N-Q 1 a06-3594_5nq.htm QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS

 

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

OMB APPROVAL

 

OMB Number:    3235-0578
Expires:    February 28, 2006
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FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number

811-4367

 

 

Columbia Funds Series Trust I (formerly known as Columbia Funds Trust IX)

(Exact name of registrant as specified in charter)

 

One Financial Center, Boston, Massachusetts

 

02111

(Address of principal executive offices)

 

(Zip code)

 

Vincent Pietropaolo, Esq.

Columbia Management Group, Inc.

One Financial Center

Boston, MA 02111

(Name and address of agent for service)

 

Registrant's telephone number, including area code:

1-617-772-3698

 

 

Date of fiscal year end:

8/31/06

 

 

 

 

Date of reporting period:

11/30/05

 

 


 

Item 1. Schedule of Investments.

 

 


 

INVESTMENT PORTFOLIO

November 30, 2005 (Unaudited)

Columbia Federal Securities Fund

 

 

 

Shares

 

Value ($)*

 

 

 

 

 

 

 

Mortgage-Backed Securities— 57.0%

 

 

 

 

 

Federal Home Loan Mortgage Corp.

 

 

 

 

 

 

3.614% 07/01/19(a)

 

49,606

 

49,548

 

 

3.641% 02/01/18(a)

 

28,383

 

28,314

 

 

4.274% 05/01/18(a)

 

83,916

 

84,920

 

 

5.500% 01/15/23

 

637,434

 

31,400

 

 

5.500% 05/15/27

 

675,598

 

51,379

 

 

7.000% 08/01/29

 

21

 

21

 

 

7.500% 04/01/07

 

949

 

958

 

 

7.500% 08/01/08

 

4,862

 

4,934

 

 

7.500% 10/01/11

 

25,065

 

26,201

 

 

7.500% 03/01/16

 

34,934

 

35,145

 

 

8.000% 04/01/07

 

551

 

557

 

 

8.000% 06/01/07

 

4,923

 

5,015

 

 

8.000% 07/01/07

 

1,561

 

1,590

 

 

8.000% 08/01/07

 

12,619

 

12,855

 

 

8.000% 12/01/07

 

9,337

 

9,530

 

 

8.000% 05/01/09

 

693

 

720

 

 

8.000% 06/01/09

 

28,362

 

28,834

 

 

8.000% 07/01/09

 

39,159

 

39,522

 

 

8.000% 09/01/09

 

68,719

 

71,403

 

 

8.000% 05/01/10

 

22,187

 

23,254

 

 

8.000% 01/01/11

 

18,128

 

18,256

 

 

8.000% 12/01/11

 

260,587

 

260,540

 

 

8.000% 05/01/16

 

87,353

 

87,337

 

 

8.000% 04/01/17

 

105,142

 

111,807

 

 

8.500% 12/01/07

 

27,466

 

28,153

 

 

8.500% 01/01/08

 

17,649

 

18,053

 

 

8.500% 02/01/08

 

8,609

 

8,815

 

 

8.500% 03/01/08

 

7,781

 

8,069

 

 

8.500% 05/01/08

 

198

 

198

 

 

8.500% 10/01/08

 

4,024

 

4,029

 

 

8.500% 05/01/09

 

23,294

 

23,320

 

 

8.500% 01/01/10

 

27,616

 

29,142

 

 

8.500% 07/01/10

 

15,216

 

15,564

 

 

8.500% 03/01/17

 

6,189

 

6,659

 

 

8.500% 06/01/17

 

368

 

397

 

 

8.500% 09/01/17

 

41,572

 

44,519

 

 

8.500% 09/01/20

 

146,331

 

156,705

 

 

8.750% 12/01/07

 

7,894

 

8,112

 

 

8.750% 05/01/08

 

2,738

 

2,845

 

 

8.750% 07/01/08

 

6,777

 

6,949

 

 

1


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

8.750% 08/01/08

 

1,160

 

1,162

 

 

8.750% 10/01/08

 

25,441

 

26,131

 

 

8.750% 03/01/09

 

18,316

 

19,169

 

 

8.750% 05/01/09

 

12,575

 

12,922

 

 

8.750% 11/01/09

 

30,721

 

31,869

 

 

9.000% 06/01/08

 

456

 

461

 

 

9.000% 12/01/08

 

2,966

 

3,090

 

 

9.000% 05/01/09

 

38,821

 

40,393

 

 

9.000% 06/01/09

 

2,823

 

2,853

 

 

9.000% 07/01/09

 

139,810

 

145,993

 

 

9.000% 05/01/10

 

4,898

 

4,958

 

 

9.000% 06/01/11

 

3,688

 

3,918

 

 

9.000% 12/01/16

 

6,499

 

7,010

 

 

9.000% 12/01/18

 

63,781

 

64,559

 

 

9.000% 01/01/22

 

128,297

 

139,591

 

 

9.250% 10/01/08

 

5,096

 

5,336

 

 

9.250% 11/01/08

 

19,899

 

20,835

 

 

9.250% 03/01/09

 

6,948

 

7,171

 

 

9.250% 01/01/10

 

253,690

 

265,626

 

 

9.250% 03/01/10

 

45,029

 

47,878

 

 

9.250% 07/01/10

 

1,890

 

1,996

 

 

9.250% 10/01/10

 

60,819

 

64,666

 

 

9.250% 11/01/10

 

27,901

 

28,795

 

 

9.250% 10/01/19

 

20,735

 

22,584

 

 

9.500% 10/01/08

 

14,131

 

14,834

 

 

9.500% 11/01/08

 

12,162

 

12,767

 

 

9.500% 02/01/09

 

19,085

 

19,733

 

 

9.500% 06/01/09

 

84,047

 

88,231

 

 

9.500% 07/01/09

 

7,786

 

8,249

 

 

9.500% 08/01/09

 

25,440

 

26,951

 

 

9.500% 03/01/10

 

590

 

625

 

 

9.500% 04/01/11

 

19,933

 

21,406

 

 

9.500% 05/01/12

 

12,971

 

14,004

 

 

9.500% 04/01/16

 

2,207

 

2,403

 

 

9.500% 07/01/16

 

1,535

 

1,681

 

 

9.500% 09/01/16

 

2,272

 

2,473

 

 

9.500% 10/01/16

 

7,977

 

8,703

 

 

9.500% 04/01/18

 

8,300

 

8,603

 

 

9.500% 06/01/20

 

2,640

 

2,906

 

 

9.500% 09/01/20

 

750

 

821

 

 

9.500% 06/01/21

 

16,203

 

17,734

 

 

2


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

9.500% 01/01/29

 

32,847

 

36,584

 

 

9.750% 11/01/08

 

3,355

 

3,511

 

 

9.750% 12/01/08

 

25,283

 

26,456

 

 

9.750% 04/01/09

 

37,317

 

38,936

 

 

9.750% 09/01/16

 

12,076

 

13,043

 

 

10.000% 09/01/18

 

5,355

 

5,810

 

 

10.000% 11/01/19

 

45,218

 

50,134

 

 

10.250% 01/01/09

 

5,729

 

5,923

 

 

10.250% 06/01/09

 

5,972

 

6,346

 

 

10.250% 09/01/09

 

15,216

 

16,099

 

 

10.250% 10/01/09

 

64,076

 

67,445

 

 

10.250% 06/01/10

 

46,451

 

49,312

 

 

10.250% 10/01/10

 

16,416

 

17,279

 

 

10.250% 08/01/13

 

18,967

 

20,343

 

 

10.250% 11/01/13

 

19,198

 

20,207

 

 

10.500% 11/01/09

 

81

 

84

 

 

10.500% 09/01/13

 

4,829

 

5,062

 

 

10.500% 01/01/16

 

114,889

 

125,988

 

 

10.500% 06/01/17

 

97,368

 

105,999

 

 

10.500% 08/01/19

 

14,691

 

15,541

 

 

10.500% 09/01/19

 

17,983

 

19,225

 

 

10.500% 01/01/20

 

67,333

 

75,038

 

 

10.500% 04/01/21

 

65,854

 

69,662

 

 

11.250% 10/01/09

 

23,761

 

25,543

 

 

11.250% 02/01/10

 

17,550

 

18,940

 

 

11.250% 04/01/11

 

55,252

 

59,865

 

 

11.250% 10/01/12

 

12,639

 

13,480

 

 

11.250% 08/01/13

 

77,376

 

83,392

 

 

11.250% 02/01/15

 

3,835

 

4,149

 

 

11.250% 07/01/15

 

30,581

 

33,082

 

 

11.250% 09/01/15

 

35,352

 

37,142

 

 

11.250% 12/01/15

 

28,694

 

31,300

 

 

11.500% 02/01/15

 

39,175

 

42,777

 

TBA,

 

 

 

 

 

 

 

5.500% 12/01/35(c)

 

90,556,000

 

89,282,602

 

Federal National Mortgage Association

 

 

 

 

 

 

 

4.026% 07/01/27(a)

 

33,152

 

33,270

 

 

4.770% 08/01/19(a)

 

27,844

 

28,275

 

 

4.875% 11/01/19(a)

 

3,384

 

3,460

 

 

4.908% 06/01/20(a)

 

42,974

 

43,694

 

 

4.908% 07/01/20(a)

 

14,655

 

14,936

 

 

4.997% 06/01/19(a)

 

22,344

 

22,613

 

 

5.133% 12/01/17(a)

 

16,752

 

17,196

 

 

3


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

5.321% 03/01/18(a)

 

182,387

 

186,631

 

 

5.421% 12/01/31(a)

 

58,378

 

58,738

 

 

5.449% 08/01/36(a)

 

28,994

 

29,367

 

 

6.000% 12/01/08

 

1,403,149

 

1,426,292

 

 

6.000% 01/01/09

 

1,143,959

 

1,162,828

 

 

6.000% 01/01/24

 

452,463

 

456,031

 

 

6.000% 02/01/24

 

186,682

 

188,143

 

 

6.000% 03/01/24

 

1,223,656

 

1,233,230

 

 

6.000% 04/01/24

 

919,558

 

926,766

 

 

6.000% 05/01/24

 

269,230

 

271,337

 

 

6.000% 06/01/24

 

102,144

 

102,943

 

 

6.000% 08/01/24

 

72,370

 

72,936

 

 

6.000% 01/01/26

 

5,716

 

5,760

 

 

6.000% 03/01/26

 

77,770

 

78,432

 

 

6.000% 04/01/26

 

8,882

 

8,957

 

 

6.000% 05/01/26

 

9,651

 

9,733

 

 

6.000% 04/01/35

 

118,638,793

 

119,354,482

 

 

6.500% 10/01/07

 

850

 

861

 

 

6.500% 12/01/07

 

3,839

 

3,890

 

 

6.500% 01/01/09

 

11,926

 

12,158

 

 

6.500% 02/01/09

 

5,604

 

5,713

 

 

6.500% 06/01/09

 

2,355

 

2,416

 

 

6.500% 08/01/10

 

21,495

 

22,142

 

 

6.500% 12/01/10

 

1,934

 

1,992

 

 

6.500% 04/01/11

 

38,713

 

39,913

 

 

6.500% 10/01/22

 

25,784

 

26,409

 

 

6.500% 09/01/25

 

45,519

 

46,805

 

 

6.500% 11/01/25

 

152,283

 

156,586

 

 

6.500% 05/01/26

 

201,676

 

207,374

 

 

6.500% 09/01/28

 

16,258

 

16,712

 

 

6.500% 12/01/28

 

15,318

 

15,745

 

 

6.500% 01/01/29

 

172,248

 

177,052

 

 

6.500% 06/01/29

 

226,289

 

232,525

 

 

6.565% 07/01/16

 

4,851,874

 

5,253,978

 

 

7.000% 11/01/07

 

1,198

 

1,215

 

 

7.000% 06/01/09

 

10,100

 

10,329

 

 

7.000% 07/01/10

 

35,434

 

36,525

 

 

7.000% 09/01/10

 

25,300

 

26,169

 

 

7.000% 10/01/10

 

61,296

 

63,402

 

 

