Third Quarter ReportJanuary 31, 2024 (Unaudited)
Columbia Bond Fund
Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value
Portfolio of InvestmentsColumbia Bond Fund, January 31, 2024 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 21.6% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
ACHV ABS Trust(a) | ||||
Subordinated Series 2023-1PL Class B | ||||
03/18/2030 | 6.800% | 1,351,320 | 1,353,082 | |
Subordinated Series 2023-3PL Class C | ||||
08/19/2030 | 7.350% | 2,750,000 | 2,796,119 | |
ACM Auto Trust(a) | ||||
Series 2023-2A Class A | ||||
06/20/2030 | 7.970% | 2,024,862 | 2,040,654 | |
Affirm Asset Securitization Trust(a) | ||||
Series 2023-A Class 1A | ||||
01/18/2028 | 6.610% | 2,000,000 | 2,011,383 | |
Series 2023-A Class A | ||||
01/18/2028 | 6.610% | 2,900,000 | 2,916,505 | |
Series 2023-B Class A | ||||
09/15/2028 | 6.820% | 4,700,000 | 4,809,702 | |
American Credit Acceptance Receivables Trust(a) | ||||
Subordinated Series 2022-2 Class C | ||||
06/13/2028 | 4.410% | 4,286,194 | 4,263,061 | |
Avant Loans Funding Trust(a) | ||||
Subordinated Series 2021-REV1 Class B | ||||
07/15/2030 | 1.640% | 3,950,000 | 3,892,121 | |
Bain Capital Credit CLO Ltd.(a),(b) | ||||
Series 2018-1A Class B | ||||
3-month Term SOFR + 1.662% 04/23/2031 | 6.977% | 2,000,000 | 1,987,714 | |
Series 2020-5A Class C | ||||
3-month Term SOFR + 2.612% Floor 2.350% 01/20/2032 | 7.929% | 4,480,000 | 4,481,165 | |
Carlyle Global Market Strategies CLO Ltd.(a),(b) | ||||
Series 2016-1A Class A1R2 | ||||
3-month Term SOFR + 1.402% Floor 1.140% 04/20/2034 | 6.719% | 4,300,000 | 4,303,969 | |
Carlyle Group LP(a),(b) | ||||
Series 2017-5A Class A2 | ||||
3-month Term SOFR + 1.662% 01/20/2030 | 6.979% | 2,000,000 | 1,993,454 | |
Carvana Auto Receivables Trust(a) | ||||
Series 2023-N1 Class A | ||||
04/12/2027 | 6.360% | 4,927,265 | 4,940,832 | |
Cent CLO Ltd.(a),(b) | ||||
Series 2018-C17A Class A2R | ||||
3-month Term SOFR + 1.862% Floor 1.600% 04/30/2031 | 7.179% | 1,800,000 | 1,800,266 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Dryden 83 CLO Ltd.(a),(b) | ||||
Series 2020-83A Class C | ||||
3-month Term SOFR + 2.412% Floor 2.150% 01/18/2032 | 7.710% | 5,000,000 | 4,999,895 | |
Dryden CLO Ltd.(a),(b) | ||||
Series 2018-57A Class B | ||||
3-month Term SOFR + 1.612% Floor 1.350% 05/15/2031 | 6.991% | 1,250,000 | 1,242,499 | |
DT Auto Owner Trust(a) | ||||
Series 2023-2A Class A | ||||
04/15/2027 | 5.880% | 4,905,990 | 4,912,407 | |
Subordinated Series 2021-3A Class C | ||||
05/17/2027 | 0.870% | 2,132,849 | 2,095,273 | |
Subordinated Series 2022-1A Class C | ||||
11/15/2027 | 2.960% | 2,850,000 | 2,799,774 | |
Subordinated Series 2023-3A Class B | ||||
03/15/2028 | 6.070% | 4,850,000 | 4,879,267 | |
Exeter Automobile Receivables Trust | ||||
Subordinated Series 2023-3A Class B | ||||
09/15/2027 | 6.110% | 800,000 | 804,750 | |
GLS Auto Receivables Issuer Trust(a) | ||||
Subordinated Series 2022-1A-B Class B | ||||
05/15/2026 | 2.840% | 1,405,872 | 1,395,972 | |
LendingPoint Asset Securitization Trust(a) | ||||
Subordinated Series 2022-A Class C | ||||
06/15/2029 | 2.820% | 1,189,743 | 1,176,055 | |
LL ABS Trust(a) | ||||
Series 2021-1A Class A | ||||
05/15/2029 | 1.070% | 116,390 | 115,394 | |
Lucali CLO Ltd.(a),(b) | ||||
Series 2020-1A Class C | ||||
3-month Term SOFR + 2.462% Floor 2.200% 01/15/2033 | 7.776% | 6,500,000 | 6,494,962 | |
Series 2020-1A Class D | ||||
3-month Term SOFR + 3.862% Floor 3.600% 01/15/2033 | 9.176% | 1,500,000 | 1,500,359 | |
Madison Park Funding XXIV Ltd.(a),(b) | ||||
Series 2016-24A Class BR | ||||
3-month Term SOFR + 2.012% 10/20/2029 | 7.329% | 5,000,000 | 4,996,160 | |
Madison Park Funding XXVII Ltd.(a),(b) | ||||
Series 2018-27A Class A2 | ||||
3-month Term SOFR + 1.612% 04/20/2030 | 6.929% | 3,700,000 | 3,685,037 |
2
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Marlette Funding Trust(a) | ||||
Series 2023-2A Class A | ||||
06/15/2033 | 6.040% | 2,159,287 | 2,157,772 | |
Series 2023-3A Class A | ||||
09/15/2033 | 6.490% | 2,575,024 | 2,582,427 | |
Octagon Investment Partners 35 Ltd.(a),(b) | ||||
Series 2018-1A Class A2 | ||||
3-month Term SOFR + 1.662% Floor 1.400% 01/20/2031 | 6.979% | 1,820,000 | 1,801,827 | |
Octagon Investment Partners XXII Ltd.(a),(b) | ||||
Series 2014-1A Class BRR | ||||
3-month Term SOFR + 1.712% Floor 1.450% 01/22/2030 | 7.029% | 4,000,000 | 3,991,336 | |
Oportun Issuance Trust(a) | ||||
Series 2021-B Class A | ||||
05/08/2031 | 1.470% | 6,800,000 | 6,417,193 | |
Series 2022-3 Class A | ||||
01/08/2030 | 7.451% | 613,462 | 613,774 | |
OZLM XXI(a),(b) | ||||
Series 2017-21A Class A1 | ||||
3-month Term SOFR + 1.412% 01/20/2031 | 6.729% | 4,895,187 | 4,895,961 | |
Pagaya AI Debt Selection Trust(a) | ||||
Series 2021-5 Class A | ||||
08/15/2029 | 1.530% | 148,537 | 148,223 | |
Pagaya AI Debt Trust(a) | ||||
Series 2023-3 Class A | ||||
12/16/2030 | 7.600% | 4,713,880 | 4,739,739 | |
Series 2023-5 Class A | ||||
04/15/2031 | 7.179% | 2,988,360 | 2,998,650 | |
Series 2023-6 Class A | ||||
06/16/2031 | 7.128% | 4,589,389 | 4,610,488 | |
