Columbia Mortgage Opportunities Fund
Third Quarter Report
February 28, 2026 (Unaudited)
|
Not FDIC or NCUA Insured
|
No Financial Institution Guarantee
|
May Lose Value
|
Portfolio of Investments
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
|
Asset-Backed Securities - Non-Agency 11.8%
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Affirm Asset Securitization Trust(a),(b),(c)
|
||||
|
Series 2024-X2 Class CERT
|
||||
|
12/17/2029
|
0.000%
|
|
70,500
|
999,442
|
|
Ally Bank Auto Credit-Linked Notes(a)
|
||||
|
Series 2025-A Class G
|
||||
|
06/15/2033
|
10.219%
|
|
4,222,075
|
4,253,862
|
|
Series 2025-B Class F
|
||||
|
09/15/2033
|
6.942%
|
|
3,018,828
|
3,025,636
|
|
Series 2025-B Class G
|
||||
|
09/15/2033
|
9.935%
|
|
3,113,705
|
3,119,238
|
|
ARES CLO(a),(d)
|
||||
|
Series 2021-60A Class E
|
||||
|
3-month Term SOFR + 6.512%
Floor 6.250%
07/18/2034
|
10.179%
|
|
5,000,000
|
4,874,860
|
|
ASP WHCO Participation LP(a),(d),(e)
|
||||
|
30-day Average SOFR + 2.400%
Floor 3.000%
03/29/2029
|
6.713%
|
|
18,000,000
|
18,000,000
|
|
Cayuga Park CLO Ltd.(a),(d)
|
||||
|
Series 2020-1A Class AR2
|
||||
|
3-month Term SOFR + 1.200%
Floor 1.200%
10/17/2038
|
4.868%
|
|
24,500,000
|
24,471,017
|
|
DailyPay Securitization Trust(a)
|
||||
|
Series 2025-1A Class A
|
||||
|
06/25/2028
|
5.630%
|
|
4,500,000
|
4,531,006
|
|
EDGEX Issuer Trust(a)
|
||||
|
Series 2025-1NN Class B
|
||||
|
01/15/2031
|
6.850%
|
|
6,537,299
|
6,608,499
|
|
Series 2025-2NN Class B
|
||||
|
01/15/2032
|
6.475%
|
|
8,988,730
|
9,089,448
|
|
EDGEX Issuer Trust(a),(c)
|
||||
|
Series 2025-1NN Class CERT
|
||||
|
01/15/2031
|
0.000%
|
|
8,358,000
|
6,453,672
|
|
Elmwood CLO 16 Ltd.(a),(d)
|
||||
|
3-month Term SOFR + 6.750%
Floor 6.750%
04/20/2037
|
10.418%
|
|
2,750,000
|
2,752,211
|
|
Elmwood CLO 19 Ltd.(a),(d)
|
||||
|
Series 2022-6AR2 Class AR2
|
||||
|
3-month Term SOFR + 1.240%
Floor 1.240%
10/17/2038
|
4.908%
|
|
15,000,000
|
15,001,815
|
|
Asset-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Elmwood CLO VIII Ltd.(a),(d)
|
||||
|
Series 2024-1A Class ER
|
||||
|
3-month Term SOFR + 6.250%
Floor 6.250%
04/20/2037
|
9.918%
|
|
2,500,000
|
2,416,730
|
|
Exeter Automobile Receivables Trust(a)
|
||||
|
Series 2026-1 Class E
|
||||
|
08/15/2033
|
6.690%
|
|
6,500,000
|
6,574,149
|
|
Lendbuzz Securitization Trust(a)
|
||||
|
Series 202026-1A Class C
|
||||
|
09/15/2031
|
7.450%
|
|
2,150,000
|
2,165,299
|
|
Series 2025-2A Class A2
|
||||
|
05/15/2030
|
5.180%
|
|
3,990,740
|
4,006,765
|
|
Series 2026-1A Class B
|
||||
|
12/16/2030
|
6.400%
|
|
1,900,000
|
1,911,492
|
|
Madison Park Funding XLII Ltd.(a),(d)
|
||||
|
Series 2013A Class BR2
|
||||
|
3-month Term SOFR + 1.300%
11/21/2030
|
5.160%
|
|
26,978,000
|
26,993,216
|
|
MPOWER Education Trust(a)
|
||||
|
Series 2025-1 Class A
|
||||
|
12/22/2042
|
6.250%
|
|
6,396,799
|
6,529,389
|
|
Series 2025-1 Class B
|
||||
|
12/22/2042
|
8.180%
|
|
7,024,000
|
7,229,937
|
|
MPOWER Education Trust(a),(e)
|
||||
|
Series 2025-1 Class C
|
||||
|
12/22/2042
|
10.000%
|
|
3,000,000
|
1,710,000
|
|
MRQI(a)
|
||||
|
Series 2026-HI1 Class D
|
||||
|
01/25/2046
|
6.000%
|
|
4,663,000
|
4,637,107
|
|
Series 2026-HI1A Class E
|
||||
|
01/25/2046
|
6.000%
|
|
3,423,000
|
3,393,027
|
|
NetCredit Combined Receivables A LLC(a)
|
||||
|
Series 2025-A Class A
|
||||
|
10/20/2031
|
7.290%
|
|
6,007,846
|
6,109,138
|
|
Octagon 54 Ltd.(a),(d)
|
||||
|
Series 2021-1A Class E
|
||||
|
3-month Term SOFR + 6.512%
Floor 6.250%
07/15/2034
|
10.184%
|
|
2,500,000
|
2,165,978
|
|
Oportun Funding Trust(a)
|
||||
|
Subordinated Series 2024-3 Class C
|
||||
|
08/15/2029
|
6.250%
|
|
1,800,000
|
1,808,028
|
|
Pagaya AI Debt Grantor Trust(a)
|
||||
|
Series 2025-5 Class E
|
||||
|
03/15/2033
|
9.698%
|
|
2,999,884
|
3,040,720
|
2
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Asset-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Series 2025-6 Class B
|
||||
|
04/15/2033
|
4.883%
|
|
6,899,364
|
6,883,375
|
|
Series 2026-1 Class B
|
||||
|
09/15/2033
|
5.370%
|
|
19,130,000
|
19,266,873
|
|
Subordinated Series 2024-5 Class C
|
||||
|
10/15/2031
|
7.270%
|
|
2,912,719
|
2,931,363
|
|
Subordinated Series 2024-9 Class D
|
||||
|
03/15/2032
|
6.174%
|
|
5,901,528
|
5,914,185
|
|
Pagaya AI Debt Grantor Trust(a),(f)
|
||||
|
Series 2026-1 Class A2
|
||||
|
09/15/2033
|
0.000%
|
|
7,630,000
|
7,636,231
|
|
Pagaya AI Debt Selection Trust(a),(c)
|
||||
|
Series 2020-3 Class CERT
|
||||
|
05/17/2027
|
0.000%
|
|
23,803,550
|
37,840
|
|
Series 2021-1 Class CERT
|
||||
|
11/15/2027
|
0.000%
|
|
1,901,904
|
0
|
|
Subordinated Series 2021-3 Class
|
||||
|
05/15/2029
|
0.000%
|
|
12,925,852
|
40,320
|
|
Subordinated Series 2021-5 Class
|
||||
|
08/15/2029
|
0.000%
|
|
12,321,273
|
390,912
|
|
Pagaya AI Debt Trust(a)
|
||||
|
Series 2025-R1 Class E
|
||||
|
06/15/2032
|
12.105%
|
|
145,222
|
147,345
|
|
Subordinated Series 2022-5 Class B
|
||||
|
06/17/2030
|
10.310%
|
|
2,809,807
|
2,917,994
|
|
Subordinated Series 2024-2 Class C
|
||||
|
08/15/2031
|
7.573%
|
|
1,751,328
|
1,775,254
|
|
Subordinated Series 2024-3 Class B
|
||||
|
10/15/2031
|
6.571%
|
|
3,238,563
|
3,258,393
|
|
Subordinated Series 2024-3 Class C
|
||||
|
10/15/2031
|
7.297%
|
|
4,854,788
|
4,883,234
|
|
Pagaya Point of Sale Holdings Grantor Trust(a)
|
||||
|
Series 2025-1 Class A
|
||||
|
01/20/2034
|
5.715%
|
|
8,200,000
|
8,248,217
|
|
Series 2025-2 Class A
|
||||
|
07/20/2033
|
5.065%
|
|
5,750,000
|
5,772,822
|
|
Palmer Square CLO Ltd.(a),(d)
|
||||
|
Series 2023-2A Class ER
|
||||
|
3-month Term SOFR + 6.400%
Floor 6.400%
07/20/2038
|
10.068%
|
|
2,000,000
|
2,014,070
|
|
Reach Abs Trust(a)
|
||||
|
Series 2026-1 Class A
|
||||
|
02/15/2033
|
4.320%
|
|
6,783,734
|
6,783,161
|
|
Research-Driven Pagaya Motor Asset Trust IV(a)
|
||||
|
Series 2021-2A Class A
|
||||
|
03/25/2030
|
2.650%
|
|
2,144,032
|
2,124,554
|
|
Asset-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Research-Driven Pagaya Motor Trust(a)
|
||||
|
Series 2025-5A Class E
|
||||
|
06/26/2034
|
9.218%
|
|
1,000,000
|
1,006,771
|
|
RR 16 Ltd.(a),(d)
|
||||
|
Series 2021-16A Class D
|
||||
|
3-month Term SOFR + 6.512%
Floor 6.250%
07/15/2036
|
10.184%
|
|
3,733,333
|
3,596,521
|
|
Upgrade Master Pass-Thru Trust(a),(c)
|
||||
|
Series 2025-ST5 Class CERT
|
||||
|
09/15/2032
|
0.000%
|
|
5,250,000
|
3,541,206
|
|
Upgrade Master Pass-Thru Trust(a)
|
||||
|
Series 2025-ST6 Class A
|
||||
|
10/15/2032
|
4.611%
|
|
9,385,325
|
9,402,581
|
|
Upstart Securitization Trust(a)
|
||||
|
Series 2025-1 Class C
|
||||
|
04/20/2035
|
9.270%
|
|
10,850,000
|
11,673,311
|
|
Series 2025-3 Class D
|
||||
|
09/20/2035
|
7.410%
|
|
2,250,000
|
2,320,408
|
|
Series 2025-4 Class D
|
||||
|
11/20/2035
|
7.670%
|
|
5,375,000
|
5,402,715
|
|
Subordinated Series 2024-1 Class C
|
||||
|
11/20/2034
|
8.680%
|
|
12,250,000
|
12,986,112
|
|
US Auto Funding(a)
|
||||
|
Subordinated Series 2021-1A Class D
|
||||
|
03/15/2027
|
4.360%
|
|
2,375,000
|
553
|
|
Total Asset-Backed Securities — Non-Agency
(Cost $329,884,458)
|
314,828,002
|
|||
|
|
||||
|
Commercial Mortgage-Backed Securities - Agency 0.1%
|
||||
|
|
|
|
|
|
|
Government National Mortgage Association(g),(h)
|
||||
|
Series 2017-30 Class IO
|
||||
|
08/16/2058
|
0.569%
|
|
39,682,018
|
991,856
|
|
Series 2019-102 Class IB
|
||||
|
03/16/2060
|
0.835%
|
|
11,474,506
|
532,380
|
|
Series 2020-19 Class IO
|
||||
|
12/16/2061
|
0.720%
|
|
17,065,487
|
769,435
|
|
Series 2020-3 Class IO
|
||||
|
02/16/2062
|
0.616%
|
|
17,244,420
|
626,412
|
|
Total Commercial Mortgage-Backed Securities - Agency
(Cost $10,914,874)
|
2,920,083
|
|||
|
|
||||
|
Commercial Mortgage-Backed Securities - Non-Agency 1.4%
|
||||
|
|
|
|
|
|
|
BHMS Commercial Mortgage Trust(a),(d)
|
||||
|
Series 2025-ATLS Class B
|
||||
|
1-month Term SOFR + 2.650%
Floor 2.650%
08/15/2042
|
6.230%
|
|
3,800,000
|
3,811,916
|
Columbia Mortgage Opportunities Fund | 2026
3
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Commercial Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
BXP Trust(a),(g)
|
||||
|
Subordinated Series 2021-601L Class E
|
||||
|
01/15/2044
|
2.776%
|
|
7,150,000
|
5,751,136
|
|
Credit Suisse Mortgage Capital Certificates OA LLC(a)
|
||||
|
Subordinated Series 2014-USA Class E
|
||||
|
09/15/2037
|
4.373%
|
|
2,425,000
|
1,951,193
|
|
Subordinated Series 2014-USA Class F
|
||||
|
09/15/2037
|
4.373%
|
|
15,400,000
|
9,841,051
|
|
Hilton USA Trust(a),(i)
|
||||
|
Subordinated Series 2016-SFP Class F
|
||||
|
11/05/2035
|
0.000%
|
|
27,400,000
|
550,345
|
|
Home Partners of America Trust(a)
|
||||
|
Series 2019-2 Class F
|
||||
|
10/19/2039
|
3.866%
|
|
2,747,554
|
2,678,846
|
|
Wells Fargo Commercial Mortgage Trust(a),(d)
|
||||
|
Series 2021-FCMT Class E
|
||||
|
1-month Term SOFR + 4.614%
Floor 4.500%
05/15/2031
|
8.274%
|
|
11,600,000
|
11,599,779
|
|
Total Commercial Mortgage-Backed Securities - Non-Agency
(Cost $67,490,899)
|
36,184,266
|
|||
|