7.000% 10/01/12

 

32,996

 

34,330

 

 

7.000% 08/01/23

 

170,961

 

178,997

 

 

4


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

7.000% 10/01/23

 

39,073

 

40,909

 

 

7.000% 11/01/23

 

92,378

 

96,719

 

 

7.000% 02/01/27

 

8,056

 

8,432

 

 

7.500% 12/01/06

 

2,944

 

2,968

 

 

7.500% 02/01/08

 

710

 

711

 

 

7.500% 12/01/08

 

2,360

 

2,386

 

 

7.500% 01/01/09

 

8,693

 

8,842

 

 

7.500% 05/01/09

 

9,600

 

9,758

 

 

7.500% 06/01/09

 

11,806

 

12,009

 

 

7.500% 12/01/09

 

32,941

 

34,174

 

 

7.500% 02/01/10

 

2,333

 

2,420

 

 

7.500% 06/01/10

 

8,712

 

9,097

 

 

7.500% 11/01/11

 

15,455

 

15,908

 

 

7.500% 07/01/13

 

16,752

 

17,464

 

 

7.500% 12/01/14

 

1,343

 

1,413

 

 

7.500% 01/01/17

 

53,971

 

56,867

 

 

7.500% 02/01/18

 

26,754

 

28,176

 

 

7.500% 10/01/23

 

20,524

 

21,610

 

 

7.500% 12/01/23

 

63,345

 

66,699

 

 

8.000% 07/01/08

 

12,091

 

12,374

 

 

8.000% 12/01/08

 

13,297

 

13,569

 

 

8.000% 03/01/09

 

4,968

 

5,074

 

 

8.000% 04/01/09

 

67,062

 

68,436

 

 

8.000% 07/01/09

 

97,398

 

99,572

 

 

8.000% 08/01/09

 

7,475

 

7,539

 

 

8.000% 03/01/13

 

3,994

 

4,260

 

 

8.000% 11/01/15

 

5,704

 

6,085

 

 

8.000% 06/01/25

 

3,825

 

4,078

 

 

8.000% 08/01/27

 

50,799

 

54,151

 

 

8.000% 02/01/30

 

3,233

 

3,447

 

 

8.000% 03/01/30

 

10,229

 

10,908

 

 

8.000% 08/01/30

 

4,163

 

4,440

 

 

8.000% 10/01/30

 

64,850

 

69,157

 

 

8.000% 11/01/30

 

312,939

 

333,722

 

 

8.000% 12/01/30

 

106,911

 

114,012

 

 

8.000% 01/01/31

 

573,902

 

612,044

 

 

8.000% 02/01/31

 

1,363

 

1,454

 

 

8.000% 04/01/31

 

52,350

 

55,826

 

 

8.000% 05/01/31

 

64,509

 

68,784

 

 

8.000% 08/01/31

 

3,817

 

4,070

 

 

8.000% 09/01/31

 

263,151

 

280,591

 

 

8.000% 12/01/31

 

20,253

 

21,595

 

 

5


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

8.000% 03/01/32

 

87,208

 

92,980

 

 

8.000% 04/01/32

 

329,031

 

350,819

 

 

8.000% 05/01/32

 

741,921

 

791,026

 

 

8.000% 06/01/32

 

669,221

 

713,513

 

 

8.000% 07/01/32

 

36,824

 

39,260

 

 

8.000% 08/01/32

 

59,732

 

63,686

 

 

8.000% 10/01/32

 

51,196

 

54,585

 

 

8.000% 11/01/32

 

175,170

 

186,804

 

 

8.000% 02/01/33

 

288,653

 

307,758

 

 

8.000% 03/01/33

 

104,531

 

111,437

 

 

8.000% 06/01/33

 

25,456

 

27,137

 

 

8.250% 05/01/08

 

24,367

 

24,951

 

 

8.250% 06/01/08

 

1,615

 

1,655

 

 

8.250% 01/01/09

 

7,111

 

7,285

 

 

8.250% 04/01/09

 

1,426

 

1,478

 

 

8.250% 05/01/10

 

16,191

 

16,587

 

 

8.250% 09/01/11

 

16,129

 

16,770

 

 

8.500% 09/01/07

 

12,560

 

12,702

 

 

8.500% 02/01/08

 

36,471

 

37,430

 

 

8.500% 05/01/08

 

3,995

 

4,004

 

 

8.500% 11/01/08

 

14,628

 

15,188

 

 

8.500% 12/01/08

 

5,343

 

5,404

 

 

8.500% 06/01/09

 

29,877

 

30,822

 

 

8.500% 07/01/09

 

11,853

 

11,988

 

 

8.500% 03/01/10

 

14,722

 

14,889

 

 

8.500% 12/01/11

 

39,467

 

40,176

 

 

8.500% 02/01/15

 

4,158

 

4,329

 

 

8.500% 04/01/15

 

19,509

 

20,733

 

 

8.500% 05/01/15

 

26,338

 

27,610

 

 

8.500% 06/01/15

 

106,889

 

108,422

 

 

8.500% 02/01/17

 

3,271

 

3,524

 

 

8.500% 06/01/17

 

14,149

 

14,488

 

 

8.500% 07/01/17

 

40,912

 

42,888

 

 

8.500% 12/01/17

 

12,395

 

12,535

 

 

8.500% 09/01/21

 

57,812

 

60,604

 

 

9.000% 06/01/07

 

20,672

 

21,031

 

 

9.000% 08/01/07

 

53,788

 

54,561

 

 

9.000% 09/01/07

 

63,446

 

64,300

 

 

9.000% 10/01/07

 

11,432

 

11,518

 

 

9.000% 03/01/08

 

7,882

 

8,071

 

 

9.000% 05/01/08

 

5,147

 

5,164

 

 

6


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

9.000% 07/01/08

 

4,711

 

4,913

 

 

9.000% 12/01/08

 

8,986

 

9,262

 

 

9.000% 01/01/09

 

4,195

 

4,325

 

 

9.000% 05/01/09

 

156,816

 

162,552

 

 

9.000% 07/01/09

 

1,687

 

1,710

 

 

9.000% 09/01/09

 

30,138

 

31,429

 

 

9.000% 12/01/09

 

50,495

 

51,416

 

 

9.000% 04/01/10

 

1,899

 

1,905

 

 

9.000% 05/01/10

 

5,340

 

5,544

 

 

9.000% 06/01/10

 

12,339

 

12,867

 

 

9.000% 11/01/10

 

1,662

 

1,746

 

 

9.000% 04/01/11

 

11,112

 

11,454

 

 

9.000% 06/01/11

 

3,431

 

3,583

 

 

9.000% 09/01/13

 

16,829

 

17,347

 

 

9.000% 09/01/14

 

7,703

 

7,807

 

 

9.000% 04/01/15

 

8,207

 

8,678

 

 

9.000% 05/01/15

 

12,109

 

12,750

 

 

9.000% 07/01/15

 

11,200

 

11,545

 

 

9.000% 04/01/16

 

242,652

 

256,086

 

 

9.000% 06/01/16

 

9,763

 

10,260

 

 

9.000% 07/01/16

 

7,618

 

7,899

 

 

9.000% 09/01/16

 

11,739

 

12,335

 

 

9.000% 10/01/16

 

7,541

 

7,864

 

 

9.000% 12/01/16

 

6,743

 

7,008

 

 

9.000% 01/01/17

 

5,151

 

5,446

 

 

9.000% 02/01/17

 

352

 

370

 

 

9.000% 03/01/17

 

669

 

703

 

 

9.000% 05/01/17

 

5,480

 

5,716

 

 

9.000% 06/01/17

 

10,608

 

10,705

 

 

9.000% 08/01/17

 

24,910

 

26,176

 

 

9.000% 05/01/18

 

45,818

 

47,897

 

 

9.000% 09/01/19

 

2,486

 

2,613

 

 

9.000% 10/01/19

 

36,819

 

38,690

 

 

9.000% 11/01/19

 

1,323

 

1,391

 

 

9.000% 03/01/20

 

1,902

 

1,961

 

 

9.000% 07/01/20

 

3,891

 

4,058

 

 

9.000% 01/01/21

 

8,304

 

8,875

 

 

9.000% 08/01/21

 

276,409

 

290,456

 

 

9.000% 06/01/22

 

5,677

 

6,002

 

 

9.000% 09/01/24

 

51,716

 

56,165

 

 

9.500% 06/01/08

 

5,201

 

5,282

 

 

9.500% 12/01/10

 

9,596

 

10,083

 

 

7


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

9.500% 03/01/11

 

862

 

906

 

 

9.500% 06/01/15

 

6,169

 

6,589

 

 

9.500% 03/01/16

 

17,807

 

18,436

 

 

9.500% 04/01/16

 

15,962

 

16,772

 

 

9.500% 06/01/16

 

39,524

 

40,920

 

 

9.500% 02/01/17

 

2,732

 

2,935

 

 

9.500% 07/01/17

 

1,507

 

1,584

 

 

9.500% 01/01/19

 

152,039

 

165,569

 

 

9.500% 04/01/20

 

232,010

 

253,481

 

 

9.500% 07/15/21

 

520,695

 

575,115

 

 

9.500% 08/01/21

 

144,568

 

160,623

 

 

10.000% 10/01/06

 

2,016

 

2,056

 

 

10.000% 04/01/20

 

21,525

 

23,373

 

 

10.500% 03/01/14

 

43,977

 

46,442

 

 

10.500% 12/01/15

 

129,093

 

137,996

 

 

11.000% 08/01/15

 

75,572

 

81,295

 

 

11.000% 12/01/15

 

14,732

 

16,598

 

TBA:

 

 

 

 

 

 

 

5.000% 12/01/20(c)

 

168,415,000

 

165,888,775

 

 

5.500% 12/01/20(c)

 

12,050,000

 

12,098,947

 

 

5.500% 12/01/35(c)

 

42,000,000

 

41,356,896

 

 

6.500% 12/01/35(c)

 

68,750,000

 

70,382,812

 

Government National Mortgage
Association

 

 

 

 

 

 

 

 

4.375% 05/20/22(a)

 

51,744

 

51,834

 

 

4.375% 06/20/23(a)

 

34,030

 

34,197

 

 

4.750% 08/20/22(a)

 

7,984

 

8,045

 

 

6.000% 12/15/10

 

73,137

 

75,070

 

 

6.500% 06/15/23

 

16,926

 

17,633

 

 

6.500% 08/15/23

 

28,695

 

29,895

 

 

6.500% 09/15/23

 

21,875

 

22,790

 

 

6.500% 10/15/23

 

42,598

 

44,379

 

 

6.500% 11/15/23

 

208,752

 

217,480

 

 

6.500% 12/15/23

 

84,751

 

88,295

 

 

6.500% 01/15/24

 

49,439

 

51,489

 

 

6.500% 02/15/24

 

42,647

 

44,415

 

 

6.500% 03/15/24

 

155,152

 

161,585

 

 

6.500% 04/15/24

 

25,744

 

26,811

 

 

6.500% 05/15/24

 

40,732

 

42,427

 

 

6.500% 07/15/24

 

164,619

 

171,499

 

 

6.500% 09/15/25

 

32,689

 

34,047

 

 

6.500% 12/15/25

 

35,593

 

37,073

 

 

8


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

6.500% 01/15/28

 

37,494

 

39,045

 

 

6.500% 02/15/28

 

78,347

 

81,588

 

 

6.500% 07/15/28

 

164,874

 

171,693

 

 

6.500% 08/15/28

 

154,230

 

160,609

 

 

6.500% 10/15/28

 

132,261

 

137,731

 

 

6.500% 11/15/28

 

45,067

 

46,931

 

 

6.500% 12/15/28

 

268,803

 

279,920

 

 

6.500% 01/15/29

 

245,993

 

255,996

 

 

6.500% 02/15/29

 

47,864

 

49,811

 

 

7.000% 02/15/09

 

1,120

 

1,156

 

 

7.000% 03/15/22

 

9,228

 

9,700

 

 

7.000% 04/15/22

 

2,535

 

2,664

 

 

7.000% 10/15/22

 

