Third Quarter
Report
December 31, 2022 (Unaudited)
December 31, 2022 (Unaudited)
Columbia Short Term
Bond Fund
Not FDIC or NCUA Insured •
No Financial Institution Guarantee • May Lose Value
Portfolio of Investments
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
(Percentages represent value of
investments compared to net assets)
Investments in securities
| Asset-Backed Securities — Non-Agency 25.6% | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| ACM Auto Trust(a) | ||||
| Subordinated Series 2022-1A Class B | ||||
| 04/20/2029 | 4.470% | 9,000,000 | 8,889,661 | |
| Affirm Asset Securitization Trust(a) | ||||
| Subordinated Series 2022-A Class C | ||||
| 05/17/2027 | 4.890% | 7,780,000 | 7,443,685 | |
| Ally Auto Receivables Trust | ||||
| Series 2022-1 Class A3 | ||||
| 11/15/2026 | 3.310% | 5,500,000 | 5,354,082 | |
| Subordinated Series 2022-3 Class A3 | ||||
| 04/15/2027 | 5.070% | 6,900,000 | 6,927,492 | |
| American Credit Acceptance Receivables Trust(a) | ||||
| Series 2020-2 Class D | ||||
| 05/13/2026 | 5.650% | 2,800,000 | 2,787,137 | |
| Subordinated Series 2021-2 Class E | ||||
| 07/13/2027 | 2.540% | 1,550,000 | 1,429,103 | |
| ARES XLVII CLO Ltd.(a),(b) | ||||
| Series 2018-47A Class B | ||||
| 3-month USD LIBOR + 1.450% Floor 1.450% 04/15/2030 | 5.529% | 4,000,000 | 3,851,012 | |
| Avant Loans Funding Trust(a) | ||||
| Subordinated Series 2021-REV1 Class C | ||||
| 07/15/2030 | 2.300% | 950,000 | 864,126 | |
| Barings CLO Ltd.(a),(b) | ||||
| Series 2018-4A Class B | ||||
| 3-month USD LIBOR + 1.700% Floor 1.700% 10/15/2030 | 5.779% | 10,800,000 | 10,474,121 | |
| Carlyle Global Market Strategies CLO Ltd.(a),(b) | ||||
| Series 2013-4A Class BRR | ||||
| 3-month USD LIBOR + 1.420% Floor 1.420% 01/15/2031 | 5.499% | 5,000,000 | 4,777,220 | |
| Carlyle US CLO Ltd.(a),(b) | ||||
| Series 2016-4A Class A2R | ||||
| 3-month USD LIBOR + 1.450% Floor 1.450% 10/20/2027 | 5.693% | 3,000,000 | 2,915,022 | |
| Series 2017-5A Class A1B | ||||
| 3-month USD LIBOR + 1.250% 01/20/2030 | 5.493% | 8,000,000 | 7,666,608 | |
| Cascade Funding Mortgage Trust(a) | ||||
| CMO Series 2021-GRN1 Class A | ||||
| 03/20/2041 | 1.100% | 1,470,774 | 1,353,883 | |
| Credito Real USA Auto Receivables Trust(a) | ||||
| Series 2021-1A Class A | ||||
| 02/16/2027 | 1.350% | 650,978 | 635,762 | |
| Asset-Backed Securities — Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Dext ABS LLC(a) | ||||
| Subordinated Series 2020-1 Class B | ||||
| 11/15/2027 | 1.920% | 3,500,000 | 3,382,346 | |
| Drive Auto Receivables Trust | ||||
| Subordinated Series 2020-2 Class D | ||||
| 05/15/2028 | 3.050% | 650,000 | 635,740 | |
| Dryden Senior Loan Fund(a),(b) | ||||
| Series 2016-42A Class BR | ||||
| 3-month USD LIBOR + 1.550% 07/15/2030 | 5.629% | 3,025,000 | 2,917,561 | |
| DT Auto Owner Trust(a) | ||||
| Subordinated Series 2020-1A Class D | ||||
| 11/17/2025 | 2.550% | 6,050,000 | 5,902,908 | |
| Exeter Automobile Receivables Trust | ||||
| Subordinated Series 2022-6 Class B | ||||
| 08/16/2027 | 6.030% | 3,000,000 | 3,007,211 | |
| First Investors Auto Owner Trust(a) | ||||
| Series 2021-1A Class A | ||||
| 03/16/2026 | 0.450% | 95,499 | 94,460 | |
| Foundation Finance Trust(a) | ||||
| Series 2019-1A Class A | ||||
| 11/15/2034 | 3.860% | 652,178 | 638,645 | |
| FREED ABS Trust(a) | ||||
| Subordinated Series 2021-1CP Class B | ||||
| 03/20/2028 | 1.410% | 464,809 | 462,262 | |
| Subordinated Series 2021-2 Class C | ||||
| 06/19/2028 | 1.940% | 12,250,000 | 11,904,453 | |
| GLS Auto Receivables Issuer Trust(a) | ||||
| Subordinated Series 2020-4A Class D | ||||
| 10/15/2026 | 1.640% | 1,600,000 | 1,524,166 | |
| GoldentTree Loan Management US CLO 1 Ltd.(a),(b) | ||||
| Series 2021-10A Class A | ||||
| 3-month USD LIBOR + 1.100% Floor 1.100% 07/20/2034 | 5.343% | 4,150,000 | 4,051,865 | |
| Hertz Vehicle Financing LLC(a) | ||||
| Series 2021-1A Class C | ||||
| 12/26/2025 | 2.050% | 3,000,000 | 2,700,059 | |
| Jay Park CLO Ltd.(a),(b) | ||||
| Series 2016-1A Class A2R | ||||
| 3-month USD LIBOR + 1.450% 10/20/2027 | 5.693% | 5,500,000 | 5,396,749 | |
| Lendbuzz Securitization Trust(a) | ||||
| Series 2022-1A Class A | ||||
| 05/17/2027 | 4.220% | 4,472,003 | 4,291,003 | |
| LL ABS Trust(a) | ||||
| Series 2021-1A Class A | ||||
| 05/15/2029 | 1.070% | 923,752 | 891,971 | |
| 2 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Asset-Backed Securities — Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Madison Park Funding XLVIII Ltd.(a),(b) | ||||
| Series 2021-48A Class A | ||||
| 3-month USD LIBOR + 1.150% Floor 1.150% 04/19/2033 | 5.377% | 1,250,000 | 1,229,150 | |
| Madison Park Funding XXXIII Ltd.(a),(b) | ||||
| Series 2019-33A Class BR | ||||
| 3-month Term SOFR + 1.800% Floor 1.800% 10/15/2032 | 4.128% | 5,550,000 | 5,297,941 | |
| MMAF Equipment Finance LLC(a) | ||||
| Series 2020-A Class A3 | ||||
| 04/09/2027 | 0.970% | 2,010,000 | 1,864,284 | |
| MVW LLC(a) | ||||
| Series 2019-2A Class A | ||||
| 10/20/2038 | 2.220% | 1,595,103 | 1,505,606 | |
| MVW Owner Trust(a) | ||||
| Series 2017-1A Class A | ||||
| 12/20/2034 | 2.420% | 1,077,849 | 1,053,300 | |
| NMEF Funding LLC(a) | ||||
| Series 2021-A Class A2 | ||||
| 12/15/2027 | 0.810% | 591,003 | 583,730 | |
| Octagon Investment Partners 35 Ltd.(a),(b) | ||||
| Series 2018-1A Class A1A | ||||
| 3-month USD LIBOR + 1.060% Floor 1.060% 01/20/2031 | 5.303% | 7,550,000 | 7,456,909 | |
| Octagon Investment Partners 39 Ltd.(a),(b) | ||||
| Series 2018-3A Class B | ||||
| 3-month USD LIBOR + 1.850% Floor 1.650% 10/20/2030 | 6.093% | 11,200,000 | 10,839,987 | |
| OHA Credit Partners VII Ltd.(a),(b) | ||||
| Series 2012-7A Class AR3 | ||||
| 3-month USD LIBOR + 1.070% Floor 1.070% 02/20/2034 | 5.745% | 5,000,000 | 4,881,645 | |
| OneMain Financial Issuance Trust(a) | ||||
| Series 2022-2A Class A | ||||
| 10/14/2034 | 4.890% | 11,000,000 | 10,618,946 | |
| Oportun Issuance Trust(a) | ||||
| Series 2022-3 Class A | ||||
| 01/08/2030 | 7.451% | 5,168,028 | 5,163,501 | |
| Pagaya AI Debt Selection Trust(a) | ||||
| Series 2021-1 Class A | ||||
| 11/15/2027 | 1.180% | 929,118 | 915,534 | |
| Series 2021-2 Class NOTE | ||||
| 01/25/2029 | 3.000% | 3,789,144 | 3,533,653 | |
| Series 2021-3 Class A | ||||
| 05/15/2029 | 1.150% | 3,340,714 | 3,259,599 | |
| Asset-Backed Securities — Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Series 2021-5 Class A | ||||
| 08/15/2029 | 1.530% | 2,526,563 | 2,436,736 | |
