Yes we do:
"Federal law limits the information that Columbia can release about Mr. Obama's time there. A spokesman for the university, Brian Connolly, confirmed that Mr. Obama spent two years at Columbia College and graduated in 1983 with a major in political science. He did not receive honors, Mr. Connolly said, though specific information on his grades is sealed. A program from the 1983 graduation ceremony lists him as a graduate."
Taken from here:
http://www.nysun.com/new-york/obamas-years-at-columbia-are-a-mystery/85015/
IIRC, nobody seems to recall knowing him there.
There are several. Here's an article in the Columbia alumni magazine by his former roommate:
http://www.college.columbia.edu/cct/jan_feb09/alumni_corner
so who is brian connoly? a died in the wool democrat mouthpiece...