Columbia Ultra Short Term Bond Fund
Third Quarter Report
April 30, 2024 (Unaudited)
Not FDIC or NCUA Insured | No Financial Institution Guarantee | May Lose Value |
Portfolio of InvestmentsColumbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities - Non-Agency 34.2% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
ACHV ABS Trust(a) | ||||
Series 2024-1PL Class A | ||||
04/25/2031 | 5.900% | 1,160,802 | 1,158,344 | |
Subordinated Series 2024-1PL Class B | ||||
04/25/2031 | 6.340% | 1,450,000 | 1,444,568 | |
ACM Auto Trust(a) | ||||
Subordinated Series 2023-1 Class C | ||||
01/22/2030 | 8.590% | 5,191,000 | 5,232,312 | |
Affirm Asset Securitization Trust(a) | ||||
Series 2023-B Class A | ||||
09/15/2028 | 6.820% | 4,775,000 | 4,827,715 | |
Series 2023-X1 Class A | ||||
11/15/2028 | 7.110% | 1,594,232 | 1,600,939 | |
Affirm Asset Securitization Trust(a),(b) | ||||
Series 2024-X1 Class A | ||||
05/15/2029 | 6.270% | 5,900,000 | 5,900,280 | |
American Credit Acceptance Receivables Trust(a) | ||||
Series 2023-3 Class A | ||||
03/12/2027 | 6.000% | 1,906,329 | 1,905,964 | |
Subordinated Series 2022-2 Class C | ||||
06/13/2028 | 4.410% | 3,382,230 | 3,370,759 | |
Subordinated Series 2022-2 Class D | ||||
06/13/2028 | 4.850% | 6,200,000 | 6,093,531 | |
AmeriCredit Automobile Receivables Trust | ||||
Series 2021-3 Class A3 | ||||
08/18/2026 | 0.760% | 6,279,612 | 6,160,720 | |
Amur Equipment Finance Receivables XIII LLC(a) | ||||
Series 2024-1A Class A1 | ||||
01/21/2025 | 5.558% | 2,590,704 | 2,591,512 | |
Arivo Acceptance Auto Loan Receivables Trust(a) | ||||
Series 2021-1A Class A | ||||
01/15/2027 | 1.190% | 729,810 | 723,190 | |
Atalaya Equipment Leasing Trust(a) | ||||
Series 2021-1A Class A2 | ||||
05/15/2026 | 1.230% | 224,243 | 223,577 | |
Capital One Multi-Asset Execution Trust | ||||
Series 2021-A3 Class A3 | ||||
11/15/2026 | 1.040% | 10,153,000 | 9,904,024 | |
Carvana Auto Receivables Trust | ||||
Series 2021-N1 Class A | ||||
01/10/2028 | 0.700% | 3,414,564 | 3,259,799 | |
Carvana Auto Receivables Trust(a) | ||||
Series 2024-N1 Class A2 | ||||
04/12/2027 | 5.760% | 5,900,000 | 5,896,002 | |
CCG Receivables Trust(a) | ||||
Series 2021-1 Class A2 | ||||
06/14/2027 | 0.300% | 219,583 | 218,835 | |
Asset-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CNH Equipment Trust | ||||
Series 2021-B Class A3 | ||||
08/17/2026 | 0.440% | 3,158,459 | 3,069,328 | |
Commercial Equipment Finance LLC(a) | ||||
Series 2021-A Class A | ||||
02/16/2027 | 2.050% | 3,184,511 | 3,139,615 | |
Dext Asset-Backed Security LLC(a) | ||||
Series 2021-1 Class A | ||||
02/15/2028 | 1.120% | 4,819,560 | 4,729,256 | |
Dllmt LLC(a) | ||||
Series 2021-1A Class A3 | ||||
07/21/2025 | 1.000% | 2,781,284 | 2,741,932 | |
DT Auto Owner Trust(a) | ||||
Series 2022-3A Class A | ||||
10/15/2026 | 6.050% | 5,118,912 | 5,120,624 | |
Subordinated Series 2020-1A Class D | ||||
11/17/2025 | 2.550% | 2,135,816 | 2,123,634 | |
Ent Auto Receivables Trust(a) | ||||
Series 2023-1A Class A2 | ||||
08/16/2027 | 6.220% | 3,280,998 | 3,287,303 | |
Enterprise Fleet Financing LLC(a) | ||||
Series 2021-3 Class A3 | ||||
08/20/2027 | 1.220% | 12,000,000 | 11,471,101 | |
Exeter Automobile Receivables Trust | ||||
Series 2023-4A Class A2 | ||||
12/15/2025 | 6.070% | 1,252,091 | 1,252,453 | |