| Series 2021-HG1 Class A | ||||
| 01/16/2029 | 1.220% | 5,383,113 | 5,077,453 | |
| Subordinated Series 2021-HG1 Class B | ||||
| 01/16/2029 | 1.820% | 851,534 | 813,536 | |
| Pagaya AI Debt Trust(a) | ||||
| Series 2022-5 Class A | ||||
| 06/17/2030 | 8.096% | 11,300,000 | 11,306,134 | |
| Palmer Square Loan Funding Ltd.(a),(b) | ||||
| Series 2020-1A Class A1 | ||||
| 3-month USD LIBOR + 0.800% Floor 0.800% 02/20/2028 | 5.475% | 3,597,869 | 3,572,720 | |
| Race Point CLO Ltd.(a),(b) | ||||
| Series 2013-8A Class AR2 | ||||
| 3-month USD LIBOR + 1.040% Floor 1.040% 02/20/2030 | 5.715% | 2,808,980 | 2,767,592 | |
| Race Point IX CLO Ltd.(a),(b) | ||||
| Series 2015-9A Class A2R | ||||
| 3-month USD LIBOR + 0.450% Floor 1.450% 10/15/2030 | 4.529% | 4,975,000 | 4,729,971 | |
| Research-Driven Pagaya Motor Asset Trust IV(a) | ||||
| Series 2021-2A Class A | ||||
| 03/25/2030 | 2.650% | 2,348,196 | 2,064,906 | |
| RR 3 Ltd.(a),(b) | ||||
| Series 2014-14A Class A2R2 | ||||
| 3-month USD LIBOR + 1.400% Floor 1.400% 01/15/2030 | 5.479% | 10,000,000 | 9,703,600 | |
| Santander Drive Auto Receivables Trust | ||||
| Subordinated Series 2019-2 Class D | ||||
| 07/15/2025 | 3.220% | 547,617 | 543,082 | |
| SCF Equipment Leasing LLC(a) | ||||
| Series 2019-2A Class B | ||||
| 08/20/2026 | 2.760% | 4,000,000 | 3,857,936 | |
| Subordinated Series 2020-1A Class B | ||||
| 03/20/2028 | 2.020% | 4,900,000 | 4,592,659 | |
| Sierra Timeshare Receivables Funding LLC(a) | ||||
| Series 2018-2A Class A | ||||
| 06/20/2035 | 3.500% | 681,586 | 672,708 | |
| Series 2018-3A Class A | ||||
| 09/20/2035 | 3.690% | 264,988 | 262,007 | |
| Series 2021-1A Class A | ||||
| 11/20/2037 | 0.990% | 957,075 | 885,583 | |
| Upstart Pass-Through Trust(a) | ||||
| Series 2020-ST4 Class A | ||||
| 11/20/2026 | 3.250% | 1,810,522 | 1,728,026 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 3 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Asset-Backed Securities — Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Series 2020-ST6 Class A | ||||
| 01/20/2027 | 3.000% | 1,662,977 | 1,580,040 | |
| Series 2021-ST10 Class A | ||||
| 01/20/2030 | 2.250% | 5,689,282 | 5,389,626 | |
| Series 2021-ST3 Class A | ||||
| 05/20/2027 | 2.000% | 1,541,352 | 1,444,858 | |
| Upstart Securitization Trust(a) | ||||
| Series 2020-2 Class A | ||||
| 11/20/2030 | 2.309% | 823,268 | 805,215 | |
| Series 2021-2 Class A | ||||
| 06/20/2031 | 0.910% | 1,501,190 | 1,475,638 | |
| Subordinated Series 2021-2 Class B | ||||
| 06/20/2031 | 1.750% | 1,150,000 | 1,094,354 | |
| Subordinated Series 2021-3 Class B | ||||
| 07/20/2031 | 1.660% | 1,250,000 | 1,164,059 | |
| Volkswagen Auto Loan Enhanced Trust | ||||
| Series 2020-1 Class A4 | ||||
| 08/20/2026 | 1.260% | 700,000 | 674,936 | |
| Westlake Automobile Receivables Trust(a) | ||||
| Subordinated Series 2021-2A Class D | ||||
| 12/15/2026 | 1.230% | 9,625,000 | 8,765,757 | |
| Total Asset-Backed Securities — Non-Agency (Cost $257,414,650) | 248,783,230 | |||
| Commercial Mortgage-Backed Securities - Non-Agency 12.7% | ||||
| Ashford Hospitality Trust(a),(b) | ||||
| Series 2018-KEYS Class B | ||||
| 1-month USD LIBOR + 1.450% Floor 1.450% 05/15/2035 | 5.768% | 9,100,000 | 8,782,707 | |
| BAMLL Commercial Mortgage Securities Trust(a),(b) | ||||
| Series 2018-DSNY Class C | ||||
| 1-month USD LIBOR + 1.350% Floor 1.350% 09/15/2034 | 5.668% | 11,500,000 | 11,012,168 | |
| BBCMS Trust(a),(b) | ||||
| Subordinated Series 2018-BXH Class B | ||||
| 1-month USD LIBOR + 1.250% Floor 1.250% 10/15/2037 | 5.568% | 3,650,000 | 3,453,227 | |
| Subordinated Series 2018-BXH Class C | ||||
| 1-month USD LIBOR + 1.500% Floor 1.500% 10/15/2037 | 5.818% | 1,975,000 | 1,864,426 | |
| BHMS Mortgage Trust(a),(b) | ||||
| Series 2018-ATLS Class A | ||||
| 1-month USD LIBOR + 1.250% Floor 1.250% 07/15/2035 | 5.568% | 13,500,000 | 13,012,515 | |
| Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| BX Commercial Mortgage Trust(a),(c) | ||||
| Series 2019-XL Class C | ||||
| 10/15/2036 | 5.700% | 6,188,000 | 6,033,596 | |
| BX Mortgage Trust(a),(b) | ||||
| Series 2021-PAC Class D | ||||
| 1-month USD LIBOR + 1.298% Floor 1.298% 10/15/2036 | 5.616% | 6,350,000 | 5,910,490 | |
| BX Trust(a),(b) | ||||
| Series 2019-ATL Class C | ||||
| 1-month USD LIBOR + 1.587% Floor 1.587%, Cap 1.587% 10/15/2036 | 5.905% | 2,180,000 | 2,092,968 | |
| Subordinated Series 2019-ATL Class D | ||||
| 1-month USD LIBOR + 1.887% Floor 1.887% 10/15/2036 | 6.205% | 1,931,000 | 1,815,362 | |
| CIM Retail Portfolio Trust(a),(b) | ||||
| Series 2021-RETL Class D | ||||
| 1-month USD LIBOR + 3.050% Floor 3.050% 08/15/2036 | 7.368% | 4,406,250 | 4,304,191 | |
| CLNY Trust(a),(b) | ||||
| Subordinated Series 2019-IKPR Class D | ||||
| 1-month USD LIBOR + 2.025% Floor 2.025% 11/15/2038 | 6.343% | 5,900,000 | 5,458,096 | |
| Extended Stay America Trust(a),(b) | ||||
| Series 2021-ESH Class E | ||||
| 1-month USD LIBOR + 2.850% Floor 2.850% 07/15/2038 | 7.168% | 854,168 | 813,649 | |
| GS Mortgage Securities Corp. Trust(a),(b) | ||||
| Series 2022-SHIP Class A | ||||
| 1-month Term SOFR + 0.731% Floor 0.731% 08/15/2036 | 4.525% | 5,150,000 | 5,084,859 | |
| KKR Industrial Portfolio Trust(a),(b) | ||||
| Subordinated Series 2021-KDIP Class D | ||||
| 1-month USD LIBOR + 1.250% Floor 1.250% 12/15/2037 | 5.568% | 975,000 | 918,398 | |
| Morgan Stanley Capital I Trust(a),(c) | ||||
| Series 2019-MEAD Class D | ||||
| 11/10/2036 | 3.283% | 3,675,000 | 3,178,091 | |
| One New York Plaza Trust(a),(b) | ||||
| Subordinated Series 2020-1NYP Class C | ||||
| 1-month USD LIBOR + 2.200% Floor 2.200% 01/15/2036 | 6.518% | 3,000,000 | 2,799,837 | |
| 4 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Subordinated Series 2020-1NYP Class D | ||||
| 1-month USD LIBOR + 2.750% Floor 2.750% 01/15/2036 | 7.068% | 1,125,000 | 1,023,711 | |
| Progress Residential Trust(a) | ||||
| Series 2020-SFR1 Class C | ||||
| 04/17/2037 | 2.183% | 1,000,000 | 914,375 | |
| Series 2020-SFR1 Class D | ||||
| 04/17/2037 | 2.383% | 2,025,000 | 1,847,135 | |
| Series 2020-SFR2 Class A | ||||
| 06/17/2037 | 2.078% | 1,198,520 | 1,096,369 | |
| Subordinated Series 2020-SFR2 Class C | ||||
| 06/17/2037 | 3.077% | 300,000 | 276,280 | |
| Subordinated Series 2020-SFR2 Class D | ||||
| 06/17/2037 | 3.874% | 350,000 | 324,387 | |
| RBS Commercial Funding, Inc., Trust(a),(c) | ||||
| Series 2013-GSP Class A | ||||
| 01/15/2032 | 3.834% | 8,200,000 | 7,892,278 | |
