Columbia Funds Complex > Columbia Funds Series Trust II
Columbia Mortgage Opportunities Fund
$2.39B
Avg Monthly Net Assets
$4.79B
Total Assets
$2.57B
Total Liabilities
$2.22B
Net Assets
Columbia Mortgage Opportunities Fund is a Mutual Fund in Columbia Funds Series Trust II
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has six share classes
and monthly net assets of $2.39B.
On July 26th, 2024 it reported 405 holdings, the largest
being UMBS (21.2%), UMBS (18.9%) and UMBS (15.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Advisor Class | C000140953 | CLMFX | |
| Class A | C000140950 | CLMAX | |
| Class C | C000140951 | CLMCX | |
| Institutional 2 Class | C000140954 | CLMVX | |
| Institutional 3 Class | C000175684 | CMOYX | |
| Institutional Class | C000140955 | CLMZX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ACAR_21-2 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| ACAR_21-2 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| ACHV_23-1PL (ACHV ABS TRUST ACHV_23-1PL) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| ADMT_24-NQM1 (A&D MTG TR ADMT_24-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| AFFRM_23-B (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| AFFRM_24-X1 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X1) | Long | ABS-mortgage backed security | US | $8M | – | 0.38 |
| AFLOW_21-WL1 (ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| AJAXM_21-C (AJAX MORTGAGE LOAN TRUST AJAXM_21-C) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| ANTLR_24-RTL1 (ANTLER MORTGAGE TRUST ANTLR_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.70 |
| AOMT_19-2 (ANGEL OAK MORTGAGE TRUST AOMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| AOMT_19-6 (ANGEL OAK MORTGAGE TRUST AOMT_19-6) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.38 |
| AOMT_21-5 (ANGEL OAK MORTGAGE TRUST AOMT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| ARES_17-44A (ARES CLO LTD ARES_17-44A) | Long | ABS-mortgage backed security | US | $11M | – | 0.52 |
| ARES_21-60A (ARES CLO LTD ARES_21-60A) | Long | ABS-mortgage backed security | KY | $5M | – | 0.23 |
| AVNT_21-REV1 (AVANT LOANS FUNDING TRUST AVNT_21-REV1) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BAMLL_13-WBRK | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BRAVO_20-NQM1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| BRAVO_20-NQM1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| BRAVO_21-B (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.26 |
| BRAVO_21-HE1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| BRAVO_21-HE1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| BRAVO_21-HE2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.30 |
| BRAVO_21-HE2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| BRAVO_21-NQM2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| BRAVO_21-NQM2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| BVRT_21-3F (BVRT FINANCING TRUST BVRT_21-3F) | Long | ABS-collateralized bond/debt obligation | US | $31M | – | 1.41 |
| BVRT_21-CRT1 (BVRT FINANCING TRUST BVRT_21-CRT1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.47 |
| BXP_21-601L (BXP TRUST BXP_21-601L) | Long | ABS-mortgage backed security | US | $13M | – | 0.57 |
| CARMX_24-1 (CARMAX AUTO OWNER TRUST CARMX_24-1) | Long | ABS-mortgage backed security | US | $11M | – | 0.51 |
| CAS_21-R02 (CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.54 |
| CAS_21-R03 (CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.33 |
| CAS_22-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.49 |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-2M | – | -0.08 | |
| CDS: (CMBX.NA.10.BBB-) (Citi) | Derivative-credit | US | $-2M | – | -0.09 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-3M | – | -0.11 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-3M | – | -0.14 | |
| CDS: (CMBX.NA.10.BBB-) (Citi) | Derivative-credit | US | $-4M | – | -0.18 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $7M | – | 0.29 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $3M | – | 0.12 | |
| CDS: (CMBX.NA.11.BBB-) (Citi) | Derivative-credit | US | $1M | – | 0.06 | |
| CDS: (CMBX.NA.11.BBB-) (Goldman Sachs International) | Derivative-credit | GB | $1M | – | 0.06 | |
| CDS: (CMBX.NA.7.BBB-) (Morgan Stanley) | Derivative-credit | US | $-202K | – | -0.01 | |
| CDS: (CMBX.NA.7.BBB-) (Morgan Stanley) | Derivative-credit | US | $-395K | – | -0.02 | |
| CDS: (CMBX.NA.8.BBB-) (Morgan Stanley) | Derivative-credit | US | $-280K | – | -0.01 | |
| CGMS_13-3A | Long | ABS-mortgage backed security | KY | $11M | – | 0.50 |
| CGMS_15-4A (CARLYLE GLOBAL MARKET STRATEGIES) | Long | ABS-mortgage backed security | KY | $8M | – | 0.34 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.30 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| CHNGE_22-2 (CHNGE MORTGAGE TRUST CHNGE_22-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| CHNGE_22-NQM1 (CHNGE MORTGAGE TRUST CHNGE_22-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| CHNGE_23-1 (CHNGE MORTGAGE TRUST CHNGE_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| CHNGE_23-1 (CHNGE MORTGAGE TRUST CHNGE_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| CHNGE_23-2 (CHNGE MORTGAGE TRUST CHNGE_23-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.41 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| CIM_21-NR1 (CIM TRUST CIM_21-NR1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| CIM_21-NR2 (CIM TRUST CIM_21-NR2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.67 |
