LibreMax Asset-Backed Income Fund
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LibreMax Asset-Backed Income Fund: Structured-Finance Exposure#
Structured-Finance Holdings
As of June 30, 2026, LibreMax Asset-Backed Income Fund reported 94 structured-finance (asset-backed) positions totaling $237.5M, 83.8% of its $283.5M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 2074612)Holdings as of June 30, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does LibreMax Asset-Backed Income Fund hold?
LibreMax Asset-Backed Income Fund reported 94 structured-finance (asset-backed) positions totaling $237.5M, 83.8% of its $283.5M portfolio, as of June 30, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 29 positions ($82.6M, 29.1%); collateralized bond/debt obligations (ABS-CBDO): 18 positions ($38.9M, 13.7%); other asset-backed securities (ABS-O): 47 positions ($116.0M, 40.9%).
What is LibreMax Asset-Backed Income Fund's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
LibreMax Asset-Backed Income Fund's structured-finance (ABS/MBS) exposure is $237.5M across 94 positions, or 83.8% of the $283.5M portfolio, as of June 30, 2026.
What date do LibreMax Asset-Backed Income Fund's structured-finance holdings describe?
This represents LibreMax Asset-Backed Income Fund's SEC Form N-PORT filing, filed August 31, 2026, with holdings as of June 30, 2026. Figures are point-in-time holdings as reported to the SEC.
Where can I get LibreMax Asset-Backed Income Fund's structured-finance holdings data?
LibreMax Asset-Backed Income Fund's holdings come from its SEC Form N-PORT filing (SEC CIK 2074612) and republished by DealCharts as structured, machine-readable data in the Facts JSON linked on this page. The data is free to reuse under a Creative Commons Attribution 4.0 (CC BY 4.0) license. Cite as DealCharts (dealcharts.org).
Does DealCharts track LibreMax Asset-Backed Income Fund's latest news, products, partnerships, or leadership changes?
No. DealCharts covers LibreMax Asset-Backed Income Fund's structured-finance holdings and exposure derived from SEC Form N-PORT filings, not corporate news, product launches, partnerships, acquisitions, earnings, or executive changes. For those, see the fund sponsor's disclosures or SEC EDGAR full-text filings.
Fund Overview
Fund Metrics
Portfolio summary and asset distribution sourced from SEC NPORT-P filings.Portfolio Summary
- Total Value
- $283,529,178
- Total Positions
- 176
- Asset Categories
- 8
- Average Position Size
- $1,610,961
Asset Distribution
- ABS Other
- 40.9%
- ABS Collateralized Bond/Debt Obligations
- 13.7%
- ABS/MBS
- 29.1%
- Derivative-FX
- 0.0%
- Loan
- 2.1%
- Debt
- 48.9%
- Short-Term Investments
- 1.6%
- Repurchase Agreements
- -36.4%
- Filing Date
- August 31, 2026
- Holdings as of
- June 30, 2026
Holdings
Portfolio holdings from the NPORT-P filing identified on this page, with its holdings date and source accession.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile uses LibreMax Asset-Backed Income Fund's SEC Form N-PORT filing dated August 31, 2026, reporting holdings as of June 30, 2026.
LibreMax Asset-Backed Income Fund reported 176 portfolio positions with a total reported market value of $283.5M as of June 30, 2026, an average of $1.6M per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (83.8% of holdings).
The largest reported asset categories were debt (48.9%), other asset-backed securities (ABS-O) (40.9%), and mortgage-backed securities (ABS-MBS) (29.1%).
The largest asset category, debt, accounted for 48.9% of reported market value across 13 positions.
Auto-generated from this fund's SEC Form N-PORT filing data. Figures are point-in-time as reported.
Entity Statements
Recent SEC Filing Activity
These dates identify the NPORT-P filing used on this page. The SEC EDGAR links lead to related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- August 31, 2026
- Fiscal period end
- December 31, 2026
- SEC CIK
- 2074612
External Analysis
Datasets & API#
Get the raw data behind this page through the REST API or direct downloads.{
"fund_name": "LibreMax Asset-Backed Income Fund",
"fund_lei": "529900A1XNETYGKNVH18",
"total_holdings": 176,
"total_value": 283529177.57,
"asset_types": [
"ABS Other",
"ABS Collateralized Bond/Debt Obligations",
"ABS/MBS",
"Derivative-FX",
"Loan",
"Debt",
"Short-Term Investments",
"Repurchase Agreements"
],
"filing_date": "2026-08-31"
}