Subordinated Series 2021-4A Class C | ||||
10/15/2027 | 1.460% | 4,448,300 | 4,397,387 | |
FHF Trust(a) | ||||
Series 2021-1A Class A | ||||
03/15/2027 | 1.270% | 1,502,106 | 1,473,259 | |
Series 2021-2A Class A | ||||
12/15/2026 | 0.830% | 3,390,092 | 3,304,524 | |
First Investors Auto Owner Trust(a) | ||||
Series 2021-2A Class A | ||||
03/15/2027 | 0.480% | 2,063,877 | 2,043,452 | |
Flagship Credit Auto Trust(a) | ||||
Series 2021-3 Class A | ||||
07/15/2027 | 0.360% | 1,124,122 | 1,119,092 | |
Ford Credit Auto Lease Trust | ||||
Series 2022-A Class A3 | ||||
05/15/2025 | 3.230% | 44,183 | 44,145 | |
GLS Auto Receivables Issuer Trust(a) | ||||
Series 2023-3A Class A2 | ||||
03/15/2027 | 6.040% | 5,294,031 | 5,297,331 | |
2
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Asset-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
GM Financial Automobile Leasing Trust | ||||
Series 2022-1 Class A4 | ||||
02/20/2026 | 1.960% | 18,975,000 | 18,904,265 | |
GM Financial Consumer Automobile Receivables Trust | ||||
Series 2023-1 Class A2A | ||||
03/16/2026 | 5.190% | 1,348,708 | 1,346,852 | |
Harley-Davidson Motorcycle Trust | ||||
Series 2022-A Class A3 | ||||
02/15/2027 | 3.060% | 2,926,634 | 2,881,812 | |
Hertz Vehicle Financing LLC(a) | ||||
Series 2021-1A Class A | ||||
12/26/2025 | 1.210% | 4,715,000 | 4,617,699 | |
HPEFS Equipment Trust(a) | ||||
Series 2024-1A Class A1 | ||||
01/21/2025 | 5.596% | 3,322,197 | 3,324,147 | |
Hyundai Auto Receivables Trust | ||||
Series 2021-B Class A3 | ||||
01/15/2026 | 0.380% | 1,794,876 | 1,771,041 | |
JPMorgan Chase Bank NA(a) | ||||
Subordinated Series 2021-1 Class C | ||||
09/25/2028 | 1.024% | 691,245 | 685,021 | |
Subordinated Series 2021-2 Class C | ||||
12/26/2028 | 0.969% | 404,024 | 396,874 | |
JPMorgan Chase Bank NA - CACLN(a) | ||||
Series 2021-3 Class B | ||||
02/26/2029 | 0.760% | 2,264,011 | 2,200,674 | |
Series 2021-3 Class C | ||||
02/26/2029 | 0.860% | 923,648 | 896,771 | |
LAD Auto Receivables Trust(a) | ||||
Series 2021-1A Class A | ||||
08/17/2026 | 1.300% | 393,535 | 390,882 | |
Lendbuzz Securitization Trust(a) | ||||
Series 2021-1A Class A | ||||
06/15/2026 | 1.460% | 4,189,993 | 4,079,819 | |
LL ABS Trust(a) | ||||
Series 2021-1A Class A | ||||
05/15/2029 | 1.070% | 7,543 | 7,528 | |
Mercedes-Benz Auto Receivables Trust | ||||
Series 2020-1 Class A4 | ||||
10/15/2026 | 0.770% | 3,018,324 | 2,989,327 | |
Octane Receivables Trust(a) | ||||
Series 2021-2A Class A | ||||
09/20/2028 | 1.210% | 6,250,666 | 6,108,954 | |
Oportun Issuance Trust(a) | ||||
Series 2022-3 Class A | ||||
01/08/2030 | 7.451% | 586,092 | 586,189 | |
Series 2024-1A Class A | ||||
04/08/2031 | 6.334% | 1,214,289 | 1,214,550 | |
Asset-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Pagaya AI Debt Trust(a) | ||||
Series 2022-1 Class A | ||||
10/15/2029 | 2.030% | 4,547,882 | 4,511,393 | |
Series 2024-1 Class A | ||||
07/15/2031 | 6.660% | 3,877,237 | 3,884,832 | |
Series 2024-2 Class A | ||||
08/15/2031 | 6.319% | 7,650,000 | 7,640,001 | |
Series 2024-3 Class A | ||||
10/15/2031 | 6.258% | 8,475,000 | 8,464,766 | |
Pagaya AI Debt Trust(a),(c) | ||||
Subordinated Series 2023-7 Class AB | ||||
07/15/2031 | 7.357% | 2,806,851 | 2,819,164 | |
Prosper Marketplace Issuance Trust(a) | ||||
Series 2023-1A Class A | ||||