| CIM_21-NR4 (CIM TRUST CIM_21-NR4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| CMLTI_15-RP2 (CITIGROUP MORTGAGE LOAN TRUST IN) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.42 |
| CMLTI_15-RP2 (CITIGROUP MORTGAGE LOAN TRUST IN) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| CMLTI_15-RP2 (CITIGROUP MORTGAGE LOAN TRUST IN) | Long | ABS-collateralized bond/debt obligation | US | $550K | – | 0.02 |
| COLT_20-2 (COLT FUNDING LLC COLT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| COLT_20-2 (COLT FUNDING LLC COLT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| COLT_21-3 (COLT MORTGAGE LOAN TRUST COLT_21-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| COLT_21-3 (COLT MORTGAGE LOAN TRUST COLT_21-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| COLT_21-4 (COLT MORTGAGE LOAN TRUST COLT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| COLT_22-4 (COLT MORTGAGE LOAN TRUST COLT_22-4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $123M | 123M | 5.53 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $17M | – | 0.75 |
| CONN_23-A (CONN FUNDING II LP CONN_23-A) | Long | ABS-mortgage backed security | US | $570K | – | 0.03 |
| CPS_24-A (CPS AUTO RECEIVABLES TRUST CPS_24-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| CRVNA_21-N1 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N1) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| CSMC_21-JR2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| CSMC_22-JR1 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.40 |
| CSMC_22-RPL3 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.42 |
| DRSLF_18-57A (DRYDEN SENIOR LOAN FUND DRSLF_18-57A) | Long | ABS-mortgage backed security | KY | $1M | – | 0.06 |
| ENVA_23-A | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $86M | – | 3.86 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $24M | – | 1.07 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $22M | – | 1.00 |
| FHLMC_304 (FREDDIE_MAC FHLMC_304) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.01 |
| FHLMC_309 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $135K | – | 0.01 |
| FHLMC_3922 (FREDDIE MAC FHLMC_3922) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.01 |
| FHLMC_4097 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.00 |
| FHLMC_4215 | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FHLMC_4286 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.00 |
| FHLMC_4606 (FREDDIE MAC FHLMC_4606) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| FHLMC_4620 (FANNIE MAE FHLMC_4620) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| FHLMC_4704 (FREDDIE MAC FHLMC_4704) | Long | ABS-collateralized bond/debt obligation | US | $879K | – | 0.04 |
| FHLMC_4826 (FREDDIE MAC FHLMC_4826) | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.04 |
| FHLMC_4926 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926) | Long | ABS-collateralized bond/debt obligation | US | $429K | – | 0.02 |
| FHLMC_4979 (FREDDIE MAC FHLMC_4979) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FHLMC_4987 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| FHLMC_4993 (FREDDIE MAC FHLMC_4993) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FHLMC_5040 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| FHLMC_5083 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| FHLMC_5105 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| FHLMC_5105 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| FHLMC_5119 (FREDDIE MAC FHLMC_5119) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| FHLMC_5138 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| FHLMC_5183 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5183) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| FIGRE_23-HE3 (FIGURE LENDING FIGRE_23-HE3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FIGRE_24-HE1 (FIGURE LENDING FIGRE_24-HE1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| FIGRE_24-HE1 (FIGURE LENDING FIGRE_24-HE1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FMMSR_20-GT1 (FMC GMSR ISSUER TRUST FMMSR_20-GT1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.38 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.80 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 1.57 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 1.47 |
| FNMA_12-152 (FANNIE MAE FNMA_12-152) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.01 |
| FNMA_13-97 | Long | ABS-collateralized bond/debt obligation | US | $315.33 | – | 0.00 |
| FNMA_14-93 (FANNIE MAE FNMA_14-93) | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.01 |
| FNMA_15-27 (FANNIE MAE FNMA_15-29) | Long | ABS-collateralized bond/debt obligation | US | $840K | – | 0.04 |
| FNMA_16-31 (FANNIE MAE FNMA_16-31) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.01 |
| FNMA_17-50 (FANNIE MAE FNMA_17-50) | Long | ABS-collateralized bond/debt obligation | US | $853K | – | 0.04 |
| FNMA_17-72 (FANNIE MAE FNMA_17-72) | Long | ABS-collateralized bond/debt obligation | US | $491K | – | 0.02 |
| FNMA_17-81 (FANNIE MAE FNMA_17-81) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| FNMA_17-90 (FANNIE MAE FNMA_17-90) | Long | ABS-collateralized bond/debt obligation | US | $795K | – | 0.04 |
| FNMA_18-64 (FANNIE MAE FNMA_18-64) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| FNMA_19-5 (FANNIE MAE FNMA_19-5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| FNMA_20-22 (FANNIE MAE FNMA_20-22) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| FNMA_20-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| FNMA_20-38 (FANNIE MAE FNMA_20-38) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| FNMA_20-38 (FANNIE MAE FNMA_20-38) | Long | ABS-collateralized bond/debt obligation | US | $558K | – | 0.03 |
