Columbia Strategic Income Fund
Third Quarter Report
May 31, 2024 (Unaudited)
Not FDIC or NCUA Insured
|
No Financial Institution Guarantee
|
May Lose Value
|
Portfolio of Investments
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities - Non-Agency 9.8%
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Affirm Asset Securitization Trust(a)
|
||||
Series 2023-B Class 1A
|
||||
09/15/2028
|
6.820%
|
|
25,450,000
|
25,775,696
|
Series 2023-B Class A
|
||||
09/15/2028
|
6.820%
|
|
15,000,000
|
15,191,963
|
Series 2024-A Class A
|
||||
02/15/2029
|
5.610%
|
|
15,000,000
|
14,928,492
|
ARES XLIV CLO Ltd.(a),(b)
|
||||
Series 2017-44A Class DR
|
||||
3-month Term SOFR + 7.132%
Floor 6.870%
04/15/2034
|
12.460%
|
|
15,000,000
|
15,003,615
|
Bain Capital Credit CLO Ltd.(a),(b)
|
||||
Series 2021-5A Class E
|
||||
3-month Term SOFR + 6.762%
Floor 6.500%
10/23/2034
|
12.088%
|
|
8,600,000
|
8,365,203
|
Series 2021-6A Class E
|
||||
3-month Term SOFR + 6.762%
Floor 6.500%
10/21/2034
|
12.086%
|
|
11,450,000
|
11,456,756
|
Series 2021-7A Class E
|
||||
3-month Term SOFR + 7.012%
Floor 6.750%
01/22/2035
|
12.336%
|
|
15,350,000
|
14,591,188
|
Ballyrock CLO Ltd.(a),(b)
|
||||
Series 2021-18A Class D
|
||||
3-month Term SOFR + 6.762%
Floor 6.500%
01/15/2035
|
12.090%
|
|
13,050,000
|
13,061,549
|
Barings CLO Ltd.(a),(b)
|
||||
Series 2021-2A Class E
|
||||
3-month Term SOFR + 6.512%
Floor 6.250%
07/15/2034
|
11.840%
|
|
8,350,000
|
8,357,782
|
CarMax Auto Owner Trust
|
||||
Series 2024-1 Class A2A
|
||||
03/15/2027
|
5.300%
|
|
25,000,000
|
24,945,733
|
Citizens Auto Receivables Trust(a)
|
||||
Series 2024-1 Class A2A
|
||||
10/15/2026
|
5.430%
|
|
22,275,000
|
22,252,050
|
CPS Auto Receivables Trust(a)
|
||||
Series 2024-A Class A
|
||||
09/15/2027
|
5.710%
|
|
10,243,463
|
10,238,322
|
Exeter Automobile Receivables Trust
|
||||
Series 2024-2A Class A2
|
||||
05/15/2026
|
5.700%
|
|
10,000,000
|
10,000,835
|
Asset-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Subordinated Series 2023-3A Class B
|
||||
09/15/2027
|
6.110%
|
|
5,100,000
|
5,099,040
|
LendingPoint Asset Securitization Trust(a)
|
||||
Subordinated Series 2021-A Class C
|
||||
12/15/2028
|
2.750%
|
|
4,184,496
|
4,176,846
|
Subordinated Series 2022-A Class C
|
||||
06/15/2029
|
2.820%
|
|
3,004,354
|
2,986,675
|
Madison Park Funding LXII Ltd.(a),(b)
|
||||
Series 2022-62A Class AR
|
||||
3-month Term SOFR + 1.850%
Floor 1.850%
07/17/2036
|
7.167%
|
|
20,250,000
|
20,411,069
|
Madison Park Funding XXII Ltd.(a),(b)
|
||||
Series 2016-22A Class DR
|
||||
3-month Term SOFR + 3.762%
Floor 3.500%
01/15/2033
|
9.090%
|
|
10,900,000
|
10,923,827
|
Madison Park Funding XXIV Ltd.(a),(b)
|
||||
Series 2016-24A Class BR2
|
||||
3-month Term SOFR + 1.550%
Floor 1.550%
10/20/2029
|
5.346%
|
|
12,200,000
|
12,212,859
|
Netcredit Combined Receivables LLC(a),(c)
|
||||
Series 2023-A Class A
|
||||
12/20/2027
|
7.780%
|
|
6,621,084
|
6,650,052
|
NetCredit Combined Receivables LLC(a),(c),(d)
|
||||
Series 2024-A Class A
|
||||
10/21/2030
|
7.430%
|
|
21,020,000
|
21,046,275
|
Octagon 55 Ltd.(a),(b)
|
||||
Series 2021-1A Class E
|
||||
3-month Term SOFR + 6.762%
Floor 6.500%
07/20/2034
|
12.086%
|
|
9,700,000
|
9,706,848
|
Octagon Investment Partners 48 Ltd.(a),(b)
|
||||
Series 2020-3A Class ER
|
||||
3-month Term SOFR + 6.962%
Floor 6.700%
10/20/2034
|
12.286%
|
|
12,750,000
|
12,782,513
|
Octagon Investment Partners Ltd.(a),(b)
|
||||
Series 2018-18A Class A1A
|
||||
3-month Term SOFR + 1.222%
04/16/2031
|
6.549%
|
|
16,210,081
|
16,233,731
|
Pagaya AI Debt Grantor Trust(a)
|
||||
Subordinated Series 2024-5 Class B
|
||||
10/15/2031
|
6.601%
|
|
16,350,000
|
16,401,543
|
Pagaya AI Debt Selection Trust(a)
|
||||
Subordinated Series 2021-3 Class B
|
||||
05/15/2029
|
1.740%
|
|
1,683,583
|
1,680,230
|
2
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Asset-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Pagaya AI Debt Trust(a)
|
||||
Series 2022-2 Class A
|
||||
01/15/2030
|
4.970%
|
|
1,283,654
|
1,280,117
|
Series 2023-6 Class A
|
||||
06/16/2031
|
7.128%
|
|
15,435,830
|
15,474,205
|
Series 2023-6 Class D
|
||||
06/16/2031
|
9.000%
|
|
5,725,447
|
5,618,307
|
Subordinated Series 2022-1 Class B
|
||||
10/15/2029
|
3.344%
|
|
14,298,109
|
14,012,118
|
Subordinated Series 2022-3 Class B
|
||||
03/15/2030
|
8.050%
|
|
13,933,610
|
14,039,438
|
Subordinated Series 2023-6 Class B
|
||||
06/16/2031
|
7.464%
|
|
7,997,949
|
8,029,168
|
Subordinated Series 2023-6 Class C
|
||||
06/16/2031
|
8.491%
|
|
14,996,154
|
15,246,708
|
Subordinated Series 2024-3 Class B
|
||||
10/15/2031
|
6.571%
|
|
18,200,000
|
18,234,928
|
Subordinated Series 2024-3 Class C
|
||||
10/15/2031
|
7.297%
|
|
8,000,000
|
8,009,828
|
Pagaya AI Debt Trust(a),(e)
|
||||
Subordinated Series 2023-5 Class AB
|
||||
04/15/2031
|
7.334%
|
|
10,625,150
|
10,662,952
|
Prosper Marketplace Issuance Trust(a)
|
||||
Subordinated Series 2023-1A Class B
|
||||
07/16/2029
|
7.480%
|
|
6,200,000
|
6,266,277
|
Research-Driven Pagaya Motor Asset Trust(a)
|
||||
Series 2023-4A Class A
|
||||
03/25/2032
|
7.540%
|
|
18,752,391
|
18,949,842
|
SAFCO Auto Receivables Trust(a)
|
||||
Series 2024-1A Class A
|
||||
03/20/2028
|
6.510%
|
|
9,451,600
|
9,420,125
|
Santander Drive Auto Receivables Trust
|
||||
Series 2024-1 Class A2
|
||||
02/16/2027
|
5.710%
|
|
19,513,976
|
19,516,009
|
SBNA Auto Lease Trust(a)
|
||||
Series 2024-A Class A2
|
||||
01/20/2026
|
5.450%
|
|
17,500,000
|
17,480,356
|
Theorem Funding Trust(a)
|
||||
Series 2022-3A Class A
|
||||
04/15/2029
|
7.600%
|
|
5,691,427
|
5,738,124
|
Upstart Pass-Through Trust(a)
|
||||
Series 2020-ST6 Class A
|
||||
01/20/2027
|
3.000%
|
|
1,315,315
|
1,311,343
|
Asset-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Upstart Structured Pass-Through Trust(a)
|
||||
Series 2022-1A Class A
|
||||
04/15/2030
|
3.400%
|
|
8,143,883
|
8,002,804
|
Total Asset-Backed Securities — Non-Agency
(Cost $530,351,033)
|
531,773,341
|
|||
|
||||
Commercial Mortgage-Backed Securities - Non-Agency 2.2%
|
||||
|
|
|
|
|
BFLD Trust(a),(b)
|
||||
Subordinated Series 2019-DPLO Class E
|
||||
1-month Term SOFR + 2.354%
Floor 2.240%
10/15/2034
|
7.671%
|
|
6,510,000
|
6,507,964
|
Braemar Hotels & Resorts Trust(a),(b)
|
||||
Series 2018-PRME Class E
|
||||
1-month Term SOFR + 2.447%
Floor 2.400%
06/15/2035
|
7.832%
|
|
6,800,000
|
6,611,388
|
Subordinated Series 2018-PRME Class D
|
||||
1-month Term SOFR + 1.847%
Floor 1.925%
06/15/2035
|
7.232%
|
|
13,700,000
|
13,463,870
|
CLNY Trust(a),(b)
|
||||
Subordinated Series 2019-IKPR Class E
|
||||
1-month Term SOFR + 2.835%
Floor 2.721%
11/15/2038
|
8.158%
|
|
6,940,000
|
6,162,062
|
COMM Mortgage Trust(a),(e)
|
||||
Subordinated Series 2020-CBM Class F
|
||||
02/10/2037
|
3.633%
|
|
4,000,000
|
3,770,860
|
Credit Suisse Mortgage Capital Certificates OA LLC(a)
|
||||
Subordinated Series 2014-USA Class E
|
||||
09/15/2037
|
4.373%
|
|
7,525,000
|
4,232,817
|
Subordinated Series 2014-USA Class F
|
||||
09/15/2037
|
4.373%
|
|
19,910,000
|
7,068,062
|
Hilton USA Trust(a),(e)
|
||||
Subordinated Series 2016-HHV Class F
|
||||
11/05/2038
|
4.194%
|
|
16,690,000
|
15,421,697
|
Hilton USA Trust(a)
|
||||
Subordinated Series 2016-SFP Class E
|
||||
11/05/2035
|
5.519%
|
|
11,500,000
|
1,151,547
|
Morgan Stanley Capital I Trust(a),(e)
|
||||
Series 2019-MEAD Class E
|
||||
11/10/2036
|
3.177%
|
|
15,500,000
|
13,808,397
|
Progress Residential Trust(a)
|
||||
Series 2020-SFR1 Class F
|
||||
04/17/2037
|
3.431%
|
|
17,000,000
|
16,481,939
|
Subordinated Series 2020-SFR2 Class F
|
||||
06/17/2037
|
6.152%
|
|
12,000,000
|
11,852,509
|
Columbia Strategic Income Fund | 2024
3
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
SFO Commercial Mortgage Trust(a),(b)
|
||||
Series 2021-555 Class A
|
||||
1-month Term SOFR + 1.264%
Floor 1.150%
05/15/2038
|
6.581%
|
|
4,850,000
|
4,637,332
|
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
|
7.139%
|
|
9,790,000
|
8,400,644
|
Total Commercial Mortgage-Backed Securities - Non-Agency
(Cost $143,729,917)
|
119,571,088
|
Common Stocks 0.0%
|
||
Issuer
|
Shares
|
Value ($)
|
Communication Services 0.0%
|
||
Diversified Telecommunication Services 0.0%
|
||
Windstream Services LLC(f)
|
11,272
|
151,941
|
Media 0.0%
|
||
iHeartMedia, Inc., Class A(f)
|
11,995
|
11,102
|
Total Communication Services
|
163,043
|
|
Consumer Discretionary 0.0%
|
||
Household Durables 0.0%
|
||
Serta Simmons Bedding LLC(f)
|
335
|
2,554
|
Total Consumer Discretionary
|
2,554
|
|
Energy 0.0%
|
||
Energy Equipment & Services 0.0%
|
||
McDermott International Ltd.(f)
|
47,856
|
9,810
|
Oil, Gas & Consumable Fuels 0.0%
|
||
New Frontera Holdings(f)
|
14,302
|
4,470
|
Southcross Energy Partners LLC(c),(d),(f)
|
14,393
|
0
|
Southcross Energy Partners LLC, Class A(c),(d),(f)
|
272,263
|
0
|
Total
|
|
4,470
|
Total Energy
|
14,280
|
|
Health Care 0.0%
|
||
Health Care Providers & Services 0.0%
|
||
Envision Healthcare Corp.(f)
|
13,525
|
101,438
|
Total Health Care
|
101,438
|
Common Stocks (continued)
|
||
Issuer
|
Shares
|
Value ($)
|
Industrials 0.0%
|
||
Machinery 0.0%
|
||
TNT Crane and Rigging, Inc.(f)
|
23,468
|
51,923
|
Total Industrials
|
51,923
|
|
Information Technology 0.0%
|
||
Communications Equipment 0.0%
|
||
Riverbed Technology, Inc.(f)
|
13,308
|
5,855
|
Software 0.0%
|
||
Avaya Holdings Corp.(c),(f)
|
8,492
|
44,583
|
Avaya Holdings Corp.(c),(f)
|
40,919
|
214,825
|
Total
|
|
259,408
|
Total Information Technology
|
265,263
|
|
Materials 0.0%
|
||
Containers & Packaging 0.0%
|
||
Flint Group Packaging(c),(d),(f)
|
722,943
|
1
|
Total Materials
|
1
|
|
Total Common Stocks
(Cost $1,953,712)
|
598,502
|
Convertible Bonds 0.1%
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Cable and Satellite 0.1%
|
||||
DISH Network Corp.
|
||||
Subordinated
|
||||
08/15/2026
|
3.375%
|
|
8,715,000
|
5,576,942
|
Total Convertible Bonds
(Cost $6,697,539)
|
5,576,942
|
Convertible Preferred Stocks 0.0%
|
|||
Issuer
|
|
Shares
|
Value ($)
|
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 $307,751)
|
3,622
|
4
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) 34.1%
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Aerospace & Defense 1.4%
|
||||
BAE Systems PLC(a)
|
||||
03/26/2029
|
5.125%
|
|
3,735,000
|
3,704,690
|
02/15/2031
|
1.900%
|
|
12,470,000
|
10,071,523
|
Boeing Co. (The)
|
||||
08/01/2059
|
3.950%
|
|
17,210,000
|
10,837,293
|
Bombardier, Inc.(a)
|
||||
04/15/2027
|
7.875%
|
|
1,809,000
|
1,810,763
|
07/01/2031
|
7.250%
|
|
637,000
|
650,438
|
L3Harris Technologies, Inc.
|
||||
07/31/2033
|
5.400%
|
|
3,597,000
|
3,567,049
|
Lockheed Martin Corp.
|
||||
08/15/2034
|
4.800%
|
|
3,742,000
|
3,636,673
|
Northrop Grumman Corp.
|
||||
06/01/2034
|
4.900%
|
|
11,833,000
|
11,420,257
|
Raytheon Technologies Corp.
|
||||
03/15/2032
|
2.375%
|
|
17,366,000
|
14,117,637
|
Spirit AeroSystems, Inc.(a)
|
||||
11/30/2029
|
9.375%
|
|
963,000
|
1,033,666
|
11/15/2030
|
9.750%
|
|
1,961,000
|
2,142,799
|
TransDigm, Inc.(a)
|
||||
08/15/2028
|
6.750%
|
|
3,045,000
|
3,080,038
|
03/01/2029
|
6.375%
|
|
4,902,000
|
4,897,410
|
03/01/2032
|
6.625%
|
|
5,006,000
|
5,029,822
|
Total
|
76,000,058
|
|||
Airlines 0.4%
|
||||
Air Canada(a)
|
||||
08/15/2026
|
3.875%
|
|
2,199,000
|
2,088,104
|
American Airlines, Inc.(a)
|
||||
05/15/2029
|
8.500%
|
|
1,001,000
|
1,032,121
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(a)
|
||||
04/20/2026
|
5.500%
|
|
7,384,732
|
7,314,412
|
04/20/2029
|
5.750%
|
|
1,525,465
|
1,475,334
|
Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.(a)
|
||||
01/20/2026
|
5.750%
|
|
3,910,249
|
3,608,186
|
United Airlines, Inc.(a)
|
||||
04/15/2026
|
4.375%
|
|
4,310,000
|
4,154,502
|
04/15/2029
|
4.625%
|
|
2,823,000
|
2,610,833
|
Total
|
22,283,492
|
|||
Automotive 0.5%
|
||||
American Axle & Manufacturing, Inc.
|
||||
04/01/2027
|
6.500%
|
|
1,228,000
|
1,220,218
|
Clarios Global LP/US Finance Co.(a)
|
||||
05/15/2028
|
6.750%
|
|
2,587,000
|
2,613,747
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Ford Motor Credit Co. LLC
|
||||
09/08/2024
|
3.664%
|
|
3,700,000
|
3,675,989
|
06/16/2025
|
5.125%
|
|
2,561,000
|
2,540,943
|
06/10/2026
|
6.950%
|
|
1,957,000
|
1,993,253
|
08/17/2027
|
4.125%
|
|
4,839,000
|
4,587,238
|
Panther BF Aggregator 2 LP/Finance Co., Inc.(a)
|
||||
05/15/2026
|
6.250%
|
|
606,000
|
605,702
|
05/15/2027
|
8.500%
|
|
3,927,000
|
3,949,162
|
ZF North America Capital, Inc.(a)
|
||||
04/14/2030
|
7.125%
|
|
1,794,000
|
1,850,688
|
04/23/2032
|
6.875%
|
|
1,790,000
|
1,831,366
|
Total
|
24,868,306
|
|||
Banking 4.6%
|
||||
Bank of America Corp.(h)
|
||||
10/24/2031
|
1.922%
|
|
47,155,000
|
38,222,354
|
10/20/2032
|
2.572%
|
|
59,150,000
|
48,791,056
|
02/04/2033
|
2.972%
|
|
1,580,000
|
1,332,091
|
Subordinated
|
||||
09/21/2036
|
2.482%
|
|
991,000
|
792,290
|
Citigroup, Inc.(h)
|
||||
01/25/2033
|
3.057%
|
|
21,931,000
|
18,541,733
|
Goldman Sachs Group, Inc. (The)(h)
|
||||
07/21/2032
|
2.383%
|
|
35,197,000
|
28,721,221
|
10/21/2032
|
2.650%
|
|
3,816,000
|
3,158,563
|
HSBC Holdings PLC(h)
|
||||
05/24/2032
|
2.804%
|
|
16,106,000
|
13,497,684
|
JPMorgan Chase & Co.(h)
|
||||
11/08/2032
|
2.545%
|
|
53,838,000
|
44,492,978
|
Morgan Stanley(h)
|
||||
07/21/2032
|
2.239%
|
|
15,569,000
|
12,623,384
|
10/20/2032
|
2.511%
|
|
25,418,000
|
20,885,100
|
Subordinated
|
||||
09/16/2036
|
2.484%
|
|
7,225,000
|
5,693,897
|
PNC Financial Services Group, Inc. (The)(h)
|
||||
10/20/2034
|
6.875%
|
|
2,639,000
|
2,858,157
|
US Bancorp(h)
|
||||
06/12/2034
|
5.836%
|
|
4,283,000
|
4,314,594
|
Wells Fargo & Co.(h)
|
||||
10/30/2030
|
2.879%
|
|
7,209,000
|
6,350,370
|
Total
|
250,275,472
|
|||
Brokerage/Asset Managers/Exchanges 0.2%
|
||||
AG Issuer LLC(a)
|
||||
03/01/2028
|
6.250%
|
|
57,000
|
55,619
|
AG TTMT Escrow Issuer LLC(a)
|
||||
09/30/2027
|
8.625%
|
|
3,743,000
|
3,889,993
|
Aretec Escrow Issuer 2, Inc.(a)
|
||||
08/15/2030
|
10.000%
|
|
2,803,000
|
3,068,053
|
Columbia Strategic Income Fund | 2024
5
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Aretec Escrow Issuer, Inc.(a)
|
||||
04/01/2029
|
7.500%
|
|
1,242,000
|
1,200,851
|
Hightower Holding LLC(a)
|
||||
04/15/2029
|
6.750%
|
|
2,953,000
|
2,767,068
|
Total
|
10,981,584
|
|||
Building Materials 0.5%
|
||||
American Builders & Contractors Supply Co., Inc.(a)
|
||||
01/15/2028
|
4.000%
|
|
3,134,000
|
2,919,138
|
Beacon Roofing Supply, Inc.(a)
|
||||
11/15/2026
|
4.500%
|
|
2,420,000
|
2,345,061
|
05/15/2029
|
4.125%
|
|
1,447,000
|
1,310,779
|
08/01/2030
|
6.500%
|
|
1,520,000
|
1,523,706
|
James Hardie International Finance DAC(a)
|
||||
01/15/2028
|
5.000%
|
|
2,465,000
|
2,360,902
|
SRS Distribution, Inc.(a)
|
||||
07/01/2028
|
4.625%
|
|
1,658,000
|
1,649,001
|
07/01/2029
|
6.125%
|
|
2,178,000
|
2,211,968
|
12/01/2029
|
6.000%
|
|
3,593,000
|
3,645,196
|
Standard Industries, Inc.(a)
|
||||
01/15/2028
|
4.750%
|
|
4,051,000
|
3,853,027
|
Summit Materials LLC /Finance Corp.(a)
|
||||
01/15/2031
|
7.250%
|
|
2,023,000
|
2,086,991
|
Summit Materials LLC/Finance Corp.(a)
|
||||
01/15/2029
|
5.250%
|
|
333,000
|
321,051
|
White Cap Buyer LLC(a)
|
||||
10/15/2028
|
6.875%
|
|
3,283,000
|
3,135,775
|
Total
|
27,362,595
|
|||
Cable and Satellite 1.4%
|
||||
CCO Holdings LLC/Capital Corp.(a)
|
||||
05/01/2027
|
5.125%
|
|
2,918,000
|
2,786,916
|
02/01/2028
|
5.000%
|
|
2,490,000
|
2,298,938
|
06/01/2029
|
5.375%
|
|
1,545,000
|
1,384,219
|
03/01/2030
|
4.750%
|
|
2,331,000
|
1,984,994
|
08/15/2030
|
4.500%
|
|
3,496,000
|
2,902,939
|
02/01/2031
|
4.250%
|
|
866,000
|
698,010
|
02/01/2032
|
4.750%
|
|
2,722,000
|
2,191,580
|
CCO Holdings LLC/Capital Corp.