07/16/2029 | 7.060% | 796,242 | 799,685 | |
Series 2024-1A Class A | ||||
08/15/2029 | 6.120% | 1,825,000 | 1,823,508 | |
Reach ABS Trust(a) | ||||
Series 2024-1A Class A | ||||
02/18/2031 | 6.300% | 3,361,586 | 3,365,551 | |
Research-Driven Pagaya Motor Trust(a) | ||||
Series 2024-1A Class A | ||||
06/25/2032 | 7.090% | 1,025,000 | 1,024,788 | |
Santander Drive Auto Receivables Trust | ||||
Series 2022-2 Class A3 | ||||
10/15/2026 | 2.980% | 485,133 | 484,613 | |
Series 2022-3 Class A3 | ||||
12/15/2026 | 3.400% | 4,736,978 | 4,721,326 | |
Series 2022-7 Class A3 | ||||
04/15/2027 | 5.750% | 5,407,775 | 5,407,563 | |
Series 2023-3 Class A2 | ||||
08/17/2026 | 6.080% | 1,605,925 | 1,607,240 | |
Series 2023-4 Class A2 | ||||
02/16/2027 | 6.180% | 9,270,283 | 9,289,432 | |
Series 2024-1 Class A2 | ||||
02/16/2027 | 5.710% | 2,510,884 | 2,509,949 | |
Subordinated Series 2022-6 Class B | ||||
06/15/2027 | 4.720% | 4,425,000 | 4,388,015 | |
Santander Retail Auto Lease Trust(a) | ||||
Series 2022-B Class A3 | ||||
11/20/2025 | 3.280% | 355,152 | 352,641 | |
Santander Revolving Auto Loan Trust(a) | ||||
Subordinated Series 2019-A Class C | ||||
01/26/2032 | 3.000% | 9,150,000 | 8,963,363 | |
T-Mobile US Trust(a) | ||||
Series 2022-1A Class A | ||||
05/22/2028 | 4.910% | 8,000,000 | 7,948,430 | |
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
3
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Asset-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Toyota Auto Loan Extended Note Trust(a) | ||||
Series 2019-1A Class A | ||||
11/25/2031 | 2.560% | 31,813,000 | 31,751,820 | |
United Auto Credit Securitization Trust(a) | ||||
Series 2024-1 Class A | ||||
08/10/2026 | 6.170% | 2,900,000 | 2,900,116 | |
Upstart Pass-Through Trust(a) | ||||
Series 2020-ST6 Class A | ||||
01/20/2027 | 3.000% | 555,634 | 551,751 | |
Series 2021-ST2 Class A | ||||
04/20/2027 | 2.500% | 390,085 | 382,575 | |
Series 2021-ST6 Class A | ||||
08/20/2027 | 1.850% | 1,017,320 | 995,319 | |
Series 2021-ST9 Class A | ||||
11/20/2029 | 1.700% | 962,007 | 950,825 | |
Verizon Master Trust | ||||
Series 2021-1 Class A | ||||
05/20/2027 | 0.500% | 21,345,000 | 21,266,359 | |
Series 2022-2 Class A | ||||
07/20/2028 | 1.530% | 12,000,000 | 11,644,278 | |
Series 2023-2 Class A | ||||
04/13/2028 | 4.890% | 14,785,000 | 14,683,273 | |
Verizon Master Trust(c) | ||||
Series 2022-7 Class A1A | ||||
11/22/2027 | 5.230% | 1,510,000 | 1,505,676 | |
VFI ABS LLC(a) | ||||
Series 2022-1A Class A | ||||
03/24/2028 | 2.230% | 1,276,307 | 1,263,531 | |
Westlake Automobile Receivables Trust(a) | ||||
Series 2022-2A Class A3 | ||||
04/15/2026 | 3.750% | 5,632,272 | 5,614,936 | |
Subordinated Series 2021-3 Class C | ||||
01/15/2027 | 1.580% | 9,000,000 | 8,826,883 | |
Subordinated Series 2021-3A Class D | ||||
01/15/2027 | 2.120% | 6,000,000 | 5,741,665 | |
World Omni Auto Receivables Trust | ||||
Series 2021-A Class A3 | ||||
01/15/2026 | 0.300% | 198,454 | 196,062 | |
Series 2022-A Class A3 | ||||
05/17/2027 | 1.660% | 2,544,427 | 2,476,432 | |
World Omni Select Auto Trust | ||||
Series 2021-A Class A3 | ||||
03/15/2027 | 0.530% | 5,162,430 | 5,099,881 | |
Total Asset-Backed Securities — Non-Agency (Cost $361,200,330) | 363,386,554 | |||
Commercial Mortgage-Backed Securities - Non-Agency 3.8% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
