Titanium dioxide may be more efficiently used in a coating composition containing a composite pigment particle-forming polymer if during composite formation, the polymer is initially present in a low concentration and the titanium dioxide particles and newly-formed composite particles are dispersed in a waterborne emulsion polymer that does not form such a composite. A pigment grind dispersion of titanium dioxide pigment-polymer composite particles may be made by mixing titanium dioxide particles with the waterborne emulsion polymer. The composite-forming polymer is then added to the waterborne emulsion polymer, or is added independently and concurrently with the titanium dioxide particles. The resulting titanium dioxide pigment-polymer composite particles provide improved coating composition opacity compared to a coating composition that does not contain such composite particles. The coating compositions can contain reduced titanium dioxide amounts and less than a saturation level of the composite-forming polymer.