|
||||
05/01/2032
|
4.500%
|
|
9,589,000
|
7,606,052
|
Charter Communications Operating LLC/Capital
|
||||
05/01/2047
|
5.375%
|
|
4,290,000
|
3,441,503
|
12/01/2061
|
4.400%
|
|
11,338,000
|
7,373,177
|
06/30/2062
|
3.950%
|
|
5,232,000
|
3,110,269
|
CSC Holdings LLC(a)
|
||||
01/31/2029
|
11.750%
|
|
1,892,000
|
1,506,003
|
12/01/2030
|
4.125%
|
|
2,552,000
|
1,569,643
|
12/01/2030
|
4.625%
|
|
4,790,000
|
2,011,073
|
02/15/2031
|
3.375%
|
|
5,409,000
|
3,168,347
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
DISH Network Corp.(a)
|
||||
11/15/2027
|
11.750%
|
|
2,766,000
|
2,778,400
|
Sirius XM Radio, Inc.(a)
|
||||
09/01/2026
|
3.125%
|
|
2,513,000
|
2,355,496
|
08/01/2027
|
5.000%
|
|
500,000
|
475,236
|
07/15/2028
|
4.000%
|
|
2,580,000
|
2,309,229
|
07/01/2029
|
5.500%
|
|
1,278,000
|
1,188,355
|
07/01/2030
|
4.125%
|
|
2,187,000
|
1,833,552
|
Videotron Ltd.(a)
|
||||
06/15/2029
|
3.625%
|
|
9,266,000
|
8,375,625
|
Virgin Media Finance PLC(a)
|
||||
07/15/2030
|
5.000%
|
|
3,454,000
|
2,869,560
|
Virgin Media Secured Finance PLC(a)
|
||||
05/15/2029
|
5.500%
|
|
2,170,000
|
1,966,216
|
VZ Secured Financing BV(a)
|
||||
01/15/2032
|
5.000%
|
|
4,250,000
|
3,609,083
|
Ziggo Bond Co. BV(a)
|
||||
02/28/2030
|
5.125%
|
|
1,818,000
|
1,551,138
|
Ziggo BV(a)
|
||||
01/15/2030
|
4.875%
|
|
5,065,000
|
4,512,892
|
Total
|
77,858,445
|
|||
Chemicals 1.1%
|
||||
Avient Corp.(a)
|
||||
08/01/2030
|
7.125%
|
|
1,644,000
|
1,672,772
|
Axalta Coating Systems LLC(a)
|
||||
02/15/2029
|
3.375%
|
|
1,169,000
|
1,041,623
|
Axalta Coating Systems LLC/Dutch Holding B BV(a)
|
||||
06/15/2027
|
4.750%
|
|
1,867,000
|
1,801,665
|
Braskem Netherlands Finance BV(a)
|
||||
01/10/2028
|
4.500%
|
|
500,000
|
444,611
|
01/31/2030
|
4.500%
|
|
7,000,000
|
5,861,634
|
Cheever Escrow Issuer LLC(a)
|
||||
10/01/2027
|
7.125%
|
|
2,350,000
|
2,384,925
|
Element Solutions, Inc.(a)
|
||||
09/01/2028
|
3.875%
|
|
3,427,000
|
3,118,440
|
HB Fuller Co.
|
||||
10/15/2028
|
4.250%
|
|
3,430,000
|
3,217,067
|
Herens Holdco Sarl(a)
|
||||
05/15/2028
|
4.750%
|
|
3,315,000
|
2,849,246
|
Illuminate Buyer LLC/Holdings IV, Inc.(a)
|
||||
07/01/2028
|
9.000%
|
|
1,575,000
|
1,575,756
|
INEOS Finance PLC(a)
|
||||
04/15/2029
|
7.500%
|
|
3,176,000
|
3,203,528
|
INEOS Quattro Finance 2 PLC(a)
|
||||
03/15/2029
|
9.625%
|
|
2,750,000
|
2,901,821
|
Ingevity Corp.(a)
|
||||
11/01/2028
|
3.875%
|
|
3,234,000
|
2,910,423
|
6
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Innophos Holdings, Inc.(a)
|
||||
02/15/2028
|
9.375%
|
|
2,255,000
|
1,939,385
|
Iris Holdings, Inc.(a),(i)
|
||||
02/15/2026
|
8.750%
|
|
1,902,000
|
1,546,095
|
Olympus Water US Holding Corp.(a)
|
||||
10/01/2028
|
4.250%
|
|
3,005,000
|
2,766,095
|
11/15/2028
|
9.750%
|
|
3,978,000
|
4,232,449
|
10/01/2029
|
6.250%
|
|
2,283,000
|
2,113,422
|
SPCM SA(a)
|
||||
03/15/2027
|
3.125%
|
|
1,001,000
|
918,274
|
WR Grace Holdings LLC(a)
|
||||
06/15/2027
|
4.875%
|
|
6,305,000
|
6,059,389
|
08/15/2029
|
5.625%
|
|
4,247,000
|
3,907,066
|
03/01/2031
|
7.375%
|
|
612,000
|
621,067
|
Total
|
57,086,753
|
|||
Construction Machinery 0.2%
|
||||
H&E Equipment Services, Inc.(a)
|
||||
12/15/2028
|
3.875%
|
|
5,774,000
|
5,169,234
|
Herc Holdings, Inc.(a)
|
||||
07/15/2027
|
5.500%
|
|
1,295,000
|
1,262,506
|
Ritchie Bros Holdings, Inc.(a)
|
||||
03/15/2028
|
6.750%
|
|
2,519,000
|
2,547,117
|
03/15/2031
|
7.750%
|
|
611,000
|
638,637
|
United Rentals North America, Inc.
|
||||
07/15/2030
|
4.000%
|
|
897,000
|
803,635
|
01/15/2032
|
3.750%
|
|
997,000
|
852,638
|
Total
|
11,273,767
|
|||
Consumer Cyclical Services 0.5%
|
||||
APX Group, Inc.(a)
|
||||
07/15/2029
|
5.750%
|
|
685,000
|
650,714
|
Arches Buyer, Inc.(a)
|
||||
06/01/2028
|
4.250%
|
|
4,099,000
|
3,578,327
|
12/01/2028
|
6.125%
|
|
3,081,000
|
2,481,885
|
ASGN, Inc.(a)
|
||||
05/15/2028
|
4.625%
|
|
2,024,000
|
1,903,711
|
Match Group, Inc.(a)
|
||||
06/01/2028
|
4.625%
|
|
5,557,000
|
5,170,877
|
Uber Technologies, Inc.(a)
|
||||
09/15/2027
|
7.500%
|
|
605,000
|
616,519
|
08/15/2029
|
4.500%
|
|
11,011,000
|
10,390,248
|
Total
|
24,792,281
|
|||
Consumer Products 0.3%
|
||||
Acushnet Co.(a)
|
||||
10/15/2028
|
7.375%
|
|
1,500,000
|
1,543,753
|
CD&R Smokey Buyer, Inc.(a)
|
||||
07/15/2025
|
6.750%
|
|
5,178,000
|
5,141,343
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Newell Brands, Inc.
|
||||
09/15/2027
|
6.375%
|
|
879,000
|
867,395
|
Newell, Inc.
|
||||
04/01/2026
|
5.200%
|
|
1,093,000
|
1,078,285
|
Scotts Miracle-Gro Co. (The)
|
||||
04/01/2031
|
4.000%
|
|
1,855,000
|
1,587,761
|
Spectrum Brands, Inc.(a)
|
||||
10/01/2029
|
5.000%
|
|
2,915,000
|
2,914,066
|
07/15/2030
|
5.500%
|
|
751,000
|
750,474
|
Total
|
13,883,077
|
|||
Diversified Manufacturing 0.8%
|
||||
Carrier Global Corp.
|
||||
02/15/2030
|
2.722%
|
|
16,226,000
|
14,237,946
|
Chart Industries, Inc.(a)
|
||||
01/01/2030
|
7.500%
|
|
1,355,000
|
1,395,868
|
Emerald Debt Merger Sub LLC(a)
|
||||
12/15/2030
|
6.625%
|
|
4,293,000
|
4,301,399
|
Esab Corp.(a)
|
||||
04/15/2029
|
6.250%
|
|
1,153,000
|
1,155,947
|
Gates Corp. (The)(a),(j)
|
||||
07/01/2029
|
6.875%
|
|
491,000
|
495,898
|
Gates Global LLC/Co.(a)
|
||||
01/15/2026
|
6.250%
|
|
2,553,000
|
2,553,000
|
Madison IAQ LLC(a)
|
||||
06/30/2028
|
4.125%
|
|
1,254,000
|
1,160,876
|
06/30/2029
|
5.875%
|
|
2,926,000
|
2,712,186
|
Resideo Funding, Inc.(a)
|
||||
09/01/2029
|
4.000%
|
|
3,005,000
|
2,672,705
|
Velocity Vehicle Group LLC(a),(j)
|
||||
06/01/2029
|
8.000%
|
|
449,000
|
455,687
|
Vertical Holdco GmbH(a)
|
||||
07/15/2028
|
7.625%
|
|
1,570,000
|
1,548,739
|
Vertical US Newco, Inc.(a)
|
||||
07/15/2027
|
5.250%
|
|
1,598,000
|
1,540,597
|
WESCO Distribution, Inc.(a)
|
||||
06/15/2025
|
7.125%
|
|
2,101,000
|
2,100,747
|
06/15/2028
|
7.250%
|
|
3,427,000
|
3,492,217
|
03/15/2029
|
6.375%
|
|
2,103,000
|
2,113,225
|
03/15/2032
|
6.625%
|
|
2,702,000
|
2,721,851
|
Total
|
44,658,888
|
|||
Electric 1.8%
|
||||
AEP Texas, Inc.
|
||||
01/15/2050
|
3.450%
|
|
7,720,000
|
5,137,803
|
Calpine Corp.(a)
|
||||
02/15/2028
|
4.500%
|
|
2,035,000
|
1,917,831
|
Columbia Strategic Income Fund | 2024
7
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Clearway Energy Operating LLC(a)
|
||||
02/15/2031
|
3.750%
|
|
8,532,000
|
7,452,084
|
01/15/2032
|
3.750%
|
|
4,484,000
|
3,822,207
|
Duke Energy Corp.
|
||||
09/01/2046
|
3.750%
|
|
7,780,000
|
5,724,441
|
Edison International
|
||||
11/15/2028
|
5.250%
|
|
8,462,000
|
8,375,253
|
Emera US Finance LP
|
||||
06/15/2046
|
4.750%
|
|
10,108,000
|
8,168,703
|
FirstEnergy Corp.
|
||||
03/01/2050
|
3.400%
|
|
2,732,000
|
1,813,598
|
Leeward Renewable Energy Operations LLC(a)
|
||||
07/01/2029
|
4.250%
|
|
1,411,000
|
1,249,533
|
NextEra Energy Operating Partners LP(a)
|
||||
07/15/2024
|
4.250%
|
|
2,319,000
|
2,312,817
|
10/15/2026
|
3.875%
|
|
603,000
|
570,817
|
09/15/2027
|
4.500%
|
|
8,245,000
|
7,786,638
|
01/15/2029
|
7.250%
|
|
2,097,000
|
2,149,338
|
NRG Energy, Inc.
|
||||
01/15/2028
|
5.750%
|
|
1,251,000
|
1,226,299
|
NRG Energy, Inc.(a)
|
||||
02/15/2029
|
3.375%
|
|
1,229,000
|
1,087,120
|
06/15/2029
|
5.250%
|
|
2,950,000
|
2,815,587
|
02/15/2032
|
3.875%
|
|
449,000
|
384,712
|
Pacific Gas and Electric Co.
|
||||
07/01/2050
|
4.950%
|
|
18,875,000
|
15,736,842
|
Pattern Energy Operations LP/Inc.(a)
|
||||
08/15/2028
|
4.500%
|
|
696,000
|
638,886
|
PG&E Corp.
|
||||
07/01/2028
|
5.000%
|
|
1,596,000
|
1,532,194
|
TerraForm Power Operating LLC(a)
|
||||
01/15/2030
|
4.750%
|
|
5,930,000
|
5,392,416
|
Vistra Operations Co. LLC(a)
|
||||
09/01/2026
|
5.500%
|
|
2,613,000
|
2,571,329
|
02/15/2027
|
5.625%
|
|
3,311,000
|
3,258,345
|
07/31/2027
|
5.000%
|
|
1,280,000
|
1,237,398
|
10/15/2031
|
7.750%
|
|
3,834,000
|
3,987,386
|
04/15/2032
|
6.875%
|
|
1,408,000
|
1,415,813
|
Total
|
97,765,390
|
|||
Environmental 0.2%
|
||||
GFL Environmental, Inc.(a)
|
||||
06/01/2025
|
4.250%
|
|
1,809,000
|
1,789,389
|
12/15/2026
|
5.125%
|
|
1,425,000
|
1,397,455
|
08/01/2028
|
4.000%
|
|
2,000,000
|
1,828,254
|
01/15/2031
|
6.750%
|
|
3,195,000
|
3,259,151
|
Waste Pro USA, Inc.(a)
|
||||
02/15/2026
|
5.500%
|
|
5,139,000
|
5,062,049
|
Total
|
13,336,298
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Finance Companies 0.8%
|
||||
GGAM Finance Ltd.(a)
|
||||
02/15/2027
|
8.000%
|
|
2,781,000
|
2,860,709
|
04/15/2029
|
6.875%
|
|
2,461,000
|
2,486,305
|
Navient Corp.
|
||||
06/25/2025
|
6.750%
|
|
878,000
|
880,510
|
03/15/2027
|
5.000%
|
|
2,610,000
|
2,477,692
|
03/15/2031
|
11.500%
|
|
2,092,000
|
2,297,848
|
OneMain Finance Corp.
|
||||
01/15/2029
|
9.000%
|
|
963,000
|
1,010,600
|
03/15/2030
|
7.875%
|
|
2,502,000
|
2,548,139
|
09/15/2030
|
4.000%
|
|
1,882,000
|
1,599,686
|
05/15/2031
|
7.500%
|
|
1,847,000
|
1,848,011
|
Provident Funding Associates LP/Finance Corp.(a)
|
||||
06/15/2025
|
6.375%
|
|
2,662,000
|
2,582,000
|
Quicken Loans LLC/Co-Issuer, Inc.(a)
|
||||
03/01/2031
|
3.875%
|
|
3,811,000
|
3,301,394
|
Rocket Mortgage LLC/Co-Issuer, Inc.(a)
|
||||
10/15/2033
|
4.000%
|
|
19,824,000
|
16,478,337
|
Springleaf Finance Corp.
|
||||
11/15/2029
|
5.375%
|
|
169,000
|
157,083
|
United Wholesale Mortgage LLC(a)
|
||||
06/15/2027
|
5.750%
|
|
996,000
|
963,424
|
04/15/2029
|
5.500%
|
|
155,000
|
145,617
|
Total
|
41,637,355
|
|||
Food and Beverage 1.3%
|
||||
Bacardi Ltd.(a)
|
||||
05/15/2048
|
5.300%
|
|
17,883,000
|
16,022,556
|
Chobani LLC/Finance Corp., Inc.(a)
|
||||
07/01/2029
|
7.625%
|
|
726,000
|
739,791
|
Constellation Brands, Inc.
|
||||
05/01/2033
|
4.900%
|
|
12,059,000
|
11,584,272
|
Darling Ingredients, Inc.(a)
|
||||
04/15/2027
|
5.250%
|
|
2,845,000
|
2,772,372
|
FAGE International SA/USA Dairy Industry, Inc.(a)
|
||||
08/15/2026
|
5.625%
|
|
5,756,000
|
5,726,319
|
Lamb Weston Holdings, Inc.(a)
|
||||
05/15/2028
|
4.875%
|
|
893,000
|
858,918
|
01/31/2030
|
4.125%
|
|
2,124,000
|
1,912,657
|
Pepsico Singapore Financing I Pte Ltd.
|
||||
02/16/2027
|
4.650%
|
|
5,843,000
|
5,790,536
|
Post Holdings, Inc.(a)
|
||||
01/15/2028
|
5.625%
|
|
3,361,000
|
3,282,421
|
04/15/2030
|
4.625%
|
|
1,287,000
|
1,167,677
|
09/15/2031
|
4.500%
|
|
2,918,000
|
2,590,453
|
02/15/2032
|
6.250%
|
|
1,824,000
|
1,815,374
|
8
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Primo Water Holdings, Inc.(a)
|
||||
04/30/2029
|
4.375%
|
|
3,350,000
|
3,080,085
|
Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed(a)
|
||||
03/01/2029
|
4.625%
|
|
4,897,000
|
4,279,034
|
Triton Water Holdings, Inc.(a)
|
||||
04/01/2029
|
6.250%
|
|
2,957,000
|
2,732,917
|
US Foods, Inc.(a)
|
||||
09/15/2028
|
6.875%
|
|
1,558,000
|
1,586,606
|
02/15/2029
|
4.750%
|
|
967,000
|
908,064
|
06/01/2030
|
4.625%
|
|
3,348,000
|
3,071,917
|
01/15/2032
|
7.250%
|
|
1,450,000
|
1,495,574
|
Total
|
71,417,543
|
|||
Gaming 0.7%
|
||||
Boyd Gaming Corp.
|
||||
12/01/2027
|
4.750%
|
|
1,260,000
|
1,201,968
|
Boyd Gaming Corp.(a)
|
||||
06/15/2031
|
4.750%
|
|
2,548,000
|
2,285,397
|
Caesars Entertainment, Inc.(a)
|
||||
10/15/2029
|
4.625%
|
|
5,516,000
|
4,983,323
|
02/15/2030
|
7.000%
|
|
3,769,000
|
3,813,167
|
02/15/2032
|
6.500%
|
|
3,184,000
|
3,149,035
|
Churchill Downs, Inc.(a)
|
||||
01/15/2028
|
4.750%
|
|
2,174,000
|
2,060,304
|
05/01/2031
|
6.750%
|
|
1,149,000
|
1,143,558
|
Colt Merger Sub, Inc.(a)
|
||||
07/01/2027
|
8.125%
|
|
2,714,000
|
2,767,704
|
Midwest Gaming Borrower LLC(a)
|
||||
05/01/2029
|
4.875%
|
|
4,992,000
|
4,610,206
|
Penn National Gaming, Inc.(a)
|
||||
01/15/2027
|
5.625%
|
|
414,000
|
394,306
|
07/01/2029
|
4.125%
|
|
2,177,000
|
1,816,881
|
Scientific Games Holdings LP/US FinCo, Inc.(a)
|
||||
03/01/2030
|
6.625%
|
|
4,535,000
|
4,300,101
|
Scientific Games International, Inc.(a)
|
||||
11/15/2029
|
7.250%
|
|
2,450,000
|
2,491,123
|
Studio City Finance Ltd.(a)
|
||||
01/15/2029
|
5.000%
|
|
4,000,000
|
3,486,262
|
Total
|
38,503,335
|
|||
Health Care 2.0%
|
||||
Acadia Healthcare Co., Inc.(a)
|
||||
07/01/2028
|
5.500%
|
|
2,108,000
|
2,053,202
|
04/15/2029
|
5.000%
|
|
1,651,000
|
1,558,495
|
Avantor Funding, Inc.(a)
|
||||
07/15/2028
|
4.625%
|
|
1,819,000
|
1,713,638
|
11/01/2029
|
3.875%
|
|
4,019,000
|
3,604,671
|
Bausch & Lomb Escrow Corp.(a)
|
||||
10/01/2028
|
8.375%
|
|
2,463,000
|
2,506,288
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Becton Dickinson Euro Finance SARL
|
||||
08/13/2041
|
1.336%
|
EUR
|
1,835,000
|
1,311,783
|
Catalent Pharma Solutions, Inc.(a)
|
||||
02/15/2029
|
3.125%
|
|
586,000
|
558,879
|
04/01/2030
|
3.500%
|
|
2,595,000
|
2,468,937
|
Charles River Laboratories International, Inc.(a)
|
||||
05/01/2028
|
4.250%
|
|
455,000
|
426,911
|
03/15/2029
|
3.750%
|
|
1,124,000
|
1,018,264
|
03/15/2031
|
4.000%
|
|
975,000
|
857,725
|
CHS/Community Health Systems, Inc.(a)
|
||||
03/15/2027
|
5.625%
|
|
2,690,000
|
2,549,179
|
04/15/2029
|
6.875%
|
|
2,712,000
|
2,122,376
|
05/15/2030
|
5.250%
|
|
5,131,000
|
4,260,859
|
02/15/2031
|
4.750%
|
|
2,397,000
|
1,893,588
|
01/15/2032
|
10.875%
|
|
1,005,000
|
1,038,788
|
Cigna Group (The)
|
||||
02/15/2054
|
5.600%
|
|
4,050,000
|
3,896,026
|
HCA, Inc.