5,627

 

5,914

 

 

7.000% 11/15/22

 

12,529

 

13,169

 

 

7.000% 01/15/23

 

223,592

 

235,504

 

 

7.000% 03/15/23

 

3,042

 

3,204

 

 

7.000% 05/15/23

 

96,456

 

101,596

 

 

7.000% 06/15/23

 

27,192

 

28,642

 

 

7.000% 07/15/23

 

6,530

 

6,878

 

 

7.000% 10/15/23

 

112,290

 

118,272

 

 

7.000% 12/15/23

 

86,570

 

91,089

 

 

7.000% 01/15/24

 

2,297

 

2,419

 

 

7.000% 03/15/24

 

4,621

 

4,867

 

 

7.000% 10/15/24

 

63,615

 

67,004

 

 

7.000% 08/15/25

 

2,493

 

2,624

 

 

7.000% 09/15/25

 

4,620

 

4,864

 

 

7.000% 10/15/25

 

162,859

 

171,477

 

 

7.000% 12/15/25

 

62,572

 

65,883

 

 

7.000% 01/15/26

 

62,451

 

65,761

 

 

7.000% 02/15/26

 

74,850

 

78,818

 

 

7.000% 03/15/26

 

10,206

 

10,746

 

 

7.000% 04/15/26

 

5,032

 

5,298

 

 

7.000% 05/15/26

 

1,658

 

1,746

 

 

7.000% 06/15/26

 

69,507

 

73,191

 

 

7.000% 11/15/26

 

101,646

 

107,027

 

 

7.000% 12/15/26

 

1,286

 

1,354

 

 

7.000% 01/15/27

 

5,192

 

5,463

 

 

7.000% 02/15/27

 

8,517

 

8,961

 

 

7.000% 04/15/27

 

4,192

 

4,410

 

 

7.000% 08/15/27

 

1,632

 

1,716

 

 

7.000% 09/15/27

 

87,865

 

92,438

 

 

7.000% 10/15/27

 

98,874

 

104,019

 

 

9


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

7.000% 11/15/27

 

286,850

 

301,777

 

 

7.000% 12/15/27

 

481,895

 

506,971

 

 

7.000% 01/15/28

 

104,530

 

109,881

 

 

7.000% 02/15/28

 

99,411

 

104,587

 

 

7.000% 03/15/28

 

206,775

 

217,416

 

 

7.000% 04/15/28

 

178,384

 

187,514

 

 

7.000% 05/15/28

 

54,327

 

57,108

 

 

7.000% 06/15/28

 

18,126

 

19,054

 

 

7.000% 07/15/28

 

685,332

 

720,410

 

 

7.000% 09/15/28

 

29,169

 

30,662

 

 

7.000% 12/15/28

 

190,211

 

199,946

 

 

7.000% 01/15/29

 

2,226

 

2,339

 

 

7.000% 02/15/29

 

4,167

 

4,379

 

 

7.000% 03/15/29

 

38,403

 

40,348

 

 

7.000% 04/15/29

 

62,324

 

65,481

 

 

7.000% 05/15/29

 

49,661

 

52,177

 

 

7.000% 06/15/29

 

36,475

 

38,323

 

 

7.000% 07/15/29

 

89,261

 

93,785

 

 

7.000% 08/15/29

 

81,492

 

85,623

 

 

7.000% 09/15/29

 

48,592

 

51,055

 

 

7.000% 10/15/29

 

22,823

 

23,980

 

 

7.500% 04/15/06

 

987

 

997

 

 

7.500% 12/15/06

 

3,139

 

3,168

 

 

7.500% 02/15/07

 

17,430

 

17,785

 

 

7.500% 03/15/07

 

4,936

 

5,036

 

 

7.500% 04/15/22

 

19,982

 

21,248

 

 

7.500% 10/15/23

 

94,948

 

100,919

 

 

7.500% 07/15/25

 

8,707

 

9,226

 

 

7.500% 08/15/25

 

177,139

 

187,684

 

 

7.500% 10/15/25

 

22,067

 

23,380

 

 

7.500% 12/15/25

 

48,331

 

51,208

 

 

8.000% 09/15/06

 

19

 

20

 

 

8.000% 08/15/07

 

465

 

476

 

 

8.000% 04/15/08

 

189

 

195

 

 

8.000% 11/15/14

 

35,708

 

38,150

 

 

8.000% 06/20/17

 

206,525

 

219,781

 

 

8.000% 07/20/17

 

32,275

 

34,346

 

 

8.000% 06/15/22

 

91,013

 

97,323

 

 

8.000% 02/15/23

 

103,742

 

110,931

 

 

8.000% 03/20/23

 

1,059

 

1,127

 

 

8.000% 06/15/23

 

2,439

 

2,608

 

 

10


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

8.000% 07/15/23

 

3,583

 

3,832

 

 

8.000% 07/15/26

 

110,966

 

118,789

 

 

8.000% 07/15/29

 

7,876

 

8,424

 

 

8.500% 10/15/09

 

11,241

 

11,853

 

 

8.500% 12/15/21

 

5,537

 

6,024

 

 

8.500% 01/15/22

 

122,697

 

133,648

 

 

8.500% 09/15/22

 

19,082

 

20,785

 

 

8.500% 10/15/22

 

6,062

 

6,603

 

 

8.500% 11/20/22

 

78,201

 

84,869

 

 

8.500% 12/15/22

 

7,093

 

7,715

 

 

8.750% 12/15/21

 

115,956

 

125,601

 

 

8.850% 01/15/19

 

105,360

 

114,330

 

 

8.850% 05/15/19

 

75,330

 

81,743

 

 

8.850% 07/15/19

 

5,191

 

5,632

 

 

9.000% 06/15/07

 

2,485

 

2,569

 

 

9.000% 08/15/08

 

51,658

 

53,952

 

 

9.000% 09/15/08

 

67,190

 

70,170

 

 

9.000% 10/15/08

 

11,445

 

11,953

 

 

9.000% 11/15/08

 

46,448

 

48,511

 

 

9.000% 12/15/08

 

40,834

 

42,646

 

 

9.000% 01/15/09

 

25,264

 

26,591

 

 

9.000% 02/15/09

 

28,907

 

30,426

 

 

9.000% 03/15/09

 

92,466

 

97,320

 

 

9.000% 04/15/09

 

3,842

 

4,043

 

 

9.000% 05/15/09

 

150,228

 

158,116

 

 

9.000% 06/15/09

 

163,031

 

171,591

 

 

9.000% 12/15/09

 

17,584

 

18,508

 

 

9.000% 05/15/16

 

27,448

 

29,717

 

 

9.000% 06/15/16

 

29,340

 

31,766

 

 

9.000% 07/15/16

 

52,571

 

56,918

 

 

9.000% 08/15/16

 

1,751

 

1,897

 

 

9.000% 09/15/16

 

28,997

 

31,396

 

 

9.000% 10/15/16

 

48,682

 

52,707

 

 

9.000% 11/15/16

 

13,928

 

15,078

 

 

9.000% 11/20/16

 

125,375

 

135,241

 

 

9.000% 12/15/16

 

1,488

 

1,612

 

 

9.000% 01/15/17

 

111,189

 

120,642

 

 

9.000% 02/15/17

 

2,447

 

2,655

 

 

9.000% 03/15/17

 

1,403

 

1,523

 

 

9.000% 03/20/17

 

59,060

 

63,845

 

 

9.000% 05/15/17

 

3,267

 

3,544

 

 

9.000% 06/15/17

 

44,945

 

48,767

 

 

11


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

9.000% 06/20/17

 

118,109

 

127,677

 

 

9.000% 07/15/17

 

718

 

779

 

 

9.000% 09/15/17

 

21,451

 

23,275

 

 

9.000% 10/15/17

 

19,792

 

21,402

 

 

9.000% 12/15/17

 

11,575

 

12,519

 

 

9.000% 04/15/18

 

2,383

 

2,591

 

 

9.000% 04/20/18

 

208,001

 

225,277

 

 

9.000% 05/20/18

 

54,622

 

59,158

 

 

9.000% 08/15/19

 

1,002

 

1,092

 

 

9.000% 12/15/19

 

521

 

567

 

 

9.000% 04/15/20

 

1,147

 

1,251

 

 

9.000% 05/20/21

 

6,185

 

6,731

 

 

9.000% 09/15/21

 

550

 

601

 

 

9.000% 02/15/25

 

141,087

 

154,716

 

 

9.250% 10/15/16

 

135,126

 

146,962

 

 

9.250% 05/15/18

 

17,559

 

19,194

 

 

9.250% 07/15/21

 

76,892

 

84,501

 

 

9.250% 09/15/21

 

36,199

 

39,781

 

 

9.500% 06/15/09

 

123,897

 

131,533

 

 

9.500% 07/15/09

 

57,895

 

61,463

 

 

9.500% 08/15/09

 

137,965

 

146,467

 

 

9.500% 09/15/09

 

124,692

 

132,376

 

 

9.500% 10/15/09

 

61,718

 

65,522

 

 

9.500% 02/20/18

 

60,352

 

66,299

 

 

9.500% 12/20/24

 

20,328

 

22,448

 

 

9.500% 01/20/25

 

17,897

 

19,766

 

 

10.000% 10/15/17

 

354

 

394

 

 

10.000% 12/15/17

 

2,352

 

2,614

 

 

10.000% 07/20/18

 

20,681

 

22,899

 

 

10.000% 11/15/18

 

1,011

 

1,124

 

 

10.000% 12/15/18

 

480

 

534

 

 

10.000% 03/15/19

 

1,626

 

1,808

 

 

10.000% 04/15/20

 

890

 

991

 

 

10.000% 11/15/20

 

13,117

 

14,601

 

 

10.500% 02/15/10

 

5,463

 

5,895

 

 

10.500% 09/15/10

 

890

 

961

 

 

10.500% 06/15/11

 

17,250

 

18,778

 

 

10.500% 06/15/12

 

18,325

 

20,096

 

 

10.500% 03/15/13

 

488

 

538

 

 

10.500% 06/15/13

 

6,628

 

7,312

 

 

10.500% 07/15/13

 

11,374

 

12,547

 

 

12


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

10.500% 11/15/13

 

22,042

 

24,316

 

 

10.500% 08/15/15

 

9,794

 

10,884

 

 

10.500% 09/15/15

 

29,140

 

32,382

 

 

10.500% 10/15/15

 

11,142

 

12,381

 

 

10.500% 12/15/15

 

11,513

 

12,795

 

 

10.500% 01/15/16

 

37,209

 

41,461

 

 

10.500% 01/20/16

 

253

 

279

 

 

10.500% 02/15/16

 

12,076

 

13,456

 

 

10.500% 03/15/16

 

11,077

 

12,342

 

 

10.500% 12/15/16

 

489

 

499

 

 

10.500% 07/15/17

 

14,394

 

16,075

 

 

10.500% 10/15/17

 

6,038

 

6,743

 

 

10.500% 11/15/17

 

95,911

 

107,111

 

 

10.500% 12/15/17

 

103,139

 

115,183

 

 

10.500% 01/15/18

 

57,657

 

64,478

 

 

10.500% 02/15/18

 

70,350

 

78,718

 

 

10.500% 03/15/18

 

54,182

 

60,626

 

 

10.500% 04/15/18

 

124,397

 

139,192

 

 

10.500% 06/15/18

 

9,167

 

10,258

 

 

10.500% 07/15/18

 

64,463

 

72,130

 

 

10.500% 08/15/18

 

21,844

 

24,441

 

 

10.500% 09/15/18

 

26,540

 

29,696

 

 

10.500% 10/15/18

 

9,324

 

10,434

 

 

10.500% 12/15/18

 

14,418

 

16,058

 

 

10.500% 02/15/19

 

8,655

 

9,699

 

 

10.500% 03/15/19

 

10,322

 

11,568

 

 

10.500% 04/15/19

 

88,068

 

98,702

 

 

10.500% 05/15/19

 

52,335

 

58,654

 

 

10.500% 06/15/19

 

86,340

 

96,765

 

 

10.500% 06/20/19

 

