4.125 | % | 4,839,000 | 4,471,882 | ||||||||
Goodyear Tire & Rubber Co. (The) | ||||||||||||
07/15/2029 | 5.000 | % | 2,172,000 | 1,977,732 | ||||||||
IHO Verwaltungs GmbH(a),(i) | ||||||||||||
09/15/2026 | 4.750 | % | 565,000 | 529,695 | ||||||||
05/15/2029 | 6.375 | % | 643,000 | 589,897 | ||||||||
KAR Auction Services, Inc.(a) | ||||||||||||
06/01/2025 | 5.125 | % | 986,000 | 958,662 | ||||||||
Panther BF Aggregator 2 LP/Finance Co., Inc.(a) |
| |||||||||||
05/15/2026 | 6.250 | % | 606,000 | 602,687 | ||||||||
05/15/2027 | 8.500 | % | 3,927,000 | 3,954,459 | ||||||||
ZF North America Capital, Inc.(a) | ||||||||||||
04/14/2030 | 7.125 | % | 1,794,000 | 1,839,407 | ||||||||
|
| |||||||||||
Total | 30,682,693 | |||||||||||
|
| |||||||||||
Banking 8.0% | ||||||||||||
Ally Financial, Inc. | ||||||||||||
05/21/2024 | 3.875 | % | 771,000 | 761,892 | ||||||||
Subordinated | ||||||||||||
11/20/2025 | 5.750 | % | 4,431,000 | 4,350,452 | ||||||||
Bank of America Corp.(j) | ||||||||||||
10/22/2030 | 2.884 | % | 41,540,000 | 35,683,298 | ||||||||
10/24/2031 | 1.922 | % | 47,155,000 | 36,889,858 | ||||||||
10/20/2032 | 2.572 | % | 25,420,000 | 20,237,875 | ||||||||
02/04/2033 | 2.972 | % | 1,580,000 | 1,290,396 | ||||||||
Subordinated | ||||||||||||
09/21/2036 | 2.482 | % | 1,984,000 | 1,499,101 | ||||||||
Citigroup, Inc.(j) | ||||||||||||
01/25/2033 | 3.057 | % | 21,931,000 | 17,986,082 | ||||||||
Goldman Sachs Group, Inc. (The)(j) | ||||||||||||
07/21/2032 | 2.383 | % | 25,000,000 | 19,697,451 | ||||||||
10/21/2032 | 2.650 | % | 3,816,000 | 3,044,303 | ||||||||
HSBC Holdings PLC(j) | ||||||||||||
05/24/2032 | 2.804 | % | 19,086,000 | 15,313,806 | ||||||||
11/22/2032 | 2.871 | % | 30,632,000 | 24,408,746 | ||||||||
Subordinated | ||||||||||||
11/13/2034 | 7.399 | % | 5,925,000 | 6,165,443 | ||||||||
JPMorgan Chase & Co.(j) | ||||||||||||
10/15/2030 | 2.739 | % | 3,517,000 | 3,036,861 | ||||||||
04/22/2032 | 2.580 | % | 15,414,000 | 12,602,229 | ||||||||
11/08/2032 | 2.545 | % | 53,838,000 | 43,291,566 | ||||||||
Morgan Stanley(j) | ||||||||||||
07/21/2032 | 2.239 | % | 7,279,000 | 5,696,241 | ||||||||
10/20/2032 | 2.511 | % | 29,910,000 | 23,738,889 | ||||||||
07/21/2034 | 5.424 | % | 3,891,000 | 3,771,436 | ||||||||
11/01/2034 | 6.627 | % | 10,096,000 | 10,700,062 | ||||||||
Subordinated | ||||||||||||
09/16/2036 | 2.484 | % | 2,990,000 | 2,257,117 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
PNC Financial Services Group, Inc. (The)(j) |
| |||||||||||
06/12/2029 | 5.582 | % | 14,728,000 | 14,629,842 | ||||||||
10/20/2034 | 6.875 | % | 10,150,000 | 10,787,551 | ||||||||
US Bancorp(j) | ||||||||||||
06/12/2034 | 5.836 | % | 4,283,000 | 4,218,376 | ||||||||
Wells Fargo & Co.(j) | ||||||||||||
07/25/2029 | 5.574 | % | 722,000 | 721,313 | ||||||||
10/23/2029 | 6.303 | % | 3,575,000 | 3,684,352 | ||||||||
10/30/2030 | 2.879 | % | 21,295,000 | 18,321,959 | ||||||||
02/11/2031 | 2.572 | % | 30,719,000 | 25,673,188 | ||||||||
07/25/2034 | 5.557 | % | 9,795,000 | 9,530,653 | ||||||||
10/23/2034 | 6.491 | % | 27,587,000 | 28,846,743 | ||||||||
|
| |||||||||||
Total | 408,837,081 | |||||||||||
|
| |||||||||||
Brokerage/Asset Managers/Exchanges 0.4% |
| |||||||||||
AG Issuer LLC(a) | ||||||||||||
03/01/2028 | 6.250 | % | 57,000 | 55,227 | ||||||||
AG TTMT Escrow Issuer LLC(a) | ||||||||||||
09/30/2027 | 8.625 | % | 3,743,000 | 3,885,774 | ||||||||
Aretec Escrow Issuer 2, Inc.(a) | ||||||||||||
08/15/2030 | 10.000 | % | 2,803,000 | 2,918,956 | ||||||||
Aretec Escrow Issuer, Inc.(a) | ||||||||||||
04/01/2029 | 7.500 | % | 1,242,000 | 1,048,906 | ||||||||
Hightower Holding LLC(a) | ||||||||||||
04/15/2029 | 6.750 | % | 3,392,000 | 2,949,327 | ||||||||
NFP Corp.(a) | ||||||||||||
08/15/2028 | 4.875 | % | 2,419,000 | 2,216,773 | ||||||||
08/15/2028 | 6.875 | % | 6,042,000 | 5,382,160 | ||||||||
10/01/2030 | 7.500 | % | 2,568,000 | 2,547,885 | ||||||||
10/01/2031 | 8.500 | % | 1,525,000 | 1,573,682 | ||||||||
|
| |||||||||||
Total | 22,578,690 | |||||||||||
|
| |||||||||||
Building Materials 0.6% | ||||||||||||
American Builders & Contractors Supply Co., Inc.(a) |
| |||||||||||
01/15/2028 | 4.000 | % | 3,600,000 | 3,312,145 | ||||||||
Beacon Roofing Supply, Inc.(a) | ||||||||||||
11/15/2026 | 4.500 | % | 2,420,000 | 2,309,365 | ||||||||
05/15/2029 | 4.125 | % | 1,447,000 | 1,276,362 | ||||||||
08/01/2030 | 6.500 | % | 1,800,000 | 1,798,436 | ||||||||
James Hardie International Finance DAC(a) |
| |||||||||||
01/15/2028 | 5.000 | % | 2,465,000 | 2,326,186 | ||||||||
SRS Distribution, Inc.(a) | ||||||||||||
07/01/2028 | 4.625 | % | 3,231,000 | 2,957,394 | ||||||||
07/01/2029 | 6.125 | % | 2,178,000 | 1,931,258 | ||||||||
12/01/2029 | 6.000 | % | 3,593,000 | 3,144,368 | ||||||||
Standard Industries, Inc.(a) | ||||||||||||
01/15/2028 | 4.750 | % | 4,654,000 | 4,375,326 | ||||||||
Summit Materials LLC /Finance Corp.(a),(h) |
| |||||||||||
01/15/2031 | 7.250 | % | 2,324,000 | 2,324,000 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 5 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Summit Materials LLC/Finance Corp.(a) |
| |||||||||||
01/15/2029 | 5.250 | % | 383,000 | 358,609 | ||||||||
White Cap Buyer LLC(a) | ||||||||||||
10/15/2028 | 6.875 | % | 3,340,000 | 3,057,192 | ||||||||
|
| |||||||||||
Total | 29,170,641 | |||||||||||
|
| |||||||||||
Cable and Satellite 2.2% | ||||||||||||
CCO Holdings LLC/Capital Corp.(a) | ||||||||||||
05/01/2027 | 5.125 | % | 3,596,000 | 3,421,723 | ||||||||
02/01/2028 | 5.000 | % | 2,860,000 | 2,679,208 | ||||||||
06/01/2029 | 5.375 | % | 1,545,000 | 1,432,914 | ||||||||
03/01/2030 | 4.750 | % | 1,653,000 | 1,447,008 | ||||||||
08/15/2030 | 4.500 | % | 8,539,000 | 7,325,651 | ||||||||
02/01/2031 | 4.250 | % | 866,000 | 722,981 | ||||||||
02/01/2032 | 4.750 | % | 2,722,000 | 2,285,929 | ||||||||
CCO Holdings LLC/Capital Corp. | ||||||||||||
05/01/2032 | 4.500 | % | 9,589,000 | 7,889,713 | ||||||||
Charter Communications Operating LLC/Capital |
| |||||||||||
05/01/2047 | 5.375 | % | 4,290,000 | 3,466,897 | ||||||||
12/01/2061 | 4.400 | % | 11,338,000 | 7,456,241 | ||||||||
06/30/2062 | 3.950 | % | 14,232,000 | 8,564,208 | ||||||||
CSC Holdings LLC(a) | ||||||||||||
12/01/2030 | 4.125 | % | 4,089,000 | 2,926,340 | ||||||||
12/01/2030 | 4.625 | % | 7,291,000 | 4,026,201 | ||||||||
02/15/2031 | 3.375 | % | 9,019,000 | 6,189,513 | ||||||||
DIRECTV Holdings LLC/Financing Co., Inc.(a) |
| |||||||||||
08/15/2027 | 5.875 | % | 2,147,000 | 1,929,889 | ||||||||
DISH DBS Corp. | ||||||||||||
06/01/2029 | 5.125 | % | 9,845,000 | 4,492,426 | ||||||||
DISH Network Corp.(a) | ||||||||||||
11/15/2027 | 11.750 | % | 2,766,000 | 2,746,620 | ||||||||
Sirius XM Radio, Inc.(a) | ||||||||||||
09/01/2026 | 3.125 | % | 2,513,000 | 2,320,131 | ||||||||
08/01/2027 | 5.000 | % | 574,000 | 547,384 | ||||||||
07/15/2028 | 4.000 | % | 2,580,000 | 2,306,771 | ||||||||
07/01/2029 | 5.500 | % | 1,278,000 | 1,188,103 | ||||||||
07/01/2030 | 4.125 | % | 2,187,000 | 1,853,646 | ||||||||
Videotron Ltd.(a) | ||||||||||||
06/15/2029 | 3.625 | % | 18,114,000 | 15,882,216 | ||||||||
Virgin Media Finance PLC(a) | ||||||||||||
07/15/2030 | 5.000 | % | 4,644,000 | 3,883,119 | ||||||||
Virgin Media Secured Finance PLC(a) | ||||||||||||
05/15/2029 | 5.500 | % | 5,119,000 | 4,810,476 | ||||||||
VZ Secured Financing BV(a) | ||||||||||||
01/15/2032 | 5.000 | % | 5,066,000 | 4,147,365 | ||||||||
Ziggo Bond Co. BV(a) | ||||||||||||
02/28/2030 | 5.125 | % | 1,818,000 | 1,419,988 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Ziggo BV(a) | ||||||||||||
01/15/2030 | 4.875 | % | 5,065,000 | 4,333,508 | ||||||||
|
| |||||||||||
Total | 111,696,169 | |||||||||||
|
| |||||||||||
Chemicals 1.2% | ||||||||||||
Avient Corp.(a) | ||||||||||||
08/01/2030 | 7.125 | % | 1,644,000 | 1,656,727 | ||||||||
Axalta Coating Systems LLC(a) | ||||||||||||
02/15/2029 | 3.375 | % | 3,221,000 | 2,805,088 | ||||||||
Axalta Coating Systems LLC/Dutch Holding B BV(a) |
| |||||||||||
06/15/2027 | 4.750 | % | 1,867,000 | 1,773,344 | ||||||||
Braskem Netherlands Finance BV(a) | ||||||||||||
01/10/2028 | 4.500 | % | 500,000 | 434,771 | ||||||||
01/31/2030 | 4.500 | % | 9,000,000 | 7,400,863 | ||||||||
Cheever Escrow Issuer LLC(a) | ||||||||||||
10/01/2027 | 7.125 | % | 2,350,000 | 2,263,504 | ||||||||
Element Solutions, Inc.(a) | ||||||||||||
09/01/2028 | 3.875 | % | 4,241,000 | 3,768,226 | ||||||||
HB Fuller Co. | ||||||||||||
10/15/2028 | 4.250 | % | 3,430,000 | 3,081,331 | ||||||||
Herens Holdco Sarl(a) | ||||||||||||
05/15/2028 | 4.750 | % | 3,645,000 | 2,827,104 | ||||||||
Illuminate Buyer LLC/Holdings IV, Inc.(a) |
| |||||||||||
07/01/2028 | 9.000 | % | 2,058,000 | 1,932,741 | ||||||||
INEOS Quattro Finance 2 PLC(a) | ||||||||||||
03/15/2029 | 9.625 | % | 2,750,000 | 2,849,985 | ||||||||
Ingevity Corp.(a) | ||||||||||||
11/01/2028 | 3.875 | % | 3,234,000 | 2,758,922 | ||||||||
Innophos Holdings, Inc.(a) | ||||||||||||
02/15/2028 | 9.375 | % | 2,392,000 | 2,200,544 | ||||||||
Iris Holdings, Inc.(a),(i) | ||||||||||||
02/15/2026 | 8.750 | % | 1,902,000 | 1,614,182 | ||||||||
Olympus Water US Holding Corp.(a) | ||||||||||||
10/01/2028 | 4.250 | % | 3,005,000 | 2,610,553 | ||||||||
11/15/2028 | 9.750 | % | 3,978,000 | 4,101,293 | ||||||||
10/01/2029 | 6.250 | % | 2,283,000 | 1,866,810 | ||||||||
SPCM SA(a) | ||||||||||||
03/15/2027 | 3.125 | % | 1,001,000 | 901,710 | ||||||||
Tronox, Inc.(a) | ||||||||||||
03/15/2029 | 4.625 | % | 1,503,000 | 1,276,842 | ||||||||
WR Grace Holdings LLC(a) | ||||||||||||
06/15/2027 | 4.875 | % | 6,305,000 | 6,001,600 | ||||||||
08/15/2029 | 5.625 | % | 5,107,000 | 4,299,118 | ||||||||
03/01/2031 | 7.375 | % | 612,000 | 597,022 | ||||||||
|
| |||||||||||
Total | 59,022,280 | |||||||||||
|
|
6 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Construction Machinery 0.3% | ||||||||||||
H&E Equipment Services, Inc.(a) | ||||||||||||
12/15/2028 | 3.875 | % | 6,880,000 | 6,096,622 | ||||||||
Herc Holdings, Inc.(a) | ||||||||||||
07/15/2027 | 5.500 | % | 1,295,000 | 1,257,781 | ||||||||
Ritchie Bros Holdings, Inc.(a) | ||||||||||||
03/15/2028 | 6.750 | % | 4,714,000 | 4,797,815 | ||||||||
03/15/2031 | 7.750 | % | 611,000 | 634,131 | ||||||||
United Rentals North America, Inc. | ||||||||||||
07/15/2030 | 4.000 | % | 897,000 | 801,106 | ||||||||
01/15/2032 | 3.750 | % | 997,000 | 846,354 | ||||||||
|
| |||||||||||
Total | 14,433,809 | |||||||||||
|
| |||||||||||
Consumer Cyclical Services 0.6% | ||||||||||||
APX Group, Inc.(a) | ||||||||||||
07/15/2029 | 5.750 | % | 685,000 | 612,189 | ||||||||
Arches Buyer, Inc.(a) | ||||||||||||
06/01/2028 | 4.250 | % | 4,099,000 | 3,572,781 | ||||||||
12/01/2028 | 6.125 | % | 3,555,000 | 3,047,572 | ||||||||
ASGN, Inc.(a) | ||||||||||||
05/15/2028 | 4.625 | % | 2,024,000 | 1,882,926 | ||||||||
Match Group, Inc.(a) | ||||||||||||
12/15/2027 | 5.000 | % | 644,000 | 616,105 | ||||||||
06/01/2028 | 4.625 | % | 6,664,000 | 6,210,938 | ||||||||
Uber Technologies, Inc.(a) | ||||||||||||
05/15/2025 | 7.500 | % | 2,461,000 | 2,507,144 | ||||||||
09/15/2027 | 7.500 | % | 605,000 | 616,004 | ||||||||
08/15/2029 | 4.500 | % | 11,992,000 | 11,062,316 | ||||||||
|
| |||||||||||
Total | 30,127,975 | |||||||||||
|
| |||||||||||
Consumer Products 0.3% | ||||||||||||
Acushnet Co.(a) | ||||||||||||
10/15/2028 | 7.375 | % | 1,723,000 | 1,768,061 | ||||||||
CD&R Smokey Buyer, Inc.(a) | ||||||||||||
07/15/2025 | 6.750 | % | 5,589,000 | 5,411,049 | ||||||||
Newell Brands, Inc. | ||||||||||||
09/15/2027 | 6.375 | % | 879,000 | 862,522 | ||||||||
09/15/2029 | 6.625 | % | 1,242,000 | 1,217,656 | ||||||||
Newell, Inc. | ||||||||||||
04/01/2026 | 5.200 | % | 1,093,000 | 1,054,209 | ||||||||
Prestige Brands, Inc.(a) | ||||||||||||
01/15/2028 | 5.125 | % | 934,000 | 895,189 | ||||||||
Scotts Miracle-Gro Co. (The) | ||||||||||||
04/01/2031 | 4.000 | % | 1,855,000 | 1,507,577 | ||||||||
02/01/2032 | 4.375 | % | 1,227,000 | 974,568 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Spectrum Brands, Inc.(a) | ||||||||||||
10/01/2029 | 5.000 | % | 2,915,000 | 2,702,408 | ||||||||
07/15/2030 | 5.500 | % | 751,000 | 700,774 | ||||||||
|
| |||||||||||
Total | 17,094,013 | |||||||||||
|
| |||||||||||
Diversified Manufacturing 0.8% | ||||||||||||
Carrier Global Corp. | ||||||||||||
02/15/2030 | 2.722 | % | 16,226,000 | 13,965,377 | ||||||||
Chart Industries, Inc.(a) | ||||||||||||
01/01/2030 | 7.500 | % | 1,355,000 | 1,382,308 | ||||||||
Emerald Debt Merger Sub LLC(a) | ||||||||||||
12/15/2030 | 6.625 | % | 3,007,000 | 2,999,732 | ||||||||
Gates Global LLC/Co.(a) | ||||||||||||
01/15/2026 | 6.250 | % | 2,933,000 | 2,899,346 | ||||||||
Madison IAQ LLC(a) | ||||||||||||
06/30/2028 | 4.125 | % | 1,254,000 | 1,113,789 | ||||||||
06/30/2029 | 5.875 | % | 2,926,000 | 2,446,407 | ||||||||
Resideo Funding, Inc.(a) | ||||||||||||
09/01/2029 | 4.000 | % | 3,579,000 | 3,010,276 | ||||||||
Vertical Holdco GmbH(a) | ||||||||||||
07/15/2028 | 7.625 | % | 1,902,000 | 1,804,889 | ||||||||
Vertical US Newco, Inc.(a) | ||||||||||||
07/15/2027 | 5.250 | % | 3,262,000 | 3,097,960 | ||||||||
WESCO Distribution, Inc.(a) | ||||||||||||
06/15/2025 | 7.125 | % | 3,392,000 | 3,401,414 | ||||||||
06/15/2028 | 7.250 | % | 3,427,000 | 3,483,119 | ||||||||
|
| |||||||||||
Total | 39,604,617 | |||||||||||
|
| |||||||||||
Electric 1.9% | ||||||||||||
AEP Texas, Inc. | ||||||||||||
01/15/2050 | 3.450 | % | 7,720,000 | 5,169,874 | ||||||||
Calpine Corp.(a) | ||||||||||||
02/15/2028 | 4.500 | % | 2,035,000 | 1,923,618 | ||||||||
Clearway Energy Operating LLC(a) | ||||||||||||
02/15/2031 | 3.750 | % | 8,532,000 | 7,171,960 | ||||||||
01/15/2032 | 3.750 | % | 4,484,000 | 3,593,123 | ||||||||
Duke Energy Corp. | ||||||||||||
09/01/2046 | 3.750 | % | 7,780,000 | 5,638,958 | ||||||||
Edison International | ||||||||||||
11/15/2028 | 5.250 | % | 8,462,000 | 8,339,149 | ||||||||
Emera US Finance LP | ||||||||||||
06/15/2046 | 4.750 | % | 15,730,000 | 12,095,089 | ||||||||
FirstEnergy Corp. | ||||||||||||
03/01/2050 | 3.400 | % | 2,732,000 | 1,804,119 | ||||||||
Leeward Renewable Energy Operations LLC(a) |
| |||||||||||
07/01/2029 | 4.250 | % | 2,590,000 | 2,183,445 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 7 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
NextEra Energy Operating Partners LP(a) |
| |||||||||||
07/15/2024 | 4.250 | % | 2,319,000 | 2,287,703 | ||||||||
09/15/2027 | 4.500 | % | 8,245,000 | 7,609,952 | ||||||||
NRG Energy, Inc. | ||||||||||||
01/15/2028 | 5.750 | % | 1,251,000 | 1,221,672 | ||||||||
NRG Energy, Inc.(a) | ||||||||||||
02/15/2029 | 3.375 | % | 1,229,000 | 1,052,485 | ||||||||
06/15/2029 | 5.250 | % | 3,389,000 | 3,163,535 | ||||||||
02/15/2032 | 3.875 | % | 449,000 | 367,167 | ||||||||
Pacific Gas and Electric Co. | ||||||||||||
07/01/2050 | 4.950 | % | 18,875,000 | 15,039,075 | ||||||||
Pattern Energy Operations LP/Inc.(a) | ||||||||||||
08/15/2028 | 4.500 | % | 696,000 | 636,416 | ||||||||
PG&E Corp. | ||||||||||||
07/01/2028 | 5.000 | % | 1,596,000 | 1,518,216 | ||||||||
TerraForm Power Operating LLC(a) | ||||||||||||
01/31/2028 | 5.000 | % | 1,141,000 | 1,081,939 | ||||||||
01/15/2030 | 4.750 | % | 4,591,000 | 4,134,063 | ||||||||
Vistra Operations Co. LLC(a) | ||||||||||||
09/01/2026 | 5.500 | % | 2,613,000 | 2,563,235 | ||||||||
02/15/2027 | 5.625 | % | 3,311,000 | 3,229,264 | ||||||||
07/31/2027 | 5.000 | % | 1,280,000 | 1,219,296 | ||||||||
10/15/2031 | 7.750 | % | 3,117,000 | 3,194,500 | ||||||||
|
| |||||||||||
Total | 96,237,853 | |||||||||||
|
| |||||||||||
Environmental 0.3% | ||||||||||||
Clean Harbors, Inc.(a) | ||||||||||||
02/01/2031 | 6.375 | % | 372,000 | 369,033 | ||||||||
GFL Environmental, Inc.(a) | ||||||||||||
06/01/2025 | 4.250 | % | 1,809,000 | 1,768,194 | ||||||||
08/01/2025 | 3.750 | % | 2,533,000 | 2,452,087 | ||||||||
12/15/2026 | 5.125 | % | 1,425,000 | 1,382,475 | ||||||||
08/01/2028 | 4.000 | % | 2,000,000 | 1,790,000 | ||||||||
09/01/2028 | 3.500 | % | 2,070,000 | 1,855,530 | ||||||||
GFL Environmental, Inc.(a),(h) | ||||||||||||
01/15/2031 | 6.750 | % | 3,195,000 | 3,222,956 | ||||||||
Waste Pro USA, Inc.(a) | ||||||||||||
02/15/2026 | 5.500 | % | 5,139,000 | 4,848,381 | ||||||||
|
| |||||||||||
Total | 17,688,656 | |||||||||||
|
| |||||||||||
Finance Companies 0.8% | ||||||||||||
Navient Corp. | ||||||||||||
03/25/2024 | 6.125 | % | 2,057,000 | 2,058,617 | ||||||||
06/25/2025 | 6.750 | % | 878,000 | 884,359 | ||||||||
03/15/2027 | 5.000 | % | 2,610,000 | 2,436,165 | ||||||||
03/15/2031 | 11.500 | % | 2,092,000 | 2,249,461 | ||||||||
OneMain Finance Corp. | ||||||||||||
01/15/2029 | 9.000 | % | 2,920,000 | 3,015,833 | ||||||||
09/15/2030 | 4.000 | % | 2,162,000 | 1,760,408 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Provident Funding Associates LP/Finance Corp.(a) |
| |||||||||||
06/15/2025 | 6.375 | % | 2,662,000 | 2,409,269 | ||||||||
Quicken Loans LLC/Co-Issuer, Inc.(a) | ||||||||||||
03/01/2029 | 3.625 | % | 4,226,000 | 3,722,988 | ||||||||
03/01/2031 | 3.875 | % | 3,811,000 | 3,222,206 | ||||||||
Rocket Mortgage LLC/Co-Issuer, Inc.(a) | ||||||||||||
10/15/2033 | 4.000 | % | 19,824,000 | 16,017,922 | ||||||||
Springleaf Finance Corp. | ||||||||||||
03/15/2024 | 6.125 | % | 2,011,000 | 2,010,599 | ||||||||
11/15/2029 | 5.375 | % | 169,000 | 152,167 | ||||||||
United Wholesale Mortgage LLC(a) | ||||||||||||
04/15/2029 | 5.500 | % | 155,000 | 138,648 | ||||||||
|
| |||||||||||
Total | 40,078,642 | |||||||||||
|
| |||||||||||
Food and Beverage 1.7% | ||||||||||||
Bacardi Ltd.(a) | ||||||||||||
05/15/2048 | 5.300 | % | 17,883,000 | 15,963,178 | ||||||||
Constellation Brands, Inc. | ||||||||||||
05/01/2033 | 4.900 | % | 26,437,000 | 25,498,931 | ||||||||
Darling Ingredients, Inc.(a) | ||||||||||||
04/15/2027 | 5.250 | % | 2,845,000 | 2,764,004 | ||||||||
FAGE International SA/USA Dairy Industry, Inc.(a) |