|
||||
02/01/2029
|
5.875%
|
|
2,135,000
|
2,165,492
|
09/01/2030
|
3.500%
|
|
31,379,000
|
28,083,588
|
Indigo Merger Sub, Inc.(a)
|
||||
07/15/2026
|
2.875%
|
|
1,424,000
|
1,347,505
|
IQVIA, Inc.(a)
|
||||
10/15/2026
|
5.000%
|
|
823,000
|
806,168
|
05/15/2027
|
5.000%
|
|
1,864,000
|
1,811,348
|
05/15/2030
|
6.500%
|
|
993,000
|
1,003,272
|
Medline Borrower LP/Co-Issuer, Inc.(a)
|
||||
04/01/2029
|
6.250%
|
|
1,685,000
|
1,688,303
|
Mozart Debt Merger Sub, Inc.(a)
|
||||
04/01/2029
|
3.875%
|
|
2,870,000
|
2,616,766
|
10/01/2029
|
5.250%
|
|
6,635,000
|
6,256,505
|
Select Medical Corp.(a)
|
||||
08/15/2026
|
6.250%
|
|
5,184,000
|
5,195,880
|
Star Parent, Inc.(a)
|
||||
10/01/2030
|
9.000%
|
|
4,671,000
|
4,875,345
|
Surgery Center Holdings, Inc.(a)
|
||||
04/15/2032
|
7.250%
|
|
1,785,000
|
1,798,387
|
Tenet Healthcare Corp.
|
||||
02/01/2027
|
6.250%
|
|
3,617,000
|
3,621,241
|
11/01/2027
|
5.125%
|
|
2,981,000
|
2,904,426
|
10/01/2028
|
6.125%
|
|
2,640,000
|
2,617,241
|
01/15/2030
|
4.375%
|
|
1,759,000
|
1,618,986
|
Tenet Healthcare Corp.(a)
|
||||
05/15/2031
|
6.750%
|
|
3,662,000
|
3,699,569
|
Total
|
105,949,631
|
|||
Healthcare Insurance 1.0%
|
||||
Aetna, Inc.
|
||||
11/15/2042
|
4.125%
|
|
2,786,000
|
2,206,089
|
08/15/2047
|
3.875%
|
|
1,833,000
|
1,339,161
|
Columbia Strategic Income Fund | 2024
9
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Centene Corp.
|
||||
10/15/2030
|
3.000%
|
|
43,721,000
|
37,165,694
|
03/01/2031
|
2.500%
|
|
11,897,000
|
9,703,667
|
08/01/2031
|
2.625%
|
|
7,507,000
|
6,104,673
|
Total
|
56,519,284
|
|||
Home Construction 0.1%
|
||||
Shea Homes LP/Funding Corp.
|
||||
02/15/2028
|
4.750%
|
|
3,237,000
|
3,056,022
|
Taylor Morrison Communities, Inc.(a)
|
||||
01/15/2028
|
5.750%
|
|
1,294,000
|
1,275,143
|
Total
|
4,331,165
|
|||
Independent Energy 0.8%
|
||||
Baytex Energy Corp.(a)
|
||||
04/30/2030
|
8.500%
|
|
1,384,000
|
1,441,563
|
03/15/2032
|
7.375%
|
|
3,776,000
|
3,824,496
|
Civitas Resources, Inc.(a)
|
||||
07/01/2028
|
8.375%
|
|
903,000
|
948,762
|
11/01/2030
|
8.625%
|
|
804,000
|
859,899
|
07/01/2031
|
8.750%
|
|
994,000
|
1,062,010
|
CNX Resources Corp.(a)
|
||||
01/15/2029
|
6.000%
|
|
3,110,000
|
3,037,907
|
Colgate Energy Partners III LLC(a)
|
||||
07/01/2029
|
5.875%
|
|
6,862,000
|
6,719,716
|
Comstock Resources, Inc.(a)
|
||||
03/01/2029
|
6.750%
|
|
2,540,000
|
2,426,804
|
01/15/2030
|
5.875%
|
|
520,000
|
479,510
|
CrownRock LP/Finance, Inc.(a)
|
||||
10/15/2025
|
5.625%
|
|
2,383,000
|
2,377,062
|
05/01/2029
|
5.000%
|
|
2,411,000
|
2,381,131
|
Hilcorp Energy I LP/Finance Co.(a)
|
||||
11/01/2028
|
6.250%
|
|
2,935,000
|
2,896,594
|
02/01/2029
|
5.750%
|
|
3,120,000
|
3,013,731
|
11/01/2033
|
8.375%
|
|
1,726,000
|
1,851,531
|
Matador Resources Co.(a)
|
||||
04/15/2028
|
6.875%
|
|
1,212,000
|
1,222,422
|
04/15/2032
|
6.500%
|
|
2,532,000
|
2,526,354
|
Permian Resources Operating LLC(a)
|
||||
01/15/2032
|
7.000%
|
|
4,570,000
|
4,670,680
|
Southwestern Energy Co.
|
||||
02/01/2032
|
4.750%
|
|
3,934,000
|
3,565,408
|
Total
|
45,305,580
|
|||
Integrated Energy 0.3%
|
||||
BP Capital Markets America, Inc.
|
||||
11/17/2027
|
5.017%
|
|
16,270,000
|
16,238,139
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Leisure 0.7%
|
||||
Boyne USA, Inc.(a)
|
||||
05/15/2029
|
4.750%
|
|
722,000
|
666,559
|
Carnival Corp.(a)
|
||||
03/01/2026
|
7.625%
|
|
2,796,000
|
2,810,787
|
08/15/2029
|
7.000%
|
|
1,868,000
|
1,920,784
|
Carnival Holdings Bermuda Ltd.(a)
|
||||
05/01/2028
|
10.375%
|
|
3,079,000
|
3,334,809
|
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op
|
||||
04/15/2027
|
5.375%
|
|
551,000
|
540,986
|
10/01/2028
|
6.500%
|
|
782,000
|
779,116
|
Cinemark USA, Inc.(a)
|
||||
03/15/2026
|
5.875%
|
|
3,120,000
|
3,077,523
|
Live Nation Entertainment, Inc.(a)
|
||||
03/15/2026
|
5.625%
|
|
639,000
|
629,951
|
NCL Corp., Ltd.(a)
|
||||
03/15/2026
|
5.875%
|
|
1,810,000
|
1,779,532
|
02/15/2027
|
5.875%
|
|
1,143,000
|
1,125,884
|
Royal Caribbean Cruises Ltd.(a)
|
||||
08/31/2026
|
5.500%
|
|
1,855,000
|
1,827,248
|
01/15/2029
|
9.250%
|
|
595,000
|
634,340
|
01/15/2030
|
7.250%
|
|
4,936,000
|
5,104,729
|
03/15/2032
|
6.250%
|
|
944,000
|
939,793
|
Six Flags Entertainment Corp.(a)
|
||||
05/15/2031
|
7.250%
|
|
1,765,000
|
1,768,706
|
Six Flags Entertainment Corp./Theme Parks, Inc.(a)
|
||||
05/01/2032
|
6.625%
|
|
2,956,000
|
2,958,602
|
Vail Resorts, Inc.(a)
|
||||
05/15/2032
|
6.500%
|
|
1,316,000
|
1,325,721
|
Viking Cruises Ltd.(a)
|
||||
09/15/2027
|
5.875%
|
|
2,281,000
|
2,226,359
|
02/15/2029
|
7.000%
|
|
1,092,000
|
1,094,405
|
07/15/2031
|
9.125%
|
|
960,000
|
1,034,067
|
Total
|
35,579,901
|
|||
Life Insurance 0.5%
|
||||
Peachtree Corners Funding Trust(a)
|
||||
02/15/2025
|
3.976%
|
|
25,683,000
|
25,241,264
|
Lodging 0.1%
|
||||
Hilton Domestic Operating Co., Inc.(a)
|
||||
05/01/2025
|
5.375%
|
|
966,000
|
961,671
|
04/01/2032
|
6.125%
|
|
2,704,000
|
2,679,553
|
Hilton Grand Vacations Borrower Escrow LLC(a)
|
||||
01/15/2032
|
6.625%
|
|
2,180,000
|
2,171,612
|
Wyndham Hotels & Resorts, Inc.(a)
|
||||
08/15/2028
|
4.375%
|
|
1,955,000
|
1,813,890
|
Total
|
7,626,726
|
10
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Media and Entertainment 0.9%
|
||||
Clear Channel Outdoor Holdings, Inc.(a)
|
||||
09/15/2028
|
9.000%
|
|
1,977,000
|
2,057,510
|
06/01/2029
|
7.500%
|
|
5,565,000
|
4,576,311
|
04/01/2030
|
7.875%
|
|
2,487,000
|
2,474,588
|
Clear Channel Worldwide Holdings, Inc.(a)
|
||||
08/15/2027
|
5.125%
|
|
1,833,000
|
1,732,615
|
iHeartCommunications, Inc.
|
||||
05/01/2026
|
6.375%
|
|
1,900,936
|
1,450,146
|
05/01/2027
|
8.375%
|
|
1,526,078
|
548,813
|
Netflix, Inc.
|
||||
05/15/2029
|
4.625%
|
EUR
|
3,491,000
|
3,933,746
|
Outfront Media Capital LLC/Corp.(a)
|
||||
08/15/2027
|
5.000%
|
|
3,572,000
|
3,427,985
|
01/15/2029
|
4.250%
|
|
811,000
|
732,442
|
03/15/2030
|
4.625%
|
|
2,185,000
|
1,944,960
|
02/15/2031
|
7.375%
|
|
696,000
|
719,741
|
Playtika Holding Corp.(a)
|
||||
03/15/2029
|
4.250%
|
|
2,929,000
|
2,552,047
|
Roblox Corp.(a)
|
||||
05/01/2030
|
3.875%
|
|
5,315,000
|
4,626,071
|
Univision Communications, Inc.(a)
|
||||
08/15/2028
|
8.000%
|
|
2,711,000
|
2,669,589
|
05/01/2029
|
4.500%
|
|
2,385,000
|
2,036,487
|
06/30/2030
|
7.375%
|
|
1,038,000
|
983,738
|
Warnermedia Holdings, Inc.
|
||||
03/15/2062
|
5.391%
|
|
13,295,000
|
10,459,674
|
Total
|
46,926,463
|
|||
Metals and Mining 0.4%
|
||||
Alcoa Nederland Holding BV(a)
|
||||
03/15/2031
|
7.125%
|
|
1,072,000
|
1,096,195
|
Allegheny Technologies, Inc.
|
||||
10/01/2029
|
4.875%
|
|
818,000
|
764,385
|
10/01/2031
|
5.125%
|
|
2,729,000
|
2,488,298
|
Constellium SE(a)
|
||||
06/15/2028
|
5.625%
|
|
2,490,000
|
2,420,433
|
04/15/2029
|
3.750%
|
|
5,409,000
|
4,863,323
|
Hudbay Minerals, Inc.(a)
|
||||
04/01/2026
|
4.500%
|
|
1,464,000
|
1,427,016
|
04/01/2029
|
6.125%
|
|
5,064,000
|
4,995,526
|
Kaiser Aluminum Corp.(a)
|
||||
06/01/2031
|
4.500%
|
|
1,804,000
|
1,599,248
|
Novelis Corp.(a)
|
||||
11/15/2026
|
3.250%
|
|
1,369,000
|
1,277,741
|
01/30/2030
|
4.750%
|
|
2,010,000
|
1,858,537
|
08/15/2031
|
3.875%
|
|
1,651,000
|
1,413,532
|
Total
|
24,204,234
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Midstream 2.6%
|
||||
Antero Midstream Partners LP/Finance Corp.(a)
|
||||
02/01/2032
|
6.625%
|
|
1,715,000
|
1,718,311
|
CNX Midstream Partners LP(a)
|
||||
04/15/2030
|
4.750%
|
|
3,692,000
|
3,324,291
|
Delek Logistics Partners LP/Finance Corp.(a)
|
||||
03/15/2029
|
8.625%
|
|
4,736,000
|
4,842,761
|
DT Midstream, Inc.(a)
|
||||
06/15/2029
|
4.125%
|
|
1,588,000
|
1,454,057
|
06/15/2031
|
4.375%
|
|
3,480,000
|
3,127,872
|
Enbridge, Inc.
|
||||
04/05/2027
|
5.250%
|
|
7,793,000
|
7,776,358
|
EQM Midstream Partners LP(a)
|
||||
07/01/2025
|
6.000%
|
|
2,976,000
|
2,979,657
|
07/01/2027
|
6.500%
|
|
1,236,000
|
1,247,853
|
01/15/2029
|
4.500%
|
|
1,427,000
|
1,331,042
|
04/01/2029
|
6.375%
|
|
1,191,000
|
1,191,194
|
01/15/2031
|
4.750%
|
|
5,225,000
|
4,807,029
|
EQM Midstream Partners LP
|
||||
07/15/2048
|
6.500%
|
|
5,051,000
|
5,056,186
|
Galaxy Pipeline Assets Bidco Ltd.(a)
|
||||
03/31/2036
|
2.625%
|
|
12,000,000
|
9,651,015
|
09/30/2040
|
3.250%
|
|
3,925,000
|
2,931,294
|
Greensaif Pipelines Bidco Sarl(a)
|
||||
02/23/2038
|
6.129%
|
|
2,912,000
|
2,943,413
|
Kinder Morgan Energy Partners LP
|
||||
09/01/2044
|
5.400%
|
|
7,382,000
|
6,766,992
|
NuStar Logistics LP
|
||||
10/01/2025
|
5.750%
|
|
4,717,000
|
4,695,647
|
06/01/2026
|
6.000%
|
|
3,288,000
|
3,262,808
|
04/28/2027
|
5.625%
|
|
1,573,000
|
1,548,696
|
Plains All American Pipeline LP/Finance Corp.
|
||||
06/15/2044
|
4.700%
|
|
14,572,000
|
12,078,905
|
Sunoco LP(a)
|
||||
05/01/2029
|
7.000%
|
|
2,162,000
|
2,208,759
|
05/01/2032
|
7.250%
|
|
2,041,000
|
2,090,959
|
TransMontaigne Partners LP/TLP Finance Corp.
|
||||
02/15/2026
|
6.125%
|
|
3,318,000
|
3,194,286
|
Venture Global Calcasieu Pass LLC(a)
|
||||
08/15/2029
|
3.875%
|
|
4,429,000
|
3,993,217
|
08/15/2031
|
4.125%
|
|
5,940,000
|
5,251,795
|
11/01/2033
|
3.875%
|
|
14,638,000
|
12,286,338
|
Venture Global LNG, Inc.(a)
|
||||
02/01/2029
|
9.500%
|
|
2,432,000
|
2,639,131
|
06/01/2031
|
8.375%
|
|
2,038,000
|
2,101,654
|
02/01/2032
|
9.875%
|
|
2,466,000
|
2,645,155
|
Western Midstream Operating LP
|
||||
01/15/2029
|
6.350%
|
|
3,871,000
|
3,987,678
|
Columbia Strategic Income Fund | 2024
11
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Williams Companies, Inc. (The)
|
||||
08/15/2028
|
5.300%
|
|
17,155,000
|
17,158,891
|
Total
|
140,293,244
|
|||
Natural Gas 0.2%
|
||||
NiSource, Inc.
|
||||
05/01/2030
|
3.600%
|
|
6,399,000
|
5,838,623
|
05/15/2047
|
4.375%
|
|
3,903,000
|
3,180,090
|
Total
|
9,018,713
|
|||
Oil Field Services 0.3%
|
||||
Kodiak Gas Services LLC(a)
|
||||
02/15/2029
|
7.250%
|
|
916,000
|
929,979
|
Nabors Industries Ltd.(a)
|
||||
01/15/2026
|
7.250%
|
|
2,998,000
|
3,006,591
|
01/15/2028
|
7.500%
|
|
1,217,000
|
1,158,201
|
Nabors Industries, Inc.(a)
|
||||
05/15/2027
|
7.375%
|
|
1,151,000
|
1,148,803
|
01/31/2030
|
9.125%
|
|
1,147,000
|
1,183,998
|
Transocean Aquila Ltd.(a)
|
||||
09/30/2028
|
8.000%
|
|
2,564,000
|
2,616,872
|
Transocean Titan Financing Ltd.(a)
|
||||
02/01/2028
|
8.375%
|
|
2,465,000
|
2,566,819
|
Transocean, Inc.(a)
|
||||
05/15/2029
|
8.250%
|
|
776,000
|
775,958
|
05/15/2031
|
8.500%
|
|
1,914,000
|
1,911,440
|
USA Compression Partners LP/Finance Corp.(a)
|
||||
03/15/2029
|
7.125%
|
|
2,768,000
|
2,768,480
|
Total
|
18,067,141
|
|||
Other Industry 0.0%
|
||||
Booz Allen Hamilton, Inc.(a)
|
||||
09/01/2028
|
3.875%
|
|
1,358,000
|
1,274,174
|
Williams Scotsman International, Inc.(a)
|
||||
08/15/2028
|
4.625%
|
|
1,054,000
|
986,120
|
Total
|
2,260,294
|
|||
Other REIT 0.4%
|
||||
Digital Dutch Finco BV(a)
|
||||
03/15/2030
|
1.500%
|
EUR
|
3,469,000
|
3,266,559
|
Ladder Capital Finance Holdings LLLP/Corp.(a)
|
||||
10/01/2025
|
5.250%
|
|
3,838,000
|
3,761,759
|
02/01/2027
|
4.250%
|
|
1,293,000
|
1,213,290
|
06/15/2029
|
4.750%
|
|
5,315,000
|
4,805,390
|
Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer(a)
|
||||
10/01/2028
|
5.875%
|
|
1,816,000
|
1,778,972
|
Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer(a)
|
||||
05/15/2029
|
4.875%
|
|
1,134,000
|
1,055,311
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer(a)
|
||||
02/01/2030
|
7.000%
|
|
947,000
|
952,701
|
RHP Hotel Properties LP/Finance Corp.(a)
|
||||
07/15/2028
|
7.250%
|
|
616,000
|
629,245
|
02/15/2029
|
4.500%
|
|
860,000
|
800,144
|
04/01/2032
|
6.500%
|
|
1,679,000
|
1,668,439
|
RLJ Lodging Trust LP(a)
|
||||
07/01/2026
|
3.750%
|
|
1,102,000
|
1,042,431
|
Service Properties Trust(a)
|
||||
11/15/2031
|
8.625%
|
|
1,493,000
|
1,561,809
|
Total
|
22,536,050
|
|||
Packaging 0.3%
|
||||
Ardagh Metal Packaging Finance USA LLC/PLC(a)
|
||||
09/01/2029
|
4.000%
|
|
6,252,000
|
5,158,796
|
Canpack SA/US LLC(a)
|
||||
11/15/2029
|
3.875%
|
|
3,538,000
|
3,107,202
|
Clydesdale Acquisition Holdings, Inc.(a)
|
||||
04/15/2030
|
8.750%
|
|
1,080,000
|
1,041,777
|
Trivium Packaging Finance BV(a)
|
||||
08/15/2026
|
5.500%
|
|
3,592,000
|
3,540,121
|
08/15/2027
|
8.500%
|
|
1,408,000
|
1,402,522
|
Total
|
14,250,418
|
|||
Pharmaceuticals 0.7%
|
||||
1375209 BC Ltd.(a)
|
||||
01/30/2028
|
9.000%
|
|
443,000
|
429,517
|
AbbVie, Inc.
|
||||
03/15/2029
|
4.800%
|
|
17,244,000
|
17,067,003
|
Amgen, Inc.
|
||||
03/02/2063
|
5.750%
|
|
9,555,000
|
9,393,990
|
Bausch Health Companies, Inc.(a)
|
||||
09/30/2028
|
11.000%
|
|
789,000
|
688,280
|
Grifols Escrow Issuer SA(a)
|
||||
10/15/2028
|
4.750%
|
|
5,749,000
|
4,975,442
|
Jazz Securities DAC(a)
|
||||
01/15/2029
|
4.375%
|
|
2,600,000
|
2,393,966
|
Organon Finance 1 LLC(a)
|
||||
04/30/2028
|
4.125%
|
|
1,722,000
|
1,590,510
|
04/30/2031
|
5.125%
|
|
3,779,000
|
3,337,914
|
Total
|
39,876,622
|
|||
Property & Casualty 0.8%
|
||||
Alliant Holdings Intermediate LLC/Co-Issuer(a)
|
||||
10/15/2027
|
4.250%
|
|
718,000
|
671,576
|
10/15/2027
|
6.750%
|
|
2,659,000
|
2,604,576
|
04/15/2028
|
6.750%
|
|
7,004,000
|
7,014,318
|
11/01/2029
|
5.875%
|
|
609,000
|
566,055
|
01/15/2031
|
7.000%
|
|
3,742,000
|
3,753,568
|
12
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
AmWINS Group, Inc.(a)
|
||||
02/15/2029
|
6.375%
|
|
1,979,000
|
1,967,974
|
AssuredPartners, Inc.(a)
|
||||
01/15/2029
|
5.625%
|
|
2,393,000
|
2,224,886
|
02/15/2032
|
7.500%
|
|
1,601,000
|
1,593,981
|
BroadStreet Partners, Inc.(a)
|
||||
04/15/2029
|
5.875%
|
|
2,842,000
|
2,602,336
|
GTCR AP Finance, Inc.(a)
|
||||
05/15/2027
|
8.000%
|
|
2,295,000
|
2,297,777
|
HUB International Ltd.(a)
|
||||
01/31/2032
|
7.375%
|
|
2,658,000
|
2,667,641
|
HUB International, Ltd.(a)
|
||||
06/15/2030
|
7.250%
|
|
7,501,000
|
7,623,049
|
Panther Escrow Issuer LLC(a)
|
||||
06/01/2031
|
7.125%
|
|
3,637,000
|
3,668,229
|
USI, Inc.(a)
|
||||
01/15/2032
|
7.500%
|
|
1,437,000
|
1,441,697
|
Total
|
40,697,663
|
|||
Railroads 0.2%
|
||||
Genesee & Wyoming, Inc.(a)
|
||||
04/15/2032
|
6.250%
|
|
2,787,000
|
2,757,887
|
Norfolk Southern Corp.
