0001145549-21-075445.txt : 20211223 0001145549-21-075445.hdr.sgml : 20211223 20211223083709 ACCESSION NUMBER: 0001145549-21-075445 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211031 FILED AS OF DATE: 20211223 PERIOD START: 20220131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST CENTRAL INDEX KEY: 0001097519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 211514938 BUSINESS ADDRESS: STREET 1: 290 CONGRESS STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 800-345-6611 MAIL ADDRESS: STREET 1: 290 CONGRESS STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: NATIONS FUNDS TRUST DATE OF NAME CHANGE: 19991022 0001097519 S000010774 Columbia Capital Allocation Moderate Aggressive Portfolio C000029775 Columbia Capital Allocation Moderate Aggressive Portfolio Class A NBIAX C000029777 Columbia Capital Allocation Moderate Aggressive Portfolio Class C NBICX C000029778 Columbia Capital Allocation Moderate Aggressive Portfolio Class R CLBRX C000029779 Columbia Capital Allocation Moderate Aggressive Portfolio Institutional Class NBGPX C000097719 Columbia Capital Allocation Moderate Aggressive Portfolio Class V CGGTX C000122566 Columbia Capital Allocation Moderate Aggressive Portfolio Advisor Class CGBRX C000122567 Columbia Capital Allocation Moderate Aggressive Portfolio Institutional 2 Class CLHRX C000129843 Columbia Capital Allocation Moderate Aggressive Portfolio Institutional 3 Class CPHNX NPORT-P 1 primary_doc.xml NPORT-P false 0001097519 XXXXXXXX S000010774 C000122566 C000029775 C000029777 C000029778 C000097719 C000029779 C000122567 C000129843 Columbia Funds Series Trust 811-09645 0001097519 549300712V4UL3XCAB43 290 Congress Street Boston 02110 800-345-6611 Columbia Capital Allocation Moderate Aggressive Portfolio S000010774 5493006ZM3HCEUXEB183 2022-01-31 2021-10-31 N 2137189692.170000000000 1462226.180000000000 2135727465.990000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 896.300000000000 JPY USD N Columbia Overseas Core Fund 5493000YLVICZU8NME71 COLUMBIA OVERSEAS CORE-INST3 19766J250 21874263.711000000000 NS USD 252647745.860000000000 11.8295873366 Long EC RF US N 1 N N N COLUMBIA US GOVERNMENT MORTGAGE TJ30X3X4Z9WHP6KG4C22 Columbia Quality Income Fund 19766J581 6162202.243000000000 NS USD 136924133.840000000000 6.4111238920 Long EC RF US N 1 N N N Columbia Select Small Cap Value Fund FWJUEONBPD2EVWSB3B02 Columbia Select Smaller-Cap Value Fund 19766J599 1454917.597000000000 NS USD 40417610.840000000000 1.8924517048 Long EC RF US N 1 N N N COLUMBIA TRUST CONTRARIAN CORE FD XDPT7NN16OBIUU173D53 Columbia Contrarian Core Fund 19766M709 6648341.465000000000 NS USD 250509506.400000000000 11.7294697188 Long EC RF US N 1 N N N COLUMBIA EMERGING MARKETS FUND E8K1I56V7B5RA80S0N70 Columbia Emerging Markets Fund 19766M824 4242657.802000000000 NS USD 79549833.790000000000 3.7247183949 Long EC RF US N 1 N N N Columbia Corporate Income Fund DERHCGZF5QUGBK32WQ53 Columbia Corporate Income Fund 19766M873 15299439.594000000000 NS USD 166916885.970000000000 7.8154581344 Long EC RF US N 1 N N N Columbia Select Large Cap Equity Fund LD2SHDA1UFIY87I2N629 Columbia Select Large Cap Equity Fund 19766P694 12714189.389000000000 NS USD 254538071.570000000000 11.9180970242 Long EC RF US N 1 N N N Columbia US Treasury Index Fund Z3NLJ4CB2CLTOYV0LQ23 Columbia US Treasury Index Fund 19767A381 5426608.206000000000 NS USD 63111453.440000000000 2.9550330950 Long EC RF US N 1 N N N JPMorgan ZBUT11V806EZRVTWT807 S&P500 EMINI DEC 21 000000000 -13.000000000000 NC USD -74002.240000000000 -0.0034649664 N/A DE CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short S&P500 EMINI DEC 21 S&P500 EMINI DEC 21 2021-12-17 -2914047.760000000000 USD -74002.240000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 MSCI EMER MKT INDEX (ICE) DEC 21 000000000 558.000000000000 NC USD -1177714.800000000000 -0.0551434965 N/A DE CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long MSCI EMER MKT INDEX (ICE) DEC 21 MSCI EMER MKT INDEX (ICE) DEC 