| |||||||||||
08/15/2026 | 5.625 | % | 10,218,000 | 9,924,030 | ||||||||
Lamb Weston Holdings, Inc.(a) | ||||||||||||
05/15/2028 | 4.875 | % | 893,000 | 854,063 | ||||||||
01/31/2030 | 4.125 | % | 2,124,000 | 1,902,499 | ||||||||
Post Holdings, Inc.(a) | ||||||||||||
03/01/2027 | 5.750 | % | 2,432,000 | 2,390,521 | ||||||||
01/15/2028 | 5.625 | % | 3,361,000 | 3,270,081 | ||||||||
04/15/2030 | 4.625 | % | 1,287,000 | 1,149,690 | ||||||||
09/15/2031 | 4.500 | % | 2,918,000 | 2,540,576 | ||||||||
Primo Water Holdings, Inc.(a) | ||||||||||||
04/30/2029 | 4.375 | % | 3,350,000 | 2,980,394 | ||||||||
Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed(a) |
| |||||||||||
03/01/2029 | 4.625 | % | 5,005,000 | 4,154,150 | ||||||||
Triton Water Holdings, Inc.(a) | ||||||||||||
04/01/2029 | 6.250 | % | 3,519,000 | 3,013,312 | ||||||||
Tyson Foods, Inc. | ||||||||||||
09/28/2048 | 5.100 | % | 1,991,000 | 1,680,009 | ||||||||
US Foods, Inc.(a) | ||||||||||||
09/15/2028 | 6.875 | % | 1,558,000 | 1,579,302 | ||||||||
02/15/2029 | 4.750 | % | 967,000 | 896,631 | ||||||||
06/01/2030 | 4.625 | % | 3,348,000 | 3,021,405 | ||||||||
01/15/2032 | 7.250 | % | 1,450,000 | 1,482,875 | ||||||||
|
| |||||||||||
Total | 85,065,651 | |||||||||||
|
| |||||||||||
Gaming 1.0% | ||||||||||||
Boyd Gaming Corp. | ||||||||||||
12/01/2027 | 4.750 | % | 1,260,000 | 1,194,378 |
8 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Boyd Gaming Corp.(a) | ||||||||||||
06/15/2031 | 4.750 | % | 2,548,000 | 2,256,909 | ||||||||
Caesars Entertainment, Inc.(a) | ||||||||||||
10/15/2029 | 4.625 | % | 5,516,000 | 4,846,104 | ||||||||
02/15/2030 | 7.000 | % | 3,769,000 | 3,773,750 | ||||||||
Churchill Downs, Inc.(a) | ||||||||||||
01/15/2028 | 4.750 | % | 3,242,000 | 3,016,215 | ||||||||
05/01/2031 | 6.750 | % | 1,149,000 | 1,128,871 | ||||||||
Colt Merger Sub, Inc.(a) | ||||||||||||
07/01/2025 | 5.750 | % | 4,172,000 | 4,152,285 | ||||||||
07/01/2025 | 6.250 | % | 5,374,000 | 5,345,303 | ||||||||
07/01/2027 | 8.125 | % | 2,714,000 | 2,763,813 | ||||||||
International Game Technology PLC(a) |
| |||||||||||
02/15/2025 | 6.500 | % | 359,000 | 358,642 | ||||||||
04/15/2026 | 4.125 | % | 1,446,000 | 1,379,185 | ||||||||
Light & Wonder International, Inc.(a) |
| |||||||||||
09/01/2031 | 7.500 | % | 659,000 | 668,906 | ||||||||
MGM Resorts International | ||||||||||||
05/01/2025 | 6.750 | % | 200,000 | 200,713 | ||||||||
Midwest Gaming Borrower LLC(a) | ||||||||||||
05/01/2029 | 4.875 | % | 4,992,000 | 4,467,195 | ||||||||
Penn National Gaming, Inc.(a) | ||||||||||||
01/15/2027 | 5.625 | % | 658,000 | 626,381 | ||||||||
07/01/2029 | 4.125 | % | 2,177,000 | 1,812,569 | ||||||||
Scientific Games Holdings LP/US FinCo, Inc.(a) |
| |||||||||||
03/01/2030 | 6.625 | % | 4,738,000 | 4,242,859 | ||||||||
Scientific Games International, Inc.(a) |
| |||||||||||
05/15/2028 | 7.000 | % | 1,446,000 | 1,450,224 | ||||||||
11/15/2029 | 7.250 | % | 2,450,000 | 2,467,039 | ||||||||
Studio City Finance Ltd.(a) | ||||||||||||
01/15/2029 | 5.000 | % | 4,000,000 | 3,106,893 | ||||||||
Wynn Las Vegas LLC/Capital Corp.(a) |
| |||||||||||
03/01/2025 | 5.500 | % | 983,000 | 970,362 | ||||||||
|
| |||||||||||
Total | 50,228,596 | |||||||||||
|
| |||||||||||
Health Care 2.6% | ||||||||||||
Acadia Healthcare Co., Inc.(a) | ||||||||||||
07/01/2028 | 5.500 | % | 2,220,000 | 2,133,820 | ||||||||
04/15/2029 | 5.000 | % | 2,387,000 | 2,226,072 | ||||||||
AdaptHealth LLC(a) | ||||||||||||
03/01/2030 | 5.125 | % | 2,871,000 | 2,285,510 | ||||||||
Avantor Funding, Inc.(a) | ||||||||||||
07/15/2028 | 4.625 | % | 1,819,000 | 1,705,192 | ||||||||
11/01/2029 | 3.875 | % | 4,553,000 | 4,033,269 | ||||||||
Bausch & Lomb Escrow Corp.(a) | ||||||||||||
10/01/2028 | 8.375 | % | 2,463,000 | 2,519,469 | ||||||||
Becton Dickinson Euro Finance SARL |
| |||||||||||
08/13/2041 | 1.336 | % | EUR 1,835,000 | 1,245,674 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Catalent Pharma Solutions, Inc.(a) | ||||||||||||
02/15/2029 | 3.125 | % | 586,000 | 490,783 | ||||||||
04/01/2030 | 3.500 | % | 2,595,000 | 2,170,619 | ||||||||
Charles River Laboratories International, Inc.(a) |
| |||||||||||
05/01/2028 | 4.250 | % | 455,000 | 421,557 | ||||||||
03/15/2029 | 3.750 | % | 1,124,000 | 1,001,180 | ||||||||
03/15/2031 | 4.000 | % | 975,000 | 849,282 | ||||||||
CHS/Community Health Systems, Inc.(a) | ||||||||||||
04/15/2029 | 6.875 | % | 2,712,000 | 1,600,080 | ||||||||
05/15/2030 | 5.250 | % | 5,131,000 | 4,059,645 | ||||||||
02/15/2031 | 4.750 | % | 3,273,000 | 2,431,271 | ||||||||
CVS Health Corp. | ||||||||||||
07/20/2045 | 5.125 | % | 13,098,000 | 11,638,181 | ||||||||
03/25/2048 | 5.050 | % | 11,250,000 | 9,871,322 | ||||||||
HCA, Inc. | ||||||||||||
02/01/2029 | 5.875 | % | 2,135,000 | 2,154,429 | ||||||||
09/01/2030 | 3.500 | % | 31,379,000 | 27,601,917 | ||||||||
03/15/2052 | 4.625 | % | 5,635,000 | 4,454,384 | ||||||||
Indigo Merger Sub, Inc.(a) | ||||||||||||
07/15/2026 | 2.875 | % | 1,424,000 | 1,321,189 | ||||||||
IQVIA, Inc.(a) | ||||||||||||
10/15/2026 | 5.000 | % | 823,000 | 804,984 | ||||||||
05/15/2027 | 5.000 | % | 1,864,000 | 1,809,895 | ||||||||
05/15/2030 | 6.500 | % | 993,000 | 1,001,457 | ||||||||
Mozart Debt Merger Sub, Inc.(a) | ||||||||||||
04/01/2029 | 3.875 | % | 3,661,000 | 3,250,256 | ||||||||
10/01/2029 | 5.250 | % | 8,935,000 | 8,109,056 | ||||||||
Select Medical Corp.(a) | ||||||||||||
08/15/2026 | 6.250 | % | 5,901,000 | 5,859,616 | ||||||||
Star Parent, Inc.(a) | ||||||||||||
10/01/2030 | 9.000 | % | 4,632,000 | 4,817,790 | ||||||||
Surgery Center Holdings, Inc.(a) | ||||||||||||
07/01/2025 | 6.750 | % | 917,000 | 912,273 | ||||||||
04/15/2027 | 10.000 | % | 799,000 | 808,117 | ||||||||
Tenet Healthcare Corp. | ||||||||||||
02/01/2027 | 6.250 | % | 4,235,000 | 4,215,955 | ||||||||
11/01/2027 | 5.125 | % | 2,981,000 | 2,863,234 | ||||||||
10/01/2028 | 6.125 | % | 3,349,000 | 3,245,399 | ||||||||
01/15/2030 | 4.375 | % | 2,021,000 | 1,806,268 | ||||||||
Tenet Healthcare Corp.(a) | ||||||||||||
05/15/2031 | 6.750 | % | 4,207,000 | 4,211,937 | ||||||||
US Acute Care Solutions LLC(a) | ||||||||||||
03/01/2026 | 6.375 | % | 2,468,000 | 1,893,637 | ||||||||
|
| |||||||||||
Total | 131,824,719 | |||||||||||
|
| |||||||||||
Healthcare Insurance 0.7% | ||||||||||||
Aetna, Inc. | ||||||||||||
11/15/2042 | 4.125 | % | 2,786,000 | 2,173,148 | ||||||||
08/15/2047 | 3.875 | % | 1,833,000 | 1,338,311 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 9 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Centene Corp. | ||||||||||||
10/15/2030 | 3.000 | % | 29,371,000 | 24,439,108 | ||||||||
08/01/2031 | 2.625 | % | 7,507,000 | 5,962,298 | ||||||||
|
| |||||||||||
Total | 33,912,865 | |||||||||||
|
| |||||||||||
Home Construction 0.1% | ||||||||||||
Shea Homes LP/Funding Corp. | ||||||||||||
02/15/2028 | 4.750 | % | 3,237,000 | 3,014,224 | ||||||||
Taylor Morrison Communities, Inc.(a) | ||||||||||||
01/15/2028 | 5.750 | % | 1,294,000 | 1,259,240 | ||||||||
|
| |||||||||||
Total | 4,273,464 | |||||||||||
|
| |||||||||||
Independent Energy 0.9% | ||||||||||||
Baytex Energy Corp.(a) | ||||||||||||
04/30/2030 | 8.500 | % | 2,803,000 | 2,863,106 | ||||||||
Callon Petroleum Co.(a) | ||||||||||||
08/01/2028 | 8.000 | % | 2,180,000 | 2,210,687 | ||||||||
Civitas Resources, Inc.(a) | ||||||||||||
07/01/2028 | 8.375 | % | 903,000 | 924,648 | ||||||||
11/01/2030 | 8.625 | % | 804,000 | 834,150 | ||||||||
07/01/2031 | 8.750 | % | 994,000 | 1,030,041 | ||||||||
CNX Resources Corp.(a) | ||||||||||||
03/14/2027 | 7.250 | % | 224,000 | 222,956 | ||||||||
01/15/2029 | 6.000 | % | 3,110,000 | 2,966,027 | ||||||||
Colgate Energy Partners III LLC(a) | ||||||||||||
07/01/2029 | 5.875 | % | 8,555,000 | 8,178,391 | ||||||||
CrownRock LP/Finance, Inc.(a) | ||||||||||||
10/15/2025 | 5.625 | % | 2,383,000 | 2,364,338 | ||||||||
05/01/2029 | 5.000 | % | 3,825,000 | 3,672,579 | ||||||||
Hilcorp Energy I LP/Finance Co.(a) | ||||||||||||
11/01/2028 | 6.250 | % | 2,935,000 | 2,858,315 | ||||||||
02/01/2029 | 5.750 | % | 3,120,000 | 2,932,215 | ||||||||
11/01/2033 | 8.375 | % | 1,726,000 | 1,778,093 | ||||||||
Matador Resources Co. | ||||||||||||
09/15/2026 | 5.875 | % | 3,620,000 | 3,560,722 | ||||||||
Matador Resources Co.(a) | ||||||||||||
04/15/2028 | 6.875 | % | 1,212,000 | 1,218,298 | ||||||||
Permian Resources Operating LLC(a) | ||||||||||||
01/15/2032 | 7.000 | % | 3,385,000 | 3,393,698 | ||||||||
Southwestern Energy Co. | ||||||||||||
02/01/2029 | 5.375 | % | 938,000 | 892,834 | ||||||||
02/01/2032 | 4.750 | % | 4,519,000 | 4,037,365 | ||||||||
|
| |||||||||||
Total | 45,938,463 | |||||||||||
|
| |||||||||||
Integrated Energy 0.0% | ||||||||||||
Cenovus Energy, Inc. | ||||||||||||
02/15/2052 | 3.750 | % | 888,000 | 615,910 | ||||||||
|
|
Corporate Bonds & Notes(g) (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Leisure 0.7% | ||||||||||||
Carnival Corp.(a) | ||||||||||||
03/01/2026 | 7.625 | % | 3,212,000 | 3,229,212 | ||||||||
03/01/2027 | 5.750 | % | 1,069,000 | 1,015,043 | ||||||||
08/15/2029 | 7.000 | % | 2,146,000 | 2,190,246 | ||||||||
Carnival Holdings Bermuda Ltd.(a) | ||||||||||||
05/01/2028 | 10.375 | % | 3,079,000 | 3,347,976 | ||||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op(a) |
| |||||||||||
05/01/2025 | 5.500 | % | 2,418,000 | 2,411,123 | ||||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op |
| |||||||||||
04/15/2027 | 5.375 | % | 633,000 | 613,930 | ||||||||
10/01/2028 | 6.500 | % | 782,000 | 769,892 | ||||||||
Cinemark USA, Inc.(a) | ||||||||||||
03/15/2026 | 5.875 | % | 3,120,000 | 3,028,321 | ||||||||
Live Nation Entertainment, Inc.(a) | ||||||||||||
03/15/2026 | 5.625 | % | 639,000 | 624,363 | ||||||||
NCL Corp., Ltd.(a) | ||||||||||||
03/15/2026 | 5.875 | % | 1,810,000 | 1,713,601 | ||||||||
02/15/2027 | 5.875 | % | 1,143,000 | 1,106,632 | ||||||||
Royal Caribbean Cruises Ltd.(a) | ||||||||||||
08/31/2026 | 5.500 | % | 1,855,000 | 1,805,772 | ||||||||
07/15/2027 | 5.375 | % | 556,000 | 535,241 | ||||||||
01/15/2029 | 9.250 | % | 595,000 | 632,852 | ||||||||
01/15/2030 | 7.250 | % | 6,421,000 | 6,539,528 | ||||||||
Six Flags Entertainment Corp.(a) | ||||||||||||
05/15/2031 | 7.250 | % | 1,765,000 | 1,701,143 | ||||||||
Viking Cruises Ltd.(a) | ||||||||||||
09/15/2027 | 5.875 | % | 2,281,000 | 2,151,132 | ||||||||
07/15/2031 | 9.125 | % | 960,000 | 1,003,200 | ||||||||
|
| |||||||||||
Total | 34,419,207 | |||||||||||
|
| |||||||||||
Life Insurance 0.5% | ||||||||||||
Peachtree Corners Funding Trust(a) | ||||||||||||
02/15/2025 | 3.976 | % | 25,683,000 | 25,063,297 | ||||||||
|
| |||||||||||
Lodging 0.1% | ||||||||||||
Hilton Domestic Operating Co., Inc.(a) | ||||||||||||
05/01/2025 | 5.375 | % | 966,000 | 960,443 | ||||||||
Wyndham Hotels & Resorts, Inc.(a) | ||||||||||||
08/15/2028 | 4.375 | % | 1,955,000 | 1,799,473 | ||||||||
|
| |||||||||||
Total | 2,759,916 | |||||||||||
|
| |||||||||||
Media and Entertainment 1.4% | ||||||||||||
Clear Channel International BV(a) | ||||||||||||
08/01/2025 | 6.625 | % | 2,640,000 | 2,602,129 | ||||||||
Clear Channel Outdoor Holdings, Inc.(a) | ||||||||||||
09/15/2028 | 9.000 | % | 2,354,000 | 2,377,926 | ||||||||
06/01/2029 | 7.500 | % | 5,565,000 | 4,383,297 |
10 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Clear Channel Worldwide Holdings, Inc.(a) |
| |||||||||||||||
08/15/2027 | 5.125 | % | 5,838,000 | 5,411,674 | ||||||||||||
iHeartCommunications, Inc. | ||||||||||||||||
05/01/2026 | 6.375 | % | 2,975,936 | 2,533,040 | ||||||||||||
05/01/2027 | 8.375 | % | 3,336,000 | 2,334,229 | ||||||||||||
iHeartCommunications, Inc.(a) | ||||||||||||||||
08/15/2027 | 5.250 | % | 7,572,000 | 5,813,609 | ||||||||||||
Netflix, Inc. | ||||||||||||||||
05/15/2029 | 4.625 | % | EUR | 3,491,000 | 3,945,801 | |||||||||||
Outfront Media Capital LLC/Corp.(a) |
| |||||||||||||||
08/15/2027 | 5.000 | % | 3,572,000 | 3,367,693 | ||||||||||||
01/15/2029 | 4.250 | % | 811,000 | 701,038 | ||||||||||||
03/15/2030 | 4.625 | % | 2,185,000 | 1,875,850 | ||||||||||||
02/15/2031 | 7.375 | % | 696,000 | 713,854 | ||||||||||||
Playtika Holding Corp.(a) | ||||||||||||||||
03/15/2029 | 4.250 | % | 5,545,000 | 4,701,995 | ||||||||||||
Roblox Corp.(a) | ||||||||||||||||
05/01/2030 | 3.875 | % | 5,315,000 | 4,566,526 | ||||||||||||
Univision Communications, Inc.(a) |
| |||||||||||||||
08/15/2028 | 8.000 | % | 592,000 | 598,536 | ||||||||||||
05/01/2029 | 4.500 | % | 2,385,000 | 2,091,978 | ||||||||||||
06/30/2030 | 7.375 | % | 1,319,000 | 1,297,105 | ||||||||||||
Warnermedia Holdings, Inc. | ||||||||||||||||
03/15/2062 | 5.391 | % | 29,791,000 | 23,722,339 | ||||||||||||
|
| |||||||||||||||
Total | 73,038,619 | |||||||||||||||
|
| |||||||||||||||
Metals and Mining 0.5% | ||||||||||||||||
Allegheny Technologies, Inc. | ||||||||||||||||
10/01/2029 | 4.875 | % | 818,000 | 732,582 | ||||||||||||
10/01/2031 | 5.125 | % | 3,121,000 | 2,752,706 | ||||||||||||
Constellium SE(a) | ||||||||||||||||
06/15/2028 | 5.625 | % | 2,490,000 | 2,381,852 | ||||||||||||
04/15/2029 | 3.750 | % | 8,908,000 | 7,783,159 | ||||||||||||
Hudbay Minerals, Inc.(a) | ||||||||||||||||
04/01/2026 | 4.500 | % | 1,464,000 | 1,394,933 | ||||||||||||
04/01/2029 | 6.125 | % | 6,673,000 | 6,330,129 | ||||||||||||
Kaiser Aluminum Corp.(a) | ||||||||||||||||
06/01/2031 | 4.500 | % | 1,804,000 | 1,458,133 | ||||||||||||
Novelis Corp.(a) | ||||||||||||||||
11/15/2026 | 3.250 | % | 1,369,000 | 1,256,953 | ||||||||||||
01/30/2030 | 4.750 | % | 2,010,000 | 1,826,320 | ||||||||||||
08/15/2031 | 3.875 | % | 1,651,000 | 1,397,026 | ||||||||||||
|
| |||||||||||||||
Total | 27,313,793 | |||||||||||||||
|
| |||||||||||||||
Midstream 2.9% | ||||||||||||||||
CNX Midstream Partners LP(a) | ||||||||||||||||
04/15/2030 | 4.750 | % | 3,532,000 | 3,077,059 | ||||||||||||
DCP Midstream Operating LP | ||||||||||||||||
04/01/2044 | 5.600 | % | 1,252,000 | 1,164,314 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Delek Logistics Partners LP/Finance Corp. |
| |||||||||||||||
05/15/2025 | 6.750 | % | 1,292,000 | 1,280,983 | ||||||||||||
DT Midstream, Inc.(a) | ||||||||||||||||
06/15/2029 | 4.125 | % | 1,588,000 | 1,425,648 | ||||||||||||
06/15/2031 | 4.375 | % | 3,897,000 | 3,424,210 | ||||||||||||
EQM Midstream Partners LP(a) | ||||||||||||||||
07/01/2025 | 6.000 | % | 2,976,000 | 2,953,386 | ||||||||||||
07/01/2027 | 6.500 | % | 1,236,000 | 1,239,115 | ||||||||||||
01/15/2029 | 4.500 | % | 1,639,000 | 1,499,016 | ||||||||||||
01/15/2031 | 4.750 | % | 5,225,000 | 4,655,384 | ||||||||||||
EQM Midstream Partners LP | ||||||||||||||||
07/15/2048 | 6.500 | % | 5,051,000 | 4,645,573 | ||||||||||||
Galaxy Pipeline Assets Bidco Ltd.(a) | ||||||||||||||||
03/31/2036 | 2.625 | % | 12,000,000 | 9,548,674 | ||||||||||||
09/30/2040 | 3.250 | % | 3,925,000 | 2,907,060 | ||||||||||||
Greensaif Pipelines Bidco Sarl(a) | ||||||||||||||||
02/23/2038 | 6.129 | % | 2,912,000 | 2,911,200 | ||||||||||||
Holly Energy Partners LP/Finance Corp.(a) |
| |||||||||||||||
04/15/2027 | 6.375 | % | 1,936,000 | 1,908,138 | ||||||||||||
02/01/2028 | 5.000 | % | 1,667,000 | 1,549,809 | ||||||||||||
Kinder Morgan Energy Partners LP | ||||||||||||||||
09/01/2044 | 5.400 | % | 7,382,000 | 6,471,754 | ||||||||||||
Kinder Morgan, Inc. | ||||||||||||||||
02/15/2046 | 5.050 | % | 3,954,000 | 3,317,902 | ||||||||||||
NuStar Logistics LP | ||||||||||||||||
10/01/2025 | 5.750 | % | 4,717,000 | 4,699,826 | ||||||||||||
06/01/2026 | 6.000 | % | 3,288,000 | 3,279,354 | ||||||||||||
04/28/2027 | 5.625 | % | 1,573,000 | 1,548,011 | ||||||||||||
Plains All American Pipeline LP/Finance Corp. |
| |||||||||||||||
06/15/2044 | 4.700 | % | 26,497,000 | 20,918,354 | ||||||||||||
TransMontaigne Partners LP/TLP Finance Corp. |
| |||||||||||||||
02/15/2026 | 6.125 | % | 3,318,000 | 2,894,297 | ||||||||||||
Venture Global Calcasieu Pass LLC(a) | ||||||||||||||||
08/15/2029 | 3.875 | % | 4,429,000 | 3,889,916 | ||||||||||||
08/15/2031 | 4.125 | % | 8,868,000 | 7,651,061 | ||||||||||||
11/01/2033 | 3.875 | % | 14,638,000 | 11,967,108 | ||||||||||||
Venture Global LNG, Inc.(a) | ||||||||||||||||
02/01/2029 | 9.500 | % | 2,432,000 | 2,511,737 | ||||||||||||
06/01/2031 | 8.375 | % | 2,038,000 | 2,010,010 | ||||||||||||
02/01/2032 | 9.875 | % | 2,466,000 | 2,526,327 | ||||||||||||
Western Midstream Operating LP | ||||||||||||||||
01/15/2029 | 6.350 | % | 3,871,000 | 3,977,230 | ||||||||||||
Western Midstream Operating LP(j) | ||||||||||||||||
02/01/2050 | 5.250 | % | 9,650,000 | 8,044,698 | ||||||||||||
Williams Companies, Inc. (The) | ||||||||||||||||
08/15/2028 | 5.300 | % | 15,596,000 | 15,578,447 | ||||||||||||
|
| |||||||||||||||
Total | 145,475,601 | |||||||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 11 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Natural Gas 0.2% | ||||||||||||||||
NiSource, Inc. | ||||||||||||||||
05/01/2030 | 3.600 | % | 6,399,000 | 5,749,028 | ||||||||||||
05/15/2047 | 4.375 | % | 6,880,000 | 5,513,451 | ||||||||||||
|
| |||||||||||||||
Total | 11,262,479 | |||||||||||||||
|
| |||||||||||||||
Oil Field Services 0.2% | ||||||||||||||||
Nabors Industries Ltd.(a) | ||||||||||||||||
01/15/2026 | 7.250 | % | 2,998,000 | 2,865,875 | ||||||||||||
01/15/2028 | 7.500 | % | 1,217,000 | 1,078,599 | ||||||||||||
Nabors Industries, Inc.(a) | ||||||||||||||||
05/15/2027 | 7.375 | % | 1,151,000 | 1,112,966 | ||||||||||||
01/31/2030 | 9.125 | % | 1,147,000 | 1,150,052 | ||||||||||||
Transocean Aquila Ltd.(a) | ||||||||||||||||
09/30/2028 | 8.000 | % | 2,945,000 | 2,948,488 | ||||||||||||
Transocean Titan Financing Ltd.(a) |
| |||||||||||||||
02/01/2028 | 8.375 | % | 3,118,000 | 3,188,202 | ||||||||||||
|
| |||||||||||||||
Total | 12,344,182 | |||||||||||||||
|
| |||||||||||||||
Other Industry 0.0% | ||||||||||||||||
Booz Allen Hamilton, Inc.(a) | ||||||||||||||||