| FNMA_20-54 (FANNIE MAE FNMA_20-54) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FNMA_21-3 (FANNIE MAE FNMA_21-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.34 |
| FNMA_22-90 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| FNMA_23-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| FTAB_21-NPL2 (510 ASSETS BACKED TRUST FTAB_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GCAR_22-1A-B (GLS AUTO RECEIVABLES TRUST GCAR_22-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GCAT_19-NQM3 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| GNMA_10-9 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| GNMA_14-184 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $520K | – | 0.02 |
| GNMA_14-6 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNMA_17-163 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNMA_17-30 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $734K | – | 0.03 |
| GNMA_18-124 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124) | Long | ABS-collateralized bond/debt obligation | US | $885K | – | 0.04 |
| GNMA_18-155 | Long | ABS-collateralized bond/debt obligation | US | $678K | – | 0.03 |
| GNMA_18-40 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40) | Long | ABS-collateralized bond/debt obligation | US | $518K | – | 0.02 |
| GNMA_18-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63) | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.03 |
| GNMA_18-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63) | Long | ABS-collateralized bond/debt obligation | US | $592K | – | 0.03 |
| GNMA_18-78 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78) | Long | ABS-collateralized bond/debt obligation | US | $949K | – | 0.04 |
| GNMA_18-78 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.03 |
| GNMA_18-94 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.03 |
| GNMA_19-102 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102) | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| GNMA_19-103 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GNMA_19-128 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128) | Long | ABS-collateralized bond/debt obligation | US | $210K | – | 0.01 |
| GNMA_19-21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| GNMA_19-43 | Long | ABS-collateralized bond/debt obligation | US | $160K | – | 0.01 |
| GNMA_20-104 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104) | Long | ABS-collateralized bond/debt obligation | US | $997K | – | 0.04 |
| GNMA_20-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| GNMA_20-148 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_20-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| GNMA_20-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| GNMA_20-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNMA_20-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| GNMA_20-162 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| GNMA_20-164 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_20-175 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_20-187 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_20-19 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19) | Long | ABS-mortgage backed security | US | $848K | – | 0.04 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| GNMA_20-3 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3) | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| GNMA_20-31 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_20-34 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| GNMA_20-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNMA_20-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNMA_20-78 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-78) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| GNMA_20-85 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNMA_21-117 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| GNMA_21-119 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| GNMA_21-122 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.29 |
| GNMA_21-122 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122) | Long | ABS-collateralized bond/debt obligation | US | $449K | – | 0.02 |
| GNMA_21-142 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.32 |
| GNMA_21-155 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| GNMA_21-156 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| GNMA_21-158 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| GNMA_21-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.39 |
| GNMA_21-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160) | Long | ABS-collateralized bond/debt obligation | US | $551K | – | 0.02 |
| GNMA_21-161 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| GNMA_21-175 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-175) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GNMA_21-193 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193) | Long | ABS-collateralized bond/debt obligation | US | $578K | – | 0.03 |