21 2021-12-17 36387514.800000000000 USD -1177714.800000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 YEN DENOM NIKKEI 225 (CME) DEC 21 000000000 254.000000000000 NC 642811.610000000000 0.0300980167 N/A DE CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long YEN DENOM NIKKEI 225 (CME) DEC 21 YEN DENOM NIKKEI 225 (CME) DEC 21 2021-12-10 3608822348.000000000000 JPY 642811.610000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 RUSSELL 2000 EMINI CME DEC 21 000000000 51.000000000000 NC USD 125843.520000000000 0.0058923024 N/A DE CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long RUSSELL 2000 EMINI CME DEC 21 RUSSELL 2000 EMINI CME DEC 21 2021-12-17 5727171.480000000000 USD 125843.520000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 US 10YR NOTE DEC 21 000000000 466.000000000000 NC USD -1167955.840000000000 -0.0546865580 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long US 10YR NOTE DEC 21 US 10YR NOTE DEC 21 2021-12-21 62075612.090000000000 USD -1167955.840000000000 N N N COLUMBIA BOND FUND JJHVHNOOET6CTZ44XB48 Columbia Bond Fund 19765Y274 2973327.159000000000 NS USD 104869248.900000000000 4.9102355319 Long EC RF US N 1 N N N COLUMBIA SMALL CAP GROWTH CL I2 Y7B5XOOPBFPOK43D2Y03 Columbia Small Cap Growth Fund I 19765Y340 1140827.808000000000 NS USD 41423457.710000000000 1.9395479231 Long EC RF US N 1 N N N COLUMBIA LARGE CAP GROWTH FUND KG8XSD65WNAI0QHT2D47 Columbia Large Cap Growth Fund 19765Y365 3330596.728000000000 NS USD 232109285.970000000000 10.8679262531 Long EC RF US N 1 N N N Columbia High Yield Muncipal Fund D0A8CA0QT3K0EUQM7B46 Columbia High Yield Bond Fund 19766C495 14879992.383000000000 NS USD 179155108.290000000000 8.3884817301 Long EC RF US N 1 N N N Columbia Large Cap Value Fund GBD4E5863JX2QJ01SX72 Columbia Large Cap Value Fund 19766C586 15288086.672000000000 NS USD 270752014.960000000000 12.6772736349 Long EC RF US N 1 N N N COLUMBIA SHORT TERM CASH FUND N/A COLUMBIA SHORT TERM CASH FUND 19766H239 57781905.810000000000 NS USD 57776127.620000000000 2.7052200498 Long STIV CORP US N 1 N N N 2021-11-23 Columbia Funds Series Trust Martha Skinner Martha Skinner Assistant Treasurer XXXX NPORT-EX 2 nportpoi_capallbookof5.htm
Portfolio of Investments
Columbia Capital Allocation Conservative Portfolio, October 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 21.4%
  Shares Value ($)
International 5.0%
Columbia Overseas Core Fund, Institutional 3 Class(a) 1,060,680 12,250,858
U.S. Large Cap 14.9%
Columbia Contrarian Core Fund, Institutional 3 Class(a) 323,003 12,170,750
Columbia Disciplined Core Fund, Institutional 3 Class(a) 746,519 12,198,122
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) 617,570 12,363,743
Total 36,732,615
U.S. Small Cap 1.5%
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) 66,713 1,853,274
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) 53,924 1,957,988
Total 3,811,262
Total Equity Funds
(Cost $40,829,869) 		52,794,735
Fixed Income Funds 69.6%
Emerging Markets 1.5%
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) 325,598 3,669,488
High Yield 6.0%
Columbia High Yield Bond Fund, Institutional 3 Class(a) 1,221,367 14,705,260
Fixed Income Funds (continued)
  Shares Value ($)
Investment Grade 62.1%
Columbia Bond Fund, Institutional 3 Class(a) 1,395,750 49,228,119
Columbia Corporate Income Fund, Institutional 3 Class(a) 3,489,682 38,072,428
Columbia Quality Income Fund, Institutional 3 Class(a) 1,410,716 31,346,101
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) 2,958,270 34,404,678
Total 153,051,326
Total Fixed Income Funds
(Cost $171,521,691) 		171,426,074
Money Market Funds 9.0%
Columbia Short-Term Cash Fund, 0.072%(a),(c) 22,080,893 22,078,685
Total Money Market Funds
(Cost $22,079,268) 		22,078,685
Total Investments in Securities
(Cost: $234,430,828) 		246,299,494
Other Assets & Liabilities, Net   (81,826)
Net Assets 246,217,668
At October 31, 2021, securities and/or cash totaling $137,772 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