Subordinated Series 2022-1 Class B | ||||
10/15/2029 | 3.344% | 4,199,445 | 4,047,710 | |
Subordinated Series 2022-2 Class B | ||||
01/15/2030 | 6.630% | 3,228,808 | 3,207,801 | |
Subordinated Series 2023-7 Class B | ||||
07/15/2031 | 7.549% | 3,012,034 | 3,041,874 | |
Pagaya AI Debt Trust(a),(c) | ||||
Subordinated Series 2023-7 Class AB | ||||
07/15/2031 | 7.342% | 3,800,000 | 3,812,882 | |
Prosper Marketplace Issuance Trust(a) | ||||
Subordinated Series 2023-1A Class B | ||||
07/16/2029 | 7.480% | 1,800,000 | 1,832,595 | |
Reach ABS Trust(a) | ||||
Subordinated Series 2023-1A Class B | ||||
02/18/2031 | 7.330% | 4,550,000 | 4,636,457 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Research-Driven Pagaya Motor Asset Trust(a) | ||||
Series 2023-4A Class A | ||||
03/25/2032 | 7.540% | 3,500,000 | 3,510,118 | |
Research-Driven Pagaya Motor Asset Trust IV(a) | ||||
Series 2021-2A Class A | ||||
03/25/2030 | 2.650% | 1,191,239 | 1,082,724 | |
RR 1 LLC(a),(b) | ||||
Series 2017-1A Class A2B | ||||
3-month Term SOFR + 1.862% Floor 1.600% 07/15/2035 | 7.176% | 10,000,000 | 10,000,620 | |
RR 3 Ltd.(a),(b) | ||||
Series 2014-14A Class A1R2 | ||||
3-month Term SOFR + 1.352% Floor 1.090% 01/15/2030 | 6.666% | 3,283,839 | 3,287,452 | |
Santander Drive Auto Receivables Trust | ||||
Series 2024-1 Class A2 | ||||
02/16/2027 | 5.710% | 3,961,000 | 3,963,746 | |
Santander Revolving Auto Loan Trust(a) | ||||
Series 2019-A Class A | ||||
01/26/2032 | 2.510% | 3,496,000 | 3,407,213 | |
Theorem Funding Trust(a) | ||||
Series 2022-2A Class A | ||||
12/15/2028 | 6.060% | 1,277,641 | 1,273,610 | |
Series 2022-3A Class A | ||||
04/15/2029 | 7.600% | 2,776,330 | 2,800,112 | |
Series 2023-1A Class A | ||||
04/15/2029 | 7.580% | 1,371,881 | 1,386,185 | |
Upstart Pass-Through Trust(a) | ||||
Series 2021-ST1 Class A | ||||
02/20/2027 | 2.750% | 332,802 | 327,325 | |
Series 2021-ST10 Class A | ||||
01/20/2030 | 2.250% | 2,413,211 | 2,355,598 | |
Series 2021-ST6 Class A | ||||
08/20/2027 | 1.850% | 1,202,232 | 1,164,452 | |
Series 2021-ST9 Class A | ||||
11/20/2029 | 1.700% | 579,293 | 570,641 | |
Upstart Securitization Trust(a) | ||||
Series 2023-1 Class A | ||||
02/20/2033 | 6.590% | 945,380 | 945,835 | |
Series 2023-2 Class A | ||||
06/20/2033 | 6.770% | 1,729,844 | 1,735,533 | |
Subordinated Series 2021-5 Class B | ||||
11/20/2031 | 2.490% | 5,000,000 | 4,877,307 | |
Upstart Structured Pass-Through Trust(a) | ||||
Series 2022-1A Class A | ||||
04/15/2030 | 3.400% | 2,014,252 | 1,977,246 |
Columbia Bond Fund | Third Quarter Report 2024
3
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Westlake Automobile Receivables Trust(a) | ||||
Series 2023-3A Class A3 | ||||
05/17/2027 | 5.820% | 1,800,000 | 1,822,498 | |
Total Asset-Backed Securities — Non-Agency (Cost $186,641,900) | 186,712,755 | |||
Commercial Mortgage-Backed Securities - Agency 0.1% | ||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates(c) | ||||
Series 2017-K070 Class A2 | ||||
11/25/2027 | 3.303% | 1,000,000 | 962,691 | |
Total Commercial Mortgage-Backed Securities - Agency (Cost $1,012,550) | 962,691 | |||
Commercial Mortgage-Backed Securities - Non-Agency 9.1% | ||||
American Homes 4 Rent Trust(a) | ||||
Series 2014-SFR2 Class A | ||||
10/17/2036 | 3.786% | 2,275,717 | 2,242,263 | |
BAMLL Commercial Mortgage Securities Trust(a),(c) | ||||
Series 2013-WBRK Class A | ||||
03/10/2037 | 3.652% | 1,350,000 | 1,230,383 | |
BAMLL Commercial Mortgage Securities Trust(a),(b) | ||||
Series 2019-RLJ Class D | ||||
1-month Term SOFR + 1.997% Floor 1.950% 04/15/2036 | 7.330% | 1,300,000 | 1,284,487 | |
Braemar Hotels & Resorts Trust(a),(b) | ||||
Series 2018-PRME Class A | ||||
1-month Term SOFR + 0.867% Floor 0.820% 06/15/2035 | 6.268% | 79,211 | 78,835 | |
COMM Mortgage Trust(a),(c) | ||||
Subordinated Series 2020-CBM Class D | ||||
02/10/2037 | 3.754% | 1,750,000 | 1,649,972 | |
Corevest American Finance Trust(a) | ||||
Series 2020-4 Class A | ||||
12/15/2052 | 1.174% | 6,970,533 | 6,493,024 | |
Credit Suisse Mortgage Capital Certificates OA LLC(a) | ||||
Series 2014-USA Class A2 | ||||
09/15/2037 | 3.953% | 6,220,000 | 5,630,185 | |
Hilton USA Trust(a) | ||||
Subordinated Series 2016-SFP Class D | ||||
11/05/2035 | 4.927% | 1,646,000 | 711,042 | |
Invitation Homes Trust(a),(b) | ||||
Subordinated Series 2018-SFR4 Class C | ||||
1-month Term SOFR + 1.514% Floor 1.400% 01/17/2038 | 6.848% | 1,999,908 | 1,993,747 | |
JPMorgan Chase Commercial Mortgage Securities Trust(a),(c) | ||||
Subordinated Series 2021-2NU Class C | ||||
01/05/2040 | 2.077% | 1,750,000 | 1,292,584 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Morgan Stanley Capital I Trust(a),(c) | ||||
Series 2019-MEAD Class D | ||||
11/10/2036 | 3.283% | 1,200,000 | 1,028,923 | |
New Residential Mortgage Loan Trust(a) | ||||
Series 2022-SFR1 Class A | ||||
02/17/2039 | 2.400% | 6,182,813 | 5,630,707 | |
One New York Plaza Trust(a),(b) | ||||
Subordinated Series 2020-1NYP Class B | ||||
1-month Term SOFR + 1.614% Floor 1.500% 01/15/2036 | 6.948% | 5,000,000 | 4,637,717 | |