Joint Ventures(j) 0.6%
|
||
|
|
|
Value ($)
|
|
Itasca Park LLC(e),(k),(l),(m)
|
|
8,892,546
|
|
Itasca Park LLC - Unfunded(e),(k),(l),(m)
|
|
8,304,000
|
|
Total Joint Ventures
(Cost $17,300,000)
|
17,196,546
|
|
|
Residential Mortgage-Backed Securities - Agency 106.5%
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Fannie Mae Remics(d),(h)
|
||||
|
CMO Series 2026-7 Class SC
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.700%
Cap 6.700%
02/25/2056
|
3.033%
|
|
51,868,902
|
6,274,327
|
|
Fannie Mae REMICS(d),(h)
|
||||
|
CMO Series 2017-81 Class SM
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.086%
Cap 6.200%
10/25/2047
|
2.418%
|
|
21,413,793
|
2,958,485
|
|
CMO Series 2018-64 Class SE
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.086%
Cap 6.200%
09/25/2048
|
2.418%
|
|
19,443,760
|
2,639,745
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2020-22 Class SA
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.214%
Cap 6.100%
04/25/2050
|
2.318%
|
|
26,905,557
|
4,207,308
|
|
CMO Series 2023-46 Class SD
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
06/25/2050
|
2.218%
|
|
54,155,082
|
6,460,604
|
|
Fannie Mae REMICS(g),(h)
|
||||
|
CMO Series 2022-90 Class GS
|
||||
|
07/25/2050
|
2.286%
|
|
35,779,070
|
4,534,621
|
|
Fannie Mae REMICS(d)
|
||||
|
CMO Series 2025-1 Class BF
|
||||
|
30-day Average SOFR +
1.400%
Floor 1.400%, Cap 6.500%
02/25/2055
|
5.067%
|
|
14,958,557
|
15,141,228
|
|
CMO Series 2025-10 Class FB
|
||||
|
30-day Average SOFR +
0.850%
Floor 0.850%, Cap 6.000%
02/25/2055
|
4.517%
|
|
8,244,400
|
8,233,729
|
|
CMO Series 2025-12 Class LF
|
||||
|
30-day Average SOFR +
3.950%
Cap 8.250%
03/25/2055
|
7.617%
|
|
19,847,228
|
20,214,450
|
|
CMO Series 2025-13 Class FA
|
||||
|
30-day Average SOFR +
1.300%
Floor 1.300%, Cap 6.500%
03/25/2055
|
4.967%
|
|
11,700,797
|
11,810,392
|
|
CMO Series 2025-16 Class MA
|
||||
|
30-day Average SOFR +
3.950%
Cap 8.250%
01/25/2055
|
7.617%
|
|
8,252,855
|
8,446,759
|
|
CMO Series 2025-86 Class FH
|
||||
|
30-day Average SOFR +
0.850%
Floor 0.850%, Cap 6.000%
09/25/2055
|
4.517%
|
|
24,073,839
|
24,033,987
|
|
Federal Home Loan Mortgage Corp.
|
||||
|
11/01/2052
|
4.000%
|
|
21,703,658
|
21,124,395
|
|
12/01/2052
|
5.000%
|
|
18,071,137
|
18,513,926
|
|
09/01/2053
|
5.500%
|
|
19,914,353
|
20,552,344
|
4
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Federal Home Loan Mortgage Corp.(d),(h)
|
||||
|
CMO Series 2013-101 Class HS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.386%
Cap 6.500%
10/25/2043
|
2.718%
|
|
8,395,304
|
1,163,837
|
|
CMO Series 3922 Class SH
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.786%
Cap 5.900%
09/15/2041
|
2.127%
|
|
1,645,664
|
148,484
|
|
CMO Series 4097 Class ST
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
08/15/2042
|
2.277%
|
|
653,639
|
91,519
|
|
CMO Series 4286 Class NS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.786%
Cap 5.900%
12/15/2043
|
2.127%
|
|
780,181
|
100,665
|
|
CMO Series 4620 Class AS
|
||||
|
-1.0 x 30-day Average SOFR
+ 0.554%
11/15/2042
|
2.027%
|
|
770,009
|
81,769
|
|
CMO Series 4704 Class SK
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
07/15/2047
|
2.377%
|
|
6,740,000
|
842,601
|
|
CMO Series 4826 Class KS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.086%
Cap 6.200%
09/15/2048
|
2.427%
|
|
7,463,411
|
983,717
|
|
CMO Series 4926 Class ST
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.966%
Cap 6.080%
01/15/2040
|
2.307%
|
|
4,933,900
|
344,315
|
|
CMO Series 4987 Class KS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.194%
Cap 6.080%
06/25/2050
|
2.298%
|
|
8,161,306
|
1,294,969
|
|
CMO Series 4993 Class MS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
07/25/2050
|
2.268%
|
|
16,108,957
|
2,591,235
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO STRIPS Series 309 Class S4
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.856%
Cap 5.970%
08/15/2043
|
2.197%
|
|
1,429,121
|
162,538
|
|
Federal Home Loan Mortgage Corp.(h)
|
||||
|
CMO Series 4215 Class IL
|
||||
|
07/15/2041
|
3.500%
|
|
84,832
|
1,602
|
|
CMO Series 5040 Class IH
|
||||
|
11/25/2050
|
3.500%
|
|
9,398,311
|
1,523,850
|
|
CMO Series 5083 Class NI
|
||||
|
12/25/2040
|
4.500%
|
|
7,874,900
|
1,306,534
|
|
CMO STRIPS Series 304 Class C67
|
||||
|
12/15/2042
|
4.500%
|
|
1,150,984
|
156,484
|
|
Federal Home Loan Mortgage Corp. REMICS(d),(h)
|
||||
|
CMO Series 4606 Class SL
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
12/15/2044
|
2.227%
|
|
34,187,546
|
3,837,125
|
|
CMO Series 5119 Class QS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.300%
Cap 6.300%
06/25/2051
|
2.633%
|
|
32,577,862
|
5,517,103
|
|
CMO Series 5138 Class SA
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.986%
Cap 6.100%
09/25/2047
|
2.318%
|
|
23,736,163
|
3,235,094
|
|
Federal Home Loan Mortgage Corp. REMICS(h)
|
||||
|
CMO Series 5105 Class ID
|
||||
|
05/25/2051
|
3.000%
|
|
33,020,804
|
6,435,524
|
|
CMO Series 5105 Class JI
|
||||
|
03/25/2045
|
3.000%
|
|
19,699,065
|
1,665,968
|
|
CMO Series 5183 Class IO
|
||||
|
01/25/2052
|
3.000%
|
|
32,996,496
|
5,338,331
|
|
Federal National Mortgage Association
|
||||
|
10/01/2051-
08/01/2052
|
4.000%
|
|
59,930,204
|
59,017,432
|
|
09/01/2052
|
5.000%
|
|
16,465,197
|
16,777,537
|
|
Federal National Mortgage Association(d),(h)
|
||||
|
CMO Series 2013-101 Class CS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.786%
Cap 5.900%
10/25/2043
|
2.118%
|
|
1,625,293
|
184,409
|
Columbia Mortgage Opportunities Fund | 2026
5
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2014-93 Class ES
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
01/25/2045
|
2.368%
|
|
909,591
|
120,553
|
|
CMO Series 2015-27 Class AS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.536%
Cap 5.650%
05/25/2045
|
1.868%
|
|
7,098,667
|
691,626
|
|
CMO Series 2016-31 Class VS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.886%
Cap 6.000%
06/25/2046
|
2.218%
|
|
969,712
|
128,369
|
|
CMO Series 2017-50 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.986%
Cap 6.100%
07/25/2047
|
2.318%
|
|
5,971,819
|
763,689
|
|
CMO Series 2017-72 Class S
|
||||
|
-1.0 x 30-day Average SOFR
+ 3.836%
Cap 2.750%
09/25/2047
|
0.168%
|
|
15,628,405
|
707,234
|
|
CMO Series 2017-90 Class SP
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
11/25/2047
|
2.368%
|
|
6,018,292
|
816,803
|
|
CMO Series 2020-38 Class SE
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
06/25/2050
|
2.268%
|
|
4,365,949
|
580,861
|
|
CMO Series 2020-38 Class WS
|
||||
|
-1.0 x 30-day Average SOFR
+ 4.886%
Cap 5.000%
06/25/2050
|
1.218%
|
|
19,010,538
|
1,706,123
|
|
Federal National Mortgage Association(h)
|
||||
|
CMO Series 2021-3 Class TI
|
||||
|
02/25/2051
|
2.500%
|
|
15,141,242
|
2,614,647
|
|
Federal National Mortgage Association REMICS(d),(h)
|
||||
|
CMO Series 2018-3 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
02/25/2048
|
2.368%
|
|
19,067,267
|
2,648,131
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2019-5 Class SA
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.986%
Cap 6.100%
03/25/2049
|
2.318%
|
|
27,220,815
|
3,133,535
|
|
CMO Series 2020-34 Class S
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
06/25/2050
|
2.268%
|
|
27,590,152
|
3,998,155
|
|
CMO Series 2020-54 Class AS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.036%
Cap 6.150%
08/25/2050
|
2.368%
|
|
19,223,950
|
2,534,701
|
|
CMO Series 2024-74 Class SD
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.600%
Cap 6.600%
10/25/2054
|
2.933%
|
|
26,631,994
|
3,091,975
|
|
Freddie Mac REMICS(d),(h)
|
||||
|
CMO Series 4979 Class YS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.936%
Cap 6.050%
06/25/2050
|
2.268%
|
|
18,423,394
|
2,253,837
|
|
CMO Series 5541 Class SK
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.700%
Cap 5.700%
05/25/2055
|
2.033%
|
|
53,251,994
|
4,317,693
|
|
CMO Series 5544 Class SC
|
||||
|
30-day Average SOFR +
7.000%
Cap 7.000%
06/25/2055
|
3.333%
|
|
20,193,794
|
2,342,480
|
|
CMO Series 5547 Class SE
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.100%
Cap 5.100%
06/25/2055
|
1.433%
|
|
33,095,152
|
1,740,805
|
|
CMO Series 5604 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 7.150%
Cap 7.150%
11/25/2055
|
3.483%
|
|
61,660,433
|
8,108,347
|
|
CMO Series 5604 Class SN
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.550%
Cap 5.550%
12/25/2055
|
1.883%
|
|
75,572,938
|
6,632,326
|
6
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Freddie Mac REMICS(d)
|
||||
|
CMO Series 5480 Class FA
|
||||
|
30-day Average SOFR +
1.450%
Floor 1.450%, Cap 6.500%
03/25/2054
|
5.117%
|
|
24,538,558
|
24,865,245
|
|
CMO Series 5513 Class MQ
|
||||
|
30-day Average SOFR +
3.950%
Cap 8.250%
06/25/2054
|
7.617%
|
|
15,087,221
|
15,365,600
|
|
CMO Series 5513 Class MU
|
||||
|
30-day Average SOFR +
3.950%
Cap 8.250%
11/25/2054
|
7.617%
|
|
26,607,222
|
27,239,223
|
|