09/01/2028 | 3.875 | % | 1,358,000 | 1,250,093 | ||||||||||||
Hillenbrand, Inc. | ||||||||||||||||
03/01/2031 | 3.750 | % | 1,167,000 | 967,794 | ||||||||||||
|
| |||||||||||||||
Total | 2,217,887 | |||||||||||||||
|
| |||||||||||||||
Other REIT 0.5% | ||||||||||||||||
Blackstone Mortgage Trust, Inc.(a) |
| |||||||||||||||
01/15/2027 | 3.750 | % | 2,997,000 | 2,633,365 | ||||||||||||
Digital Dutch Finco BV(a) | ||||||||||||||||
03/15/2030 | 1.500 | % | EUR | 3,469,000 | 3,157,288 | |||||||||||
Ladder Capital Finance Holdings LLLP/Corp.(a) |
| |||||||||||||||
10/01/2025 | 5.250 | % | 3,838,000 | 3,722,860 | ||||||||||||
02/01/2027 | 4.250 | % | 1,293,000 | 1,193,146 | ||||||||||||
06/15/2029 | 4.750 | % | 5,315,000 | 4,625,183 | ||||||||||||
Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer(a) |
| |||||||||||||||
10/01/2028 | 5.875 | % | 1,816,000 | 1,717,507 | ||||||||||||
Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer(a) |
| |||||||||||||||
05/15/2029 | 4.875 | % | 1,571,000 | 1,400,779 | ||||||||||||
RHP Hotel Properties LP/Finance Corp.(a) |
| |||||||||||||||
07/15/2028 | 7.250 | % | 616,000 | 628,398 | ||||||||||||
02/15/2029 | 4.500 | % | 860,000 | 775,982 | ||||||||||||
RLJ Lodging Trust LP(a) | ||||||||||||||||
07/01/2026 | 3.750 | % | 1,102,000 | 1,029,904 | ||||||||||||
Service Properties Trust | ||||||||||||||||
03/15/2024 | 4.650 | % | 957,000 | 956,382 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Service Properties Trust(a) | ||||||||||||||||
11/15/2031 | 8.625 | % | 1,493,000 | 1,530,955 | ||||||||||||
|
| |||||||||||||||
Total | 23,371,749 | |||||||||||||||
|
| |||||||||||||||
Packaging 0.4% | ||||||||||||||||
Ardagh Metal Packaging Finance USA LLC/PLC(a) |
| |||||||||||||||
06/15/2027 | 6.000 | % | 2,547,000 | 2,471,884 | ||||||||||||
09/01/2029 | 4.000 | % | 6,252,000 | 4,968,786 | ||||||||||||
Ardagh Packaging Finance PLC/Holdings USA, Inc.(a) |
| |||||||||||||||
08/15/2026 | 4.125 | % | 1,940,000 | 1,719,762 | ||||||||||||
Ball Corp. | ||||||||||||||||
06/15/2029 | 6.000 | % | 2,135,000 | 2,129,615 | ||||||||||||
Berry Global, Inc.(a) | ||||||||||||||||
04/15/2028 | 5.500 | % | 115,000 | 113,322 | ||||||||||||
Canpack SA/Eastern PA Land Investment Holding LLC(a) |
| |||||||||||||||
11/01/2025 | 3.125 | % | 1,018,000 | 949,838 | ||||||||||||
Canpack SA/US LLC(a) | ||||||||||||||||
11/15/2029 | 3.875 | % | 3,538,000 | 2,972,545 | ||||||||||||
Trivium Packaging Finance BV(a) | ||||||||||||||||
08/15/2026 | 5.500 | % | 3,592,000 | 3,455,235 | ||||||||||||
08/15/2027 | 8.500 | % | 1,408,000 | 1,279,553 | ||||||||||||
|
| |||||||||||||||
Total | 20,060,540 | |||||||||||||||
|
| |||||||||||||||
Pharmaceuticals 0.9% | ||||||||||||||||
1375209 BC Ltd.(a) | ||||||||||||||||
01/30/2028 | 9.000 | % | 443,000 | 427,529 | ||||||||||||
Amgen, Inc. | ||||||||||||||||
03/02/2063 | 5.750 | % | 13,131,000 | 12,865,124 | ||||||||||||
Bausch Health Companies, Inc.(a) | ||||||||||||||||
02/01/2027 | 6.125 | % | 2,070,000 | 1,160,096 | ||||||||||||
06/01/2028 | 4.875 | % | 2,868,000 | 1,458,666 | ||||||||||||
09/30/2028 | 11.000 | % | 789,000 | 492,916 | ||||||||||||
10/15/2030 | 14.000 | % | 156,000 | 81,209 | ||||||||||||
Grifols Escrow Issuer SA(a) | ||||||||||||||||
10/15/2028 | 4.750 | % | 1,726,000 | 1,526,020 | ||||||||||||
Jazz Securities DAC(a) | ||||||||||||||||
01/15/2029 | 4.375 | % | 2,600,000 | 2,341,008 | ||||||||||||
Organon Finance 1 LLC(a) | ||||||||||||||||
04/30/2028 | 4.125 | % | 2,484,000 | 2,205,202 | ||||||||||||
04/30/2031 | 5.125 | % | 4,257,000 | 3,352,731 | ||||||||||||
Pfizer Investment Enterprises Pte., Ltd. | ||||||||||||||||
05/19/2033 | 4.750 | % | 22,696,000 | 22,069,568 | ||||||||||||
|
| |||||||||||||||
Total | 47,980,069 | |||||||||||||||
|
|
12 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Property & Casualty 0.8% | ||||||||||||||||
Alliant Holdings Intermediate LLC/Co-Issuer(a) |
| |||||||||||||||
10/15/2027 | 4.250 | % | 1,693,000 | 1,568,737 | ||||||||||||
10/15/2027 | 6.750 | % | 3,396,000 | 3,257,383 | ||||||||||||
04/15/2028 | 6.750 | % | 7,004,000 | 6,993,906 | ||||||||||||
11/01/2029 | 5.875 | % | 2,406,000 | 2,185,563 | ||||||||||||
AssuredPartners, Inc.(a) | ||||||||||||||||
08/15/2025 | 7.000 | % | 1,488,000 | 1,487,893 | ||||||||||||
01/15/2029 | 5.625 | % | 2,393,000 | 2,142,710 | ||||||||||||
Berkshire Hathaway Finance Corp. | ||||||||||||||||
03/15/2052 | 3.850 | % | 1,177,000 | 920,554 | ||||||||||||
BroadStreet Partners, Inc.(a) | ||||||||||||||||
04/15/2029 | 5.875 | % | 4,020,000 | 3,646,972 | ||||||||||||
GTCR AP Finance, Inc.(a) | ||||||||||||||||
05/15/2027 | 8.000 | % | 2,295,000 | 2,292,033 | ||||||||||||
HUB International Ltd.(a) | ||||||||||||||||
05/01/2026 | 7.000 | % | 3,699,000 | 3,682,759 | ||||||||||||
HUB International, Ltd.(a) | ||||||||||||||||
06/15/2030 | 7.250 | % | 8,556,000 | 8,778,853 | ||||||||||||
USI, Inc.(a) | ||||||||||||||||
05/01/2025 | 6.875 | % | 1,534,000 | 1,522,495 | ||||||||||||
|
| |||||||||||||||
Total | 38,479,858 | |||||||||||||||
|
| |||||||||||||||
Railroads 0.3% | ||||||||||||||||
Norfolk Southern Corp. | ||||||||||||||||
08/01/2030 | 5.050 | % | 13,160,000 | 13,086,789 | ||||||||||||
|
| |||||||||||||||
Restaurants 0.3% | ||||||||||||||||
1011778 BC ULC/New Red Finance, Inc.(a) |
| |||||||||||||||
04/15/2025 | 5.750 | % | 2,011,000 | 2,010,121 | ||||||||||||
01/15/2028 | 3.875 | % | 3,236,000 | 2,979,212 | ||||||||||||
Fertitta Entertainment LLC/Finance Co., Inc.(a) |
| |||||||||||||||
01/15/2029 | 4.625 | % | 1,305,000 | 1,157,866 | ||||||||||||
01/15/2030 | 6.750 | % | 2,452,000 | 2,069,046 | ||||||||||||
IRB Holding Corp.(a) | ||||||||||||||||
06/15/2025 | 7.000 | % | 3,646,000 | 3,648,165 | ||||||||||||
Yum! Brands, Inc. | ||||||||||||||||
04/01/2032 | 5.375 | % | 2,405,000 | 2,272,109 | ||||||||||||
|
| |||||||||||||||
Total | 14,136,519 | |||||||||||||||
|
| |||||||||||||||
Retailers 1.1% | ||||||||||||||||
Asbury Automotive Group, Inc.(a) | ||||||||||||||||
11/15/2029 | 4.625 | % | 701,000 | 631,186 | ||||||||||||
02/15/2032 | 5.000 | % | 701,000 | 611,754 | ||||||||||||
Group 1 Automotive, Inc.(a) | ||||||||||||||||
08/15/2028 | 4.000 | % | 999,000 | 899,916 | ||||||||||||
Hanesbrands, Inc.(a) | ||||||||||||||||
05/15/2026 | 4.875 | % | 645,000 | 607,251 | ||||||||||||
02/15/2031 | 9.000 | % | 3,007,000 | 2,850,789 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
L Brands, Inc.(a) | ||||||||||||||||
07/01/2025 | 9.375 | % | 485,000 | 505,973 | ||||||||||||
L Brands, Inc. | ||||||||||||||||
02/01/2028 | 5.250 | % | 1,053,000 | 1,011,321 | ||||||||||||
11/01/2035 | 6.875 | % | 2,968,000 | 2,807,426 | ||||||||||||
LCM Investments Holdings II LLC(a) | ||||||||||||||||
05/01/2029 | 4.875 | % | 3,325,000 | 2,904,545 | ||||||||||||
08/01/2031 | 8.250 | % | 1,725,000 | 1,738,880 | ||||||||||||
Lithia Motors, Inc.(a) | ||||||||||||||||
01/15/2031 | 4.375 | % | 1,325,000 | 1,141,090 | ||||||||||||
Lowe’s Companies, Inc. | ||||||||||||||||
04/01/2062 | 4.450 | % | 5,099,000 | 3,942,394 | ||||||||||||
09/15/2062 | 5.800 | % | 30,874,000 | 29,804,007 | ||||||||||||
PetSmart, Inc./Finance Corp.(a) | ||||||||||||||||
02/15/2028 | 4.750 | % | 3,253,000 | 2,984,399 | ||||||||||||
02/15/2029 | 7.750 | % | 2,190,000 | 2,064,705 | ||||||||||||
Wolverine World Wide, Inc.(a) | ||||||||||||||||
08/15/2029 | 4.000 | % | 3,442,000 | 2,642,455 | ||||||||||||
|
| |||||||||||||||
Total | 57,148,091 | |||||||||||||||
|
| |||||||||||||||
Supermarkets 0.1% | ||||||||||||||||
Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC(a) |
| |||||||||||||||
03/15/2026 | 7.500 | % | 1,085,000 | 1,104,447 | ||||||||||||
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(a) |
| |||||||||||||||
03/15/2026 | 3.250 | % | 2,743,000 | 2,577,329 | ||||||||||||
|
| |||||||||||||||
Total | 3,681,776 | |||||||||||||||
|
| |||||||||||||||
Technology 2.5% | ||||||||||||||||
Black Knight InfoServ LLC(a) | ||||||||||||||||
09/01/2028 | 3.625 | % | 2,302,000 | 2,147,035 | ||||||||||||
Block, Inc. | ||||||||||||||||
06/01/2026 | 2.750 | % | 1,714,000 | 1,581,096 | ||||||||||||
06/01/2031 | 3.500 | % | 1,723,000 | 1,441,817 | ||||||||||||
Boxer Parent Co., Inc.(a) | ||||||||||||||||
10/02/2025 | 7.125 | % | 447,000 | 446,314 | ||||||||||||
Broadcom, Inc.(a) | ||||||||||||||||
11/15/2036 | 3.187 | % | 18,394,000 | 14,050,635 | ||||||||||||
Camelot Finance SA(a) | ||||||||||||||||
11/01/2026 | 4.500 | % | 924,000 | 876,866 | ||||||||||||
Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.(a) |
| |||||||||||||||
06/15/2029 | 8.000 | % | 534,000 | 547,964 | ||||||||||||
Central Parent, Inc./CDK Global, Inc.(a) | ||||||||||||||||
06/15/2029 | 7.250 | % | 1,434,000 | 1,430,615 | ||||||||||||
Clarivate Science Holdings Corp.(a) | ||||||||||||||||
07/01/2028 | 3.875 | % | 1,277,000 | 1,153,747 | ||||||||||||
07/01/2029 | 4.875 | % | 4,288,000 | 3,837,996 | ||||||||||||
Cloud Software Group, Inc.(a) | ||||||||||||||||
09/30/2029 | 9.000 | % | 4,718,000 | 4,243,849 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 13 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
CommScope Technologies LLC(a) | ||||||||||||||||
06/15/2025 | 6.000 | % | 1,385,000 | 1,087,495 | ||||||||||||
Condor Merger Sub, Inc.(a) | ||||||||||||||||
02/15/2030 | 7.375 | % | 5,020,000 | 4,339,347 | ||||||||||||
Entegris Escrow Corp.(a) | ||||||||||||||||
04/15/2029 | 4.750 | % | 2,603,000 | 2,459,901 | ||||||||||||
06/15/2030 | 5.950 | % | 3,323,000 | 3,209,923 | ||||||||||||
Gartner, Inc.(a) | ||||||||||||||||
07/01/2028 | 4.500 | % | 1,484,000 | 1,391,871 | ||||||||||||
GTCR W-2 Merger Sub LLC(a) | ||||||||||||||||
01/15/2031 | 7.500 | % | 5,889,000 | 5,998,455 | ||||||||||||
HealthEquity, Inc.(a) | ||||||||||||||||
10/01/2029 | 4.500 | % | 3,398,000 | 3,064,927 | ||||||||||||
Helios Software Holdings, Inc.(a) | ||||||||||||||||
05/01/2028 | 4.625 | % | 2,367,000 | 2,067,254 | ||||||||||||
ION Trading Technologies Sarl(a) | ||||||||||||||||
05/15/2028 | 5.750 | % | 2,698,000 | 2,292,986 | ||||||||||||
Iron Mountain, Inc.(a) | ||||||||||||||||
09/15/2027 | 4.875 | % | 4,523,000 | 4,285,785 | ||||||||||||
09/15/2029 | 4.875 | % | 664,000 | 606,887 | ||||||||||||
07/15/2030 | 5.250 | % | 2,592,000 | 2,373,051 | ||||||||||||
Logan Merger Sub, Inc.(a) | ||||||||||||||||
09/01/2027 | 5.500 | % | 6,448,000 | 3,793,904 | ||||||||||||
Minerva Merger Sub, Inc.(a) | ||||||||||||||||
02/15/2030 | 6.500 | % | 5,010,000 | 4,348,465 | ||||||||||||
NCR Atleos Escrow Corp.(a) | ||||||||||||||||
04/01/2029 | 9.500 | % | 4,635,000 | 4,788,759 | ||||||||||||
NCR Corp.(a) | ||||||||||||||||
10/01/2028 | 5.000 | % | 3,666,000 | 3,346,026 | ||||||||||||
04/15/2029 | 5.125 | % | 4,746,000 | 4,346,528 | ||||||||||||
10/01/2030 | 5.250 | % | 1,296,000 | 1,142,306 | ||||||||||||
Neptune Bidco US, Inc.(a) | ||||||||||||||||
04/15/2029 | 9.290 | % | 3,953,000 | 3,683,936 | ||||||||||||
NXP BV/Funding LLC/USA, Inc. | ||||||||||||||||
05/01/2030 | 3.400 | % | 2,210,000 | 1,948,172 | ||||||||||||
01/15/2033 | 5.000 | % | 7,610,000 | 7,267,904 | ||||||||||||
Picard Midco, Inc.(a) | ||||||||||||||||
03/31/2029 | 6.500 | % | 6,546,000 | 6,031,294 | ||||||||||||
PTC, Inc.(a) | ||||||||||||||||
02/15/2025 | 3.625 | % | 349,000 | 339,380 | ||||||||||||
Seagate HDD Cayman(a) | ||||||||||||||||
12/15/2029 | 8.250 | % | 2,217,000 | 2,361,108 | ||||||||||||
07/15/2031 | 8.500 | % | 1,269,000 | 1,355,455 | ||||||||||||
Sensata Technologies BV(a) | ||||||||||||||||
09/01/2030 | 5.875 | % | 2,018,000 | 1,935,217 | ||||||||||||
Shift4 Payments LLC/Finance Sub, Inc.(a) |
| |||||||||||||||
11/01/2026 | 4.625 | % | 5,103,000 | 4,847,021 |
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Synaptics, Inc.(a) | ||||||||||||||||
06/15/2029 | 4.000 | % | 2,951,000 | 2,580,474 | ||||||||||||
Tempo Acquisition LLC/Finance Corp.(a) |
| |||||||||||||||
06/01/2025 | 5.750 | % | 725,000 | 717,363 | ||||||||||||
Verscend Escrow Corp.(a) | ||||||||||||||||
08/15/2026 | 9.750 | % | 4,004,000 | 4,021,234 | ||||||||||||
ZoomInfo Technologies LLC/Finance Corp.(a) |
| |||||||||||||||
02/01/2029 | 3.875 | % | 6,273,000 | 5,411,732 | ||||||||||||
|
| |||||||||||||||
Total | 129,202,094 | |||||||||||||||
|
| |||||||||||||||
Transportation Services 0.3% | ||||||||||||||||
ERAC USA Finance LLC(a) | ||||||||||||||||
05/01/2028 | 4.600 | % | 13,488,000 | 13,133,932 | ||||||||||||
|
| |||||||||||||||
Wireless 1.1% | ||||||||||||||||
Altice France Holding SA(a) | ||||||||||||||||
02/15/2028 | 6.000 | % | 3,633,000 | 1,466,145 | ||||||||||||
Altice France SA(a) | ||||||||||||||||
07/15/2029 | 5.125 | % | 7,286,000 | 5,200,973 | ||||||||||||
10/15/2029 | 5.500 | % | 1,316,000 | 946,072 | ||||||||||||
American Tower Corp. | ||||||||||||||||
08/15/2029 | 3.800 | % | 6,411,000 | 5,884,641 | ||||||||||||
Millicom International Cellular SA(a) | ||||||||||||||||
03/25/2029 | 6.250 | % | 2,700,000 | 2,500,555 | ||||||||||||
SBA Communications Corp. | ||||||||||||||||
02/15/2027 | 3.875 | % | 1,176,000 | 1,107,006 | ||||||||||||
02/01/2029 | 3.125 | % | 5,224,000 | 4,548,247 | ||||||||||||
Sprint Capital Corp. | ||||||||||||||||
11/15/2028 | 6.875 | % | 3,098,000 | 3,279,755 | ||||||||||||
Sprint Corp. | ||||||||||||||||
06/15/2024 | 7.125 | % | 831,000 | 835,320 | ||||||||||||
T-Mobile US, Inc. | ||||||||||||||||
02/15/2031 | 2.875 | % | 23,582,000 | 19,984,839 | ||||||||||||
04/15/2031 | 3.500 | % | 7,900,000 | 6,953,254 | ||||||||||||
Vmed O2 UK Financing I PLC(a) | ||||||||||||||||
01/31/2031 | 4.250 | % | 931,000 | 782,155 | ||||||||||||
07/15/2031 | 4.750 | % | 3,870,000 | 3,305,751 | ||||||||||||
|
| |||||||||||||||
Total | 56,794,713 | |||||||||||||||
|
| |||||||||||||||
Wirelines 0.7% | ||||||||||||||||
Frontier Communications Corp.(a) |
| |||||||||||||||
05/01/2028 | 5.000 | % | 1,941,000 | 1,742,034 | ||||||||||||
Frontier Communications Holdings LLC(a) |
| |||||||||||||||
05/15/2030 | 8.750 | % | 822,000 | 820,414 | ||||||||||||
03/15/2031 | 8.625 | % | 2,232,000 | 2,200,021 | ||||||||||||
Iliad Holding SAS(a) | ||||||||||||||||
10/15/2026 | 6.500 | % | 6,276,000 | 6,115,723 | ||||||||||||
10/15/2028 | 7.000 | % | 5,063,000 | 4,846,002 |
14 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Corporate Bonds & Notes(g) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Verizon Communications, Inc. |
| |||||||||||||||
03/21/2031 | 2.550 | % | 26,416,000 | 21,921,391 | ||||||||||||
|
| |||||||||||||||
Total |
| 37,645,585 | ||||||||||||||
|
| |||||||||||||||
Total Corporate Bonds & Notes (Cost $2,300,153,840) |
| 2,150,707,229 | ||||||||||||||
|
| |||||||||||||||
Foreign Government Obligations(g),(k) 7.0% | ||||||||||||||||
Angola 0.2% |
| |||||||||||||||
Angolan Government International Bond(a) |
| |||||||||||||||
11/26/2029 | 8.000 | % | 10,040,000 | 8,465,035 | ||||||||||||
|
| |||||||||||||||
Argentina 0.0% |
| |||||||||||||||
Argentine Republic Government International Bond |
| |||||||||||||||
07/09/2029 | 1.000 | % | 9,405 | 3,403 | ||||||||||||
Argentine Republic Government International Bond(j) |
| |||||||||||||||
07/09/2030 | 0.750 | % | 85,626 | 31,689 | ||||||||||||
07/09/2035 | 1.500 | % | 156,873 | 50,914 | ||||||||||||
|
| |||||||||||||||
Total |
| 86,006 | ||||||||||||||
|
| |||||||||||||||
Brazil 0.2% |
| |||||||||||||||
Brazilian Government International Bond |
| |||||||||||||||
06/12/2030 | 3.875 | % | 2,024,000 | 1,806,877 | ||||||||||||
01/07/2041 | 5.625 | % | 11,000,000 | 9,585,515 | ||||||||||||
|
| |||||||||||||||
Total |
| 11,392,392 | ||||||||||||||
|
| |||||||||||||||
Canada 0.2% |
| |||||||||||||||
MEGlobal Canada ULC(a) |
| |||||||||||||||
05/18/2025 | 5.000 | % | 4,950,000 | 4,857,563 | ||||||||||||
NOVA Chemicals Corp.(a) |
| |||||||||||||||
05/01/2025 | 5.000 | % | 2,058,000 | 1,999,924 | ||||||||||||
06/01/2027 | 5.250 | % | 3,264,000 | 2,936,882 | ||||||||||||
11/15/2028 | 8.500 | % | 880,000 | 909,431 | ||||||||||||
05/15/2029 | 4.250 | % | 2,216,000 | 1,751,233 | ||||||||||||
|
| |||||||||||||||
Total |
| 12,455,033 | ||||||||||||||
|
| |||||||||||||||
Colombia 0.2% |
| |||||||||||||||
Colombia Government International Bond |
| |||||||||||||||
06/15/2045 | 5.000 | % | 5,000,000 | 3,538,225 | ||||||||||||
05/15/2049 | 5.200 | % | 7,147,000 | 5,070,553 | ||||||||||||
|
| |||||||||||||||
Total |
| 8,608,778 | ||||||||||||||
|
| |||||||||||||||
Dominican Republic 0.4% |
| |||||||||||||||
Dominican Republic International Bond(a) |
| |||||||||||||||
01/25/2027 | 5.950 | % | 4,475,000 | 4,404,855 | ||||||||||||
01/30/2030 | 4.500 | % | 2,295,000 | 2,029,247 | ||||||||||||
09/23/2032 | 4.875 | % | 500,000 | 431,931 | ||||||||||||
04/30/2044 | 7.450 | % | 7,900,000 | 7,825,590 | ||||||||||||
01/27/2045 | 6.850 | % | 4,881,000 | 4,536,156 | ||||||||||||
|
| |||||||||||||||
Total |
| 19,227,779 | ||||||||||||||
|
|
Foreign Government Obligations(g),(k) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Egypt 0.3% | ||||||||||||||||
Egypt Government International Bond(a) |
| |||||||||||||||
04/16/2030 | 5.625 | % | EUR | 6,600,000 | 4,309,866 | |||||||||||
02/16/2031 | 5.875 | % | 1,000,000 | 598,327 | ||||||||||||
05/29/2032 | 7.625 | % | 8,162,000 | 5,186,737 | ||||||||||||
01/31/2047 | 8.500 | % | 5,700,000 | 3,265,766 | ||||||||||||
02/21/2048 | 7.903 | % | 3,000,000 | 1,650,201 | ||||||||||||
03/01/2049 | 8.700 | % | 965,000 | 552,547 | ||||||||||||
|
| |||||||||||||||
Total |
| 15,563,444 | ||||||||||||||
|
| |||||||||||||||
Hungary 0.3% |
| |||||||||||||||
Hungary Government International Bond(a) |
| |||||||||||||||
09/22/2031 | 2.125 | % | 20,100,000 | 15,484,811 | ||||||||||||
|
| |||||||||||||||
India 0.7% |
| |||||||||||||||
Export-Import Bank of India(a) |
| |||||||||||||||
01/15/2030 | 3.250 | % | 6,200,000 | 5,452,113 | ||||||||||||
India Government Bond |
| |||||||||||||||