|
||||
08/01/2030
|
5.050%
|
|
10,246,000
|
10,189,151
|
Total
|
12,947,038
|
|||
Restaurants 0.3%
|
||||
1011778 BC ULC/New Red Finance, Inc.(a)
|
||||
04/15/2025
|
5.750%
|
|
2,011,000
|
2,004,347
|
01/15/2028
|
3.875%
|
|
3,236,000
|
3,005,054
|
Fertitta Entertainment LLC/Finance Co., Inc.(a)
|
||||
01/15/2029
|
4.625%
|
|
1,305,000
|
1,178,699
|
01/15/2030
|
6.750%
|
|
2,452,000
|
2,167,761
|
IRB Holding Corp.(a)
|
||||
06/15/2025
|
7.000%
|
|
3,646,000
|
3,648,732
|
Yum! Brands, Inc.
|
||||
04/01/2032
|
5.375%
|
|
2,405,000
|
2,292,704
|
Total
|
14,297,297
|
|||
Retailers 0.7%
|
||||
Asbury Automotive Group, Inc.(a)
|
||||
11/15/2029
|
4.625%
|
|
701,000
|
644,728
|
02/15/2032
|
5.000%
|
|
701,000
|
627,761
|
Group 1 Automotive, Inc.(a)
|
||||
08/15/2028
|
4.000%
|
|
999,000
|
911,849
|
Hanesbrands, Inc.(a)
|
||||
05/15/2026
|
4.875%
|
|
645,000
|
625,566
|
02/15/2031
|
9.000%
|
|
2,181,000
|
2,226,357
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
L Brands, Inc.(a)
|
||||
07/01/2025
|
9.375%
|
|
485,000
|
502,407
|
L Brands, Inc.
|
||||
02/01/2028
|
5.250%
|
|
1,053,000
|
1,024,955
|
LCM Investments Holdings II LLC(a)
|
||||
05/01/2029
|
4.875%
|
|
1,142,000
|
1,060,768
|
08/01/2031
|
8.250%
|
|
997,000
|
1,034,837
|
Lithia Motors, Inc.(a)
|
||||
01/15/2031
|
4.375%
|
|
1,325,000
|
1,169,677
|
Lowe’s Companies, Inc.
|
||||
04/01/2062
|
4.450%
|
|
12,604,000
|
9,762,365
|
09/15/2062
|
5.800%
|
|
8,932,000
|
8,669,688
|
PetSmart, Inc./Finance Corp.(a)
|
||||
02/15/2028
|
4.750%
|
|
2,780,000
|
2,581,187
|
02/15/2029
|
7.750%
|
|
2,190,000
|
2,095,693
|
Wolverine World Wide, Inc.(a)
|
||||
08/15/2029
|
4.000%
|
|
3,198,000
|
2,663,684
|
Total
|
35,601,522
|
|||
Supermarkets 0.1%
|
||||
Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC(a)
|
||||
03/15/2026
|
7.500%
|
|
1,085,000
|
1,097,539
|
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(a)
|
||||
03/15/2026
|
3.250%
|
|
2,743,000
|
2,612,117
|
02/15/2030
|
4.875%
|
|
536,000
|
501,359
|
Total
|
4,211,015
|
|||
Technology 2.5%
|
||||
Block, Inc.
|
||||
06/01/2026
|
2.750%
|
|
1,714,000
|
1,616,119
|
06/01/2031
|
3.500%
|
|
1,723,000
|
1,476,948
|
Block, Inc.(a)
|
||||
05/15/2032
|
6.500%
|
|
3,394,000
|
3,425,724
|
Boxer Parent Co., Inc.(a)
|
||||
10/02/2025
|
7.125%
|
|
447,000
|
448,763
|
Broadcom, Inc.(a)
|
||||
11/15/2036
|
3.187%
|
|
18,394,000
|
14,420,896
|
Camelot Finance SA(a)
|
||||
11/01/2026
|
4.500%
|
|
924,000
|
891,620
|
Central Parent, Inc./CDK Global, Inc.(a)
|
||||
06/15/2029
|
7.250%
|
|
422,000
|
424,551
|
Clarivate Science Holdings Corp.(a)
|
||||
07/01/2028
|
3.875%
|
|
1,277,000
|
1,169,613
|
07/01/2029
|
4.875%
|
|
4,288,000
|
3,911,012
|
Cloud Software Group, Inc.(a)
|
||||
09/30/2029
|
9.000%
|
|
6,872,000
|
6,658,458
|
06/30/2032
|
8.250%
|
|
3,978,000
|
4,025,283
|
Columbia Strategic Income Fund | 2024
13
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CommScope Technologies LLC(a)
|
||||
06/15/2025
|
6.000%
|
|
1,385,000
|
1,138,210
|
Condor Merger Sub, Inc.(a)
|
||||
02/15/2030
|
7.375%
|
|
4,174,000
|
3,863,475
|
Entegris Escrow Corp.(a)
|
||||
04/15/2029
|
4.750%
|
|
2,603,000
|
2,470,734
|
06/15/2030
|
5.950%
|
|
3,323,000
|
3,271,985
|
Gartner, Inc.(a)
|
||||
07/01/2028
|
4.500%
|
|
1,484,000
|
1,413,108
|
GoTo Group, Inc.(a)
|
||||
05/01/2028
|
5.500%
|
|
676,194
|
349,998
|
GTCR W-2 Merger Sub LLC(a)
|
||||
01/15/2031
|
7.500%
|
|
4,967,000
|
5,147,170
|
HealthEquity, Inc.(a)
|
||||
10/01/2029
|
4.500%
|
|
2,857,000
|
2,618,992
|
Helios Software Holdings, Inc.(a)
|
||||
05/01/2028
|
4.625%
|
|
2,367,000
|
2,107,821
|
Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl(a)
|
||||
05/01/2029
|
8.750%
|
|
2,581,000
|
2,609,866
|
ION Trading Technologies Sarl(a)
|
||||
05/15/2028
|
5.750%
|
|
2,698,000
|
2,453,206
|
05/30/2029
|
9.500%
|
|
3,682,000
|
3,704,591
|
Iron Mountain, Inc.(a)
|
||||
09/15/2027
|
4.875%
|
|
4,523,000
|
4,364,765
|
09/15/2029
|
4.875%
|
|
664,000
|
615,943
|
07/15/2030
|
5.250%
|
|
2,592,000
|
2,420,539
|
Minerva Merger Sub, Inc.(a)
|
||||
02/15/2030
|
6.500%
|
|
3,990,000
|
3,627,009
|
NCR Atleos Escrow Corp.(a)
|
||||
04/01/2029
|
9.500%
|
|
3,431,000
|
3,703,692
|
NCR Corp.(a)
|
||||
10/01/2028
|
5.000%
|
|
3,361,000
|
3,145,228
|
04/15/2029
|
5.125%
|
|
3,369,000
|
3,131,068
|
10/01/2030
|
5.250%
|
|
1,296,000
|
1,176,264
|
Neptune Bidco US, Inc.(a)
|
||||
04/15/2029
|
9.290%
|
|
4,430,000
|
4,233,120
|
NXP BV/Funding LLC/USA, Inc.
|
||||
05/01/2030
|
3.400%
|
|
2,210,000
|
1,992,059
|
01/15/2033
|
5.000%
|
|
7,610,000
|
7,389,633
|
Picard Midco, Inc.(a)
|
||||
03/31/2029
|
6.500%
|
|
5,565,000
|
5,280,290
|
PTC, Inc.(a)
|
||||
02/15/2025
|
3.625%
|
|
349,000
|
343,258
|
Seagate HDD Cayman(a)
|
||||
12/15/2029
|
8.250%
|
|
1,930,000
|
2,066,611
|
Sensata Technologies BV(a)
|
||||
09/01/2030
|
5.875%
|
|
2,018,000
|
1,962,289
|
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Sensata Technologies, Inc.(a),(j)
|
||||
07/15/2032
|
6.625%
|
|
436,000
|
437,448
|
Shift4 Payments LLC/Finance Sub, Inc.(a)
|
||||
11/01/2026
|
4.625%
|
|
5,103,000
|
4,934,583
|
SS&C Technologies, Inc.(a)
|
||||
06/01/2032
|
6.500%
|
|
1,508,000
|
1,510,205
|
Synaptics, Inc.(a)
|
||||
06/15/2029
|
4.000%
|
|
2,951,000
|
2,641,812
|
UKG, Inc.(a)
|
||||
02/01/2031
|
6.875%
|
|
4,210,000
|
4,237,203
|
Zebra Technologies Corp.(a)
|
||||
06/01/2032
|
6.500%
|
|
1,796,000
|
1,808,393
|
ZoomInfo Technologies LLC/Finance Corp.(a)
|
||||
02/01/2029
|
3.875%
|
|
5,157,000
|
4,599,544
|
Total
|
135,239,099
|
|||
Transportation Services 0.3%
|
||||
Avis Budget Car Rental LLC/Finance, Inc.(a)
|
||||
02/15/2031
|
8.000%
|
|
2,699,000
|
2,667,625
|
ERAC USA Finance LLC(a)
|
||||
05/01/2028
|
4.600%
|
|
13,488,000
|
13,208,693
|
Total
|
15,876,318
|
|||
Wireless 0.4%
|
||||
Altice France Holding SA(a)
|
||||
02/15/2028
|
6.000%
|
|
3,633,000
|
1,132,197
|
Altice France SA(a)
|
||||
07/15/2029
|
5.125%
|
|
5,899,000
|
3,958,381
|
10/15/2029
|
5.500%
|
|
1,316,000
|
883,929
|
Millicom International Cellular SA(a)
|
||||
03/25/2029
|
6.250%
|
|
2,700,000
|
2,624,677
|
SBA Communications Corp.
|
||||
02/15/2027
|
3.875%
|
|
460,000
|
435,464
|
02/01/2029
|
3.125%
|
|
5,224,000
|
4,605,730
|
Sprint Capital Corp.
|
||||
11/15/2028
|
6.875%
|
|
3,098,000
|
3,274,430
|
Sprint Corp.
|
||||
06/15/2024
|
7.125%
|
|
831,000
|
831,289
|
Vmed O2 UK Financing I PLC(a)
|
||||
01/31/2031
|
4.250%
|
|
931,000
|
766,601
|
07/15/2031
|
4.750%
|
|
3,500,000
|
2,904,597
|
04/15/2032
|
7.750%
|
|
1,430,000
|
1,393,044
|
Total
|
22,810,339
|
|||
Wirelines 0.8%
|
||||
AT&T, Inc.
|
||||
12/01/2033
|
2.550%
|
|
6,715,000
|
5,295,414
|
14
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Corporate Bonds & Notes(g) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Frontier Communications Corp.(a)
|
||||
05/01/2028
|
5.000%
|
|
1,941,000
|
1,812,977
|
Frontier Communications Holdings LLC(a)
|
||||
05/15/2030
|
8.750%
|
|
822,000
|
851,253
|
03/15/2031
|
8.625%
|
|
2,232,000
|
2,288,237
|
Iliad Holding SAS(a)
|
||||
10/15/2026
|
6.500%
|
|
3,029,000
|
3,014,501
|
10/15/2028
|
7.000%
|
|
5,063,000
|
5,014,268
|
Iliad Holding SASU(a)
|
||||
04/15/2031
|
8.500%
|
|
1,331,000
|
1,347,622
|
Verizon Communications, Inc.
|
||||
03/21/2031
|
2.550%
|
|
26,416,000
|
22,270,047
|
Total
|
41,894,319
|
|||
Total Corporate Bonds & Notes
(Cost $1,915,653,454)
|
1,841,784,118
|
|||
|
||||
Foreign Government Obligations(g),(k) 6.4%
|
||||
|
|
|
|
|
Angola 0.2%
|
||||
Angolan Government International Bond(a)
|
||||
11/26/2029
|
8.000%
|
|
10,040,000
|
9,122,302
|
Brazil 0.2%
|
||||
Brazilian Government International Bond
|
||||
06/12/2030
|
3.875%
|
|
2,024,000
|
1,790,324
|
01/07/2041
|
5.625%
|
|
11,000,000
|
9,697,931
|
Total
|
11,488,255
|
|||
Canada 0.2%
|
||||
NOVA Chemicals Corp.(a)
|
||||
06/01/2027
|
5.250%
|
|
3,264,000
|
3,126,943
|
11/15/2028
|
8.500%
|
|
880,000
|
933,688
|
05/15/2029
|
4.250%
|
|
2,216,000
|
1,943,714
|
02/15/2030
|
9.000%
|
|
3,575,000
|
3,786,248
|
Total
|
9,790,593
|
|||
Chile 0.2%
|
||||
Corp Nacional del Cobre de Chile(a)
|
||||
01/30/2050
|
3.700%
|
|
9,000,000
|
6,041,204
|
Corporación Nacional del Cobre de Chile(a)
|
||||
01/26/2036
|
6.440%
|
|
5,176,000
|
5,273,034
|
Total
|
11,314,238
|
|||
Colombia 0.2%
|
||||
Colombia Government International Bond
|
||||
06/15/2045
|
5.000%
|
|
5,000,000
|
3,518,764
|
05/15/2049
|
5.200%
|
|
7,147,000
|
5,028,848
|
Total
|
8,547,612
|
Foreign Government Obligations(g),(k) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Dominican Republic 0.4%
|
||||
Dominican Republic International Bond(a)
|
||||
01/25/2027
|
5.950%
|
|
4,475,000
|
4,446,561
|
01/30/2030
|
4.500%
|
|
2,295,000
|
2,087,153
|
09/23/2032
|
4.875%
|
|
500,000
|
448,097
|
04/30/2044
|
7.450%
|
|
7,900,000
|
8,275,968
|
01/27/2045
|
6.850%
|
|
4,881,000
|
4,794,868
|
Total
|
20,052,647
|
|||
Egypt 0.2%
|
||||
Egypt Government International Bond(a)
|
||||
04/16/2030
|
5.625%
|
EUR
|
6,600,000
|
5,911,313
|
01/31/2047
|
8.500%
|
|
5,700,000
|
4,454,306
|
02/21/2048
|
7.903%
|
|
3,000,000
|
2,233,631
|
03/01/2049
|
8.700%
|
|
965,000
|
765,916
|
Total
|
13,365,166
|
|||
India 0.7%
|
||||
Export-Import Bank of India(a)
|
||||
01/15/2030
|
3.250%
|
|
6,200,000
|
5,553,586
|
India Government Bond
|
||||
02/06/2033
|
7.260%
|
INR
|
1,972,730,000
|
23,920,664
|
Indian Railway Finance Corp., Ltd.(a)
|
||||
02/10/2031
|
2.800%
|
|
7,000,000
|
5,927,910
|
Total
|
35,402,160
|
|||
Indonesia 0.5%
|
||||
Indonesia Asahan Aluminium PT/Mineral Industri Persero(a)
|
||||
05/15/2030
|
5.450%
|
|
5,300,000
|
5,189,941
|
Indonesia Treasury Bond
|
||||
04/15/2027
|
5.125%
|
IDR
|
227,007,000,000
|
13,407,686
|
04/15/2039
|
8.375%
|
IDR
|
68,305,000,000
|
4,733,269
|
PT Pertamina Persero(a)
|
||||
02/09/2031
|
2.300%
|
|
6,300,000
|
5,187,631
|
Total
|
28,518,527
|
|||
Ivory Coast 0.2%
|
||||
Ivory Coast Government International Bond(a)
|
||||
01/30/2032
|
4.875%
|
EUR
|
9,275,000
|
8,541,955
|
06/15/2033
|
6.125%
|
|
3,847,000
|
3,414,896
|
Total
|
11,956,851
|
|||
Kazakhstan 0.1%
|
||||
KazMunayGas National Co., JSC(a)
|
||||
10/24/2048
|
6.375%
|
|
7,000,000
|
6,432,132
|
Kuwait 0.1%
|
||||
MEGlobal Canada ULC(a)
|
||||
05/18/2025
|
5.000%
|
|
4,950,000
|
4,894,610
|
Columbia Strategic Income Fund | 2024
15
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Foreign Government Obligations(g),(k) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Malaysia 0.1%
|
||||
Petronas Capital Ltd.(a)
|
||||
04/21/2030
|
3.500%
|
|
4,800,000
|
4,383,778
|
Mexico 0.9%
|
||||
Mexico Government International Bond
|
||||
04/16/2030
|
3.250%
|
|
4,000,000
|
3,514,198
|
05/29/2031
|
7.750%
|
MXN
|
446,370,000
|
23,553,201
|
05/07/2036
|
6.000%
|
|
5,257,000
|
5,169,228
|
08/14/2041
|
4.280%
|
|
300,000
|
235,131
|
Petroleos Mexicanos
|
||||
03/13/2027
|
6.500%
|
|
7,689,000
|
7,277,284
|
02/12/2028
|
5.350%
|
|
4,594,000
|
4,076,643
|
02/16/2032
|
6.700%
|
|
5,929,000
|
4,992,473
|
Total
|
48,818,158
|
|||
Oman 0.1%
|
||||
Oman Government International Bond(a)
|
||||
01/17/2048
|
6.750%
|
|
6,506,000
|
6,560,518
|
Oman Sovereign Sukuk Co.(a)
|
||||
06/01/2024
|
4.397%
|
|
500,000
|
499,960
|
Total
|
7,060,478
|
|||
Panama 0.1%
|
||||
Panama Government International Bond
|
||||
01/19/2033
|
3.298%
|
|
6,779,000
|
5,196,219
|
Paraguay 0.1%
|
||||
Paraguay Government International Bond(a)
|
||||
03/27/2027
|
4.700%
|
|
2,000,000
|
1,941,830
|
08/11/2044
|
6.100%
|
|
2,939,000
|
2,788,998
|
Total
|
4,730,828
|
|||
Qatar 0.4%
|
||||
Qatar Government International Bond(a)
|
||||
04/16/2030
|
3.750%
|
|
2,000,000
|
1,883,887
|
03/14/2049
|
4.817%
|
|
15,614,000
|
14,255,291
|
Qatar Petroleum(a)
|
||||
07/12/2031
|
2.250%
|
|
6,077,000
|
5,030,977
|
Total
|
21,170,155
|
|||
Romania 0.2%
|
||||
Romanian Government International Bond(a)
|
||||
01/28/2050
|
3.375%
|
EUR
|
12,000,000
|
8,871,769
|
02/14/2051
|
4.000%
|
|
2,246,000
|
1,548,674
|
Total
|
10,420,443
|
|||
Saudi Arabia 0.4%
|
||||
Saudi Arabian Oil Co.(a)
|
||||
11/24/2030
|
2.250%
|
|
15,163,000
|
12,690,874
|
Foreign Government Obligations(g),(k) (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Saudi Government International Bond(a)
|
||||
10/22/2030
|
3.250%
|
|
3,000,000
|
2,682,059
|
04/17/2049
|
5.000%
|
|
5,000,000
|
4,446,974
|
Total
|
19,819,907
|
|||
South Africa 0.2%
|
||||
Republic of South Africa Government Bond
|
||||
01/31/2030
|
8.000%
|
ZAR
|
279,612,700
|
13,223,069
|
South Korea 0.4%
|
||||
Korea Treasury Bond
|
||||
03/10/2028
|
3.250%
|
KRW
|
31,900,000,000
|
23,017,588
|
United Arab Emirates 0.3%
|
||||
DP World Crescent Ltd.(a)
|
||||
07/18/2029
|
3.875%
|
|
5,600,000
|
5,220,386
|
DP World Ltd.(a)
|
||||
09/25/2048
|
5.625%
|
|
6,091,000
|
5,734,923
|
DP World PLC(a)
|
||||
07/02/2037
|
6.850%
|
|
3,650,000
|
3,922,460
|
09/30/2049
|
4.700%
|
|
2,000,000
|
1,648,728
|
Total
|
16,526,497
|
|||
Total Foreign Government Obligations
(Cost $369,426,440)
|
345,252,213
|
|||
|
||||
Residential Mortgage-Backed Securities - Agency 30.8%
|
||||
|
|
|
|
|
Fannie Mae REMICS(b),(l)
|
||||
CMO Series 2022-27 Class SJ
|
||||
-1.0 x 30-day Average SOFR
+ 6.100%
Cap 6.100%
06/25/2052
|
0.776%
|
|
54,041,146
|
4,283,858
|
CMO Series 2023-46 Class SD
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
06/25/2050
|
0.562%
|
|
74,233,288
|
6,663,796
|
CMO Series 2023-62 Class SA
|
||||
-1.0 x 30-day Average SOFR
+ 6.086%
Cap 6.200%
10/25/2048
|
0.762%
|
|
75,677,025
|
7,471,593
|
Federal Home Loan Mortgage Corp.