CMO Series 5518 Class FC
|
||||
|
30-day Average SOFR +
1.320%
Floor 1.320%, Cap 6.500%
03/25/2055
|
4.987%
|
|
11,440,003
|
11,568,693
|
|
CMO Series 5532 Class MB
|
||||
|
30-day Average SOFR +
3.950%
Cap 8.250%
04/25/2055
|
7.617%
|
|
15,484,906
|
15,752,880
|
|
CMO Series 5534 Class FD
|
||||
|
30-day Average SOFR +
1.250%
Floor 1.250%, Cap 6.500%
05/25/2055
|
4.917%
|
|
11,346,193
|
11,381,048
|
|
CMO Series 5542 Class F
|
||||
|
30-day Average SOFR +
4.300%
05/25/2055
|
7.967%
|
|
9,833,368
|
9,987,414
|
|
CMO Series 5548 Class F
|
||||
|
30-day Average SOFR +
4.600%
Cap 8.700%
06/25/2055
|
8.267%
|
|
16,937,478
|
16,899,250
|
|
CMO Series 5551 Class FB
|
||||
|
30-day Average SOFR +
1.500%
Floor 1.500%, Cap 6.500%
06/25/2055
|
5.167%
|
|
11,354,983
|
11,511,207
|
|
CMO Series 5563 Class FT
|
||||
|
30-day Average SOFR +
1.350%
Floor 1.350%, Cap 6.500%
08/25/2055
|
5.017%
|
|
24,276,395
|
24,563,721
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Government National Mortgage Association(d),(h)
|
||||
|
CMO Series 2010-9 Class XD
|
||||
|
-1.0 x 1-month Term SOFR +
6.486%
Cap 6.600%
01/16/2040
|
2.826%
|
|
25,033,924
|
3,057,311
|
|
CMO Series 2014-6 Class SJ
|
||||
|
-1.0 x 1-month Term SOFR +
5.986%
Cap 6.100%
01/20/2044
|
2.318%
|
|
7,341,934
|
865,207
|
|
CMO Series 2017-163 Class SD
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
11/20/2047
|
2.418%
|
|
7,311,976
|
1,293,361
|
|
CMO Series 2018-124 Class SG
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
09/20/2048
|
2.418%
|
|
7,416,536
|
983,924
|
|
CMO Series 2018-155 Class LS
|
||||
|
-1.0 x 1-month Term SOFR +
6.036%
Cap 6.150%
11/20/2048
|
2.368%
|
|
6,238,808
|
728,240
|
|
CMO Series 2018-40 Class SC
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
03/20/2048
|
2.418%
|
|
4,878,421
|
669,171
|
|
CMO Series 2018-63 Class HS
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
04/20/2048
|
2.418%
|
|
6,456,088
|
900,747
|
|
CMO Series 2018-63 Class SH
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
04/20/2048
|
2.418%
|
|
5,894,088
|
752,314
|
|
CMO Series 2018-78 Class SB
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
06/20/2048
|
2.418%
|
|
5,531,386
|
849,232
|
|
CMO Series 2018-94 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
05/20/2048
|
2.418%
|
|
5,082,305
|
818,225
|
Columbia Mortgage Opportunities Fund | 2026
7
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2019-103 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
5.936%
Cap 6.050%
08/20/2049
|
2.268%
|
|
11,565,796
|
1,743,050
|
|
CMO Series 2019-128 Class YS
|
||||
|
-1.0 x 1-month Term SOFR +
2.736%
Cap 2.850%
10/20/2049
|
0.000%
|
|
31,476,065
|
145,511
|
|
CMO Series 2019-21 Class QS
|
||||
|
-1.0 x 1-month Term SOFR +
5.986%
Cap 6.100%
10/20/2046
|
2.318%
|
|
25,256,283
|
3,318,655
|
|
CMO Series 2019-43 Class NS
|
||||
|
-1.0 x 1-month Term SOFR +
3.156%
Cap 3.270%
04/20/2049
|
0.000%
|
|
11,829,244
|
180,642
|
|
CMO Series 2020-104 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
6.086%
Cap 6.200%
07/20/2050
|
2.418%
|
|
8,150,873
|
1,088,984
|
|
CMO Series 2020-133 Class DS
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
09/20/2050
|
2.518%
|
|
52,083,557
|
7,697,195
|
|
CMO Series 2020-148 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
10/20/2050
|
2.518%
|
|
17,311,449
|
2,598,007
|
|
CMO Series 2020-160 Class AS
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
10/20/2050
|
2.518%
|
|
27,781,944
|
4,105,185
|
|
CMO Series 2020-175 Class NS
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
11/20/2050
|
2.518%
|
|
19,473,848
|
2,937,463
|
|
CMO Series 2020-187 Class SE
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
12/20/2050
|
2.518%
|
|
15,132,557
|
2,311,780
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2020-31 Class ES
|
||||
|
-1.0 x 1-month Term SOFR +
5.936%
Cap 6.050%
03/20/2050
|
2.268%
|
|
15,848,699
|
2,085,903
|
|
CMO Series 2020-34 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
5.936%
Cap 6.050%
03/20/2050
|
2.268%
|
|
18,152,740
|
2,671,862
|
|
CMO Series 2020-62 Class SK
|
||||
|
-1.0 x 1-month Term SOFR +
6.036%
Cap 6.150%
05/20/2050
|
2.368%
|
|
7,953,658
|
1,096,777
|
|
CMO Series 2020-67 Class KS
|
||||
|
-1.0 x 1-month Term SOFR +
5.836%
Cap 5.950%
05/20/2050
|
2.168%
|
|
16,175,045
|
2,134,069
|
|
CMO Series 2020-78 Class SD
|
||||
|
-1.0 x 1-month Term SOFR +
6.036%
Cap 6.150%
06/20/2050
|
2.368%
|
|
20,316,254
|
2,791,488
|
|
CMO Series 2021-117 Class ES
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
07/20/2051
|
2.518%
|
|
27,521,943
|
4,192,090
|
|
CMO Series 2021-117 Class HS
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
07/20/2051
|
2.518%
|
|
21,956,511
|
3,125,992
|
|
CMO Series 2021-119 Class SC
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
07/20/2051
|
2.518%
|
|
23,663,617
|
3,619,211
|
|
CMO Series 2021-122 Class SB
|
||||
|
-1.0 x 1-month Term SOFR +
2.486%
Cap 2.600%
07/20/2051
|
0.000%
|
|
50,137,633
|
291,736
|
|
CMO Series 2021-122 Class SG
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
07/20/2051
|
2.518%
|
|
50,878,997
|
7,550,509
|
8
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2021-142 Class SL
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
08/20/2051
|
2.518%
|
|
53,924,104
|
7,837,291
|
|
CMO Series 2021-155 Class SM
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
07/20/2051
|
2.518%
|
|
27,107,131
|
3,978,167
|
|
CMO Series 2021-156 Class SA
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
09/20/2051
|
2.518%
|
|
39,270,710
|
5,770,666
|
|
CMO Series 2021-160 Class S
|
||||
|
-1.0 x 30-day Average SOFR
+ 2.650%
Cap 2.650%
09/20/2051
|
0.000%
|
|
69,139,850
|
445,669
|
|
CMO Series 2021-161 Class SL
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
09/20/2051
|
2.518%
|
|
33,525,349
|
5,010,555
|
|
CMO Series 2021-193 Class ES
|
||||
|
30-day Average SOFR +
1.700%
11/20/2051
|
0.000%
|
|
234,833,674
|
613,550
|
|
CMO Series 2021-42 Class SD
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
11/20/2050
|
2.518%
|
|
33,305,655
|
5,182,450
|
|
CMO Series 2021-42 Class SG
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
03/20/2051
|
2.518%
|
|
28,084,581
|
3,923,284
|
|
CMO Series 2021-96 Class US
|
||||
|
-1.0 x 30-day Average SOFR
+ 3.250%
Cap 3.250%
06/20/2051
|
0.000%
|
|
38,935,472
|
750,403
|
|
CMO Series 2021-97 Class CS
|
||||
|
-1.0 x 1-month Term SOFR +
6.186%
Cap 6.300%
06/20/2051
|
2.518%
|
|
38,120,053
|
5,517,660
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2022-161 Class SQ
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.350%
Cap 5.350%
09/20/2052
|
1.689%
|
|
35,510,420
|
2,542,546
|
|
CMO Series 2022-168 Class ST
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.000%
Cap 6.000%
09/20/2052
|
2.339%
|
|
50,775,133
|
5,125,739
|
|
CMO Series 2022-46 Class SE
|
||||
|
-1.0 x 30-day Average SOFR
+ 3.450%
Cap 3.450%
03/20/2052
|
0.000%
|
|
21,876,104
|
418,164
|
|
CMO Series 2022-83 Class AS
|
||||
|
-1.0 x 1-month Term SOFR +
6.036%
Cap 6.150%
06/20/2050
|
2.368%
|
|
20,684,693
|
2,922,182
|
|
CMO Series 2022-90 Class SJ
|
||||
|
-1.0 x 1-month Term SOFR +
5.936%
Cap 6.050%
01/20/2050
|
2.268%
|
|
29,436,417
|
3,443,263
|
|
CMO Series 2023-101 Class CS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.000%
Cap 6.000%
07/20/2053
|
2.339%
|
|
67,364,934
|
4,756,806
|
|
CMO Series 2023-113 Class CS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.730%
Cap 5.730%
08/20/2053
|
2.069%
|
|
13,539,706
|
905,571
|
|
CMO Series 2023-113 Class HS
|
||||
|
1-month Term SOFR +
5.936%
Cap 6.050%
09/20/2049
|
2.268%
|
|
46,678,211
|
5,814,672
|
|
CMO Series 2023-115 Class SM
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.900%
Cap 5.900%
08/20/2053
|
2.239%
|
|
34,282,926
|
2,323,128
|
|
CMO Series 2023-141 Class SQ
|
||||
|
-1.0 x 1-month Term SOFR +
5.936%
Cap 6.050%
12/20/2049
|
2.268%
|
|
30,389,513
|
3,847,923
|
Columbia Mortgage Opportunities Fund | 2026
9
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2023-173 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.650%
Cap 5.650%
11/20/2053
|
1.989%
|
|
59,467,565
|
4,153,316
|
|
CMO Series 2023-47 Class AS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.350%
Cap 6.350%
03/20/2053
|
2.689%
|
|
22,247,522
|
1,744,470
|
|
CMO Series 2023-66 Class BS
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.150%
Cap 6.150%
05/20/2053
|
2.489%
|
|
20,467,817
|
1,907,027
|
|
CMO Series 2023-66 Class SQ
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.400%
Cap 5.400%
05/20/2053
|
1.739%
|
|
49,425,178
|
2,506,613
|
|
CMO Series 2024-197 Class SV
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.050%
Cap 6.050%
12/20/2054
|
2.389%
|
|
19,340,545
|
1,982,479
|
|
CMO Series 2024-51 Class US
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.400%
Cap 5.400%
03/20/2054
|
1.739%
|
|
31,287,253
|
1,627,056
|
|
CMO Series 2024-64 Class DS
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.400%