| SPGN TFLM Mortgage Trust(a),(b) | ||||
| Series 2022 Class A | ||||
| 1-month Term SOFR + 1.550% Floor 1.550% 02/15/2039 | 5.886% | 14,125,000 | 13,344,516 | |
| Wells Fargo Commercial Mortgage Trust(a),(b) | ||||
| Series 2017-SMP Class A | ||||
| 1-month USD LIBOR + 0.875% Floor 0.875% 12/15/2034 | 5.193% | 16,055,000 | 14,820,220 | |
| Series 2020-SDAL Class D | ||||
| 1-month USD LIBOR + 2.090% Floor 2.090%, Cap 4.500% 02/15/2037 | 6.408% | 1,600,000 | 1,510,485 | |
| Series 2021-FCMT Class A | ||||
| 1-month USD LIBOR + 1.200% Floor 1.200% 05/15/2031 | 5.518% | 1,900,000 | 1,768,094 | |
| Series 2021-FCMT Class D | ||||
| 1-month USD LIBOR + 3.500% Floor 3.500% 05/15/2031 | 7.818% | 1,575,000 | 1,410,923 | |
| Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $129,786,794) | 122,763,353 | |||
| Corporate Bonds & Notes 32.2% | ||||
| Aerospace & Defense 1.6% | ||||
| BAE Systems Holdings, Inc.(a) | ||||
| 12/15/2025 | 3.850% | 3,500,000 | 3,374,756 | |
| Boeing Co. (The) | ||||
| 02/01/2027 | 2.700% | 4,500,000 | 4,063,474 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| General Dynamics Corp. | ||||
| 05/15/2028 | 3.750% | 2,000,000 | 1,906,412 | |
| L3Harris Technologies, Inc. | ||||
| 12/15/2026 | 3.850% | 2,000,000 | 1,910,946 | |
| Northrop Grumman Corp. | ||||
| 02/01/2027 | 3.200% | 2,000,000 | 1,878,056 | |
| TransDigm, Inc.(a) | ||||
| 12/15/2025 | 8.000% | 816,000 | 826,609 | |
| 03/15/2026 | 6.250% | 990,000 | 978,439 | |
| TransDigm, Inc. | ||||
| 06/15/2026 | 6.375% | 216,000 | 210,499 | |
| Total | 15,149,191 | |||
| Airlines 0.2% | ||||
| Air Canada(a) | ||||
| 08/15/2026 | 3.875% | 313,000 | 278,068 | |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.(a) | ||||
| 04/20/2026 | 5.500% | 770,000 | 740,480 | |
| Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.(a) | ||||
| 01/20/2026 | 5.750% | 444,673 | 402,338 | |
| United Airlines, Inc.(a) | ||||
| 04/15/2026 | 4.375% | 618,000 | 575,589 | |
| Total | 1,996,475 | |||
| Automotive 0.5% | ||||
| American Axle & Manufacturing, Inc. | ||||
| 03/15/2026 | 6.250% | 95,000 | 89,172 | |
| Clarios Global LP(a) | ||||
| 05/15/2025 | 6.750% | 741,000 | 744,534 | |
| Ford Motor Credit Co. LLC | ||||
| 11/17/2023 | 3.370% | 200,000 | 195,538 | |
| 03/18/2024 | 5.584% | 978,000 | 966,991 | |
| 11/13/2025 | 3.375% | 309,000 | 279,884 | |
| 05/28/2027 | 4.950% | 140,000 | 130,763 | |
| IAA Spinco, Inc.(a) | ||||
| 06/15/2027 | 5.500% | 740,000 | 719,156 | |
| IHO Verwaltungs GmbH(a),(d) | ||||
| 09/15/2026 | 4.750% | 522,603 | 452,947 | |
| KAR Auction Services, Inc.(a) | ||||
| 06/01/2025 | 5.125% | 1,267,000 | 1,238,544 | |
| ZF North America Capital, Inc.(a) | ||||
| 04/29/2025 | 4.750% | 191,000 | 181,615 | |
| Total | 4,999,144 | |||
| Banking 8.5% | ||||
| American Express Co. | ||||
| 11/05/2027 | 5.850% | 3,000,000 | 3,116,822 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 5 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Bank of America Corp.(e) | ||||
| 03/11/2027 | 1.658% | 11,000,000 | 9,720,451 | |
| Bank of Montreal | ||||
| 06/07/2025 | 3.700% | 2,500,000 | 2,426,104 | |
| Bank of New York Mellon Corp. (The)(e) | ||||
| 06/13/2028 | 3.992% | 3,000,000 | 2,869,714 | |
| Bank of Nova Scotia (The) | ||||
| 04/11/2025 | 3.450% | 2,500,000 | 2,409,192 | |
| Canadian Imperial Bank of Commerce(b) | ||||
| 3-month USD LIBOR + 0.660% 09/13/2023 | 5.393% | 3,000,000 | 2,998,844 | |
| Citigroup, Inc. | ||||
| Subordinated | ||||
| 03/09/2026 | 4.600% | 7,250,000 | 7,133,958 | |
| Discover Bank | ||||
| 09/12/2024 | 2.450% | 2,000,000 | 1,900,257 | |
| Goldman Sachs Group, Inc. (The)(e) | ||||
| 08/23/2028 | 4.482% | 7,250,000 | 6,934,726 | |
| HSBC Holdings PLC(e) | ||||
| 03/10/2026 | 2.999% | 5,550,000 | 5,215,988 | |
| JPMorgan Chase & Co.(e) | ||||
| 07/25/2028 | 4.851% | 9,800,000 | 9,567,549 | |
| Morgan Stanley(e) | ||||
| 10/16/2026 | 6.138% | 6,750,000 | 6,903,059 | |
| PNC Financial Services Group, Inc. (The)(e) | ||||
| 12/02/2028 | 5.354% | 2,100,000 | 2,115,671 | |
| Royal Bank of Canada | ||||
| 04/27/2026 | 1.200% | 3,000,000 | 2,670,255 | |
| Toronto-Dominion Bank (The) | ||||
| 06/06/2025 | 3.766% | 3,000,000 | 2,911,496 | |
| Truist Financial Corp.(e) | ||||
| 06/06/2028 | 4.123% | 3,000,000 | 2,871,977 | |
| US Bancorp(e) | ||||
| 07/22/2028 | 4.548% | 2,000,000 | 1,959,373 | |
| Wells Fargo & Co. | ||||
| Subordinated | ||||
| 06/03/2026 | 4.100% | 7,000,000 | 6,763,501 | |
| Westpac Banking Corp. | ||||
| 11/18/2027 | 5.457% | 2,460,000 | 2,513,602 | |
| Total | 83,002,539 | |||
| Building Materials 0.1% | ||||
| Beacon Roofing Supply, Inc.(a) | ||||
| 11/15/2026 | 4.500% | 842,000 | 789,211 | |
| JELD-WEN, Inc.(a) | ||||
| 05/15/2025 | 6.250% | 294,000 | 280,258 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Standard Industries, Inc.(a) | ||||
| 02/15/2027 | 5.000% | 310,000 | 286,728 | |
| Total | 1,356,197 | |||
| Cable and Satellite 0.8% | ||||
| CCO Holdings LLC/Capital Corp.(a) | ||||
| 05/01/2026 | 5.500% | 77,000 | 74,573 | |
| 05/01/2027 | 5.125% | 794,000 | 740,895 | |
| Charter Communications Operating LLC/Capital | ||||
| 02/01/2024 | 4.500% | 2,500,000 | 2,469,841 | |
| CSC Holdings LLC | ||||
| 06/01/2024 | 5.250% | 1,016,000 | 947,014 | |
| CSC Holdings LLC(a) | ||||
| 04/15/2027 | 5.500% | 653,000 | 549,538 | |
| DISH DBS Corp. | ||||
| 03/15/2023 | 5.000% | 151,000 | 150,312 | |
| DISH DBS Corp.(a) | ||||
| 12/01/2026 | 5.250% | 716,000 | 603,967 | |
| DISH Network Corp.(a) | ||||
| 11/15/2027 | 11.750% | 278,000 | 285,878 | |
| Radiate Holdco LLC/Finance, Inc.(a) | ||||
| 09/15/2026 | 4.500% | 883,000 | 648,954 | |
| Sirius XM Radio, Inc.(a) | ||||
| 09/01/2026 | 3.125% | 436,000 | 387,114 | |
| Videotron Ltd.(a) | ||||
| 04/15/2027 | 5.125% | 512,000 | 483,778 | |
| Ziggo Bond Finance BV(a) | ||||
| 01/15/2027 | 6.000% | 655,000 | 609,733 | |
| Total | 7,951,597 | |||
| Chemicals 0.5% | ||||
| Axalta Coating Systems LLC/Dutch Holding B BV(a) | ||||
| 06/15/2027 | 4.750% | 255,000 | 235,639 | |
| Dow Chemical Co. (The) | ||||
| 11/30/2028 | 4.800% | 1,800,000 | 1,774,479 | |
| INEOS Quattro Finance 2 Plc(a) | ||||
| 01/15/2026 | 3.375% | 633,000 | 572,554 | |
| LYB International Finance III LLC | ||||
| 10/01/2025 | 1.250% | 1,000,000 | 893,934 | |
| WR Grace Holdings LLC(a) | ||||
| 10/01/2024 | 5.625% | 837,000 | 827,124 | |
| 06/15/2027 | 4.875% | 195,000 | 172,749 | |
| Total | 4,476,479 | |||
| Construction Machinery 0.3% | ||||
