The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio: Structured-Finance Exposure#
Quick Answer: Structured-Finance Holdings
As of the reporting period ending June 30, 2026, The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio reported 1773 structured-finance (asset-backed) positions totaling $233.1M, 79.2% of its $294.4M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 934563)Reporting period ending June 30, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio hold?
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio reported 1773 structured-finance (asset-backed) positions totaling $233.1M, 79.2% of its $294.4M portfolio, as of the reporting period ending June 30, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 1773 positions ($233.1M, 79.2%).
What is The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's structured-finance (ABS/MBS) exposure is $233.1M across 1773 positions, or 79.2% of the $294.4M portfolio, as of the reporting period ending June 30, 2026.
As of when is The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's structured-finance holdings data reported?
This reflects The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's most recent SEC Form N-PORT filing, filed February 27, 2026, covering the reporting period ending June 30, 2026. Figures are point-in-time holdings as reported to the SEC.
Where can I get The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's structured-finance holdings data?
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's holdings are sourced from its SEC Form N-PORT filing (SEC CIK 934563) 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 The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's latest news, products, partnerships, or leadership changes?
No. DealCharts covers The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio'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
- $294,406,406
- Total Positions
- 1,778
- Average Position Size
- $165,583
Asset Distribution
- Filing Date
- February 27, 2026
- Report Date
- June 30, 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 The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio's most recent SEC Form N-PORT filing, dated February 27, 2026, covering the reporting period ending June 30, 2026.
The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio reported 1,778 portfolio positions with a total reported market value of $294.4M as of the reporting period ending June 30, 2026, an average of $165.6K per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (79.2% of holdings).
The largest reported asset categories were mortgage-backed securities (ABS-MBS) (79.2%), Unknown (13.1%), and short-term investments (7.7%).
The single largest asset category, mortgage-backed securities (ABS-MBS), accounted for 79.2% of reported market value across 1,773 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
- February 27, 2026
- Report period
- June 30, 2026
- SEC CIK
- 934563
External Analysis
Datasets & API#
Access the raw data behind this fund page through multiple channels: REST API or direct downloads.{
"fund_name": "The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio",
"fund_lei": "549300PE1Q71JBWDLD38",
"total_holdings": 1778,
"total_value": 294406406.28,
"asset_types": [],
"filing_date": "2026-02-27"
}