COMM Mortgage Trust | ||||
Series 2014-LC17 Class A5 | ||||
10/10/2047 | 3.917% | 5,891,817 | 5,844,214 | |
Series 2015-CR24 Class A4 | ||||
08/10/2048 | 3.432% | 5,117,307 | 5,009,476 | |
Commercial Mortgage Trust | ||||
Series 2014-CR16 Class A4 | ||||
04/10/2047 | 4.051% | 110,426 | 109,434 | |
JPMBB Commercial Mortgage Securities Trust | ||||
Series 2014-C18 Class A5 | ||||
02/15/2047 | 4.079% | 255,210 | 251,949 | |
Series 2015-C29 Class A4 | ||||
05/15/2048 | 3.611% | 4,568,000 | 4,454,582 | |
Morgan Stanley Bank of America Merrill Lynch Trust | ||||
Series 2015-C27 Class A3 | ||||
12/15/2047 | 3.473% | 3,845,874 | 3,739,014 | |
Progress Residential Trust(a) | ||||
Series 2020-SFR1 Class A | ||||
04/17/2037 | 1.732% | 4,977,715 | 4,788,051 | |
Series 2020-SFR2 Class A | ||||
06/17/2037 | 2.078% | 6,334,645 | 6,062,564 | |
Wells Fargo Commercial Mortgage Trust(a),(d) | ||||
Series 2017-SMP Class A | ||||
1-month Term SOFR + 1.047% Floor 0.875% 12/15/2034 | 6.368% | 11,000,000 | 10,398,641 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $41,120,326) | 40,657,925 | |||
Corporate Bonds & Notes 48.0% | ||||
Aerospace & Defense 2.0% | ||||
BAE Systems Holdings, Inc.(a) | ||||
12/15/2025 | 3.850% | 5,500,000 | 5,344,511 | |
Boeing Co. (The) | ||||
05/01/2025 | 4.875% | 5,500,000 | 5,431,450 | |
Harris Corp. | ||||
04/27/2025 | 3.832% | 5,000,000 | 4,912,745 | |
United Technologies Corp. | ||||
08/16/2025 | 3.950% | 5,500,000 | 5,392,309 | |
Total | 21,081,015 | |||
Automotive 0.5% | ||||
Toyota Motor Credit Corp.(d) | ||||
SOFR + 0.650% 09/11/2025 | 5.970% | 5,200,000 | 5,213,400 | |
4
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Banking 14.5% | ||||
American Express Co.(d) | ||||
SOFR + 0.720% 05/03/2024 | 6.040% | 4,647,000 | 4,647,144 | |
Bank of America Corp.(d) | ||||
SOFR + 1.330% 04/02/2026 | 6.650% | 11,000,000 | 11,081,280 | |
Bank of Montreal | ||||
06/07/2025 | 3.700% | 5,563,000 | 5,449,322 | |
Bank of New York Mellon Corp. (The)(e) | ||||
07/24/2026 | 4.414% | 3,050,000 | 3,004,060 | |
Bank of Nova Scotia (The)(d) | ||||
SOFR + 1.090% 06/12/2025 | 6.410% | 5,000,000 | 5,037,035 | |
BB&T Corp | ||||
06/05/2025 | 3.700% | 4,875,000 | 4,767,133 | |
Canadian Imperial Bank of Commerce(d) | ||||
SOFR + 0.940% 04/07/2025 | 6.260% | 5,000,000 | 5,025,092 | |
Citigroup, Inc.(d) | ||||
SOFR + 1.528% 03/17/2026 | 6.848% | 10,500,000 | 10,585,498 | |
Commonwealth Bank of Australia(a),(d) | ||||
SOFR + 0.630% 09/12/2025 | 5.950% | 1,043,000 | 1,046,015 | |
Cooperatieve Rabobank UA(d) | ||||
SOFR + 0.700% 07/18/2025 | 6.020% | 5,375,000 | 5,390,167 | |
Goldman Sachs Group, Inc. (The)(d) | ||||
SOFR + 0.486% 10/21/2024 | 5.806% | 9,500,000 | 9,505,152 | |
HSBC Holdings PLC(e) | ||||
04/18/2026 | 1.645% | 7,000,000 | 6,718,386 | |
JPMorgan Chase & Co.(e) | ||||
11/19/2026 | 1.045% | 12,000,000 | 11,166,685 | |
Morgan Stanley(e) | ||||
10/21/2025 | 1.164% | 10,000,000 | 9,772,273 | |
National Australia Bank Ltd. | ||||
12/10/2025 | 4.750% | 5,175,000 | 5,129,932 | |
PNC Bank NA | ||||
06/01/2025 | 3.250% | 5,498,000 | 5,354,978 | |
Royal Bank of Canada(d) | ||||
SOFR + 0.840% 04/14/2025 | 6.160% | 5,500,000 | 5,520,371 | |
Skandinaviska Enskilda Banken AB(a) | ||||
11/19/2025 | 1.400% | 5,500,000 | 5,159,304 | |