11,755

 

13,128

 

 

10.500% 07/15/19

 

128,383

 

143,883

 

 

10.500% 07/20/19

 

7,526

 

8,405

 

 

10.500% 08/15/19

 

24,131

 

27,045

 

 

10.500% 08/20/19

 

19,661

 

21,956

 

 

10.500% 09/15/19

 

33,672

 

37,257

 

 

10.500% 09/20/19

 

14,652

 

16,362

 

 

10.500% 10/15/19

 

11,853

 

13,285

 

 

10.500% 12/15/19

 

62,090

 

69,587

 

 

10.500% 02/15/20

 

2,531

 

2,841

 

 

10.500% 03/15/20

 

20,653

 

23,178

 

 

10.500% 04/15/20

 

13,840

 

15,533

 

 

10.500% 05/15/20

 

7,824

 

8,780

 

 

13


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

10.500% 07/15/20

 

21,498

 

24,127

 

 

10.500% 08/15/20

 

42,282

 

47,452

 

 

10.500% 09/15/20

 

17,091

 

19,181

 

 

10.500% 10/15/20

 

154

 

173

 

 

10.500% 11/15/20

 

4,593

 

5,154

 

 

10.500% 12/15/20

 

867

 

973

 

 

10.500% 01/15/21

 

2,945

 

3,309

 

 

10.500% 04/15/21

 

5,378

 

6,042

 

 

10.500% 08/15/21

 

251,577

 

281,052

 

 

10.625% 05/15/10

 

10,543

 

11,351

 

 

11.000% 12/15/09

 

31,731

 

34,130

 

 

11.000% 01/15/10

 

347

 

375

 

 

11.000% 02/15/10

 

27,252

 

29,435

 

 

11.000% 03/15/10

 

15,493

 

16,773

 

 

11.000% 07/15/10

 

13,853

 

14,998

 

 

11.000% 08/15/10

 

44,889

 

48,530

 

 

11.000% 09/15/10

 

76,097

 

82,277

 

 

11.000% 10/15/10

 

22,885

 

24,700

 

 

11.000% 11/15/10

 

5,268

 

5,684

 

 

11.000% 04/15/11

 

6,319

 

6,867

 

 

11.000% 01/15/13

 

10,669

 

11,639

 

 

11.000% 02/15/13

 

1,973

 

2,152

 

 

11.000% 07/15/13

 

22,392

 

24,429

 

 

11.000% 08/15/15

 

29,911

 

32,730

 

 

11.000% 09/15/15

 

46,608

 

51,002

 

 

11.000% 10/15/15

 

27,669

 

30,278

 

 

11.000% 11/15/15

 

99,524

 

108,900

 

 

11.000% 12/15/15

 

94,294

 

103,184

 

 

11.000% 01/15/16

 

40,605

 

44,484

 

 

11.000% 02/15/16

 

3,258

 

3,569

 

 

11.000% 03/15/16

 

4,329

 

4,742

 

 

11.000% 07/15/16

 

43,047

 

47,161

 

 

11.000% 07/15/17

 

366

 

387

 

 

11.000% 08/15/18

 

5,917

 

6,496

 

 

11.000% 09/15/18

 

114,833

 

126,052

 

 

11.000% 11/15/18

 

10,715

 

11,762

 

 

11.000% 12/15/18

 

39,652

 

43,526

 

 

11.000% 06/20/19

 

15,373

 

16,826

 

 

11.000% 07/20/19

 

295

 

321

 

 

11.000% 08/15/19

 

1,779

 

1,955

 

 

11.000% 09/20/19

 

3,888

 

4,244

 

 

14


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

11.000% 10/15/20

 

9,898

 

10,882

 

 

11.000% 12/15/20

 

27,844

 

30,610

 

 

11.000% 02/15/21

 

7,235

 

7,958

 

 

11.000% 03/15/21

 

10,587

 

11,645

 

 

11.500% 03/15/10

 

11,787

 

12,867

 

 

11.500% 04/15/10

 

10,711

 

11,692

 

 

11.500% 07/15/10

 

7,105

 

7,755

 

 

11.500% 09/15/10

 

30,439

 

33,228

 

 

11.500% 10/15/10

 

36,796

 

40,167

 

 

11.500% 05/15/11

 

3,251

 

3,565

 

 

11.500% 09/15/11

 

5,081

 

5,571

 

 

11.500% 01/15/13

 

41,546

 

45,771

 

 

11.500% 02/15/13

 

105,031

 

115,795

 

 

11.500% 03/15/13

 

198,602

 

218,593

 

 

11.500% 04/15/13

 

205,755

 

226,810

 

 

11.500% 05/15/13

 

240,512

 

265,106

 

 

11.500% 06/15/13

 

129,074

 

142,243

 

 

11.500% 07/15/13

 

114,181

 

125,797

 

 

11.500% 08/15/13

 

35,140

 

38,742

 

 

11.500% 09/15/13

 

42,046

 

45,924

 

 

11.500% 11/15/13

 

9,134

 

10,070

 

 

11.500% 01/15/14

 

4,895

 

5,400

 

 

11.500% 02/15/14

 

63,560

 

70,116

 

 

11.500% 08/15/15

 

4,956

 

5,469

 

 

11.500% 09/15/15

 

13,499

 

14,778

 

 

11.500% 10/15/15

 

20,963

 

23,024

 

 

11.500% 11/15/15

 

7,770

 

8,574

 

 

11.500% 12/15/15

 

13,525

 

14,926

 

 

11.500% 01/15/16

 

8,035

 

8,871

 

 

11.500% 02/15/16

 

8,233

 

9,090

 

 

11.500% 02/20/16

 

15,997

 

17,598

 

 

11.500% 03/15/16

 

8,881

 

9,806

 

 

11.500% 11/15/17

 

9,098

 

10,056

 

 

11.500% 12/15/17

 

11,063

 

12,228

 

 

11.500% 01/15/18

 

18,242

 

20,179

 

 

11.500% 02/15/18

 

4,784

 

5,292

 

 

11.500% 02/20/18

 

1,462

 

1,611

 

 

11.500% 05/15/18

 

8,851

 

9,791

 

 

11.500% 11/15/19

 

6,670

 

7,384

 

 

11.750% 07/15/13

 

29,560

 

33,263

 

 

11.750% 09/15/13

 

10,479

 

11,791

 

 

11.750% 07/15/15

 

46,595

 

51,302

 

 

15


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

12.000% 07/15/11

 

2,751

 

3,025

 

 

12.000% 11/15/12

 

5,132

 

5,773

 

 

12.000% 12/15/12

 

147,938

 

166,454

 

 

12.000% 01/15/13

 

129,490

 

146,856

 

 

12.000% 02/15/13

 

73,985

 

83,785

 

 

12.000% 03/15/13

 

19,616

 

22,252

 

 

12.000% 05/15/13

 

29,376

 

33,323

 

 

12.000% 06/15/13

 

9,499

 

10,775

 

 

12.000% 08/15/13

 

51,306

 

58,109

 

 

12.000% 09/15/13

 

97,187

 

110,248

 

 

12.000% 09/20/13

 

3,164

 

3,576

 

 

12.000% 10/15/13

 

13,282

 

15,066

 

 

12.000% 12/15/13

 

23,651

 

26,829

 

 

12.000% 01/15/14

 

46,645

 

53,025

 

 

12.000% 01/20/14

 

5,998

 

6,787

 

 

12.000% 02/15/14

 

88,128

 

100,590

 

 

12.000% 02/20/14

 

24,208

 

27,535

 

 

12.000% 03/15/14

 

182,449

 

208,256

 

 

12.000% 03/20/14

 

10,593

 

12,049

 

 

12.000% 04/15/14

 

96,656

 

110,209

 

 

12.000% 04/20/14

 

39,257

 

44,653

 

 

12.000% 05/15/14

 

150,764

 

172,090

 

 

12.000% 06/15/14

 

48,044

 

54,093

 

 

12.000% 07/15/14

 

15,872

 

18,116

 

 

12.000% 08/20/14

 

2,370

 

2,696

 

 

12.000% 01/15/15

 

30,407

 

33,721

 

 

12.000% 02/15/15

 

77,309

 

85,737

 

 

12.000% 03/15/15

 

54,627

 

60,583

 

 

12.000% 03/20/15

 

245

 

271

 

 

12.000% 04/15/15

 

53,831

 

59,494

 

 

12.000% 05/15/15

 

23,236

 

25,770

 

 

12.000% 06/15/15

 

24,201

 

26,831

 

 

12.000% 07/15/15

 

40,461

 

44,872

 

 

12.000% 08/15/15

 

41,330

 

45,836

 

 

12.000% 09/20/15

 

16,821

 

18,588

 

 

12.000% 10/15/15

 

16,346

 

18,129

 

 

12.000% 11/15/15

 

8,923

 

9,896

 

 

12.000% 12/20/15

 

1,676

 

1,852

 

 

12.000% 01/15/16

 

5,259

 

5,837

 

 

12.000% 02/15/16

 

7,908

 

8,776

 

 

12.000% 02/20/16

 

5,425

 

5,999

 

 

16


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

12.250% 09/15/13

 

28,790

 

31,740

 

 

12.250% 02/15/14

 

53,731

 

59,338

 

 

12.250% 03/15/14

 

7,190

 

7,941

 

 

12.250% 04/15/14

 

22,184

 

24,500

 

 

12.500% 04/15/10

 

82,370

 

90,638

 

 

12.500% 05/15/10

 

100,814

 

111,051

 

 

12.500% 06/15/10

 

140,234

 

154,472

 

 

12.500% 07/15/10

 

85,501

 

94,218

 

 

12.500% 08/15/10

 

14,650

 

16,151

 

 

12.500% 09/15/10

 

4,764

 

5,252

 

 

12.500% 10/15/10

 

25,468

 

28,076

 

 

12.500% 11/15/10

 

138,515

 

152,554

 

 

12.500% 12/15/10

 

251,047

 

276,468

 

 

12.500% 01/15/11

 

36,644

 

40,519

 

 

12.500% 05/15/11

 

17,751

 

19,628

 

 

12.500% 10/15/13

 

54,612

 

60,690

 

 

12.500% 10/20/13

 

24,125

 

26,713

 

 

12.500% 11/15/13

 

162,310

 

180,375

 

 

12.500% 12/15/13

 

53,608

 

59,546

 

 

12.500% 01/15/14

 

33,969

 

37,822

 

 

12.500% 05/15/14

 

97,590

 

108,661

 

 

12.500% 06/15/14

 

67,906

 

75,610

 

 

12.500% 07/15/14

 

2,801

 

3,119

 

 

12.500% 07/20/14

 

9,164

 

10,167

 

 

12.500% 08/15/14

 

13,327

 

14,839

 

 

12.500% 09/20/14

 

2,875

 

3,190

 

 

12.500% 10/20/14

 

7,495

 

8,315

 

 

12.500% 11/15/14

 

7,333

 

8,052

 

 

12.500% 12/15/14

 

73,612

 

81,963

 

 

12.500% 01/15/15

 

82,272

 

91,520

 

 

12.500% 03/15/15

 

7,996

 

8,918

 

 

12.500% 04/15/15

 

2,697

 

3,008

 

 

12.500% 05/15/15

 

19,760

 

22,039

 

 

12.500% 05/20/15

 

28,230

 

31,222

 

 

12.500% 06/15/15

 

15,359

 

17,131

 

 

12.500% 07/15/15

 

29,088

 

32,443

 

 

12.500% 07/20/15

 

3,353

 

3,726

 

 

12.500% 08/15/15

 

25,962

 

28,956

 

 

12.500% 10/15/15

 

34,884

 

38,908

 

 

12.500% 11/20/15

 

9,765

 

10,852

 

 

13.000% 01/15/11

 

64,857

 

71,579

 

 

13.000% 02/15/11

 

54,516

 

60,638

 

 

17


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

13.000% 03/15/11

 

40,182

 

44,697

 

 

13.000% 04/15/11

 

139,962

 

155,688

 

 

13.000% 06/15/11

 

14,129

 

15,716

 