02/06/2033 | 7.260 | % | INR | 1,972,730,000 | 23,552,970 | |||||||||||
Indian Railway Finance Corp., Ltd.(a) |
| |||||||||||||||
02/10/2031 | 2.800 | % | 7,000,000 | 5,782,590 | ||||||||||||
|
| |||||||||||||||
Total |
| 34,787,673 | ||||||||||||||
|
| |||||||||||||||
Indonesia 0.7% |
| |||||||||||||||
Indonesia Asahan Aluminium Persero PT(a) |
| |||||||||||||||
05/15/2050 | 5.800 | % | 6,000,000 | 5,224,254 | ||||||||||||
Indonesia Government International Bond(a) |
| |||||||||||||||
01/15/2045 | 5.125 | % | 3,600,000 | 3,458,682 | ||||||||||||
Indonesia Treasury Bond |
| |||||||||||||||
04/15/2027 | 5.125 | % | IDR | 227,007,000,000 | 14,002,301 | |||||||||||
04/15/2039 | 8.375 | % | IDR | 68,305,000,000 | 5,028,516 | |||||||||||
PT Pertamina Persero(a) |
| |||||||||||||||
05/30/2044 | 6.450 | % | 10,066,000 | 10,135,411 | ||||||||||||
|
| |||||||||||||||
Total |
| 37,849,164 | ||||||||||||||
|
| |||||||||||||||
Ivory Coast 0.2% |
| |||||||||||||||
Ivory Coast Government International Bond(a) |
| |||||||||||||||
01/30/2032 | 4.875 | % | EUR | 9,275,000 | 8,183,371 | |||||||||||
06/15/2033 | 6.125 | % | 3,847,000 | 3,377,728 | ||||||||||||
|
| |||||||||||||||
Total |
| 11,561,099 | ||||||||||||||
|
| |||||||||||||||
Kazakhstan 0.1% |
| |||||||||||||||
KazMunayGas National Co., JSC(a) |
| |||||||||||||||
10/24/2048 | 6.375 | % | 4,000,000 | 3,412,251 | ||||||||||||
|
| |||||||||||||||
Malaysia 0.1% |
| |||||||||||||||
Petronas Capital Ltd.(a) |
| |||||||||||||||
04/21/2030 | 3.500 | % | 4,800,000 | 4,376,099 | ||||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 15 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Foreign Government Obligations(g),(k) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Mexico 1.1% | ||||||||||||||||
Mexico Government International Bond |
| |||||||||||||||
04/16/2030 | 3.250 | % | 4,000,000 | 3,517,207 | ||||||||||||
05/29/2031 | 7.750 | % | MXN | 446,370,000 | 23,475,202 | |||||||||||
08/14/2041 | 4.280 | % | 300,000 | 234,624 | ||||||||||||
Petroleos Mexicanos |
| |||||||||||||||
03/13/2027 | 6.500 | % | 7,689,000 | 6,928,062 | ||||||||||||
02/12/2028 | 5.350 | % | 4,594,000 | 3,818,110 | ||||||||||||
01/28/2031 | 5.950 | % | 2,235,000 | 1,675,460 | ||||||||||||
02/16/2032 | 6.700 | % | 12,449,000 | 9,699,564 | ||||||||||||
09/21/2047 | 6.750 | % | 522,000 | 319,212 | ||||||||||||
01/23/2050 | 7.690 | % | 7,750,000 | 5,144,645 | ||||||||||||
|
| |||||||||||||||
Total |
| 54,812,086 | ||||||||||||||
|
| |||||||||||||||
Oman 0.1% |
| |||||||||||||||
Oman Government International Bond(a) |
| |||||||||||||||
01/17/2048 | 6.750 | % | 6,506,000 | 6,342,328 | ||||||||||||
Oman Sovereign Sukuk Co.(a) |
| |||||||||||||||
06/01/2024 | 4.397 | % | 500,000 | 495,533 | ||||||||||||
|
| |||||||||||||||
Total |
| 6,837,861 | ||||||||||||||
|
| |||||||||||||||
Panama 0.1% |
| |||||||||||||||
Panama Government International Bond |
| |||||||||||||||
01/19/2033 | 3.298 | % | 6,779,000 | 5,134,646 | ||||||||||||
|
| |||||||||||||||
Paraguay 0.1% |
| |||||||||||||||
Paraguay Government International Bond(a) |
| |||||||||||||||
03/27/2027 | 4.700 | % | 2,000,000 | 1,944,307 | ||||||||||||
08/11/2044 | 6.100 | % | 2,939,000 | 2,693,131 | ||||||||||||
|
| |||||||||||||||
Total |
| 4,637,438 | ||||||||||||||
|
| |||||||||||||||
Qatar 0.4% |
| |||||||||||||||
Qatar Government International Bond(a) |
| |||||||||||||||
04/16/2030 | 3.750 | % | 2,000,000 | 1,898,404 | ||||||||||||
03/14/2049 | 4.817 | % | 15,614,000 | 13,920,369 | ||||||||||||
Qatar Petroleum(a) |
| |||||||||||||||
07/12/2031 | 2.250 | % | 6,077,000 | 4,984,590 | ||||||||||||
|
| |||||||||||||||
Total |
| 20,803,363 | ||||||||||||||
|
| |||||||||||||||
Romania 0.2% |
| |||||||||||||||
Romanian Government International Bond(a) |
| |||||||||||||||
01/28/2050 | 3.375 | % | EUR | 12,000,000 | 8,124,157 | |||||||||||
02/14/2051 | 4.000 | % | 2,246,000 | 1,482,777 | ||||||||||||
|
| |||||||||||||||
Total |
| 9,606,934 | ||||||||||||||
|
| |||||||||||||||
Saudi Arabia 0.4% |
| |||||||||||||||
Saudi Arabian Oil Co.(a) |
| |||||||||||||||
11/24/2030 | 2.250 | % | 15,163,000 | 12,511,200 |
Foreign Government Obligations(g),(k) (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
Saudi Government International Bond(a) |
| |||||||||||||||
10/22/2030 | 3.250 | % | 3,000,000 | 2,687,556 | ||||||||||||
04/17/2049 | 5.000 | % | 5,000,000 | 4,344,267 | ||||||||||||
|
| |||||||||||||||
Total |
| 19,543,023 | ||||||||||||||
|
| |||||||||||||||
South Africa 0.2% |
| |||||||||||||||
Republic of South Africa Government Bond |
| |||||||||||||||
01/31/2030 | 8.000 | % | ZAR | 219,595,663 | 10,606,038 | |||||||||||
|
| |||||||||||||||
South Korea 0.5% |
| |||||||||||||||
Korea Treasury Bond |
| |||||||||||||||
03/10/2028 | 3.250 | % | KRW | 31,900,000,000 | 24,532,221 | |||||||||||
|
| |||||||||||||||
United Arab Emirates 0.3% |
| |||||||||||||||
DP World Crescent Ltd.(a) |
| |||||||||||||||
07/18/2029 | 3.875 | % | 5,600,000 | 5,159,786 | ||||||||||||
DP World Ltd.(a) |
| |||||||||||||||
09/25/2048 | 5.625 | % | 6,091,000 | 5,405,044 | ||||||||||||
DP World PLC(a) |
| |||||||||||||||
07/02/2037 | 6.850 | % | 3,650,000 | 3,850,331 | ||||||||||||
09/30/2049 | 4.700 | % | 2,000,000 | 1,559,650 | ||||||||||||
|
| |||||||||||||||
Total |
| 15,974,811 | ||||||||||||||
|
| |||||||||||||||
Total Foreign Government Obligations (Cost $395,562,857) |
| 355,757,985 | ||||||||||||||
|
| |||||||||||||||
Residential Mortgage-Backed Securities - Agency 35.3% | ||||||||||||||||
Federal Home Loan Mortgage Corp. |
| |||||||||||||||
05/01/2052 | 3.000 | % | 59,637,476 | 50,698,754 | ||||||||||||
08/01/2052 | 4.000 | % | 27,942,149 | 25,652,442 | ||||||||||||
Federal Home Loan Mortgage Corp.(l) |
| |||||||||||||||
CMO Series 304 Class C69 |
| |||||||||||||||
12/15/2042 | 4.000 | % | 2,280,420 | 441,654 | ||||||||||||
CMO Series 4147 Class CI |
| |||||||||||||||
01/15/2041 | 3.500 | % | 1,371,918 | 44,344 | ||||||||||||
Federal Home Loan Mortgage Corp.(b),(l) |
| |||||||||||||||
CMO Series 318 Class S1 |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.836% |
| |||||||||||||||
Cap 5.950% |
| |||||||||||||||
11/15/2043 | 0.512 | % | 4,292,693 | 371,830 | ||||||||||||
CMO Series 4620 Class AS |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 0.554% |
| |||||||||||||||
11/15/2042 | 0.000 | % | 7,586,210 | 445,138 | ||||||||||||
CMO Series 4903 Class SA |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.936% |
| |||||||||||||||
Cap 6.050% |
| |||||||||||||||
08/25/2049 | 0.607 | % | 23,714,386 | 2,228,495 |
16 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
CMO STRIPS Series 326 Class S1 |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.886% |
| |||||||||||||||
Cap 6.000% |
| |||||||||||||||
03/15/2044 | 0.562 | % | 766,048 | 66,604 | ||||||||||||
Federal Home Loan Mortgage Corp.(d),(l) |
| |||||||||||||||
CMO Series 4515 Class SA |
| |||||||||||||||
08/15/2038 | 0.000 | % | 3,401,374 | 142,385 | ||||||||||||
Federal Home Loan Mortgage Corp. REMICS(l) |
| |||||||||||||||
CMO Series 5051 Class KI |
| |||||||||||||||
12/25/2050 | 2.500 | % | 35,611,949 | 5,589,349 | ||||||||||||
CMO Series 5192 Class PI |
| |||||||||||||||
10/25/2051 | 2.500 | % | 59,359,678 | 6,564,474 | ||||||||||||
CMO Series 5198 Class KI |
| |||||||||||||||
02/25/2052 | 3.000 | % | 41,044,590 | 7,638,476 | ||||||||||||
Federal National Mortgage Association |
| |||||||||||||||
08/01/2032- |
| |||||||||||||||
04/01/2052 | 3.000 | % | 90,704,668 | 77,609,788 | ||||||||||||
05/01/2052- |
| |||||||||||||||
06/01/2052 | 3.500 | % | 186,512,924 | 165,766,289 | ||||||||||||
10/01/2053 | 5.500 | % | 37,355,451 | 36,997,655 | ||||||||||||
Federal National Mortgage Association(d),(l) |
| |||||||||||||||
CMO Series 2006-5 Class N1 |
| |||||||||||||||
08/25/2034 | 0.000 | % | 2,623,223 | 26 | ||||||||||||
Federal National Mortgage Association(l) |
| |||||||||||||||
CMO Series 2012-129 Class IC |
| |||||||||||||||
01/25/2041 | 3.500 | % | 782,664 | 32,358 | ||||||||||||
CMO Series 2012-131 Class MI |
| |||||||||||||||
01/25/2040 | 3.500 | % | 985,424 | 33,457 | ||||||||||||
CMO Series 2012-133 Class EI |
| |||||||||||||||
07/25/2031 | 3.500 | % | 123,986 | 719 | ||||||||||||
CMO Series 2013-1 Class AI |
| |||||||||||||||
02/25/2043 | 3.500 | % | 1,583,236 | 212,952 | ||||||||||||
Federal National Mortgage Association(b),(l) |
| |||||||||||||||
CMO Series 2013-101 Class CS |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.786% |
| |||||||||||||||
Cap 5.900% |
| |||||||||||||||
10/25/2043 | 0.457 | % | 6,036,201 | 522,333 | ||||||||||||
CMO Series 2014-93 Class ES |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 6.036% |
| |||||||||||||||
Cap 6.150% |
| |||||||||||||||
01/25/2045 | 0.707 | % | 10,170,447 | 1,123,490 | ||||||||||||
CMO Series 2016-26 Class SA |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.936% |
| |||||||||||||||
Cap 6.050% |
| |||||||||||||||
05/25/2046 | 0.607 | % | 9,337,350 | 1,206,921 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||||||
CMO Series 2016-31 Class VS |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.886% |
| |||||||||||||||
Cap 6.000% |
| |||||||||||||||
06/25/2046 | 0.557 | % | 5,978,677 | 584,382 | ||||||||||||
CMO Series 2016-42 Class SB |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.886% |
| |||||||||||||||
Cap 6.000% |
| |||||||||||||||
07/25/2046 | 0.557 | % | 21,402,699 | 2,305,775 | ||||||||||||
CMO Series 2017-47 Class SE |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.986% |
| |||||||||||||||
Cap 6.100% |
| |||||||||||||||
06/25/2047 | 0.657 | % | 6,875,435 | 974,967 | ||||||||||||
CMO Series 2017-56 Class SB |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 6.036% |
| |||||||||||||||
Cap 6.150% |
| |||||||||||||||
07/25/2047 | 0.707 | % | 22,933,354 | 2,862,509 | ||||||||||||
CMO Series 2018-76 Class SN |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 6.036% |
| |||||||||||||||
Cap 6.150% |
| |||||||||||||||
10/25/2048 | 0.707 | % | 7,540,867 | 813,310 | ||||||||||||
CMO Series 2019-67 Class SE |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.936% |
| |||||||||||||||
Cap 6.050% |
| |||||||||||||||
11/25/2049 | 0.607 | % | 20,860,252 | 2,799,367 | ||||||||||||
CMO Series 2019-8 Class SG |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.886% |
| |||||||||||||||
Cap 6.000% |
| |||||||||||||||
03/25/2049 | 0.557 | % | 21,535,179 | 1,844,787 | ||||||||||||
Federal National Mortgage Association REMICS(l) |
| |||||||||||||||
CMO Series 2020-77 Class IL |
| |||||||||||||||
11/25/2050 | 2.500 | % | 34,112,103 | 4,915,209 | ||||||||||||
Federal National Mortgage Association REMICS(b),(l) |
| |||||||||||||||
CMO Series 2023-61 Class GS |
| |||||||||||||||
-1.0 x 30-day Average |
| |||||||||||||||
SOFR + 5.700% |
| |||||||||||||||
Cap 5.700% |
| |||||||||||||||
12/25/2053 | 0.373 | % | 163,736,401 | 8,368,600 | ||||||||||||
Freddie Mac REMICS(l) |
| |||||||||||||||
CMO Series 5287 Class NI |
| |||||||||||||||
05/25/2051 | 3.500 | % | 39,414,574 | 7,542,818 | ||||||||||||
Government National Mortgage Association |
| |||||||||||||||
08/15/2031 | 7.000 | % | 12,339 | 12,480 | ||||||||||||
04/15/2034 | 5.000 | % | 77,619 | 76,641 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 17 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Government National Mortgage Association(l) |
| |||||||||||
CMO Series 2014-190 Class AI |
| |||||||||||
12/20/2038 | 3.500 | % | 6,462,675 | 484,583 | ||||||||
CMO Series 2020-138 Class GI |
| |||||||||||
09/20/2050 | 3.000 | % | 34,000,072 | 5,421,767 | ||||||||
CMO Series 2020-191 Class UG |
| |||||||||||
12/20/2050 | 3.500 | % | 40,184,438 | 6,477,426 | ||||||||
CMO Series 2021-140 Class IW |
| |||||||||||
08/20/2051 | 3.500 | % | 46,760,317 | 8,532,051 | ||||||||
CMO Series 2021-57 Class KI |
| |||||||||||
03/20/2051 | 3.500 | % | 43,685,220 | 7,125,304 | ||||||||
CMO Series 2021-89 Class IO |
| |||||||||||
05/20/2051 | 3.000 | % | 49,580,011 | 7,957,894 | ||||||||
Government National Mortgage Association(b),(l) |
| |||||||||||
CMO Series 2016-20 Class SQ |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 5.986% |
| |||||||||||
Cap 6.100% |
| |||||||||||
02/20/2046 | 0.654 | % | 9,380,214 | 846,837 | ||||||||
CMO Series 2017-129 Class SA |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.086% |
| |||||||||||
Cap 6.200% |
| |||||||||||
08/20/2047 | 0.754 | % | 7,489,891 | 707,211 | ||||||||
CMO Series 2017-133 Class SM |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.136% |
| |||||||||||
Cap 6.250% |
| |||||||||||
09/20/2047 | 0.804 | % | 8,383,178 | 747,115 | ||||||||
CMO Series 2017-141 Class ES |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.086% |
| |||||||||||
Cap 6.200% |
| |||||||||||
09/20/2047 | 0.754 | % | 11,335,731 | 1,220,591 | ||||||||
CMO Series 2018-124 Class SA |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.086% |
| |||||||||||
Cap 6.200% |
| |||||||||||
09/20/2048 | 0.754 | % | 13,570,537 | 1,174,683 | ||||||||
CMO Series 2018-155 Class ES |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 5.986% |
| |||||||||||
Cap 6.100% |
| |||||||||||
11/20/2048 | 0.654 | % | 10,817,680 | 884,439 | ||||||||
CMO Series 2018-168 Class SA |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 5.986% |
| |||||||||||
Cap 6.100% |
| |||||||||||
12/20/2048 | 0.654 | % | 9,421,435 | 960,176 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
CMO Series 2018-67 Class SP | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.086% | ||||||||||||
Cap 6.200% | ||||||||||||
05/20/2048 | 0.754 | % | 8,238,452 | 723,786 | ||||||||
CMO Series 2019-152 Class BS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 5.936% | ||||||||||||
Cap 6.050% | ||||||||||||
12/20/2049 | 0.605 | % | 21,876,085 | 1,894,084 | ||||||||
CMO Series 2019-23 Class LS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 5.936% | ||||||||||||
Cap 6.050% | ||||||||||||
02/20/2049 | 0.605 | % | 6,370,135 | 569,746 | ||||||||
CMO Series 2019-23 Class QS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.164% | ||||||||||||
Cap 6.050% | ||||||||||||
02/20/2049 | 0.605 | % | 18,301,078 | 1,636,111 | ||||||||
CMO Series 2019-29 Class DS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 5.936% | ||||||||||||
Cap 6.050% | ||||||||||||
03/20/2049 | 0.605 | % | 15,122,495 | 1,088,030 | ||||||||
CMO Series 2019-41 Class AS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 5.936% | ||||||||||||
Cap 6.050% | ||||||||||||
03/20/2049 | 0.605 | % | 14,743,955 | 1,296,797 | ||||||||
CMO Series 2019-5 Class SH | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.036% | ||||||||||||
Cap 6.150% | ||||||||||||
01/20/2049 | 0.705 | % | 10,020,557 | 919,230 | ||||||||
CMO Series 2019-59 Class JS | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.036% | ||||||||||||
Cap 6.150% | ||||||||||||
05/20/2049 | 0.705 | % | 9,612,655 | 879,008 | ||||||||
CMO Series 2020-101 Class SA | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.086% | ||||||||||||
Cap 6.200% | ||||||||||||
07/20/2050 | 0.754 | % | 57,520,682 | 6,487,637 | ||||||||
CMO Series 2020-61 Class SM | ||||||||||||
-1.0 x 1-month Term SOFR | ||||||||||||
+ 6.486% | ||||||||||||
Cap 6.600% | ||||||||||||
07/20/2043 | 1.155 | % | 38,755,632 | 4,893,565 |
18 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
| ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
CMO Series 2021-155 Class SG |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.186% |
| |||||||||||
Cap 6.300% |
| |||||||||||
09/20/2051 | 0.855 | % | 45,982,211 | 5,171,509 | ||||||||
CMO Series 2022-90 Class SD |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 5.936% |
| |||||||||||
Cap 6.050% |
| |||||||||||
05/20/2050 | 0.605 | % | 42,842,768 | 4,658,645 | ||||||||
CMO Series 2022-90 Class SM |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.036% |
| |||||||||||
Cap 6.150% |
| |||||||||||
07/20/2050 | 0.705 | % | 67,883,261 | 7,004,670 | ||||||||
CMO Series 2023-66 Class SK |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 6.086% |
| |||||||||||
Cap 6.200% |
| |||||||||||
07/20/2050 | 0.754 | % | 75,836,813 | 7,456,238 | ||||||||
CMO Series 2023-75 Class SB |
| |||||||||||
-1.0 x 1-month Term SOFR |
| |||||||||||
+ 5.936% |
| |||||||||||
Cap 6.050% |
| |||||||||||
06/20/2050 | 0.605 | % | 82,467,197 | 8,031,423 | ||||||||
Government National Mortgage Association TBA(h) |
| |||||||||||
12/20/2053 | 3.000 | % | 32,000,000 | 27,677,927 | ||||||||
Uniform Mortgage-Backed Security TBA(h) |
| |||||||||||
12/18/2038- |
| |||||||||||
12/13/2053 | 3.000 | % | 59,000,000 | 51,213,659 | ||||||||
12/13/2053 | 4.000 | % | 175,000,000 | 158,863,770 | ||||||||
12/13/2053 | 4.500 | % | 200,000,000 | 187,256,676 | ||||||||
12/13/2053 | 5.000 | % | 395,000,000 | 380,093,644 | ||||||||
12/13/2053 | 5.500 | % | 221,000,000 | 217,751,925 | ||||||||
12/13/2053 | 6.000 | % | 262,000,000 | 262,727,435 | ||||||||
|
| |||||||||||
Total Residential Mortgage-Backed Securities - Agency (Cost $1,850,460,284) |
| 1,797,326,370 | ||||||||||
|
| |||||||||||
Residential Mortgage-Backed Securities - Non-Agency 15.3% | ||||||||||||
510 Asset Backed Trust(a),(d) |
| |||||||||||
CMO Series 2021-NPL2 Class A1 |
| |||||||||||
06/25/2061 | 2.116 | % | 12,627,265 | 11,884,570 | ||||||||
Bellemeade Re Ltd.(a),(b) |
| |||||||||||
CMO Series 2019-2A Class M2 |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
3.214% |
| |||||||||||
Floor 3.100% |
| |||||||||||
04/25/2029 | 8.557 | % | 10,208,580 | 10,212,148 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
CMO Series 2019-4A Class M1C | ||||||||||||
1-month Term SOFR + | ||||||||||||
2.614% | ||||||||||||
Floor 2.500% | ||||||||||||
10/25/2029 | 7.957 | % | 5,768,205 | 5,781,694 | ||||||||
CMO Series 2020-3A Class M2 | ||||||||||||