|
||||
05/01/2052
|
3.000%
|
|
57,787,440
|
49,189,232
|
08/01/2052
|
4.000%
|
|
26,545,929
|
24,427,103
|
09/01/2052-
10/01/2053
|
5.000%
|
|
194,912,874
|
188,935,615
|
07/01/2053-
12/01/2053
|
5.500%
|
|
86,275,405
|
85,176,994
|
12/01/2053
|
6.000%
|
|
41,575,827
|
42,072,561
|
16
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Federal Home Loan Mortgage Corp.(l)
|
||||
CMO Series 304 Class C69
|
||||
12/15/2042
|
4.000%
|
|
2,118,576
|
404,867
|
CMO Series 4147 Class CI
|
||||
01/15/2041
|
3.500%
|
|
1,071,387
|
25,172
|
Federal Home Loan Mortgage Corp.(b),(l)
|
||||
CMO Series 318 Class S1
|
||||
-1.0 x 30-day Average SOFR
+ 5.836%
Cap 5.950%
11/15/2043
|
0.512%
|
|
4,140,082
|
331,284
|
CMO Series 4620 Class AS
|
||||
-1.0 x 30-day Average SOFR
+ 0.554%
11/15/2042
|
0.161%
|
|
7,034,122
|
489,013
|
CMO Series 4903 Class SA
|
||||
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
08/25/2049
|
0.612%
|
|
22,545,801
|
2,098,110
|
CMO STRIPS Series 326 Class S1
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
03/15/2044
|
0.562%
|
|
721,658
|
57,833
|
Federal Home Loan Mortgage Corp.(e),(l)
|
||||
CMO Series 4515 Class SA
|
||||
08/15/2038
|
0.332%
|
|
3,093,759
|
136,762
|
Federal Home Loan Mortgage Corp. REMICS(l)
|
||||
CMO Series 5051 Class KI
|
||||
12/25/2050
|
2.500%
|
|
34,805,182
|
5,497,287
|
CMO Series 5192 Class PI
|
||||
10/25/2051
|
2.500%
|
|
57,225,190
|
6,792,556
|
CMO Series 5198 Class KI
|
||||
02/25/2052
|
3.000%
|
|
40,047,028
|
7,320,545
|
Federal National Mortgage Association
|
||||
08/01/2032-
04/01/2052
|
3.000%
|
|
86,682,662
|
74,083,680
|
04/01/2052
|
2.500%
|
|
15,040,163
|
12,179,066
|
05/01/2052-
09/01/2052
|
3.500%
|
|
225,312,914
|
199,929,970
|
07/01/2052
|
4.500%
|
|
51,468,489
|
48,211,677
|
10/01/2053
|
5.000%
|
|
40,099,522
|
38,644,483
|
10/01/2053
|
5.500%
|
|
36,411,497
|
36,094,226
|
Federal National Mortgage Association(e),(l)
|
||||
CMO Series 2006-5 Class N1
|
||||
08/25/2034
|
0.000%
|
|
2,382,988
|
24
|
Federal National Mortgage Association(l)
|
||||
CMO Series 2012-129 Class IC
|
||||
01/25/2041
|
3.500%
|
|
616,410
|
20,527
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2012-131 Class MI
|
||||
01/25/2040
|
3.500%
|
|
708,649
|
17,731
|
CMO Series 2013-1 Class AI
|
||||
02/25/2043
|
3.500%
|
|
1,490,500
|
213,561
|
Federal National Mortgage Association(b),(l)
|
||||
CMO Series 2013-101 Class CS
|
||||
-1.0 x 30-day Average SOFR
+ 5.786%
Cap 5.900%
10/25/2043
|
0.462%
|
|
5,800,704
|
464,510
|
CMO Series 2014-93 Class ES
|
||||
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
01/25/2045
|
0.712%
|
|
9,798,457
|
1,050,293
|
CMO Series 2016-26 Class SA
|
||||
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
05/25/2046
|
0.612%
|
|
9,090,834
|
802,107
|
CMO Series 2016-31 Class VS
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
06/25/2046
|
0.562%
|
|
5,624,314
|
561,187
|
CMO Series 2016-42 Class SB
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
07/25/2046
|
0.562%
|
|
20,288,883
|
2,187,182
|
CMO Series 2017-47 Class SE
|
||||
-1.0 x 30-day Average SOFR
+ 5.986%
Cap 6.100%
06/25/2047
|
0.662%
|
|
6,394,293
|
863,845
|
CMO Series 2017-56 Class SB
|
||||
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
07/25/2047
|
0.712%
|
|
22,010,048
|
2,646,350
|
CMO Series 2018-76 Class SN
|
||||
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
10/25/2048
|
0.712%
|
|
7,154,258
|
790,425
|
CMO Series 2019-67 Class SE
|
||||
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
11/25/2049
|
0.612%
|
|
19,911,588
|
2,473,412
|
Columbia Strategic Income Fund | 2024
17
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2019-8 Class SG
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
03/25/2049
|
0.562%
|
|
20,332,082
|
1,762,446
|
Federal National Mortgage Association REMICS(l)
|
||||
CMO Series 2020-77 Class IL
|
||||
11/25/2050
|
2.500%
|
|
33,150,724
|
4,699,705
|
Federal National Mortgage Association REMICS(b),(l)
|
||||
CMO Series 2023-61 Class GS
|
||||
-1.0 x 30-day Average SOFR
+ 5.700%
Cap 5.700%
12/25/2053
|
0.376%
|
|
156,214,436
|
7,110,631
|
Freddie Mac REMICS(l)
|
||||
CMO Series 5287 Class NI
|
||||
05/25/2051
|
3.500%
|
|
38,514,150
|
7,132,385
|
Freddie Mac REMICS(b),(l)
|
||||
CMO Series 5356 Class SC
|
||||
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
07/15/2049
|
0.562%
|
|
96,200,527
|
7,636,610
|
Government National Mortgage Association
|
||||
08/15/2031
|
7.000%
|
|
11,610
|
11,758
|
04/15/2034
|
5.000%
|
|
73,076
|
72,900
|
Government National Mortgage Association(l)
|
||||
CMO Series 2014-190 Class AI
|
||||
12/20/2038
|
3.500%
|
|
6,013,891
|
404,233
|
CMO Series 2020-138 Class GI
|
||||
09/20/2050
|
3.000%
|
|
33,292,545
|
5,260,332
|
CMO Series 2020-191 Class UG
|
||||
12/20/2050
|
3.500%
|
|
38,024,072
|
6,575,457
|
CMO Series 2021-140 Class IW
|
||||
08/20/2051
|
3.500%
|
|
45,438,657
|
8,719,228
|
CMO Series 2021-57 Class KI
|
||||
03/20/2051
|
3.500%
|
|
42,078,600
|
6,703,352
|
CMO Series 2021-89 Class IO
|
||||
05/20/2051
|
3.000%
|
|
47,752,265
|
7,563,309
|
Government National Mortgage Association(b),(l)
|
||||
CMO Series 2016-20 Class SQ
|
||||
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
02/20/2046
|
0.665%
|
|
8,867,412
|
811,985
|
CMO Series 2017-129 Class SA
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
08/20/2047
|
0.765%
|
|
7,196,260
|
667,573
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2017-133 Class SM
|
||||
-1.0 x 1-month Term SOFR
+ 6.136%
Cap 6.250%
09/20/2047
|
0.815%
|
|
8,153,986
|
714,694
|
CMO Series 2017-141 Class ES
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
09/20/2047
|
0.765%
|
|
10,740,447
|
1,156,329
|
CMO Series 2018-124 Class SA
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
09/20/2048
|
0.765%
|
|
12,825,835
|
1,126,960
|
CMO Series 2018-147 Class SD
|
||||
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
10/20/2048
|
0.715%
|
|
24,334,536
|
2,370,106
|
CMO Series 2018-155 Class ES
|
||||
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
11/20/2048
|
0.665%
|
|
10,234,606
|
844,233
|
CMO Series 2018-168 Class SA
|
||||
-1.0 x 1-month Term SOFR
+ 5.986%
Cap 6.100%
12/20/2048
|
0.665%
|
|
8,794,211
|
910,291
|
CMO Series 2018-67 Class SP
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
05/20/2048
|
0.765%
|
|
7,838,693
|
690,937
|
CMO Series 2019-152 Class BS
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
12/20/2049
|
0.615%
|
|
20,619,520
|
1,807,251
|
CMO Series 2019-23 Class LS
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
02/20/2049
|
0.615%
|
|
6,021,590
|
544,669
|
CMO Series 2019-23 Class QS
|
||||
-1.0 x 1-month Term SOFR
+ 6.164%
Cap 6.050%
02/20/2049
|
0.615%
|
|
17,059,337
|
1,536,657
|
18
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2019-29 Class DS
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
03/20/2049
|
0.615%
|
|
14,474,653
|
1,043,776
|
CMO Series 2019-41 Class AS
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
03/20/2049
|
0.615%
|
|
13,923,002
|
1,252,352
|
CMO Series 2019-5 Class SH
|
||||
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
01/20/2049
|
0.715%
|
|
9,553,809
|
872,898
|
CMO Series 2019-59 Class JS
|
||||
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
05/20/2049
|
0.715%
|
|
9,304,187
|
824,485
|
CMO Series 2020-101 Class SA
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
07/20/2050
|
0.765%
|
|
54,729,473
|
5,720,018
|
CMO Series 2020-55 Class SA
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
04/20/2050
|
0.615%
|
|
37,064,621
|
3,397,199
|
CMO Series 2020-61 Class SM
|
||||
-1.0 x 1-month Term SOFR
+ 6.486%
Cap 6.600%
07/20/2043
|
1.165%
|
|
36,818,300
|
4,565,285
|
CMO Series 2020-61 Class SW
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
08/20/2049
|
0.615%
|
|
41,821,709
|
3,800,339
|
CMO Series 2021-155 Class SG
|
||||
-1.0 x 1-month Term SOFR
+ 6.186%
Cap 6.300%
09/20/2051
|
0.865%
|
|
44,104,072
|
5,098,184
|
CMO Series 2022-148 Class BS
|
||||
-1.0 x 30-day Average SOFR
+ 5.950%
Cap 5.950%
08/20/2052
|
0.627%
|
|
27,022,123
|
2,277,511
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2022-215 Class ES
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
12/20/2049
|
0.615%
|
|
70,902,524
|
6,767,972
|
CMO Series 2022-90 Class SD
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
05/20/2050
|
0.615%
|
|
40,885,793
|
4,403,690
|
CMO Series 2022-90 Class SM
|
||||
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
07/20/2050
|
0.715%
|
|
64,949,804
|
6,640,656
|
CMO Series 2023-165 Class SG
|
||||
-1.0 x 1-month Term SOFR
+ 6.036%
Cap 6.150%
02/20/2050
|
0.715%
|
|
76,619,822
|
7,381,094
|
CMO Series 2023-17 Class SY
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
05/20/2050
|
0.615%
|
|
63,834,203
|
5,984,903
|
CMO Series 2023-18 Class SB
|
||||
-1.0 x 30-day Average SOFR
+ 5.690%
Cap 5.690%
02/20/2053
|
0.367%
|
|
44,820,603
|
2,938,022
|
CMO Series 2023-32 Class SD
|
||||
-1.0 x 30-day Average SOFR
+ 5.750%
Cap 5.750%
02/20/2053
|
0.427%
|
|
80,205,329
|
5,258,310
|
CMO Series 2023-66 Class SK
|
||||
-1.0 x 1-month Term SOFR
+ 6.086%
Cap 6.200%
07/20/2050
|
0.765%
|
|
72,355,446
|
7,237,339
|
CMO Series 2023-75 Class SB
|
||||
-1.0 x 1-month Term SOFR
+ 5.936%
Cap 6.050%
06/20/2050
|
0.615%
|
|
78,769,550
|
7,797,547
|
CMO Series 2024-25 Class SG
|
||||
-1.0 x 1-month Term SOFR
+ 6.186%
Cap 6.300%
06/20/2051
|
0.865%
|
|
85,788,920
|
8,944,361
|
Columbia Strategic Income Fund | 2024
19
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CMO Series 2024-30 Class IM
|
||||
-1.0 x 30-day Average SOFR
+ 5.250%
Cap 5.250%
02/20/2054
|
0.000%
|
|
114,301,789
|
4,997,366
|
CMO Series 2024-30 Class SN
|
||||
30-day Average SOFR +
6.950%
Cap 6.950%
02/20/2054
|
1.627%
|
|
120,449,273
|
11,017,495
|
CMO Series 2024-64 Class SM
|
||||
-1.0 x 30-day Average SOFR
+ 6.000%
Cap 6.000%
04/20/2054
|
0.690%
|
|
48,444,253
|
4,185,210
|
CMO Series 2024-64 Class SN
|
||||
-1.0 x 30-day Average SOFR
+ 5.300%
Cap 5.300%
04/20/2054
|
0.000%
|
|
72,922,178
|
3,610,632
|
CMO Series 2024-79 Class HS
|
||||
-1.0 x 30-day Average SOFR
+ 7.250%
Cap 7.250%
05/20/2054
|
1.926%
|
|
31,913,516
|
3,731,430
|
Government National Mortgage Association TBA(j)
|
||||
06/20/2054
|
3.000%
|
|
32,000,000
|
27,639,690
|
Uniform Mortgage-Backed Security TBA(j)
|
||||
06/18/2039-
06/13/2054
|
3.000%
|
|
59,000,000
|
51,102,575
|
06/13/2054
|
4.000%
|
|
175,000,000
|
158,804,212
|
06/13/2054
|
4.500%
|
|
38,000,000
|
35,580,992
|
06/13/2054
|
5.000%
|
|
62,000,000
|
59,666,619
|
06/13/2054
|
5.500%
|
|
132,000,000
|
129,858,808
|
06/13/2054
|
6.000%
|
|
152,000,000
|
152,208,755
|
Total Residential Mortgage-Backed Securities - Agency
(Cost $1,761,497,160)
|
1,664,052,193
|
|||
|
||||
Residential Mortgage-Backed Securities - Non-Agency 9.9%
|
||||
|
|
|
|
|
510 Asset Backed Trust(a),(e)
|
||||
CMO Series 2021-NPL2 Class A1
|
||||
06/25/2061
|
2.116%
|
|
10,360,128
|
10,072,846
|
Antler Mortgage Trust(a),(c),(d),(e)
|
||||
CMO Series 2024-RTL1
|
||||
05/25/2026
|
9.417%
|
|
16,000,000
|
16,000,000
|
BRAVO Residential Funding Trust(a),(e)
|
||||
CMO Series 2021-A Class A1
|
||||
10/25/2059
|
4.991%
|
|
8,393,581
|
8,393,581
|
CMO Series 2021-B Class A1
|
||||
04/01/2069
|
5.115%
|
|
11,320,865
|
11,098,772
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
BVRT Financing Trust(a),(b),(c),(d)
|
||||
CMO Series 2021-3F Class M2
|
||||
30-day Average SOFR +
2.900%
Floor 2.900%
07/12/2033
|
4.187%
|
|
15,714,225
|
15,714,225
|
CMO Series 2021-CRT1 Class M4
|
||||
30-day Average SOFR +
3.614%
Floor 3.500%
07/10/2032
|
8.927%
|
|
27,467,922
|
26,428,811
|
CAFL Issuer LLC(a),(e)
|
||||
CMO Series 2021-RTL1 Class A1
|
||||
03/28/2029
|
2.239%
|
|
8,384,030
|
8,095,601
|
CIM Trust(a),(e)
|
||||
CMO Series 2021-NR4 Class A1
|
||||
10/25/2061
|
2.816%
|
|
7,926,157
|
7,775,593
|
Citigroup Mortgage Loan Trust, Inc.(a),(e)
|
||||
CMO Series 2010-6 Class 2A2
|
||||
09/25/2035
|
6.174%
|
|
99,899
|
98,703
|
Citigroup Mortgage Loan Trust, Inc.(a)
|
||||
Subordinated CMO Series 2014-C Class B1
|
||||
02/25/2054
|
4.250%
|
|
1,392,550
|
1,357,921
|
Connecticut Avenue Securities Trust(a),(b)
|
||||
CMO Series 2019-HRP1 Class M2
|
||||
30-day Average SOFR +
2.264%
11/25/2039
|
7.588%
|
|
3,315,531
|
3,338,046
|
CSMC Trust(a),(e)
|
||||
CMO Series 2020-RPL2 Class A12
|
||||
02/25/2060
|
3.614%
|
|
6,381,909
|
6,474,639
|
CTS Corp.(a)
|
||||
CMO Series 2015-6R Class 3A2
|
||||
02/27/2036
|
3.750%
|
|
1,220,470
|
1,188,636
|
Eagle Re Ltd.(a),(b)
|
||||
CMO Series 2021-1 Class M1C
|
||||
30-day Average SOFR +
2.700%
Floor 2.700%
10/25/2033
|
8.025%
|
|
4,109,760
|
4,116,227
|
Freddie Mac STACR(b)
|
||||
CMO Series 2020-CS02 Class M4
|
||||
30-day Average SOFR +
0.000%
06/25/2033
|
4.617%
|
|
7,964,071
|
7,734,837
|
Freddie Mac STACR REMIC Trust(a),(b)
|
||||
CMO Series 2022-HQA1 Class M2
|
||||
30-day Average SOFR +
5.250%
03/25/2042
|
10.574%
|
|
9,950,000
|
10,767,973
|
20
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Subordinated CMO Series 2020-DNA4 Class B1
|
||||
30-day Average SOFR +
6.114%
08/25/2050
|
11.438%
|
|
14,468,767
|
16,578,963
|
Subordinated CMO Series 2020-DNA6 Class B1
|
||||
30-day Average SOFR +
3.000%
12/25/2050
|
8.324%
|
|
15,400,000
|
16,672,519
|
Subordinated CMO Series 2021-DNA1 Class B1
|
||||
30-day Average SOFR +
2.650%
01/25/2051
|
7.974%
|
|
10,400,000
|
11,063,643
|
Subordinated CMO Series 2021-DNA5 Class B1
|
||||
30-day Average SOFR +
3.050%
01/25/2034
|
8.374%
|
|
15,700,000
|
16,722,626
|
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(b)
|
||||
CMO Series 2019-CS03 Class M2
|
||||
30-day Average SOFR +
0.114%
10/25/2032
|
5.438%
|
|
837,767
|
834,435
|
Home Re Ltd.(a),(b)
|
||||
CMO Series 2018-1 Class M2
|
||||
1-month Term SOFR +
3.114%
10/25/2028
|
8.439%
|
|
2,046,238
|
2,057,681
|
LHOME Mortgage Trust(a),(e)
|
||||
CMO Series 2024-RTL1 Class A1
|
||||
01/25/2029
|
7.017%
|
|
14,150,000
|
14,178,052
|
CMO Series 2024-RTL2 Class A1
|
||||
03/25/2029
|
7.128%
|
|
8,000,000
|
8,032,271
|
NRZ Excess Spread-Collateralized Notes(a)
|
||||
Series 2020-PLS1 Class A
|
||||
12/25/2025
|
3.844%
|
|
4,342,648
|
4,180,640
|
NYMT Loan Trust(a),(e)
|
||||
CMO Series 2024-BPL1 Class A1
|
||||
02/25/2029
|
7.154%
|
|
15,200,000
|
15,200,676
|
Oaktown Re III Ltd.(a),(b)
|
||||
CMO Series 2019-1A Class M1B
|
||||
30-day Average SOFR +
2.064%
Floor 1.950%
07/25/2029
|
7.388%
|
|
1,898,602
|
1,900,362
|
Oaktown Re VI Ltd.(a),(b)
|
||||
CMO Series 2021-1A Class M1C
|
||||
30-day Average SOFR +
3.000%
Floor 3.000%
10/25/2033
|
8.324%
|
|
9,800,000
|
9,955,668
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
OBX Trust(a),(e)
|
||||
CMO Series 2024-NQM3 Class A1
|
||||
12/25/2063
|
6.129%
|
|
12,383,960
|
12,390,450
|
OSAT Trust(a),(e)
|
||||
CMO Series 2021-RPL1 Class A2
|
||||
05/25/2065
|
3.967%
|
|
6,734,000
|
6,197,268
|
PMT Credit Risk Transfer Trust(a),(b)
|
||||
Series 2019-2R Class A
|
||||
1-month Term SOFR +
3.864%
Floor 3.750%
05/30/2025
|
9.193%
|
|
4,611,137
|
4,624,572
|
Point Securitization Trust(a),(e)
|
||||
CMO Series 2021-1 Class A1
|
||||
02/25/2052
|
3.228%
|
|
16,918,678
|
16,300,511
|
Preston Ridge Partners Mortgage(a),(e)
|
||||
CMO Series 2021-4 Class A1
|
||||
04/25/2026
|
1.867%
|
|
11,267,128
|
11,161,493
|
Preston Ridge Partners Mortgage Trust(a),(e)
|
||||
CMO Series 2021-2 Class A1
|
||||
03/25/2026
|
5.115%
|
|
8,091,012
|
7,958,798
|
CMO Series 2021-3 Class A1
|
||||
04/25/2026
|
1.867%
|
|
7,866,723
|
7,660,508
|
CMO Series 2023-RCF1 Class M1
|
||||
06/25/2053
|
4.000%
|
|
11,431,000
|
10,370,336
|
PRET LLC(a),(e)
|
||||
CMO Series 2024-NPL1 Class A1
|
||||
01/25/2054
|
7.143%
|
|
17,718,448
|
17,629,890
|
CMO Series 2024-RN1 Class A1
|
||||
03/25/2054
|
7.143%
|
|
23,470,048
|
23,369,339
|
PRET LLC(a)
|
||||
CMO Series 2024-NPL3 Class A1
|
||||
04/27/2054
|
7.520%
|
|
16,908,848
|
16,882,173
|
Pretium Mortgage Credit Partners(a),(e)
|
||||
CMO Series 2022-NPL1 Class A1
|
||||
01/25/2052
|
2.981%
|
|
12,631,302
|
12,236,720
|
Pretium Mortgage Credit Partners I LLC(a),(e)
|
||||
CMO Series 2021-NPL1 Class A1
|
||||
09/27/2060
|
5.240%
|
|
5,208,208
|
5,154,770
|
Pretium Mortgage Credit Partners LLC(a),(e)
|
||||
CMO Series 2021-RN2 Class A1
|
||||
07/25/2051
|
1.744%
|
|
7,461,334
|
7,199,037
|
PRKCM Trust(a),(e)
|
||||
CMO Series 2022-AFC1 Class A3
|
||||
04/25/2057
|
4.100%
|
|
14,913,551
|
13,575,029
|
PRPM LLC(a),(e)
|
||||
CMO Series 2021-7 Class A2
|
||||
08/25/2026
|
3.671%
|
|
8,788,000
|
8,461,622
|
Columbia Strategic Income Fund | 2024
21
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Radnor Re Ltd.(a),(b)
|
||||
CMO Series 2021-1 Class M2
|
||||
30-day Average SOFR +
3.150%
12/27/2033
|
8.474%
|
|
18,984,000
|
19,174,028
|
Toorak Mortgage Corp., Ltd.(a),(e)
|
||||
CMO Series 2021-1 Class A1
|
||||
06/25/2024
|
3.240%
|
|
5,815,872
|
5,797,279
|
Triangle Re Ltd.(a),(b)
|
||||
CMO Series 2021-2 Class M2
|
||||
1-month Term SOFR +
5.614%
Floor 5.500%
10/25/2033
|
10.939%
|
|
10,750,000
|
11,302,420
|
Unlock HEA Trust(a)
|
||||
CMO Series 2023-1 Class A
|
||||
10/25/2038
|
7.000%
|
|
12,676,597
|
12,467,979
|
VCAT Asset Securitization LLC(a),(e)
|
||||
CMO Series 2021-NPL6 Class A1
|
||||
09/25/2051
|
1.917%
|
|
15,574,842
|
15,056,427
|
VCAT LLC(a),(e)
|
||||
CMO Series 2021-NPL5 Class A1
|
||||
08/25/2051
|
1.868%
|
|
16,547,803
|
16,111,993
|
Vericrest Opportunity Loan Transferee(a),(e)
|
||||
CMO Series 2021-NPL4 Class A1
|
||||
03/27/2051
|
2.240%
|
|
5,134,556
|
5,015,849
|
Verus Securitization Trust(a),(e)
|
||||
Subordinated CMO Series 2019-INV3 Class B1
|
||||
11/25/2059
|
3.731%
|
|
7,300,000
|
6,417,910
|
Visio Trust(a),(e)
|
||||
CMO Series 2019-2 Class M1
|
||||
11/25/2054
|
3.260%
|
|
4,200,000
|
3,638,342
|
Subordinated CMO Series 2019-2 Class B1
|
||||
11/25/2054
|
3.910%
|
|
3,600,000
|
3,237,252
|
Total Residential Mortgage-Backed Securities - Non-Agency
(Cost $532,653,627)
|
535,425,942
|
Rights 0.0%
|
||
Issuer
|
Shares
|
Value ($)
|
Communication Services 0.0%
|
||
Entertainment 0.0%
|
||
Cineworld Group PLC(f)
|
31,901
|
566,238
|
Total Communication Services
|
566,238
|
|
Total Rights
(Cost $391,321)
|
566,238
|
Senior Loans 9.4%
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Aerospace & Defense 0.1%
|
||||
Dynasty Acquisition Co., Inc.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.500%
08/24/2028
|
8.829%
|
|
1,135,431
|
1,144,595
|
