Columbia Acorn® Fund | Quarterly Report 2019 | 1 |
2 | Columbia Acorn® Fund | Quarterly Report 2019 |
Columbia Acorn® Fund | Quarterly Report 2019 | 3 |
4 | Columbia Acorn® Fund | Quarterly Report 2019 |
Columbia Acorn® Fund | Quarterly Report 2019 | 5 |
(a) | Non-income producing security. |
(b) | As defined in the Investment Company Act of 1940, 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. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Anika Therapeutics, Inc. ‡,† | ||||||||
— | 922,672 | (528,000) | 394,672 | 8,011,422 | — | — | — | |
Central Garden & Pet Co. † | ||||||||
683,522 | — | (683,522) | — | (7,870,504) | 2,815,890 | — | — | |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
41,013,366 | 1,238,886,722 | (1,185,609,555) | 94,290,533 | (2,252) | — | 1,603,272 | 94,281,104 | |
Total of Affiliated Transactions | 138,666 | 2,815,890 | 1,603,272 | 94,281,104 |
‡ | Issuer was not an affiliate at the beginning of period. |
† | Issuer was not an affiliate at the end of period. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
ADR | American Depositary Receipt |
6 | Columbia Acorn® Fund | Quarterly Report 2019 |
Columbia Acorn International® | Quarterly Report 2019 | 7 |
8 | Columbia Acorn International® | Quarterly Report 2019 |
Columbia Acorn International® | Quarterly Report 2019 | 9 |
10 | Columbia Acorn International® | Quarterly Report 2019 |
Securities Lending Collateral 0.6% | ||
Shares | Value ($) | |
Dreyfus Government Cash Management Fund, Institutional Shares, 1.854%(d),(e) | 14,637,453 | 14,637,453 |
Total Securities Lending Collateral (Cost: $14,637,453) | 14,637,453 | |
Money Market Funds 2.2% | ||
Columbia Short-Term Cash Fund, 2.073%(d),(f) | 55,524,025 | 55,518,473 |
Total Money Market Funds (Cost: $55,518,473) | 55,518,473 | |
Total Investments in Securities (Cost: $1,949,866,991) | 2,578,910,785 | |
Obligation to Return Collateral for Securities Loaned | (14,637,453) | |
Other Assets & Liabilities, Net | (1,111,577) | |
Net Assets | $2,563,161,755 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
MSCI EAFE Index Future | 362 | 12/2019 | USD | 34,361,040 | — | (133,099) |
MSCI Emerging Markets Index | 166 | 12/2019 | USD | 8,315,770 | — | (189,457) |
Total | — | (322,556) |
(a) | Non-income producing security. |
(b) | Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only to qualified institutional buyers. The Fund may invest in private placements determined to be liquid as well as those determined to be illiquid. Private placements may be determined to be liquid under guidelines established by the Fund’s Board of Trustees. At September 30, 2019, the total value of these securities amounted to $1,593,497, which represents 0.06% of total net assets. |
(c) | All or a portion of this security was on loan at September 30, 2019. The total market value of securities on loan at September 30, 2019 was $13,979,067. |
(d) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(e) | Investment made with cash collateral received from securities lending activity. |
(f) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
— | 582,798,937 | (527,274,912) | 55,524,025 | 675 | — | 1,783,527 | 55,518,473 |
Columbia Acorn International® | Quarterly Report 2019 | 11 |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
USD | US Dollar |
12 | Columbia Acorn International® | Quarterly Report 2019 |
Columbia Acorn USA® | Quarterly Report 2019 | 13 |
14 | Columbia Acorn USA® | Quarterly Report 2019 |
Columbia Acorn USA® | Quarterly Report 2019 | 15 |
16 | Columbia Acorn USA® | Quarterly Report 2019 |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