Subordinated Series 2020-1NYP Class C | ||||
1-month Term SOFR + 2.314% Floor 2.200% 01/15/2036 | 7.648% | 5,000,000 | 4,525,272 | |
Progress Residential Trust(a) | ||||
Series 2020-SFR1 Class E | ||||
04/17/2037 | 3.032% | 1,800,000 | 1,726,168 | |
Series 2020-SFR3 Class B | ||||
10/17/2027 | 1.495% | 4,000,000 | 3,748,364 | |
Series 2020-SFR3 Class C | ||||
10/17/2027 | 1.695% | 6,250,000 | 5,838,079 | |
Series 2022-SFR1 Class A | ||||
02/17/2041 | 2.709% | 2,987,754 | 2,689,604 | |
Subordinated Series 2022-SFR4 Class B | ||||
05/17/2041 | 4.788% | 6,000,000 | 5,843,530 | |
SFO Commercial Mortgage Trust(a),(b) | ||||
Series 2021-555 Class A | ||||
1-month Term SOFR + 1.264% Floor 1.150% 05/15/2038 | 6.598% | 8,000,000 | 7,679,375 | |
Tricon American Homes(a) | ||||
Series 2020-SFR1 Class C | ||||
07/17/2038 | 2.249% | 7,000,000 | 6,455,826 | |
UBS Commercial Mortgage Trust(a),(b) | ||||
Series 2018-NYCH Class B | ||||
1-month Term SOFR + 1.297% Floor 1.250% 02/15/2032 | 6.630% | 900,000 | 877,714 | |
Wells Fargo Commercial Mortgage Trust(a),(b) | ||||
Series 2017-SMP Class A | ||||
1-month Term SOFR + 1.047% Floor 0.875% 12/15/2034 | 6.380% | 4,720,000 | 4,436,953 | |
Subordinated Series 2017-SMP Class C | ||||
1-month Term SOFR + 1.372% Floor 1.200% 12/15/2034 | 6.705% | 800,000 | 697,761 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $85,006,663) | 78,422,515 |
4
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Common Stocks 0.0% | ||
Issuer | Shares | Value ($) |
Consumer Staples 0.0% | ||
Beverages 0.0% | ||
Crimson Wine Group Ltd.(d) | 3 | 17 |
Total Consumer Staples | 17 | |
Energy 0.0% | ||
Oil, Gas & Consumable Fuels 0.0% | ||
Vitesse Energy, Inc. | 4 | 84 |
Total Energy | 84 | |
Financials 0.0% | ||
Capital Markets 0.0% | ||
Jefferies Financial Group, Inc. | 39 | 1,590 |
Total Financials | 1,590 | |
Total Common Stocks (Cost $—) | 1,691 |
Corporate Bonds & Notes 18.8% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Aerospace & Defense 0.6% | ||||
Boeing Co. (The) | ||||
08/01/2059 | 3.950% | 2,463,000 | 1,811,730 | |
L3Harris Technologies, Inc. | ||||
07/31/2033 | 5.400% | 686,000 | 705,977 | |
Northrop Grumman Corp. | ||||
06/01/2034 | 4.900% | 950,000 | 956,003 | |
Raytheon Technologies Corp. | ||||
03/15/2032 | 2.375% | 2,441,000 | 2,028,872 | |
Total | 5,502,582 | |||
Banking 8.0% | ||||
Bank of America Corp.(e) | ||||
07/23/2031 | 1.898% | 4,505,000 | 3,711,816 | |
10/24/2031 | 1.922% | 2,300,000 | 1,882,564 | |
10/20/2032 | 2.572% | 5,507,000 | 4,583,722 | |
02/04/2033 | 2.972% | 5,600,000 | 4,778,103 | |
Subordinated | ||||
09/21/2036 | 2.482% | 357,000 | 286,396 | |
Citigroup, Inc.(e) | ||||
06/03/2031 | 2.572% | 864,000 | 744,050 | |
01/25/2033 | 3.057% | 3,676,000 | 3,140,820 | |
Goldman Sachs Group, Inc. (The)(e) | ||||
07/21/2032 | 2.383% | 3,310,000 | 2,725,756 | |
10/21/2032 | 2.650% | 3,570,000 | 2,983,572 | |
HSBC Holdings PLC(e) | ||||
05/24/2032 | 2.804% | 3,358,000 | 2,821,072 | |
11/22/2032 | 2.871% | 5,039,000 | 4,209,374 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
JPMorgan Chase & Co.(e) | ||||
10/15/2030 | 2.739% | 639,000 | 568,708 | |
04/22/2032 | 2.580% | 11,860,000 | 10,048,066 | |
11/08/2032 | 2.545% | 1,694,000 | 1,416,697 | |
Morgan Stanley(e) | ||||
07/21/2032 | 2.239% | 2,729,000 | 2,230,930 | |
10/20/2032 | 2.511% | 6,123,000 | 5,096,920 | |
07/21/2034 | 5.424% | 519,000 | 525,518 | |
Subordinated | ||||
09/16/2036 | 2.484% | 500,000 | 398,950 | |
PNC Financial Services Group, Inc. (The)(e) | ||||
06/12/2029 | 5.582% | 2,528,000 | 2,580,824 | |
10/20/2034 | 6.875% | 918,000 | 1,022,254 | |
01/22/2035 | 5.676% | 2,817,000 | 2,891,998 | |
US Bancorp(e) | ||||
06/12/2034 | 5.836% | 830,000 | 856,043 | |
Wells Fargo & Co.(e) | ||||
07/25/2029 | 5.574% | 234,000 | 239,120 | |
10/23/2029 | 6.303% | 939,000 | 989,714 | |
10/30/2030 | 2.879% | 2,525,000 | 2,248,296 | |
07/25/2034 | 5.557% | 6,100,000 | 6,234,605 | |
01/23/2035 | 5.499% | 3,000 | 3,059 | |
Total | 69,218,947 | |||
Cable and Satellite 0.5% | ||||
Charter Communications Operating LLC/Capital | ||||
05/01/2047 | 5.375% | 610,000 | 509,310 | |
12/01/2061 | 4.400% | 2,927,000 | 1,968,515 | |
06/30/2062 | 3.950% | 3,670,000 | 2,253,282 | |
Total | 4,731,107 | |||
Construction Machinery 0.2% | ||||
John Deere Capital Corp. | ||||
07/14/2028 | 4.950% | 1,732,000 | 1,769,917 | |
Electric 1.3% | ||||
AEP Texas, Inc. | ||||
01/15/2050 | 3.450% | 1,400,000 | 990,505 | |
Duke Energy Corp. | ||||
09/01/2046 | 3.750% | 3,035,000 | 2,331,843 | |
08/15/2052 | 5.000% | 471,000 | 434,527 | |
Edison International | ||||
11/15/2028 | 5.250% | 1,658,000 | 1,672,785 | |
Emera US Finance LP | ||||
06/15/2046 | 4.750% | 2,910,000 | 2,402,605 | |
FirstEnergy Corp. | ||||
03/01/2050 | 3.400% | 532,000 | 369,367 | |
Pacific Gas and Electric Co. | ||||
07/01/2050 | 4.950% | 3,680,000 | 3,200,873 | |
Total | 11,402,505 |
Columbia Bond Fund | Third Quarter Report 2024
5
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Food and Beverage 1.6% | ||||
Bacardi Ltd.(a) | ||||