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 3.500%
08/24/2028
|
8.829%
|
|
437,793
|
441,326
|
TransDigm, Inc.(b),(m)
|
||||
Tranche I Term Loan
|
||||
3-month Term SOFR + 2.750%
08/24/2028
|
8.059%
|
|
3,021,863
|
3,034,796
|
Total
|
4,620,717
|
|||
Airlines 0.1%
|
||||
AAdvantage Loyalty IP Ltd./American Airlines, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.750%
Floor 0.750%
04/20/2028
|
10.336%
|
|
2,551,825
|
2,648,590
|
6-month Term SOFR + 3.500%
06/04/2029
|
8.775%
|
|
1,512,937
|
1,509,155
|
United Airlines, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
02/22/2031
|
8.071%
|
|
760,917
|
762,682
|
WestJet Airlines Ltd.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 1.000%
12/11/2026
|
8.428%
|
|
133,105
|
133,576
|
Total
|
5,054,003
|
|||
Automotive 0.1%
|
||||
American Axle & Manufacturing, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.500%
12/13/2029
|
8.320%
|
|
1,543,574
|
1,549,840
|
Clarios Global LP(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.000%
05/06/2030
|
8.329%
|
|
2,131,379
|
2,142,036
|
First Brands Group LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 5.000%
Floor 1.000%
03/30/2027
|
10.591%
|
|
1,704,503
|
1,684,714
|
22
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
1st Lien Term Loan
|
||||
3-month Term SOFR + 5.000%
Floor 1.000%
03/30/2027
|
10.591%
|
|
1,120,348
|
1,110,075
|
Total
|
6,486,665
|
|||
Brokerage/Asset Managers/Exchanges 0.3%
|
||||
AlixPartners LLP(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
02/04/2028
|
7.944%
|
|
2,198,146
|
2,204,477
|
Allspring Buyer LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.500%
11/01/2028
|
8.824%
|
|
1,304,032
|
1,300,159
|
Cetera, Inc.(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
3-month Term SOFR + 4.000%
08/09/2030
|
9.328%
|
|
1,907,450
|
1,916,090
|
Citadel Securities LP(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.250%
07/29/2030
|
7.579%
|
|
3,338,240
|
3,356,601
|
HighTower Holding LLC (b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
Floor 0.750%
04/21/2028
|
9.586%
|
|
2,237,900
|
2,249,090
|
Russell Investments US Institutional Holdco, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 5.000%
Floor 1.000%
05/30/2027
|
10.330%
|
|
2,689,321
|
2,405,597
|
VFH Parent LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
01/13/2029
|
8.429%
|
|
2,695,509
|
2,698,043
|
Total
|
16,130,057
|
|||
Building Materials 0.4%
|
||||
Cornerstone Building Brands, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
04/12/2028
|
8.767%
|
|
1,378,097
|
1,355,454
|
Tranche C Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 0.500%
05/15/2031
|
9.827%
|
|
280,172
|
280,172
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Covia Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
Floor 1.000%
07/31/2026
|
9.568%
|
|
1,750,241
|
1,739,740
|
CPG International LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
04/28/2029
|
7.929%
|
|
744,332
|
747,310
|
Foundation Building Materials, Inc.(b),(m),(n)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.500%
01/31/2028
|
8.841%
|
|
1,994,872
|
1,992,278
|
Foundation Building Materials, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
01/29/2031
|
9.330%
|
|
330,989
|
332,419
|
Hunter Douglas Holding BV(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
02/26/2029
|
8.836%
|
|
2,661,638
|
2,644,523
|
Johnstone Supply(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.000%
05/16/2031
|
8.321%
|
|
286,001
|
286,479
|
LBM Acquisition LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
12/17/2027
|
9.179%
|
|
2,239,133
|
2,229,616
|
LBM Acquisition LLC (b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.750%
05/30/2031
|
9.170%
|
|
113,244
|
112,253
|
Park River Holdings, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.750%
12/28/2027
|
8.814%
|
|
1,247,530
|
1,233,371
|
Quikrete Holdings, Inc.(b),(m)
|
||||
Tranche B1 1st Lien Term Loan
|
||||
1-month Term SOFR + 2.500%
04/14/2031
|
7.829%
|
|
2,159,786
|
2,167,626
|
Columbia Strategic Income Fund | 2024
23
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
SRS Distribution, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
06/02/2028
|
8.679%
|
|
746,183
|
750,444
|
1-month Term SOFR + 3.500%
Floor 0.500%
06/02/2028
|
8.944%
|
|
1,945,000
|
1,956,962
|
Standard Building Solutions, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.250%
Floor 0.500%
09/22/2028
|
7.685%
|
|
1,983,974
|
1,988,359
|
Summit Materials, Inc.(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
3-month Term SOFR + 2.500%
01/12/2029
|
7.799%
|
|
1,000,000
|
1,006,880
|
White Cap Supply Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
10/19/2027
|
9.079%
|
|
2,333,909
|
2,343,175
|
Total
|
23,167,061
|
|||
Cable and Satellite 0.2%
|
||||
CSC Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 4.500%
01/18/2028
|
9.817%
|
|
1,428,514
|
1,371,888
|
DIRECTV Financing LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 5.000%
Floor 0.750%
08/02/2027
|
10.444%
|
|
1,017,527
|
1,020,152
|
Iridium Satellite LLC(b),(m)
|
||||
Tranche B3 Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.750%
09/20/2030
|
7.829%
|
|
2,173,203
|
2,174,703
|
Telesat Canada(b),(m)
|
||||
Tranche B5 Term Loan
|
||||
3-month Term SOFR + 2.750%
12/07/2026
|
8.359%
|
|
2,179,765
|
1,034,211
|
UPC Financing Partnership(b),(m)
|
||||
Tranche AX Term Loan
|
||||
1-month Term SOFR + 3.000%
01/31/2029
|
8.431%
|
|
3,050,000
|
3,043,808
|
Virgin Media Bristol LLC(b),(m)
|
||||
Tranche N Term Loan
|
||||
1-month Term SOFR + 2.500%
01/31/2028
|
7.931%
|
|
1,925,000
|
1,872,063
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Tranche Q Term Loan
|
||||
1-month Term SOFR + 3.250%
01/31/2029
|
8.681%
|
|
1,000,000
|
977,500
|
Total
|
11,494,325
|
|||
Chemicals 0.4%
|
||||
Ascend Performance Materials Operations LLC(b),(m)
|
||||
Term Loan
|
||||
6-month Term SOFR + 4.750%
Floor 0.750%
08/27/2026
|
10.074%
|
|
1,156,901
|
1,152,770
|
Axalta Coating Systems Dutch Holding B BV/Axalta Coating Systems US Holdings,
Inc.(b),(m)
|
||||
Tranche B6 Term Loan
|
||||
1-month Term SOFR + 2.000%
Floor 0.500%
12/20/2029
|
7.330%
|
|
958,001
|
961,441
|
Herens Holdco SARL(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.925%
Floor 0.750%
07/03/2028
|
9.334%
|
|
1,553,655
|
1,508,024
|
Ineos Quattro Holdings UK Ltd.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.250%
04/02/2029
|
9.679%
|
|
2,455,000
|
2,453,478
|
Ineos US Finance LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
11/08/2027
|
9.179%
|
|
1,665,828
|
1,669,643
|
1-month Term SOFR + 3.750%
02/07/2031
|
9.079%
|
|
150,000
|
150,687
|
Term Loan
|
||||
1-month Term SOFR + 3.500%
02/18/2030
|
8.929%
|
|
647,452
|
649,070
|
Innophos Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
02/05/2027
|
8.944%
|
|
600,000
|
596,400
|
Nouryon Finance BV(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
3-month Term SOFR + 3.500%
04/03/2028
|
8.826%
|
|
1,174,236
|
1,181,575
|
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 3.500%
04/03/2028
|
8.820%
|
|
1,122,751
|
1,129,769
|
Olympus Water US Holding Corp.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.750%
11/09/2028
|
9.321%
|
|
1,745,536
|
1,751,872
|
24
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Tranche B4 Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
11/09/2028
|
9.576%
|
|
773,465
|
778,059
|
PMHC II, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
04/23/2029
|
9.706%
|
|
1,114,922
|
1,100,294
|
Sparta US Holdco LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.750%
08/02/2028
|
8.680%
|
|
975,050
|
978,014
|
Tronox Finance LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 2.750%
04/04/2029
|
8.079%
|
|
477,095
|
479,065
|
Windsor Holdings III LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.000%
08/01/2030
|
9.320%
|
|
2,804,534
|
2,833,758
|
WR Grace Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.500%
09/22/2028
|
9.321%
|
|
1,240,482
|
1,243,360
|
Total
|
20,617,279
|
|||
Construction Machinery 0.0%
|
||||
Columbus McKinnon Corp.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.500%
Floor 0.500%
05/14/2028
|
7.809%
|
|
1,072,063
|
1,078,099
|
Consumer Cyclical Services 0.6%
|
||||
8th Avenue Food & Provisions, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
10/01/2025
|
9.194%
|
|
863,515
|
829,458
|
Allied Universal Holdco LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
05/12/2028
|
9.179%
|
|
2,371,734
|
2,371,331
|
Amentum Government Services Holdings LLC(b),(m)
|
||||
Tranche 1 1st Lien Term Loan
|
||||
1-month Term SOFR + 4.000%
01/29/2027
|
9.444%
|
|
946,562
|
951,295
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Tranche 3 1st Lien Term Loan
|
||||
1-month Term SOFR + 4.000%
Floor 0.500%
02/15/2029
|
9.321%
|
|
1,633,751
|
1,642,949
|
APX Group, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.750%
Floor 0.500%
07/10/2028
|
8.081%
|
|
1,745,524
|
1,751,791
|
Arches Buyer, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
12/06/2027
|
8.679%
|
|
2,951,666
|
2,838,942
|
Cast & Crew LLC(b),(m),(n)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
12/29/2028
|
9.079%
|
|
1,019,791
|
1,023,778
|
Conservice Midco LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 4.000%
05/13/2027
|
9.329%
|
|
2,905,431
|
2,913,595
|
Corporation Service Co.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
11/02/2029
|
8.079%
|
|
2,054,255
|
2,061,158
|
Cushman & Wakefield US Borrower LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
01/31/2030
|
8.679%
|
|
997,487
|
999,981
|
1-month Term SOFR + 3.750%
Floor 0.500%
01/31/2030
|
9.079%
|
|
1,303,656
|
1,311,803
|
Fleet Midco I Ltd.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.250%
02/21/2031
|
8.579%
|
|
1,370,061
|
1,376,912
|
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b),(m)
|
||||
Tranche B6 Term Loan
|
||||
1-month Term SOFR + 2.000%
11/09/2029
|
7.329%
|
|
427,173
|
428,262
|
Grant Thornton(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.250%
06/02/2031
|
8.597%
|
|
454,237
|
457,271
|
Omnia Partners LLC(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.250%
07/25/2030
|
8.570%
|
|
1,150,000
|
1,153,669
|
Columbia Strategic Income Fund | 2024
25
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
PG Polaris Bidco SARL(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.500%
03/26/2031
|
8.812%
|
|
1,740,598
|
1,752,208
|
Prime Security Services Borrower LLC(b),(m),(n)
|
||||
Tranche B1 1st Lien Term Loan
|
||||
3-month Term SOFR + 2.250%
10/13/2030
|
7.579%
|
|
1,414,708
|
1,419,602
|
Signal Parent, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.750%
04/03/2028
|
8.929%
|
|
1,820,383
|
1,617,611
|
Sotheby’s(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 0.500%
01/15/2027
|
10.090%
|
|
1,802,846
|
1,690,168
|
TruGreen LP(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 4.000%
Floor 0.750%
11/02/2027
|
9.429%
|
|
1,071,205
|
1,006,932
|
Uber Technologies, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.750%
03/03/2030
|
8.079%
|
|
2,737,696
|
2,754,807
|
WaterBridge Midstream Operating LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 5.750%
Floor 1.000%
06/22/2026
|
11.335%
|
|
4,421
|
4,436
|
WW International, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
04/13/2028
|
8.944%
|
|
1,171,875
|
523,688
|
Total
|
32,881,647
|
|||
Consumer Products 0.3%
|
||||
Amer Sports Co.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.250%
02/17/2031
|
8.577%
|
|
1,623,244
|
1,631,360
|
Bombardier Recreational Products, Inc.(b),(m),(n)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
01/22/2031
|
8.079%
|
|
1,239,894
|
1,242,646
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Bombardier Recreational Products, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
12/13/2029
|
8.079%
|
|
1,932,541
|
1,937,681
|
Kronos Acquisition Holdings, Inc.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.500%
12/22/2026
|
9.314%
|
|
1,989,731
|
1,991,382
|
Osmosis Buyer Ltd.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.000%
Floor 0.500%
07/31/2028
|
9.320%
|
|
744,318
|
747,214
|
Recess Holdings, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 4.500%
Floor 1.000%
02/20/2030
|
9.829%
|
|
1,272,164
|
1,278,525
|
SRAM LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
05/18/2028
|
8.194%
|
|
1,442,366
|
1,439,669
|
SWF Holdings I Corp.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 4.000%
Floor 0.750%
10/06/2028
|
9.444%
|
|
787,515
|
656,197
|
Thor Industries, Inc. (b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 2.750%
11/15/2030
|
8.070%
|
|
735,503
|
739,490
|
Topgolf Callaway Brands Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.100%
03/15/2030
|
8.329%
|
|
2,368,043
|
2,378,202
|
Weber-Stephen Products LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.750%
10/30/2027
|
8.694%
|
|
2,392,199
|
2,226,252
|
Total
|
16,268,618
|
|||
Diversified Manufacturing 0.4%
|
||||
Barnes Group, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
09/03/2030
|
7.829%
|
|
1,939,549
|
1,948,432
|
26
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CD&R Hydra Buyer, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
03/25/2031
|
9.420%
|
|
433,900
|
436,430
|
DXP Enterprises, Inc.(b),(m)
|
||||
Term Loan
|
||||
6-month Term SOFR + 4.750%
Floor 1.000%
10/11/2030
|
10.164%
|
|
1,362,569
|
1,369,382
|
EMRLD Borrower LP(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.500%
05/31/2030
|
7.829%
|
|
2,710,926
|
2,727,300
|
Filtration Group Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
10/21/2028
|
8.944%
|
|
610,721
|
613,585
|
Term Loan
|
||||
1-month Term SOFR + 4.250%
Floor 0.500%
10/21/2028
|
9.680%
|
|
2,021,033
|
2,028,874
|
Gates Global LLC(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 2.250%
06/04/2031
|
7.571%
|
|
1,476,826
|
1,479,603
|
Gates Global LLC(b),(m)
|
||||
Tranche B3 Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.750%
03/31/2027
|
7.929%
|
|
1,370,355
|
1,372,273
|
Husky Injection Molding Systems Ltd./Yukon Acquisition, Inc.(b),(m),(n)
|
||||
Term Loan
|
||||
6-month Term SOFR + 5.000%
02/15/2029
|
8.326%
|
|
1,462,239
|
1,472,300
|
Madison IAQ LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
06/21/2028
|
8.685%
|
|
2,635,927
|
2,639,222
|
TK Elevator Midco GmbH(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
6-month Term SOFR + 3.500%
Floor 0.500%
04/30/2030
|
8.791%
|
|
2,500,659
|
2,516,288
|
Vertiv Group Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 2.500%
03/02/2027
|
7.930%
|
|
1,428,322
|
1,433,149
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
WEC US Holdings Ltd.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
01/27/2031
|
8.079%
|
|
2,963,477
|
2,977,731
|
Total
|
23,014,569
|
|||
Electric 0.3%
|
||||
Calpine Construction Finance Co. LP(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.250%
07/31/2030
|
7.579%
|
|
727,012
|
727,419
|
Calpine Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.000%
12/16/2027
|
7.329%
|
|
717,949
|
719,219
|
1-month Term SOFR + 2.000%
01/13/2031
|
7.338%
|
|
1,350,000
|
1,351,930
|
Carroll County Energy LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.500%
02/13/2026
|
8.902%
|
|
378,162
|
376,838
|
Constellation Renewables LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.500%
Floor 1.000%
12/15/2027
|
8.109%
|
|
2,520,585
|
2,524,089
|
EFS Cogen Holdings I LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 1.000%
10/01/2027
|
9.080%
|
|
1,303,269
|
1,307,687
|
Generation Bridge Northeast LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.500%
08/22/2029
|
8.829%
|
|
1,107,759
|
1,116,987
|
Hamilton Projects Acquiror LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 1.000%
06/17/2027
|
9.930%
|
|
1,966,569
|
1,975,792
|
Hamilton Projects Acquiror LLC(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.500%
05/22/2031
|
9.079%
|
|
1,852,721
|
1,860,836
|
Nautilus Power LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 5.250%
Floor 2.000%
11/16/2026
|
10.814%
|
|
474,876
|
441,436
|
Columbia Strategic Income Fund | 2024
27
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
New Frontera Holdings LLC(b),(c),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 13.000%
Floor 1.000%
07/28/2026
|
18.564%
|
|
217,161
|
275,795
|
2nd Lien Term Loan
|
||||
3-month Term SOFR + 1.500%
Floor 1.000%
07/28/2028
|
7.064%
|
|
75,277
|
56,458
|
Vistra Zero Operating Co. LLC(b),(m),(n)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
04/30/2031
|
8.075%
|
|
1,908,217
|
1,920,620
|
Total
|
14,655,106
|
|||
Environmental 0.1%
|
||||
Covanta Holdings Corp. (b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
11/30/2028
|
7.829%
|
|
2,053,026
|
2,057,194
|
Tranche C Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
11/30/2028
|
7.829%
|
|
156,923
|
157,242
|
EnergySolutions LLC/Envirocare of Utah LLC (b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
09/20/2030
|
9.079%
|
|
2,095,898
|
2,119,477
|
Northstar Group Services(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.750%
Floor 0.500%
05/08/2030
|
10.079%
|
|
1,713,410
|
1,715,551
|
Rockwood Service Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 4.000%
01/23/2027
|
9.444%
|
|
5,066
|
5,091
|
Total
|
6,054,555
|
|||
Finance Companies 0.0%
|
||||
Avolon Borrower 1 LLC(b),(m)
|
||||
Tranche B6 Term Loan
|
||||
1-month Term SOFR + 2.000%
Floor 0.500%
06/22/2028
|
7.321%
|
|
734,730
|
736,706
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Food and Beverage 0.2%
|
||||
Aramark Intermediate HoldCo Corp.(b),(m)
|
||||
Tranche B7 Term Loan
|
||||
1-month Term SOFR + 2.000%
04/06/2028
|
7.329%
|
|
1,500,000
|
1,502,250
|
Tranche B8 Term Loan
|
||||
1-month Term SOFR + 2.000%
06/22/2030
|
7.329%
|
|
992,499
|
995,606
|
Del Monte Foods, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
05/16/2029
|
9.736%
|
|
1,695,494
|
1,316,127
|
Primary Products Finance LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
04/01/2029
|
8.952%
|
|
1,984,622
|
1,984,622
|
Triton Water Holdings, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.500%
03/31/2028
|
8.814%
|
|
2,592,621
|
2,587,617
|
UTZ Quality Foods(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 2.750%
01/20/2028
|
8.069%
|
|
1,560,931
|
1,566,785
|
Total
|
9,953,007
|
|||
Gaming 0.5%
|
||||
Caesars Entertainment, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 2.750%
Floor 0.500%
02/06/2030
|
8.097%