30-day Average SOFR + | ||||||||||||
4.964% | ||||||||||||
Floor 4.850% | ||||||||||||
10/25/2030 | 10.293 | % | 13,800,000 | 13,842,247 | ||||||||
CMO Series 2020-4A Class M2B | ||||||||||||
1-month Term SOFR + | ||||||||||||
3.714% | ||||||||||||
Floor 3.600% | ||||||||||||
06/25/2030 | 9.057 | % | 1,491,983 | 1,491,988 | ||||||||
CMO Series 2021-1A Class M1C | ||||||||||||
30-day Average SOFR + | ||||||||||||
2.950% | ||||||||||||
Floor 2.950% | ||||||||||||
03/25/2031 | 8.278 | % | 15,000,000 | 15,015,156 | ||||||||
BRAVO Residential Funding Trust(a),(d) | ||||||||||||
CMO Series 2021-A Class A1 | ||||||||||||
10/25/2059 | 1.991 | % | 9,017,174 | 8,671,348 | ||||||||
CMO Series 2021-B Class A1 | ||||||||||||
04/01/2069 | 2.115 | % | 12,503,173 | 11,999,541 | ||||||||
BVRT Financing Trust(a),(b),(c) | ||||||||||||
CMO Series 2021-3F Class M2 | ||||||||||||
30-day Average SOFR + | ||||||||||||
2.900% | ||||||||||||
Floor 2.900% | ||||||||||||
07/12/2033 | 4.187 | % | 18,017,494 | 18,017,494 | ||||||||
CMO Series 2021-CRT1 Class M4 | ||||||||||||
30-day Average SOFR + | ||||||||||||
3.614% | ||||||||||||
Floor 3.500% | ||||||||||||
07/10/2032 | 8.927 | % | 40,797,526 | 39,254,156 | ||||||||
CAFL Issuer LLC(a),(d) | ||||||||||||
CMO Series 2021-RTL1 Class A1 | ||||||||||||
03/28/2029 | 2.239 | % | 9,360,000 | 8,724,917 | ||||||||
CIM Trust(a),(d) | ||||||||||||
CMO Series 2021-NR4 Class A1 | ||||||||||||
10/25/2061 | 2.816 | % | 9,241,339 | 8,818,281 | ||||||||
Citigroup Mortgage Loan Trust, Inc.(a),(d) | ||||||||||||
CMO Series 2010-6 Class 2A2 | ||||||||||||
09/25/2035 | 5.310 | % | 127,159 | 124,591 | ||||||||
Citigroup Mortgage Loan Trust, Inc.(a) | ||||||||||||
Subordinated CMO Series 2014-C Class B1 |
| |||||||||||
02/25/2054 | 4.250 | % | 1,768,044 | 1,708,432 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 19 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Connecticut Avenue Securities Trust(a),(b) |
| |||||||||||
CMO Series 2019-HRP1 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.264% |
| |||||||||||
11/25/2039 | 7.593 | % | 4,730,818 | 4,766,950 | ||||||||
Subordinated CMO Series 2022-R01 Class 1B2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
6.000% |
| |||||||||||
12/25/2041 | 11.328 | % | 34,900,000 | 35,451,064 | ||||||||
Subordinated CMO Series 2022-R07 Class 1B2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
12.000% |
| |||||||||||
06/25/2042 | 17.328 | % | 11,850,000 | 14,160,380 | ||||||||
CSMC Trust(a),(d) |
| |||||||||||
CMO Series 2020-RPL2 Class A12 |
| |||||||||||
02/25/2060 | 3.525 | % | 6,778,566 | 7,066,589 | ||||||||
CTS Corp.(a) |
| |||||||||||
CMO Series 2015-6R Class 3A2 |
| |||||||||||
02/27/2036 | 3.750 | % | 1,739,155 | 1,674,644 | ||||||||
Eagle Re Ltd.(a),(b) |
| |||||||||||
CMO Series 2021-1 Class M1C |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.700% |
| |||||||||||
Floor 2.700% |
| |||||||||||
10/25/2033 | 8.021 | % | 7,642,008 | 7,663,221 | ||||||||
Subordinated CMO Series 2020-1 Class M1B |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
1.564% |
| |||||||||||
01/25/2030 | 6.907 | % | 6,601,633 | 6,598,843 | ||||||||
Fannie Mae Connecticut Avenue Securities(a),(b) |
| |||||||||||
Subordinated CMO Series 2021-R02 Class 2B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
3.300% |
| |||||||||||
11/25/2041 | 8.628 | % | 9,800,000 | 9,818,293 | ||||||||
Freddie Mac STACR(b) |
| |||||||||||
CMO Series 2020-CS02 Class M4 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
0.000% |
| |||||||||||
06/25/2033 | 4.617 | % | 8,796,572 | 8,339,996 | ||||||||
Freddie Mac STACR REMIC Trust(a),(b) |
| |||||||||||
CMO Series 2021-HQA1 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.250% |
| |||||||||||
08/25/2033 | 7.578 | % | 8,741,027 | 8,698,024 | ||||||||
CMO Series 2022-HQA1 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
5.250% |
| |||||||||||
03/25/2042 | 10.578 | % | 17,250,000 | 18,298,084 | ||||||||
Subordinated CMO Series 2020-DNA4 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
6.114% |
| |||||||||||
08/25/2050 | 11.443 | % | 15,523,251 | 17,235,128 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Subordinated CMO Series 2020-DNA6 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
3.000% |
| |||||||||||
12/25/2050 | 8.328 | % | 15,400,000 | 15,497,054 | ||||||||
Subordinated CMO Series 2021-DNA1 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.650% |
| |||||||||||
01/25/2051 | 7.978 | % | 10,400,000 | 10,267,817 | ||||||||
Subordinated CMO Series 2021-DNA5 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
3.050% |
| |||||||||||
01/25/2034 | 8.378 | % | 15,700,000 | 15,885,266 | ||||||||
Subordinated CMO Series 2021-HQA1 Class B2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
5.000% |
| |||||||||||
08/25/2033 | 10.328 | % | 21,450,000 | 20,960,419 | ||||||||
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(b) |
| |||||||||||
CMO Series 2019-CS03 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
0.114% |
| |||||||||||
10/25/2032 | 5.443 | % | 7,451,404 | 7,394,001 | ||||||||
CMO Series 2020-HQA5 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.600% |
| |||||||||||
11/25/2050 | 7.928 | % | 9,180,685 | 9,332,949 | ||||||||
Subordinated CMO Series 2020-HQA5 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
4.000% |
| |||||||||||
11/25/2050 | 9.328 | % | 18,650,000 | 19,971,118 | ||||||||
Subordinated CMO Series 2022-DNA2 Class B1 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
4.750% |
| |||||||||||
02/25/2042 | 10.078 | % | 19,550,000 | 20,135,255 | ||||||||
Subordinated CMO Series 2022-DNA2 Class B2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
8.500% |
| |||||||||||
02/25/2042 | 13.828 | % | 16,300,000 | 17,180,873 | ||||||||
Home Re Ltd.(a),(b) |
| |||||||||||
CMO Series 2018-1 Class M2 |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
3.114% |
| |||||||||||
10/25/2028 | 8.457 | % | 3,617,810 | 3,640,696 | ||||||||
New York Mortgage Trust(a),(d) |
| |||||||||||
CMO Series 2021-BPL1 Class A1 |
| |||||||||||
05/25/2026 | 2.239 | % | 11,670,802 | 11,468,535 | ||||||||
NRZ Excess Spread-Collateralized Notes(a) |
| |||||||||||
Series 2020-PLS1 Class A |
| |||||||||||
12/25/2025 | 3.844 | % | 5,083,659 | 4,790,653 |
20 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Oaktown Re III Ltd.(a),(b) |
| |||||||||||
CMO Series 2019-1A Class M1B |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
2.064% |
| |||||||||||
Floor 1.950% |
| |||||||||||
07/25/2029 | 7.393 | % | 2,517,358 | 2,521,594 | ||||||||
Oaktown Re VI Ltd.(a),(b) |
| |||||||||||
CMO Series 2021-1A Class M1C |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
3.000% |
| |||||||||||
Floor 3.000% |
| |||||||||||
10/25/2033 | 8.328 | % | 9,800,000 | 9,910,865 | ||||||||
PMT Credit Risk Transfer Trust(a),(b) |
| |||||||||||
Series 2019-2R Class A |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
3.864% |
| |||||||||||
Floor 3.750% |
| |||||||||||
05/30/2025 | 9.216 | % | 4,855,894 | 4,847,673 | ||||||||
PNMAC GMSR Issuer Trust(a),(b) |
| |||||||||||
CMO Series 2018-GT1 Class A |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
2.964% |
| |||||||||||
Floor 2.850% |
| |||||||||||
02/25/2025 | 8.307 | % | 56,500,000 | 56,500,548 | ||||||||
CMO Series 2018-GT2 Class A |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
2.764% |
| |||||||||||
08/25/2025 | 8.107 | % | 56,900,000 | 56,917,070 | ||||||||
Point Securitization Trust(a),(d) |
| |||||||||||
CMO Series 2021-1 Class A1 |
| |||||||||||
02/25/2052 | 3.228 | % | 18,388,603 | 16,907,450 | ||||||||
Preston Ridge Partners Mortgage(a),(d) |
| |||||||||||
CMO Series 2021-4 Class A1 |
| |||||||||||
04/25/2026 | 1.867 | % | 12,117,972 | 11,529,263 | ||||||||
Preston Ridge Partners Mortgage Trust(a),(d) |
| |||||||||||
CMO Series 2021-1 Class A1 |
| |||||||||||
01/25/2026 | 2.115 | % | 2,936,236 | 2,830,410 | ||||||||
CMO Series 2021-2 Class A1 |
| |||||||||||
03/25/2026 | 2.115 | % | 9,403,542 | 9,046,974 | ||||||||
CMO Series 2021-3 Class A1 |
| |||||||||||
04/25/2026 | 1.867 | % | 9,275,310 | 8,836,665 | ||||||||
CMO Series 2023-RCF1 Class M1 |
| |||||||||||
06/25/2053 | 4.000 | % | 11,431,000 | 9,419,687 | ||||||||
Pretium Mortgage Credit Partners(a),(d) |
| |||||||||||
CMO Series 2022-NPL1 Class A1 |
| |||||||||||
01/25/2052 | 2.981 | % | 14,727,088 | 14,141,570 | ||||||||
Pretium Mortgage Credit Partners I LLC(a),(d) |
| |||||||||||
CMO Series 2021-NPL1 Class A1 |
| |||||||||||
09/27/2060 | 2.240 | % | 5,899,979 | 5,792,647 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Pretium Mortgage Credit Partners LLC(a),(d) |
| |||||||||||
CMO Series 2021-RN2 Class A1 |
| |||||||||||
07/25/2051 | 1.744 | % | 8,372,583 | 7,837,850 | ||||||||
Radnor Re Ltd.(a),(b) |
| |||||||||||
CMO Series 2021-1 Class M2 |
| |||||||||||
30-day Average SOFR + |
| |||||||||||
3.150% |
| |||||||||||
12/27/2033 | 8.828 | % | 18,984,000 | 18,835,338 | ||||||||
Stonnington Mortgage Trust(a),(c),(d),(f) |
| |||||||||||
CMO Series 2020-1 Class A |
| |||||||||||
07/28/2024 | 5.500 | % | 462,495 | 455,557 | ||||||||
Toorak Mortgage Corp., Ltd.(a),(d) |
| |||||||||||
CMO Series 2021-1 Class A1 |
| |||||||||||
06/25/2024 | 2.240 | % | 12,036,148 | 11,849,877 | ||||||||
Triangle Re Ltd.(a),(b) |
| |||||||||||
CMO Series 2021-2 Class M2 |
| |||||||||||
1-month Term SOFR + |
| |||||||||||
5.614% |
| |||||||||||
Floor 5.500% |
| |||||||||||
10/25/2033 | 10.957 | % | 10,750,000 | 11,169,184 | ||||||||
Unlock HEA Trust(a) |
| |||||||||||
CMO Series 2023-1 Class A |
| |||||||||||
10/25/2038 | 7.000 | % | 13,304,507 | 12,526,550 | ||||||||
VCAT Asset Securitization LLC(a),(d) |
| |||||||||||
CMO Series 2021-NPL6 Class A1 |
| |||||||||||
09/25/2051 | 1.917 | % | 17,013,727 | 16,116,652 | ||||||||
VCAT LLC(a),(d) |
| |||||||||||
CMO Series 2021-NPL5 Class A1 |
| |||||||||||
08/25/2051 | 1.868 | % | 18,498,951 | 17,671,724 | ||||||||
Vericrest Opportunity Loan Transferee(a),(d) |
| |||||||||||
CMO Series 2021-NPL4 Class A1 |
| |||||||||||
03/27/2051 | 2.240 | % | 6,464,179 | 6,223,375 | ||||||||
Verus Securitization Trust(a),(d) |
| |||||||||||
Subordinated CMO Series 2019-INV3 Class B1 |
| |||||||||||
11/25/2059 | 3.731 | % | 7,300,000 | 5,884,851 | ||||||||
Visio Trust(a),(d) |
| |||||||||||
CMO Series 2019-2 Class M1 |
| |||||||||||
11/25/2054 | 3.260 | % | 4,200,000 | 3,536,039 | ||||||||
Subordinated CMO Series 2019-2 Class B1 |
| |||||||||||
11/25/2054 | 3.910 | % | 3,600,000 | 3,075,470 | ||||||||
|
| |||||||||||
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $771,486,059) |
| 776,227,298 | ||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 21 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Rights 0.0% | ||||||||||||
Issuer |
Shares | Value ($) | ||||||||||
Communication Services 0.0% | ||||||||||||
Entertainment 0.0% | ||||||||||||
Cineworld Group PLC(e) | 31,901 | 606,130 | ||||||||||
|
| |||||||||||
Total Communication Services | 606,130 | |||||||||||
|
| |||||||||||
Total Rights (Cost $391,321) | 606,130 | |||||||||||
|
| |||||||||||
Senior Loans 7.8% | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Aerospace & Defense 0.1% | ||||||||||||
Dynasty Acquisition Co., Inc.(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
08/24/2028 | 9.348 | % | 1,104,024 | 1,102,236 | ||||||||
Tranche B2 Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
08/24/2028 | 9.348 | % | 473,153 | 472,387 | ||||||||
TransDigm, Inc.(b),(m) | ||||||||||||
Tranche I Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
08/24/2028 | 8.640 | % | 2,528,215 | 2,528,771 | ||||||||
|
| |||||||||||
Total | 4,103,394 | |||||||||||
|
| |||||||||||
Airlines 0.2% | ||||||||||||
AAdvantage Loyalty IP Ltd./American Airlines, Inc.(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.750% | ||||||||||||
Floor 0.750% | ||||||||||||
04/20/2028 | 10.427 | % | 2,870,803 | 2,910,277 | ||||||||
AAdvantage Loyalty IP Ltd./American Airlines, Inc.(b),(m),(n) |
| |||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
05/17/2029 | 8.869 | % | 1,012,937 | 1,005,978 | ||||||||
Air Canada(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.750% | ||||||||||||
08/11/2028 | 9.139 | % | 997,475 | 995,520 | ||||||||
United AirLines, Inc.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.750% | ||||||||||||
04/21/2028 | 9.207 | % | 1,608,955 | 1,607,121 | ||||||||
WestJet Airlines Ltd.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
Floor 1.000% | ||||||||||||
12/11/2026 | 8.443 | % | 1,429,331 | 1,401,187 | ||||||||
|
| |||||||||||
Total | 7,920,083 | |||||||||||
|
|
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Automotive 0.1% | ||||||||||||
American Axle & Manufacturing, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
12/13/2029 | 8.973 | % | 554,898 | 553,683 | ||||||||
Clarios Global LP(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
05/06/2030 | 9.098 | % | 2,136,721 | 2,138,323 | ||||||||
First Brands Group LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
6-month Term SOFR + 5.000% | ||||||||||||
Floor 1.000% | ||||||||||||
03/30/2027 | 10.881 | % | 2,210,304 | 2,171,071 | ||||||||
1st Lien Term Loan | ||||||||||||
6-month Term SOFR + 5.000% | ||||||||||||
Floor 1.000% | ||||||||||||
03/30/2027 | 10.881 | % | 373,916 | 367,373 | ||||||||
|
| |||||||||||
Total | 5,230,450 | |||||||||||
|
| |||||||||||
Brokerage/Asset Managers/Exchanges 0.2% |
| |||||||||||
AlixPartners LLP(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
02/04/2028 | 8.213 | % | 1,457,550 | 1,458,731 | ||||||||
Allspring Buyer LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
11/01/2028 | 8.949 | % | 1,310,686 | 1,289,859 | ||||||||
Cetera Financial Group(b),(m),(n) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.500% | ||||||||||||
08/09/2030 | 9.948 | % | 764,170 | 751,614 | ||||||||
Citadel Securities LP(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
07/29/2030 | 7.963 | % | 2,920,244 | 2,918,667 | ||||||||
Hightower Holding LLC (b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
Floor 0.750% | ||||||||||||
04/21/2028 | 9.380 | % | 1,246,819 | 1,239,551 | ||||||||
Russell Investments US Institutional Holdco, Inc.(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 1.000% | ||||||||||||
05/30/2025 | 8.948 | % | 1,427,861 | 1,335,407 |
22 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
VFH Parent LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
01/13/2029 | 8.448 | % | 2,265,430 | 2,257,501 | ||||||||
|
| |||||||||||
Total | 11,251,330 | |||||||||||
|
| |||||||||||
Building Materials 0.3% | ||||||||||||
Cornerstone Building Brands, Inc.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
04/12/2028 | 8.673 | % | 1,385,200 | 1,347,883 | ||||||||
Covia Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
Floor 1.000% | ||||||||||||
07/31/2026 | 9.676 | % | 1,750,241 | 1,733,054 | ||||||||
CPG International LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.500% | ||||||||||||
04/28/2029 | 7.948 | % | 748,111 | 747,550 | ||||||||
Hunter Douglas Holding BV(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
02/26/2029 | 8.880 | % | 2,173,914 | 2,096,653 | ||||||||
LBM Acquisition LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.750% | ||||||||||||
12/17/2027 | 9.198 | % | 997,447 | 957,798 | ||||||||
Park River Holdings, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
12/28/2027 | 8.907 | % | 1,253,965 | 1,207,230 | ||||||||
QUIKRETE Holdings, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.625% | ||||||||||||
02/01/2027 | 8.088 | % | 2,171,064 | 2,172,323 | ||||||||
SRS Distribution, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
06/02/2028 | 8.963 | % | 1,955,000 | 1,927,806 | ||||||||
Standard Building Solutions, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.250% | ||||||||||||
Floor 0.500% | ||||||||||||
09/22/2028 | 7.699 | % | 996,001 | 996,001 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Summit Materials, Inc.(b),(m),(n) | ||||||||||||
Term Loan | ||||||||||||
1-Month Term SOFR + 2.500% | ||||||||||||
11/30/2028 | 7.852 | % | 1,000,000 | 1,000,000 | ||||||||
White Cap Supply Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
10/19/2027 | 9.098 | % | 1,845,847 | 1,843,964 | ||||||||
|
| |||||||||||
Total | 16,030,262 | |||||||||||
|
| |||||||||||
Cable and Satellite 0.2% | ||||||||||||
CSC Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.500% | ||||||||||||
01/18/2028 | 9.823 | % | 1,435,747 | 1,381,016 | ||||||||
DirectTV Financing LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 5.000% | ||||||||||||
Floor 0.750% | ||||||||||||
08/02/2027 | 10.645 | % | 2,720,612 | 2,673,219 | ||||||||
Iridium Satellite LLC(b),(m) | ||||||||||||
Tranche B3 Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.750% | ||||||||||||
09/20/2030 | 7.848 | % | 2,178,650 | 2,177,735 | ||||||||
Radiate Holdco LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
09/25/2026 | 8.713 | % | 1,632,918 | 1,249,476 | ||||||||
Telesat Canada(b),(m) | ||||||||||||
Tranche B5 Term Loan | ||||||||||||
3-month Term SOFR + 2.750% | ||||||||||||
12/07/2026 | 8.400 | % | 2,179,765 | 1,469,532 | ||||||||
Virgin Media Bristol LLC(b),(m) | ||||||||||||
Tranche N Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
01/31/2028 | 7.937 | % | 1,175,000 | 1,155,272 | ||||||||
Tranche Q Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
01/31/2029 | 8.687 | % | 1,000,000 | 990,280 | ||||||||
|
| |||||||||||
Total | 11,096,530 | |||||||||||
|
| |||||||||||
Chemicals 0.3% | ||||||||||||
Ascend Performance Materials Operations LLC(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.750% | ||||||||||||
Floor 0.750% | ||||||||||||