05/15/2048 | 5.300% | 3,330,000 | 3,176,311 | |
Bacardi Ltd./Bacardi-Martini BV(a) | ||||
06/15/2033 | 5.400% | 3,500,000 | 3,536,688 | |
Constellation Brands, Inc. | ||||
05/01/2033 | 4.900% | 4,744,000 | 4,713,936 | |
Diageo Capital PLC | ||||
10/05/2033 | 5.625% | 2,185,000 | 2,327,878 | |
Total | 13,754,813 | |||
Health Care 1.2% | ||||
CVS Health Corp. | ||||
07/20/2045 | 5.125% | 2,031,000 | 1,895,985 | |
03/25/2048 | 5.050% | 2,460,000 | 2,262,352 | |
GE HealthCare Technologies, Inc. | ||||
11/15/2027 | 5.650% | 586,000 | 604,314 | |
HCA, Inc. | ||||
09/01/2030 | 3.500% | 6,272,000 | 5,688,261 | |
Total | 10,450,912 | |||
Healthcare Insurance 0.8% | ||||
Aetna, Inc. | ||||
11/15/2042 | 4.125% | 357,000 | 295,349 | |
08/15/2047 | 3.875% | 285,000 | 220,793 | |
Centene Corp. | ||||
10/15/2030 | 3.000% | 6,940,000 | 6,002,278 | |
Total | 6,518,420 | |||
Life Insurance 0.0% | ||||
Peachtree Corners Funding Trust(a) | ||||
02/15/2025 | 3.976% | 335,000 | 328,694 | |
Media and Entertainment 0.5% | ||||
Meta Platforms, Inc. | ||||
05/15/2063 | 5.750% | 649,000 | 701,745 | |
Warnermedia Holdings, Inc. | ||||
03/15/2062 | 5.391% | 3,962,000 | 3,414,686 | |
Total | 4,116,431 | |||
Midstream 1.1% | ||||
Energy Transfer LP | ||||
05/15/2034 | 5.550% | 1,170,000 | 1,181,095 | |
Kinder Morgan Energy Partners LP | ||||
09/01/2044 | 5.400% | 1,396,000 | 1,308,017 | |
Kinder Morgan, Inc. | ||||
02/15/2046 | 5.050% | 671,000 | 602,451 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Plains All American Pipeline LP/Finance Corp. | ||||
06/15/2044 | 4.700% | 4,576,000 | 3,909,489 | |
Western Gas Partners LP | ||||
08/15/2048 | 5.500% | 550,000 | 486,956 | |
Western Midstream Operating LP | ||||
01/15/2029 | 6.350% | 696,000 | 728,089 | |
Western Midstream Operating LP(e) | ||||
02/01/2050 | 5.250% | 1,335,000 | 1,192,152 | |
Total | 9,408,249 | |||
Natural Gas 0.1% | ||||
NiSource, Inc. | ||||
05/01/2030 | 3.600% | 981,000 | 914,250 | |
Pharmaceuticals 0.8% | ||||
Amgen, Inc. | ||||
03/02/2063 | 5.750% | 2,961,000 | 3,048,595 | |
Pfizer Investment Enterprises Pte., Ltd. | ||||
05/19/2033 | 4.750% | 4,002,000 | 3,999,906 | |
Total | 7,048,501 | |||
Retailers 0.5% | ||||
Lowe’s Companies, Inc. | ||||
04/01/2062 | 4.450% | 1,914,000 | 1,604,095 | |
09/15/2062 | 5.800% | 2,183,000 | 2,274,775 | |
Total | 3,878,870 | |||
Technology 0.5% | ||||
Broadcom, Inc.(a) | ||||
11/15/2036 | 3.187% | 3,417,000 | 2,772,674 | |
NXP BV/Funding LLC/USA, Inc. | ||||
05/01/2030 | 3.400% | 200,000 | 182,737 | |
01/15/2033 | 5.000% | 1,254,000 | 1,236,773 | |
Total | 4,192,184 | |||
Transportation Services 0.4% | ||||
ERAC USA Finance LLC(a) | ||||
05/01/2028 | 4.600% | 3,769,000 | 3,749,527 | |
Wireless 0.7% | ||||
American Tower Corp. | ||||
08/15/2029 | 3.800% | 338,000 | 319,090 | |
T-Mobile US, Inc. | ||||
02/15/2031 | 2.875% | 6,066,000 | 5,311,609 | |
Total | 5,630,699 | |||
Total Corporate Bonds & Notes (Cost $169,061,051) | 162,616,608 | |||
6
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Inflation-Indexed Bonds 0.3% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
United States 0.3% | ||||
U.S. Treasury Inflation-Indexed Bond | ||||
10/15/2028 | 2.375% | 2,250,545 | 2,327,346 | |
Total Inflation-Indexed Bonds (Cost $2,312,322) | 2,327,346 | |||
Residential Mortgage-Backed Securities - Agency 41.6% | ||||
Federal Home Loan Mortgage Corp.(f) | ||||
06/01/2043 | 4.000% | 1,113,005 | 1,076,361 | |
05/01/2052 | 3.000% | 8,725,832 | 7,704,099 | |
Federal Home Loan Mortgage Corp. | ||||
09/01/2051 | 2.500% | 15,467,871 | 13,134,547 | |
02/01/2052 | 3.000% | 6,023,019 | 5,285,322 | |
08/01/2052 | 4.000% | 13,541,264 | 12,882,454 | |
08/01/2052- 02/01/2053 | 4.500% | 12,244,181 | 11,884,121 | |
Federal Home Loan Mortgage Corp.(b),(g) | ||||
CMO Series 4903 Class SA | ||||
-1.0 x 30-day Average SOFR + 5.936% Cap 6.050% 08/25/2049 | 0.591% | 1,816,492 | 197,253 | |
Federal Home Loan Mortgage Corp.(g) | ||||
CMO Series 5162 Class IA | ||||
11/25/2051 | 3.000% | 8,004,935 | 1,378,294 | |
Federal National Mortgage Association | ||||
08/01/2029- 09/01/2045 | 3.000% | 1,389,671 | 1,325,511 | |
05/01/2043- 05/01/2052 | 3.500% | 31,877,355 | 29,144,411 | |
02/01/2048- 08/01/2052 | 4.000% | 35,016,707 | 33,337,731 | |
01/01/2052 | 2.500% | 9,779,244 | 8,260,459 | |
09/01/2053 | 5.000% | 13,446,090 | 13,400,419 | |
Federal National Mortgage Association(f) | ||||
07/01/2038 | 6.000% | 502,030 | 522,372 | |
01/01/2040 | 5.500% | 585,537 | 602,247 | |
08/01/2040 | 4.500% | 969,439 | 953,804 | |
10/01/2042 | 3.000% | 1,411,603 | 1,282,113 | |
07/01/2045- 02/01/2046 | 3.500% | 1,706,247 | 1,581,304 | |
11/01/2045 | 4.000% | 520,064 | 496,331 | |
Federal National Mortgage Association(b),(g) | ||||
CMO Series 2016-53 Class KS | ||||
-1.0 x 30-day Average SOFR + 5.886% Cap 6.000% 08/25/2046 | 0.541% | 660,785 | 78,917 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2016-57 Class SA | ||||
-1.0 x 30-day Average SOFR + 5.886% Cap 6.000% 08/25/2046 | 0.541% | 1,607,062 | 202,209 | |
CMO Series 2016-93 Class SL | ||||
