The Core Fixed Income Portfolio - Charts and Resources
Data discoverability for The Core Fixed Income Portfolio updated as of 2024-11-26.
2024-11-26
Fund Overview
Fund Metrics
Key metrics and portfolio distribution for the fund's structured product holdings. Note: These metrics only reflect the holdings we track and may not represent the fund's complete portfolio.Portfolio Summary
Total Value
$393,788Number of Holdings
24Asset Types
2Average Position Size
$16,408Asset Distribution
CMBS
71.8%AUTO
28.2%Filing Date
Nov 25, 2024Report Date
Jun 29, 2025CMBS Holdings
Explore a list of cmbs deals held by this fund, sourced directly from the most recent NPORT-P filings on EDGAR SEC.gov. The funds in this table should have a reporting period end date in the future which means the holdings are current as of the most recent filing.| Deal | Filing Date | Tranches | Total Value | Reporting Period | Distress Signals |
|---|---|---|---|---|---|
| WFCM 2018-C47 | 2024-11-26 | A-4 | $24,972 | 2025-06-30 | 4 loan(s) in special servicing |
| GSMS 2018-GS9 | 2024-11-26 | A-4 | $24,431 | 2025-06-30 | 3 loan(s) in special servicing |
| GSMS 2018-GS10 | 2024-11-26 | A-4 | $24,431 | 2025-06-30 | 8 loan(s) in special servicing |
| MSBAM 2017-C33 | 2024-11-26 | A-5 | $24,280 | 2025-06-30 | 1 loan(s) in special servicing |
| JPMDB 2016-C4 | 2024-11-26 | A-3 | $23,938 | 2025-06-30 | |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 | 2024-11-26 | A-4 | $23,893 | 2025-06-30 | |
| BANK 2022-BNK41 | 2024-11-26 | A-4 | $23,789 | 2025-06-30 | |
| WFCM 2022-C62 | 2024-11-26 | A-4 | $19,181 | 2025-06-30 | 3 loan(s) in special servicing |
| BANK 2019-BNK21 | 2024-11-26 | A-5 | $18,326 | 2025-06-30 | |
| BBCMS 2020-C7 | 2024-11-26 | A-S | $17,452 | 2025-06-30 | 6 loan(s) in special servicing |
| BANK 2017-BNK9 | 2024-11-26 | A-SB | $16,041 | 2025-06-30 | 3 loan(s) in special servicing |
| BMARK 2021-B25 | 2024-11-26 | A-SB | $13,772 | 2025-06-30 | 3 loan(s) in special servicing |
| BBCMS 2023-C21 | 2024-11-26 | A-5 | $10,960 | 2025-06-30 | 1 loan(s) in special servicing |
| COMM 2019-GC44 | 2024-11-26 | A-SB | $9,653 | 2025-06-30 | 4 loan(s) in special servicing |
| BMARK 2020-IG1 | 2024-11-26 | A-S | $7,754 | 2025-06-30 | 1 loan(s) in special servicing |
| Deal | Tranches | Total Value |
|---|---|---|
| WFCM 2018-C47 2025-06-30 | A-4 | $24,972 |
| GSMS 2018-GS9 2025-06-30 | A-4 | $24,431 |
| GSMS 2018-GS10 2025-06-30 | A-4 | $24,431 |
| MSBAM 2017-C33 2025-06-30 | A-5 | $24,280 |
| JPMDB 2016-C4 2025-06-30 | A-3 | $23,938 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 2025-06-30 | A-4 | $23,893 |
| BANK 2022-BNK41 2025-06-30 | A-4 | $23,789 |
| WFCM 2022-C62 2025-06-30 | A-4 | $19,181 |
| BANK 2019-BNK21 2025-06-30 | A-5 | $18,326 |
| BBCMS 2020-C7 2025-06-30 | A-S | $17,452 |
| BANK 2017-BNK9 2025-06-30 | A-SB | $16,041 |
| BMARK 2021-B25 2025-06-30 | A-SB | $13,772 |
| BBCMS 2023-C21 2025-06-30 | A-5 | $10,960 |
| COMM 2019-GC44 2025-06-30 | A-SB | $9,653 |
| BMARK 2020-IG1 2025-06-30 | A-S | $7,754 |
* This table is not yet exhaustive. It is a new feature and contains only the funds we have found so far based on the tranche identifiers we know about. We are still working on it!
* Reporting Period represents the reporting period end date from the NPORT-P filing.
* For full disclosures, please visit our disclosures page.
* Reporting Period represents the reporting period end date from the NPORT-P filing.
* For full disclosures, please visit our disclosures page.
Auto ABS Holdings
Explore a list of auto abs deals held by this fund, sourced directly from the most recent NPORT-P filings on EDGAR SEC.gov. The funds in this table should have a reporting period end date in the future which means the holdings are current as of the most recent filing.| Deal | Filing Date | Tranches | Total Value | Reporting Period | Distress Signals |
|---|---|---|---|---|---|
| HART 2024-B | 2024-11-26 | $30,450 | 2025-06-30 | ||
| TAOT 2024-A | 2024-11-26 | $15,241 | 2025-06-30 | ||
| HAROT 2023-3 | 2024-11-26 | $10,232 | 2025-06-30 | ||
| HART 2022-C | 2024-11-26 | $10,228 | 2025-06-30 | ||
| GMCAR 2023-1 | 2024-11-26 | $10,031 | 2025-06-30 | ||
| CRVNA 2022-P2 | 2024-11-26 | $10,030 | 2025-06-30 | ||
| TAOT 2023-A | 2024-11-26 | $10,026 | 2025-06-30 | ||
| WOART 2021-C | 2024-11-26 | $9,663 | 2025-06-30 | ||
| WOART 2023-B | 2024-11-26 | $5,014 | 2025-06-30 |
| Deal | Tranches | Total Value |
|---|---|---|
| HART 2024-B 2025-06-30 | $30,450 | |
| TAOT 2024-A 2025-06-30 | $15,241 | |
| HAROT 2023-3 2025-06-30 | $10,232 | |
| HART 2022-C 2025-06-30 | $10,228 | |
| GMCAR 2023-1 2025-06-30 | $10,031 | |
| CRVNA 2022-P2 2025-06-30 | $10,030 | |
| TAOT 2023-A 2025-06-30 | $10,026 | |
| WOART 2021-C 2025-06-30 | $9,663 | |
| WOART 2023-B 2025-06-30 | $5,014 |
* This table is not yet exhaustive. It is a new feature and contains only the funds we have found so far based on the tranche identifiers we know about. We are still working on it!
* Reporting Period represents the reporting period end date from the NPORT-P filing.
* For full disclosures, please visit our disclosures page.
* Reporting Period represents the reporting period end date from the NPORT-P filing.
* For full disclosures, please visit our disclosures page.