|
|
2,469,940
|
2,475,078
|
Tranche B1 Term Loan
|
||||
3-month Term SOFR + 2.750%
Floor 0.500%
02/06/2031
|
8.097%
|
|
847,368
|
848,690
|
ECL Entertainment LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.000%
08/31/2030
|
9.329%
|
|
1,280,231
|
1,287,169
|
Entain PLC(b),(m),(n)
|
||||
Tranche B3 Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
10/31/2029
|
8.904%
|
|
3,186,526
|
3,191,497
|
28
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Fertitta Entertainment LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
01/27/2029
|
9.071%
|
|
2,863,061
|
2,870,591
|
Flutter Entertainment PLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 2.250%
Floor 0.500%
11/25/2030
|
7.659%
|
|
3,803,017
|
3,815,681
|
HRNI Holdings LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.750%
12/11/2028
|
9.702%
|
|
2,921,685
|
2,914,381
|
Light and Wonder International, Inc.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 2.750%
04/14/2029
|
8.070%
|
|
1,318,468
|
1,323,412
|
Ontario Gaming GTA LP(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
08/01/2030
|
9.559%
|
|
2,693,328
|
2,708,303
|
PCI Gaming Authority(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.500%
05/29/2026
|
7.944%
|
|
1,188,266
|
1,191,534
|
Penn Entertainment, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
05/03/2029
|
8.179%
|
|
2,139,505
|
2,142,993
|
Scientific Games Holdings LP(b),(m),(n)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.500%
04/04/2029
|
8.556%
|
|
3,207,452
|
3,214,733
|
Total
|
27,984,062
|
|||
Health Care 0.4%
|
||||
Agiliti Health, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.000%
05/01/2030
|
8.302%
|
|
705,525
|
704,206
|
Catalent Pharma Solutions, Inc.(b),(m)
|
||||
Tranche B4 Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.500%
02/22/2028
|
8.321%
|
|
1,988,642
|
1,998,585
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CHG Healthcare Services, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
09/29/2028
|
8.694%
|
|
761,264
|
763,327
|
Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC(b),(m)
|
||||
Tranche B 1st Lien Delayed Draw Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
07/06/2029
|
9.659%
|
|
534,512
|
536,960
|
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.500%
07/06/2029
|
9.659%
|
|
1,158,109
|
1,163,414
|
ICON PLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.000%
Floor 0.500%
07/03/2028
|
7.309%
|
|
341,066
|
343,006
|
3-month Term SOFR + 2.000%
Floor 0.500%
07/03/2028
|
7.330%
|
|
84,977
|
85,460
|
Medline Borrower LP(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
10/23/2028
|
8.079%
|
|
4,654,730
|
4,683,822
|
Parexel International, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
11/15/2028
|
8.694%
|
|
2,244,275
|
2,255,968
|
PCI Pharma Packaging(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.750%
11/30/2027
|
8.575%
|
|
394,608
|
395,594
|
Pluto Acquisition I, Inc.(b),(m)
|
||||
Tranche A Term Loan
|
||||
3-month Term SOFR + 5.500%
06/20/2028
|
10.687%
|
|
512,904
|
518,674
|
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.000%
09/20/2028
|
9.328%
|
|
1,907,073
|
1,725,902
|
Select Medical Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.000%
03/06/2027
|
8.329%
|
|
2,405,513
|
2,412,273
|
Star Parent, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
09/27/2030
|
9.309%
|
|
1,542,297
|
1,542,498
|
Columbia Strategic Income Fund | 2024
29
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Surgery Center Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
12/19/2030
|
8.821%
|
|
2,822,336
|
2,834,189
|
Upstream Newco, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
11/20/2026
|
9.841%
|
|
2,480,887
|
2,291,719
|
Total
|
24,255,597
|
|||
Independent Energy 0.0%
|
||||
Parkway Generation LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.750%
Floor 0.750%
02/18/2029
|
10.341%
|
|
2,326,187
|
2,321,535
|
Tranche C Term Loan
|
||||
3-month Term SOFR + 4.750%
Floor 0.750%
02/18/2029
|
10.341%
|
|
309,020
|
308,401
|
Total
|
2,629,936
|
|||
Leisure 0.4%
|
||||
Alterra Mountain Co.(b),(m)
|
||||
Tranche B4 Term Loan
|
||||
1-month Term SOFR + 3.250%
08/17/2028
|
8.579%
|
|
2,613,947
|
2,628,663
|
Tranche B5 Term Loan
|
||||
1-month Term SOFR + 3.500%
05/31/2030
|
8.829%
|
|
427,079
|
430,017
|
Carnival Corp. (b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.750%
08/08/2027
|
8.075%
|
|
1,229,659
|
1,236,422
|
1-month Term SOFR + 2.750%
Floor 0.750%
10/18/2028
|
8.075%
|
|
1,826,937
|
1,839,725
|
Cinemark USA, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.500%
05/24/2030
|
9.052%
|
|
2,884,081
|
2,899,108
|
Crown Finance US, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 1.500%
07/31/2028
|
6.944%
|
|
838,084
|
847,160
|
Formula One Management Ltd.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 2.250%
Floor 0.500%
01/15/2030
|
7.559%
|
|
2,909,923
|
2,924,473
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Life Time, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.000%
Floor 0.500%
01/15/2026
|
9.591%
|
|
1,170,727
|
1,174,871
|
Motion Acquisition Ltd.(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.500%
11/12/2029
|
9.071%
|
|
2,115,413
|
2,117,528
|
NAI Entertainment Holdings LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 1.000%
05/08/2025
|
8.434%
|
|
1,567,700
|
1,559,470
|
UFC Holdings LLC(b),(m)
|
||||
Tranche B3 1st Lien Term Loan
|
||||
3-month Term SOFR + 2.750%
Floor 0.750%
04/29/2026
|
8.336%
|
|
3,109,128
|
3,117,212
|
William Morris Endeavor Entertainment LLC/IMG Worldwide Holdings LLC(b),(m)
|
||||
Tranche B1 1st Lien Term Loan
|
||||
1-month Term SOFR + 2.750%
05/18/2025
|
8.194%
|
|
1,296,136
|
1,298,456
|
Total
|
22,073,105
|
|||
Lodging 0.1%
|
||||
Hilton Grand Vacations Borrower LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
08/02/2028
|
7.829%
|
|
2,953,720
|
2,964,383
|
Playa Resorts Holding BV(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
01/05/2029
|
8.572%
|
|
2,408,290
|
2,419,440
|
Travel + Leisure Co.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
12/14/2029
|
8.671%
|
|
1,570,071
|
1,578,581
|
Total
|
6,962,404
|
|||
Media and Entertainment 0.6%
|
||||
AppLovin Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
10/25/2028
|
7.829%
|
|
2,342,112
|
2,351,879
|
30
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Cengage Learning, Inc.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
6-month Term SOFR + 4.250%
Floor 1.000%
03/24/2031
|
9.538%
|
|
2,876,397
|
2,888,737
|
CMG Media Corp.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 3.500%
12/17/2026
|
8.909%
|
|
1,060,469
|
835,236
|
Creative Artists Agency LLC(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 3.250%
11/27/2028
|
8.579%
|
|
2,907,629
|
2,923,621
|
Cumulus Media Exchange(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 5.000%
05/02/2029
|
10.590%
|
|
1,347,546
|
673,773
|
Dotdash Meredith, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.000%
Floor 0.500%
12/01/2028
|
9.413%
|
|
1,356,149
|
1,357,844
|
E.W. Scripps Co. (The)(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 2.563%
05/01/2026
|
8.006%
|
|
2,890,331
|
2,839,404
|
Emerald X, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 5.000%
05/22/2026
|
10.429%
|
|
1,301,344
|
1,306,549
|
Gray Television, Inc.(b),(m)
|
||||
Tranche E Term Loan
|
||||
3-month Term SOFR + 1.500%
01/02/2026
|
7.928%
|
|
1,645,989
|
1,635,504
|
iHeartCommunications, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
05/01/2026
|
8.444%
|
|
1,108,872
|
871,385
|
Lions Gate Capital Holdings LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.250%
03/24/2025
|
7.679%
|
|
1,068,368
|
1,065,921
|
Nielsen Consumer, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
03/06/2028
|
9.079%
|
|
1,960,792
|
1,919,125
|
Playtika Holding Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 2.750%
03/13/2028
|
8.194%
|
|
3,570,688
|
3,572,759
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Sinclair Television Group, Inc.(b),(m)
|
||||
Tranche B3 Term Loan
|
||||
3-month Term SOFR + 3.000%
04/01/2028
|
8.591%
|
|
1,218,507
|
865,140
|
StubHub Holdco Sub LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.750%
03/15/2030
|
10.079%
|
|
2,162,338
|
2,160,997
|
Univision Communications, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.750%
03/15/2026
|
8.694%
|
|
972,500
|
972,257
|
1-month Term SOFR + 3.250%
Floor 0.750%
01/31/2029
|
8.694%
|
|
1,973,092
|
1,944,738
|
3-month Term SOFR + 4.250%
Floor 0.500%
06/24/2029
|
9.559%
|
|
196,500
|
196,353
|
Total
|
30,381,222
|
|||
Midstream 0.3%
|
||||
AL GCX Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
05/17/2029
|
8.572%
|
|
1,114,478
|
1,117,821
|
CQP Holdco LP(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
12/31/2030
|
8.302%
|
|
3,299,258
|
3,302,689
|
GIP III Stetson I LP/II(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 4.250%
10/31/2028
|
9.679%
|
|
1,175,034
|
1,179,734
|
GIP Pilot Acquisition Partners LP(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.500%
10/04/2030
|
7.827%
|
|
2,515,168
|
2,524,600
|
ITT Holdings LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.500%
10/11/2030
|
8.429%
|
|
1,886,633
|
1,895,595
|
Oryx Midstream Services Permian Basin LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.500%
10/05/2028
|
8.436%
|
|
2,005,496
|
2,016,606
|
Columbia Strategic Income Fund | 2024
31
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Traverse Midstream Partners LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.500%
02/16/2028
|
8.830%
|
|
1,647,889
|
1,655,618
|
Whitewater DBR Holdco LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.750%
03/03/2031
|
8.052%
|
|
1,456,327
|
1,460,580
|
Total
|
15,153,243
|
|||
Oil Field Services 0.0%
|
||||
ChampionX Corp.(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
06/07/2029
|
8.178%
|
|
995,000
|
998,423
|
Goodnight Midstream(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 5.250%
06/04/2029
|
10.593%
|
|
965,777
|
960,948
|
Lealand Finance Co. BV(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.000%
06/30/2027
|
8.444%
|
|
8,649
|
4,325
|
1-month Term SOFR + 1.000%
12/31/2027
|
6.444%
|
|
126,005
|
41,109
|
Total
|
2,004,805
|
|||
Other Financial Institutions 0.2%
|
||||
19th Holdings Golf LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
02/07/2029
|
8.673%
|
|
1,093,430
|
1,086,137
|
Alter Domus(b),(m),(n)
|
||||
Delayed Draw Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
05/14/2031
|
8.821%
|
|
20,988
|
21,041
|
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
05/14/2031
|
8.822%
|
|
283,798
|
284,508
|
Citco Funding LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
6-month Term SOFR + 3.250%
Floor 0.500%
04/27/2028
|
8.422%
|
|
818,383
|
820,175
|
FinCo I LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.000%
06/27/2029
|
8.330%
|
|
936,399
|
940,041
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Freeport LNG Investments LLLP(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
12/21/2028
|
9.086%
|
|
2,941,178
|
2,938,325
|
IGT Holding IV AB/IFS(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
3-month Term SOFR + 3.400%
Floor 0.500%
03/31/2028
|
8.972%
|
|
2,803,197
|
2,817,213
|
Trans Union LLC(b),(m)
|
||||
Tranche B7 Term Loan
|
||||
1-month Term SOFR + 2.000%
Floor 0.500%
12/01/2028
|
7.329%
|
|
923,517
|
926,352
|
Total
|
9,833,792
|
|||
Other Industry 0.1%
|
||||
Artera Services LLC(b),(m),(n)
|
||||
Tranche C 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.500%
02/15/2031
|
9.809%
|
|
1,052,070
|
1,059,739
|
Brand Industrial Services, Inc.(b),(m)
|
||||
Tranche C Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 0.500%
08/01/2030
|
9.827%
|
|
143,542
|
144,290
|
Hillman Group, Inc. (The)(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.250%
Floor 0.500%
07/14/2028
|
7.575%
|
|
1,581,698
|
1,583,929
|
WireCo WorldGroup, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.750%
11/13/2028
|
9.075%
|
|
1,142,970
|
1,141,541
|
Total
|
3,929,499
|
|||
Packaging 0.2%
|
||||
Anchor Packaging LLC(b),(m),(n)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
07/18/2029
|
9.079%
|
|
1,640,587
|
1,646,444
|
Charter Next Generation, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
12/01/2027
|
8.829%
|
|
3,627,993
|
3,643,231
|
Clydesdale Acquisition Holdings, Inc.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
1-month Term SOFR + 3.675%
Floor 0.500%
04/13/2029
|
9.104%
|
|
1,963,403
|
1,973,220
|
32
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Flint Group Packaging Inks North America Holdings LLC(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 0.100%
12/30/2027
|
5.688%
|
|
658,809
|
558,887
|
Tranche B 2nd Lien Term Loan
|
||||
3-month Term SOFR + 0.100%
12/30/2027
|
5.688%
|
|
878,557
|
136,730
|
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.250%
12/31/2026
|
9.838%
|
|
1,273,839
|
1,203,778
|
Mauser Packaging Solutions Holding Co.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
08/14/2026
|
8.813%
|
|
773,853
|
775,896
|
Pactiv Evergreen, Inc.(b),(m)
|
||||
Tranche B3 Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
09/24/2028
|
8.680%
|
|
2,141,238
|
2,144,685
|
Tosca Services LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.750%
08/18/2027
|
9.091%
|
|
967,500
|
860,040
|
Total
|
12,942,911
|
|||
Pharmaceuticals 0.1%
|
||||
Elanco Animal Health, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 1.750%
08/01/2027
|
7.163%
|
|
1,125,033
|
1,123,379
|
Jazz Pharmaceuticals PLC(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.000%
Floor 0.500%
05/05/2028
|
8.444%
|
|
2,404,202
|
2,422,618
|
Total
|
3,545,997
|
|||
Property & Casualty 0.3%
|
||||
AssuredPartners, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
02/14/2031
|
8.829%
|
|
1,759,920
|
1,772,979
|
Asurion LLC(b),(m)
|
||||
Tranche B8 Term Loan
|
||||
1-month Term SOFR + 3.250%
12/23/2026
|
8.694%
|
|
815,273
|
809,158
|
Broadstreet Partners, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.750%
01/27/2029
|
9.079%
|
|
2,244,375
|
2,248,595
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Broadstreet Partners, Inc.(b),(m),(n)
|
||||
Tranche B4 Term Loan
|
||||
3-month Term SOFR + 3.250%
05/09/2031
|
8.571%
|
|
79,687
|
80,022
|
Hub International Ltd.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.250%
Floor 0.750%
06/20/2030
|
8.575%
|
|
2,665,848
|
2,682,723
|
Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub Ltd.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
02/24/2028
|
9.079%
|
|
2,685,962
|
2,698,398
|
Truist Insurance Holdings LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
3-month Term SOFR + 3.250%
05/06/2031
|
8.586%
|
|
2,166,826
|
2,179,588
|
USI, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.250%
09/27/2030
|
8.552%
|
|
1,086,380
|
1,087,934
|
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.000%
11/22/2029
|
8.302%
|
|
1,677,709
|
1,680,041
|
Total
|
15,239,438
|
|||
Restaurants 0.2%
|
||||
1011778 BC ULC(b),(m)
|
||||
Tranche B5 Term Loan
|
||||
1-month Term SOFR + 2.250%
09/20/2030
|
7.578%
|
|
1,993,522
|
1,994,279
|
Dave & Buster’s, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.250%
06/29/2029
|
8.625%
|
|
1,464,062
|
1,471,177
|
IRB Holding Corp.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.750%
12/15/2027
|
8.179%
|
|
3,051,312
|
3,061,931
|
Whatabrands LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
08/03/2028
|
8.079%
|
|
3,155,995
|
3,159,277
|
Total
|
9,686,664
|
Columbia Strategic Income Fund | 2024
33
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Retailers 0.2%
|
||||
CWGS Group LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.750%
06/03/2028
|
7.936%
|
|
1,247,429
|
1,215,819
|
Great Outdoors Group LLC(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
03/06/2028
|
9.194%
|
|
3,775,510
|
3,777,285
|
Harbor Freight Tools USA, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
10/19/2027
|
8.194%
|
|
1,925,537
|
1,925,382
|
PetSmart LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
02/11/2028
|
9.179%
|
|
1,920,329
|
1,911,765
|
Restoration Hardware, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
10/20/2028
|
7.944%
|
|
500,000
|
487,430
|
1-month Term SOFR + 3.250%
Floor 0.500%
10/20/2028
|
8.679%
|
|
987,469
|
967,305
|
Total
|
10,284,986
|
|||
Technology 2.1%
|
||||
Adeia, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.500%
06/08/2028
|
8.930%
|
|
2,829,200
|
2,830,388
|
Ascend Learning LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
12/11/2028
|
8.929%
|
|
2,871,496
|
2,867,017
|
2nd Lien Term Loan
|
||||
1-month Term SOFR + 5.750%
Floor 0.500%
12/10/2029
|
11.179%
|
|
1,753,172
|
1,718,985
|
athenahealth Group, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
02/15/2029
|
8.579%
|
|
3,363,943
|
3,354,591
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Atlas CC Acquisition Corp.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.750%
05/25/2028
|
9.859%
|
|
1,689,884
|
1,443,583
|
Tranche C 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.750%
05/25/2028
|
9.859%
|
|
343,705
|
293,610
|
Avaya, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 1.500%
Floor 1.000%
08/01/2028
|
6.828%
|
|
1,329,615
|
1,109,750
|
Barracuda Parent LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
6-month Term SOFR + 4.500%
Floor 0.500%
08/15/2029
|
9.814%
|
|
2,732,352
|
2,734,756
|
Boost Newco Borrower LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
01/31/2031
|
8.309%
|
|
2,381,947
|
2,388,235
|
Camelot US Acquisition LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
01/31/2031
|
8.079%
|
|
2,856,590
|
2,857,304
|
Central Parent LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.250%
07/06/2029
|
8.577%
|
|
3,856,716
|
3,886,297
|
Cloud Software Group, Inc.(b),(m)
|
||||
Tranche A 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.500%
09/29/2028
|
9.909%
|
|
1,643,883
|
1,646,152
|
Tranche B 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 0.500%
03/30/2029
|
9.909%
|
|
2,010,126
|
2,016,819
|
Cloudera, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
10/08/2028
|
9.179%
|
|
2,404,417
|
2,396,410
|
Coherent Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
07/02/2029
|
7.829%
|
|
1,778,153
|
1,785,266
|
34
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
CoreLogic, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
06/02/2028
|
8.944%
|
|
1,942,651
|
1,913,511