 

13.000% 06/15/12

 

32,613

 

36,359

 

 

13.000% 10/15/12

 

16,460

 

18,351

 

 

13.000% 11/15/12

 

8,017

 

8,938

 

 

13.000% 12/15/12

 

5,980

 

6,667

 

 

13.000% 02/15/13

 

15,675

 

17,514

 

 

13.000% 05/15/13

 

4,493

 

5,020

 

 

13.000% 09/15/13

 

19,634

 

21,937

 

 

13.000% 09/20/13

 

24,587

 

27,373

 

 

13.000% 10/15/13

 

60,309

 

67,384

 

 

13.000% 06/15/14

 

33,967

 

38,036

 

 

13.000% 06/20/14

 

1,194

 

1,332

 

 

13.000% 07/15/14

 

17,449

 

19,539

 

 

13.000% 07/20/14

 

2,222

 

2,479

 

 

13.000% 08/15/14

 

15,060

 

16,863

 

 

13.000% 09/15/14

 

24,453

 

27,232

 

 

13.000% 10/15/14

 

21,886

 

24,469

 

 

13.000% 11/15/14

 

44,698

 

50,360

 

 

13.000% 12/15/14

 

31,693

 

35,489

 

 

13.000% 01/15/15

 

4,947

 

5,549

 

 

13.000% 03/15/15

 

13,538

 

15,105

 

 

13.000% 06/15/15

 

7,582

 

8,504

 

 

13.000% 01/15/16

 

26,304

 

29,545

 

 

13.500% 05/15/10

 

15,267

 

17,048

 

 

13.500% 06/15/10

 

2,012

 

2,247

 

 

13.500% 07/15/10

 

1,939

 

2,165

 

 

13.500% 10/15/10

 

10,657

 

11,900

 

 

13.500% 04/15/11

 

6,814

 

7,635

 

 

13.500% 05/15/11

 

57,329

 

64,231

 

 

13.500% 10/15/12

 

3,102

 

3,484

 

 

13.500% 11/15/12

 

55,000

 

61,781

 

 

13.500% 06/15/13

 

10,260

 

11,549

 

 

13.500% 07/15/14

 

11,487

 

12,959

 

 

13.500% 08/15/14

 

40,667

 

45,875

 

 

13.500% 08/20/14

 

6,333

 

7,119

 

 

13.500% 09/15/14

 

12,666

 

14,288

 

 

13.500% 09/20/14

 

6,131

 

6,891

 

 

13.500% 10/15/14

 

19,552

 

22,055

 

 

13.500% 11/15/14

 

12,794

 

14,432

 

 

18


 

 

 

Par ($)

 

Value ($)

 

Mortgage-Backed Securities— (continued)

 

 

 

 

 

 

13.500% 11/20/14

 

54,673

 

61,456

 

 

13.500% 12/15/14

 

10,086

 

11,378

 

 

13.500% 12/20/14

 

12,161

 

13,670

 

 

13.500% 01/15/15

 

14,546

 

16,438

 

 

13.500% 02/15/15

 

24,717

 

27,932

 

 

13.500% 02/20/15

 

9,584

 

10,793

 

 

13.500% 04/15/15

 

4,375

 

4,944

 

 

13.500% 06/15/15

 

5,217

 

5,896

 

 

14.000% 06/15/11

 

6,180

 

6,830

 

 

14.000% 03/15/12

 

5,662

 

6,404

 

 

14.500% 10/15/12

 

7,391

 

8,402

 

 

15.000% 09/15/11

 

43,044

 

49,105

 

 

15.000% 07/15/12

 

2,848

 

3,259

 

 

Total Mortgage-Backed Securities
(cost of $545,658,320)

 

 

 

545,045,830

 

Government Agencies & Obligations– 45.8%

 

 

 

 

 

 

 

U.S. GOVERNMENT OBLIGATIONS– 45.8%

 

 

 

 

 

 

 

AID-Israel

 

 

 

 

 

 

 

 

 

5.500% 04/26/24

 

10,000,000

 

10,171,300

 

Federal Home Loan Bank

 

 

 

 

 

 

 

 

 

3.875% 06/14/13

 

1,750,000

 

1,640,583

 

Small Business Administration

 

 

 

 

 

 

 

 

 

7.600% 01/01/12

 

320,988

 

335,623

 

 

 

8.200% 10/01/11

 

159,387

 

168,281

 

 

 

8.250% 11/01/11

 

588,725

 

622,771

 

 

 

8.650% 11/01/14

 

541,533

 

583,184

 

 

 

8.850% 08/01/11

 

72,619

 

77,145

 

 

 

9.150% 07/01/11

 

280,801

 

298,967

 

U.S. Treasury Bonds

 

 

 

 

 

 

 

 

 

5.375% 02/15/31

 

1,600,000

 

1,758,000

 

 

 

5.500% 08/15/28

 

37,885,000

 

41,538,819

 

 

 

6.125% 11/15/27

 

5,395,000

 

6,355,143

 

 

 

6.500% 11/15/26(b)

 

26,944,000

 

32,908,512

 

 

 

6.750% 08/15/26

 

12,888,000

 

16,137,181

 

 

 

6.875% 08/15/25

 

3,900,000

 

4,915,981

 

 

 

7.125% 02/15/23

 

11,619,000

 

14,747,056

 

 

 

7.250% 08/15/22

 

10,346,000

 

13,225,095

 

 

 

8.750% 08/15/20

 

13,446,000

 

19,042,897

 

U.S. Treasury Notes

 

 

 

 

 

 

 

 

 

1.875% 12/31/05

 

60,790,000

 

60,666,536

 

 

 

4.000% 02/15/14

 

2,055,000

 

1,980,907

 

 

19


 

 

 

Par ($)

 

Value ($)

 

Government Agencies & Obligations— (continued)

 

 

 

 

 

 

 

 

 

 

 

U.S. GOVERNMENT OBLIGATIONS— (continued)

 

 

 

 

 

 

4.250% 08/15/14

 

1,350,000

 

1,322,631

 

 

4.625% 05/15/06

 

19,059,000

 

19,087,284

 

 

4.875% 02/15/12

 

80,000

 

81,703

 

 

5.000% 02/15/11

 

60,538,000

 

62,141,288

 

 

6.125% 08/15/07

 

20,672,000

 

21,248,563

 

 

6.500% 10/15/06

 

2,356,000

 

2,396,679

 

 

6.500% 02/15/10

 

51,336,000

 

55,344,623

 

 

6.875% 05/15/06

 

10,391,000

 

10,509,114

 

 

7.000% 07/15/06

 

24,690,000

 

25,072,893

 

U.S. Treasury STRIPS

 

 

 

 

 

 

 

 

 

02/15/09

 

5,500,000

 

4,777,789

 

 

 

05/15/17

 

8,000,000

 

4,651,496

 

 

 

05/15/23

 

7,800,000

 

3,344,804

 

 

 

U.S. GOVERNMENT OBLIGATIONS TOTAL

 

437,152,848

 

 

 

Total Government Agencies & Obligations
(cost of $431,912,129)

 

 

 

437,152,848

 

Asset-Backed Securities — 7.5%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bank One Issuance Trust

 

 

 

 

 

 

 

 

 

4.230% 12/15/10(a)

 

10,800,000

 

10,839,852

 

Capital One Multi-Asset Execution Trust

 

 

 

 

 

 

 

 

 

4.370% 05/16/11(a)

 

10,000,000

 

10,075,400

 

Chase Credit Card Master Trust

 

 

 

 

 

 

 

 

 

4.230% 07/15/10(a)

 

10,000,000

 

10,035,000

 

Chase Funding Mortgage Loan

 

 

 

 

 

 

 

 

 

5.587% 02/25/32

 

2,000,000

 

1,990,640

 

 

 

5.850% 02/25/32

 

4,800,000

 

4,754,640

 

 

 

6.150% 06/25/31

 

5,000,000

 

4,986,600

 

 

 

6.899% 03/25/13

 

3,000,000

 

3,023,850

 

First Alliance Mortgage Loan Trust

 

 

 

 

 

 

 

 

 

8.225% 09/20/27

 

343,742

 

343,835

 

Green Tree Financial Corp.

 

 

 

 

 

 

 

 

 

7.850% 08/15/25

 

9,100,000

 

7,927,192

 

MBNA Credit Card Master Note Trust

 

 

 

 

 

 

 

 

 

4.450% 08/15/16

 

5,000,000

 

4,703,350

 

Preferred Mortgage Asset Trust

 

 

 

 

 

 

 

 

 

8.400% 09/25/12

 

14,218

 

14,200

 

Residential Asset Mortgage Products

 

 

 

 

 

 

 

 

 

4.120% 06/25/33

 

4,230,000

 

4,034,405

 

 

20


 

 

 

Par ($)

 

Value ($)

 

Asset-Backed Securities— (continued)

 

 

 

 

 

 

 

5.600% 12/25/33

 

5,500,000

 

5,445,110

 

Residential Asset Securities Corporation

 

 

 

 

 

 

 

 

 

6.656% 04/25/32

 

2,429,676

 

2,451,662

 

Residential Funding Mortgage Securities, inc.

 

 

 

 

 

 

 

 

 

6.460% 01/25/27

 

1,196,284

 

1,193,222

 

 

 

6.650% 04/25/32

 

22,191

 

22,123

 

 

 

Total Asset-Backed Securities
(cost of $73,238,672)

 

 

 

71,841,081

 

Corporate Fixed-Income Bonds & Notes— 4.1%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

BASIC MATERIALS— 1.2%

 

 

 

 

 

 

 

Chemicals— 0.7%

 

 

 

 

 

 

 

Dow Chemical Co.

 

 

 

 

 

 

 

 

 

6.125% 02/01/11

 

6,000,000

 

6,273,840

 

 

 

Chemicals Total

 

6,273,840

 

Metals & Mining— 0.5%

 

 

 

 

 

 

 

Alcoa, Inc.

 

 

 

 

 

 

 

 

 

6.000% 01/15/12

 

5,000,000

 

5,214,850

 

 

 

Metals & Mining Total

 

5,214,850

 

 

 

BASIC MATERIALS TOTAL

 

11,488,690

 

COMMUNICATIONS— 1.8%

 

 

 

 

 

 

 

Media— 1.1%

 

 

 

 

 

 

 

Gannett Co., Inc.

 

 

 

 

 

 

 

 

 

6.375% 04/01/12

 

5,000,000

 

5,208,900

 

Viacom, Inc.

 

 

 

 

 

 

 

 

 

6.625% 05/15/11

 

5,000,000

 

5,195,900

 

 

 

Media Total

 

10,404,800

 

Telecommunication Services— 0.7%

 

 

 

 

 

 

 

Verizon Global Funding Corp.

 

 

 

 

 

 

 

 

 

7.250% 12/01/10

 

6,000,000

 

6,513,780

 

 

 

Telecommunication Services Total

 

6,513,780

 

 

 

COMMUNICATIONS TOTAL

 

16,918,580

 

CONSUMER CYCLICAL— 0.5%

 

 

 

 

 

 

 

Retail— 0.5%

 

 

 

 

 

 

 

Target Corp.

 

 

 

 

 

 

 

 

21


 

 

 

Par ($)

 

Value ($)

 

Corporate Fixed-Income Bonds & Notes — (continued)

 

 

 

 

 

CONSUMER CYCLICAL— (continued)

 

 

 

 

 

Retail— (continued)

 

 

 

 

 

 

 

 

 

5.875% 03/01/12

 

5,000,000

 

5,248,000

 

 

 

Retail Total

 

5,248,000

 

 

 

CONSUMER CYCLICAL TOTAL

 

5,248,000

 

FINANCIALS— 0.6%

 

 

 

 

 

 

 

Diversified Financial Services— 0.6%

 

 

 

 

 

 

 

Boeing Capital Corp.

