Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index | 5 | 12/2023 | USD | 493,525 | — | (34,556) |
MSCI Emerging Markets Index | 19 | 12/2023 | USD | 873,240 | — | (66,820) |
S&P 500 Index E-mini | 8 | 12/2023 | USD | 1,684,900 | — | (35,464) |
TOPIX Index | 18 | 12/2023 | JPY | 405,720,000 | — | (128,216) |
Total | — | (265,056) |
2 | Columbia Capital Allocation Conservative Portfolio | Third Quarter Report 2023 |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Euro STOXX 50 Index | (30) | 12/2023 | EUR | (1,221,000) | 66,812 | — |
Russell 2000 Index E-mini | (16) | 12/2023 | USD | (1,334,720) | 110,695 | — |
SPI 200 Index | (18) | 12/2023 | AUD | (3,052,350) | 77,129 | — |
U.S. Treasury 10-Year Note | (20) | 12/2023 | USD | (2,123,438) | 29,962 | — |
Total | 284,598 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 40 | Morgan Stanley | 12/20/2028 | 1.000 | Quarterly | USD | 1,732,000 | 9,131 | — | — | 9,131 | — |
Markit CDX North America Investment Grade Index, Series 41 | Morgan Stanley | 12/20/2028 | 5.000 | Quarterly | USD | 781,000 | (6,044) | — | — | — | (6,044) |
Total | 3,087 | — | — | 9,131 | (6,044) |
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended October 31, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
37,737,062 | 2,226,583 | (4,977,188) | (2,364,950) | 32,621,507 | — | (997,416) | 1,156,813 | 1,194,927 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
8,842,910 | 379,399 | (2,578,379) | 788,379 | 7,432,309 | — | (77,327) | — | 255,582 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
35,406,607 | 2,150,049 | (5,214,945) | (1,714,909) | 30,626,802 | — | (922,696) | 1,079,866 | 3,650,393 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
8,893,027 | 635,779 | (2,254,833) | 20,116 | 7,294,089 | — | 271,719 | — | 601,326 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
2,615,925 | 411,949 | (498,599) | (111,572) | 2,417,703 | — | (83,995) | 101,207 | 281,456 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
10,638,764 | 1,199,410 | (2,734,459) | (13,705) | 9,090,010 | — | (371,796) | 450,573 | 898,222 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
8,623,769 | 572,776 | (1,421,544) | (525,248) | 7,249,753 | — | 10,352 | 163,234 | 797,552 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
23,402,078 | 1,722,734 | (2,676,844) | (2,167,395) | 20,280,573 | — | (625,427) | 647,015 | 1,255,763 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
8,864,346 | 618,237 | (2,008,271) | 75,825 | 7,550,137 | 106,192 | 406,868 | 27,036 | 451,293 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
1,240,136 | 181,783 | (305,546) | (148,087) | 968,286 | — | 10,999 | — | 45,674 | |
Columbia Short-Term Cash Fund, 5.630% | |||||||||
14,430,603 | 5,100,066 | (5,150,954) | 2,948 | 14,382,663 | — | (1,555) | 546,567 | 14,386,979 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
1,238,187 | — | — | (36,749) | 1,201,438 | — | — | — | 59,272 |
Columbia Capital Allocation Conservative Portfolio | Third Quarter Report 2023 | 3 |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
26,271,294 | 1,351,780 | (3,512,728) | (1,350,846) | 22,759,500 | — | (450,091) | 495,213 | 2,393,218 | |
Total | 188,204,708 | (7,546,193) | 163,874,770 | 106,192 | (2,830,365) | 4,667,524 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at October 31, 2023. |
AUD | Australian Dollar |
EUR | Euro |
JPY | Japanese Yen |
USD | US Dollar |
4 | Columbia Capital Allocation Conservative Portfolio | Third Quarter Report 2023 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 77 | 12/2023 | USD | 3,538,920 | — | (270,797) |
S&P 500 Index E-mini | 15 | 12/2023 | USD | 3,159,188 | — | (31,705) |