MSCI EAFE Index 10 12/2021 USD 1,169,800 — (15,706)
MSCI Emerging Markets Index 18 12/2021 USD 1,135,800 — (37,991)
Total         — (53,697)
    
Short futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
S&P 500 Index E-mini (1) 12/2021 USD (229,850) — (5,692)
Columbia Capital Allocation Conservative Portfolio | Quarterly Report 2021
1
Portfolio of Investments   (continued)
Columbia Capital Allocation Conservative Portfolio, October 31, 2021 (Unaudited)
Notes to Portfolio of Investments
(a) 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 October 31, 2021 are as follows:
    
Affiliated issuers Beginning
of period($) 		Purchases($) Sales($) Net change in
unrealized
appreciation
(depreciation)($) 		End of
period($) 		Capital gain
distributions($) 		Realized gain
(loss)($) 		Dividends —
affiliated
issuers ($) 		End of
period shares
Columbia Bond Fund, Institutional 3 Class
  52,368,023 1,761,191 (3,927,225) (973,870) 49,228,119 — (12,191) 677,236 1,395,750
Columbia Contrarian Core Fund, Institutional 3 Class
  11,241,629 729,118 (1,463,926) 1,663,929 12,170,750 — 792,227 — 323,003
Columbia Corporate Income Fund, Institutional 3 Class
  31,300,833 8,810,141 (1,443,295) (595,251) 38,072,428 — 205,520 656,103 3,489,682
Columbia Disciplined Core Fund, Institutional 3 Class
  11,364,070 667,189 (1,759,901) 1,926,764 12,198,122 — 773,285 — 746,519
Columbia Emerging Markets Bond Fund, Institutional 3 Class
  4,900,917 238,944 (1,283,899) (186,474) 3,669,488 — 88,401 97,444 325,598
Columbia High Yield Bond Fund, Institutional 3 Class
  9,929,526 5,631,929 (858,654) 2,459 14,705,260 — 12,775 491,646 1,221,367
Columbia Multi-Asset Income Fund, Institutional 3 Class
  10,614,926 27,414 (10,667,861) 25,521 — — (49,478) 27,414 —
Columbia Overseas Core Fund, Institutional 3 Class
  11,906,225 1,248,371 (1,712,497) 808,759 12,250,858 232,668 337,857 66,170 1,060,680
Columbia Quality Income Fund, Institutional 3 Class
  31,811,710 1,639,020 (1,366,876) (737,753) 31,346,101 — 34,620 587,110 1,410,716
Columbia Select Large Cap Equity Fund, Institutional 3 Class
  11,296,955 1,037,269 (1,619,882) 1,649,401 12,363,743 307,714 804,345 47,403 617,570
Columbia Select Small Cap Value Fund, Institutional 3 Class
  1,266,480 722,619 (348,275) 212,450 1,853,274 — 145,352 — 66,713
Columbia Short-Term Cash Fund, 0.072%
  13,609,188 11,484,422 (3,015,231) 306 22,078,685 — (307) 10,273 22,080,893
Columbia Small Cap Growth Fund, Institutional 3 Class
  1,282,850 775,370 (97,211) (3,021) 1,957,988 — 28,400 — 53,924
Columbia U.S. Treasury Index Fund, Institutional 3 Class
  42,188,732 1,557,044 (7,909,385) (1,431,713) 34,404,678 — 489,703 307,654 2,958,270
Total 245,082,064     2,361,507 246,299,494 540,382 3,650,509 2,968,453  
    
(b) Non-income producing investment.
(c) The rate shown is the seven-day current annualized yield at October 31, 2021.
Currency Legend
USD US Dollar
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
2 Columbia Capital Allocation Conservative Portfolio | Quarterly Report 2021
Portfolio of Investments
Columbia Capital Allocation Moderate Conservative Portfolio, October 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 36.3%
  Shares Value ($)
International 8.9%
Columbia Overseas Core Fund, Institutional 3 Class(a) 4,052,747 46,809,230
U.S. Large Cap 25.1%
Columbia Contrarian Core Fund, Institutional 3 Class(a) 1,163,264 43,831,782
Columbia Disciplined Core Fund, Institutional 3 Class(a) 2,686,276 43,893,759
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) 2,215,072 44,345,743
Total 132,071,284
U.S. Small Cap 2.3%
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) 212,659 5,907,659
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) 171,249 6,218,045
Total 12,125,704
Total Equity Funds
(Cost $150,813,136) 		191,006,218
Fixed Income Funds 59.7%
Emerging Markets 1.7%
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) 772,829 8,709,781
High Yield 6.7%
Columbia High Yield Bond Fund, Institutional 3 Class(a) 2,937,427 35,366,617