-1.0 x 30-day Average SOFR + 6.536% Cap 6.650% 12/25/2046 | 1.191% | 2,088,825 | 169,936 | |
CMO Series 2017-109 Class SA | ||||
-1.0 x 30-day Average SOFR + 6.036% Cap 6.150% 01/25/2048 | 0.691% | 758,385 | 109,689 | |
CMO Series 2017-20 Class SA | ||||
-1.0 x 30-day Average SOFR + 5.986% Cap 6.100% 04/25/2047 | 0.641% | 673,877 | 87,584 | |
CMO Series 2017-54 Class SN | ||||
-1.0 x 30-day Average SOFR + 6.036% Cap 6.150% 07/25/2047 | 0.691% | 1,379,673 | 195,690 | |
CMO Series 2018-66 Class SM | ||||
-1.0 x 30-day Average SOFR + 6.086% Cap 6.200% 09/25/2048 | 0.741% | 931,584 | 105,972 | |
CMO Series 2018-74 Class SA | ||||
-1.0 x 30-day Average SOFR + 6.036% Cap 6.150% 10/25/2048 | 0.691% | 1,131,365 | 128,608 | |
CMO Series 2019-33 Class SB | ||||
-1.0 x 30-day Average SOFR + 5.936% Cap 6.050% 07/25/2049 | 0.591% | 2,721,300 | 298,669 | |
CMO Series 2019-60 Class SH | ||||
-1.0 x 30-day Average SOFR + 5.936% Cap 6.050% 10/25/2049 | 0.591% | 1,042,810 | 135,098 | |
CMO Series 2019-67 Class SE | ||||
-1.0 x 30-day Average SOFR + 5.936% Cap 6.050% 11/25/2049 | 0.591% | 1,644,234 | 242,192 |
Columbia Bond Fund | Third Quarter Report 2024
7
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal National Mortgage Association(g) | ||||
CMO Series 2021-3 Class TI | ||||
02/25/2051 | 2.500% | 11,075,488 | 1,840,310 | |
Federal National Mortgage Association REMICS(b),(g) | ||||
CMO Series 2017-108 Class SA | ||||
-1.0 x 30-day Average SOFR + 6.036% Cap 6.150% 01/25/2048 | 0.691% | 11,476,030 | 1,575,040 | |
CMO Series 2019-73 Class SC | ||||
-1.0 x 30-day Average SOFR + 5.936% Cap 6.050% 12/25/2049 | 0.591% | 18,196,584 | 2,324,994 | |
CMO Series 2020-39 Class MS | ||||
-1.0 x 30-day Average SOFR + 5.966% Cap 6.080% 06/25/2050 | 0.621% | 11,455,902 | 1,447,608 | |
Freddie Mac REMICS(g) | ||||
CMO Series 5152 Class XI | ||||
11/25/2050 | 2.500% | 14,512,818 | 1,801,666 | |
CMO Series 5287 Class NI | ||||
05/25/2051 | 3.500% | 7,181,035 | 1,354,949 | |
Government National Mortgage Association(b) | ||||
1-year CMT + 1.500% Cap 10.000% 04/20/2028 | 3.875% | 869 | 857 | |
Government National Mortgage Association(f) | ||||
04/20/2048 | 4.500% | 660,691 | 651,913 | |
Government National Mortgage Association(b),(g) | ||||
CMO Series 2017-112 Class SJ | ||||
-1.0 x 1-month Term SOFR + 5.546% Cap 5.660% 07/20/2047 | 0.209% | 2,358,101 | 205,785 | |
CMO Series 2017-130 Class HS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 08/20/2047 | 0.749% | 806,139 | 81,941 | |
CMO Series 2017-149 Class BS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 10/20/2047 | 0.749% | 1,002,846 | 121,652 | |
CMO Series 2017-163 Class SA | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 11/20/2047 | 0.749% | 424,505 | 47,582 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2017-37 Class SB | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 03/20/2047 | 0.699% | 598,626 | 72,273 | |
CMO Series 2018-103 Class SA | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 08/20/2048 | 0.749% | 584,620 | 66,429 | |
CMO Series 2018-112 Class LS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 08/20/2048 | 0.749% | 732,137 | 82,346 | |
CMO Series 2018-125 Class SK | ||||
-1.0 x 1-month Term SOFR + 6.136% Cap 6.250% 09/20/2048 | 0.799% | 949,078 | 83,757 | |
CMO Series 2018-134 Class KS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 10/20/2048 | 0.749% | 768,462 | 79,856 | |
CMO Series 2018-148 Class SB | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 01/20/2048 | 0.749% | 1,427,638 | 174,232 | |
CMO Series 2018-151 Class SA | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 11/20/2048 | 0.699% | 1,227,092 | 134,997 | |
CMO Series 2018-89 Class MS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 06/20/2048 | 0.749% | 762,248 | 79,182 | |
CMO Series 2018-91 Class DS | ||||
-1.0 x 1-month Term SOFR + 6.086% Cap 6.200% 07/20/2048 | 0.749% | 817,560 | 82,280 | |
CMO Series 2019-20 Class JS | ||||
-1.0 x 1-month Term SOFR + 5.886% Cap 6.000% 02/20/2049 | 0.549% | 1,170,174 | 124,990 |
8
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-5 Class SH | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 01/20/2049 | 0.699% | 851,129 | 87,978 | |
CMO Series 2019-56 Class SG | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 05/20/2049 | 0.699% | 874,272 | 96,881 | |
CMO Series 2019-59 Class KS | ||||
-1.0 x 1-month Term SOFR + 5.936% Cap 6.050% 05/20/2049 | 0.599% | 887,490 | 97,510 | |
CMO Series 2019-74 Class PS | ||||
-1.0 x 1-month Term SOFR + 5.936% Cap 6.050% 06/20/2049 | 0.599% | 12,193,508 | 1,491,047 | |
CMO Series 2019-85 Class SC | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 07/20/2049 | 0.699% | 853,085 | 95,338 | |
CMO Series 2019-90 Class SD | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 07/20/2049 | 0.699% | 2,021,208 | 251,197 | |
CMO Series 2019-92 Class SD | ||||
-1.0 x 1-month Term SOFR + 5.986% Cap 6.100% 07/20/2049 | 0.649% | 4,922,350 | 566,436 | |
CMO Series 2020-11 Class LS | ||||
-1.0 x 1-month Term SOFR + 6.164% Cap 6.050% 01/20/2050 | 0.599% | 18,850,329 | 2,294,786 | |