08/27/2026 | 10.317 | % | 1,162,879 | 1,079,443 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 23 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Herens Holdco SARL(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 3.925% | ||||||||||||
Floor 0.750% | ||||||||||||
07/03/2028 | 9.415 | % | 1,060,199 | 898,296 | ||||||||
Ineos Quattro Holdings UK Limited(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
04/02/2029 | 9.698 | % | 1,955,000 | 1,898,794 | ||||||||
Ineos US Finance LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
11/08/2027 | 9.198 | % | 1,674,241 | 1,671,797 | ||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
02/18/2030 | 8.948 | % | 650,713 | 644,512 | ||||||||
Innophos Holdings, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
02/05/2027 | 8.713 | % | 603,125 | 590,912 | ||||||||
Nouryon Finance BV(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
04/03/2028 | 9.423 | % | 1,128,408 | 1,119,470 | ||||||||
3-month Term SOFR + 4.000% | ||||||||||||
04/03/2028 | 9.467 | % | 1,180,151 | 1,170,191 | ||||||||
Olympus Water US Holding Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 5.000% | ||||||||||||
Floor 0.500% | ||||||||||||
11/09/2028 | 10.390 | % | 777,347 | 777,930 | ||||||||
PMHC II, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
04/23/2029 | 9.807 | % | 1,120,582 | 1,001,172 | ||||||||
Sparta US Holdco LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
08/02/2028 | 8.684 | % | 980,038 | 969,541 | ||||||||
Tronox Finance LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
08/16/2028 | 8.848 | % | 478,290 | 475,751 | ||||||||
Windsor Holdings III LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.500% | ||||||||||||
08/01/2030 | 9.820 | % | 2,317,357 | 2,320,578 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
WR Grace Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
09/22/2028 | 9.402 | % | 1,246,827 | 1,241,217 | ||||||||
|
| |||||||||||
Total | 15,859,604 | |||||||||||
|
| |||||||||||
Construction Machinery 0.0% | ||||||||||||
Columbus McKinnon Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
05/14/2028 | 8.422 | % | 1,150,634 | 1,149,195 | ||||||||
|
| |||||||||||
Consumer Cyclical Services 0.5% | ||||||||||||
8th Avenue Food & Provisions, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
10/01/2025 | 9.213 | % | 868,072 | 817,229 | ||||||||
2nd Lien Term Loan | ||||||||||||
1-month Term SOFR + 7.750% | ||||||||||||
10/01/2026 | 13.213 | % | 1,686,397 | 1,275,338 | ||||||||
Allied Universal Holdco LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
05/12/2028 | 9.198 | % | 2,383,897 | 2,320,318 | ||||||||
Amentum Government Services Holdings LLC(b),(m) |
| |||||||||||
Tranche 1 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
01/29/2027 | 9.463 | % | 951,480 | 948,387 | ||||||||
Tranche 3 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
02/15/2029 | 9.331 | % | 1,642,066 | 1,634,266 | ||||||||
Arches Buyer, Inc.(b),(m),(n) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
12/06/2027 | 8.698 | % | 2,959,293 | 2,907,506 | ||||||||
Cast & Crew LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
12/29/2028 | 9.098 | % | 1,375,368 | 1,365,631 | ||||||||
Conservice Midco LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
05/13/2027 | 9.698 | % | 1,917,655 | 1,915,277 |
24 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Corporation Service Co.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
11/02/2029 | 8.698 | % | 1,017,025 | 1,016,069 | ||||||||
Cushman & Wakefield US Borrower LLC(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
01/31/2030 | 9.348 | % | 806,923 | 788,767 | ||||||||
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
11/09/2029 | 7.848 | % | 510,556 | 511,143 | ||||||||
Prime Security Services Borrower LLC(b),(m) |
| |||||||||||
Tranche B1 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
10/13/2030 | 7.830 | % | 769,506 | 769,560 | ||||||||
Signal Parent, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.750% | ||||||||||||
04/03/2028 | 8.948 | % | 1,829,742 | 1,520,973 | ||||||||
Sotheby’s(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.500% | ||||||||||||
Floor 0.500% | ||||||||||||
01/15/2027 | 10.155 | % | 1,346,815 | 1,308,512 | ||||||||
TruGreen LP(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.750% | ||||||||||||
11/02/2027 | 9.448 | % | 1,076,741 | 1,008,680 | ||||||||
Uber Technologies, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 2.750% | ||||||||||||
03/03/2030 | 8.159 | % | 1,247,388 | 1,249,733 | ||||||||
WaterBridge Midstream Operating LLC(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 5.750% | ||||||||||||
Floor 1.000% | ||||||||||||
06/22/2026 | 11.390 | % | 1,139,537 | 1,139,536 | ||||||||
WW International, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
04/13/2028 | 8.963 | % | 1,171,875 | 785,895 | ||||||||
|
| |||||||||||
Total | 23,282,820 | |||||||||||
|
|
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Consumer Products 0.2% | ||||||||||||
Bombardier Recreational Products, Inc.(b),(m),(n) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
12/13/2029 | 8.098 | % | 1,942,277 | 1,932,080 | ||||||||
Bombardier Recreational Products, Inc. (b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.000% | ||||||||||||
05/24/2027 | 7.448 | % | 496,134 | 489,005 | ||||||||
Kronos Acquisition Holdings, Inc.(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
3-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
12/22/2026 | 9.402 | % | 997,436 | 987,092 | ||||||||
Osmosis Buyer Ltd.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
07/31/2028 | 9.071 | % | 748,106 | 733,705 | ||||||||
SRAM LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
05/18/2028 | 8.213 | % | 1,597,765 | 1,587,779 | ||||||||
SWF Holdings I Corp.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.750% | ||||||||||||
10/06/2028 | 9.463 | % | 1,545,360 | 1,315,488 | ||||||||
Thor Industries, Inc. (b),(m) | ||||||||||||
Tranche B2 Term Loan | ||||||||||||
Prime Rate + 1.750% | ||||||||||||
11/15/2030 | 10.250 | % | 945,647 | 948,011 | ||||||||
Topgolf Callaway Brands Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.100% | ||||||||||||
03/15/2030 | 8.948 | % | 1,628,114 | 1,623,034 | ||||||||
Weber-Stephen Products LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
10/30/2027 | 8.713 | % | 2,407,312 | 2,055,676 | ||||||||
|
| |||||||||||
Total | 11,671,870 | |||||||||||
|
| |||||||||||
Diversified Manufacturing 0.3% | ||||||||||||
Barnes Group, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
09/03/2030 | 8.448 | % | 946,790 | 944,659 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 25 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Brookfield WEC Holdings, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
08/01/2025 | 8.213 | % | 2,139,889 | 2,141,130 | ||||||||
DXP Enterprises, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
6-month Term SOFR + 4.750% | ||||||||||||
Floor 1.000% | ||||||||||||
10/11/2030 | 10.291 | % | 1,369,416 | 1,365,992 | ||||||||
Emrld Borrower LP(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
05/31/2030 | 8.348 | % | 2,348,067 | 2,349,101 | ||||||||
Filtration Group Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
10/21/2028 | 8.963 | % | 613,853 | 612,662 | ||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
10/21/2028 | 9.713 | % | 2,031,240 | 2,033,352 | ||||||||
Gates Global LLC(b),(m) | ||||||||||||
Tranche B3 Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.750% | ||||||||||||
03/31/2027 | 7.948 | % | 1,489,183 | 1,487,471 | ||||||||
Madison IAQ LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
06/21/2028 | 8.699 | % | 1,646,915 | 1,622,014 | ||||||||
TK Elevator Midco GmbH(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
6-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
07/30/2027 | 9.381 | % | 1,260,076 | 1,258,766 | ||||||||
Vertiv Group Corp.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
03/02/2027 | 8.184 | % | 1,435,499 | 1,436,762 | ||||||||
|
| |||||||||||
Total | 15,251,909 | |||||||||||
|
| |||||||||||
Electric 0.2% | ||||||||||||
Calpine Construction Finance Co. LP(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.250% | ||||||||||||
07/31/2030 | 7.598 | % | 730,665 | 727,808 | ||||||||
Calpine Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
12/16/2027 | 7.963 | % | 717,949 | 718,006 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Carroll County Energy LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
02/13/2026 | 8.990 | % | 383,743 | 371,832 | ||||||||
Constellation Renewables LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 2.500% | ||||||||||||
Floor 1.000% | ||||||||||||
12/15/2027 | 8.150 | % | 2,609,840 | 2,601,854 | ||||||||
Generation Bridge Northeast LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
08/22/2029 | 9.598 | % | 1,128,585 | 1,131,406 | ||||||||
Nautilus Power LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 5.250% | ||||||||||||
Floor 2.000% | ||||||||||||
11/16/2026 | 10.902 | % | 474,876 | 362,488 | ||||||||
New Frontera Holdings LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 13.000% | ||||||||||||
Floor 1.000% | ||||||||||||
07/28/2026 | 18.652 | % | 217,161 | 226,390 | ||||||||
2nd Lien Term Loan | ||||||||||||
3-month Term SOFR + 1.500% | ||||||||||||
Floor 1.000% | ||||||||||||
07/28/2028 | 7.152 | % | 75,277 | 38,391 | ||||||||
PG&E Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
Floor 1.000% | ||||||||||||
06/23/2025 | 8.463 | % | 1,911,647 | 1,910,748 | ||||||||
|
| |||||||||||
Total | 8,088,923 | |||||||||||
|
| |||||||||||
Environmental 0.1% | ||||||||||||
Covanta Holdings Corp. (b),(m),(n) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.500% | ||||||||||||
11/30/2028 | 7.848 | % | 992,248 | 987,128 | ||||||||
Tranche C Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.500% | ||||||||||||
11/30/2028 | 7.848 | % | 75,458 | 75,068 | ||||||||
EnergySolutions LLC/Envirocare of Utah LLC (b),(m) |
| |||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
09/20/2030 | 9.382 | % | 1,354,550 | 1,349,471 |
26 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Rockwood Service Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
01/23/2027 | 9.713 | % | 1,287,851 | 1,287,529 | ||||||||
|
| |||||||||||
Total | 3,699,196 | |||||||||||
|
| |||||||||||
Finance Companies 0.0% | ||||||||||||
Avolon Borrower 1 LLC(b),(m) | ||||||||||||
Tranche B6 Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.500% | ||||||||||||
06/22/2028 | 7.831 | % | 736,571 | 737,411 | ||||||||
|
| |||||||||||
Food and Beverage 0.1% | ||||||||||||
Aramark Intermediate HoldCo Corp.(b),(m) |
| |||||||||||
Tranche B6 Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
06/22/2030 | 7.963 | % | 997,500 | 997,081 | ||||||||
Del Monte Foods, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
05/16/2029 | 9.704 | % | 1,704,100 | 1,680,669 | ||||||||
Naked Juice LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
01/24/2029 | 8.740 | % | 296,250 | 277,041 | ||||||||
Primary Products Finance LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
04/01/2029 | 9.546 | % | 1,944,519 | 1,943,703 | ||||||||
Triton Water Holdings, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
03/31/2028 | 8.902 | % | 1,351,456 | 1,327,805 | ||||||||
Utz Quality Foods LLC(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.000% | ||||||||||||
01/20/2028 | 8.640 | % | 994,886 | 993,334 | ||||||||
|
| |||||||||||
Total | 7,219,633 | |||||||||||
|
| |||||||||||
Gaming 0.4% | ||||||||||||
Caesars Entertainment, Inc.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
02/06/2030 | 8.698 | % | 2,482,415 | 2,481,720 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Entain PLC(b),(m) | ||||||||||||
Tranche B2 Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
10/31/2029 | 8.990 | % | 2,017,035 | 2,018,709 | ||||||||
Fertitta Entertainment LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
01/27/2029 | 9.348 | % | 2,125,761 | 2,109,031 | ||||||||
Flutter Entertainment PLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
07/22/2028 | 8.902 | % | 421,564 | 421,707 | ||||||||
Flutter Entertainment PLC(b),(m),(n) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.250% | ||||||||||||
Floor 0.500% | ||||||||||||
11/25/2030 | 7.598 | % | 3,062,548 | 3,047,236 | ||||||||
HRNI Holdings LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
Floor 0.750% | ||||||||||||
12/11/2028 | 9.698 | % | 2,803,000 | 2,729,421 | ||||||||
Light and Wonder International, Inc.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
Floor 0.500% | ||||||||||||
04/14/2029 | 8.421 | % | 1,321,814 | 1,322,052 | ||||||||
Ontario Gaming GTA LP(b),(m) | ||||||||||||
Tranche B 1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
08/01/2030 | 9.640 | % | 1,412,108 | 1,414,763 | ||||||||
PCI Gaming Authority(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
05/29/2026 | 7.963 | % | 1,188,266 | 1,187,458 | ||||||||
Penn Entertainment, Inc.(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
05/03/2029 | 8.198 | % | 997,475 | 996,906 | ||||||||
Scientific Games Holdings LP(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
04/04/2029 | 8.914 | % | 2,471,835 | 2,457,498 | ||||||||
|
| |||||||||||
Total | 20,186,501 | |||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 27 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Health Care 0.3% | ||||||||||||
CHG Healthcare Services, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
09/29/2028 | 8.713 | % | 765,168 | 762,206 | ||||||||
Element Materials Technology Group US Holdings Inc./EM Midco 2 LLC(b),(m) |
| |||||||||||
Tranche B 1st Lien Delayed Draw Term Loan |
| |||||||||||
3-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
06/22/2029 | 9.740 | % | 537,219 | 524,127 | ||||||||
Tranche B 1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
06/22/2029 | 9.740 | % | 1,163,973 | 1,135,607 | ||||||||
ICON PLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 2.250% | ||||||||||||
Floor 0.500% | ||||||||||||
07/03/2028 | 7.902 | % | 1,232,636 | 1,234,436 | ||||||||
3-month Term SOFR + 2.250% | ||||||||||||
Cap 0.500% | ||||||||||||
07/03/2028 | 7.902 | % | 307,112 | 307,561 | ||||||||
Medline Borrower LP(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
Floor 0.500% | ||||||||||||
10/23/2028 | 8.463 | % | 4,133,669 | 4,133,131 | ||||||||
Phoenix Guarantor, Inc.(b),(m) | ||||||||||||
Tranche B1 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
03/05/2026 | 8.713 | % | 947,460 | 945,783 | ||||||||
Pluto Acquisition I, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
06/22/2026 | 9.650 | % | 1,916,755 | 1,495,069 | ||||||||
Star Parent, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
09/27/2030 | 9.386 | % | 1,042,297 | 1,017,835 | ||||||||
Surgery Center Holdings, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
Floor 0.750% | ||||||||||||
08/31/2026 | 9.205 | % | 2,000,000 | 1,999,760 | ||||||||
Upstream Newco, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 4.250% | ||||||||||||
11/20/2026 | 9.894 | % | 1,992,360 | 1,846,260 | ||||||||
|
| |||||||||||
Total | 15,401,775 | |||||||||||
|
|
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Independent Energy 0.1% | ||||||||||||
Hamilton Projects Acquiror LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.500% | ||||||||||||
Floor 1.000% | ||||||||||||
06/17/2027 | 9.963 | % | 1,498,627 | 1,500,710 | ||||||||
Parkway Generation LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 4.750% | ||||||||||||
Floor 0.750% | ||||||||||||
02/18/2029 | 10.395 | % | 2,338,056 | 2,242,032 | ||||||||
Tranche C Term Loan | ||||||||||||
3-month Term SOFR + 4.750% | ||||||||||||
Floor 0.750% | ||||||||||||
02/18/2029 | 10.395 | % | 309,020 | 296,328 | ||||||||
|
| |||||||||||
Total | 4,039,070 | |||||||||||
|
| |||||||||||
Leisure 0.3% | ||||||||||||
Alterra Mountain Co.(b),(m) | ||||||||||||
Tranche B2 Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
08/17/2028 | 8.963 | % | 1,875,434 | 1,875,434 | ||||||||
Tranche B3 Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
05/31/2030 | 9.198 | % | 429,230 | 429,411 | ||||||||
Carnival Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
Floor 0.750% | ||||||||||||
08/09/2027 | 8.321 | % | 354,353 | 351,989 | ||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
10/18/2028 | 8.713 | % | 2,361,459 | 2,346,700 | ||||||||
Cinemark USA, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.750% | ||||||||||||
Floor 0.500% | ||||||||||||
05/24/2030 | 9.140 | % | 1,896,129 | 1,896,129 | ||||||||
Crown Finance US, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
6-month Term SOFR + 8.500% | ||||||||||||
07/31/2028 | 14.381 | % | 794,893 | 809,304 | ||||||||
Formula One Management Ltd.(b),(m),(n) | ||||||||||||
Tranche B 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.250% | ||||||||||||
Floor 0.500% | ||||||||||||
01/15/2030 | 7.598 | % | 2,409,923 | 2,410,670 |
28 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Life Time, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
6-month Term SOFR + 4.750% | ||||||||||||
Floor 0.500% | ||||||||||||
01/15/2026 | 10.611 | % | 1,170,727 | 1,170,727 | ||||||||
NAI Entertainment Holdings LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 5.000% | ||||||||||||
Floor 1.000% | ||||||||||||
05/08/2025 | 10.444 | % | 1,812,609 | 1,770,702 | ||||||||
UFC Holdings LLC(b),(m) | ||||||||||||
Tranche B3 1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 2.750% | ||||||||||||
Floor 0.750% | ||||||||||||
04/29/2026 | 8.399 | % | 2,625,419 | 2,628,412 | ||||||||
William Morris Endeavor Entertainment LLC/IMG Worldwide Holdings LLC(b),(m) |
| |||||||||||
Tranche B1 1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
05/18/2025 | 8.213 | % | 1,304,868 | 1,303,054 | ||||||||
|
| |||||||||||