TOPIX Index | 41 | 12/2023 | JPY | 924,140,000 | — | (292,048) |
Total | — | (594,550) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Euro STOXX 50 Index | (61) | 12/2023 | EUR | (2,482,700) | 135,852 | — |
MSCI EAFE Index | (12) | 12/2023 | USD | (1,184,460) | 84,269 | — |
Russell 2000 Index E-mini | (47) | 12/2023 | USD | (3,920,740) | 322,298 | — |
Columbia Capital Allocation Moderate Conservative Portfolio | Third Quarter Report 2023 | 5 |
Short futures contracts (continued) | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
SPI 200 Index | (37) | 12/2023 | AUD | (6,274,275) | 158,635 | — |
U.S. Treasury 10-Year Note | (75) | 12/2023 | USD | (7,962,891) | 112,358 | — |
Total | 813,412 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 40 | Morgan Stanley | 12/20/2028 | 1.000 | Quarterly | USD | 3,640,000 | 19,517 | — | — | 19,517 | — |
Markit CDX North America High Yield Index, Series 41 | Morgan Stanley | 12/20/2028 | 5.000 | Quarterly | USD | 3,981,000 | 11,219 | — | — | 11,219 | — |
Total | 30,736 | — | — | 30,736 | — |
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended October 31, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
52,222,894 | 1,947,781 | (5,906,504) | (3,449,221) | 44,814,950 | — | (1,147,663) | 1,585,196 | 1,641,573 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
32,111,602 | 130,785 | (8,337,791) | 2,824,670 | 26,729,266 | — | (313,259) | — | 919,163 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
66,641,387 | 2,236,995 | (9,121,757) | (3,378,863) | 56,377,762 | — | (1,497,393) | 1,988,425 | 6,719,638 | |
Columbia Disciplined Core Fund, Institutional 3 Class | |||||||||
32,177,099 | 151,966 | (6,255,983) | 445,690 | 26,518,772 | — | 522,993 | — | 2,186,214 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
5,821,593 | 236,349 | (865,278) | (217,715) | 4,974,949 | — | (193,064) | 211,706 | 579,156 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
26,020,091 | 1,113,911 | (4,489,477) | (322,163) | 22,322,362 | — | (605,119) | 1,074,979 | 2,205,767 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
33,048,588 | 785,960 | (3,916,457) | (2,292,433) | 27,625,658 | — | 331,099 | 612,275 | 3,039,126 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
48,373,616 | 1,682,641 | (3,778,076) | (4,807,968) | 41,470,213 | — | (842,551) | 1,313,474 | 2,567,815 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
31,893,372 | 598,869 | (6,499,513) | 786,460 | 26,779,188 | 380,098 | 929,325 | 96,772 | 1,600,669 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
4,158,838 | 153,271 | (538,856) | (524,854) | 3,248,399 | — | 58,084 | — | 153,226 | |
Columbia Short-Term Cash Fund, 5.630% | |||||||||
7,479,266 | 7,789,686 | (8,876,392) | (224) | 6,392,336 | — | 783 | 249,354 | 6,394,255 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
3,932,149 | — | — | (116,703) | 3,815,446 | — | — | — | 188,231 |
6 | Columbia Capital Allocation Moderate Conservative Portfolio | Third Quarter Report 2023 |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
44,376,181 | 1,133,524 | (4,993,038) | (2,417,507) | 38,099,160 | — | (566,654) | 825,675 | 4,006,221 | |
Total | 388,256,676 | (13,470,831) | 329,168,461 | 380,098 | (3,323,419) | 7,957,856 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at October 31, 2023. |
AUD | Australian Dollar |
EUR | Euro |
JPY | Japanese Yen |
USD | US Dollar |
Columbia Capital Allocation Moderate Conservative Portfolio | Third Quarter Report 2023 | 7 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 450 | 12/2023 | USD | 20,682,000 | — | (1,534,119) |
S&P 500 Index E-mini | 47 | 12/2023 | USD | 9,898,788 | — | (62,192) |
TOPIX Index | 143 | 12/2023 | JPY | 3,223,220,000 | — | (1,018,605) |