| Caterpillar Financial Services Corp. | ||||
| 08/12/2025 | 3.650% | 1,000,000 | 975,505 | |
| 6 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Herc Holdings, Inc.(a) | ||||
| 07/15/2027 | 5.500% | 490,000 | 456,826 | |
| John Deere Capital Corp. | ||||
| 09/08/2025 | 4.050% | 1,000,000 | 985,034 | |
| Ritchie Bros. Auctioneers, Inc.(a) | ||||
| 01/15/2025 | 5.375% | 831,000 | 819,399 | |
| Total | 3,236,764 | |||
| Consumer Cyclical Services 0.1% | ||||
| Prime Security Services Borrower LLC/Finance, Inc.(a) | ||||
| 04/15/2024 | 5.250% | 377,000 | 370,776 | |
| Uber Technologies, Inc.(a) | ||||
| 05/15/2025 | 7.500% | 1,033,000 | 1,034,474 | |
| Total | 1,405,250 | |||
| Consumer Products 0.1% | ||||
| CD&R Smokey Buyer, Inc.(a) | ||||
| 07/15/2025 | 6.750% | 991,000 | 854,714 | |
| Newell Brands, Inc. | ||||
| 09/15/2027 | 6.375% | 78,000 | 77,443 | |
| Spectrum Brands, Inc. | ||||
| 07/15/2025 | 5.750% | 222,000 | 219,702 | |
| Total | 1,151,859 | |||
| Diversified Manufacturing 0.7% | ||||
| Carrier Global Corp. | ||||
| 02/15/2027 | 2.493% | 2,000,000 | 1,804,058 | |
| Gates Global LLC/Co.(a) | ||||
| 01/15/2026 | 6.250% | 962,000 | 927,731 | |
| Siemens Financieringsmaatschappij NV(a) | ||||
| 03/11/2026 | 1.200% | 2,000,000 | 1,779,803 | |
| Stevens Holding Co., Inc.(a) | ||||
| 10/01/2026 | 6.125% | 649,000 | 653,855 | |
| Vertical US Newco, Inc.(a) | ||||
| 07/15/2027 | 5.250% | 250,000 | 222,385 | |
| WESCO Distribution, Inc.(a) | ||||
| 06/15/2025 | 7.125% | 996,000 | 1,009,625 | |
| Total | 6,397,457 | |||
| Electric 2.7% | ||||
| American Electric Power Co., Inc. | ||||
| 11/01/2027 | 5.750% | 2,000,000 | 2,058,251 | |
| Calpine Corp.(a) | ||||
| 06/01/2026 | 5.250% | 144,000 | 137,333 | |
| CenterPoint Energy, Inc. | ||||
| 06/01/2026 | 1.450% | 2,250,000 | 1,998,928 | |
| Dominion Energy, Inc. | ||||
| 10/01/2025 | 3.900% | 2,000,000 | 1,949,488 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| DTE Energy Co. | ||||
| 06/01/2025 | 1.050% | 2,250,000 | 2,038,564 | |
| Duke Energy Corp. | ||||
| 03/15/2028 | 4.300% | 2,110,000 | 2,035,175 | |
| Eversource Energy | ||||
| 03/01/2027 | 2.900% | 2,500,000 | 2,303,910 | |
| FirstEnergy Corp. | ||||
| 01/15/2026 | 1.600% | 3,000,000 | 2,656,169 | |
| NextEra Energy Capital Holdings, Inc. | ||||
| 07/15/2027 | 4.625% | 2,200,000 | 2,169,549 | |
| NextEra Energy Operating Partners LP(a) | ||||
| 07/15/2024 | 4.250% | 618,000 | 600,591 | |
| 10/15/2026 | 3.875% | 166,000 | 152,493 | |
| PPL Capital Funding, Inc. | ||||
| 05/15/2026 | 3.100% | 2,750,000 | 2,573,440 | |
| Southern Co. (The) | ||||
| 03/15/2028 | 1.750% | 3,500,000 | 2,945,878 | |
| Vistra Operations Co. LLC(a) | ||||
| 09/01/2026 | 5.500% | 274,000 | 264,300 | |
| 02/15/2027 | 5.625% | 511,000 | 488,020 | |
| WEC Energy Group, Inc. | ||||
| 10/01/2027 | 5.150% | 1,790,000 | 1,811,984 | |
| Total | 26,184,073 | |||
| Environmental 0.2% | ||||
| GFL Environmental, Inc.(a) | ||||
| 06/01/2025 | 4.250% | 833,000 | 800,973 | |
| 12/15/2026 | 5.125% | 166,000 | 159,548 | |
| Waste Pro USA, Inc.(a) | ||||
| 02/15/2026 | 5.500% | 583,000 | 516,621 | |
| Total | 1,477,142 | |||
| Finance Companies 0.2% | ||||
| Navient Corp. | ||||
| 01/25/2023 | 5.500% | 318,000 | 317,531 | |
| 10/25/2024 | 5.875% | 149,000 | 144,796 | |
| 06/25/2025 | 6.750% | 159,000 | 152,844 | |
| Provident Funding Associates LP/Finance Corp.(a) | ||||
| 06/15/2025 | 6.375% | 253,000 | 223,498 | |
| Rocket Mortgage LLC/Co-Issuer, Inc.(a) | ||||
| 10/15/2026 | 2.875% | 1,077,000 | 927,147 | |
| Springleaf Finance Corp. | ||||
| 03/15/2024 | 6.125% | 522,000 | 504,913 | |
| Total | 2,270,729 | |||
| Food and Beverage 1.5% | ||||
| Anheuser-Busch InBev Worldwide, Inc. | ||||
| 04/13/2028 | 4.000% | 2,250,000 | 2,147,588 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 7 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Bacardi Ltd.(a) | ||||
| 05/15/2025 | 4.450% | 3,900,000 | 3,786,952 | |
| Diageo Capital PLC | ||||
| 10/24/2027 | 5.300% | 2,275,000 | 2,328,205 | |
| FAGE International SA/USA Dairy Industry, Inc.(a) | ||||
| 08/15/2026 | 5.625% | 264,000 | 247,731 | |
| Kraft Heinz Foods Co. | ||||
| 05/15/2027 | 3.875% | 2,000,000 | 1,910,882 | |
| Mondelez International, Inc. | ||||
| 03/17/2027 | 2.625% | 2,000,000 | 1,816,302 | |
| Pilgrim’s Pride Corp.(a) | ||||
| 09/30/2027 | 5.875% | 240,000 | 235,185 | |
| Post Holdings, Inc.(a) | ||||
| 03/01/2027 | 5.750% | 357,000 | 345,697 | |
| Tyson Foods, Inc. | ||||
| 08/15/2024 | 3.950% | 1,000,000 | 983,862 | |
| US Foods, Inc.(a) | ||||
| 04/15/2025 | 6.250% | 882,000 | 874,847 | |
| Total | 14,677,251 | |||
| Gaming 0.5% | ||||
| Colt Merger Sub, Inc.(a) | ||||
| 07/01/2025 | 5.750% | 1,120,000 | 1,097,603 | |
| 07/01/2025 | 6.250% | 1,177,000 | 1,145,128 | |
| GLP Capital LP/Financing II, Inc. | ||||
| 11/01/2023 | 5.375% | 231,000 | 230,244 | |
| International Game Technology PLC(a) | ||||
| 02/15/2025 | 6.500% | 468,000 | 471,577 | |
| 04/15/2026 | 4.125% | 257,000 | 240,484 | |
| MGM Resorts International | ||||
| 03/15/2023 | 6.000% | 364,000 | 364,000 | |
| VICI Properties LP/Note Co., Inc.(a) | ||||
| 05/01/2024 | 5.625% | 511,000 | 507,530 | |
| 02/15/2025 | 3.500% | 377,000 | 356,601 | |
| 06/15/2025 | 4.625% | 121,000 | 116,017 | |
| 12/01/2026 | 4.250% | 273,000 | 254,768 | |
| Wynn Las Vegas LLC/Capital Corp.(a) | ||||
| 05/30/2023 | 4.250% | 187,000 | 184,460 | |
| 03/01/2025 | 5.500% | 219,000 | 208,673 | |
| Total | 5,177,085 | |||
| Health Care 1.7% | ||||
| Becton Dickinson and Co. | ||||
| 06/06/2024 | 3.363% | 2,000,000 | 1,951,126 | |
| CHS/Community Health Systems, Inc.(a) | ||||
| 03/15/2026 | 8.000% | 235,000 | 214,241 | |
| Cigna Corp. | ||||
| 03/01/2027 | 3.400% | 2,085,000 | 1,956,646 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| CVS Health Corp. | ||||
| 06/01/2026 | 2.875% | 2,250,000 | 2,101,206 | |
| GE Healthcare Holding LLC(a) | ||||
| 11/15/2027 | 5.650% | 3,400,000 | 3,449,874 | |
| HCA, Inc. | ||||
| 02/15/2026 | 5.875% | 2,250,000 | 2,264,387 | |
| IQVIA, Inc.(a) | ||||
| 10/15/2026 | 5.000% | 435,000 | 416,931 | |
| 05/15/2027 | 5.000% | 180,000 | 171,756 | |
| Select Medical Corp.(a) | ||||
| 08/15/2026 | 6.250% | 1,498,000 | 1,427,659 | |
| Tenet Healthcare Corp. | ||||
| 07/15/2024 | 4.625% | 382,000 | 373,353 | |
| Tenet Healthcare Corp.(a) | ||||
| 09/01/2024 | 4.625% | 767,000 | 747,517 | |
| 01/01/2026 | 4.875% | 417,000 | 397,287 | |
| 02/01/2027 | 6.250% | 589,000 | 565,739 | |