CMO Series 2020-188 Class SA | ||||
-1.0 x 1-month Term SOFR + 6.186% Cap 6.300% 12/20/2050 | 0.849% | 10,868,439 | 1,425,609 | |
CMO Series 2020-21 Class VS | ||||
-1.0 x 1-month Term SOFR + 6.164% Cap 6.050% 02/20/2050 | 0.599% | 675,790 | 76,444 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2020-61 Class SW | ||||
-1.0 x 1-month Term SOFR + 5.936% Cap 6.050% 08/20/2049 | 0.599% | 7,728,173 | 830,159 | |
CMO Series 2020-62 Class SG | ||||
-1.0 x 1-month Term SOFR + 6.036% Cap 6.150% 05/20/2050 | 0.699% | 1,180,581 | 129,910 | |
CMO Series 2022-207 Class SA | ||||
-1.0 x 1-month Term SOFR + 5.886% Cap 6.000% 09/20/2049 | 0.549% | 29,552,239 | 3,628,595 | |
CMO Series 2022-207 Class SC | ||||
-1.0 x 1-month Term SOFR + 5.986% Cap 6.100% 01/20/2050 | 0.649% | 12,196,840 | 1,345,744 | |
CMO Series 2023-17 Class SY | ||||
-1.0 x 1-month Term SOFR + 5.936% Cap 6.050% 05/20/2050 | 0.599% | 11,778,263 | 1,300,299 | |
Government National Mortgage Association(g) | ||||
CMO Series 2020-164 Class CI | ||||
11/20/2050 | 3.000% | 6,775,021 | 1,067,226 | |
CMO Series 2020-175 Class KI | ||||
11/20/2050 | 2.500% | 19,143,874 | 2,598,689 | |
CMO Series 2020-191 Class UG | ||||
12/20/2050 | 3.500% | 6,857,518 | 1,092,430 | |
CMO Series 2021-119 Class QI | ||||
07/20/2051 | 3.000% | 7,765,538 | 1,105,997 | |
CMO Series 2021-139 Class IC | ||||
08/20/2051 | 3.000% | 18,057,235 | 2,864,984 | |
CMO Series 2021-16 Class KI | ||||
01/20/2051 | 2.500% | 9,132,590 | 1,243,589 | |
Government National Mortgage Association TBA(h) | ||||
02/20/2054 | 4.000% | 18,000,000 | 17,099,597 | |
02/20/2054 | 4.500% | 10,000,000 | 9,735,735 | |
Uniform Mortgage-Backed Security TBA(h) | ||||
02/15/2039- 02/13/2054 | 3.000% | 61,078,000 | 53,611,438 | |
02/15/2039- 02/13/2054 | 3.500% | 19,000,000 | 17,496,639 | |
02/15/2039- 02/13/2054 | 4.000% | 28,000,000 | 26,573,648 | |
02/13/2054 | 4.500% | 7,000,000 | 6,767,575 | |
02/13/2054 | 5.000% | 18,500,000 | 18,257,663 |
Columbia Bond Fund | Third Quarter Report 2024
9
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
02/13/2054 | 6.000% | 27,000,000 | 27,369,668 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $365,614,577) | 359,241,167 | |||
Residential Mortgage-Backed Securities - Non-Agency 25.5% | ||||
510 Asset Backed Trust(a),(c) | ||||
CMO Series 2021-NPL2 Class A1 | ||||
06/25/2061 | 2.116% | 2,191,666 | 2,083,116 | |
Angel Oak Mortgage Trust(a),(c) | ||||
CMO Series 2020-1 Class M1 | ||||
12/25/2059 | 3.161% | 3,000,000 | 2,705,262 | |
CMO Series 2020-3 Class A1 | ||||
04/25/2065 | 1.691% | 1,857,412 | 1,725,979 | |
CMO Series 2021-5 Class A2 | ||||
07/25/2066 | 1.208% | 3,966,575 | 3,333,583 | |
Angel Oak Mortgage Trust I LLC(a),(c) | ||||
CMO Series 2018-3 Class M1 | ||||
09/25/2048 | 4.421% | 428,208 | 421,619 | |
Arroyo Mortgage Trust(a),(c) | ||||
CMO Series 2019-2 Class A3 | ||||
04/25/2049 | 3.800% | 145,561 | 135,475 | |
Arroyo Mortgage Trust(a) | ||||
CMO Series 2020-1 Class M1 | ||||
03/25/2055 | 4.277% | 3,946,000 | 3,283,468 | |
Bellemeade Re Ltd.(a),(b) | ||||
CMO Series 2019-3A Class M1C | ||||
1-month Term SOFR + 2.064% Floor 1.950% 07/25/2029 | 7.400% | 1,497,710 | 1,500,367 | |
CMO Series 2022-1 Class M1A | ||||
30-day Average SOFR + 1.750% Floor 1.750% 01/26/2032 | 7.094% | 2,752,589 | 2,754,260 | |
BRAVO Residential Funding Trust(a),(c) | ||||
CMO Series 2020-NQM1 Class M1 | ||||
05/25/2060 | 3.181% | 2,500,000 | 2,290,570 | |
CMO Series 2020-RPL2 Class A1 | ||||
05/25/2059 | 2.000% | 1,639,449 | 1,486,107 | |
CMO Series 2021-A Class A1 | ||||
10/25/2059 | 1.991% | 2,457,982 | 2,415,737 | |
Bunker Hill Loan Depositary Trust(a),(c) | ||||
CMO Series 2019-3 Class A2 | ||||
11/25/2059 | 2.981% | 546,189 | 532,442 | |
CMO Series 2019-3 Class A3 | ||||
11/25/2059 | 3.135% | 795,875 | 775,458 | |
CMO Series 2020-1 Class A1 | ||||
02/25/2055 | 1.724% | 2,126,055 | 2,026,096 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
BVRT Financing Trust(a),(b),(i) | ||||
CMO Series 2021-3F Class M2 | ||||
30-day Average SOFR + 2.900% Floor 2.900% 07/12/2033 | 4.187% | 5,168,855 | 5,168,855 | |
CHNGE Mortgage Trust(a),(c) | ||||
CMO Series 2022-1 Class A1 | ||||
01/25/2067 | 3.007% | 4,154,302 | 3,832,132 | |
CMO Series 2022-2 Class A1 | ||||
03/25/2067 | 3.757% | 3,664,023 | 3,449,793 | |
CMO Series 2022-3 Class A1 | ||||
05/25/2067 | 5.000% | 4,119,207 | 4,089,287 | |
CMO Series 2023-3 Class A1 | ||||
07/25/2058 | 7.100% | 4,844,804 | 4,917,902 | |
COLT Mortgage Loan Trust(a),(c) | ||||
CMO Series 2020-2 Class A2 | ||||
03/25/2065 | 3.094% | 350,000 | 335,915 | |
CMO Series 2021-3 Class A1 | ||||
09/27/2066 | 0.956% | 2,648,961 | 2,067,790 | |
CMO Series 2021-5 Class A2 | ||||
11/26/2066 | 2.606% | 4,270,000 | 3,122,358 | |
Connecticut Avenue Securities Trust(a),(b) | ||||
CMO Series 2022-R01 Class 1M2 | ||||
30-day Average SOFR + 1.900% 12/25/2041 | 7.245% | 2,650,000 | 2,670,579 | |
CMO Series 2022-R04 Class 1M2 | ||||
30-day Average SOFR + 3.100% 03/25/2042 | 8.445% | 4,000,000 | 4,164,918 | |