U.S. Treasury 10-Year Note | 268 | 12/2023 | USD | 28,454,063 | — | (1,065,950) |
Total | — | (3,680,866) |
8 | Columbia Capital Allocation Moderate Portfolio | Third Quarter Report 2023 |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Euro STOXX 50 Index | (292) | 12/2023 | EUR | (11,884,400) | 650,308 | — |
MSCI EAFE Index | (10) | 12/2023 | USD | (987,050) | 70,224 | — |
Russell 2000 Index E-mini | (179) | 12/2023 | USD | (14,932,180) | 1,188,033 | — |
SPI 200 Index | (190) | 12/2023 | AUD | (32,219,250) | 814,507 | — |
Total | 2,723,072 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX Emerging Markets Index, Series 40 | Morgan Stanley | 12/20/2028 | 1.000 | Quarterly | USD | 14,164,000 | 77,524 | — | — | 77,524 | — |
Markit CDX North America High Yield Index, Series 41 | Morgan Stanley | 12/20/2028 | 5.000 | Quarterly | USD | 18,717,000 | 83,111 | — | — | 83,111 | — |
Total | 160,635 | — | — | 160,635 | — |
Cleared credit default swap contracts - sell protection | ||||||||||||
Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America Investment Grade Index, Series 41 | Morgan Stanley | 12/20/2028 | 1.000 | Quarterly | 0.789 | USD | 34,388,000 | (122,456) | — | — | — | (122,456) |
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended October 31, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
125,301,271 | 4,391,198 | (9,687,241) | (9,339,254) | 110,665,974 | — | (1,925,242) | 3,842,094 | 4,053,699 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
105,470,086 | — | (17,738,583) | 3,745,394 | 91,476,897 | — | 4,581,837 | — | 3,145,698 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
125,490,869 | 4,010,650 | (11,430,012) | (7,404,713) | 110,666,794 | — | (2,071,098) | 3,829,177 | 13,190,321 | |
Columbia Emerging Markets Bond Fund, Institutional 3 Class | |||||||||
20,763,541 | 757,714 | (2,553,678) | (898,694) | 18,068,883 | — | (575,142) | 755,372 | 2,103,479 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
20,380,808 | 109,257 | (486,521) | (2,261,867) | 17,741,677 | — | 159,020 | — | 1,568,672 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
119,659,048 | 5,050,001 | (16,472,241) | (2,124,483) | 106,112,325 | — | (2,257,975) | 5,025,617 | 10,485,407 |
Columbia Capital Allocation Moderate Portfolio | Third Quarter Report 2023 | 9 |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
102,285,878 | 110,972 | (28,593,881) | 15,053,382 | 88,856,351 | — | 300,528 | — | 1,594,694 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
94,926,217 | 1,748,449 | (5,534,183) | (7,172,988) | 83,967,495 | — | 384,319 | 1,326,498 | 5,755,140 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
124,949,425 | 2,304,307 | (13,788,716) | (7,047,566) | 106,417,450 | — | (588,392) | 2,303,921 | 11,707,090 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
107,832,359 | 3,675,781 | (4,595,474) | (11,955,150) | 94,957,516 | — | (818,686) | 2,946,414 | 5,879,722 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
102,282,274 | 1,619,291 | (14,052,891) | 1,777,525 | 91,626,199 | 1,290,683 | 3,815,691 | 328,604 | 5,476,760 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
16,891,197 | 205,780 | (415,511) | (2,246,303) | 14,435,163 | — | 134,604 | — | 680,904 | |
Columbia Short-Term Cash Fund, 5.630% | |||||||||
27,926,339 | 41,835,148 | (50,395,514) | 46 | 19,366,019 | — | 1,597 | 877,914 | 19,371,831 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
15,170,819 | — | — | (450,258) | 14,720,561 | — | — | — | 726,224 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
53,725,327 | 1,297,783 | (6,121,427) | (2,595,081) | 46,306,602 | — | (1,015,852) | 983,597 | 4,869,254 | |