Russell 2000 E-mini | 79 | 12/2019 | USD | 6,023,750 | — | (230,875) |
(a) | Non-income producing security. |
(b) | All or a portion of this security was on loan at September 30, 2019. The total market value of securities on loan at September 30, 2019 was $706,552. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(d) | Investment made with cash collateral received from securities lending activity. |
(e) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
6,552,142 | 129,573,461 | (127,976,888) | 8,148,715 | (291) | — | 172,498 | 8,147,900 |
ADR | American Depositary Receipt |
USD | US Dollar |
Columbia Acorn USA® | Quarterly Report 2019 | 17 |
18 | Columbia Acorn International SelectSM | Quarterly Report 2019 |
Columbia Acorn International SelectSM | Quarterly Report 2019 | 19 |
(a) | Non-income producing security. |
(b) | All or a portion of this security was on loan at September 30, 2019. The total market value of securities on loan at September 30, 2019 was $974,639. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(d) | Investment made with cash collateral received from securities lending activity. |
(e) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
3,482,775 | 35,416,306 | (37,566,441) | 1,332,640 | (28) | — | 63,978 | 1,332,507 |
ADR | American Depositary Receipt |
20 | Columbia Acorn International SelectSM | Quarterly Report 2019 |
Columbia Acorn SelectSM | Quarterly Report 2019 | 21 |
(a) | Non-income producing security. |
(b) | All or a portion of this security was on loan at September 30, 2019. The total market value of securities on loan at September 30, 2019 was $996,100. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(d) | Investment made with cash collateral received from securities lending activity. |
22 | Columbia Acorn SelectSM | Quarterly Report 2019 |
(e) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
5,598,686 | 145,256,401 | (146,389,232) | 4,465,855 | (286) | — | 99,797 | 4,465,408 |
Columbia Acorn SelectSM | Quarterly Report 2019 | 23 |
24 | Columbia Thermostat FundSM | Quarterly Report 2019 |
(a) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Capital gain distributions — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Acorn International®, Institutional 3 Class | |||||||||
310,169 | 1,469,419 | (1,139,115) | 640,473 | 740,144 | 941,806 | 96,646 | 1,731,093 | 20,636,041 | |
Columbia Acorn SelectSM, Institutional 3 Class | |||||||||
675,954 | 3,406,399 | (2,649,563) | 1,432,790 | 943,860 | 2,034,662 | — | 569,644 | 20,503,229 | |
Columbia Acorn® Fund, Institutional 3 Class | |||||||||
626,508 | 3,075,198 | (2,377,188) | 1,324,518 | 562,884 | 1,718,848 | — | 1,249,915 | 20,609,489 | |
Columbia Contrarian Core Fund, Institutional 3 Class | |||||||||
405,496 | 1,898,345 | (1,527,427) | 776,414 | 1,957,188 | 2,658,250 | — | — | 20,691,430 | |
Columbia Corporate Income Fund, Institutional 3 Class | |||||||||
5,784,658 | 3,760,199 | (4,960,704) | 4,584,153 | 64,636 | 4,686,919 | 1,270,313 | — | 48,912,910 | |
Columbia Diversified Fixed Income Allocation ETF | |||||||||
2,936,569 | 1,893,892 | (2,493,672) | 2,336,789 | (115,631) | 4,244,434 | 1,152,868 | — | 48,605,211 | |
Columbia Dividend Income Fund, Institutional 3 Class | |||||||||
453,812 | 2,107,016 | (1,680,879) | 879,949 | 1,903,362 | 2,158,158 | 317,621 | — | 20,863,591 | |
Columbia Inflation Protected Securities Fund, Institutional 3 Class | |||||||||
— | 6,655,335 | (1,658,672) | 4,996,663 | 170,510 | 1,313,198 | — | — | 48,517,604 | |
Columbia Large Cap Enhanced Core Fund, Institutional 3 Class | |||||||||