Fixed Income Funds (continued)
  Shares Value ($)
Investment Grade 51.3%
Columbia Bond Fund, Institutional 3 Class(a) 1,973,622 69,609,637
Columbia Corporate Income Fund, Institutional 3 Class(a) 6,851,800 74,753,134
Columbia Quality Income Fund, Institutional 3 Class(a) 2,924,144 64,974,488
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) 5,165,130 60,070,467
Total 269,407,726
Total Fixed Income Funds
(Cost $313,089,805) 		313,484,124
Money Market Funds 4.0%
Columbia Short-Term Cash Fund, 0.072%(a),(c) 20,970,519 20,968,422
Total Money Market Funds
(Cost $20,968,580) 		20,968,422
Total Investments in Securities
(Cost: $484,871,521) 		525,458,764
Other Assets & Liabilities, Net   161,686
Net Assets 525,620,450
At October 31, 2021, securities and/or cash totaling $457,692 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
MSCI EAFE Index 27 12/2021 USD 3,158,460 — (42,406)
MSCI Emerging Markets Index 76 12/2021 USD 4,795,600 — (160,406)
Russell 2000 Index E-mini 3 12/2021 USD 344,295 7,403 —
Total         7,403 (202,812)
    
Short futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
S&P 500 Index E-mini (2) 12/2021 USD (459,700) — (11,385)
Columbia Capital Allocation Moderate Conservative Portfolio | Quarterly Report 2021
3
Portfolio of Investments   (continued)
Columbia Capital Allocation Moderate Conservative Portfolio, October 31, 2021 (Unaudited)
Notes to Portfolio of Investments
(a) 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 October 31, 2021 are as follows:
    
Affiliated issuers Beginning
of period($) 		Purchases($) Sales($) Net change in
unrealized
appreciation
(depreciation)($) 		End of
period($) 		Capital gain
distributions($) 		Realized gain
(loss)($) 		Dividends —
affiliated
issuers ($) 		End of
period shares
Columbia Bond Fund, Institutional 3 Class
  69,879,370 3,401,192 (2,304,971) (1,365,954) 69,609,637 — (17,944) 963,196 1,973,622
Columbia Contrarian Core Fund, Institutional 3 Class
  42,337,895 184,781 (4,843,642) 6,152,748 43,831,782 — 2,919,165 — 1,163,264
Columbia Corporate Income Fund, Institutional 3 Class
  55,829,954 23,234,065 (3,316,198) (994,687) 74,753,134 — 258,905 1,296,236 6,851,800
Columbia Disciplined Core Fund, Institutional 3 Class
  42,657,553 212,272 (6,042,310) 7,066,244 43,893,759 — 2,911,916 — 2,686,276
Columbia Emerging Markets Bond Fund, Institutional 3 Class
  8,697,749 682,971 (410,348) (260,591) 8,709,781 — 6,314 232,993 772,829
Columbia High Yield Bond Fund, Institutional 3 Class
  23,689,663 13,498,843 (1,837,978) 16,089 35,366,617 — 21,065 1,189,322 2,937,427
Columbia Multi-Asset Income Fund, Institutional 3 Class
  23,516,736 60,733 (23,639,974) 62,505 — — (115,581) 60,733 —
Columbia Overseas Core Fund, Institutional 3 Class
  44,781,927 3,463,852 (4,426,004) 2,989,455 46,809,230 905,563 1,274,961 257,540 4,052,747
Columbia Pacific/Asia Fund, Institutional 3 Class
  1,656,424 1,196,781 (2,469,188) (384,017) — 1,186,588 (802,547) 9,675 —
Columbia Quality Income Fund, Institutional 3 Class
  57,149,581 11,461,961 (2,068,665) (1,568,389) 64,974,488 — 52,772 1,220,915 2,924,144
Columbia Select Large Cap Equity Fund, Institutional 3 Class
  42,477,525 1,481,261 (5,762,298) 6,149,255 44,345,743 1,136,583 2,903,140 175,088 2,215,072
Columbia Select Small Cap Value Fund, Institutional 3 Class
  3,918,738 2,029,802 (828,009) 787,128 5,907,659 — 342,961 — 212,659
Columbia Short-Term Cash Fund, 0.072%
  26,132,855 9,851,746 (15,017,255) 1,076 20,968,422 — (1,075) 9,984 20,970,519
Columbia Small Cap Growth Fund, Institutional 3 Class
  3,981,384 2,452,051 (226,489) 11,099 6,218,045 — 29,864 — 171,249
Columbia U.S. Treasury Index Fund, Institutional 3 Class
  74,237,995 2,779,440 (14,468,574) (2,478,394) 60,070,467 — 841,592 541,351 5,165,130
Total 520,945,349     16,183,567 525,458,764 3,228,734 10,625,508 5,957,033  
    
(b) Non-income producing investment.
(c) The rate shown is the seven-day current annualized yield at October 31, 2021.