| Total | 16,037,722 | |||
| Healthcare Insurance 0.4% | ||||
| Anthem, Inc. | ||||
| 01/15/2025 | 2.375% | 2,000,000 | 1,898,717 | |
| UnitedHealth Group, Inc. | ||||
| 10/15/2027 | 2.950% | 2,565,000 | 2,374,811 | |
| Total | 4,273,528 | |||
| Home Construction 0.0% | ||||
| Taylor Morrison Communities, Inc./Holdings II(a) | ||||
| 03/01/2024 | 5.625% | 183,000 | 181,873 | |
| TRI Pointe Group, Inc./Homes | ||||
| 06/15/2024 | 5.875% | 154,000 | 153,391 | |
| Total | 335,264 | |||
| Independent Energy 0.5% | ||||
| Canadian Natural Resources Ltd. | ||||
| 02/01/2025 | 3.900% | 2,000,000 | 1,945,345 | |
| CrownRock LP/Finance, Inc.(a) | ||||
| 10/15/2025 | 5.625% | 568,000 | 548,120 | |
| Woodside Finance Ltd.(a) | ||||
| 03/05/2025 | 3.650% | 2,200,000 | 2,111,562 | |
| Total | 4,605,027 | |||
| Integrated Energy 0.1% | ||||
| BP Capital Markets America, Inc. | ||||
| 02/11/2026 | 3.410% | 1,225,000 | 1,177,414 | |
| 8 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Leisure 0.5% | ||||
| Carnival Corp.(a) | ||||
| 03/01/2026 | 7.625% | 224,000 | 178,904 | |
| 03/01/2027 | 5.750% | 462,000 | 329,633 | |
| Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Operations LLC(a) | ||||
| 05/01/2025 | 5.500% | 428,000 | 422,916 | |
| Cinemark USA, Inc.(a) | ||||
| 05/01/2025 | 8.750% | 367,000 | 372,506 | |
| 03/15/2026 | 5.875% | 312,000 | 259,562 | |
| Live Nation Entertainment, Inc.(a) | ||||
| 11/01/2024 | 4.875% | 855,000 | 830,421 | |
| 03/15/2026 | 5.625% | 335,000 | 318,090 | |
| 05/15/2027 | 6.500% | 265,000 | 259,329 | |
| Royal Caribbean Cruises Ltd.(a) | ||||
| 06/01/2025 | 11.500% | 233,000 | 250,278 | |
| 07/01/2026 | 4.250% | 400,000 | 323,874 | |
| 08/31/2026 | 5.500% | 275,000 | 231,369 | |
| Six Flags Entertainment Corp.(a) | ||||
| 07/31/2024 | 4.875% | 400,000 | 385,490 | |
| 04/15/2027 | 5.500% | 368,000 | 331,573 | |
| Six Flags Theme Parks, Inc.(a) | ||||
| 07/01/2025 | 7.000% | 69,000 | 69,577 | |
| Vail Resorts, Inc.(a) | ||||
| 05/15/2025 | 6.250% | 436,000 | 436,853 | |
| Total | 5,000,375 | |||
| Life Insurance 1.4% | ||||
| CoreBridge Financial, Inc.(a) | ||||
| 04/05/2027 | 3.650% | 3,900,000 | 3,633,079 | |
| Five Corners Funding Trust(a) | ||||
| 11/15/2023 | 4.419% | 2,000,000 | 1,980,955 | |
| Metropolitan Life Global Funding I(a) | ||||
| 06/30/2027 | 4.400% | 2,250,000 | 2,185,249 | |
| Peachtree Corners Funding Trust(a) | ||||
| 02/15/2025 | 3.976% | 3,297,000 | 3,186,592 | |
| Principal Life Global Funding II(a) | ||||
| 11/17/2026 | 1.500% | 2,500,000 | 2,183,220 | |
| Total | 13,169,095 | |||
| Lodging 0.0% | ||||
| Hilton Domestic Operating Co., Inc.(a) | ||||
| 05/01/2025 | 5.375% | 380,000 | 376,725 | |
| Media and Entertainment 0.7% | ||||
| Clear Channel Worldwide Holdings, Inc.(a) | ||||
| 08/15/2027 | 5.125% | 380,000 | 329,270 | |
| iHeartCommunications, Inc. | ||||
| 05/01/2026 | 6.375% | 1,203,000 | 1,106,575 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Magallanes, Inc.(a) | ||||
| 03/15/2027 | 3.755% | 3,900,000 | 3,519,918 | |
| Netflix, Inc. | ||||
| 03/01/2024 | 5.750% | 272,000 | 274,340 | |
| Netflix, Inc.(a) | ||||
| 06/15/2025 | 3.625% | 124,000 | 118,709 | |
| Outfront Media Capital LLC/Corp.(a) | ||||
| 06/15/2025 | 6.250% | 858,000 | 853,828 | |
| Univision Communications, Inc.(a) | ||||
| 02/15/2025 | 5.125% | 225,000 | 214,349 | |
| Total | 6,416,989 | |||
| Metals and Mining 0.2% | ||||
| Constellium NV(a) | ||||
| 02/15/2026 | 5.875% | 783,000 | 755,004 | |
| Hudbay Minerals, Inc.(a) | ||||
| 04/01/2026 | 4.500% | 905,000 | 826,277 | |
| Novelis Corp.(a) | ||||
| 11/15/2026 | 3.250% | 432,000 | 387,176 | |
| Total | 1,968,457 | |||
| Midstream 2.0% | ||||
| Enbridge, Inc. | ||||
| 12/01/2026 | 4.250% | 2,152,000 | 2,071,742 | |
| Enterprise Products Operating LLC | ||||
| 02/15/2025 | 3.750% | 2,000,000 | 1,944,886 | |
| EQM Midstream Partners LP | ||||
| 08/01/2024 | 4.000% | 70,000 | 67,358 | |
| 12/01/2026 | 4.125% | 327,000 | 291,156 | |
| EQM Midstream Partners LP(a) | ||||
| 07/01/2025 | 6.000% | 332,000 | 322,514 | |
| 06/01/2027 | 7.500% | 140,000 | 137,156 | |
| Holly Energy Partners LP/Finance Corp.(a) | ||||
| 04/15/2027 | 6.375% | 241,000 | 237,834 | |
| Kinder Morgan, Inc. | ||||
| 11/15/2026 | 1.750% | 2,750,000 | 2,426,477 | |
| MPLX LP | ||||
| 03/01/2026 | 1.750% | 3,000,000 | 2,678,039 | |
| NuStar Logistics LP | ||||
| 10/01/2025 | 5.750% | 680,000 | 656,892 | |
| 06/01/2026 | 6.000% | 497,000 | 480,018 | |
| Plains All American Pipeline LP/Finance Corp. | ||||
| 12/15/2026 | 4.500% | 3,300,000 | 3,172,798 | |
| Western Midstream Operating LP | ||||
| 02/01/2025 | 3.600% | 1,649,000 | 1,560,319 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 9 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Williams Companies, Inc. (The) | ||||
| 06/15/2027 | 3.750% | 3,500,000 | 3,298,976 | |
| Total | 19,346,165 | |||
| Natural Gas 0.3% | ||||
| NiSource Finance Corp. | ||||
| 05/15/2027 | 3.490% | 3,400,000 | 3,204,700 | |
| Other Industry 0.0% | ||||
| Picasso Finance Sub, Inc.(a) | ||||
| 06/15/2025 | 6.125% | 438,000 | 436,656 | |
| Other REIT 0.2% | ||||
| Blackstone Mortgage Trust, Inc.(a) | ||||
| 01/15/2027 | 3.750% | 281,000 | 239,612 | |
| Ladder Capital Finance Holdings LLLP/Corp.(a) | ||||
| 10/01/2025 | 5.250% | 75,000 | 70,645 | |
| 02/01/2027 | 4.250% | 769,000 | 647,536 | |
| Park Intermediate Holdings LLC/Domestic Property/Finance Co-Issuer(a) | ||||
| 06/01/2025 | 7.500% | 599,000 | 599,190 | |
| RLJ Lodging Trust LP(a) | ||||
| 07/01/2026 | 3.750% | 618,000 | 550,058 | |
| Total | 2,107,041 | |||
| Packaging 0.3% | ||||
| Ardagh Metal Packaging Finance USA LLC/PLC(a) | ||||
| 06/15/2027 | 6.000% | 335,000 | 328,223 | |
| Ardagh Packaging Finance PLC/Holdings USA, Inc.(a) | ||||
| 04/30/2025 | 5.250% | 643,000 | 615,077 | |
| Berry Global, Inc.(a) | ||||
| 02/15/2026 | 4.500% | 448,000 | 431,437 | |
| BWAY Holding Co.(a) | ||||
| 04/15/2024 | 5.500% | 245,000 | 238,374 | |
| CANPACK SA/Eastern PA Land Investment Holding LLC(a) | ||||
| 11/01/2025 | 3.125% | 380,000 | 332,482 | |
| Trivium Packaging Finance BV(a) | ||||
| 08/15/2026 | 5.500% | 921,000 | 860,902 | |
| Total | 2,806,495 | |||
| Pharmaceuticals 0.9% | ||||
| AbbVie, Inc. | ||||
| 05/14/2026 | 3.200% | 3,400,000 | 3,218,129 | |
| Amgen, Inc. | ||||
| 08/15/2028 | 1.650% | 3,400,000 | 2,840,653 | |
| AstraZeneca Finance LLC | ||||
| 05/28/2026 | 1.200% | 1,750,000 | 1,559,228 | |