|
Cotiviti, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
05/01/2031
|
8.563%
|
|
2,691,392
|
2,699,816
|
DCert Buyer, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 4.000%
10/16/2026
|
9.329%
|
|
3,035,059
|
3,018,214
|
Dun & Bradstreet Corp. (The)(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 2.750%
01/18/2029
|
8.075%
|
|
2,882,483
|
2,890,093
|
Ellucian Holdings, Inc.(b),(m)
|
||||
Tranche B1 1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
10/09/2029
|
8.929%
|
|
2,867,026
|
2,882,393
|
Endurance International Group Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.750%
02/10/2028
|
8.935%
|
|
2,086,074
|
1,947,225
|
Everi Holdings, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.500%
Floor 0.500%
08/03/2028
|
7.944%
|
|
1,826,739
|
1,830,282
|
Gen Digital, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.000%
Floor 0.500%
09/12/2029
|
7.429%
|
|
1,975,733
|
1,976,721
|
Genesys Cloud Services Holdings I LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
12/01/2027
|
9.194%
|
|
259,518
|
261,628
|
GoTo Group, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 4.750%
04/30/2028
|
10.173%
|
|
1,315,947
|
1,233,701
|
1-month Term SOFR + 4.750%
04/30/2028
|
10.173%
|
|
1,054,650
|
642,018
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Greeneden US Holdings I LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.750%
12/01/2027
|
8.829%
|
|
122,993
|
123,806
|
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.750%
07/18/2030
|
9.077%
|
|
1,782,135
|
1,786,038
|
Idemia Group SAS(b),(m)
|
||||
Tranche B5 Term Loan
|
||||
3-month Term SOFR + 4.250%
Floor 0.750%
09/30/2028
|
9.559%
|
|
2,749,713
|
2,760,024
|
Idera, Inc.(b),(m)
|
||||
Tranche B1 1st Lien Term Loan
|
||||
3-month Term SOFR + 3.750%
Floor 0.750%
03/02/2028
|
9.227%
|
|
2,693,402
|
2,697,523
|
Informatica LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
10/27/2028
|
8.194%
|
|
2,229,521
|
2,237,881
|
Ingram Micro, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
06/30/2028
|
8.571%
|
|
2,811,813
|
2,825,872
|
ION Trading Finance Ltd.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.750%
04/01/2028
|
10.152%
|
|
758,324
|
758,324
|
Loyalty Ventures, Inc.(c),(m),(o)
|
||||
Tranche B Term Loan
|
||||
11/03/2027
|
14.000%
|
|
1,604,304
|
12,032
|
Lummus Technology Holdings V LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 3.500%
12/31/2029
|
8.944%
|
|
2,734,333
|
2,749,481
|
McAfee Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
03/01/2029
|
9.163%
|
|
3,256,487
|
3,254,858
|
Mitchell International, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.500%
10/15/2028
|
9.194%
|
|
2,629,157
|
2,632,996
|
Columbia Strategic Income Fund | 2024
35
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Mitnick Corporate Purchaser, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.500%
Floor 0.500%
05/02/2029
|
9.930%
|
|
780,200
|
756,014
|
Natel Engineering Co., Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 6.250%
Floor 1.000%
04/30/2026
|
11.694%
|
|
2,426,312
|
2,116,958
|
Neptune BidCo US, Inc.(b),(m)
|
||||
Tranche A 1st Lien Term Loan
|
||||
3-month Term SOFR + 4.750%
10/11/2028
|
10.156%
|
|
929,558
|
887,068
|
Nielsen Consumer, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 6.250%
Floor 0.500%
03/06/2028
|
11.579%
|
|
804,065
|
803,309
|
Open Text Corp.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.250%
01/31/2030
|
7.579%
|
|
1,967,321
|
1,979,735
|
Peraton Corp.(b),(m)
|
||||
Tranche B 1st Lien Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
02/01/2028
|
9.179%
|
|
3,071,070
|
3,072,145
|
Tranche B1 2nd Lien Term Loan
|
||||
3-month Term SOFR + 7.750%
Floor 0.750%
02/01/2029
|
13.177%
|
|
995,348
|
1,000,116
|
Presidio Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 3.500%
01/22/2027
|
8.929%
|
|
2,434,013
|
2,435,035
|
Presidio Holdings, Inc.(b),(m),(n)
|
||||
Tranche B Berm Loan
|
||||
3-month Term SOFR + 3.750%
05/09/2031
|
9.063%
|
|
1,896,700
|
1,901,442
|
Project Boost Purchaser LLC(b),(m)
|
||||
Tranche 2 1st Lien Term Loan
|
||||
3-month Term SOFR + 3.500%
Floor 0.500%
05/30/2026
|
8.968%
|
|
1,849,367
|
1,855,433
|
Proofpoint, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
Floor 0.500%
08/31/2028
|
8.680%
|
|
3,002,321
|
3,009,077
|
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Rackspace Finance, LLC(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.750%
05/15/2028
|
8.186%
|
|
841,896
|
375,174
|
Riverbed Technology LLC(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 2.500%
07/01/2028
|
7.809%
|
|
676,708
|
402,641
|
Sabre GLBL, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
1-month Term SOFR + 4.250%
Floor 0.500%
06/30/2028
|
9.679%
|
|
209,158
|
189,811
|
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
12/17/2027
|
8.944%
|
|
621,744
|
561,124
|
Tranche B2 Term Loan
|
||||
1-month Term SOFR + 3.500%
Floor 0.500%
12/17/2027
|
8.944%
|
|
974,056
|
879,085
|
Sovos Compliance LLC(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 4.500%
Floor 0.500%
08/11/2028
|
9.944%
|
|
2,759,542
|
2,724,358
|
SS&C Technologies Holdings, Inc.(b),(m)
|
||||
Tranche B8 Term Loan
|
||||
3-month Term SOFR + 2.000%
05/09/2031
|
7.320%
|
|
1,136,232
|
1,140,538
|
Tempo Acquisition LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.750%
Floor 0.500%
08/31/2028
|
8.079%
|
|
2,590,730
|
2,596,741
|
UKG, Inc.(b),(m)
|
||||
1st Lien Term Loan
|
||||
1-month Term SOFR + 3.500%
02/10/2031
|
8.820%
|
|
2,080,737
|
2,095,552
|
Ultra Clean Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.500%
02/25/2028
|
8.829%
|
|
1,600,561
|
1,610,565
|
Virtusa Corp.(b),(m)
|
||||
Tranche B1 Term Loan
|
||||
1-month Term SOFR + 3.750%
Floor 0.750%
02/15/2029
|
9.179%
|
|
1,687,130
|
1,693,035
|
36
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Senior Loans (continued)
|
||||
Borrower
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
VS Buyer LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 3.250%
04/12/2031
|
8.571%
|
|
397,501
|
399,986
|
Total
|
110,948,542
|
|||
Transportation Services 0.1%
|
||||
Brown Group Holding LLC(b),(m)
|
||||
Tranche B2 Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
07/02/2029
|
8.330%
|
|
2,027,920
|
2,034,836
|
First Student Bidco, Inc.(b),(m),(n)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
07/21/2028
|
8.564%
|
|
1,658,214
|
1,660,933
|
Tranche C Term Loan
|
||||
3-month Term SOFR + 3.000%
Floor 0.500%
07/21/2028
|
8.564%
|
|
503,708
|
504,534
|
First Student Bidco, Inc.(b),(m)
|
||||
Tranche B Term Loan
|
||||
3-month Term SOFR + 4.000%
Floor 0.500%
07/21/2028
|
9.402%
|
|
747,940
|
749,032
|
Total
|
4,949,335
|
|||
Wireless 0.1%
|
||||
Altice France SA(b),(m)
|
||||
Tranche B14 Term Loan
|
||||
3-month Term SOFR + 5.500%
08/15/2028
|
10.829%
|
|
1,884,725
|
1,413,544
|
Crown Subsea Communications Holdings, Inc.(b),(m)
|
||||
Term Loan
|
||||
3-month Term SOFR + 4.750%
Floor 0.750%
01/30/2031
|
10.080%
|
|
2,471,768
|
2,492,358
|
SBA Senior Finance II LLC(b),(m)
|
||||
Term Loan
|
||||
1-month Term SOFR + 2.000%
01/25/2031
|
7.330%
|
|
1,400,939
|
1,406,290
|
Total
|
5,312,192
|
|||
Total Senior Loans
(Cost $514,969,724)
|
510,330,144
|
|||
|
Treasury Bills(g) 0.1%
|
||||
Issuer
|
Yield
|
|
Principal
Amount ($)
|
Value ($)
|
Egypt 0.1%
|
||||
Egypt Treasury Bills
|
||||
02/25/2025
|
25.880%
|
EGP
|
306,075,000
|
5,434,563
|
Total Treasury Bills
(Cost $5,450,337)
|
5,434,563
|
|||
|
||||
U.S. Government & Agency Obligations 0.1%
|
||||
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
Federal Farm Credit Banks Funding Corp.
|
||||
10/20/2026
|
1.140%
|
|
2,000,000
|
1,827,027
|
11/30/2026
|
1.540%
|
|
2,500,000
|
2,295,336
|
Total U.S. Government & Agency Obligations
(Cost $4,500,000)
|
4,122,363
|
|||
|
||||
U.S. Treasury Obligations 0.2%
|
||||
|
|
|
|
|
U.S. Treasury
|
||||
03/31/2028
|
1.250%
|
|
6,250,000
|
5,524,414
|
07/31/2028
|
1.000%
|
|
6,250,000
|
5,415,527
|
Total U.S. Treasury Obligations
(Cost $10,999,079)
|
10,939,941
|
Call Option Contracts Purchased 0.1%
|
||||
|
|
|
|
Value ($)
|
(Cost $12,521,650)
|
6,914,879
|
|||
|
||||
Put Option Contracts Purchased 0.1%
|
||||
|
|
|
|
|
(Cost $6,165,060)
|
3,759,235
|
Money Market Funds 7.5%
|
||
|
Shares
|
Value ($)
|
Columbia Short-Term Cash Fund, 5.547%(p),(q)
|
404,378,520
|
404,297,644
|
Total Money Market Funds
(Cost $404,210,543)
|
404,297,644
|
|
Total Investments in Securities
(Cost: $6,221,478,347)
|
5,990,402,968
|
|
Other Assets & Liabilities, Net
|
|
(581,742,831
)
|
Net Assets
|
5,408,660,137
|
At May 31, 2024, securities and/or cash totaling $32,830,347 were pledged as collateral.
Columbia Strategic Income Fund | 2024
37
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Investments in derivatives
Forward foreign currency exchange contracts
|
|||||
Currency to
be sold
|
Currency to
be purchased
|
Counterparty
|
Settlement
date
|
Unrealized
appreciation ($)
|
Unrealized
depreciation ($)
|
29,722,000 EUR
|
31,742,799 USD
|
Citi
|
06/07/2024
|
—
|
(511,456
)
|
260,570,000 ZAR
|
13,528,373 USD
|
HSBC
|
06/07/2024
|
—
|
(339,271
)
|
Total
|
|
|
|
—
|
(850,727
)
|
Long futures contracts
|
||||||
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
U.S. Treasury 10-Year Note
|
94
|
09/2024
|
USD
|
10,226,906
|
—
|
(24,661
)
|
U.S. Treasury 2-Year Note
|
3,494
|
09/2024
|
USD
|
711,738,722
|
73,786
|
—
|
U.S. Treasury 5-Year Note
|
3,677
|
09/2024
|
USD
|
389,015,109
|
—
|
(329,560
)
|
Total
|
|
|
|
|
73,786
|
(354,221
)
|
Short futures contracts
|
||||||
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
Euro-Bund
|
(2,180)
|
09/2024
|
EUR
|
(283,356,400
)
|
—
|
(251,798
)
|
U.S. Long Bond
|
(2,030)
|
09/2024
|
USD
|
(235,606,875
)
|
1,818,673
|
—
|
U.S. Treasury Ultra Bond
|
(533)
|
09/2024
|
USD
|
(65,259,188
)
|
821,336
|
—
|
Total
|
|
|
|
|
2,640,009
|
(251,798
)
|
Call option contracts purchased
|
||||||||
Description
|
Counterparty
|
Trading
currency
|
Notional
amount
|
Number of
contracts
|
Exercise
price/Rate
|
Expiration
date
|
Cost ($)
|
Value ($)
|
10-Year OTC interest rate swap with Citi to receive
exercise rate and pay SOFR
|
Citi
|
USD
|
100,000,000
|
100,000,000
|
3.80
|
04/10/2025
|
3,070,000
|
2,029,250
|
10-Year OTC interest rate swap with Morgan
Stanley to receive exercise rate and pay SOFR
|
Morgan Stanley
|
USD
|
150,000,000
|
150,000,000
|
3.75
|
11/29/2024
|
4,755,000
|
1,682,430
|
5-Year OTC interest rate swap with Citi to receive
exercise rate and pay SOFR
|
Citi
|
USD
|
89,000,000
|
89,000,000
|
3.80
|
09/20/2024
|
1,143,650
|
341,351
|
5-Year OTC interest rate swap with Morgan Stanley
to receive exercise rate and pay SOFR
|
Morgan Stanley
|
USD
|
170,000,000
|
170,000,000
|
4.00
|
05/07/2025
|
3,553,000
|
2,861,848
|
Total
|
|
|
|
|
|
|
12,521,650
|
6,914,879
|
Put option contracts purchased
|
||||||||
Description
|
Counterparty
|
Trading
currency
|
Notional
amount
|
Number of
contracts
|
Exercise
price/Rate
|
Expiration
date
|
Cost ($)
|
Value ($)
|
10-Year OTC interest rate swap with
Goldman Sachs International to
receive SOFR and pay exercise rate
|
Goldman Sachs International
|
USD
|
145,552,658
|
145,552,658
|
4.50
|
07/26/2024
|
1,357,279
|
392,687
|
10-Year OTC interest rate swap with
Goldman Sachs International to
receive SOFR and pay exercise rate
|
Goldman Sachs International
|
USD
|
100,000,000
|
100,000,000
|
4.50
|
04/16/2025
|
2,355,000
|
1,555,970
|
5-Year OTC interest rate swap with Citi
to receive SOFR and pay exercise
rate
|
Citi
|
USD
|
100,000,000
|
100,000,000
|
4.50
|
10/07/2024
|
518,300
|
537,690
|
5-Year OTC interest rate swap with
Morgan Stanley to receive SOFR
and pay exercise rate
|
Morgan Stanley
|
USD
|
227,586,000
|
227,586,000
|
4.50
|
10/15/2024
|
1,934,481
|
1,272,888
|
Total
|
|
|
|
|
|
|
6,165,060
|
3,759,235
|
38
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Cleared interest rate swap contracts
|
|||||||||||
Fund receives
|
Fund pays
|
Payment
frequency
|
Counterparty
|
Maturity
date
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
Fixed rate of
6.230%
|
28-Day MXN
TIIE-Banxico
|
Receives Monthly, Pays Monthly
|
Morgan Stanley
|
01/09/2026
|
MXN
|
580,000,000
|
(2,158,793
)
|
—
|
—
|
—
|
(2,158,793
)
|
Fixed rate of
5.985%
|
28-Day MXN
TIIE-Banxico
|
Receives Monthly, Pays Monthly
|
Morgan Stanley
|
01/21/2026
|
MXN
|
211,000,000
|
(871,120
)
|
—
|
—
|
—
|
(871,120
)
|
SOFR plus
0.262%
|
Fixed rate of
1.781%
|
Receives Quarterly, Pays SemiAnnually
|
Morgan Stanley
|
08/09/2049
|
USD
|
53,500,000
|
20,688,625
|
—
|
—
|
20,688,625
|
—
|
Total
|
|
|
|
|
|
|
17,658,712
|
—
|
—
|
20,688,625
|
(3,029,913
)
|
Credit default swap contracts - buy protection
|
||||||||||||
Reference
entity
|
Counterparty
|
Maturity
date
|
Pay
fixed
rate
(%)
|
Payment
frequency
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
Markit CMBX North America
Index, Series 11 BBB-
|
Citi
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
13,000,000
|
1,692,204
|
(7,583
)
|
3,183,451
|
—
|
—
|
(1,498,830
)
|
Markit CMBX North America
Index, Series 12 BBB-
|
Citi
|
08/17/2061
|
3.000
|
Monthly
|
USD
|
11,100,000
|
2,139,012
|
(6,475
)
|
2,954,532
|
—
|
—
|
(821,995
)
|
Markit CMBX North America
Index, Series 11 BBB-
|
Goldman Sachs International
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
4,400,000
|
572,747
|
(2,567
)
|
646,211
|
—
|
—
|
(76,031
)
|
Markit CMBX North America
Index, Series 11 BBB-
|
JPMorgan
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
4,400,000
|
572,747
|
(2,567
)
|
142,869
|
—
|
427,311
|
—
|
Markit CMBX North America
Index, Series 16 BBB-
|
Morgan Stanley
|
04/17/2065
|
3.000
|
Monthly
|
USD
|
11,150,000
|
1,667,781
|
(6,504
)
|
2,542,103
|
—
|
—
|
(880,826
)
|
Total
|
|
|
|
|
|
|
6,644,491
|
(25,696
)
|
9,469,166
|
—
|
427,311
|
(3,277,682
)
|
Cleared credit default swap contracts - buy protection
|
|||||||||||
Reference
entity
|
Counterparty
|
Maturity
date
|
Pay
fixed
rate
(%)
|
Payment
frequency
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
Markit CDX North America High Yield
Index, Series 42
|
Morgan Stanley
|
06/20/2029
|
5.000
|
Quarterly
|
USD
|
126,433,638
|
(912,778
)
|
—
|
—
|
—
|
(912,778
)
|
Credit default swap contracts - sell protection
|
|||||||||||||
Reference
entity
|
Counterparty
|
Maturity
date
|
Receive
fixed
rate
(%)
|
Payment
frequency
|
Implied
credit
spread
(%)*
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
Markit CMBX North
America Index,
Series 10 BBB-
|
Citi
|
11/17/2059
|
3.000
|
Monthly
|
13.196
|
USD
|
18,000,000
|
(3,502,861
)
|
10,500
|
—
|
(2,071,892
)
|
—
|
(1,420,469
)
|
Markit CMBX North
America Index,
Series 10 BBB-
|
JPMorgan
|
11/17/2059
|
3.000
|
Monthly
|
13.196
|
USD
|
9,500,000
|
(1,848,733
)
|
5,542
|
—
|
(1,973,693
)
|
130,502
|
—
|
Markit CMBX North
America Index,
Series 10 BBB-
|
JPMorgan
|
11/17/2059
|
3.000
|
Monthly
|
13.196
|
USD
|
9,500,000
|
(1,848,732
)
|
5,542
|
—
|
(1,528,889
)
|
—
|
(314,301
)
|
Columbia Strategic Income Fund | 2024
39
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Credit default swap contracts - sell protection (continued)
|
|||||||||||||
Reference
entity
|
Counterparty
|
Maturity
date
|
Receive
fixed
rate
(%)
|
Payment
frequency
|
Implied
credit
spread
(%)*
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
Markit CMBX North
America Index,
Series 10 BBB-
|
Morgan Stanley
|
11/17/2059
|
3.000
|
Monthly
|
13.196
|
USD
|
8,000,000
|
(1,556,827
)
|
4,667
|
—
|
(1,504,212
)
|
—
|
(47,948
)
|
Markit CMBX North
America Index,
Series 8 BBB-
|
Morgan Stanley
|
10/17/2057
|
3.000
|
Monthly
|
34.387
|
USD
|
5,000,000
|
(508,291
)
|
2,917
|
—
|
(986,711
)
|
481,337
|
—
|
Total
|
|
|
|
|
|
|
|
(9,265,444
)
|
29,168
|
—
|
(8,065,397
)
|
611,839
|
(1,782,718
)
|
* Implied credit spreads, represented in absolute terms, utilized in determining the
market value of credit default swap agreements on corporate or sovereign issues as
of period end serve as an indicator of the current status of the payment/performance risk and represent
the likelihood or risk of default for the credit derivative. The implied credit spread
of a particular referenced entity reflects the cost of buying/selling protection and may
include upfront payments required to be made to enter into the agreement. Wider credit
spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
Reference index and values for swap contracts as of period end
|
||
Reference index
|
|
Reference rate
|
28-Day MXN TIIE-Banxico
|
Interbank Equilibrium Interest Rate
|
11.247%
|
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 May 31, 2024, the total value of these securities amounted
to $2,394,303,551, which represents 44.27% of total net assets.
|
(b)
|
Variable rate security. The interest rate shown was the current rate as of May 31,
2024.
|
(c)
|
Valuation based on significant unobservable inputs.
|
(d)
|
Represents fair value as determined in good faith under procedures approved by the
Board of Trustees. At May 31, 2024, the total value of these securities amounted to
$79,189,312, which represents 1.46% of total net assets.
|
(e)
|
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 May 31, 2024.
|
(f)
|
Non-income producing investment.
|
(g)
|
Principal amounts are denominated in United States Dollars unless otherwise noted.
|
(h)
|
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 May 31, 2024.
|
(i)
|
Payment-in-kind security. Interest can be paid by issuing additional par of the security
or in cash.
|
(j)
|
Represents a security purchased on a when-issued basis.
|
(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 May 31,
2024 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 rate shown is the seven-day current annualized yield at May 31, 2024.
|
40
Columbia Strategic Income Fund | 2024
Portfolio of Investments (continued)
Columbia Strategic Income Fund, May 31, 2024 (Unaudited)
Notes to Portfolio of Investments (continued)
(q)
|
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
May 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, 5.547%
|
||||||||
|
284,775,725
|
1,506,210,550
|
(1,386,700,204
)
|
11,573
|
404,297,644
|
17,750
|
14,416,397
|
404,378,520
|
Abbreviation Legend
CMO
|
Collateralized Mortgage Obligation
|
SOFR
|
Secured Overnight Financing Rate
|
STRIPS
|
Separate Trading of Registered Interest and Principal Securities
|
TBA
|
To Be Announced
|
Currency Legend
EGP
|
Egyptian Pound
|
EUR
|
Euro
|
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 | 2024
41