Currency Legend
USD US Dollar
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
4 Columbia Capital Allocation Moderate Conservative Portfolio | Quarterly Report 2021
Portfolio of Investments
Columbia Capital Allocation Moderate Portfolio, October 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 51.6%
  Shares Value ($)
International 12.8%
Columbia Emerging Markets Fund, Institutional 3 Class(a) 1,569,755 29,432,912
Columbia Overseas Core Fund, Institutional 3 Class(a) 14,670,884 169,448,707
Total 198,881,619
U.S. Large Cap 35.8%
Columbia Contrarian Core Fund, Institutional 3 Class(a) 3,668,300 138,221,547
Columbia Large Cap Growth Fund, Institutional 3 Class(a) 1,835,524 127,917,645
Columbia Large Cap Value Fund, Institutional 3 Class(a) 8,443,488 149,534,179
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) 7,010,629 140,352,790
Total 556,026,161
U.S. Small Cap 3.0%
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) 840,436 23,347,318
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) 660,704 23,990,146
Total 47,337,464
Total Equity Funds
(Cost $634,322,276) 		802,245,244
Fixed Income Funds 45.5%
Emerging Markets 1.8%
Columbia Emerging Markets Bond Fund, Institutional 3 Class(a) 2,452,488 27,639,541
Fixed Income Funds (continued)
  Shares Value ($)
High Yield 9.9%
Columbia High Yield Bond Fund, Institutional 3 Class(a) 12,847,601 154,685,115
Investment Grade 33.8%
Columbia Bond Fund, Institutional 3 Class(a) 4,486,641 158,243,839
Columbia Corporate Income Fund, Institutional 3 Class(a) 14,734,986 160,758,703
Columbia Quality Income Fund, Institutional 3 Class(a) 6,178,655 137,289,707
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) 5,959,657 69,310,811
Total 525,603,060
Total Fixed Income Funds
(Cost $712,596,747) 		707,927,716
Money Market Funds 2.8%
Columbia Short-Term Cash Fund, 0.072%(a),(c) 42,588,966 42,584,707
Total Money Market Funds
(Cost $42,584,707) 		42,584,707
Total Investments in Securities
(Cost: $1,389,503,730) 		1,552,757,667
Other Assets & Liabilities, Net   2,047,019
Net Assets 1,554,804,686
At October 31, 2021, securities and/or cash totaling $2,608,998 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
MSCI Emerging Markets Index 341 12/2021 USD 21,517,100 — (719,715)
Nikkei 225 Index 123 12/2021 JPY 1,782,885,000 311,283 —
Russell 2000 Index E-mini 12 12/2021 USD 1,377,180 29,610 —
U.S. Treasury 10-Year Note 327 12/2021 USD 42,739,922 — (819,715)
Total         340,893 (1,539,430)
    
Columbia Capital Allocation Moderate Portfolio | Quarterly Report 2021
5
Portfolio of Investments   (continued)
Columbia Capital Allocation Moderate Portfolio, October 31, 2021 (Unaudited)
Short futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
S&P 500 Index E-mini (15) 12/2021 USD (3,447,750) — (85,387)
Notes to Portfolio of Investments
(a) 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 October 31, 2021 are as follows:
    
Affiliated issuers Beginning
of period($) 		Purchases($) Sales($) Net change in
unrealized
appreciation
(depreciation)($) 		End of
period($) 		Capital gain
distributions($) 		Realized gain
(loss)($) 		Dividends —
affiliated
issuers ($) 		End of
period shares
Columbia Bond Fund, Institutional 3 Class
  142,592,982 22,074,477 (3,361,744) (3,061,876) 158,243,839 — (35,434) 2,163,522 4,486,641
Columbia Contrarian Core Fund, Institutional 3 Class
  130,334,727 8,001 (13,282,011) 21,160,830 138,221,547 — 6,923,573 — 3,668,300
Columbia Corporate Income Fund, Institutional 3 Class
  120,692,643 47,341,052 (5,241,052) (2,033,940) 160,758,703 — 505,649 2,765,955 14,734,986
Columbia Emerging Markets Bond Fund, Institutional 3 Class
  19,024,846 10,432,013 (936,244) (881,074) 27,639,541 — 25,883 734,781 2,452,488
Columbia Emerging Markets Fund, Institutional 3 Class