Total | 1,163,055,458 | (32,920,010) | 1,015,385,906 | 1,290,683 | 125,209 | 22,219,208 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at October 31, 2023. |
AUD | Australian Dollar |
EUR | Euro |
JPY | Japanese Yen |
USD | US Dollar |
10 | Columbia Capital Allocation Moderate Portfolio | Third Quarter Report 2023 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 896 | 12/2023 | USD | 41,180,160 | — | (3,151,098) |
S&P 500 Index E-mini | 78 | 12/2023 | USD | 16,427,775 | 140,905 | — |
TOPIX Index | 241 | 12/2023 | JPY | 5,432,140,000 | — | (1,716,669) |
U.S. Treasury 10-Year Note | 488 | 12/2023 | USD | 51,811,875 | — | (1,940,984) |
Total | 140,905 | (6,808,751) |
Columbia Capital Allocation Moderate Aggressive Portfolio | Third Quarter Report 2023 | 11 |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Euro STOXX 50 Index | (523) | 12/2023 | EUR | (21,286,100) | 1,164,763 | — |
MSCI EAFE Index | (116) | 12/2023 | USD | (11,449,780) | 814,603 | — |
Russell 2000 Index E-mini | (375) | 12/2023 | USD | (31,282,500) | 1,891,634 | — |
SPI 200 Index | (272) | 12/2023 | AUD | (46,124,400) | 1,166,242 | — |
Total | 5,037,242 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 41 | Morgan Stanley | 12/20/2028 | 5.000 | Quarterly | USD | 22,397,000 | 79,395 | — | — | 79,395 | — |
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended October 31, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
88,797,490 | 2,694,327 | (6,546,283) | (6,669,667) | 78,275,867 | — | (1,223,680) | 2,689,795 | 2,867,248 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
207,126,463 | — | (30,789,281) | 9,175,631 | 185,512,813 | — | 7,565,588 | — | 6,379,395 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
144,903,760 | 4,428,705 | (10,315,504) | (9,464,975) | 129,551,986 | — | (1,519,771) | 4,424,250 | 15,441,238 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
58,586,889 | 148,811 | (16,116) | (6,215,600) | 52,503,984 | — | 6,152 | — | 4,642,262 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
153,559,664 | 6,489,408 | (17,411,132) | (3,850,916) | 138,787,024 | — | (1,838,156) | 6,487,422 | 13,714,133 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
203,474,470 | — | (49,747,059) | 30,227,463 | 183,954,874 | — | 1,332,898 | — | 3,301,416 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
184,163,153 | 2,745,305 | (5,895,720) | (13,870,133) | 167,142,605 | — | 398,615 | 2,588,920 | 11,455,970 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
206,014,389 | 3,840,199 | (20,032,041) | (11,899,480) | 177,923,067 | — | (923,657) | 3,811,474 | 19,573,495 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
119,859,422 | 3,363,266 | (2,061,925) | (13,991,293) | 107,169,470 | — | (372,953) | 3,313,751 | 6,635,880 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
200,676,584 | 3,370,013 | (22,975,406) | 4,535,762 | 185,606,953 | 2,639,588 | 6,648,234 | 672,031 | 11,094,259 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
35,585,435 | 19,182 | (1,651,999) | (4,804,448) | 29,148,170 | — | 520,975 | — | 1,374,914 | |
Columbia Short-Term Cash Fund, 5.630% | |||||||||
39,882,906 | 63,007,185 | (77,598,757) | 1,284 | 25,292,618 | — | 995 | 1,173,216 | 25,300,208 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
26,195,247 | — | — | (777,455) | 25,417,792 | — | — | — | 1,253,961 |
12 | Columbia Capital Allocation Moderate Aggressive Portfolio | Third Quarter Report 2023 |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
53,559,404 | 1,109,981 | (360,899) | (3,741,970) | 50,566,516 | — | (70,060) | 1,040,926 | 5,317,194 | |
Total | 1,722,385,276 | (31,345,797) | 1,536,853,739 | 2,639,588 | 10,525,180 | 26,201,785 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at October 31, 2023. |