Total | 16,992,532 | |||||||||||
|
| |||||||||||
Lodging 0.1% | ||||||||||||
Four Seasons Holdings, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
Floor 0.500% | ||||||||||||
11/30/2029 | 7.948 | % | 1,508,490 | 1,510,195 | ||||||||
Hilton Grand Vacations Borrower LLC(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
08/02/2028 | 8.213 | % | 2,216,949 | 2,214,178 | ||||||||
Playa Resorts Holding BV(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
01/05/2029 | 9.580 | % | 1,267,580 | 1,268,264 | ||||||||
Travel + Leisure Co.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
12/14/2029 | 9.655 | % | 735,678 | 735,906 | ||||||||
|
| |||||||||||
Total | 5,728,543 | |||||||||||
|
| |||||||||||
Media and Entertainment 0.5% | ||||||||||||
AppLovin Corp.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.100% | ||||||||||||
Floor 0.500% | ||||||||||||
10/25/2028 | 8.448 | % | 1,596,164 | 1,595,270 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Cengage Learning, Inc.(b),(m) | ||||||||||||
Tranche B 1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 4.750% | ||||||||||||
Floor 1.000% | ||||||||||||
07/14/2026 | 10.405 | % | 1,943,312 | 1,940,164 | ||||||||
Clear Channel Outdoor Holdings, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
08/21/2026 | 8.998 | % | 94,915 | 93,017 | ||||||||
CMG Media Corp.(b),(m) | ||||||||||||
Tranche B 1st Lien Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
12/17/2026 | 8.990 | % | 1,065,949 | 977,785 | ||||||||
Creative Artists Agency LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
11/27/2028 | 8.848 | % | 2,420,996 | 2,425,378 | ||||||||
Cumulus Media New Holdings, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.750% | ||||||||||||
Floor 1.000% | ||||||||||||
03/31/2026 | 9.400 | % | 1,418,469 | 1,075,668 | ||||||||
Diamond Sports Group LLC(m),(o) | ||||||||||||
2nd Lien Term Loan | ||||||||||||
08/24/2026 | 10.680 | % | 1,693,519 | 35,987 | ||||||||
Dotdash Meredith, Inc.(b),(c),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 4.000% | ||||||||||||
Floor 0.500% | ||||||||||||
12/01/2028 | 9.420 | % | 1,864,383 | 1,836,417 | ||||||||
E.W. Scripps Co. (The)(b),(m) | ||||||||||||
Tranche B2 Term Loan | ||||||||||||
1-month Term SOFR + 2.563% | ||||||||||||
05/01/2026 | 8.025 | % | 2,905,464 | 2,853,892 | ||||||||
Emerald X, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 5.000% | ||||||||||||
05/22/2026 | 10.448 | % | 1,307,900 | 1,309,260 | ||||||||
Gray Television, Inc.(b),(m) | ||||||||||||
Tranche E Term Loan | ||||||||||||
1-month Term SOFR + 2.500% | ||||||||||||
01/02/2026 | 7.935 | % | 1,701,415 | 1,697,638 | ||||||||
iHeartCommunications, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
05/01/2026 | 8.463 | % | 1,108,872 | 922,215 | ||||||||
Lions Gate Capital Holdings LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 2.250% | ||||||||||||
03/24/2025 | 7.698 | % | 1,457,438 | 1,454,100 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 29 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Nielsen Consumer, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.750% | ||||||||||||
03/06/2028 | 9.098 | % | 1,970,847 | 1,893,255 | ||||||||
Playtika Holding Corp.(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
03/13/2028 | 8.213 | % | 2,586,523 | 2,567,771 | ||||||||
Pug LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
02/12/2027 | 8.963 | % | 1,104,023 | 1,067,458 | ||||||||
Sinclair Television Group, Inc.(b),(m) | ||||||||||||
Tranche B3 Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
04/01/2028 | 8.463 | % | 1,224,772 | 943,515 | ||||||||
Univision Communications, Inc.(b),(m) | ||||||||||||
1st Lien Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
03/15/2026 | 8.713 | % | 977,500 | 975,789 | ||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.750% | ||||||||||||
01/31/2029 | 8.713 | % | 1,231,250 | 1,218,322 | ||||||||
3-month Term SOFR + 4.250% | ||||||||||||
Floor 0.500% | ||||||||||||
06/24/2029 | 9.640 | % | 197,500 | 197,131 | ||||||||
|
| |||||||||||
Total | 27,080,032 | |||||||||||
|
| |||||||||||
Midstream 0.2% | ||||||||||||
AL GCX Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
05/17/2029 | 8.930 | % | 1,115,852 | 1,114,636 | ||||||||
CQP Holdco LP(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
06/05/2028 | 8.990 | % | 2,061,423 | 2,064,783 | ||||||||
GIP III Stetson I LP/II(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 4.250% | ||||||||||||
10/31/2028 | 9.698 | % | 1,262,625 | 1,258,421 | ||||||||
ITT Holdings LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
10/11/2030 | 8.698 | % | 1,896,114 | 1,894,540 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Oryx Midstream Services Permian Basin LLC(b),(m) |
| |||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
10/05/2028 | 8.694 | % | 1,113,407 | 1,113,151 | ||||||||
Traverse Midstream Partners LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.750% | ||||||||||||
02/16/2028 | 9.240 | % | 1,674,101 | 1,671,656 | ||||||||
|
| |||||||||||
Total | 9,117,187 | |||||||||||
|
| |||||||||||
Oil Field Services 0.0% | ||||||||||||
ChampionX Corp.(b),(m) | ||||||||||||
Tranche B1 Term Loan | ||||||||||||
1-month Term SOFR + 2.750% | ||||||||||||
Floor 0.500% | ||||||||||||
06/07/2029 | 8.202 | % | 1,000,000 | 1,002,500 | ||||||||
Lealand Finance Co. BV(b),(c),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
06/28/2024 | 8.463 | % | 8,649 | 6,054 | ||||||||
Lealand Finance Co. BV(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 1.000% | ||||||||||||
06/30/2025 | 6.463 | % | 118,863 | 52,745 | ||||||||
MRC Global, Inc.(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.000% | ||||||||||||
09/20/2024 | 8.463 | % | 1,019,950 | 1,017,829 | ||||||||
|
| |||||||||||
Total | 2,079,128 | |||||||||||
|
| |||||||||||
Other Financial Institutions 0.2% | ||||||||||||
19th Holdings Golf LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
1-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
02/07/2029 | 8.680 | % | 748,106 | 708,830 | ||||||||
Citco Funding LLC(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 3.250% | ||||||||||||
Floor 0.500% | ||||||||||||
04/27/2028 | 8.637 | % | 824,568 | 825,599 | ||||||||
FinCo I LLC(b),(m) | ||||||||||||
Term Loan | ||||||||||||
3-month Term SOFR + 3.000% | ||||||||||||
06/27/2029 | 8.383 | % | 941,116 | 941,897 | ||||||||
Freeport LNG Investments LLP(b),(m) | ||||||||||||
Tranche B Term Loan | ||||||||||||
3-month Term SOFR + 3.500% | ||||||||||||
Floor 0.500% | ||||||||||||
12/21/2028 | 9.177 | % | 1,456,337 | 1,436,502 |
30 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
GIP Pilot Acquisition Partners LP(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.000% |
| |||||||||||
10/04/2030 | 8.388 | % | 1,271,471 | 1,268,293 | ||||||||
IGT Holding IV AB/IFS(b),(c),(m) |
| |||||||||||
Tranche B2 Term Loan |
| |||||||||||
3-month Term SOFR + 3.400% |
| |||||||||||
Floor 0.500% |
| |||||||||||
03/31/2028 | 8.962 | % | 1,815,076 | 1,812,807 | ||||||||
Trans Union LLC(b),(m) |
| |||||||||||
Tranche B6 Term Loan |
| |||||||||||
1-month Term SOFR + 2.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
12/01/2028 | 7.713 | % | 939,537 | 939,218 | ||||||||
|
| |||||||||||
Total |
| 7,933,146 | ||||||||||
|
| |||||||||||
Other Industry 0.1% |
| |||||||||||
APi Group DE, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.250% |
| |||||||||||
10/01/2026 | 7.713 | % | 1,083,625 | 1,084,644 | ||||||||
Hillman Group, Inc. (The)(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
07/14/2028 | 8.213 | % | 1,590,675 | 1,588,432 | ||||||||
WireCo WorldGroup, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 4.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
11/13/2028 | 9.696 | % | 1,145,835 | 1,142,970 | ||||||||
|
| |||||||||||
Total |
| 3,816,046 | ||||||||||
|
| |||||||||||
Packaging 0.2% |
| |||||||||||
Charter Next Generation, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
12/01/2027 | 9.213 | % | 2,493,778 | 2,482,357 | ||||||||
Clydesdale Acquisition Holdings, Inc.(b),(m) |
| |||||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 4.175% |
| |||||||||||
Floor 0.500% |
| |||||||||||
04/13/2029 | 9.623 | % | 1,496,212 | 1,483,584 | ||||||||
Flint Group Packaging Inks North America Holdings LLC(b),(m) |
| |||||||||||
2nd Lien Term Loan |
| |||||||||||
3-month Term SOFR + 0.362% |
| |||||||||||
12/31/2027 | 5.774 | % | 825,179 | 119,651 | ||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 0.362% |
| |||||||||||
12/31/2027 | 5.774 | % | 618,782 | 436,242 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Tranche B Term Loan |
| |||||||||||
3-month Term SOFR + 4.512% |
| |||||||||||
12/31/2026 | 9.924 | % | 1,268,997 | 1,173,822 | ||||||||
Mauser Packaging Solutions Holding Co.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 4.000% |
| |||||||||||
08/14/2026 | 9.320 | % | 498,747 | 494,727 | ||||||||
Pactiv Evergreen, Inc.(b),(m) |
| |||||||||||
Tranche B3 Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
09/24/2028 | 8.713 | % | 1,141,238 | 1,141,192 | ||||||||
Tosca Services LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.750% |
| |||||||||||
08/18/2027 | 9.145 | % | 972,500 | 799,881 | ||||||||
|
| |||||||||||
Total |
| 8,131,456 | ||||||||||
|
| |||||||||||
Pharmaceuticals 0.1% |
| |||||||||||
Elanco Animal Health, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 1.750% |
| |||||||||||
08/01/2027 | 7.170 | % | 1,131,316 | 1,112,322 | ||||||||
Jazz Pharmaceuticals PLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
05/05/2028 | 8.963 | % | 2,417,929 | 2,421,289 | ||||||||
Organon & Co.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
06/02/2028 | 8.436 | % | 1,439,164 | 1,435,567 | ||||||||
Sunshine Luxembourg VII SARL(b),(m) |
| |||||||||||
Tranche B3 Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
10/01/2026 | 8.990 | % | 2,103,302 | 2,109,443 | ||||||||
|
| |||||||||||
Total |
| 7,078,621 | ||||||||||
|
| |||||||||||
Property & Casualty 0.2% |
| |||||||||||
AssuredPartners(b),(m),(n) |
| |||||||||||
Tranche B4 Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
02/12/2027 | 9.098 | % | 780,849 | 781,239 | ||||||||
Asurion LLC(b),(m) |
| |||||||||||
Tranche B4 2nd Lien Term Loan |
| |||||||||||
1-month Term SOFR + 5.250% |
| |||||||||||
01/20/2029 | 10.713 | % | 1,644,019 | 1,451,669 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 31 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Tranche B8 Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
12/23/2026 | 8.713 | % | 819,486 | 807,505 | ||||||||
Hub International Ltd.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 4.250% |
| |||||||||||
Floor 0.750% |
| |||||||||||
06/20/2030 | 9.662 | % | 2,522,153 | 2,531,511 | ||||||||
Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub Ltd.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
02/24/2028 | 9.098 | % | 2,198,268 | 2,199,917 | ||||||||
USI, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
11/22/2029 | 9.140 | % | 1,686,139 | 1,684,386 | ||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.250% |
| |||||||||||
09/27/2030 | 8.640 | % | 115,755 | 115,523 | ||||||||
3-month Term SOFR + 3.250% |
| |||||||||||
09/27/2030 | 8.640 | % | 976,085 | 973,488 | ||||||||
|
| |||||||||||
Total |
| 10,545,238 | ||||||||||
|
| |||||||||||
Restaurants 0.2% |
| |||||||||||
1011778 BC ULC(b),(m) |
| |||||||||||
Tranche B5 Term Loan |
| |||||||||||
1-month Term SOFR + 2.250% |
| |||||||||||
09/23/2030 | 7.598 | % | 2,001,024 | 1,991,960 | ||||||||
Carrols Restaurant Group, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
04/30/2026 | 8.698 | % | 878,687 | 852,326 | ||||||||
Dave & Buster’s, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
06/29/2029 | 9.250 | % | 967,731 | 967,576 | ||||||||
IRB Holding Corp.(b),(m),(n) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.750% |
| |||||||||||
12/15/2027 | 8.448 | % | 2,056,533 | 2,052,378 | ||||||||
Whatabrands LLC(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/03/2028 | 8.463 | % | 2,169,587 | 2,167,331 | ||||||||
|
| |||||||||||
Total |
| 8,031,571 | ||||||||||
|
|
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Retailers 0.1% |
| |||||||||||
Great Outdoors Group LLC(b),(m) |
| |||||||||||
Tranche B2 Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
03/06/2028 | 9.402 | % | 3,042,954 | 3,014,167 | ||||||||
Harbor Freight Tools USA, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
10/19/2027 | 8.213 | % | 1,425,536 | 1,414,146 | ||||||||
PetSmart LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/11/2028 | 9.198 | % | 1,930,203 | 1,898,837 | ||||||||
Restoration Hardware, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
10/20/2028 | 8.698 | % | 992,481 | 944,723 | ||||||||
|
| |||||||||||
Total |
| 7,271,873 | ||||||||||
|
| |||||||||||
Technology 1.9% |
| |||||||||||
Adeia, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
06/08/2028 | 8.966 | % | 2,654,139 | 2,645,009 | ||||||||
Ascend Learning LLC(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
12/11/2028 | 8.948 | % | 1,883,633 | 1,838,370 | ||||||||
2nd Lien Term Loan |
| |||||||||||
1-month Term SOFR + 5.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
12/10/2029 | 11.198 | % | 1,753,172 | 1,493,018 | ||||||||
athenahealth Group, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
02/15/2029 | 8.598 | % | 1,879,793 | 1,843,250 | ||||||||
Atlas CC Acquisition Corp.(b),(m) |
| |||||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.250% |
| |||||||||||
Floor 0.750% |
| |||||||||||
05/25/2028 | 9.900 | % | 1,698,572 | 1,571,417 | ||||||||
Tranche C 1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.250% |
| |||||||||||
Floor 0.750% |
| |||||||||||
05/25/2028 | 9.900 | % | 345,472 | 319,610 |
32 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Autodata(b),(m),(n) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
05/30/2026 | 8.934 | % | 354,121 | 352,793 | ||||||||
Avaya, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 8.500% |
| |||||||||||
Floor 1.000% |
| |||||||||||
08/01/2028 | 13.848 | % | 1,289,867 | 1,135,083 | ||||||||
Barracuda Parent LLC(b),(m),(n) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/15/2029 | 9.883 | % | 1,496,222 | 1,416,428 | ||||||||
Camelot U.S. Acquisition LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
10/30/2026 | 8.463 | % | 1,081,959 | 1,081,959 | ||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
Floor 1.000% |
| |||||||||||
10/30/2026 | 8.463 | % | 837,998 | 838,417 | ||||||||
Central Parent LLC(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.000% |
| |||||||||||
07/06/2029 | 9.406 | % | 2,956,716 | 2,957,248 | ||||||||
Cloud Software Group, Inc.(b),(m),(n) |
| |||||||||||
Tranche A Term Loan |
| |||||||||||
3-month Term SOFR + 4.500% |
| |||||||||||
09/29/2028 | 9.996 | % | 901,086 | 860,438 | ||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
03/30/2029 | 9.990 | % | 1,815,985 | 1,736,917 | ||||||||
Cloudera, Inc.(b),(c),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
10/08/2028 | 9.198 | % | 1,543,783 | 1,516,767 | ||||||||
Coherent Corp.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
07/02/2029 | 8.213 | % | 1,881,542 | 1,879,190 | ||||||||
CoreLogic, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
06/02/2028 | 8.963 | % | 1,952,613 | 1,829,364 | ||||||||
Cyxtera DC Holdings, Inc.(m),(o) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
05/01/2024 | 10.500 | % | 928,759 | 571,521 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Cyxtera DC Holdings, Inc.(b),(m),(p) |
| |||||||||||
Debtor In Possession Term Loan |
| |||||||||||
1-month Term SOFR + 8.500% |
| |||||||||||
Floor 1.000% |
| |||||||||||
12/07/2023 | 13.936 | % | 305,056 | 305,039 | ||||||||
Dawn Acquisition LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
12/31/2025 | 9.402 | % | 2,766,157 | 2,531,034 | ||||||||
DCert Buyer, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 4.000% |
| |||||||||||
10/16/2026 | 9.348 | % | 2,549,567 | 2,516,831 | ||||||||
Dun & Bradstreet Corp. (The)(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
02/06/2026 | 8.193 | % | 1,924,104 | 1,924,411 | ||||||||
Tranche B2 Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
01/18/2029 | 8.343 | % | 488,731 | 488,731 | ||||||||
Endurance International Group Holdings, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/10/2028 | 9.422 | % | 2,096,799 | 2,017,792 | ||||||||
Entegris, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
3-month Term SOFR + 2.500% |
| |||||||||||
07/06/2029 | 7.890 | % | 1,207,842 | 1,209,182 | ||||||||
Everi Holdings, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 2.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/03/2028 | 7.963 | % | 1,845,620 | 1,846,395 | ||||||||
Gen Digital, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 2.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
09/12/2029 | 7.448 | % | 2,475,714 | 2,468,114 | ||||||||
GoTo Group, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.750% |
| |||||||||||
08/31/2027 | 10.283 | % | 2,426,270 | 1,589,207 | ||||||||
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 4.250% |
| |||||||||||
07/18/2030 | 9.740 | % | 1,625,172 | 1,613,325 | ||||||||
Idemia Group SAS(b),(m) |
| |||||||||||
Tranche B4 Term Loan |
| |||||||||||
3-month Term SOFR + 4.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
09/30/2028 | 10.140 | % | 1,754,109 | 1,756,302 |
Columbia Strategic Income Fund | First Quarter Report 2023 | 33 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Idera, Inc.(b),(m) |
| |||||||||||
Tranche B1 1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
03/02/2028 | 9.277 | % | 1,704,715 | 1,683,406 | ||||||||
Informatica LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