Cap 5.400%
04/20/2054
|
1.739%
|
|
42,228,739
|
2,220,577
|
|
CMO Series 2024-64 Class SY
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.900%
Cap 5.900%
04/20/2054
|
2.197%
|
|
46,835,210
|
4,946,416
|
|
CMO Series 2024-79 Class SH
|
||||
|
-1.0 x 30-day Average SOFR
+ 7.250%
Cap 7.250%
05/20/2054
|
3.589%
|
|
20,926,158
|
3,087,562
|
|
CMO Series 2024-97 Class KS
|
||||
|
-1.0 x 30-day Average SOFR
+ 7.300%
Cap 7.300%
06/20/2054
|
3.639%
|
|
26,836,358
|
3,697,924
|
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2025-156 Class SE
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.000%
Cap 6.000%
09/20/2055
|
2.339%
|
|
49,361,947
|
5,030,130
|
|
CMO Series 2025-172 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 6.000%
Cap 6.000%
10/20/2055
|
2.339%
|
|
43,183,237
|
4,317,883
|
|
CMO Series 2026-28 Class S
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.700%
Cap 5.700%
01/20/2056
|
2.001%
|
|
32,832,040
|
2,540,379
|
|
CMO Series 2026-5 Class SB
|
||||
|
-1.0 x 30-day Average SOFR
+ 5.700%
Cap 5.700%
01/20/2056
|
2.039%
|
|
55,687,724
|
5,665,496
|
|
Government National Mortgage Association(h)
|
||||
|
CMO Series 2014-184 Class CI
|
||||
|
11/16/2041
|
3.500%
|
|
3,616,696
|
339,734
|
|
CMO Series 2018-78 Class GI
|
||||
|
04/20/2048
|
4.000%
|
|
4,429,131
|
780,186
|
|
CMO Series 2020-160 Class DI
|
||||
|
10/20/2050
|
2.500%
|
|
15,297,662
|
2,230,720
|
|
CMO Series 2020-160 Class HI
|
||||
|
10/20/2050
|
2.500%
|
|
12,325,650
|
1,809,124
|
|
CMO Series 2020-160 Class ID
|
||||
|
10/20/2050
|
2.500%
|
|
11,024,970
|
1,602,781
|
|
CMO Series 2020-162 Class EI
|
||||
|
10/20/2050
|
2.500%
|
|
11,410,292
|
1,665,945
|
|
CMO Series 2020-164 Class CI
|
||||
|
11/20/2050
|
3.000%
|
|
13,970,093
|
2,233,090
|
|
CMO Series 2020-191 Class UC
|
||||
|
12/20/2050
|
4.000%
|
|
17,124,162
|
3,819,382
|
|
CMO Series 2020-191 Class UM
|
||||
|
12/20/2050
|
3.500%
|
|
26,539,837
|
4,145,042
|
|
CMO Series 2020-85 Class MI
|
||||
|
06/20/2050
|
3.500%
|
|
10,602,552
|
2,027,263
|
|
CMO Series 2021-158 Class VI
|
||||
|
09/20/2051
|
3.000%
|
|
28,161,723
|
4,451,121
|
|
CMO Series 2021-160 Class CI
|
||||
|
09/20/2051
|
2.500%
|
|
57,453,759
|
7,832,786
|
|
CMO Series 2021-24 Class MI
|
||||
|
02/20/2051
|
3.000%
|
|
13,586,992
|
2,241,835
|
|
CMO Series 2021-29 Class HI
|
||||
|
02/20/2051
|
3.500%
|
|
17,370,578
|
3,267,736
|
10
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2021-44 Class CI
|
||||
|
03/20/2051
|
3.000%
|
|
20,866,052
|
3,565,587
|
|
CMO Series 2021-44 Class MI
|
||||
|
03/20/2051
|
3.000%
|
|
13,673,101
|
2,271,946
|
|
CMO Series 2021-58 Class IA
|
||||
|
04/20/2051
|
3.500%
|
|
11,448,761
|
2,034,002
|
|
CMO Series 2021-7 Class IT
|
||||
|
01/16/2051
|
3.000%
|
|
26,449,645
|
6,072,402
|
|
Government National Mortgage Association(d)
|
||||
|
CMO Series 2025-39 Class M
|
||||
|
30-day Average SOFR +
4.000%
Floor 4.000%, Cap 7.700%
03/20/2055
|
7.662%
|
|
8,928,817
|
9,283,441
|
|
Government National Mortgage Association TBA(n)
|
||||
|
03/19/2056
|
4.500%
|
|
240,000,000
|
237,168,751
|
|
Uniform Mortgage-Backed Security TBA(n)
|
||||
|
03/12/2038
|
6.000%
|
|
473,000,000
|
485,150,552
|
|
03/13/2055
|
3.500%
|
|
150,000,000
|
141,342,067
|
|
03/13/2055
|
4.000%
|
|
437,500,000
|
425,168,336
|
|
03/13/2055
|
5.000%
|
|
261,000,000
|
262,170,700
|
|
03/12/2056
|
4.500%
|
|
483,000,000
|
477,614,642
|
|
03/12/2056
|
5.500%
|
|
60,000,000
|
60,961,967
|
|
Total Residential Mortgage-Backed Securities - Agency
(Cost $2,855,082,352)
|
2,840,427,109
|
|||
|
|
||||
|
Residential Mortgage-Backed Securities - Non-Agency 50.2%
|
||||
|
|
|
|
|
|
|
A&D Mortgage Trust(a),(o)
|
||||
|
CMO Series 2024-NQM1 Class A1
|
||||
|
02/25/2069
|
6.195%
|
|
2,765,659
|
2,784,720
|
|
CMO Series 2025-NQM4 Class A1
|
||||
|
10/25/2070
|
5.225%
|
|
9,914,175
|
10,000,205
|
|
A&D Mortgage Trust(a),(g)
|
||||
|
CMO Series 2026-NQM1 Class A1
|
||||
|
02/25/2071
|
4.912%
|
|
9,024,102
|
9,046,586
|
|
Subordinated CMO Series 2024-NQM1 Class B1
|
||||
|
02/25/2069
|
8.438%
|
|
5,600,000
|
5,707,389
|
|
Ajax Mortgage Loan Trust(a),(o)
|
||||
|
CMO Series 2021-C Class A
|
||||
|
01/25/2061
|
6.115%
|
|
2,857,787
|
2,880,388
|
|
Ajax Mortgage Loan Trust(a),(g)
|
||||
|
Subordinated CMO Series 2021-E Class B2
|
||||
|
12/25/2060
|
3.875%
|
|
8,617,660
|
5,562,257
|
|
AlphaFlow Transitional Mortgage Trust(a)
|
||||
|
CMO Series 2021-WL1 Class A1
|
||||
|
01/25/2026
|
3.280%
|
|
698,432
|
534,524
|
|
Angel Oak Mortgage Trust(a),(g)
|
||||
|
CMO Series 2021-5 Class A3
|
||||
|
07/25/2066
|
1.311%
|
|
3,297,728
|
2,933,502
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2019-6 Class B1
|
||||
|
11/25/2059
|
3.941%
|
|
9,450,000
|
9,158,752
|
|
Angel Oak Mortgage Trust(a),(o)
|
||||
|
CMO Series 2025-8 Class A1
|
||||
|
07/25/2070
|
5.410%
|
|
6,042,117
|
6,106,886
|
|
Barclays Mortgage Trust(a),(o)
|
||||
|
CMO Series 2021-NPL1 Class B
|
||||
|
11/25/2051
|
4.625%
|
|
3,719,230
|
3,724,416
|
|
BRAVO Residential Funding Trust(a),(g)
|
||||
|
CMO Series 2020-NQM1 Class B1
|
||||
|
05/25/2060
|
5.086%
|
|
2,200,000
|
2,206,389
|
|
CMO Series 2020-NQM1 Class B2
|
||||
|
05/25/2060
|
5.922%
|
|
2,800,000
|
2,821,669
|
|
CMO Series 2025-HE1 Class B1
|
||||
|
09/25/2072
|
6.543%
|
|
1,500,000
|
1,525,655
|
|
CMO Series 2025-HE1 Class B2
|
||||
|
09/25/2072
|
6.543%
|
|
10,498,000
|
10,303,541
|
|
Subordinated CMO Series 2021-NQM2 Class B1
|
||||
|
03/25/2060
|
3.044%
|
|
6,626,000
|
6,300,353
|
|
Subordinated CMO Series 2021-NQM2 Class B2
|
||||
|
03/25/2060
|
4.099%
|
|
4,100,000
|
3,734,433
|
|
CAFL Issuer LP(a)
|
||||
|
CMO Series 2025-RRTL2 Class M1
|
||||
|
11/28/2040
|
6.844%
|
|
6,500,000
|
6,526,385
|
|
CMO Series 2025-RTL1 Class M1
|
||||
|
05/28/2040
|
8.160%
|
|
3,000,000
|
3,060,313
|
|
Center Street Lending Resi-Investor ABS Mortgage Trust(a),(o)
|
||||
|
CMO Series 2026-RTL1 Class A1
|
||||
|
12/25/2030
|
5.375%
|
|
20,050,000
|
20,131,483
|
|
CHNGE Mortgage Trust(a),(g)
|
||||
|
CMO Series 2022-1 Class M1
|
||||
|
01/25/2067
|
3.990%
|
|
4,650,000
|
4,123,718
|
|
CMO Series 2023-3 Class M1
|
||||
|
07/25/2058
|
8.220%
|
|
8,900,000
|
8,940,202
|
|
Subordinated CMO Series 2022-1 Class B1
|
||||
|
01/25/2067
|
4.554%
|
|
8,350,000
|
7,506,193
|
|
Subordinated CMO Series 2022-1 Class B2
|
||||
|
01/25/2067
|
4.554%
|
|
7,431,000
|
6,407,705
|
|
Subordinated CMO Series 2022-2 Class B1
|
||||
|
03/25/2067
|
4.583%
|
|
4,569,000
|
4,171,788
|
|
Subordinated CMO Series 2023-1 Class B1
|
||||
|
03/25/2058
|
8.062%
|
|
5,373,000
|
5,390,171
|
|
Subordinated CMO Series 2023-1 Class B2
|
||||
|
03/25/2058
|
8.062%
|
|
8,894,000
|
8,897,837
|
|
Subordinated CMO Series 2023-2 Class B1
|
||||
|
06/25/2058
|
7.937%
|
|
4,942,000
|
4,954,065
|
Columbia Mortgage Opportunities Fund | 2026
11
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2023-3 Class B1
|
||||
|
07/25/2058
|
8.220%
|
|
3,700,000
|
3,715,921
|
|
CHNGE Mortgage Trust(a),(o)
|
||||
|
CMO Series 2022-NQM1 Class M1
|
||||
|
06/25/2067
|
5.820%
|
|
3,150,000
|
3,140,444
|
|
Citigroup Mortgage Loan Trust(a)
|
||||
|
Subordinated CMO Series 2015-RP2 Class B5
|
||||
|
01/25/2053
|
4.250%
|
|
13,217,335
|
10,502,862
|
|
Citigroup Mortgage Loan Trust(a),(f)
|
||||
|
Subordinated CMO Series 2015-RP2 Class FB
|
||||
|
01/25/2053
|
0.000%
|
|
1,312,362
|
534,654
|
|
Citigroup Mortgage Loan Trust(a),(g),(h)
|
||||
|
Subordinated CMO Series 2015-RP2 Class XIO
|
||||
|
01/25/2053
|
1.552%
|
|
31,504,422
|
837,296
|
|
Citigroup Mortgage Loan Trust(a),(g)
|
||||
|
Subordinated CMO Series 2018-RP3 Class B3
|
||||
|
03/25/2061
|
3.250%
|
|
10,497,650
|
8,274,998
|
|
COLT Mortgage Loan Trust(a),(g)
|
||||
|
CMO Series 2021-3 Class A3
|
||||
|
09/27/2066
|
1.419%
|
|
5,236,890
|
4,602,775
|
|
CMO Series 2023-1 Class B2
|
||||
|
04/25/2068
|
7.917%
|
|
4,546,000
|
4,541,899
|
|
CMO Series 2025-5 Class B1
|
||||
|
05/25/2070
|
7.439%
|
|
3,728,000
|
3,860,704
|
|
Subordinated CMO Series 2021-4 Class B1
|
||||
|
10/25/2066
|
3.764%
|
|
5,969,000
|
4,975,307
|
|
Subordinated Series 2021-3 Class B1
|
||||
|
09/27/2066
|
3.059%
|
|
2,502,000
|
1,862,298
|
|
COLT Mortgage Loan Trust(a),(o)
|
||||
|
CMO Series 2025-5 Class A1
|
||||
|
05/25/2070
|
5.536%
|
|
6,800,470
|
6,881,550
|
|
CMO Series 2025-7 Class A2
|
||||
|
06/25/2070
|
5.673%
|
|
6,769,164
|
6,858,999
|
|
Connecticut Avenue Securities Trust(a),(d)
|
||||
|
Subordinated CMO Series 2021-R03 Class 1B2
|
||||
|
30-day Average SOFR +
5.500%
Floor 5.500%
12/25/2041
|
9.167%
|
|
7,059,000
|
7,274,884
|
|
Subordinated CMO Series 2022-R01 Class 1B2
|
||||
|
30-day Average SOFR +
6.000%
12/25/2041
|
9.667%
|
|
10,350,000
|
10,697,558
|
|
Deephaven Residential Mortgage Trust(a),(g)
|
||||
|
CMO Series 2025-CES1 Class B1
|
||||
|
10/25/2055
|
6.971%
|
|
4,800,000
|
4,852,633
|
|
CMO Series 2025-CES1 Class B2
|
||||
|
10/25/2055
|
7.914%
|
|
2,965,200
|
2,989,565