AUD | Australian Dollar |
EUR | Euro |
JPY | Japanese Yen |
USD | US Dollar |
Columbia Capital Allocation Moderate Aggressive Portfolio | Third Quarter Report 2023 | 13 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI Emerging Markets Index | 944 | 12/2023 | USD | 43,386,240 | — | (3,266,683) |
S&P 500 Index E-mini | 285 | 12/2023 | USD | 60,024,563 | — | (2,085,411) |
TOPIX Index | 193 | 12/2023 | JPY | 4,350,220,000 | — | (1,374,760) |
Total | — | (6,726,854) |
14 | Columbia Capital Allocation Aggressive Portfolio | Third Quarter Report 2023 |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Euro STOXX 50 Index | (439) | 12/2023 | EUR | (17,867,300) | 977,689 | — |
MSCI EAFE Index | (123) | 12/2023 | USD | (12,140,715) | 863,760 | — |
Russell 2000 Index E-mini | (352) | 12/2023 | USD | (29,363,840) | 1,479,582 | — |
SPI 200 Index | (260) | 12/2023 | AUD | (44,089,500) | 1,114,822 | — |
Total | 4,435,853 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 41 | Morgan Stanley | 12/20/2028 | 5.000 | Quarterly | USD | 15,791,000 | 55,484 | — | — | 55,484 | — |
(a) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended October 31, 2023 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Capital gain distributions($) | Realized gain (loss)($) | Dividends — affiliated issuers ($) | End of period shares |
Columbia Bond Fund, Institutional 3 Class | |||||||||
151,280,402 | 4,818,996 | (5,354,862) | (12,755,957) | 137,988,579 | — | (968,183) | 4,675,518 | 5,054,527 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
169,876,891 | — | (26,436,659) | 10,063,895 | 153,504,127 | — | 3,248,152 | — | 5,278,684 | |
Columbia Emerging Markets Fund, Institutional 3 Class | |||||||||
61,017,244 | 533,833 | (34,064) | (6,496,970) | 55,020,043 | — | 12,608 | — | 4,864,725 | |
Columbia High Yield Bond Fund, Institutional 3 Class | |||||||||
89,805,542 | 3,871,289 | (7,330,776) | (2,693,877) | 83,652,178 | — | (706,591) | 3,844,334 | 8,266,025 | |
Columbia Large Cap Growth Fund, Institutional 3 Class | |||||||||
170,680,169 | — | (36,529,320) | 22,937,173 | 157,088,022 | — | 3,122,192 | — | 2,819,239 | |
Columbia Large Cap Value Fund, Institutional 3 Class | |||||||||
151,188,695 | 2,759,572 | (3,698,716) | (11,390,236) | 138,859,315 | — | 209,008 | 2,135,077 | 9,517,431 | |
Columbia Overseas Core Fund, Institutional 3 Class | |||||||||
169,009,313 | 3,443,757 | (6,446,456) | (11,155,531) | 154,851,083 | — | 91,726 | 3,251,921 | 17,035,323 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
8,877,423 | 248,107 | — | (1,077,063) | 8,048,467 | — | — | 248,107 | 498,357 | |
Columbia Select Large Cap Equity Fund, Institutional 3 Class | |||||||||
163,094,521 | 2,687,790 | (14,281,944) | 2,104,442 | 153,604,809 | 2,139,693 | 6,692,151 | 544,760 | 9,181,399 | |
Columbia Select Small Cap Value Fund, Institutional 3 Class | |||||||||
30,642,339 | 385,033 | (479,476) | (4,119,123) | 26,428,773 | — | 244,302 | — | 1,246,640 | |
Columbia Short-Term Cash Fund, 5.630% | |||||||||
37,245,247 | 55,860,625 | (62,884,385) | 3,655 | 30,225,142 | — | 183 | 1,317,964 | 30,234,213 | |
Columbia Small Cap Growth Fund, Institutional 3 Class | |||||||||
21,365,666 | — | — | (634,117) | 20,731,549 | — | — | — | 1,022,770 | |
Total | 1,224,083,452 | (15,213,709) | 1,120,002,087 | 2,139,693 | 11,945,548 | 16,017,681 |
(b) | Non-income producing investment. |
(c) | The rate shown is the seven-day current annualized yield at October 31, 2023. |
Columbia Capital Allocation Aggressive Portfolio | Third Quarter Report 2023 | 15 |
AUD | Australian Dollar |
EUR | Euro |
JPY | Japanese Yen |
USD | US Dollar |
16 | Columbia Capital Allocation Aggressive Portfolio | Third Quarter Report 2023 |