State Street Corp.(e) | ||||
05/18/2026 | 5.104% | 4,375,000 | 4,346,821 | |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Svenska Handelsbanken AB(a) | ||||
06/10/2025 | 3.650% | 5,465,000 | 5,350,952 | |
Toronto-Dominion Bank (The)(d) | ||||
SOFR + 1.080% 07/17/2026 | 6.400% | 4,325,000 | 4,364,181 | |
U.S. Bancorp | ||||
07/22/2026 | 2.375% | 5,675,000 | 5,322,512 | |
UBS Group AG(a),(e) | ||||
08/05/2025 | 4.490% | 5,500,000 | 5,475,242 | |
Wells Fargo & Co.(e) | ||||
05/19/2025 | 0.805% | 10,000,000 | 9,971,187 | |
Westpac Banking Corp.(d) | ||||
SOFR + 0.720% 11/17/2025 | 6.040% | 5,300,000 | 5,323,278 | |
Total | 154,514,000 | |||
Cable and Satellite 1.0% | ||||
Charter Communications Operating LLC/Capital | ||||
07/23/2025 | 4.908% | 5,200,000 | 5,129,947 | |
Comcast Corp. | ||||
10/15/2025 | 3.950% | 5,500,000 | 5,383,669 | |
Total | 10,513,616 | |||
Chemicals 0.5% | ||||
LYB International Finance III LLC | ||||
10/01/2025 | 1.250% | 5,500,000 | 5,157,143 | |
Construction Machinery 1.0% | ||||
Caterpillar Financial Services Corp. | ||||
05/15/2025 | 1.450% | 5,500,000 | 5,279,261 | |
John Deere Capital Corp. | ||||
03/06/2026 | 4.950% | 5,225,000 | 5,194,450 | |
Total | 10,473,711 | |||
Diversified Manufacturing 1.0% | ||||
Carrier Global Corp. | ||||
11/30/2025 | 5.800% | 5,088,000 | 5,099,148 | |
Siemens Financieringsmaatschappij NV(a) | ||||
05/27/2025 | 3.250% | 5,500,000 | 5,375,170 | |
Total | 10,474,318 | |||
Electric 4.1% | ||||
CenterPoint Energy, Inc. | ||||
06/01/2026 | 1.450% | 3,075,000 | 2,826,147 | |
Dominion Energy, Inc. | ||||
04/15/2026 | 1.450% | 5,500,000 | 5,076,466 | |
DTE Energy Co. | ||||
11/01/2024 | 4.220% | 5,000,000 | 4,957,682 | |
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
5
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Duke Energy Corp. | ||||
09/15/2025 | 0.900% | 5,651,000 | 5,294,372 | |
Eversource Energy | ||||
08/15/2025 | 0.800% | 3,657,000 | 3,426,255 | |
Mississippi Power Co.(d) | ||||
SOFR + 0.300% 06/28/2024 | 5.620% | 5,286,000 | 5,285,768 | |
NextEra Energy Capital Holdings, Inc. | ||||
09/01/2025 | 5.749% | 5,000,000 | 5,004,064 | |
Public Service Enterprise Group, Inc. | ||||
08/15/2025 | 0.800% | 4,874,000 | 4,574,446 | |
WEC Energy Group, Inc. | ||||
09/27/2025 | 5.000% | 5,000,000 | 4,955,337 | |
Xcel Energy, Inc. | ||||
06/01/2025 | 3.300% | 2,334,000 | 2,271,906 | |
Total | 43,672,443 | |||
Food and Beverage 2.1% | ||||
Bacardi Ltd.(a) | ||||
05/15/2025 | 4.450% | 5,500,000 | 5,425,708 | |
Campbell Soup Co. | ||||
03/19/2027 | 5.200% | 2,500,000 | 2,485,055 | |
Diageo Capital PLC | ||||
09/29/2025 | 1.375% | 5,000,000 | 4,723,951 | |
Mondelez International, Inc. | ||||
05/04/2025 | 1.500% | 5,500,000 | 5,276,221 | |
PepsiCo, Inc.(d) | ||||
SOFR + 0.400% 11/12/2024 | 5.720% | 5,085,000 | 5,085,294 | |
Total | 22,996,229 | |||
Health Care 2.5% | ||||
Becton Dickinson and Co. | ||||
06/06/2024 | 3.363% | 5,208,000 | 5,195,508 | |
CVS Health Corp. | ||||
07/20/2025 | 3.875% | 5,500,000 | 5,380,148 | |
GE HealthCare Technologies, Inc. | ||||
11/15/2025 | 5.600% | 5,000,000 | 4,993,056 | |
HCA, Inc. | ||||
02/15/2026 | 5.875% | 5,275,000 | 5,277,215 | |
Thermo Fisher Scientific, Inc. | ||||
10/18/2024 | 1.215% | 5,500,000 | 5,389,964 | |
Total | 26,235,891 | |||
Healthcare Insurance 0.9% | ||||