| GNMA_21-24 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_21-24 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNMA_21-29 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| GNMA_21-42 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| GNMA_21-42 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| GNMA_21-44 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| GNMA_21-44 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNMA_21-49 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| GNMA_21-58 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNMA_21-7 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| GNMA_21-96 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96) | Long | ABS-collateralized bond/debt obligation | US | $703K | – | 0.03 |
| GNMA_21-97 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| GNMA_22-161 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| GNMA_22-168 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| GNMA_22-46 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46) | Long | ABS-collateralized bond/debt obligation | US | $326K | – | 0.01 |
| GNMA_22-83 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| GNMA_23-101 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| GNMA_23-113 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| GNMA_23-113 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113) | Long | ABS-collateralized bond/debt obligation | US | $851K | – | 0.04 |
| GNMA_23-115 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNMA_23-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| GNMA_23-173 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| GNMA_23-47 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| GNMA_24-51 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $227M | – | 10.21 |
| GRADE_20-FIG1 (SALUDA GRADE ALTERNATIVE MORTGAGE TURST GRADE_20-FIG1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GRADE_22-INV1 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| GRADE_22-INV1 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| GRADE_23-FIG3 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG3) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.53 |
| GRADE_23-FIG4 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.74 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| HOF_20-2 (HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| HOF_22-1 (HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| HPA_19-2 (HOME PARTNERS OF AMERICA TRUST HPA_19-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| ICE: (CDX.NA.HY.42.V1) (Morgan Stanley) | Derivative-credit | US | $-5M | – | -0.22 | |
| IMPRL_21-NQM3 (IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| IMPRL_22-NQM3 (IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| LCRT_20-2 (LENDING CLUB RECEIVABLES TRUST LCRT_20-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| LDMSR_18-GT1 (LOANDEPOT GMSR MASTER TRUST LDMSR _18-GT1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.34 |
| LDPT_21-1 (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1) | Long | ABS-mortgage backed security | US | $12M | – | 0.54 |
| LHOME_21-RTL3 (LHOME MORTGAGE TRUST LHOME_21-RTL3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| LHOME_23-RTL3 (LHOME MORTGAGE TRUST LHOME_23-RTL3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.38 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| LPLMS_21-2A | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| MDPK_16-22A (MADISON PARK FUNDING LTD MDPK_16-22A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.17 |
| MELLO_24-SD1 (MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.20 |
| MFRA_20-NQM3 (MFA TRUST MFRA_20-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| MFRA_20-NQM3 (MFA TRUST MFRA_20-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| MFT_21-1A (MARLETTE FUNDING TRUST MFT_21-1A) | Long | ABS-mortgage backed security | US | $825K | – | 0.04 |
| MPOWR_24-A (MPOWER EDUCATION TRUST MPOWR_24-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| NRZT_14-1A | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.01 |
| NRZT_19-RPL3 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| NRZT_22-NQM2 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| NRZT_24-RPL1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| NRZT_24-RPL1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| NYMT_24-BPL1 (NEW YORK MORTGAGE TRUST NYMT_24-BPL1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.31 |
| NYMT_24-CP1 (NEW YORK MORTGAGE TRUST NYMT_24-CP1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| NYMT_24-CP1 (NEW YORK MORTGAGE TRUST NYMT_24-CP1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| NZES_20-PLS1 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| OBX_21-NQM3 (ONSLOW BAY FINANCIAL LLC OBX_21-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.20 |
| OCT47_20-1A (OCTAGON INVESTMENT PARTNERS 48 OCT47_20-1A) | Long | ABS-mortgage backed security | KY | $15M | – | 0.67 |
| OCT54_21-1A (OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.10 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.30 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| OPTN_24-1A (OPORTUN FUNDING LLC OPTN_24-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| OSAT_21-RPL1 (OSW STRUCTURED ASSET TRUST OSAT_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.21 |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.10 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $2M | – | 0.09 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $1M | – | 0.06 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $699K | – | 0.03 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $6M | – | 0.28 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $5M | – | 0.21 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $4M | – | 0.16 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $3M | – | 0.14 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.09 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $2M | – | 0.07 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $967K | – | 0.04 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $950K | – | 0.04 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $886K | – | 0.04 | |