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2020-2 Class B3
|
||||
|
05/25/2065
|
6.390%
|
|
4,911,000
|
4,984,616
|
|
EASY(a),(o)
|
||||
|
CMO Series 2025-RTL1 Class A1
|
||||
|
05/25/2040
|
6.456%
|
|
10,000,000
|
10,120,448
|
|
EASY(a),(g)
|
||||
|
CMO Series 2025-RTL1 Class M
|
||||
|
05/25/2040
|
9.116%
|
|
3,750,000
|
3,768,609
|
|
Easy Street Mortgage Loan Trust(a),(o)
|
||||
|
CMO Series 2025-RTL2 Class A1
|
||||
|
10/25/2040
|
5.606%
|
|
16,700,000
|
16,768,410
|
|
EFMT(a),(g)
|
||||
|
CMO Series 2025-RTL1 Class M1
|
||||
|
11/25/2040
|
6.394%
|
|
2,000,000
|
2,005,488
|
|
CMO Series 2025-RTL1 Class M2
|
||||
|
11/25/2040
|
8.334%
|
|
2,250,000
|
2,256,026
|
|
Ellington Financial Mortgage Trust(a),(o)
|
||||
|
CMO Series 2026-CES1 Class A1A
|
||||
|
12/25/2060
|
4.914%
|
|
5,162,183
|
5,185,245
|
|
Fannie Mae Connecticut Avenue Securities(a),(d)
|
||||
|
Subordinated CMO Series 2021-R02 Class 2B2
|
||||
|
30-day Average SOFR +
6.200%
11/25/2041
|
9.867%
|
|
11,350,000
|
11,715,977
|
|
FIGRE Trust(a),(g)
|
||||
|
CMO Series 2025-HE1 Class F
|
||||
|
01/25/2055
|
8.533%
|
|
2,110,000
|
2,230,533
|
|
CMO Series 2025-HE3 Class E
|
||||
|
05/25/2055
|
8.103%
|
|
1,500,000
|
1,642,598
|
|
CMO Series 2025-HE3 Class F
|
||||
|
05/25/2055
|
9.081%
|
|
1,500,000
|
1,629,487
|
|
CMO Series 2025-PF2 Class A
|
||||
|
10/25/2055
|
5.017%
|
|
10,891,055
|
11,002,549
|
|
Subordinated CMO Series 2023-HE3 Class D
|
||||
|
01/25/2042
|
7.747%
|
|
2,653,514
|
2,764,182
|
|
Subordinated CMO Series 2024-HE1 Class E
|
||||
|
03/25/2054
|
8.323%
|
|
2,350,000
|
2,494,904
|
|
Subordinated CMO Series 2024-HE1 Class F
|
||||
|
03/25/2054
|
10.029%
|
|
3,250,000
|
3,511,413
|
|
Subordinated CMO Series 2024-HE2 Class F
|
||||
|
05/25/2054
|
9.790%
|
|
7,575,000
|
8,185,893
|
|
Subordinated CMO Series 2024-HE3 Class E
|
||||
|
07/25/2054
|
7.551%
|
|
1,850,000
|
1,931,623
|
|
Subordinated CMO Series 2024-HE3 Class F
|
||||
|
07/25/2054
|
9.261%
|
|
1,550,000
|
1,650,976
|
|
Subordinated CMO Series 2024-HE4 Class E
|
||||
|
09/25/2054
|
6.809%
|
|
1,900,000
|
1,948,491
|
12
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2024-HE4 Class F
|
||||
|
09/25/2054
|
8.482%
|
|
1,300,000
|
1,374,851
|
|
Subordinated CMO Series 2024-HE5 Class E
|
||||
|
10/25/2054
|
7.010%
|
|
3,950,000
|
4,078,012
|
|
Subordinated CMO Series 2024-HE5 Class F
|
||||
|
10/25/2054
|
8.630%
|
|
2,900,000
|
3,056,212
|
|
FMC GMSR Issuer Trust(a),(g)
|
||||
|
CMO Series 2020-GT1 Class A
|
||||
|
01/25/2028
|
4.450%
|
|
9,050,000
|
9,022,885
|
|
Freddie Mac STACR REMIC Trust(a),(d)
|
||||
|
Subordinated CMO Series 2020-DNA6 Class B2
|
||||
|
30-day Average SOFR +
5.650%
12/25/2050
|
9.317%
|
|
15,500,000
|
17,839,440
|
|
Subordinated CMO Series 2021-DNA1 Class B2
|
||||
|
30-day Average SOFR +
4.750%
01/25/2051
|
8.417%
|
|
14,000,000
|
15,679,490
|
|
Subordinated CMO Series 2021-DNA5 Class B2
|
||||
|
30-day Average SOFR +
5.500%
01/25/2034
|
9.167%
|
|
23,300,000
|
28,254,258
|
|
Subordinated CMO Series 2021-DNA6 Class B2
|
||||
|
30-day Average SOFR +
7.500%
10/25/2041
|
11.167%
|
|
7,450,000
|
7,731,487
|
|
Freddie Mac STACR Single Seller Risk Transfer Debt Notes(a),(d)
|
||||
|
Subordinated CMO Series 2019-CS03 Class B2
|
||||
|
30-day Average SOFR +
0.114%
10/25/2032
|
4.454%
|
|
7,345,104
|
7,110,178
|
|
Freddie Mac STACR Single Seller Risk Transfer Debt Notes(h)
|
||||
|
Subordinated CMO Series 2019-CS03 Class IO
|
||||
|
10/25/2029
|
0.270%
|
|
582,133,907
|
4,081,748
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(d)
|
||||
|
CMO Series 2019-CS02 Class B2
|
||||
|
30-day Average SOFR +
0.114%
02/25/2032
|
4.454%
|
|
1,293,149
|
1,277,956
|
|
CMO Series 2019-CS02 Class B3
|
||||
|
30-day Average SOFR +
0.114%
02/25/2032
|
4.454%
|
|
2,950,000
|
2,855,699
|
|
CMO Series 2020-CS01 Class B2
|
||||
|
30-day Average SOFR +
0.114%
04/25/2033
|
4.454%
|
|
16,988,156
|
13,879,203
|
|
Subordinated CMO Series 2020-HQA5 Class B1
|
||||
|
30-day Average SOFR +
4.000%
11/25/2050
|
7.667%
|
|
6,750,000
|
7,407,430
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2020-HQA5 Class B2
|
||||
|
30-day Average SOFR +
7.400%
11/25/2050
|
11.067%
|
|
14,200,000
|
17,370,883
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes(h)
|
||||
|
CMO Series 2019-CS02 Class IO
|
||||
|
02/25/2029
|
0.270%
|
|
238,527,632
|
1,448,149
|
|
CMO Series 2020-CS02 Class IO1
|
||||
|
05/25/2030
|
0.090%
|
|
435,086,120
|
1,132,486
|
|
CMO Series 2020-CS02 Class IO2
|
||||
|
06/25/2030
|
0.115%
|
|
435,086,120
|
1,447,053
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(h)
|
||||
|
CMO Series 2020-CS01 Class IO1
|
||||
|
04/25/2030
|
0.080%
|
|
1,874,883,038
|
4,228,424
|
|
CMO Series 2020-CS01 Class IO2
|
||||
|
04/25/2030
|
0.125%
|
|
1,874,883,038
|
6,606,713
|
|
Freddie Mac Structured Agency Credit Risk Debt Notes(d)
|
||||
|
Subordinated CMO Series 2020-CS02 Class B2
|
||||
|
30-day Average SOFR +
0.114%
06/25/2033
|
4.454%
|
|
5,650,000
|
4,873,617
|
|
GCAT Trust(a),(g)
|
||||
|
CMO Series 2019-NQM3 Class M1
|
||||
|
11/25/2059
|
3.450%
|
|
5,650,000
|
5,501,590
|
|
CMO Series 2025-NQM5 Class A1
|
||||
|
08/25/2070
|
4.981%
|
|
13,133,185
|
13,197,817
|
|
Genworth Mortgage Insurance Corp.(a),(d)
|
||||
|
CMO Series 2021-3 Class M1B
|
||||
|
30-day Average SOFR +
2.900%
Floor 2.900%
02/25/2034
|
6.567%
|
|
26,920
|
26,920
|
|
Subordinated CMO Series 2021-3 Class B1
|
||||
|
30-day Average SOFR +
4.950%
Floor 4.950%
02/25/2034
|
8.617%
|
|
7,500,000
|
7,655,486
|
|
GITSIT Mortgage Loan Trust(a),(o)
|
||||
|
CMO Series 2025-NPL1 Class A1
|
||||
|
02/25/2055
|
6.276%
|
|
2,125,910
|
2,128,195
|
|
CMO Series 2025-NPL1 Class A2
|
||||
|
02/25/2055
|
8.837%
|
|
7,000,000
|
7,014,732
|
|
CMO Series 2025-NPL2 Class A1
|
||||
|
12/25/2055
|
5.425%
|
|
23,608,059
|
23,609,069
|
|
GS Mortgage-Backed Securities Corp. Trust(a),(o)
|
||||
|
CMO Series 2025-NQM6 Class A1
|
||||
|
11/25/2029
|
5.021%
|
|
9,409,737
|
9,464,403
|
|
GS Mortgage-Backed Securities Trust(a),(o)
|
||||
|
CMO Series 2025-NQM4 Class A1
|
||||
|
10/25/2065
|
5.006%
|
|
7,534,725
|
7,572,957
|
Columbia Mortgage Opportunities Fund | 2026
13
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Homes Trust(a),(o)
|
||||
|
CMO Series 2026-INV1 Class A1D
|
||||
|
08/25/2060
|
5.077%
|
|
14,116,340
|
14,213,399
|
|
HOMES Trust(a),(g)
|
||||
|
CMO Series 2025-AFC4 Class A1
|
||||
|
11/25/2060
|
0.972%
|
|
8,725,329
|
8,795,047
|
|
HTAP Issuer Trust(a)
|
||||
|
CMO Series 2024-1 Class A
|
||||
|
04/25/2037
|
7.000%
|
|
6,889,639
|
6,937,315
|
|
CMO Series 2024-2 Class A
|
||||
|
04/25/2042
|
6.500%
|
|
13,079,534
|
13,103,246
|
|
CMO Series 2025-1 Class A
|
||||
|
11/25/2042
|
6.500%
|
|
10,814,765
|
10,892,446
|
|
Subordinated CMO Series 2024-2 Class B
|
||||
|
04/25/2042
|
7.500%
|
|
4,700,000
|
4,674,722
|
|
Imperial Fund Mortgage Trust(a),(g)
|
||||
|
Subordinated CMO Series 2021-NQM3 Class B1
|
||||
|
11/25/2056
|
4.113%
|
|
7,384,000
|
6,322,842
|
|
Subordinated CMO Series 2022-NQM3 Class B1
|
||||
|
05/25/2067
|
4.411%
|
|
4,489,000
|
3,891,317
|
|
Imperial Fund Mortgage Trust(a),(o)
|
||||
|
Subordinated CMO Series 2022-NQM5 Class B2
|
||||
|
08/25/2067
|
6.250%
|
|
4,944,000
|
4,929,468
|
|
JPMorgan Mortgage Trust(a),(g)
|
||||
|
CMO Series 2025-VIS3 Class A1
|
||||
|
02/25/2066
|
5.062%
|
|
13,431,163
|
13,524,250
|
|
Knock Issuer Trust(a)
|
||||
|
CMO Series 2025-1 Class A1
|
||||
|
02/25/2030
|
7.119%
|
|
17,040,000
|
17,234,009
|
|
CMO Series 2025-1 Class A2
|
||||
|
02/25/2030
|
9.054%
|
|
1,500,000
|
1,509,406
|
|
LHOME Mortgage Trust(a),(o)
|
||||
|
CMO Series 2024-RTL1 Class A2
|
||||
|
01/25/2029
|
9.165%
|
|
5,200,000
|
5,223,782
|
|
CMO Series 2024-RTL1 Class M
|
||||
|
01/25/2029
|
11.949%
|
|
3,700,000
|
3,715,298
|
|
LHOME Mortgage Trust(a),(g)
|
||||
|
CMO Series 2024-RTL5 Class M1
|
||||
|
09/25/2039
|
6.823%
|
|
4,358,000
|
4,381,815
|
|
CMO Series 2025-RTL1 Class M1
|
||||
|
01/25/2040
|
7.023%
|
|
5,368,000
|
5,427,095
|
|
CMO Series 2025-RTL3 Class M1
|
||||
|
08/25/2040
|
6.891%
|
|
1,800,000
|
1,827,904
|
|
Mello Mortgage Capital Acceptance(a),(o)
|
||||
|
CMO Series 2024-SD1 Class M2
|
||||
|
04/25/2054
|
4.000%
|
|
5,802,000
|
5,437,571
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
MFA Trust(a),(g)
|
||||
|
CMO Series 2020-NQM3 Class M1
|
||||
|
01/26/2065
|
2.654%
|
|
3,500,000
|
3,263,806
|
|
CMO Series 2025-NQM4 Class A1
|
||||
|
08/25/2070
|
5.229%
|
|
11,265,492
|
11,362,038
|
|
Subordinated CMO Series 2020-NQM3 Class B1
|
||||
|
01/26/2065
|
3.661%
|
|
6,250,000
|
5,844,146
|
|
MFA Trust(o)
|
||||
|
CMO Series 2024-NPL1 Class A1
|
||||
|
09/25/2054
|
6.330%
|
|
15,102,720
|
15,210,917
|
|
Morgan Stanley Residential Mortgage Loan Trust(a),(g)
|
||||
|
CMO Series 2025-DSC3 Class A1
|
||||
|
09/25/2070
|
4.912%
|
|
12,074,458
|
12,124,247
|
|
Morgan Stanley Residential Mortgage Loan Trust(a),(o)
|
||||
|
CMO Series 2025-NQM7 Class A1
|
||||
|
09/25/2070
|
4.984%
|
|