  30,964,933 3,092,183 (1,472,158) (3,152,046) 29,432,912 — 1,899,372 — 1,569,755
Columbia High Yield Bond Fund, Institutional 3 Class
  113,263,785 46,602,802 (5,273,304) 91,832 154,685,115 — 147,248 5,153,356 12,847,601
Columbia Large Cap Growth Fund, Institutional 3 Class
  130,848,694 192,950 (23,271,158) 20,147,159 127,917,645 — 10,725,770 — 1,835,524
Columbia Large Cap Value Fund, Institutional 3 Class
  129,215,313 9,940,510 (14,913,308) 25,291,664 149,534,179 — 2,336,271 1,562,498 8,443,488
Columbia Multi-Asset Income Fund, Institutional 3 Class
  62,234,091 160,724 (61,228,777) (1,166,038) — — 1,025,579 160,723 —
Columbia Overseas Core Fund, Institutional 3 Class
  122,324,799 48,030,150 (8,571,701) 7,665,459 169,448,707 3,271,330 4,003,908 930,358 14,670,884
Columbia Pacific/Asia Fund, Institutional 3 Class
  42,037,842 32,157,917 (61,888,098) (12,307,662) — 31,894,208 (19,735,258) 259,991 —
Columbia Quality Income Fund, Institutional 3 Class
  125,410,566 17,455,743 (2,357,023) (3,219,579) 137,289,707 — 65,694 2,553,412 6,178,655
Columbia Select Large Cap Equity Fund, Institutional 3 Class
  130,833,984 4,095,068 (14,180,154) 19,603,892 140,352,790 3,548,438 8,467,163 546,630 7,010,629
Columbia Select Small Cap Value Fund, Institutional 3 Class
  16,016,078 6,417,976 (2,507,924) 3,421,188 23,347,318 — 1,030,578 — 840,436
Columbia Short-Term Cash Fund, 0.072%
  36,353,785 54,002,677 (47,772,184) 429 42,584,707 — (429) 19,553 42,588,966
Columbia Small Cap Growth Fund, Institutional 3 Class
  16,369,576 8,095,688 (537,972) 62,854 23,990,146 — 161,350 — 660,704
Columbia U.S. Treasury Index Fund, Institutional 3 Class
  117,223,883 4,063,897 (46,333,857) (5,643,112) 69,310,811 — 3,599,182 623,663 5,959,657
Total 1,485,742,527     65,979,980 1,552,757,667 38,713,976 21,146,099 17,474,442  
    
(b) Non-income producing investment.
(c) The rate shown is the seven-day current annualized yield at October 31, 2021.
6 Columbia Capital Allocation Moderate Portfolio | Quarterly Report 2021
Portfolio of Investments   (continued)
Columbia Capital Allocation Moderate Portfolio, October 31, 2021 (Unaudited)
Currency Legend
JPY Japanese Yen
USD US Dollar
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Moderate Portfolio | Quarterly Report 2021
7
Portfolio of Investments
Columbia Capital Allocation Moderate Aggressive Portfolio, October 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 66.6%
  Shares Value ($)
International 15.6%
Columbia Emerging Markets Fund, Institutional 3 Class(a) 4,242,658 79,549,834
Columbia Overseas Core Fund, Institutional 3 Class(a) 21,874,264 252,647,746
Total 332,197,580
U.S. Large Cap 47.2%
Columbia Contrarian Core Fund, Institutional 3 Class(a) 6,645,881 250,416,800
Columbia Large Cap Growth Fund, Institutional 3 Class(a) 3,328,290 231,948,498
Columbia Large Cap Value Fund, Institutional 3 Class(a) 15,284,289 270,684,759
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) 12,704,902 254,352,141
Total 1,007,402,198
U.S. Small Cap 3.8%
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) 1,454,917 40,417,611
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) 1,140,828 41,423,457
Total 81,841,068
Total Equity Funds
(Cost $1,119,817,466) 		1,421,440,846
Fixed Income Funds 30.5%
  Shares Value ($)
High Yield 8.4%
Columbia High Yield Bond Fund, Institutional 3 Class(a) 14,935,397 179,822,181
Investment Grade 22.1%
Columbia Bond Fund, Institutional 3 Class(a) 2,977,594 105,019,744
Columbia Corporate Income Fund, Institutional 3 Class(a) 15,329,560 167,245,496
Columbia Quality Income Fund, Institutional 3 Class(a) 6,172,735 137,158,176
Columbia U.S. Treasury Index Fund, Institutional 3 Class(a) 5,431,842 63,172,323
Total 472,595,739
Total Fixed Income Funds
(Cost $651,078,439) 		652,417,920
Money Market Funds 2.7%