| PAID_20-3 (PAGAYA AI DEBT SELECTION TRUST PAID_20-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| PAID_21-1 (PAGAYA AI DEBT SELECTION TRUST PAID_21-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| PAID_21-2 (PAGAYA AI DEBT SELECTION TRUST PAID_21-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| PAID_21-3 (PAGAYA AI DEBT SELECTION TRUST PAID_21-3) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| PAID_21-5 (PAGAYA AI DEBT SELECTION TRUST PAID_21-5) | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.52 |
| PAID_22-5 (PAGAYA AI DEBT SELECTION TRUST PAID_22-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| PAID_23-1 (PAGAYA AI DEBT SELECTION TRUST PAID_23-1) | Long | ABS-mortgage backed security | US | $21M | – | 0.93 |
| PAID_23-3 (PAGAYA AI DEBT SELECTION TRUST PAID_23-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| PAID_23-3 (PAGAYA AI DEBT SELECTION TRUST PAID_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $10M | – | 0.47 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $685K | – | 0.03 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $11M | – | 0.48 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| PAID_23-7 (PAGAYA AI DEBT SELECTION TRUST PAID_23-7) | Long | ABS-mortgage backed security | US | $12M | – | 0.55 |
| PAID_23-7 (PAGAYA AI DEBT SELECTION TRUST PAID_23-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| PAID_23-7 (PAGAYA AI DEBT SELECTION TRUST PAID_23-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| PAID_24-2 (PAGAYA AI DEBT SELECTION TRUST PAID_24-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.54 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.36 |
| PAID_24-5 (PAGAYA AI DEBT SELECTION TRUST PAID_24-5) | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| PMIT_24-1A (PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.34 |
| PMTCR_19-2R (PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| PNT_21-1 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.47 |
| PRET_21-NPL1 (PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| PRET_21-NPL6 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.46 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.57 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.60 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.20 |
| PRET_24-NPL2 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| PRET_24-RN1 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.46 |
| PRKCM_22-AFC1 (PRKCM TRUST PRKCM_22-AFC1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| PROG_20-SFR1 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR1) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| PRPM_20-4 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.25 |
| PRPM_20-6 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| PRPM_21-2 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.83 |
| PRPM_21-2 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| PRPM_21-3 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| PRPM_21-4 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| PRPM_21-5 (PRPM LLC PRPM_21-5) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.71 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| PRPM_21-8 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-8) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.53 |
| PRPM_23-NQM1 (PRPM LLC PRPM_23-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| PRPM_23-NQM3 (PRPM LLC PRPM_23-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| PRPM_23-RCF1 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| PRPM_23-RCF2 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| PRPM_23-RCF2 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| PRPM_24-RCF1 (PRPM LLC PRPM_24-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.35 |
| PRPM_24-RCF1 (PRPM LLC PRPM_24-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| PRPM_24-RCF2 (PRPM LLC PRPM_24-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.39 |
| PRPM_24-RCF2 (PRPM LLC PRPM_24-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| PRPM_24-RCF3 (PRPM LLC PRPM_24-RCF3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| RCO_24-1 (RCO VIII MORTGAGE LLC RCO_24-1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.69 |
| REACH_24-1A (REACH FINANCIAL LLC REACH_24-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| RMIR_21-1 (RADNOR REESSENT RMIR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| RMLT_19-3 (RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| RMLT_20-1 (RESIDENTIAL MORTGAGE TRUST RMLT_20-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| RPM_21-2A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A) | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| RRAM_21-16A (RR LTD RRAM_21-16A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.17 |
| RUN_22-NQM1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| SAFCO_24-1A (SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| SDART_24-1 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| STACR_19-CS02 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| STACR_20-CS02 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.67 |
| STACR_20-DNA4 (FREDDIE MAC - STACR_20-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.46 |