Credit Suisse Mortgage Trust(a),(c) | ||||
CMO Series 2021-NQM2 Class A2 | ||||
02/25/2066 | 1.384% | 3,056,454 | 2,652,680 | |
CMO Series 2021-RPL2 Class A1A | ||||
01/25/2060 | 1.115% | 2,990,771 | 2,478,481 | |
CSMC Trust(a),(c) | ||||
CMO Series 2020-RPL2 Class A12 | ||||
02/25/2060 | 3.535% | 794,099 | 842,897 | |
CMO Series 2020-RPL6 Class A1 | ||||
03/25/2059 | 3.385% | 8,227,567 | 8,239,508 | |
CMO Series 2021-NQM8 Class A1 | ||||
10/25/2066 | 1.841% | 3,480,016 | 2,971,976 | |
CMO Series 2022-NQM1 Class A3 | ||||
11/25/2066 | 2.675% | 3,083,944 | 2,579,616 | |
CMO Series 2022-RPL3 Class A1 | ||||
03/25/2061 | 3.613% | 3,648,406 | 3,586,717 | |
Subordinated CMO Series 2020-RPL3 Class A1 | ||||
03/25/2060 | 4.046% | 2,302,422 | 2,304,491 |
10
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Deephaven Residential Mortgage Trust(a),(c) | ||||
CMO Series 2021-1 Class A2 | ||||
05/25/2065 | 0.973% | 510,712 | 465,847 | |
Eagle Re Ltd.(a),(b) | ||||
Subordinated CMO Series 2020-1 Class M1B | ||||
1-month Term SOFR + 1.564% 01/25/2030 | 6.900% | 219,322 | 219,285 | |
Ellington Financial Mortgage Trust(a),(c) | ||||
CMO Series 2020-1 Class A3 | ||||
05/25/2065 | 3.999% | 550,000 | 516,770 | |
Freddie Mac STACR REMIC Trust(a),(b) | ||||
CMO Series 2021-DNA3 Class M1 | ||||
30-day Average SOFR + 0.750% 10/25/2033 | 6.095% | 1,103,398 | 1,103,375 | |
CMO Series 2022-DNA1 Class M1B | ||||
30-day Average SOFR + 1.850% 01/25/2042 | 7.195% | 3,000,000 | 3,010,296 | |
Subordinated CMO Series 2022-DNA6 Class M1A | ||||
30-day Average SOFR + 2.150% 09/25/2042 | 7.495% | 1,883,581 | 1,907,087 | |
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(b) | ||||
CMO Series 2022-DNA2 Class M1B | ||||
30-day Average SOFR + 2.400% 02/25/2042 | 7.745% | 3,800,000 | 3,885,028 | |
FWD Securitization Trust(a),(c) | ||||
CMO Series 2020-INV1 Class M1 | ||||
01/25/2050 | 2.850% | 3,500,000 | 2,892,220 | |
GCAT LLC(a),(c) | ||||
CMO Series 2021-CM1 Class A1 | ||||
04/25/2065 | 1.469% | 2,211,588 | 2,043,643 | |
GCAT Trust(a),(c) | ||||
CMO Series 2021-CM2 Class A1 | ||||
08/25/2066 | 2.352% | 2,644,635 | 2,410,674 | |
CMO Series 2022-NQM2 Class A3 | ||||
02/25/2067 | 4.210% | 4,339,517 | 3,974,407 | |
GS Mortgage-Backed Securities Corp. Trust(a),(c) | ||||
CMO Series 2021-NQM1 Class A1 | ||||
07/25/2061 | 1.017% | 2,216,528 | 1,896,393 | |
Home Re Ltd.(a),(b) | ||||
Subordinated CMO Series 2022-1 Class M1A | ||||
30-day Average SOFR + 2.850% 10/25/2034 | 8.195% | 1,807,321 | 1,819,708 | |
Imperial Fund Mortgage Trust(a),(c) | ||||
CMO Series 2021-NQM4 Class A2 | ||||
01/25/2057 | 2.296% | 1,653,928 | 1,396,906 | |
Legacy Mortgage Asset Trust(a),(c) | ||||
CMO Series 2021-GS2 Class A1 | ||||
04/25/2061 | 1.750% | 1,881,477 | 1,823,692 | |
CMO Series 2021-SL2 Class A | ||||
10/25/2068 | 1.875% | 2,286,659 | 2,160,852 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
MFA Trust(a),(c) | ||||
CMO Series 2020-NQM2 Class M1 | ||||
04/25/2065 | 3.034% | 3,500,000 | 2,926,920 | |
CMO Series 2020-NQM3 Class A1 | ||||
01/26/2065 | 1.014% | 3,992,522 | 3,686,967 | |
CMO Series 2020-NQM3 Class A2 | ||||
01/26/2065 | 1.324% | 1,597,012 | 1,477,782 | |
CMO Series 2020-NQM3 Class A3 | ||||
01/26/2065 | 1.632% | 1,197,759 | 1,110,534 | |
CMO Series 2021-INV2 Class A3 | ||||
11/25/2056 | 2.264% | 2,244,891 | 1,935,593 | |
MFRA Trust(a),(c) | ||||
CMO Series 2021-INV1 Class A2 | ||||
01/25/2056 | 1.057% | 250,967 | 230,291 | |
CMO Series 2021-INV1 Class A3 | ||||
01/25/2056 | 1.262% | 391,257 | 358,581 | |
New Residential Mortgage Loan Trust(a),(c) | ||||
CMO Series 2018-1A Class A1A | ||||
12/25/2057 | 4.000% | 5,585,663 | 5,307,099 | |
NRZ Excess Spread-Collateralized Notes(a) | ||||
Series 2020-PLS1 Class A | ||||
12/25/2025 | 3.844% | 2,500,126 | 2,391,037 | |
Oaktown Re III Ltd.(a),(b) | ||||
CMO Series 2019-1A Class M1B | ||||
30-day Average SOFR + 2.064% Floor 1.950% 07/25/2029 | 7.409% | 490,394 | 491,716 | |
PMT Credit Risk Transfer Trust(a),(b) | ||||
Series 2019-2R Class A | ||||
1-month Term SOFR + 3.864% Floor 3.750% 05/30/2025 | 9.201% | 375,889 | 376,099 | |
PNMAC GMSR Issuer Trust(a),(b) | ||||
CMO Series 2018-GT2 Class A | ||||
1-month Term SOFR + 2.764% 08/25/2025 | 8.100% | 2,582,692 | 2,595,630 | |
Preston Ridge Partners Mortgage Trust(a),(c) | ||||
CMO Series 2020-6 Class A1 | ||||
11/25/2025 | 2.363% | 6,797,740 | 6,751,501 | |
CMO Series 2021-1 Class A1 | ||||
01/25/2026 | 2.115% | 4,466,555 | 4,412,167 | |
CMO Series 2021-2 Class A1 | ||||
03/25/2026 | 2.115% | 1,712,891 | 1,682,098 | |
CMO Series 2021-3 Class A1 | ||||
04/25/2026 | 1.867% | 1,478,879 | 1,432,618 | |
CMO Series 2021-8 Class A1 | ||||
09/25/2026 | 1.743% | 1,259,398 | 1,217,666 |
Columbia Bond Fund | Third Quarter Report 2024
11
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Pretium Mortgage Credit Partners(a),(c) | ||||
CMO Series 2022-NPL1 Class A1 | ||||
01/25/2052 | 2.981% | 2,929,323 | 2,909,638 | |
PRKCM Trust(a),(c) | ||||
CMO Series 2021-AFC1 Class A3 | ||||
08/25/2056 | 2.069% | 5,037,404 | 4,090,961 | |
CMO Series 2021-AFC1 Class M1 | ||||