Columbia Short-Term Cash Fund, 0.072%(a),(c) 57,781,906 57,776,128
Total Money Market Funds
(Cost $57,776,128) 		57,776,128
Total Investments in Securities
(Cost: $1,828,672,033) 		2,131,634,894
Other Assets & Liabilities, Net   3,541,373
Net Assets 2,135,176,267
At October 31, 2021, securities and/or cash totaling $4,738,714 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
MSCI Emerging Markets Index 558 12/2021 USD 35,209,800 — (1,177,715)
Nikkei 225 Index 254 12/2021 JPY 3,681,730,000 642,812 —
Russell 2000 Index E-mini 51 12/2021 USD 5,853,015 125,843 —
U.S. Treasury 10-Year Note 466 12/2021 USD 60,907,656 — (1,167,956)
Total         768,655 (2,345,671)
    
Short futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
S&P 500 Index E-mini (13) 12/2021 USD (2,988,050) — (74,002)
8 Columbia Capital Allocation Moderate Aggressive Portfolio | Quarterly Report 2021
Portfolio of Investments   (continued)
Columbia Capital Allocation Moderate Aggressive Portfolio, October 31, 2021 (Unaudited)
Notes to Portfolio of Investments
(a) 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 October 31, 2021 are as follows:
    
Affiliated issuers Beginning
of period($) 		Purchases($) Sales($) Net change in
unrealized
appreciation
(depreciation)($) 		End of
period($) 		Capital gain
distributions($) 		Realized gain
(loss)($) 		Dividends —
affiliated
issuers ($) 		End of
period shares
Columbia Bond Fund, Institutional 3 Class
  85,847,252 23,327,611 (2,126,633) (2,028,486) 105,019,744 — (22,976) 1,435,144 2,977,594
Columbia Contrarian Core Fund, Institutional 3 Class
  235,230,153 — (23,544,111) 38,730,758 250,416,800 — 12,015,505 — 6,645,881
Columbia Corporate Income Fund, Institutional 3 Class
  126,889,155 47,875,910 (5,610,439) (1,909,130) 167,245,496 — 315,400 2,883,116 15,329,560
Columbia Emerging Markets Fund, Institutional 3 Class
  83,162,324 7,072,943 (3,143,595) (7,541,838) 79,549,834 — 4,048,851 — 4,242,658
Columbia High Yield Bond Fund, Institutional 3 Class
  133,990,196 51,760,987 (6,122,050) 193,048 179,822,181 — 98,023 6,002,473 14,935,397
Columbia Large Cap Growth Fund, Institutional 3 Class
  236,004,153 6,830 (35,546,579) 31,484,094 231,948,498 — 24,454,391 — 3,328,290
Columbia Large Cap Value Fund, Institutional 3 Class
  232,920,766 14,473,246 (22,876,205) 46,166,952 270,684,759 — 3,574,415 2,815,212 15,284,289
Columbia Multi-Asset Income Fund, Institutional 3 Class
  60,812,900 157,053 (61,136,366) 166,413 — — (303,664) 157,053 —
Columbia Overseas Core Fund, Institutional 3 Class
  175,451,144 76,516,777 (14,551,680) 15,231,505 252,647,746 4,895,645 1,499,195 1,392,310 21,874,264
Columbia Pacific/Asia Fund, Institutional 3 Class
  68,575,676 52,486,335 (101,468,118) (19,593,893) — 52,061,901 (32,711,851) 424,391 —
Columbia Quality Income Fund, Institutional 3 Class
  132,175,552 9,951,824 (1,786,445) (3,182,755) 137,158,176 — 64,266 2,560,830 6,172,735
Columbia Select Large Cap Equity Fund, Institutional 3 Class
  235,918,490 7,412,282 (24,822,521) 35,843,890 254,352,141 6,422,853 14,872,101 989,429 12,704,902
Columbia Select Small Cap Value Fund, Institutional 3 Class
  28,850,412 9,595,276 (4,131,488) 6,103,411 40,417,611 — 1,681,082 — 1,454,917
Columbia Short-Term Cash Fund, 0.072%
  47,608,816 92,349,444 (82,182,521) 389 57,776,128 — (388) 27,014 57,781,906
Columbia Small Cap Growth Fund, Institutional 3 Class
  29,114,335 13,217,706 (645,642) (262,942) 41,423,457 — 720,538 — 1,140,828
Columbia U.S. Treasury Index Fund, Institutional 3 Class
  109,545,817 3,519,474 (44,690,088) (5,202,880) 63,172,323 — 3,321,938 569,684 5,431,842
Total 2,022,097,141     134,198,536 2,131,634,894 63,380,399 33,626,826 19,256,656  
    
(b) Non-income producing investment.
(c) The rate shown is the seven-day current annualized yield at October 31, 2021.