 

 

 

 

 

 

 

 

 

6.500% 02/15/12

 

5,000,000

 

5,364,650

 

Export Funding Trust

 

 

 

 

 

 

 

 

 

8.210% 12/29/06

 

365,119

 

371,640

 

 

 

Diversified Financial Services Total

 

5,736,290

 

 

 

FINANCIALS TOTAL

 

5,736,290

 

 

 

Total Corporate Fixed-Income Bonds & Notes
(cost of $37,892,734)

 

 

 

39,391,560

 

Collateralized Mortgage Obligations— 1.2%

 

 

 

 

 

 

 

NON-AGENCY— 1.2%

 

 

 

 

 

 

 

Countrywide Home Loans, Inc.

 

 

 

 

 

 

 

 

 

6.000% 01/25/33

 

2,300,475

 

2,317,797

 

First Horizon Asset Securities, Inc.

 

 

 

 

 

 

 

 

 

5.117% 10/25/33(a)

 

1,855,219

 

1,701,848

 

Residential Accredit Loans, Inc.

 

 

 

 

 

 

 

 

 

6.250% 03/25/17

 

3,421,662

 

3,408,797

 

Residential Funding Mortgage Securities, Inc.

 

 

 

 

 

 

 

 

 

6.500% 03/25/32

 

1,053,079

 

1,046,518

 

 

 

6.500% 03/25/32

 

789,809

 

766,715

 

Tryon Mortgage Funding, Inc.

 

 

 

 

 

 

 

 

 

7.500% 02/20/27

 

46,093

 

45,976

 

Vendee Mortgage Trust

 

 

 

 

 

 

 

 

 

0.446% 09/15/27(d)

 

8,917,606

 

98,660

 

 

 

0.304% 03/15/29(d)

 

10,547,592

 

87,352

 

Washington Mutual Mortgage Loan Trust

 

 

 

 

 

 

 

 

 

4.991% 01/25/40(a)

 

1,922,358

 

1,933,680

 

 

 

NON AGENCY TOTAL

 

11,407,343

 

 

 

Total Collateralized Mortgage Obligations
cost of $11,720,740)

 

11,407,343

 

 

22


 

 

 

Par ($)

 

Value ($)

 

Commercial Mortgage-Backed Securities— 0.3%

 

 

 

 

 

Merrill Lynch Mortgage Investors, Inc.

 

 

 

 

 

 

 

 

 

1.030% 12/15/30

 

8,849,713

 

247,526

 

PNC Mortgage Acceptance Corp.

 

 

 

 

 

 

 

 

 

5.910% 03/12/34

 

2,325,544

 

2,357,148

 

 

 

 

 

 

 

 

 

 

 

Total Commercial Mortgage-Backed Securities (cost of $2,713,743)

 

 

 

2,604,674

 

Short-Term Obligation — 23.2%

 

 

 

 

 

 

 

 

 

Repurchase agreement with Greenwich Capital, dated 11/30/05, due 12/01/05 at 3.950%, collateralized by U.S. Treasury Bonds and Notes maturing 10/15/13, market value of $228,517,911 (repurchase proceeds $222,097,366)

 

222,073,000

 

222,073,000

 

 

 

 

 

 

 

 

 

 

 

Total Short-Term Obligation
(cost of $222,073,000)

 

 

 

222,073,000

 

 

 

 

 

 

 

 

 

 

 

Total Investments — 139.1%
(cost of $1,322,101,509)(e)(f)

 

 

 

1,329,516,336

 

 

 

 

 

 

 

 

 

 

 

Other Assets & Liabilities, Net — (39.1)%

 

 

 

(373,776,117

)

 

 

 

 

 

 

 

 

 

 

Net Assets — 100.0%

 

 

 

955,740,219

 

 

Notes to Investment Portfolio:

 

*                                         Security Valuation:

 

Debt securities generally are valued by pricing services approved by the Fund’s Board of Trustees, based upon market transactions for normal, institutional-size trading units of similar securities.  The services may use various pricing techniques which take into account appropriate factors such as yield, quality, coupon rate, maturity, type of issue, trading characteristics and other data, as well as broker quotes.  Debt securities for which quotations are readily available are valued at an over-the-counter or exchange bid quotation.  Certain debt securities, which tend to be more thinly traded and of lesser quality, are priced based on fundamental analysis of the financial condition of the issuer and the estimated value of any collateral.  Valuations developed through pricing techniques may vary from the actual amounts realized upon sale of the securities, and the potential variation may be greater for those securities valued using fundamental analysis.

 

Short-term debt obligations maturing within 60 days are valued at amortized cost, which approximates market value.

 

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded.

 

Investments for which market quotations are not readily available, or quotations which management believes are not appropriate, are valued at fair value under procedures approved by the Board of Trustees. If a security is valued at a “fair value”, such value is likely to be different from the last quoted market price for the security.

 

(a)                                  The interest rate shown on floating rate or variable rate securities reflects the rate at November 30, 2005.

(b)           A portion of this security with a market value of $1,728,239 is pledged as collateral for open futures contracts.

 

23


 

(c)           Security purchased on a delayed delivery basis.

(d)           Accrued interest accumulates in the value of this security and is payable at redemption.

(e)           Cost for federal income tax purposes is $1,325,209,338.

(f)                                    Unrealized appreciation and depreciation at November 30, 2005 based on cost of investments for federal income tax purposes was:

 

Unrealized

 

Unrealized

 

Net Unrealized

 

Appreciation

 

Depreciation

 

Appreciation

 

$

15,933,502

 

$

(11,626,504

)

$

4,306,998

 

 

At November 30, 2005, the Fund held the following open long futures contracts:

 

 

 

 

 

 

 

 

 

 

 

Unrealized

 

 

 

Number of

 

 

 

Aggregate

 

Expiration

 

Appreciation

 

Type

 

Contracts

 

Value

 

Face Value

 

Date

 

(Depreciation)

 

10-Year U.S. Treasury Notes

 

155

 

$

16,822,344

 

$

16,874,056

 

Mar-06

 

$

(51,712

)

 

At November 30, 2005, the Fund held the following open short futures contracts:

 

 

 

 

 

 

 

 

 

 

 

Unrealized

 

 

 

Number of

 

 

 

Aggregate

 

Expiration

 

Appreciation

 

Type

 

Contracts

 

Value

 

Face Value

 

Date

 

(Depreciation)

 

5-Year U.S. Treasury Notes

 

483

 

$

51,167,812

 

$

51,372,696

 

Mar-06

 

$

204,884

 

U.S. Treasury Bonds

 

64

 

$

7,170,000

 

$

7,177,648

 

Mar-06

 

7,648

 

 

 

 

 

 

 

 

 

 

 

$

212,532

 

 

Acronym

 

Name

STRIPS

 

Separate Trading of Registered Interest and Principal of Securities

TBA

 

To Be Announced

 

24


 

INVESTMENT PORTFOLIO

November 30, 2005 (Unaudited)

Columbia International Stock Fund

 

 

 

 

 

Shares

 

Value ($)*

 

Common Stocks – 99.5%

 

 

 

 

 

 

 

CONSUMER DISCRETIONARY – 10.0%

 

 

 

 

 

 

 

Auto Components – 1.7%

 

 

 

 

 

 

 

 

 

Compagnie Generale des Etablissements Michelin, Class B

 

112,230

 

6,101,858

 

 

 

Continental AG

 

97,500

 

8,247,640

 

 

 

Denso Corp.

 

268,300

 

8,232,313

 

 

 

Auto Components Total

 

22,581,811

 

Automobiles – 3.0%

 

 

 

 

 

 

 

 

 

Hyundai Motor Co. (a)

 

78,400

 

6,427,954

 

 

 

Nissan Motor Co., Ltd.

 

401,800

 

4,126,768

 

 

 

Renault SA

 

71,782

 

5,590,053

 

 

 

Toyota Motor Corp.

 

494,000

 

23,901,231

 

 

 

Automobiles Total

 

40,046,006

 

Distributors – 0.2%

 

 

 

 

 

 

 

 

 

Li & Fung Ltd.

 

1,325,000

 

2,670,820

 

 

 

Distributors Total

 

2,670,820

 

Hotels, Restaurants & Leisure – 0.8%

 

 

 

 

 

 

 

 

 

Accor SA

 

96,600

 

5,115,485

 

 

 

City Developments Ltd.

 

1,114,200

 

5,417,589

 

 

 

Hotels, Restaurants & Leisure Total

 

10,533,074

 

Household Durables – 1.9%

 

 

 

 

 

 

 

 

 

Daiwa House Industry Co., Ltd.

 

403,000

 

5,583,681

 

 

 

Matsushita Electric Industrial Co., Ltd.

 

551,000

 

11,115,023

 

 

 

Sharp Corp.

 

180,000

 

2,777,953

 

 

 

Sony Corp.

 

141,000

 

5,225,337

 

 

 

Household Durables Total

 

24,701,994

 

Leisure Equipment & Products – 0.5%

 

 

 

 

 

 

 

 

 

Fuji Photo Film Co., Ltd.

 

79,400

 

2,543,066

 

 

 

Sega Sammy Holdings, Inc.

 

142,700

 

4,566,719

 

 

 

Leisure Equipment & Products Total

 

7,109,785

 

Media – 1.1%

 

 

 

 

 

 

 

 

 

British Sky Broadcasting Group PLC

 

720,100

 

6,113,991

 

 

 

Pearson PLC

 

307,200

 

3,556,017

 

 

 

Vivendi Universal SA

 

174,000

 

5,019,871

 

 

 

Media Total

 

14,689,879

 

Specialty Retail – 0.8%

 

 

 

 

 

 

 

 

 

Esprit Holdings Ltd.

 

410,100

 

2,881,952

 

 

1


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

CONSUMER DISCRETIONARY – (continued)

 

 

 

 

 

 

 

Specialty Retail – (continued)

 

 

 

 

 

 

 

 

 

Yamada Denki Co., Ltd.

 

73,300

 

7,447,657

 

 

 

Specialty Retail Total

 

10,329,609

 

 

 

CONSUMER DISCRETIONARY TOTAL

 

132,662,978

 

CONSUMER STAPLES – 7.3%

 

 

 

 

 

 

 

Beverages – 0.6%

 

 

 

 

 

 

 

 

 

Diageo PLC

 

527,786

 

7,598,975

 

 

 

Beverages Total

 

7,598,975

 

Food & Staples Retailing – 0.5%

 

 

 

 

 

 

 

 

 

FamilyMart Co., Ltd.

 

54,200

 

1,602,442

 

 

 

Lawson, Inc.

 

43,200

 

1,719,736

 

 

 

Tesco PLC

 

750,220

 

3,924,756

 

 

 

Food & Staples Retailing Total

 

7,246,934

 

Food Products – 3.3%

 

 

 

 

 

 

 

 

 

Nestle SA, Registered Shares

 

89,820

 

26,459,292

 

 

 

Royal Numico NV (a)

 

148,525

 

6,102,446

 

 

 

Unilever PLC

 

1,179,231

 

11,515,625

 

 

 

Food Products Total

 

44,077,363

 

Household Products – 1.1%

 

 

 

 

 

 

 

 

 

Kao Corp.

 

300,000

 

7,039,636

 

 

 

Reckitt Benckiser PLC

 

222,987

 

6,872,534

 

 

 

Household Products Total

 

13,912,170

 

Tobacco – 1.8%

 

 

 

 

 

 

 

 

 

British American Tobacco PLC

 

519,586

 

11,333,499

 

 

 

Imperial Tobacco Group PLC

 

205,694

 

6,118,356

 

 

 

Japan Tobacco, Inc.

 

444

 

5,957,288

 

 

 

Tobacco Total

 

23,409,143

 

 

 

CONSUMER STAPLES TOTAL

 

96,244,585

 

ENERGY – 8.1%

 

 

 

 

 

 

 

Energy Equipment & Services – 0.7%

 

 

 

 

 

 

 

 

 

Saipem S.p.A.

 

469,200

 

7,185,312

 

 

 

Stolt Offshore S.A. (a)

 

237,000

 

2,462,414

 

 

 

Energy Equipment & Services Total

 

9,647,726

 

Oil, Gas & Consumable Fuels– 7.4%

 

 

 

 

 

 

 

 

 

BG Group PLC

 

749,395

 

6,963,712

 

 

 

BP PLC

 

926,540

 

10,175,704

 

 

 

BP PLC, ADR

 

186,730

 

12,294,303

 

 

 

CNOOC Ltd.