15,507,695
|
15,579,755
|
|
New Residential Mortgage Loan Trust(a),(g),(h)
|
||||
|
CMO Series 2014-1A Class AIO
|
||||
|
01/25/2054
|
2.011%
|
|
2,624,290
|
107,030
|
|
New Residential Mortgage Loan Trust(a),(g)
|
||||
|
CMO Series 2025-NQM4 Class A1
|
||||
|
07/25/2065
|
5.350%
|
|
15,975,503
|
16,227,722
|
|
CMO Series 2025-NQM5 Class A1
|
||||
|
08/25/2065
|
5.109%
|
|
13,598,904
|
13,734,351
|
|
Subordinated CMO Series 2019-RPL3 Class B4
|
||||
|
07/25/2059
|
3.977%
|
|
9,250,000
|
7,786,752
|
|
Subordinated CMO Series 2022-NQM2 Class B1
|
||||
|
03/27/2062
|
3.864%
|
|
2,887,000
|
2,201,325
|
|
Subordinated CMO Series 2024-RPL1 Class B4
|
||||
|
01/25/2064
|
3.876%
|
|
6,748,000
|
5,247,628
|
|
Subordinated CMO Series 2024-RPL1 Class B5
|
||||
|
01/25/2064
|
3.876%
|
|
5,287,000
|
3,888,538
|
|
NYMT Loan Trust(a),(g)
|
||||
|
CMO Series 2024-CP1 Class A2
|
||||
|
02/25/2068
|
3.837%
|
|
5,295,000
|
4,444,877
|
|
CMO Series 2024-CP1 Class M1
|
||||
|
02/25/2068
|
3.837%
|
|
2,350,000
|
1,889,282
|
|
CMO Series 2025-INV2 Class A1
|
||||
|
10/25/2060
|
5.000%
|
|
8,902,011
|
8,952,406
|
|
NYMT Trust(a),(o)
|
||||
|
CMO Series 2024-RR1 Class A
|
||||
|
05/25/2064
|
7.375%
|
|
13,050,273
|
13,158,439
|
|
Oaktown Re VI Ltd.(a),(d)
|
||||
|
CMO Series 2021-1A Class B1
|
||||
|
30-day Average SOFR +
5.500%
Floor 5.500%
10/25/2033
|
9.167%
|
|
2,373,000
|
2,388,035
|
14
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2021-1A Class M2
|
||||
|
30-day Average SOFR +
3.950%
Floor 3.950%
10/25/2033
|
7.617%
|
|
5,867,276
|
5,894,946
|
|
OBX Trust(a),(g)
|
||||
|
CMO Series 2021-NQM2 Class A1
|
||||
|
05/25/2061
|
1.101%
|
|
6,551,445
|
5,507,144
|
|
CMO Series 2021-NQM3 Class A1
|
||||
|
07/25/2061
|
1.054%
|
|
4,559,342
|
3,900,650
|
|
OBX Trust(a),(o)
|
||||
|
CMO Series 2026-NQM1 Class A2
|
||||
|
11/25/2065
|
5.070%
|
|
8,699,381
|
8,720,686
|
|
OSAT Trust(a),(o)
|
||||
|
CMO Series 2021-RPL1 Class A2
|
||||
|
05/25/2065
|
7.967%
|
|
5,651,066
|
5,763,955
|
|
Point Securitization Trust(a)
|
||||
|
CMO Series 2025-1 Class A1
|
||||
|
06/25/2055
|
6.250%
|
|
7,250,062
|
7,300,556
|
|
Point Securitization Trust(a),(o)
|
||||
|
CMO Series 2025-2 Class A1
|
||||
|
09/25/2055
|
5.750%
|
|
9,997,936
|
10,022,906
|
|
Point Securitization Trust(a),(e),(o),(p)
|
||||
|
CMO Series 2026-1 Class A1
|
||||
|
02/25/2056
|
5.250%
|
|
20,750,000
|
20,570,261
|
|
CMO Series 2026-1 Class B1
|
||||
|
02/25/2056
|
7.000%
|
|
6,120,000
|
5,373,702
|
|
Preston Ridge Partners Mortgage Trust(a),(o)
|
||||
|
CMO Series 2023-RCF1 Class M2
|
||||
|
06/25/2053
|
4.000%
|
|
7,802,000
|
7,556,297
|
|
CMO Series 2023-RCF2 Class M1
|
||||
|
11/25/2053
|
4.000%
|
|
1,724,000
|
1,682,934
|
|
CMO Series 2023-RCF2 Class M2
|
||||
|
11/25/2053
|
4.000%
|
|
3,688,000
|
3,539,254
|
|
PRET LLC(a),(o)
|
||||
|
CMO Series 2026-NPL1 Class A1
|
||||
|
01/25/2056
|
5.180%
|
|
9,898,365
|
9,900,276
|
|
PRKCM Trust(a),(g)
|
||||
|
CMO Series 2022-AFC1 Class A3
|
||||
|
04/25/2057
|
4.100%
|
|
5,398,940
|
5,232,411
|
|
PRPM LLC(a),(o)
|
||||
|
CMO Series 2025-RPL1 Class M2
|
||||
|
03/25/2055
|
4.000%
|
|
9,500,000
|
8,659,154
|
|
PRPM LLC(a),(o)
|
||||
|
CMO Series 2024-7 Class A1
|
||||
|
11/25/2029
|
5.870%
|
|
6,173,939
|
6,178,605
|
|
CMO Series 2024-8 Class A1
|
||||
|
12/25/2029
|
5.897%
|
|
3,589,712
|
3,591,412
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
CMO Series 2024-8 Class A2
|
||||
|
12/25/2029
|
8.836%
|
|
6,100,000
|
6,106,706
|
|
CMO Series 2024-RCF1 Class M1
|
||||
|
01/25/2054
|
4.000%
|
|
1,850,000
|
1,802,398
|
|
CMO Series 2024-RCF1 Class M2
|
||||
|
01/25/2054
|
4.000%
|
|
9,750,000
|
9,323,698
|
|
CMO Series 2024-RCF2 Class M1
|
||||
|
03/25/2054
|
3.750%
|
|
2,800,000
|
2,707,448
|
|
CMO Series 2024-RCF2 Class M2
|
||||
|
03/25/2054
|
3.750%
|
|
11,150,000
|
10,556,959
|
|
CMO Series 2024-RCF3 Class M2
|
||||
|
05/25/2054
|
4.000%
|
|
2,250,000
|
2,135,966
|
|
CMO Series 2024-RCF4 Class M1
|
||||
|
07/25/2054
|
4.000%
|
|
2,335,000
|
2,263,065
|
|
CMO Series 2024-RCF4 Class M2
|
||||
|
07/25/2054
|
4.000%
|
|
1,910,000
|
1,806,492
|
|
CMO Series 2024-RCF6 Class M1
|
||||
|
10/25/2054
|
4.000%
|
|
2,350,000
|
2,267,769
|
|
CMO Series 2024-RCF6 Class M2
|
||||
|
10/25/2054
|
4.000%
|
|
4,088,000
|
3,845,212
|
|
CMO Series 2024-RPL4 Class M1
|
||||
|
12/25/2054
|
4.000%
|
|
4,700,000
|
4,585,198
|
|
CMO Series 2024-RPL4 Class M2
|
||||
|
12/25/2054
|
4.000%
|
|
4,408,000
|
4,289,172
|
|
CMO Series 2025-2 Class A2
|
||||
|
05/25/2030
|
9.560%
|
|
4,900,000
|
4,895,561
|
|
CMO Series 2025-RCF4 Class M1B
|
||||
|
08/25/2055
|
4.500%
|
|
477,000
|
448,331
|
|
CMO Series 2025-RCF4 Class M2
|
||||
|
08/25/2055
|
4.500%
|
|
2,000,000
|
1,879,796
|
|
CMO Series 2026-1 Class A2
|
||||
|
02/25/2031
|
6.474%
|
|
9,600,000
|
9,599,904
|
|
PRPM LLC(a),(g)
|
||||
|
CMO Series 2025-RCF3 Class M1A
|
||||
|
07/25/2055
|
5.250%
|
|
1,100,000
|
1,089,704
|
|
CMO Series 2025-RCF3 Class M1B
|
||||
|
07/25/2055
|
5.250%
|
|
1,000,000
|
964,530
|
|
CMO Series 2025-RCF3 Class M2
|
||||
|
07/25/2055
|
5.250%
|
|
2,000,000
|
1,929,060
|
|
PRPM Trust(a),(g)
|
||||
|
CMO Series 2025-NQM3 Class A1
|
||||
|
05/25/2070
|
5.606%
|
|
8,246,465
|
8,355,952
|
|
CMO Series 2025-NQM4 Class A1
|
||||
|
07/25/2070
|
4.980%
|
|
12,570,282
|
12,657,301
|
|
Subordinated CMO Series 2022-NQM1 Class B1
|
||||
|
08/25/2067
|
5.372%
|
|
4,608,000
|
4,560,748
|
Columbia Mortgage Opportunities Fund | 2026
15
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2023-NQM1 Class B1
|
||||
|
01/25/2068
|
6.185%
|
|
2,700,000
|
2,691,133
|
|
Subordinated CMO Series 2023-NQM3 Class B2
|
||||
|
11/25/2068
|
7.362%
|
|
2,043,000
|
2,054,843
|
|
PRPM Trust(a),(o)
|
||||
|
CMO Series 2026-RCF1 Class M2
|
||||
|
01/25/2056
|
5.500%
|
|
2,499,000
|
2,420,097
|
|
Radnor Re Ltd.(a),(d)
|
||||
|
Subordinated CMO Series 2021-1 Class B1
|
||||
|
30-day Average SOFR +
4.000%
Floor 4.000%
12/27/2033
|
7.667%
|
|
4,750,000
|
4,775,002
|
|
RCO IX Mortgage LLC(a),(o)
|
||||
|
CMO Series 2025-4 Class A1
|
||||
|
10/25/2030
|
5.310%
|
|
15,075,113
|
15,071,242
|
|
RCO Trust(a),(o)
|
||||
|
CMO Series 2025-PR1 Class A
|
||||
|
02/25/2055
|
6.250%
|
|
8,855,513
|
8,831,286
|
|
RCO VIII Mortgage LLC(a),(o)
|
||||
|
CMO Series 2025-3 Class A1
|
||||
|
05/25/2030
|
6.435%
|
|
5,196,007
|
5,203,244
|
|
RCO X Mortgage LLC(a),(o)
|
||||
|
CMO Series 2025-1 Class A1
|
||||
|
01/25/2030
|
5.875%
|
|
6,810,180
|
6,811,950
|
|
CMO Series 2025-1 Class A2
|
||||
|
01/25/2030
|
8.353%
|
|
7,500,000
|
7,505,342
|
|
Residential Mortgage Loan Trust(a),(g)
|
||||
|
Subordinated CMO Series 2020-1 Class B1
|
||||
|
01/26/2060
|
3.946%
|
|
3,938,000
|
3,820,435
|
|
RUN Trust(a),(g)
|
||||
|
CMO Series 2022-NQM1 Class M1
|
||||
|
03/25/2067
|
4.026%
|
|
5,595,000
|
4,732,601
|
|
SAIF Securitization Trust(a),(o)
|
||||
|
CMO Series 2025-CES1 Class M1
|
||||
|
06/25/2065
|
6.240%
|
|
2,453,220
|
2,496,900
|
|
Saluda Grade Alternative Mortgage Trust(a),(g)
|
||||
|
CMO Series 2025-FIG6 Class A1
|
||||
|
01/25/2056
|
5.178%
|
|
14,758,444
|
14,980,218
|
|
Subordinated CMO Series 2022-INV1 Class B1
|
||||
|
04/25/2067
|
4.576%
|
|
5,198,000
|
4,569,717
|
|
Subordinated CMO Series 2022-INV1 Class B2
|
||||
|
04/25/2067
|
4.576%
|
|
4,958,000
|
4,118,153
|
|
Subordinated CMO Series 2023-FIG3 Class CE
|
||||
|
08/25/2053
|
3.940%
|
|
5,573,832
|
8,703,995
|
|
Subordinated CMO Series 2023-FIG4 Class CE
|
||||
|
11/25/2053
|
49.381%
|
|
6,478,229
|
11,271,886
|
|
Subordinated CMO Series 2024-CES1 Class B1
|
||||
|
03/25/2054
|
8.243%
|
|
12,120,000
|
12,766,208
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Splitero Trust(a)
|
||||
|
CMO Series 2025-1 Class A2
|
||||
|
12/25/2055
|
7.000%
|
|
11,500,000
|
11,328,099
|
|
Stanwich Mortgage Loan Co. LLC(a),(o)
|
||||
|
CMO Series 2021-NPB1 Class A2
|
||||
|
10/16/2026
|
8.375%
|
|
10,968,455
|
11,026,460
|
|
Starwood Mortgage Residential Trust(a),(g)
|
||||
|
CMO Series 2020-3 Class B1
|
||||
|
04/25/2065
|
4.750%
|
|
4,750,000
|
4,583,015
|
|
CMO Series 2021-3 Class A1
|
||||
|
06/25/2056
|
1.127%
|
|
3,167,524
|
2,860,548
|
|
Starwood Mortgage Residential Trust(a)
|
||||
|
Subordinated CMO Series 2020-INV1 Class B1
|
||||
|
11/25/2055
|
3.257%
|
|
3,200,000
|
3,021,864
|
|
Subordinated CMO Series 2020-INV1 Class B2
|
||||
|
11/25/2055
|
4.261%
|
|
1,400,000
|
1,336,783
|
|
Toorak Mortgage Trust(a),(g)
|
||||
|
CMO Series 2024-RRT1 Class B2
|
||||
|
02/25/2039
|
9.971%
|
|
2,318,000
|
2,320,777
|
|
CMO Series 2024-RRTL2 Class M1
|
||||
|
09/25/2039
|
7.257%
|
|
5,375,000
|
5,410,816
|
|
CMO Series 2025-RRTL1 Class B1
|
||||
|
02/25/2040
|
8.342%
|
|
3,800,000
|
3,848,087
|
|
Subordinated CMO Series 2024-RRTL1 Class B1
|
||||
|
02/25/2039
|
10.351%
|
|
6,430,000
|
6,439,839
|
|
Subordinated CMO Series 2024-RRTL2 Class B1
|
||||
|
09/25/2039
|
8.178%
|
|
5,550,000
|
5,551,442
|
|
Triangle Re Ltd.(a),(d)
|
||||
|
CMO Series 2021-2 Class M2
|
||||
|
1-month Term SOFR +