| Bausch Health Companies, Inc.(a) | ||||
| 11/01/2025 | 5.500% | 186,000 | 158,364 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Bristol Myers Squibb Co. | ||||
| 07/26/2024 | 2.900% | 1,038,000 | 1,008,590 | |
| Total | 8,784,964 | |||
| Property & Casualty 0.3% | ||||
| American International Group, Inc. | ||||
| 04/01/2026 | 3.900% | 2,221,000 | 2,148,404 | |
| Radian Group, Inc. | ||||
| 10/01/2024 | 4.500% | 285,000 | 274,495 | |
| 03/15/2025 | 6.625% | 423,000 | 418,578 | |
| 03/15/2027 | 4.875% | 107,000 | 98,054 | |
| Total | 2,939,531 | |||
| Railroads 0.2% | ||||
| CSX Corp. | ||||
| 11/01/2025 | 3.350% | 1,628,000 | 1,561,418 | |
| Refining 0.2% | ||||
| Phillips 66 | ||||
| 02/15/2026 | 1.300% | 2,500,000 | 2,235,138 | |
| Restaurants 0.2% | ||||
| 1011778 BC ULC/New Red Finance, Inc.(a) | ||||
| 04/15/2025 | 5.750% | 526,000 | 523,358 | |
| IRB Holding Corp.(a) | ||||
| 06/15/2025 | 7.000% | 1,300,000 | 1,296,468 | |
| Total | 1,819,826 | |||
| Retailers 0.3% | ||||
| Lowe’s Companies, Inc. | ||||
| 05/03/2027 | 3.100% | 3,400,000 | 3,168,256 | |
| Supermarkets 0.1% | ||||
| Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
| 03/15/2026 | 7.500% | 307,000 | 314,278 | |
| Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
| 03/15/2026 | 3.250% | 305,000 | 278,410 | |
| Total | 592,688 | |||
| Technology 1.6% | ||||
| Block, Inc. | ||||
| 06/01/2026 | 2.750% | 577,000 | 515,745 | |
| Boxer Parent Co., Inc.(a) | ||||
| 10/02/2025 | 7.125% | 353,000 | 346,204 | |
| Broadcom Corp./Cayman Finance Ltd. | ||||
| 01/15/2027 | 3.875% | 3,750,000 | 3,550,111 | |
| Camelot Finance SA(a) | ||||
| 11/01/2026 | 4.500% | 586,000 | 550,919 | |
| CommScope Finance LLC(a) | ||||
| 03/01/2026 | 6.000% | 274,000 | 252,873 | |
| 10 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Microchip Technology, Inc. | ||||
| 02/15/2024 | 0.972% | 2,500,000 | 2,376,780 | |
| 09/01/2025 | 4.250% | 351,000 | 340,853 | |
| NCR Corp.(a) | ||||
| 09/01/2027 | 5.750% | 250,000 | 239,623 | |
| NXP BV/Funding LLC/USA, Inc. | ||||
| 05/01/2027 | 3.150% | 3,000,000 | 2,734,053 | |
| Oracle Corp. | ||||
| 05/15/2025 | 2.950% | 2,250,000 | 2,136,582 | |
| PTC, Inc.(a) | ||||
| 02/15/2025 | 3.625% | 237,000 | 226,058 | |
| Shift4 Payments LLC/Finance Sub, Inc.(a) | ||||
| 11/01/2026 | 4.625% | 870,000 | 820,684 | |
| Symantec Corp.(a) | ||||
| 04/15/2025 | 5.000% | 402,000 | 391,968 | |
| Tempo Acquisition LLC/Finance Corp.(a) | ||||
| 06/01/2025 | 5.750% | 755,000 | 757,429 | |
| Total | 15,239,882 | |||
| Transportation Services 0.3% | ||||
| ERAC USA Finance LLC(a) | ||||
| 11/01/2025 | 3.800% | 2,500,000 | 2,390,757 | |
| Wireless 0.7% | ||||
| Altice France SA(a) | ||||
| 02/01/2027 | 8.125% | 934,000 | 852,633 | |
| American Tower Corp. | ||||
| 01/31/2028 | 1.500% | 2,500,000 | 2,070,828 | |
| SBA Communications Corp. | ||||
| 02/15/2027 | 3.875% | 230,000 | 208,206 | |
| Sprint Corp. | ||||
| 09/15/2023 | 7.875% | 548,000 | 556,182 | |
| 06/15/2024 | 7.125% | 442,000 | 450,980 | |
| T-Mobile US, Inc. | ||||
| 04/15/2029 | 3.375% | 3,000,000 | 2,643,239 | |
| Total | 6,782,068 | |||
| Wirelines 0.6% | ||||
| AT&T, Inc. | ||||
| 02/01/2028 | 1.650% | 2,500,000 | 2,115,091 | |
| Front Range BidCo, Inc.(a) | ||||
| 03/01/2027 | 4.000% | 372,000 | 275,694 | |
| Iliad Holding SAS(a) | ||||
| 10/15/2026 | 6.500% | 1,127,000 | 1,046,731 | |
| Corporate Bonds & Notes (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Verizon Communications, Inc. | ||||
| 03/16/2027 | 4.125% | 2,000,000 | 1,948,053 | |
| Total | 5,385,569 | |||
| Total Corporate Bonds & Notes (Cost $333,604,305) | 313,070,982 | |||
| Foreign Government Obligations(f) 0.1% | ||||
| Canada 0.1% | ||||
| NOVA Chemicals Corp.(a) | ||||
| 06/01/2024 | 4.875% | 240,000 | 232,501 | |
| 05/01/2025 | 5.000% | 105,000 | 99,131 | |
| 06/01/2027 | 5.250% | 504,000 | 452,764 | |
| Total | 784,396 | |||
| Morocco 0.0% | ||||
| Morocco Government AID Bond(b),(g),(h) | ||||
| 6-month USD LIBOR + 0.000% 05/01/2023 | 5.156% | 42,500 | 42,288 | |
| Total Foreign Government Obligations (Cost $915,134) | 826,684 | |||
| Residential Mortgage-Backed Securities - Agency 0.0% | ||||
| Federal Home Loan Mortgage Corp. | ||||
| 01/01/2023- 10/01/2024 | 4.500% | 4,437 | 4,433 | |
| 01/01/2024 | 5.000% | 3,431 | 3,454 | |
| 03/01/2025- 04/01/2026 | 4.000% | 6,272 | 6,129 | |
| 11/01/2025 | 3.500% | 1,206 | 1,183 | |
| Federal Home Loan Mortgage Corp.(b) | ||||
| 1-year CMT + 2.219% Cap 9.411% 03/01/2034 | 2.618% | 97,665 | 95,151 | |
| 12-month USD LIBOR + 1.735% Cap 10.860% 07/01/2036 | 3.985% | 1,574 | 1,550 | |
| 12-month USD LIBOR + 1.709% Cap 11.157% 08/01/2036 | 3.574% | 22,491 | 22,744 | |
| Federal National Mortgage Association | ||||
| 03/01/2024- 06/01/2026 | 4.000% | 7,462 | 7,284 | |
| 12/01/2025- 09/01/2026 | 3.500% | 22,227 | 21,694 | |
| Federal National Mortgage Association(c) | ||||
| CMO Series 2003-W11 Class A1 | ||||
| 06/25/2033 | 4.447% | 5,409 | 5,423 | |
| Government National Mortgage Association(b) | ||||
| 1-year CMT + 1.500% Floor 1.000%, Cap 11.000% 03/20/2030 | 2.625% | 6,588 | 6,458 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 11 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Residential Mortgage-Backed Securities - Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Government National Mortgage Association | ||||
| 08/15/2037 | 7.500% | 11,221 | 11,267 | |
| Total Residential Mortgage-Backed Securities - Agency (Cost $190,640) | 186,770 | |||
| Residential Mortgage-Backed Securities - Non-Agency 27.2% | ||||
| 510 Asset Backed Trust(a),(c) | ||||
| CMO Series 2021-NPL2 Class A1 | ||||
| 06/25/2061 | 2.116% | 3,944,218 | 3,653,804 | |
| AMRESCO Residential Securities Corp. Mortgage Loan Trust(b) | ||||
| CMO Series 1998-3 Class A7 | ||||
| 1-month USD LIBOR + 0.480% Floor 0.480% 07/25/2028 | 4.869% | 1,934 | 1,931 | |
| Angel Oak Mortgage Trust(a),(c) | ||||
| CMO Series 2020-6 Class A3 | ||||
| 05/25/2065 | 1.775% | 404,940 | 340,210 | |
| CMO Series 2020-6 Class M1 | ||||
| 05/25/2065 | 2.805% | 1,225,000 | 885,000 | |
| CMO Series 2021-8 Class A1 | ||||
| 11/25/2066 | 1.820% | 7,828,397 | 6,578,747 | |
| Angel Oak Mortgage Trust I LLC(a),(c) | ||||
| CMO Series 2018-3 Class A3 | ||||
| 09/25/2048 | 3.853% | 31,776 | 31,568 | |
| Banc of America Funding Trust | ||||
| CMO Series 2005-5 Class 2A1 | ||||
| 09/25/2035 | 5.500% | 92,414 | 88,080 | |
| Banc of America Funding Trust(c) | ||||