 

8,307,000

 

5,531,685

 

 

 

EnCana Corp.

 

150,300

 

6,669,550

 

 

2


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

ENERGY – (continued)

 

 

 

 

 

 

 

Oil, Gas & Consumable Fuels– (continued)

 

 

 

 

 

 

 

 

 

ENI S.p.A.

 

360,131

 

9,765,667

 

 

 

LUKOIL, ADR

 

54,000

 

3,070,857

 

 

 

OMV AG

 

64,250

 

3,540,562

 

 

 

Royal Dutch Shell PLC, Class A

 

288,795

 

8,903,391

 

 

 

Royal Dutch Shell PLC, Class B

 

260,524

 

8,426,675

 

 

 

Statoil ASA

 

210,000

 

4,590,440

 

 

 

Total SA

 

73,030

 

18,251,887

 

 

 

Oil, Gas & Consumable Fuels Total

 

98,184,433

 

 

 

ENERGY TOTAL

 

107,832,159

 

FINANCIALS – 31.0%

 

 

 

 

 

 

 

Capital Markets – 3.4%

 

 

 

 

 

 

 

 

 

Credit Suisse Group, Registered Shares

 

240,100

 

11,639,821

 

 

 

Deutsche Bank AG, Registered Shares

 

131,459

 

12,834,914

 

 

 

Nomura Holdings, Inc.

 

531,500

 

8,836,507

 

 

 

UBS AG, Registered Shares

 

122,800

 

11,267,657

 

 

 

Capital Markets Total

 

44,578,899

 

Commercial Banks – 17.1%

 

 

 

 

 

 

 

 

 

Kasikornbank Public Co., Ltd., Foreign Shares

 

4,338,200

 

6,729,822

 

 

 

Anglo Irish Bank Corp., PLC

 

229,900

 

3,146,999

 

 

 

Australia & New Zealand Banking Group Ltd.

 

501,500

 

8,826,119

 

 

 

Banco Bilbao Vizcaya Argentaria SA

 

980,200

 

17,275,855

 

 

 

Banco Santander Central Hispano SA

 

930,200

 

11,798,911

 

 

 

Bangkok Bank Public Co., Ltd., NVDR

 

1,198,800

 

2,892,001

 

 

 

Barclays PLC

 

1,625,410

 

16,498,972

 

 

 

BNP Paribas SA

 

227,711

 

17,922,350

 

 

 

Chinatrust Financial Holding Co., Ltd.

 

6,274,724

 

5,035,162

 

 

 

Commerzbank AG

 

374,200

 

11,028,443

 

 

 

DNB NOR ASA

 

255,400

 

2,679,159

 

 

 

ForeningsSparbanken AB

 

133,000

 

3,398,542

 

 

 

HBOS PLC

 

676,800

 

10,172,000

 

 

 

HSBC Holdings PLC

 

1,356,200

 

21,649,716

 

 

 

Kasikornbank Public Co., Ltd., NVDR

 

384,600

 

568,811

 

 

 

Kookmin Bank

 

129,900

 

8,521,761

 

 

 

Mitsubishi UFJ Financial Group, Inc.

 

1,007

 

12,728,038

 

 

 

Mitsui Trust Holdings, Inc.

 

296,000

 

3,625,671

 

 

 

Mizuho Financial Group, Inc.

 

1,572

 

11,022,240

 

 

 

National Bank of Greece SA

 

205,971

 

8,032,681

 

 

 

Oversea-Chinese Banking Corp., Ltd.

 

829,000

 

3,179,535

 

 

3


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

FINANCIALS – (continued)

 

 

 

 

 

 

 

Commercial Banks – (continued)

 

 

 

 

 

 

 

 

 

Societe Generale

 

135,649

 

16,079,017

 

 

 

Standard Chartered PLC

 

213,100

 

4,543,426

 

 

 

Sumitomo Mitsui Financial Group, Inc.

 

696

 

6,521,915

 

 

 

United Overseas Bank Ltd.

 

757,900

 

6,493,864

 

 

 

Westpac Banking Corp.

 

347,100

 

5,714,009

 

 

 

Commercial Banks Total

 

226,085,019

 

Consumer Finance – 0.9%

 

 

 

 

 

 

 

 

 

Aiful Corp.

 

49,050

 

3,706,363

 

 

 

ORIX Corp.

 

24,700

 

5,294,068

 

 

 

Takefuji Corp.

 

46,300

 

3,118,997

 

 

 

Consumer Finance Total

 

12,119,428

 

Diversified Financial Services – 1.5%

 

 

 

 

 

 

 

 

 

Fortis

 

182,600

 

5,411,344

 

 

 

ING Groep NV

 

365,440

 

11,807,657

 

 

 

Suncorp-Metway Ltd.

 

193,000

 

2,812,314

 

 

 

Diversified Financial Services Total

 

20,031,315

 

Insurance – 6.2%

 

 

 

 

 

 

 

 

 

Allianz AG, Registered Shares

 

101,814

 

14,792,117

 

 

 

Aviva PLC

 

943,700

 

11,148,943

 

 

 

AXA

 

472,080

 

14,157,320

 

 

 

Cathay Financial Holding Co., Ltd.

 

3,287,600

 

5,937,306

 

 

 

Mitsui Sumitomo Insurance Co., Ltd.

 

557,000

 

6,329,705

 

 

 

Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares

 

35,100

 

4,579,701

 

 

 

QBE Insurance Group Ltd.

 

359,200

 

5,034,450

 

 

 

Sampo Oyj, Class A

 

683,800

 

11,121,832

 

 

 

Samsung Fire & Marine Insurance Co., Ltd.

 

44,400

 

4,620,293

 

 

 

Storebrand ASA

 

423,900

 

3,871,692

 

 

 

Insurance Total

 

81,593,359

 

Real Estate – 1.9%

 

 

 

 

 

 

 

 

 

CapitaLand Ltd.

 

3,018,000

 

5,824,703

 

 

 

Mitsui Fudosan Co., Ltd.

 

104,000

 

1,670,326

 

 

 

Sun Hung Kai Properties Ltd.

 

795,000

 

7,545,618

 

 

4


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

FINANCIALS – (continued)

 

 

 

 

 

 

 

Real Estate – (continued)

 

 

 

 

 

 

 

 

 

Swire Pacific Ltd., Class A

 

1,158,300

 

10,485,574

 

 

 

Real Estate Total

 

25,526,221

 

 

 

FINANCIALS TOTAL

 

409,934,241

 

HEALTH CARE – 8.0%

 

 

 

 

 

 

 

Health Care Equipment & Supplies – 0.8%

 

 

 

 

 

 

 

 

 

GN Store Nord A/S

 

573,300

 

6,800,464

 

 

 

Pihsiang Machinery Manufacturing Co., Ltd.

 

3

 

4

 

 

 

Terumo Corp.

 

134,000

 

3,703,477

 

 

 

Health Care Equipment & Supplies Total

 

10,503,945

 

Pharmaceuticals – 7.2%

 

 

 

 

 

 

 

 

 

Astellas Pharma, Inc.

 

77,400

 

2,980,829

 

 

 

AstraZeneca PLC

 

233,998

 

10,756,651

 

 

 

Eisai Co., Ltd.

 

131,600

 

5,049,189

 

 

 

GlaxoSmithKline PLC

 

728,137

 

18,026,949

 

 

 

Novartis AG, Registered Shares

 

258,744

 

13,499,309

 

 

 

Roche Holding AG, Genusschein Shares

 

74,052

 

11,081,391

 

 

 

Sanofi-Aventis

 

137,608

 

11,070,326

 

 

 

Takeda Pharmaceutical Co., Ltd.

 

197,000

 

10,774,570

 

 

 

Teva Pharmaceutical Industries Ltd., ADR

 

290,500

 

11,875,640

 

 

 

Pharmaceuticals Total

 

95,114,854

 

 

 

HEALTH CARE TOTAL

 

105,618,799

 

INDUSTRIALS– 11.0%

 

 

 

 

 

 

 

Aerospace & Defense– 0.3%

 

 

 

 

 

 

 

 

 

Singapore Technologies Engineering Ltd.

 

2,344,000

 

3,643,897

 

 

 

Aerospace & Defense Total

 

3,643,897

 

Air Freight & Logistics – 0.3%

 

 

 

 

 

 

 

 

 

Deutsche Post AG, Registered Shares

 

180,000

 

3,904,802

 

 

 

Air Freight & Logistics Total

 

3,904,802

 

Building Products – 0.3%

 

 

 

 

 

 

 

 

 

Nippon Sheet Glass Co., Ltd.

 

931,000

 

3,895,912

 

 

 

Building Products Total

 

3,895,912

 

Commercial Services & Supplies – 0.6%

 

 

 

 

 

 

 

 

 

Randstad Holding NV

 

114,418

 

4,717,454

 

 

 

Securitas AB, Class B

 

204,900

 

3,137,824

 

 

 

Commercial Services & Supplies Total

 

7,855,278

 

Construction & Engineering – 1.4%

 

 

 

 

 

 

 

 

 

Shimizu Corp.

 

1,470,000

 

9,594,798

 

 

5


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

INDUSTRIALS– (continued)

 

 

 

 

 

 

 

Construction & Engineering – (continued)

 

 

 

 

 

 

 

 

 

Vinci SA

 

120,520

 

9,552,743

 

 

 

Construction & Engineering Total

 

19,147,541

 

Electrical Equipment – 1.4%

 

 

 

 

 

 

 

 

 

ABB Ltd. (a)

 

605,200

 

5,309,958

 

 

 

Mitsubishi Electric Corp.

 

1,512,000

 

10,097,052

 

 

 

Shanghai Electric Group Co., Ltd., Class H (a)

 

11,402,000

 

3,490,067

 

 

 

Electrical Equipment Total

 

18,897,077

 

Industrial Conglomerates – 1.8%

 

 

 

 

 

 

 

 

 

Hutchison Whampoa Ltd.

 

534,000

 

5,051,889

 

 

 

Keppel Corp., Ltd.

 

367,000

 

2,537,658

 

 

 

SembCorp Industries Ltd.

 

1,895,980

 

2,991,231

 

 

 

Siemens AG, Registered Shares

 

71,957

 

5,440,220

 

 

 

Smiths Group PLC

 

437,829

 

7,351,075

 

 

 

Industrial Conglomerates Total

 

23,372,073

 

Machinery – 1.7%

 

 

 

 

 

 

 

 

 

Atlas Copco AB, Class B

 

512,700

 

9,126,840

 

 

 

Komatsu Ltd.

 

689,000

 

9,521,907

 

 

 

THK Co., Ltd.

 

125,600

 

3,311,002

 

 

 

Machinery Total

 

21,959,749

 

Marine – 0.3%

 

 

 

 

 

 

 

 

 

Kawasaki Kisen Kaisha Ltd.

 

770,000

 

4,549,599

 

 

 

Marine Total

 

4,549,599

 

Road & Rail – 1.1%

 

 

 

 

 

 

 

 

 

Canadian Pacific Railway Ltd.

 

148,200

 

6,383,277

 

 

 

ComfortDelGro Corp., Ltd.

 

2,367,000

 

2,096,627

 

 

 

East Japan Railway Co.

 

1,068

 

6,703,350

 

 

 

Road & Rail Total

 

15,183,254

 

Trading Companies & Distributors – 1.3%

 

 

 

 

 

 

 

 

 

Mitsubishi Corp.