Currency Legend
JPY Japanese Yen
USD US Dollar
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Moderate Aggressive Portfolio | Quarterly Report 2021
9
Portfolio of Investments
Columbia Capital Allocation Aggressive Portfolio, October 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Equity Funds 78.2%
  Shares Value ($)
International 19.3%
Columbia Emerging Markets Fund, Institutional 3 Class(a) 4,409,010 82,668,943
Columbia Overseas Core Fund, Institutional 3 Class(a) 17,675,784 204,155,304
Total 286,824,247
U.S. Large Cap 54.4%
Columbia Contrarian Core Fund, Institutional 3 Class(a) 5,336,871 201,093,307
Columbia Large Cap Growth Fund, Institutional 3 Class(a) 2,701,571 188,272,478
Columbia Large Cap Value Fund, Institutional 3 Class(a) 12,126,933 214,767,984
Columbia Select Large Cap Equity Fund, Institutional 3 Class(a) 10,186,114 203,925,990
Total 808,059,759
U.S. Small Cap 4.5%
Columbia Select Small Cap Value Fund, Institutional 3 Class(a) 1,192,885 33,138,355
Columbia Small Cap Growth Fund, Institutional 3 Class(a),(b) 930,495 33,786,273
Total 66,924,628
Total Equity Funds
(Cost $858,622,610) 		1,161,808,634
Fixed Income Funds 18.6%
  Shares Value ($)
High Yield 6.9%
Columbia High Yield Bond Fund, Institutional 3 Class(a) 8,519,678 102,576,927
Investment Grade 11.7%
Columbia Bond Fund, Institutional 3 Class(a) 4,945,556 174,429,772
Total Fixed Income Funds
(Cost $277,473,759) 		277,006,699
Money Market Funds 2.9%
Columbia Short-Term Cash Fund, 0.072%(a),(c) 42,634,933 42,630,669
Total Money Market Funds
(Cost $42,630,669) 		42,630,669
Total Investments in Securities
(Cost: $1,178,727,038) 		1,481,446,002
Other Assets & Liabilities, Net   4,948,960
Net Assets 1,486,394,962
At October 31, 2021, securities and/or cash totaling $5,877,268 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts 		Expiration
date 		Trading
currency 		Notional
amount 		Value/Unrealized
appreciation ($) 		Value/Unrealized
depreciation ($)
MSCI Emerging Markets Index 416 12/2021 USD 26,249,600 — (878,010)
Nikkei 225 Index 234 12/2021 JPY 3,391,830,000 592,197 —
Russell 2000 Index E-mini 58 12/2021 USD 6,656,370 143,116 —
S&P 500 Index E-mini 202 12/2021 USD 46,429,700 1,148,879 —
Total         1,884,192 (878,010)
10 Columbia Capital Allocation Aggressive Portfolio | Quarterly Report 2021
Portfolio of Investments   (continued)
Columbia Capital Allocation Aggressive Portfolio, October 31, 2021 (Unaudited)
Notes to Portfolio of Investments
(a) 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 October 31, 2021 are as follows:
    
Affiliated issuers Beginning
of period($) 		Purchases($) Sales($) Net change in
unrealized
appreciation
(depreciation)($) 		End of
period($) 		Capital gain
distributions($) 		Realized gain
(loss)($) 		Dividends —
affiliated
issuers ($) 		End of
period shares
Columbia Bond Fund, Institutional 3 Class
  209,597,358 10,146,383 (42,074,208) (3,239,761) 174,429,772 — (179,834) 2,389,755 4,945,556
Columbia Contrarian Core Fund, Institutional 3 Class
  184,199,789 — (15,161,982) 32,055,500 201,093,307 — 8,164,538 — 5,336,871
Columbia Emerging Markets Fund, Institutional 3 Class
  84,141,704 8,356,987 (2,679,319) (7,150,429) 82,668,943 — 3,455,695 — 4,409,010
Columbia High Yield Bond Fund, Institutional 3 Class
  69,594,733 35,661,031 (2,763,528) 84,691 102,576,927 — 37,025 3,396,842 8,519,678
Columbia Large Cap Growth Fund, Institutional 3 Class
  185,005,981 187,914 (27,025,256) 30,103,839 188,272,478 — 14,870,063 — 2,701,571
Columbia Large Cap Value Fund, Institutional 3 Class
  182,348,833 11,453,853 (12,689,964) 33,655,262 214,767,984 — 5,520,799 2,222,484 12,126,933
Columbia Overseas Core Fund, Institutional 3 Class
  192,538,841 5,676,403 (10,509,471) 16,449,531 204,155,304 3,931,427 1,795,860 1,118,088 17,675,784
Columbia Select Large Cap Equity Fund, Institutional 3 Class
  184,631,382 5,932,233 (16,707,818) 30,070,193 203,925,990 5,126,915 10,159,400 789,792 10,186,114
Columbia Select Small Cap Value Fund, Institutional 3 Class
  24,223,264 6,692,681 (2,837,529) 5,059,939 33,138,355 — 1,318,168 — 1,192,885
Columbia Short-Term Cash Fund, 0.072%
  24,451,427 92,634,505 (74,455,265) 2 42,630,669 — (2) 17,915 42,634,933
Columbia Small Cap Growth Fund, Institutional 3 Class
  24,886,963 9,453,538 (519,093) (35,135) 33,786,273 — 573,651 — 930,495
Total 1,365,620,275     137,053,632 1,481,446,002 9,058,342 45,715,363 9,934,876  
    
(b) Non-income producing investment.
(c) The rate shown is the seven-day current annualized yield at October 31, 2021.
Currency Legend
JPY Japanese Yen
USD US Dollar
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
Columbia Capital Allocation Aggressive Portfolio | Quarterly Report 2021
11
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3QT124_01_L01_(12/21)