Anthem, Inc. | ||||
03/15/2026 | 1.500% | 5,268,000 | 4,895,089 | |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
UnitedHealth Group, Inc. | ||||
07/15/2025 | 3.750% | 5,000,000 | 4,903,309 | |
Total | 9,798,398 | |||
Independent Energy 0.9% | ||||
Pioneer Natural Resources Co. | ||||
03/29/2026 | 5.100% | 4,834,000 | 4,799,551 | |
Woodside Finance Ltd.(a) | ||||
03/05/2025 | 3.650% | 4,537,000 | 4,445,553 | |
Total | 9,245,104 | |||
Integrated Energy 0.2% | ||||
BP Capital Markets America, Inc. | ||||
05/04/2026 | 3.119% | 2,575,000 | 2,465,357 | |
Life Insurance 2.1% | ||||
Corebridge Financial, Inc. | ||||
04/04/2025 | 3.500% | 5,000,000 | 4,898,544 | |
Met Tower Global Funding(a) | ||||
06/20/2026 | 5.400% | 5,000,000 | 4,985,665 | |
New York Life Global Funding(a) | ||||
06/24/2025 | 0.950% | 1,836,000 | 1,742,484 | |
Pricoa Global Funding I(a) | ||||
09/01/2025 | 0.800% | 5,500,000 | 5,159,735 | |
Principal Life Global Funding II(a) | ||||
11/17/2026 | 1.500% | 5,800,000 | 5,256,619 | |
Total | 22,043,047 | |||
Media and Entertainment 0.9% | ||||
Discovery Communications LLC | ||||
03/11/2026 | 4.900% | 5,500,000 | 5,411,421 | |
Walt Disney Co. (The) | ||||
09/15/2024 | 3.700% | 4,149,000 | 4,118,027 | |
Total | 9,529,448 | |||
Midstream 3.4% | ||||
Enbridge, Inc. | ||||
11/15/2026 | 5.900% | 5,000,000 | 5,031,296 | |
Energy Transfer Partners LP | ||||
01/15/2026 | 4.750% | 5,400,000 | 5,316,215 | |
Enterprise Products Operating LLC | ||||
01/10/2026 | 5.050% | 4,215,000 | 4,192,041 | |
Kinder Morgan Energy Partners LP | ||||
05/01/2024 | 4.300% | 1,710,000 | 1,709,924 | |
Kinder Morgan, Inc. | ||||
06/01/2025 | 4.300% | 5,200,000 | 5,125,952 | |
Plains All American Pipeline LP/Finance Corp. | ||||
10/15/2025 | 4.650% | 5,000,000 | 4,916,727 | |
6
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Western Midstream Operating LP | ||||
02/01/2025 | 3.100% | 4,225,000 | 4,132,241 | |
Williams Companies, Inc. (The) | ||||
09/15/2025 | 4.000% | 5,500,000 | 5,375,575 | |
Total | 35,799,971 | |||
Natural Gas 0.5% | ||||
NiSource, Inc. | ||||
08/15/2025 | 0.950% | 5,500,000 | 5,176,478 | |
Pharmaceuticals 3.1% | ||||
AbbVie, Inc. | ||||
03/15/2025 | 3.800% | 5,300,000 | 5,220,036 | |
Amgen, Inc. | ||||
05/01/2025 | 3.125% | 5,500,000 | 5,362,257 | |
AstraZeneca PLC | ||||
11/16/2025 | 3.375% | 5,500,000 | 5,337,840 | |
Bristol-Myers Squibb Co. | ||||
02/20/2026 | 4.950% | 5,300,000 | 5,265,218 | |
Gilead Sciences, Inc. | ||||
02/01/2025 | 3.500% | 5,025,000 | 4,947,219 | |
Pfizer Investment Enterprises Pte., Ltd. | ||||
05/19/2026 | 4.450% | 5,750,000 | 5,651,314 | |
Roche Holdings, Inc.(a) | ||||
05/15/2026 | 2.625% | 1,712,000 | 1,623,946 | |
Total | 33,407,830 | |||
Property & Casualty 1.0% | ||||
Chubb INA Holdings, Inc. | ||||
05/03/2026 | 3.350% | 5,135,000 | 4,935,290 | |
Loews Corp. | ||||
04/01/2026 | 3.750% | 5,500,000 | 5,332,125 | |
Total | 10,267,415 | |||
Railroads 0.9% | ||||
CSX Corp. | ||||
11/01/2025 | 3.350% | 5,500,000 | 5,326,371 | |
Union Pacific Corp. | ||||
01/15/2025 | 3.250% | 5,000,000 | 4,916,164 | |
Total | 10,242,535 | |||
Retailers 0.5% | ||||
Lowe’s Companies, Inc. | ||||
09/08/2025 | 4.400% | 5,236,000 | 5,161,182 | |
Technology 1.9% | ||||
Broadcom, Inc. | ||||