 

643,700

 

13,105,445

 

 

 

Wolseley PLC

 

162,200

 

3,435,845

 

 

 

Trading Companies & Distributors Total

 

16,541,290

 

Transportation Infrastructure– 0.5%

 

 

 

 

 

 

 

 

 

BAA PLC

 

342,700

 

3,757,206

 

 

6


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

INDUSTRIALS– (continued)

 

 

 

 

 

 

 

Transportation Infrastructure– (continued)

 

 

 

 

 

 

 

 

 

Zhejiang Expressway Co., Ltd., Class H

 

4,364,100

 

2,806,872

 

 

 

Transportation Infrastructure Total

 

6,564,078

 

 

 

INDUSTRIALS TOTAL

 

145,514,550

 

INFORMATION TECHNOLOGY – 9.0%

 

 

 

 

 

 

 

Communications Equipment – 1.3%

 

 

 

 

 

 

 

 

 

Nokia Oyj

 

482,700

 

8,241,901

 

 

 

Telefonaktiebolaget LM Ericsson, ADR

 

257,700

 

8,395,866

 

 

 

Communications Equipment Total

 

16,637,767

 

Computers & Peripherals – 1.1%

 

 

 

 

 

 

 

 

 

Acer, Inc.

 

1,541,700

 

3,408,882

 

 

 

FUJITSU Ltd.

 

698,000

 

5,098,198

 

 

 

Toshiba Corp.

 

1,198,000

 

6,269,155

 

 

 

Computers & Peripherals Total

 

14,776,235

 

Electronic Equipment & Instruments – 2.6%

 

 

 

 

 

 

 

 

 

Hon Hai Precision Industry Co., Ltd.

 

658,600

 

3,315,820

 

 

 

Hoya Corp.

 

215,900

 

7,775,795

 

 

 

Murata Manufacturing Co., Ltd.

 

119,700

 

6,778,073

 

 

 

Omron Corp.

 

221,700

 

5,041,505

 

 

 

TDK Corp.

 

64,500

 

5,365,084

 

 

 

Venture Corp., Ltd.

 

709,000

 

5,722,706

 

 

 

Electronic Equipment & Instruments Total

 

33,998,983

 

Office Electronics – 0.5%

 

 

 

 

 

 

 

 

 

Canon, Inc.

 

125,400

 

7,051,815

 

 

 

Office Electronics Total

 

7,051,815

 

Semiconductors & Semiconductor Equipment – 2.2%

 

 

 

 

 

 

 

 

 

Advantest Corp.

 

59,400

 

5,359,749

 

 

 

ASML Holding NV (a)

 

249,800

 

4,760,943

 

 

 

Marvell Technology Group Ltd. (a)

 

80,600

 

4,476,524

 

 

 

Samsung Electronics Co., Ltd.

 

18,601

 

10,713,199

 

 

 

Taiwan Semiconductor Manufacturing Co., Ltd., ADR

 

398,379

 

3,816,471

 

 

 

Semiconductors & Semiconductor Equipment Total

 

29,126,886

 

Software – 1.3%

 

 

 

 

 

 

 

 

 

Cognos, Inc. (a)

 

176,100

 

5,908,155

 

 

 

Sage Group PLC

 

888,300

 

3,553,343

 

 

7


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

INFORMATION TECHNOLOGY – (continued)

 

 

 

 

 

 

 

Software – (continued)

 

 

 

 

 

 

 

 

 

SAP AG

 

44,399

 

7,988,435

 

 

 

Software Total

 

17,449,933

 

 

 

INFORMATION TECHNOLOGY TOTAL

 

119,041,619

 

MATERIALS – 6.0%

 

 

 

 

 

 

 

Chemicals – 4.8%

 

 

 

 

 

 

 

 

 

BASF AG

 

211,026

 

15,557,254

 

 

 

Bayer AG

 

220,600

 

8,790,492

 

 

 

Shin-Etsu Chemical Co., Ltd.

 

170,700

 

8,811,921

 

 

 

Solvay SA

 

36,700

 

4,040,011

 

 

 

Sumitomo Chemical Co., Ltd.

 

1,555,000

 

9,655,582

 

 

 

Syngenta AG (a)

 

63,238

 

6,934,063

 

 

 

Teijin Ltd.

 

1,169,000

 

6,376,640

 

 

 

Yara International ASA

 

211,800

 

3,227,024

 

 

 

Chemicals Total

 

63,392,987

 

Metals & Mining – 1.2%

 

 

 

 

 

 

 

 

 

Anglo American PLC

 

304,400

 

9,501,586

 

 

 

Rio Tinto PLC

 

164,500

 

6,683,353

 

 

 

Metals & Mining Total

 

16,184,939

 

 

 

MATERIALS TOTAL

 

79,577,926

 

TELECOMMUNICATION SERVICES – 4.7%

 

 

 

 

 

 

 

Diversified Telecommunication Services – 2.1%

 

 

 

 

 

 

 

 

 

Deutsche Telekom AG, Registered Shares

 

383,513

 

6,366,362

 

 

 

France Telecom SA

 

149,700

 

3,745,064

 

 

 

Nippon Telegraph & Telephone Corp.

 

1,050

 

4,745,290

 

 

 

PT Telekomunikasi Indonesia TBK, Series B Shares

 

5,897,200

 

3,243,783

 

 

 

Telekom Austria AG

 

394,500

 

8,933,499

 

 

 

Diversified Telecommunication Services Total

 

27,033,998

 

Wireless Telecommunication Services – 2.6%

 

 

 

 

 

 

 

 

 

China Mobile Hong Kong Ltd.

 

1,236,800

 

6,033,084

 

 

 

NTT DoCoMo, Inc.

 

3,054

 

4,784,554

 

 

 

Vodafone Group PLC

 

11,156,060

 

23,960,838

 

 

 

Wireless Telecommunication Services Total

 

34,778,476

 

 

 

TELECOMMUNICATION SERVICES TOTAL

 

61,812,474

 

UTILITIES– 4.4%

 

 

 

 

 

 

 

Electric Utilities – 2.6%

 

 

 

 

 

 

 

 

 

E.ON AG

 

115,076

 

10,939,311

 

 

 

Fortum Oyj

 

297,600

 

5,218,504

 

 

8


 

 

 

 

 

Shares

 

Value ($)

 

Common Stocks – (continued)

 

 

 

 

 

 

 

UTILITIES– (continued)

 

 

 

 

 

 

 

Electric Utilities – (continued)

 

 

 

 

 

 

 

 

 

Scottish & Southern Energy PLC

 

558,600

 

9,441,163

 

 

 

Tokyo Electric Power Co., Inc.

 

352,000

 

8,450,076

 

 

 

Electric Utilities Total

 

34,049,054

 

Gas Utilities – 0.7%

 

 

 

 

 

 

 

 

 

Tokyo Gas Co., Ltd.

 

1,736,000

 

6,973,539

 

 

 

Xinao Gas Holdings Ltd.

 

2,812,000

 

2,152,675

 

 

 

Gas Utilities Total

 

9,126,214

 

Multi – Utilities– 1.1%

 

 

 

 

 

 

 

 

 

RWE AG

 

61,600

 

4,242,444

 

 

 

Veolia Environnement

 

249,500

 

10,685,362

 

 

 

Multi – Utilities Total

 

14,927,806

 

 

 

UTILITIES TOTAL

 

58,103,074

 

 

 

Total Common Stocks
(cost of $1,120,692,770)

 

 

 

1,316,342,405

 

Preferred Stocks – 0.3%

 

 

 

 

 

 

 

CONSUMER DISCRETIONARY – 0.3%

 

 

 

 

 

 

 

Automobiles – 0.3%

 

 

 

 

 

 

 

 

 

Porsche AG

 

5,990

 

4,458,658

 

 

 

Automobiles Total

 

4,458,658

 

 

 

CONSUMER DISCRETIONARY TOTAL

 

4,458,658

 

 

 

 

 

 

 

 

 

Total Preferred Stocks
(cost of $3,821,577)

 

 

 

4,458,658

 

 

 

 

 

 

Par ($)

 

 

 

Short-Term Obligation – 0.3%

 

 

 

 

 

 

 

 

 

Repurchase agreement with State Street Bank & Trust Co., dated 11/30/05, due 12/01/05 at 3.850%, collateralized by a U.S. Treasury Note maturing 02/15/14, market value of $4,217,913 (repurchase proceeds $4,135,442)

 

4,135,000

 

4,135,000

 

 

 

 

 

 

 

 

 

 

 

Total Short-Term Obligation
(cost of $4,135,000)

 

 

 

4,135,000

 

 

9


 

 

 

Total Investments – 100.1%
(cost of $1,128,649,347)(b)(c)

 

 

 

1,324,936,063

 

 

 

 

 

 

 

 

 

 

 

Other Assets & Liabilities, Net – (0.1)%

 

 

 

(1,821,884

)

 

 

 

 

 

 

 

 

 

 

Net Assets – 100.0%

 

 

 

1,323,114,179

 

 

 

*                                         Security Valuation:

 

Equity securities, exchange traded funds and securities of certain investment companies are valued at the last sale price on the principal exchange on which they trade, except for securities traded on the NASDAQ, which are valued at the NASDAQ official close price.  Unlisted securities or listed securities for which there were no sales during the day are valued at the closing bid price on such exchanges or over-the-counter markets.

 

Short-term debt obligations maturing within 60 days are valued at amortized cost, which approximates market value.

 

Foreign securities are generally valued at the last sale price on the foreign exchange or market on which they trade.  If any foreign share prices are not readily available as a result of limited share activity, the securities are valued at the last sale price of the local shares in the principal market in which such securities are normally traded.

 

Generally, trading in foreign securities is substantially completed each day at various times prior to the close of the New York Stock Exchange (“NYSE”).  The values of such securities used in computing the net asset value of the Fund’s shares are determined as of such times.  Foreign currency exchange rates are generally determined at 4:00 p.m. Eastern (U.S.) time.  Occasionally, events affecting the values of such foreign securities and such exchange rates may occur between the times at which they are determined and the close of the customary trading session of the NYSE, which would not be reflected in the computation of the Fund’s net asset value.  If events materially affecting the values of such foreign securities occur and it is determined that market quotations are not reliable, then these foreign securities will be valued at their fair value using procedures approved by the Board of Trustees.  The Fund may use a systematic fair valuation model provided by an independent third party to value securities principally traded in foreign markets in order to adjust for possible stale pricing that may occur between the close of the foreign exchanges and the time for valuation.  If a security is valued at a “fair value”, such value is likely to be different from the last quoted market price for the security.

 

Investments for which market quotations are not readily available, or have quotations which management believes are not appropriate, are valued at fair value as determined in good faith under consistently applied procedures established by and under the general supervision of the Board of Trustees.

 

(a)                                  Non-income producing security.

 

(b)                                 Cost for federal income tax purposes is $1,128,649,347.

 

(c)                                  Unrealized appreciation and depreciation at November 30, 2005 based on cost of investments for federal income tax purposes was:

 

Unrealized

 

Unrealized

 

Net Unrealized

 

Appreciation

 

Depreciation

 

Appreciation

 

 

 

 

 

 

 

$

221,575,620

 

$

(25,288,904

)

$

196,286,716

 

 

 

Acronym

 

Name

 

ADR

 

American Depositary Receipt

 

NVDR

 

Non-Voting Depositary Receipt

 

10


 

Item 2. Controls and Procedures.

 

(a)               The registrant’s principal executive officer and principal financial officer, based on his evaluation of the registrant’s disclosure controls and procedures as of a date within 90 days of the filing of this report, has concluded that such controls and procedures are adequately designed to ensure that information required to be disclosed by the registrant in Form N-Q is accumulated and communicated to the registrant’s management, including the principal executive officer and principal financial officer, or persons performing similar functions, as appropriate to allow timely decisions regarding required disclosure.

 

(b)              There were no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3. Exhibits.

 

Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) attached hereto as Exhibit 99.CERT.

 


 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

(registrant)

 

Columbia Funds Series Trust I

 

 

 

 

 

 

By (Signature and Title)

 

/S/ Christopher L. Wilson

 

 

Christopher L. Wilson, President

 

 

 

 

 

 

Date

 

January 25, 2006

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

 

By (Signature and Title)

 

/S/ Christopher L. Wilson

 

 

Christopher L. Wilson, President

 

 

 

 

 

 

Date

 

January 25, 2006

 

 

By (Signature and Title)

 

/S/ J. Kevin Connaughton

 

 

J. Kevin Connaughton, Treasurer

 

 

 

 

 

 

Date

 

January 25, 2006