| CMO Series 2007-C Class 1A3 | ||||
| 05/20/2036 | 3.473% | 49,309 | 46,194 | |
| Bellemeade Re Ltd.(a),(b) | ||||
| CMO Series 2021-1A Class M1B | ||||
| 30-day Average SOFR + 2.200% Floor 2.200% 03/25/2031 | 5.747% | 3,000,000 | 2,960,278 | |
| CMO Series 2022-1 Class M1B | ||||
| 30-day Average SOFR + 2.150% Floor 2.150% 01/26/2032 | 6.162% | 5,284,000 | 5,111,570 | |
| BRAVO Residential Funding Trust(a),(c) | ||||
| CMO Series 2020-NQM1 Class A1 | ||||
| 05/25/2060 | 1.449% | 586,248 | 540,180 | |
| CMO Series 2021-NQM1 Class A1 | ||||
| 02/25/2049 | 0.941% | 3,555,779 | 3,057,418 | |
| CFMT LLC(a),(c) | ||||
| CMO Series 2021-EBO1 Class A | ||||
| 11/25/2050 | 0.985% | 2,502,234 | 2,350,345 | |
| Chase Mortgage Finance Trust | ||||
| CMO Series 2005-S2 Class A1 | ||||
| 10/25/2035 | 5.500% | 63,254 | 59,119 | |
| Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| CMO Series 2006-S4 Class A3 | ||||
| 12/25/2036 | 6.000% | 147,412 | 71,363 | |
| CHNGE Mortgage Trust(a),(c) | ||||
| CMO Series 2022-1 Class A1 | ||||
| 01/25/2067 | 3.007% | 6,801,378 | 6,205,136 | |
| CMO Series 2022-NQM1 Class A1 | ||||
| 06/25/2067 | 5.189% | 2,293,920 | 2,219,885 | |
| CIM Trust(a),(b) | ||||
| CMO Series 2018-R6 Class A1 | ||||
| 1-month USD LIBOR + 1.076% Floor 1.076% 09/25/2058 | 5.445% | 3,335,854 | 3,257,799 | |
| CIM Trust(a),(c) | ||||
| CMO Series 2021-NR1 Class A1 | ||||
| 07/25/2055 | 2.569% | 2,288,893 | 2,155,189 | |
| Credit Suisse Mortgage Trust(a),(c) | ||||
| CMO Series 2021-AFC1 Class A1 | ||||
| 03/25/2056 | 0.830% | 1,838,032 | 1,375,377 | |
| CMO Series 2021-RPL1 Class A1 | ||||
| 09/27/2060 | 1.668% | 4,429,214 | 4,178,610 | |
| CMO Series 2022-JR1 Class A1 | ||||
| 10/25/2066 | 4.267% | 14,743,910 | 14,028,304 | |
| CSMC Trust(a) | ||||
| CMO Series 2019-AFC1 Class A1 | ||||
| 07/25/2049 | 2.573% | 1,324,138 | 1,230,309 | |
| CSMC Trust(a),(c) | ||||
| CMO Series 2021-RPL4 Class A1 | ||||
| 12/27/2060 | 1.796% | 3,254,045 | 2,873,146 | |
| CMO Series 2022-NQM5 Class A1 | ||||
| 05/25/2067 | 5.169% | 3,990,729 | 3,990,259 | |
| Subordinated CMO Series 2020-RPL3 Class A1 | ||||
| 03/25/2060 | 2.691% | 2,463,705 | 2,300,354 | |
| Subordinated CMO Series 2020-RPL4 Class A1 | ||||
| 01/25/2060 | 2.000% | 6,032,732 | 5,349,035 | |
| Deephaven Residential Mortgage Trust(a),(c) | ||||
| CMO Series 2022-1 Class A1 | ||||
| 01/25/2067 | 2.205% | 16,190,906 | 14,051,496 | |
| Eagle Re Ltd.(a),(b) | ||||
| CMO Series 2021-2 Class M1B | ||||
| 30-day Average SOFR + 2.050% Floor 2.050% 04/25/2034 | 5.994% | 5,100,000 | 4,910,248 | |
| Freddie Mac STACR REMIC Trust(a),(b) | ||||
| CMO Series 2020-DNA1 Class M2 | ||||
| 1-month USD LIBOR + 1.700% 01/25/2050 | 6.089% | 595,423 | 593,581 | |
| CMO Series 2021-DNA5 Class M2 | ||||
| 30-day Average SOFR + 1.650% 01/25/2034 | 5.578% | 1,338,305 | 1,317,607 | |
| 12 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| CMO Series 2021-HQA1 Class M1 | ||||
| 30-day Average SOFR + 0.700% 08/25/2033 | 4.628% | 195,156 | 194,353 | |
| CMO Series 2021-HQA4 Class M1 | ||||
| 30-day Average SOFR + 0.950% 12/25/2041 | 4.878% | 3,327,675 | 3,156,590 | |
| CMO Series 2022-DNA3 Class M1A | ||||
| 30-day Average SOFR + 2.000% 04/25/2042 | 5.928% | 8,024,008 | 8,006,234 | |
| GCAT LLC(a),(c) | ||||
| CMO Series 2020-3 Class A1 | ||||
| 09/25/2025 | 2.981% | 3,006,183 | 2,902,556 | |
| GCAT Trust(a),(c) | ||||
| CMO Series 2021-CM2 Class A1 | ||||
| 08/25/2066 | 2.352% | 3,719,009 | 3,350,496 | |
| CMO Series 2022-NQM4 Class A1 | ||||
| 08/25/2067 | 5.269% | 3,894,402 | 3,915,899 | |
| Genworth Mortgage Insurance Corp.(a),(b) | ||||
| CMO Series 2021-3 Class M1A | ||||
| 30-day Average SOFR + 1.900% Floor 1.900% 02/25/2034 | 5.421% | 7,864,844 | 7,665,768 | |
| GS Mortgage-Backed Securities Trust(a),(c) | ||||
| CMO Series 2020-NQM1 Class A1 | ||||
| 09/27/2060 | 1.382% | 1,136,849 | 1,020,710 | |
| Home Re Ltd.(a),(b) | ||||
| CMO Series 2021-1 Class M1B | ||||
| 1-month USD LIBOR + 1.550% 07/25/2033 | 5.939% | 2,558,687 | 2,541,326 | |
| Homeward Opportunities Fund Trust(a),(e) | ||||
| CMO Series 2020-BPL1 Class A1 | ||||
| 08/25/2025 | 3.228% | 852,821 | 850,714 | |
| CMO Series 2022-1 Class A1 | ||||
| 07/25/2067 | 5.073% | 6,751,357 | 6,712,586 | |
| Imperial Fund Mortgage Trust(a),(c) | ||||
| CMO Series 2021-NQM2 Class A3 | ||||
| 09/25/2056 | 1.516% | 2,657,703 | 2,003,886 | |
| JPMorgan Mortgage Trust | ||||
| CMO Series 2005-S3 Class 2A2 | ||||
| 01/25/2023 | 5.500% | 15,039 | 10,542 | |
| JPMorgan Mortgage Trust(c) | ||||
| CMO Series 2007-A2 Class 3A1 | ||||
| 04/25/2037 | 3.230% | 4,705 | 3,753 | |
| Legacy Mortgage Asset Trust(a),(c) | ||||
| CMO Series 2021-GS1 Class A1 | ||||
| 10/25/2066 | 1.892% | 3,120,840 | 2,846,005 | |
| CMO Series 2021-GS2 Class A1 | ||||
| 04/25/2061 | 1.750% | 5,946,270 | 5,374,780 | |
| Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| MFA Trust(a),(c) | ||||
| CMO Series 2020-NQM1 Class A1 | ||||
| 03/25/2065 | 1.479% | 1,101,763 | 994,592 | |
| Morgan Stanley Mortgage Loan Trust(c) | ||||
| CMO Series 2004-10AR Class 2A2 | ||||
| 11/25/2034 | 4.023% | 40,552 | 38,037 | |
| New Residential Mortgage Loan Trust(a),(c) | ||||
| CMO Series 2019-NQM4 Class A2 | ||||
| 09/25/2059 | 2.644% | 1,437,063 | 1,286,667 | |
| NRZ Excess Spread-Collateralized Notes(a) | ||||
| Series 2020-PLS1 Class A | ||||
| 12/25/2025 | 3.844% | 1,216,630 | 1,108,759 | |
| Oaktown Re VI Ltd.(a),(b) | ||||
| CMO Series 2021-1A Class M1A | ||||
| 30-day Average SOFR + 1.650% Floor 1.650% 10/25/2033 | 5.578% | 879,622 | 875,926 | |
| OBX Trust(a),(c) | ||||
| CMO Series 2019-EXP2 Class 1A3 | ||||
| 06/25/2059 | 4.000% | 474,283 | 422,686 | |
| OBX Trust(a),(e) | ||||
| CMO Series 2022-NQM7 Class A1 | ||||
| 08/25/2062 | 5.110% | 4,801,505 | 4,736,896 | |
| Oceanview Mortgage Loan Trust(a) | ||||
| CMO Series 2020-1 Class A1A | ||||
| 05/28/2050 | 1.733% | 931,359 | 826,445 | |
| Preston Ridge Partners Mortgage(a),(c) | ||||
| CMO Series 2021-4 Class A1 | ||||
| 04/25/2026 | 1.867% | 6,746,637 | 6,041,176 | |
| Preston Ridge Partners Mortgage Trust(a),(c) | ||||
| CMO Series 2021-10 Class A1 | ||||
| 10/25/2026 | 2.487% | 3,703,270 | 3,329,937 | |
| CMO Series 2021-2 Class A1 | ||||
| 03/25/2026 | 2.115% | 2,142,378 | 1,943,232 | |
| CMO Series 2021-3 Class A1 | ||||
| 04/25/2026 | 1.867% | 3,558,039 | 3,214,023 | |
| CMO Series 2021-9 Class A1 | ||||
| 10/25/2026 | 2.363% | 6,215,787 | 5,595,523 | |
| Pretium Mortgage Credit Partners I LLC(a),(c) | ||||