11/15/2025 | 3.150% | 5,500,000 | 5,300,053 | |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Microchip Technology, Inc. | ||||
09/01/2025 | 4.250% | 4,675,000 | 4,587,955 | |
NXP BV/Funding LLC | ||||
03/01/2026 | 5.350% | 5,200,000 | 5,172,020 | |
Oracle Corp. | ||||
04/01/2025 | 2.500% | 5,500,000 | 5,339,491 | |
Total | 20,399,519 | |||
Transportation Services 0.5% | ||||
ERAC USA Finance LLC(a) | ||||
11/01/2025 | 3.800% | 5,500,000 | 5,352,698 | |
Wireless 1.0% | ||||
American Tower Corp. | ||||
01/15/2025 | 2.950% | 5,000,000 | 4,896,867 | |
T-Mobile USA, Inc. | ||||
04/15/2025 | 3.500% | 5,500,000 | 5,386,656 | |
Total | 10,283,523 | |||
Wirelines 1.0% | ||||
AT&T, Inc.(d) | ||||
3-month Term SOFR + 1.442% 06/12/2024 | 6.763% | 5,500,000 | 5,504,716 | |
Verizon Communications, Inc. | ||||
11/20/2025 | 0.850% | 5,838,000 | 5,431,326 | |
Total | 10,936,042 | |||
Total Corporate Bonds & Notes (Cost $511,981,611) | 510,440,313 | |||
Foreign Government Obligations(f) 0.9% | ||||
Canada 0.9% | ||||
Province of Ontario | ||||
01/21/2026 | 0.625% | 5,500,000 | 5,083,157 | |
Province of Quebec | ||||
10/16/2024 | 2.875% | 5,000,000 | 4,939,578 | |
Total | 10,022,735 | |||
Total Foreign Government Obligations (Cost $10,102,675) | 10,022,735 | |||
Residential Mortgage-Backed Securities - Agency 0.0% | ||||
Federal Home Loan Mortgage Corp.(d) | ||||
1-year CMT + 2.255% Cap 11.233% 02/01/2036 | 6.380% | 17,705 | 17,711 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $17,694) | 17,711 | |||
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
7
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency 9.4% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Bellemeade Re Ltd.(a),(d) | ||||
CMO Series 2021-3A Class M1A | ||||
30-day Average SOFR + 1.000% Floor 1.000% 09/25/2031 | 6.330% | 774,175 | 774,017 | |
CFMT LLC(a),(c) | ||||
CMO Series 2021-EBO1 Class A | ||||
11/25/2050 | 0.985% | 2,625,725 | 2,501,577 | |
Connecticut Avenue Securities Trust(a),(d) | ||||
CMO Series 2022-R05 Class 2M1 | ||||
30-day Average SOFR + 1.900% 04/25/2042 | 7.230% | 7,406,910 | 7,453,754 | |
Freddie Mac STACR REMIC Trust(a),(d) | ||||
CMO Series 2022-HQA1 Class M1A | ||||
30-day Average SOFR + 2.100% 03/25/2042 | 7.430% | 5,229,461 | 5,276,845 | |
MFA Trust(a),(c) | ||||
CMO Series 2020-NQM3 Class A3 | ||||
01/26/2065 | 1.632% | 945,639 | 869,630 | |
NRZ Excess Spread-Collateralized Notes(a) | ||||
Series 2020-PLS1 Class A | ||||
12/25/2025 | 3.844% | 2,335,823 | 2,241,806 | |
PRET LLC(a),(c) | ||||
CMO Series 2024-RN1 Class A1 | ||||
03/25/2054 | 7.143% | 7,598,834 | 7,521,917 | |
Pretium Mortgage Credit Partners LLC(a),(c) | ||||
CMO Series 2021-RN2 Class A1 | ||||
07/25/2051 | 1.744% | 7,216,486 | 6,923,504 | |
RCO Mortgage LLC(a),(c) | ||||
CMO Series 2024-1 Class A1 | ||||
01/25/2029 | 7.021% | 1,032,762 | 1,023,551 | |
Towd Point Mortgage Trust(a),(c) | ||||
CMO Series 2021-SJ1 Class A1 | ||||
07/25/2068 | 2.250% | 7,909,804 | 7,418,199 | |
CMO Series 2022-SJ1 Class A1B | ||||
03/25/2062 | 3.612% | 13,554,211 | 12,889,781 | |
VCAT Asset Securitization LLC(a),(c) | ||||
CMO Series 2021-NPL6 Class A1 | ||||
09/25/2051 | 1.917% | 12,301,558 | 11,728,901 | |
VCAT LLC(a),(c) | ||||
CMO Series 2021-NPL1 Class A1 | ||||
12/26/2050 | 2.289% | 583,381 | 577,526 | |
CMO Series 2021-NPL4 Class A1 | ||||