425,513 | 2,080,421 | (1,638,010) | 867,924 | 1,389,690 | 1,822,120 | — | 507,514 | 20,699,990 | |
Columbia Large Cap Index Fund, Institutional 3 Class | |||||||||
834,492 | 4,085,903 | (3,226,365) | 1,694,030 | 1,402,011 | 9,956,424 | 397,360 | 6,306,085 | 82,855,018 | |
Columbia Quality Income Fund, Institutional 3 Class | |||||||||
20,836,213 | 15,194,505 | (18,442,479) | 17,588,239 | 175,448 | 3,387,516 | 2,359,343 | — | 97,438,843 | |
Columbia Short Term Bond Fund, Institutional 3 Class | |||||||||
14,104,862 | 8,375,316 | (15,186,690) | 7,293,488 | 364,531 | 1,684,911 | 2,485,383 | — | 73,007,821 | |
Columbia Short-Term Cash Fund, 2.073% | |||||||||
— | 85,853,050 | (80,751,671) | 5,101,379 | 389 | — | 84,840 | — | 5,100,869 | |
Columbia U.S. Treasury Index Fund, Institutional 3 Class | |||||||||
17,758,369 | 12,774,229 | (15,805,569) | 14,727,029 | 2,343,312 | 7,169,712 | 2,691,558 | — | 170,833,532 | |
Total of Affiliated Transactions | 11,902,334 | 43,776,958 | 10,855,932 | 10,364,251 | 699,275,578 |
(b) | Non-income producing security. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
Columbia Thermostat FundSM | Quarterly Report 2019 | 25 |
26 | Columbia Acorn Emerging Markets FundSM | Quarterly Report 2019 |
Columbia Acorn Emerging Markets FundSM | Quarterly Report 2019 | 27 |
Money Market Funds 2.8% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 2.073%(b),(c) | 1,492,410 | 1,492,261 |
Total Money Market Funds (Cost: $1,492,261) | 1,492,261 | |
Total Investments in Securities (Cost: $47,070,208) | 53,908,495 | |
Other Assets & Liabilities, Net | (163,191) | |
Net Assets | $53,745,304 |
(a) | Non-income producing security. |
(b) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(c) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
1,107,016 | 15,836,044 | (15,450,650) | 1,492,410 | 19 | — | 28,240 | 1,492,261 |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
28 | Columbia Acorn Emerging Markets FundSM | Quarterly Report 2019 |
Columbia Acorn European FundSM | Quarterly Report 2019 | 29 |
30 | Columbia Acorn European FundSM | Quarterly Report 2019 |
Money Market Funds 1.3% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 2.073%(c),(e) | 963,058 | 962,961 |
Total Money Market Funds (Cost: $962,961) | 962,961 | |
Total Investments in Securities (Cost: $58,757,294) | 76,120,739 | |
Obligation to Return Collateral for Securities Loaned | (1,612,976) | |
Other Assets & Liabilities, Net | 280,041 | |
Net Assets | $74,787,804 |
(a) | Non-income producing security. |
(b) | All or a portion of this security was on loan at September 30, 2019. The total market value of securities on loan at September 30, 2019 was $1,513,936. |
(c) | The rate shown is the seven-day current annualized yield at September 30, 2019. |
(d) | Investment made with cash collateral received from securities lending activity. |
(e) | As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. Holdings and transactions in these affiliated companies during the period ended September 30, 2019 are as follows: |
Issuer | Beginning shares | Shares purchased | Shares sold | Ending shares | Realized gain (loss) — affiliated issuers ($) | Net change in unrealized appreciation (depreciation) — affiliated issuers ($) | Dividend — affiliated issuers ($) | Value — affiliated issuers at end of period ($) |
Columbia Short-Term Cash Fund, 2.073% | ||||||||
133,396 | 20,458,084 | (19,628,422) | 963,058 | (54) | — | 22,539 | 962,961 |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
Columbia Acorn European FundSM | Quarterly Report 2019 | 31 |