| STACR_20-DNA5 (STRUCTURED AGENCY CREDIT RISK STACR_20-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.58 |
| STACR_20-DNA6 (FREDDIE MAC - STACR_20-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.77 |
| STACR_20-HQA4 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.68 |
| STACR_20-HQA5 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.76 |
| STACR_20-HQA5 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.34 |
| STACR_21-DNA1 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.67 |
| STACR_21-DNA5 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 1.18 |
| STACR_21-DNA6 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.37 |
| STAR_20-3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| STAR_20-INV1 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| STAR_20-INV1 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| STAR_21-3 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.16 |
| STWH_21-NPB1 (STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.77 |
| STWH_21-NPB1 (STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.62 |
| THRM_22-1A (THEOREM FUNDING TRUST THRM_22-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| THRM_22-3A (THEOREM FUNDING TRUST THRM_22-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| THRM_23-1A (THEOREM FUNDING TRUST THRM_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| TMIR_21-2 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2) | Long | ABS-collateralized bond/debt obligation | BM | $11M | – | 0.47 |
| TMIR_21-2 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.34 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 1.30 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.35 |
| TRK_21-1 (TOORAK MORTGAGE TRUST TRK_21-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| TRK_24-RRTL1 (TOORAK MORTGAGE TRUST TRK_24-RRTL1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $471M | – | 21.20 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $420M | – | 18.89 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $354M | – | 15.92 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $313M | – | 14.08 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $260M | – | 11.72 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $251M | – | 11.31 |
| UPSPT_21-ST1 (UPSTART PASS-THROUGH TRUST UPSPT_21-ST1) | Long | ABS-mortgage backed security | US | $683K | – | 0.03 |
| UPST_23-1 (UPSTART SECURITIZATION TRUST UPST_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $6M | – | 0.28 | |
| US 2YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $66K | – | 0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-1M | – | -0.06 | |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $3M | – | 0.14 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-163K | – | -0.01 | |
| USAUT_21-1A (USASF RECEIVABLES LLC USAUT_21-1A) | Long | ABS-mortgage backed security | US | $639K | – | 0.03 |
| VCAT_21-NPL2 (VCAT ASSET SECURITIZATION VCAT_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| VCAT_21-NPL3 (VCAT VCAT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| VCAT_21-NPL6 (VWH CAPITAL VCAT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.43 |
| VERUS_19-4 (VERUS SECURITIZATION TRUST VERUS_19-4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| VERUS_20-1 (VERUS SECURITIZATION TRUST VERUS_20-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| VERUS_20-4 (VERUS SECURITIZATION TRUST VERUS_20-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| VERUS_20-INV1 (VERUS SECURITIZATION TRUST VERUS_20-INV1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| VERUS_21-4 (VERUS SECURITIZATION TRUST VERUS_21-4) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.31 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| VERUS_21-R2 (VERUS SECURITIZATION TRUST VERUS_21-R2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| VERUS_23-1 (VERUS SECURITIZATION TRUST VERUS_23-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.31 |
| VERUS_23-INV1 (VERUS SECURITIZATION TRUST VERUS_23-INV1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| VOLT_21-NPL3 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| VOLT_21-NPL4 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| VOLT_21-NPL5 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.46 |
| VOLT_21-NPL6 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.43 |
| VSTA_20-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| WFCM_21-FCMT (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT) | Long | ABS-mortgage backed security | US | $19M | – | 0.88 |
Address
Columbia Funds Series Trust II
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Trunow, Natalie A.
Paglia, Catherine James
Moffett, David M.
Lukitsh, Nancy T.
Hacker, Douglas A.
Gallagher, Brian J.
Flynn, Patricia M.
Darragh, Olive
Connaughton, J. Kevin
Carrig, Janet Langford
Carlton, Pamela G.
Blatz, Kathleen
Beckman, Daniel J.
Batejan, George S.
Transfer Agents
Columbia Management Investment Services Corp.
SS&C GIDS, Inc.
Pricing Services
ICE Data Pricing and Reference Data, LLC
PricingDirect Inc.
Bloomberg Finance L.P.
IHS Markit Ltd.
REFINITIV US LLC
Custodians
JPMORGAN CHASE BANK, N.A.
EUROCLEAR BANK S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
ROYAL BANK OF CANADA
SKANDINAVISKA ENSKILDA BANKEN
SKANDINAVISKA ENSKILDA BANKEN
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
Shareholder Servicing Agents
SS&C GIDS, Inc.
Columbia Management Investment Services Corp.
Admins
Columbia Management Investment Advisers, LLC
Brokers
N/A