08/25/2056 | 3.114% | 4,516,000 | 2,888,861 | |
PRPM LLC(a),(c) | ||||
CMO Series 2021-RPL1 Class A1 | ||||
07/25/2051 | 1.319% | 3,420,781 | 3,084,811 | |
CMO Series 2023-RCF2 Class A2 | ||||
11/25/2053 | 4.000% | 2,557,000 | 2,351,619 | |
Residential Mortgage Loan Trust(a),(c) | ||||
CMO Series 2019-3 Class A3 | ||||
09/25/2059 | 3.044% | 14,320 | 13,860 | |
Stanwich Mortgage Loan Co. LLC(a),(c) | ||||
CMO Series 2021-NPB1 Class A1 | ||||
10/16/2026 | 2.735% | 1,971,608 | 1,851,632 | |
Starwood Mortgage Residential Trust(a),(c) | ||||
CMO Series 2019-INV1 Class A3 | ||||
09/27/2049 | 2.916% | 3,193,331 | 3,056,170 | |
CMO Series 2020-2 Class A3 | ||||
04/25/2060 | 3.000% | 4,765,277 | 4,630,781 | |
CMO Series 2020-3 Class A3 | ||||
04/25/2065 | 2.591% | 5,000,000 | 4,094,524 | |
CMO Series 2020-3 Class M1 | ||||
04/25/2065 | 3.544% | 2,800,000 | 2,308,719 | |
CMO Series 2020-INV1 Class A2 | ||||
11/25/2055 | 1.439% | 3,257,529 | 2,994,855 | |
CMO Series 2020-INV1 Class A3 | ||||
11/25/2055 | 1.593% | 1,233,002 | 1,131,645 | |
CMO Series 2021-3 Class A1 | ||||
06/25/2056 | 1.127% | 822,340 | 675,993 | |
Towd Point Mortgage Trust(a),(c) | ||||
CMO Series 2019-4 Class M1B | ||||
10/25/2059 | 3.000% | 10,000,000 | 8,345,675 | |
TRK Trust(a),(c) | ||||
CMO Series 2021-INV2 Class A1 | ||||
11/25/2056 | 1.966% | 5,262,222 | 4,447,138 | |
Vendee Mortgage Trust(c),(g) | ||||
CMO Series 1998-1 Class 2IO | ||||
03/15/2028 | 0.000% | 360,585 | 0 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 1998-3 Class IO | ||||
03/15/2029 | 0.000% | 447,053 | 0 | |
Verus Securitization Trust(a),(c) | ||||
CMO Series 2019-INV3 Class A3 | ||||
11/25/2059 | 3.100% | 239,045 | 229,728 | |
CMO Series 2020-1 Class A3 | ||||
01/25/2060 | 2.724% | 694,589 | 654,347 | |
CMO Series 2020-4 Class A3 | ||||
05/25/2065 | 2.321% | 1,204,924 | 1,137,393 | |
CMO Series 2021-4 Class A2 | ||||
07/25/2066 | 1.247% | 3,833,416 | 3,050,713 | |
Verus Securitization Trust(a) | ||||
CMO Series 2020-INV1 Class A2 | ||||
03/25/2060 | 3.035% | 4,000,000 | 3,897,881 | |
CMO Series 2020-INV1 Class A3 | ||||
03/25/2060 | 3.889% | 2,800,000 | 2,703,809 | |
Visio Trust(a) | ||||
CMO Series 2020-1R Class A3 | ||||
11/25/2055 | 1.873% | 1,136,409 | 1,054,045 | |
CMO Series 2021-1R Class A1 | ||||
05/25/2056 | 1.280% | 2,016,925 | 1,803,283 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $235,906,666) | 220,263,997 |
Call Option Contracts Purchased 0.1% | ||||
Value ($) | ||||
(Cost $792,500) | 1,052,200 |
Money Market Funds 2.9% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 5.541%(j),(k) | 25,426,706 | 25,421,620 |
Total Money Market Funds (Cost $25,414,402) | 25,421,620 | |
Total Investments in Securities (Cost: $1,071,762,631) | 1,037,022,590 | |
Other Assets & Liabilities, Net | (172,920,564 ) | |
Net Assets | 864,102,026 |
At January 31, 2024, securities and/or cash totaling $8,438,002 were pledged as collateral.
12
Columbia Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Bond Fund, January 31, 2024 (Unaudited)
Investments in derivatives
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury 10-Year Note | 269 | 03/2024 | USD | 30,216,266 | 953,531 | — |
U.S. Treasury 5-Year Note | 703 | 03/2024 | USD | 76,198,609 | 1,483,147 | — |
U.S. Treasury Ultra Bond | 299 | 03/2024 | USD | 38,636,406 | 2,135,535 | — |
Total | 4,572,213 | — |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Long Bond | (160) | 03/2024 | USD | (19,575,000 ) | — | (1,073,426 ) |
U.S. Treasury 2-Year Note | (188) | 03/2024 | USD | (38,663,375 ) | — | (101,619 ) |
Total | — | (1,175,045 ) |
Call option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay SOFR | Morgan Stanley | USD | 25,000,000 | 25,000,000 | 3.75 | 11/29/2024 | 792,500 | 1,052,200 |
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 January 31, 2024, the total value of these securities amounted to $494,194,665, which represents 57.19% of total net assets. |
(b) | Variable rate security. The interest rate shown was the current rate as of January 31, 2024. |
(c) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of January 31, 2024. |
(d) | Non-income producing investment. |
(e) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of January 31, 2024. |
(f) | This security or a portion of this security has been pledged as collateral in connection with derivative contracts. |
(g) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(h) | Represents a security purchased on a when-issued basis. |
(i) | Valuation based on significant unobservable inputs. |
(j) | The rate shown is the seven-day current annualized yield at January 31, 2024. |
(k) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended January 31, 2024 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 5.541% | ||||||||
92,910,208 | 307,974,240 | (375,469,885 ) | 7,057 | 25,421,620 | 2,399 | 2,062,045 | 25,426,706 |
Abbreviation Legend
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
Columbia Bond Fund | Third Quarter Report 2024
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