| CMO Series 2021-NPL1 Class A1 | ||||
| 09/27/2060 | 2.240% | 1,808,866 | 1,647,489 | |
| CMO Series 2021-NPL2 Class A1 | ||||
| 06/27/2060 | 1.992% | 1,795,922 | 1,583,595 | |
| Pretium Mortgage Credit Partners LLC(a),(c) | ||||
| CMO Series 2021-NPL3 Class A1 | ||||
| 07/25/2051 | 1.868% | 8,650,685 | 7,556,651 | |
| CMO Series 2021-NPL6 Class A1 | ||||
| 07/25/2051 | 2.487% | 9,556,112 | 8,828,535 | |
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 13 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
| Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| PRKCM Trust(a),(c) | ||||
| CMO Series 2021-AFC2 Class A1 | ||||
| 11/25/2056 | 2.071% | 13,341,244 | 10,847,265 | |
| PRPM LLC(a),(c) | ||||
| CMO Series 2021-RPL1 Class A1 | ||||
| 07/25/2051 | 1.319% | 1,754,417 | 1,544,346 | |
| Radnor Re Ltd.(a),(b) | ||||
| CMO Series 2020-1 Class M1A | ||||
| 1-month USD LIBOR + 0.950% Floor 0.950% 01/25/2030 | 5.339% | 380,422 | 375,377 | |
| Sequoia Mortgage Trust(a),(c) | ||||
| CMO Series 2016-3 Class A1 | ||||
| 11/25/2046 | 3.500% | 669,020 | 580,820 | |
| Starwood Mortgage Residential Trust(a),(c) | ||||
| CMO Series 2019-INV1 Class A3 | ||||
| 09/27/2049 | 2.916% | 1,735,297 | 1,629,942 | |
| CMO Series 2020-INV1 Class A3 | ||||
| 11/25/2055 | 1.593% | 437,184 | 385,794 | |
| Toorak Mortgage Corp., Ltd.(a),(c) | ||||
| CMO Series 2020-1 Class A1 | ||||
| 03/25/2023 | 2.734% | 5,235,713 | 5,056,941 | |
| Towd Point HE Trust(a),(c) | ||||
| CMO Series 2021-HE1 Class M2 | ||||
| 02/25/2063 | 2.500% | 1,150,000 | 958,730 | |
| Towd Point Mortgage Trust(a),(c) | ||||
| CMO Series 2021-SJ2 Class A1A | ||||
| 12/25/2061 | 2.250% | 5,224,007 | 4,742,146 | |
| VCAT Asset Securitization LLC(a),(c) | ||||
| CMO Series 2021-NPL6 Class A1 | ||||
| 09/25/2051 | 1.917% | 2,356,044 | 2,051,092 | |
| VCAT LLC(a),(c) | ||||
| CMO Series 2021-NPL1 Class A1 | ||||
| 12/26/2050 | 2.289% | 425,174 | 400,821 | |
| Vericrest Opportunity Loan Transferee(a),(c) | ||||
| CMO Series 2021-NPL4 Class A1 | ||||
| 03/27/2051 | 2.240% | 4,045,331 | 3,732,573 | |
| Vericrest Opportunity Loan Transferee XCVI LLC(a),(c) | ||||
| CMO Series 2021-NPL5 Class A1 | ||||
| 03/27/2051 | 2.116% | 2,427,501 | 2,200,660 | |
| Vericrest Opportunity Loan Transferee XCVII LLC(a),(c) | ||||
| CMO Series 2021-NPL6 Class A1 | ||||
| 04/25/2051 | 2.240% | 9,879,796 | 8,690,445 | |
| Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
| Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
| Vericrest Opportunity Loan Trust CI LLC(a),(c) | ||||
| CMO Series 2021-NP10 Class A1 | ||||
| 05/25/2051 | 1.992% | 7,626,537 | 6,812,562 | |
| Verus Securitization Trust(a),(c) | ||||
| CMO Series 2019-4 Class A3 | ||||
| 11/25/2059 | 3.000% | 1,803,114 | 1,697,945 | |
| CMO Series 2020-2 Class A1 | ||||
| 05/25/2060 | 2.226% | 335,471 | 322,807 | |
| CMO Series 2021-8 Class A3 | ||||
| 11/25/2066 | 2.491% | 8,832,973 | 7,184,551 | |
| CMO Series 2022-INV1 Class A1 | ||||
| 08/25/2067 | 5.041% | 3,395,392 | 3,358,007 | |
| Visio Trust(a),(c) | ||||
| CMO Series 2019-2 Class A3 | ||||
| 11/25/2054 | 3.076% | 1,023,159 | 943,623 | |
| Visio Trust(a) | ||||
| Series 2020-1R Class A1 | ||||
| 11/25/2055 | 1.312% | 4,294,567 | 3,898,633 | |
| Wells Fargo Mortgage-Backed Securities Trust(c) | ||||
| CMO Series 2006-AR19 Class A1 | ||||
| 12/25/2036 | 4.564% | 63,717 | 60,399 | |
| Total Residential Mortgage-Backed Securities - Non-Agency (Cost $289,470,414) | 263,873,988 | |||
| U.S. Treasury Obligations 1.0% | ||||
| U.S. Treasury | ||||
| 01/15/2024 | 0.125% | 10,325,000 | 9,842,629 | |
| Total U.S. Treasury Obligations (Cost $9,848,373) | 9,842,629 | |||
| Money Market Funds 0.6% | ||
| Shares | Value ($) | |
| Columbia Short-Term Cash Fund, 4.318%(i),(j) | 6,001,012 | 5,999,211 |
| Total Money Market Funds (Cost $5,998,754) | 5,999,211 | |
| Total Investments in Securities (Cost: $1,027,229,064) | 965,346,847 | |
| Other Assets & Liabilities, Net | 6,115,004 | |
| Net Assets | 971,461,851 | |
At December 31, 2022,
securities and/or cash totaling $2,044,200 were pledged as collateral.
| 14 | Columbia Short Term Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Columbia Short Term Bond Fund, December 31, 2022 (Unaudited)
Investments in derivatives
| Long futures contracts | ||||||
| Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
| U.S. Treasury 2-Year Note | 1,550 | 03/2023 | USD | 317,871,095 | 105,657 | — |
| U.S. Treasury 2-Year Note | 110 | 03/2023 | USD | 22,558,594 | — | (96,616) |
| Total | 105,657 | (96,616) | ||||
| Short futures contracts | ||||||
| Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
| U.S. Treasury 5-Year Note | (1,175) | 03/2023 | USD | (126,817,383) | 89,722 | — |
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 December 31, 2022, the total value of these securities amounted to $711,771,571, which represents 73.27% of total net assets. |
| (b) | Variable rate security. The interest rate shown was the current rate as of December 31, 2022. |
| (c) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of December 31, 2022. |
| (d) | Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash. |
| (e) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of December 31, 2022. |
| (f) | Principal and interest may not be guaranteed by a governmental entity. |
| (g) | Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At December 31, 2022, the total value of these securities amounted to $42,288, which represents less than 0.01% of total net assets. |
| (h) | Valuation based on significant unobservable inputs. |
| (i) | The rate shown is the seven-day current annualized yield at December 31, 2022. |
| (j) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended December 31, 2022 are as follows: |
| Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
| Columbia Short-Term Cash Fund, 4.318% | ||||||||
| 39,477,150 | 291,368,604 | (324,846,984) | 441 | 5,999,211 | 5,091 | 259,869 | 6,001,012 | |
Abbreviation Legend
| AID | Agency for International Development |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
Currency Legend
| USD | US Dollar |
Investments are valued using
policies described in the Notes to Financial Statements in the most recent shareholder report.
| Columbia Short Term Bond Fund | Third Quarter Report 2022 | 15 |
You may at any time request, free
of charge, to receive a paper copy of this report by calling 800.345.6611.
3QT222_03_N01_(02/23)