Columbia Mortgage Opportunities Fund

Columbia Funds Series Trust II · 6 share classes

Actively managed U.S. bond fund
One fund, 6 share classes:CLMAXCLMCXCLMVXCLMZXCMOYXCLMDX
$2.65B NAV
489 positions · as of 2026-05-31 · filed 2026-07-29

Fund classification

Classified from what the fund holds · as of 2026 Q2

Columbia Mortgage Opportunities Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Mixed credit
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q3

Columbia Mortgage Opportunities Fund (the Fund) seeks total return, consisting of long-term capital appreciation and current income.

Strategy · summarised

The fund invests at least 80% of assets in mortgage-related securities, including government-backed mortgage-backed bonds, agency securities, and non-agency residential and commercial mortgage-backed securities, along with stripped mortgage securities and derivatives such as swaps and futures to manage interest rate and credit exposure. The fund may also hold asset-backed securities, high-yield debt, and cash. Because the fund's use of derivatives may result in leverage and its strategy involves frequent trading, returns depend on the manager's timing and selection decisions across these positions.

Expenses
0.69% 1.79%across 6 share classes
Share classGrossNet
CLMAX1.08%1.04%
CLMCX1.83%1.79%
CLMVX0.78%0.73%
CLMZX0.83%0.79%
CMOYX0.73%0.69%
CLMDX0.83%0.79%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 706.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

177.22%
of net assets
Securitized172.20%
Cash & short-term3.87%
Bonds1.10%
Stocks0.65%
Derivatives-0.60%

These positions come to 177.22% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 53 new27 exited

Largest new: UMBS, TBA ×6, Government National Mortgage Association, Freddie Mac

Largest exited: UMBS, TBA ×6, Government National Mortgage Association, WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+5.94%+22.85%+2.78%3.65%-6.95%
+5.16%+20.26%-0.93%3.76%-7.20%
+6.30%+23.97%+4.38%3.76%-6.83%
+6.20%+23.90%+4.12%3.81%-6.85%
+6.32%+24.24%+4.60%3.76%-6.67%
+6.08%3.71%
Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
5.22%
Avg maturity
26.63 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

43%
floating
Fixed rate57.0%
Floating rate42.9%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.2%
1-3y0.7%
3-5y4.1%
5-10y6.8%
10y+88.2%
Flagged holdings
Defaulted: 0.01% · $0.55M · 1 positions
In arrears: 0.12% · $5.55M · 1 positions
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
5.05 yr
approx. move per 100bp
Credit-spread duration
7.70 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -13.0%
of value
Credit spreads60%
Interest rates40%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+7.70
yrs total
Investment grade+6.28 yr
High yield+1.42 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate5.05 yr total
3 mo30 yr
3 mo0.04 yr1%
1 yr1.51 yr30%
5 yr1.11 yr22%
10 yr1.79 yr35%
30 yr0.61 yr12%
Credit spread7.70 yr total
3 mo30 yr
3 mo3.86 yr50%
1 yr0.04 yr0%
5 yr0.31 yr4%
10 yr0.60 yr8%
30 yr2.89 yr38%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.04+4.30-0.44$1.14m-$115.2k
1 yr+1.51+0.00+0.04$0$9.4k
5 yr+1.11+0.04+0.28$10.2k$73.0k
10 yr+1.79+0.13+0.46$35.7k$122.9k
30 yr+0.61+1.82+1.08$480.9k$285.2k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
UMBS, TBA6.00% · due 2056-06-0118.23%$482.97M
UMBS, TBA4.50% · due 2056-06-0117.50%$463.63M
UMBS, TBA4.00% · due 2056-06-0115.46%$409.57M
UMBS, TBA5.00% · due 2056-06-019.69%$256.76M
Government National Mortgage Association4.50% · due 2056-06-208.71%$230.85M
UMBS, TBA3.50% · due 2056-06-015.15%$136.33M
COLUMBIA SHORT TERM CASH FUND3.87%$102.38M
UMBS, TBA5.50% · due 2056-06-012.27%$60.26M
FEDERAL NATIONAL MORTGAGE ASSOCIATION4.00% · due 2052-08-011.11%$29.43M
Freddie Mac - STACR9.11% floating · due 2034-01-251.07%$28.36M
Showing 10 of 489Sign in to see more

Top 10 positions are 83.08% of net assets, top 25 95.61%, across 290 issuers.

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