Series E (Total Return Bond Series)
Series E (Total Return Bond Series): Structured-Finance Exposure#
Quick Answer: Structured-Finance Holdings
As of the reporting period ending December 31, 2026, Series E (Total Return Bond Series) reported 244 structured-finance (asset-backed) positions totaling $112.3M, 50.4% of its $222.7M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 217087)Reporting period ending December 31, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does Series E (Total Return Bond Series) hold?
Series E (Total Return Bond Series) reported 244 structured-finance (asset-backed) positions totaling $112.3M, 50.4% of its $222.7M portfolio, as of the reporting period ending December 31, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 26 positions ($54.9M, 24.6%); collateralized bond/debt obligations (ABS-CBDO): 55 positions ($15.2M, 6.8%); other asset-backed securities (ABS-O): 163 positions ($42.3M, 19.0%).
What is Series E (Total Return Bond Series)'s asset-backed / mortgage-backed securities (ABS/MBS) exposure?
Series E (Total Return Bond Series)'s structured-finance (ABS/MBS) exposure is $112.3M across 244 positions, or 50.4% of the $222.7M portfolio, as of the reporting period ending December 31, 2026.
As of when is Series E (Total Return Bond Series)'s structured-finance holdings data reported?
This reflects Series E (Total Return Bond Series)'s most recent SEC Form N-PORT filing, filed June 1, 2026, covering the reporting period ending December 31, 2026. Figures are point-in-time holdings as reported to the SEC.
Where can I get Series E (Total Return Bond Series)'s structured-finance holdings data?
Series E (Total Return Bond Series)'s holdings are sourced from its SEC Form N-PORT filing (SEC CIK 217087) and republished by DealCharts as structured, machine-readable data through the Facts JSON endpoint 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 Series E (Total Return Bond Series)'s latest news, products, partnerships, or leadership changes?
No. DealCharts covers Series E (Total Return Bond Series)'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, consult the fund sponsor's own 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
- $222,742,449
- Total Positions
- 609
- Asset Categories
- 10
- Average Position Size
- $365,751
Asset Distribution
- Derivative-Equity
- 0.0%
- Short-Term Investments
- 1.1%
- ABS/MBS
- 24.6%
- Equity Common
- 12.0%
- Loan
- 2.5%
- Debt
- 33.8%
- ABS Collateralized Bond/Debt Obligations
- 6.8%
- Equity Preferred
- 0.2%
- ABS Other
- 19.0%
- Derivative-Rate
- -0.0%
- Filing Date
- June 1, 2026
- Report Date
- December 31, 2026
Holdings
All portfolio holdings for this fund, sourced from the most recent NPORT-P filing on SEC EDGAR.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile reflects Series E (Total Return Bond Series)'s most recent SEC Form N-PORT filing, dated June 1, 2026, covering the reporting period ending December 31, 2026.
Series E (Total Return Bond Series) reported 609 portfolio positions with a total reported market value of $222.7M as of the reporting period ending December 31, 2026, an average of $365.8K per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (50.4% of holdings).
The largest reported asset categories were debt (33.8%), mortgage-backed securities (ABS-MBS) (24.6%), and other asset-backed securities (ABS-O) (19.0%).
The single largest asset category, debt, accounted for 33.8% of reported market value across 320 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
DealCharts currently indexes the latest NPORT-P holdings filing for this fund and links to official SEC EDGAR results for related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- June 1, 2026
- Report period
- December 31, 2026
- SEC CIK
- 217087
External Analysis
Datasets & API#
Access the raw data behind this fund page through multiple channels: REST API or direct downloads.{
"fund_name": "Series E (Total Return Bond Series)",
"fund_lei": "549300KRQSBPNKM3ER41",
"total_holdings": 609,
"total_value": 222742448.66,
"asset_types": [
"Derivative-Equity",
"Short-Term Investments",
"ABS/MBS",
"Equity Common",
"Loan",
"Debt",
"ABS Collateralized Bond/Debt Obligations",
"Equity Preferred",
"ABS Other",
"Derivative-Rate"
],
"filing_date": "2026-06-01"
}