5.614%
10/25/2033
|
9.288%
|
|
6,158,417
|
6,229,391
|
|
Subordinated CMO Series 2021-2 Class B1
|
||||
|
1-month Term SOFR +
7.614%
10/25/2033
|
11.288%
|
|
7,100,000
|
7,267,746
|
|
TVC Mortgage Trust(a),(o)
|
||||
|
CMO Series 2024-RRTL1 Class M2
|
||||
|
07/25/2039
|
9.109%
|
|
4,560,000
|
4,557,981
|
|
TVC Mortgage Trust(a),(g)
|
||||
|
CMO Series 2026-RTL1 Class M1
|
||||
|
04/25/2040
|
6.793%
|
|
1,000,000
|
1,005,231
|
|
VCAT LLC(a),(o)
|
||||
|
CMO Series 2025-NPL2 Class A1
|
||||
|
09/25/2054
|
5.977%
|
|
6,522,383
|
6,605,955
|
|
VCC Trust(a),(o)
|
||||
|
CMO Series 2025-MC1 Class A2
|
||||
|
05/25/2055
|
12.047%
|
|
5,214,000
|
5,192,480
|
16
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Vericrest Opportunity Loan Transferee(a),(o)
|
||||
|
CMO Series 2021-NPL4 Class A1
|
||||
|
03/27/2051
|
6.240%
|
|
515,006
|
515,134
|
|
Verus Securitization Trust(a),(g)
|
||||
|
CMO Series 2021-4 Class A1
|
||||
|
07/25/2066
|
0.938%
|
|
6,651,408
|
5,736,052
|
|
Subordinated CMO Series 2022-2 Class B2
|
||||
|
02/25/2067
|
4.265%
|
|
4,493,200
|
3,701,195
|
|
Subordinated Series 2021-5 Class B1
|
||||
|
09/25/2066
|
3.037%
|
|
3,800,000
|
2,901,450
|
|
Subordinated Series 2021-5 Class B2
|
||||
|
09/25/2066
|
3.941%
|
|
3,500,000
|
2,822,638
|
|
Verus Securitization Trust(a)
|
||||
|
CMO Series 2021-R2 Class M1
|
||||
|
02/25/2064
|
2.244%
|
|
3,781,000
|
3,583,189
|
|
Visio Trust(a),(g)
|
||||
|
CMO Series 2019-2 Class M1
|
||||
|
11/25/2054
|
3.260%
|
|
1,400,000
|
1,383,792
|
|
Subordinated CMO Series 2019-2 Class B1
|
||||
|
11/25/2054
|
3.910%
|
|
1,200,000
|
1,188,065
|
|
Vista Point Securitization Trust(a),(g)
|
||||
|
CMO Series 2024-CES3 Class B1
|
||||
|
01/25/2055
|
7.833%
|
|
4,700,000
|
4,833,553
|
|
CMO Series 2024-CES3 Class B2
|
||||
|
01/25/2055
|
9.516%
|
|
2,900,000
|
2,993,501
|
|
CMO Series 2025-CES1 Class B1
|
||||
|
04/25/2055
|
7.621%
|
|
3,929,000
|
3,990,891
|
|
CMO Series 2025-CES1 Class B2
|
||||
|
04/25/2055
|
8.956%
|
|
2,546,000
|
2,589,083
|
|
Residential Mortgage-Backed Securities - Non-Agency (continued)
|
||||
|
Issuer
|
Coupon
Rate
|
|
Principal
Amount ($)
|
Value ($)
|
|
Subordinated CMO Series 2020-1 Class B1
|
||||
|
03/25/2065
|
5.375%
|
|
2,000,000
|
2,012,584
|
|
Subordinated CMO Series 2024-CES2 Class B1
|
||||
|
10/25/2054
|
7.498%
|
|
2,500,000
|
2,547,147
|
|
Vista Point Securitization Trust(a),(o)
|
||||
|
CMO Series 2025-CES2 Class M1
|
||||
|
08/25/2055
|
6.366%
|
|
8,732,000
|
8,861,130
|
|
Total Residential Mortgage-Backed Securities - Non-Agency
(Cost $1,288,913,567)
|
1,338,559,198
|
|||
|
Call Option Contracts Purchased 0.6%
|
||||
|
|
|
|
|
Value ($)
|
|
(Cost $17,816,569)
|
14,898,759
|
|||
|
|
||||
|
Put Option Contracts Purchased 0.1%
|
||||
|
|
|
|
|
|
|
(Cost $14,009,500)
|
3,981,522
|
|||
|
Money Market Funds 5.7%
|
||
|
|
Shares
|
Value ($)
|
|
Columbia Short-Term Cash Fund, 3.777%(k),(q)
|
152,737,807
|
152,707,260
|
|
Total Money Market Funds
(Cost $152,677,900)
|
152,707,260
|
|
|
Total Investments in Securities
(Cost: $4,754,090,119)
|
4,721,702,745
|
|
|
Other Assets & Liabilities, Net
|
|
(2,053,577,180
)
|
|
Net Assets
|
2,668,125,565
|
|
At February 28, 2026, securities and/or cash totaling $38,620,184 were pledged as
collateral.
Investments in derivatives
|
Long futures contracts
|
||||||
|
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
|
U.S. Treasury 5-Year Note
|
2,263
|
06/2026
|
USD
|
249,248,234
|
687,658
|
—
|
|
U.S. Treasury Ultra Bond
|
394
|
06/2026
|
USD
|
47,907,938
|
418,853
|
—
|
|
Total
|
|
|
|
|
1,106,511
|
—
|
|
Short futures contracts
|
||||||
|
Description
|
Number of
contracts
|
Expiration
date
|
Trading
currency
|
Notional
amount
|
Value/Unrealized
appreciation ($)
|
Value/Unrealized
depreciation ($)
|
|
3-Month SOFR
|
(2,301)
|
06/2026
|
USD
|
(554,296,519
)
|
620,666
|
—
|
|
U.S. Long Bond
|
(2,559)
|
06/2026
|
USD
|
(303,161,531
)
|
—
|
(2,149,575
)
|
|
U.S. Treasury 10-Year Note
|
(9,098)
|
06/2026
|
USD
|
(1,035,466,125
)
|
—
|
(4,485,369
)
|
|
U.S. Treasury 2-Year Note
|
(207)
|
06/2026
|
USD
|
(43,319,602
)
|
—
|
(74,871
)
|
|
Total
|
|
|
|
|
620,666
|
(6,709,815
)
|
Columbia Mortgage Opportunities Fund | 2026
17
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Call option contracts purchased
|
||||||||
|
Description
|
Counterparty
|
Trading
currency
|
Notional
amount
|
Number of
contracts
|
Exercise
price/Rate
|
Expiration
date
|
Cost ($)
|
Value ($)
|
|
10-Year OTC interest rate swap with Citi to
receive exercise rate and pay SOFR
|
Citi
|
USD
|
115,000,000
|
115,000,000
|
3.50
|
07/09/2026
|
2,012,500
|
1,453,968
|
|
10-Year OTC interest rate swap with Citi to
receive exercise rate and pay SOFR
|
Citi
|
USD
|
250,000,000
|
250,000,000
|
3.50
|
12/01/2026
|
4,337,500
|
4,602,875
|
|
10-Year OTC interest rate swap with Morgan
Stanley to receive exercise rate and pay
SOFR
|
Morgan Stanley
|
USD
|
125,000,000
|
125,000,000
|
3.40
|
03/16/2026
|
1,725,000
|
187,100
|
|
10-Year OTC interest rate swap with Morgan
Stanley to receive exercise rate and pay
SOFR
|
Morgan Stanley
|
USD
|
84,886,000
|
84,886,000
|
3.50
|
06/11/2026
|
1,400,619
|
948,406
|
|
30-Year OTC interest rate swap with Morgan
Stanley to receive exercise rate and pay
SOFR
|
Morgan Stanley
|
USD
|
59,000,000
|
59,000,000
|
3.50
|
10/29/2026
|
1,595,950
|
925,450
|
|
5-Year OTC interest rate swap with Citi to
receive exercise rate and pay SOFR
|
Citi
|
USD
|
300,000,000
|
300,000,000
|
3.30
|
03/30/2026
|
2,925,000
|
1,797,840
|
|
5-Year OTC interest rate swap with Morgan
Stanley to receive exercise rate and pay
SOFR
|
Morgan Stanley
|
USD
|
200,000,000
|
200,000,000
|
3.75
|
05/14/2026
|
3,820,000
|
4,983,120
|
|
Total
|
|
|
|
|
|
|
17,816,569
|
14,898,759
|
|
Put option contracts purchased
|
||||||||
|
Description
|
Counterparty
|
Trading
currency
|
Notional
amount
|
Number of
contracts
|
Exercise
price/Rate
|
Expiration
date
|
Cost ($)
|
Value ($)
|
|
5-Year OTC interest rate swap with Citi to
receive SOFR and pay exercise rate
|
Citi
|
USD
|
217,500,000
|
217,500,000
|
3.35
|
03/18/2026
|
1,914,000
|
252,430
|
|
5-Year OTC interest rate swap with Citi to
receive SOFR and pay exercise rate
|
Citi
|
USD
|
143,000,000
|
143,000,000
|
3.75
|
04/22/2026
|
446,875
|
41,856
|
|
5-Year OTC interest rate swap with Morgan
Stanley to receive SOFR and pay exercise rate
|
Morgan Stanley
|
USD
|
464,000,000
|
464,000,000
|
3.60
|
05/06/2026
|
2,737,600
|
485,298
|
|
5-Year OTC interest rate swap with Morgan
Stanley to receive SOFR and pay exercise rate
|
Morgan Stanley
|
USD
|
167,000,000
|
167,000,000
|
3.75
|
08/04/2026
|
931,025
|
327,788
|
|
5-Year OTC interest rate swap with Morgan
Stanley to receive SOFR and pay exercise rate
|
Morgan Stanley
|
USD
|
500,000,000
|
500,000,000
|
3.40
|
08/05/2026
|
7,980,000
|
2,874,150
|
|
Total
|
|
|
|
|
|
|
14,009,500
|
3,981,522
|
|
Call option contracts written
|
||||||||
|
Description
|
Counterparty
|
Trading
currency
|
Notional
amount
|
Number of
contracts
|
Exercise
price/Rate
|
Expiration
date
|
Premium
received ($)
|
Value ($)
|
|
2-Year OTC interest rate swap
with Citi to receive SOFR and
pay exercise rate
|
Citi
|
USD
|
(265,460,000
)
|
(265,460,000
)
|
3.20
|
03/26/2026
|
(212,368
)
|
(493,225
)
|
|
5-Year OTC interest rate swap
with Citi to receive SOFR and
pay exercise rate
|
Citi
|
USD
|
(240,000,000
)
|
(240,000,000
)
|
3.10
|
03/27/2026
|
(420,000
)
|
(420,000
)
|
|
5-Year OTC interest rate swap
with Goldman Sachs
International to receive SOFR
and pay exercise rate
|
Goldman Sachs International
|
USD
|
(290,000,000
)
|
(290,000,000
)
|
3.10
|
03/27/2026
|
(435,000
)
|
(435,000
)
|
|
5-Year OTC interest rate swap
with Morgan Stanley to
receive SOFR and pay
exercise rate
|
Morgan Stanley
|
USD
|
(315,000,000
)
|
(315,000,000
)
|
3.10
|
03/27/2026
|
(472,500
)
|
(472,500
)
|
|
Total
|
|
|
|
|
|
|
(1,539,868
)
|
(1,820,725
)
|
18
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Credit default swap contracts - buy protection
|
||||||||||||
|
Reference
entity
|
Counterparty
|
Maturity
date
|
Pay
fixed
rate
(%)
|
Payment
frequency
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
CMBX North America
Index, Series 11 BBB-
|
Citi
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
10,000,000
|
1,161,820
|
(2,500
)
|
295,612
|
—
|
863,708
|
—
|
|
CMBX North America
Index, Series 11 BBB-
|
Citi
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
10,000,000
|
1,161,820
|
(2,500
)
|
1,283,083
|
—
|
—
|
(123,763
)
|
|
CMBX North America
Index, Series 11 BBB-
|
Citi
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
20,500,000
|
2,381,731
|
(5,125
)
|
4,732,668
|
—
|
—
|
(2,356,062
)
|
|
CMBX North America
Index, Series 11 BBB-
|
Citi
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
50,000,000
|
5,809,100
|
(12,500
)
|
12,316,007
|
—
|
—
|
(6,519,407
)
|
|
CMBX North America
Index, Series 11 BBB-
|
Goldman Sachs
International
|
11/18/2054
|
3.000
|
Monthly
|