10/27/2028 | 8.213 | % | 2,240,896 | 2,233,053 | ||||||||
Ingram Micro, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
3-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
06/30/2028 | 8.653 | % | 1,311,813 | 1,308,534 | ||||||||
ION Trading Finance Ltd.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 4.750% |
| |||||||||||
04/01/2028 | 10.240 | % | 1,264,794 | 1,254,625 | ||||||||
Loyalty Ventures, Inc.(m),(o) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
11/03/2027 | 14.000 | % | 1,604,304 | 14,711 | ||||||||
Lummus Technology Holdings V LLC(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 1.000% |
| |||||||||||
06/30/2027 | 8.963 | % | 1,852,205 | 1,847,575 | ||||||||
McAfee Corp.(b),(m) |
| |||||||||||
Tranche B1 Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
03/01/2029 | 9.170 | % | 2,771,790 | 2,731,710 | ||||||||
Mitchell International, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
10/15/2028 | 9.400 | % | 1,138,755 | 1,129,975 | ||||||||
Mitnick Corporate Purchaser, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 4.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
05/02/2029 | 9.983 | % | 784,161 | 727,309 | ||||||||
MKS Instruments, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 2.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/17/2029 | 7.823 | % | 1,167,010 | 1,163,602 | ||||||||
Monotype Imaging Holdings, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 5.000% |
| |||||||||||
Floor 0.750% |
| |||||||||||
10/09/2026 | 10.490 | % | 1,414,875 | 1,417,238 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Natel Engineering Co., Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 6.250% |
| |||||||||||
Floor 1.000% |
| |||||||||||
04/30/2026 | 11.699 | % | 2,440,312 | 2,084,441 | ||||||||
Neptune BidCo US, Inc.(b),(m) |
| |||||||||||
Tranche A 1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 4.750% |
| |||||||||||
10/11/2028 | 10.257 | % | 934,253 | 832,886 | ||||||||
Nielsen Consumer, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 6.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
03/06/2028 | 11.598 | % | 306,859 | 294,840 | ||||||||
Open Text Corp.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
01/31/2030 | 8.198 | % | 2,320,632 | 2,322,953 | ||||||||
Peraton Corp.(b),(m) |
| |||||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/01/2028 | 9.198 | % | 1,583,305 | 1,572,285 | ||||||||
Tranche B1 2nd Lien Term Loan |
| |||||||||||
3-month Term SOFR + 7.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/01/2029 | 13.222 | % | 995,348 | 970,962 | ||||||||
Presidio Holdings, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 3.500% |
| |||||||||||
01/22/2027 | 8.982 | % | 2,446,657 | 2,445,434 | ||||||||
Proofpoint, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/31/2028 | 8.713 | % | 1,965,000 | 1,949,142 | ||||||||
Rackspace Technology Global, Inc.(b),(m) |
| |||||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/15/2028 | 8.186 | % | 1,208,902 | 493,002 | ||||||||
Riverbed Technology LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
3-month Term SOFR + 4.500% |
| |||||||||||
07/01/2028 | 9.890 | % | 669,954 | 456,406 | ||||||||
Sabre GLBL, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 4.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
06/30/2028 | 9.698 | % | 209,158 | 178,203 |
34 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Tranche B1 Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
12/17/2027 | 8.963 | % | 623,346 | 529,532 | ||||||||
Tranche B2 Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
12/17/2027 | 8.963 | % | 974,056 | 827,460 | ||||||||
Sophia LP(b),(m) |
| |||||||||||
Tranche B 1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 3.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
10/07/2027 | 8.948 | % | 2,139,830 | 2,140,493 | ||||||||
Sovos Compliance LLC(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
1-month Term SOFR + 4.500% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/11/2028 | 9.963 | % | 2,773,646 | 2,716,010 | ||||||||
SS&C Technologies Holdings, Inc.(b),(m) |
| |||||||||||
Tranche B3 Term Loan |
| |||||||||||
1-month Term SOFR + 1.750% |
| |||||||||||
04/16/2025 | 7.213 | % | 149,021 | 149,015 | ||||||||
Tranche B4 Term Loan |
| |||||||||||
1-month Term SOFR + 1.750% |
| |||||||||||
04/16/2025 | 7.213 | % | 140,717 | 140,712 | ||||||||
Tranche B5 Term Loan |
| |||||||||||
1-month Term SOFR + 1.750% |
| |||||||||||
04/16/2025 | 7.213 | % | 1,277,301 | 1,277,301 | ||||||||
Tempo Acquisition LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 2.750% |
| |||||||||||
Floor 0.500% |
| |||||||||||
08/31/2028 | 8.098 | % | 2,603,782 | 2,605,005 | ||||||||
UKG, Inc.(b),(m) |
| |||||||||||
1st Lien Term Loan |
| |||||||||||
3-month Term SOFR + 3.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
05/04/2026 | 8.764 | % | 955,494 | 955,493 | ||||||||
3-month Term SOFR + 3.750% |
| |||||||||||
05/04/2026 | 9.233 | % | 1,173,886 | 1,176,328 | ||||||||
2nd Lien Term Loan |
| |||||||||||
3-month Term SOFR + 5.250% |
| |||||||||||
Floor 0.500% |
| |||||||||||
05/03/2027 | 10.764 | % | 1,147,411 | 1,146,700 | ||||||||
Veritas US, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 5.000% |
| |||||||||||
Floor 1.000% |
| |||||||||||
09/01/2025 | 10.463 | % | 1,290,695 | 1,009,969 |
Senior Loans (continued) | ||||||||||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Verscend Holdings Corp.(b),(m) |
| |||||||||||
Tranche B1 Term Loan |
| |||||||||||
1-month Term SOFR + 4.000% |
| |||||||||||
08/27/2025 | 9.463 | % | 2,448,627 | 2,448,113 | ||||||||
Virtusa Corp.(b),(m) |
| |||||||||||
Tranche B1 Term Loan |
| |||||||||||
1-month Term SOFR + 3.750% |
| |||||||||||
Floor 0.750% |
| |||||||||||
02/15/2029 | 9.198 | % | 1,695,738 | 1,690,973 | ||||||||
Worldpay(b),(m),(n) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
1-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
09/20/2030 | 8.334 | % | 1,631,947 | 1,629,907 | ||||||||
|
| |||||||||||
Total |
| 95,708,465 | ||||||||||
|
| |||||||||||
Transportation Services 0.0% |
| |||||||||||
First Student Bidco, Inc.(b),(m) |
| |||||||||||
Tranche B Term Loan |
| |||||||||||
3-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
07/21/2028 | 8.501 | % | 895,854 | 880,552 | ||||||||
3-month Term SOFR + 4.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
07/21/2028 | 9.490 | % | 751,804 | 744,692 | ||||||||
Tranche C Term Loan |
| |||||||||||
3-month Term SOFR + 3.000% |
| |||||||||||
Floor 0.500% |
| |||||||||||
07/21/2028 | 8.652 | % | 336,710 | 330,959 | ||||||||
|
| |||||||||||
Total |
| 1,956,203 | ||||||||||
|
| |||||||||||
Wireless 0.1% |
| |||||||||||
Altice France SA(b),(m) |
| |||||||||||
Tranche B14 Term Loan |
| |||||||||||
3-month Term SOFR + 5.500% |
| |||||||||||
08/15/2028 | 10.894 | % | 1,894,244 | 1,613,669 | ||||||||
Crown Subsea Communications Holding, Inc.(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 5.000% |
| |||||||||||
Floor 0.750% |
| |||||||||||
04/27/2027 | 10.435 | % | 1,000,000 | 1,005,000 | ||||||||
SBA Senior Finance II LLC(b),(m) |
| |||||||||||
Term Loan |
| |||||||||||
1-month Term SOFR + 1.750% |
| |||||||||||
04/11/2025 | 7.200 | % | 1,404,645 | 1,405,586 | ||||||||
|
| |||||||||||
Total |
| 4,024,255 | ||||||||||
|
| |||||||||||
Total Senior Loans (Cost $408,377,341) | 397,714,252 | |||||||||||
|
|
Columbia Strategic Income Fund | First Quarter Report 2023 | 35 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
U.S. Government & Agency Obligations 0.1% |
| |||||||||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |||||||||
Federal Farm Credit Banks Funding Corp. |
| |||||||||||
10/20/2026 | 1.140 | % | 2,000,000 | 1,804,786 | ||||||||
11/30/2026 | 1.540 | % | 2,500,000 | 2,280,640 | ||||||||
|
| |||||||||||
Total U.S. Government & Agency Obligations (Cost $4,500,000) |
| 4,085,426 | ||||||||||
|
| |||||||||||
Call Option Contracts Purchased 0.1% |
| |||||||||||
Value ($) | ||||||||||||
(Cost $4,755,000) |
| 4,755,000 | ||||||||||
|
|
Money Market Funds 7.3% |
| |||||||
Shares | Value ($) | |||||||
Columbia Short-Term Cash Fund, 5.605%(q),(r) | 373,688,940 | 373,614,203 | ||||||
|
| |||||||
Total Money Market Funds (Cost $373,525,212) |
| 373,614,203 | ||||||
|
| |||||||
Total Investments in Securities (Cost: $6,603,446,695) |
| 6,313,562,912 | ||||||
|
| |||||||
Other Assets & Liabilities, Net |
| (1,226,319,961 | ) | |||||
|
| |||||||
Net Assets |
| 5,087,242,951 | ||||||
|
|
At November 30, 2023, securities and/or cash totaling $38,937,143 were pledged as collateral.
Investments in derivatives
Forward foreign currency exchange contracts | ||||||||||||||||||||||||||||||||||||
Currency to be sold | Currency to be purchased | Counterparty | Settlement date | Unrealized appreciation ($) | Unrealized depreciation ($) | |||||||||||||||||||||||||||||||
23,722,000 EUR | 25,184,295 USD | Citi | 12/07/2023 | — | (640,850 | ) | ||||||||||||||||||||||||||||||
199,300,000 ZAR | 10,409,485 USD | HSBC | 12/07/2023 | — | (159,878 | ) | ||||||||||||||||||||||||||||||
Total | — | (800,728 | ) |
Long futures contracts | ||||||||||||||||||||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) | ||||||||||||||||||
3-Month SONIA | 2,907 | 03/2026 | GBP | 698,297,738 | 4,322,200 | — | ||||||||||||||||||
Long Gilt | 399 | 03/2024 | GBP | 38,575,320 | — | (434,887 | ) | |||||||||||||||||
U.S. Treasury 5-Year Note | 14,160 | 03/2024 | USD | 1,513,018,132 | 8,073,438 | — | ||||||||||||||||||
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Total | 12,395,638 | (434,887 | ) | |||||||||||||||||||||
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Short futures contracts | ||||||||||||||||||||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) | ||||||||||||||||||
3-Month SOFR | (3,175 | ) | 03/2025 | USD | (760,372,813 | ) | — | (539,257 | ) | |||||||||||||||
3-Month SOFR | (3,584 | ) | 03/2026 | USD | (863,923,200 | ) | — | (5,465,905 | ) | |||||||||||||||
U.S. Long Bond | (2,120 | ) | 03/2024 | USD | (246,847,500 | ) | — | (1,702,892 | ) | |||||||||||||||
U.S. Treasury 10-Year Note | (6,904 | ) | 03/2024 | USD | (758,037,625 | ) | — | (7,112,846 | ) | |||||||||||||||
U.S. Treasury 2-Year Note | (2,193 | ) | 03/2024 | USD | (448,382,837 | ) | — | (1,424,402 | ) | |||||||||||||||
U.S. Treasury Ultra Bond | (546 | ) | 03/2024 | USD | (67,158,000 | ) | — | (753,637 | ) | |||||||||||||||
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Total | — | (16,998,939 | ) | |||||||||||||||||||||
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Call option contracts purchased |
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Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) | ||||||||||||||||||||||||
10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | USD | 150,000,000 | 150,000,000 | 3.75 | 11/29/2024 | 4,755,000 | 4,755,000 | ||||||||||||||||||||||||
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36 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Cleared interest rate swap contracts |
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Fund receives | Fund pays | Payment frequency | Counterparty | Maturity date | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) | |||||||||||||||||||||||||||
Fixed rate of 6.230% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 01/09/2026 | MXN | 580,000,000 | (2,403,531 | ) | — | — | — | (2,403,531 | ) | |||||||||||||||||||||||||
Fixed rate of 5.985% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 01/21/2026 | MXN | 211,000,000 | (917,700 | ) | — | — | — | (917,700 | ) | |||||||||||||||||||||||||
SOFR plus 0.262% | Fixed rate of 1.781% | Receives Quarterly, Pays SemiAnnually Morgan Stanley | 08/09/2049 | USD | 53,500,000 | 20,422,134 | — | — | 20,422,134 | — | ||||||||||||||||||||||||||||
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Total | 17,100,903 | — | — | 20,422,134 | (3,321,231 | ) | ||||||||||||||||||||||||||||||||
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Credit default swap contracts - buy protection |
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Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Periodic ($) | Upfront ($) | Upfront ($) | Unrealized ($) | Unrealized ($) | ||||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 11 BBB- | Citi | 11/18/2054 | 3.000 | Monthly | USD | 13,000,000 | 2,567,195 | (6,500 | ) | 3,235,808 | — | — | (675,113 | ) | ||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 12 BBB- | Citi | 08/17/2061 | 3.000 | Monthly | USD | 11,100,000 | 3,099,377 | (5,550 | ) | 2,994,314 | — | 99,513 | — | |||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 11 BBB- | Goldman Sachs International | 11/18/2054 | 3.000 | Monthly | USD | 4,400,000 | 868,897 | (2,200 | ) | 656,839 | — | 209,858 | — | |||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 4,400,000 | 868,896 | (2,200 | ) | 145,218 | — | 721,478 | — | |||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 16 BBB- | Morgan Stanley | 04/17/2065 | 3.000 | Monthly | USD | 11,150,000 | 2,472,410 | (5,575 | ) | 2,573,262 | — | — | (106,427 | ) | ||||||||||||||||||||||||||||||||
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Total | 9,876,775 | (22,025 | ) | 9,605,441 | — | 1,030,849 | (781,540 | ) | ||||||||||||||||||||||||||||||||||||||
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Credit default swap contracts - sell protection |
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Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront ($) | Unrealized appreciation ($) | Unrealized depreciation ($) | |||||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 17.069 | USD | 18,000,000 | (5,386,068 | ) | 9,000 | — | (2,101,166 | ) | — | (3,275,902 | ) | ||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 17.069 | USD | 9,500,000 | (2,842,647 | ) | 4,750 | — | (2,001,580 | ) | — | (836,317 | ) | ||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 17.069 | USD | 9,500,000 | (2,842,647 | ) | 4,750 | — | (1,550,491 | ) | — | (1,287,406 | ) | ||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 17.069 | USD | 8,000,000 | (2,393,807 | ) | 4,000 | — | (1,525,465 | ) | — | (864,342 | ) | ||||||||||||||||||||||||||||||||
Markit CMBX North America Index, Series 8 BBB- | Morgan Stanley | 10/17/2057 | 3.000 | Monthly | 25.804 | USD | 5,000,000 | (810,190 | ) | 2,500 | — | (1,001,522 | ) | 193,832 | — | |||||||||||||||||||||||||||||||||
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Total | (14,275,359 | ) | 25,000 | — | (8,180,224 | ) | 193,832 | (6,263,967 | ) | |||||||||||||||||||||||||||||||||||||||
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* | 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. |
Columbia Strategic Income Fund | First Quarter Report 2023 | 37 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Reference index and values for swap contracts as of period end |
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Reference index | Reference rate | |||||
28-Day MXN TIIE-Banxico | Interbank Equilibrium Interest Rate | 11.503 | % | |||
SOFR | Secured Overnight Financing Rate | 5.330 | % |
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 November 30, 2023, the total value of these securities amounted to $2,533,318,210, which represents 49.80% of total net assets. |
(b) | Variable rate security. The interest rate shown was the current rate as of November 30, 2023. |
(c) | Valuation based on significant unobservable inputs. |
(d) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of November 30, 2023. |
(e) | Non-income producing investment. |
(f) | Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At November 30, 2023, the total value of these securities amounted to $455,558, which represents 0.01% of total net assets. |
(g) | Principal amounts are denominated in United States Dollars unless otherwise noted. |
(h) | Represents a security purchased on a when-issued basis. |
(i) | Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash. |
(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 November 30, 2023. |
(k) | Principal and interest may not be guaranteed by a governmental entity. |
(l) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(m) | The stated interest rate represents the weighted average interest rate at November 30, 2023 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. 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. |
(n) | Represents a security purchased on a forward commitment basis. |
(o) | Represents a security in default. |
(p) | The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy Code. |
(q) | The rate shown is the seven-day current annualized yield at November 30, 2023. |
(r) | 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 November 30, 2023 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, 5.605% |
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284,775,725 | 488,115,246 | (399,290,231 | ) | 13,463 | 373,614,203 | 25,842 | 3,937,288 | 373,688,940 |
Abbreviation Legend
CMO | Collateralized Mortgage Obligation | |
SOFR | Secured Overnight Financing Rate | |
STRIPS | Separate Trading of Registered Interest and Principal Securities | |
TBA | To Be Announced |
38 | Columbia Strategic Income Fund | First Quarter Report 2023 |
PORTFOLIO OF INVESTMENTS (continued)
Columbia Strategic Income Fund, November 30, 2023 (Unaudited)
Currency Legend
EUR | Euro | |
GBP | British Pound | |
IDR | Indonesian Rupiah | |
INR | Indian Rupee | |
KRW | South Korean Won | |
MXN | Mexican Peso | |
USD | US Dollar | |
ZAR | South African Rand |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Strategic Income Fund | First Quarter Report 2023 | 39 |
You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
1QT232_08_P01_(01/24)