08/25/2051 | 1.868% | 17,685,630 | 17,007,408 | |
CMO Series 2021-NPL5 Class A1 | ||||
08/25/2051 | 1.868% | 9,354,811 | 9,001,335 | |
Vericrest Opportunity Loan Transferee XCIII LLC(a),(c) | ||||
CMO Series 2021-NPL2 Class A1 | ||||
02/27/2051 | 4.893% | 6,471,259 | 6,278,892 | |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Verus Securitization Trust(a),(c) | ||||
CMO Series 2020-1 Class A1 | ||||
01/25/2060 | 2.417% | 296,161 | 278,946 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $103,266,251) | 99,767,589 | |||
Treasury Bills 1.0% | ||||
Issuer | Yield | Principal Amount ($) | Value ($) | |
United States 1.0% | ||||
U.S. Treasury Bills | ||||
05/02/2024 | 5.160% | 10,700,000 | 10,696,976 | |
Total Treasury Bills (Cost $10,698,417) | 10,696,976 | |||
U.S. Government & Agency Obligations 1.1% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal Farm Credit Banks Funding Corp.(d) | ||||
SOFR + 0.135% 09/05/2024 | 5.455% | 400,000 | 400,144 | |
SOFR + 0.200% 12/05/2024 | 5.520% | 483,000 | 483,447 | |
SOFR + 0.180% 03/07/2025 | 5.500% | 2,550,000 | 2,552,144 | |
Federal Farm Credit Banks Funding Corp. | ||||
11/18/2024 | 0.875% | 3,575,000 | 3,488,049 | |
Federal Home Loan Banks | ||||
01/06/2025 | 4.940% | 2,550,000 | 2,540,689 | |
Federal National Mortgage Association | ||||
10/15/2024 | 1.625% | 1,650,000 | 1,622,060 | |
Total U.S. Government & Agency Obligations (Cost $11,104,553) | 11,086,533 | |||
Money Market Funds 2.7% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 5.485%(g),(h) | 28,445,598 | 28,437,065 |
Total Money Market Funds (Cost $28,435,070) | 28,437,065 | |
Total Investments in Securities (Cost: $1,077,926,927) | 1,074,513,401 | |
Other Assets & Liabilities, Net | (11,962,731 ) | |
Net Assets | 1,062,550,670 | |
8
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
Portfolio of Investments (continued)Columbia Ultra Short Term Bond Fund, April 30, 2024 (Unaudited)
At April 30, 2024, securities and/or cash totaling $1,253,500 were pledged as collateral.
Investments in derivatives
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury 2-Year Note | (1,090) | 06/2024 | USD | (220,895,313 ) | 2,228,860 | — |
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 April 30, 2024, the total value of these securities amounted to $404,885,749, which represents 38.11% of total net assets. |
(b) | Represents a security purchased on a when-issued basis. |
(c) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of April 30, 2024. |
(d) | Variable rate security. The interest rate shown was the current rate as of April 30, 2024. |
(e) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of April 30, 2024. |
(f) | Principal and interest may not be guaranteed by a governmental entity. |
(g) | The rate shown is the seven-day current annualized yield at April 30, 2024. |
(h) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended April 30, 2024 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 5.485% | ||||||||
20,596,147 | 557,672,336 | (549,831,005 ) | (413 ) | 28,437,065 | 2,562 | 1,407,619 | 28,445,598 | |
Abbreviation Legend
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
SOFR | Secured Overnight Financing Rate |
Currency Legend
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Ultra Short Term Bond Fund | Third Quarter Report 2024
9