USD
|
10,000,000
|
1,161,820
|
(2,500
)
|
1,384,583
|
—
|
—
|
(225,263
)
|
|
Total
|
|
|
|
|
|
|
11,676,291
|
(25,125
)
|
20,011,953
|
—
|
863,708
|
(9,224,495
)
|
|
Credit default swap contracts - sell protection
|
|||||||||||||
|
Reference
entity
|
Counterparty
|
Maturity
date
|
Receive
fixed
rate
(%)
|
Payment
frequency
|
Implied
credit
spread
(%)*
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Citi
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
9,994,898
|
(2,499,642
)
|
2,499
|
—
|
(1,971,983
)
|
—
|
(525,160
)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Citi
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
9,994,898
|
(2,499,642
)
|
2,499
|
—
|
(1,929,581
)
|
—
|
(567,562
)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Citi
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
19,989,796
|
(4,999,284
)
|
4,997
|
—
|
(2,187,764
)
|
—
|
(2,806,523
)
|
|
CMBX North
America Index,
Series 16 BBB-
|
Goldman Sachs
International
|
04/17/2065
|
3.000
|
Monthly
|
7.249
|
USD
|
19,000,000
|
(3,183,832
)
|
4,750
|
—
|
(2,402,757
)
|
—
|
(776,325
)
|
|
CMBX North
America Index,
Series 17 BBB-
|
Goldman Sachs
International
|
12/15/2056
|
3.000
|
Monthly
|
5.968
|
USD
|
50,000,000
|
(6,659,980
)
|
12,500
|
—
|
(7,381,358
)
|
733,878
|
—
|
|
CMBX North
America Index,
Series 17 BBB-
|
Goldman Sachs
International
|
12/15/2056
|
3.000
|
Monthly
|
5.968
|
USD
|
9,500,000
|
(1,265,396
)
|
2,375
|
—
|
(1,662,605
)
|
399,584
|
—
|
|
CMBX North
America Index,
Series 17 BBB-
|
Goldman Sachs
International
|
12/15/2056
|
3.000
|
Monthly
|
5.968
|
USD
|
9,500,000
|
(1,265,396
)
|
2,375
|
—
|
(1,571,683
)
|
308,662
|
—
|
|
CMBX North
America Index,
Series 17 BBB-
|
Goldman Sachs
International
|
12/15/2056
|
3.000
|
Monthly
|
5.968
|
USD
|
12,000,000
|
(1,598,395
)
|
3,000
|
—
|
(1,144,618
)
|
—
|
(450,777
)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Morgan Stanley
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
8,795,510
|
(2,199,685
)
|
2,199
|
—
|
(1,842,468
)
|
—
|
(355,018
)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Morgan Stanley
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
16,491,581
|
(4,124,409
)
|
4,123
|
—
|
(2,948,350
)
|
—
|
(1,171,936
)
|
|
CMBX North
America Index,
Series 10 BBB-
|
Morgan Stanley
|
11/17/2059
|
3.000
|
Monthly
|
49.431
|
USD
|
12,993,367
|
(3,249,535
)
|
3,248
|
—
|
(1,850,120
)
|
—
|
(1,396,167
)
|
|
CMBX North
America Index,
Series 7 BBB-
|
Morgan Stanley
|
01/17/2047
|
3.000
|
Monthly
|
14.365
|
USD
|
902,562
|
(67,712
)
|
226
|
—
|
(63,827
)
|
—
|
(3,659
)
|
Columbia Mortgage Opportunities Fund | 2026
19
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
|
Credit default swap contracts - sell protection (continued)
|
|||||||||||||
|
Reference
entity
|
Counterparty
|
Maturity
date
|
Receive
fixed
rate
(%)
|
Payment
frequency
|
Implied
credit
spread
(%)*
|
Notional
currency
|
Notional
amount
|
Value
($)
|
Periodic
payments
receivable
(payable)
($)
|
Upfront
payments
($)
|
Upfront
receipts
($)
|
Unrealized
appreciation
($)
|
Unrealized
depreciation
($)
|
|
CMBX North
America Index,
Series 7 BBB-
|
Morgan Stanley
|
01/17/2047
|
3.000
|
Monthly
|
14.365
|
USD
|
1,769,730
|
(132,768
)
|
442
|
—
|
(82,162
)
|
—
|
(50,164
)
|
|
CMBX North
America Index,
Series 8 BBB-
|
Morgan Stanley
|
10/17/2057
|
3.000
|
Monthly
|
46.896
|
USD
|
1,924,341
|
(515,102
)
|
481
|
—
|
(359,911
)
|
—
|
(154,710
)
|
|
Total
|
|
|
|
|
|
|
|
(34,260,778
)
|
45,714
|
—
|
(27,399,187
)
|
1,442,124
|
(8,258,001
)
|
* Implied credit spreads, represented in absolute terms, utilized in determining the
market value of credit default swap agreements on corporate or sovereign issues as
of period end serve as an indicator of the current status of the payment/performance
risk and represent the likelihood or risk of default for the credit derivative. The
implied credit spread of a particular referenced entity reflects the cost of buying/selling
protection and may include upfront payments required to be made to enter into the
agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
Notes to Portfolio of Investments
|
(a)
|
Represents privately placed and other securities and instruments exempt from Securities
and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
to qualified institutional buyers. At February 28, 2026, the total value of these
securities amounted to $1,661,377,496, which represents 62.27% of total net assets.
|
|
(b)
|
Principal amount represents ownership shares of the Trust.
|
|
(c)
|
Security represents a pool of loans that generate cash payments generally over fixed
periods of time. Such securities entitle the security holders to receive distributions
(i.e. principal and interest, net of fees and expenses) that are tied to the payments
made by the borrower on the underlying loans. Due to the structure of the security
the cash payments received are not known until the time of payment. The interest rate
shown is the stated coupon rate as of February 28, 2026 and is not reflective of the cash flow payments.
|
|
(d)
|
Variable rate security. The interest rate shown was the current rate as of February
28, 2026.
|
|
(e)
|
Valuation based on significant unobservable inputs.
|
|
(f)
|
Zero coupon bond.
|
|
(g)
|
Variable or floating rate security, the interest rate of which adjusts periodically
based on changes in current interest rates and prepayments on the underlying pool
of assets. The interest rate shown was the current rate as of February 28, 2026.
|
|
(h)
|
Represents interest only securities which have the right to receive the monthly interest
payments on an underlying pool of mortgage loans.
|
|
(i)
|
Represents a security in default.
|
|
(j)
|
The Fund’s committed equity ownership interest in the joint venture is 17% of the LLC, which is not held in the form of shares. Investments into the LLC will be called
from the Fund over a commitment period ending December 31, 2026. Any unfunded commitments
are indicated as such.
|
|
(k)
|
Under 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. The value of the
holdings and transactions in these affiliated companies during the period ended February 28, 2026 are as follows:
|
|
Affiliated issuers
|
Beginning
of period($)
|
Purchases($)
|
Sales($)
|
Net change in
unrealized
appreciation
(depreciation)($)
|
End of
period($)
|
Realized gain
(loss)($)
|
Dividends($)
|
End of
period shares
|
|
Columbia Short-Term Cash Fund, 3.777%
|
||||||||
|
|
185,115,334
|
948,438,798
|
(980,858,120
)
|
11,248
|
152,707,260
|
8,298
|
5,122,095
|
152,737,807
|
|
Itasca Park LLC
|
||||||||
|
|
—
|
8,996,000
|
—
|
(103,454
)
|
8,892,546
|
—
|
—
|
—
|
|
Itasca Park LLC - Unfunded
|
||||||||
|
|
—
|
8,304,000
|
—
|
—
|
8,304,000
|
—
|
—
|
—
|
|
Total
|
185,115,334
|
|
|
(92,206
)
|
169,903,806
|
8,298
|
5,122,095
|
|
20
Columbia Mortgage Opportunities Fund | 2026
Portfolio of Investments (continued)
Columbia Mortgage Opportunities Fund, February 28, 2026 (Unaudited)
Notes to Portfolio of Investments (continued)
|
(l)
|
Non-income producing investment.
|
|
(m)
|
Denotes a restricted security, which is subject to legal or contractual restrictions
on resale under federal securities laws. Disposal of a restricted investment may involve time-consuming negotiations and expenses, and prompt sale at an acceptable
price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those securities may be traded between
qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. At February
28, 2026, the total market value of these securities amounted to $17,196,546, which represents 0.64% of total net assets. Additional information on these securities
is as follows:
|
|
Security
|
Acquisition
Dates
|
Shares
|
Cost ($)
|
Value ($)
|
|
Itasca Park LLC
|
09/02/2025-02/25/2026
|
—
|
8,996,000
|
8,892,546
|
|
Itasca Park LLC - Unfunded
|
07/28/2025
|
—
|
8,304,000
|
8,304,000
|
|
|
|
|
17,300,000
|
17,196,546
|
|
(n)
|
Represents a security purchased on a when-issued basis.
|
|
(o)
|
Represents a variable rate security with a step coupon where the rate adjusts according
to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
current rate as of February 28, 2026.
|
|
(p)
|
Represents fair value as determined in good faith under procedures approved by the
Board of Trustees. At February 28, 2026, the total value of these securities amounted to $25,943,963, which represents 0.97% of total net assets.
|
|
(q)
|
The rate shown is the seven-day current annualized yield at February 28, 2026.
|
Abbreviation Legend
|
CMO
|
Collateralized Mortgage Obligation
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
STRIPS
|
Separate Trading of Registered Interest and Principal Securities
|
|
TBA
|
To Be Announced
|
Currency Legend
|
USD
|
US Dollar
|
Investments are valued using policies described in the Notes to Financial Statements
included within the most recent financial statements and additional information.
Columbia Mortgage Opportunities Fund | 2026
21