The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio - Charts and Resources

Data discoverability for The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio updated as of 2025-08-27.
2025-08-27

Quick Answer

What is The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio? A US commercial mortgage-backed security.

Identifiers: .

Unique value: Dealcharts provides computed pool metrics, time-series performance analysis, and cross-deal comparisons not available in raw SEC EDGAR filings.

Sources: SEC EDGAR public filings.

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🚗 Auto ABS
13
💬 Commentary
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Fund Overview

Fund NameThe U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio
Fund LEI549300PE1Q71JBWDLD38
Fund FIGISearch FIGI
Fund ID
S000029854

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
$6,229,707
Number of Holdings
41
Asset Types
2
Average Position Size
$151,944

Asset Distribution

CMBS
71.2%
AUTO
28.8%
Filing Date
Aug 27, 2025
Report Date
Jun 30, 2025

CMBS Holdings

Explore a list of CMBS deals held by this fund, sourced directly from the most recent NPORT-P filings on EDGAR SEC.gov.
DealFiling DateTranchesTotal ValueReporting PeriodDistress Signals
BBCMS 2022-C152025-08-27A-5$367,1372025-06-30
3
BMO 2024-5C42025-08-27A-3$303,3022025-06-30
1
BANK 2018-BNK102025-08-27A-5$294,1122025-06-30
BANK 2021-BNK372025-08-27A-5$262,8902025-06-30
1
GSMS 2017-GS52025-08-27A-4$240,9452025-06-30
5
WFCM 2025-C642025-08-27A-5$208,1962025-06-30
MSBAM 2017-C332025-08-27A-5$194,5962025-06-30
4
MSC 2017-H12025-08-27A-4$193,4782025-06-30
3
GSMS 2019-GC422025-08-27A-4$186,5322025-06-30
3
BMARK 2022-B332025-08-27A-5$182,8342025-06-30
BMARK 2024-V82025-08-27A-3$158,1652025-06-30
BANK5 2024-5YR82025-08-27A-S$157,4692025-06-30
BMO 2025-C112025-08-27A-SB$156,1262025-06-30
BBCMS 2024-C282025-08-27A-5$154,2982025-06-30
BBCMS 2023-C222025-08-27A-5$139,5542025-06-30
7
BANK 2020-BNK262025-08-27A-4$135,0672025-06-30
1
WFCM 2019-C532025-08-27A-4$114,5042025-06-30
1
MSWF 2023-12025-08-27A-5$104,8302025-06-30
BMARK 2024-V112025-08-27A-M$104,5562025-06-30
1
WFCM 2018-C472025-08-27A-4$99,6542025-06-30
3
UBSCM 2018-C92025-08-27A-4$98,4322025-06-30
5
GSMS 2018-GS102025-08-27A-5$97,7912025-06-30
8
BANK 2019-BNK172025-08-27A-4$97,1942025-06-30
BANK 2019-BNK192025-08-27A-3$93,0232025-06-30
BANK 2019-BNK212025-08-27A-5$92,2172025-06-30
GSMS 2020-GC452025-08-27A-S$91,6522025-06-30
2
BBCMS 2020-C72025-08-27A-S$53,0742025-06-30
7
BBCMS 2024-5C292025-08-27A-3$50,9902025-06-30
1
DealTranchesTotal Value
BBCMS 2022-C15
2025-06-30		A-5$367,137
BMO 2024-5C4
2025-06-30		A-3$303,302
BANK 2018-BNK10
2025-06-30		A-5$294,112
BANK 2021-BNK37
2025-06-30		A-5$262,890
GSMS 2017-GS5
2025-06-30		A-4$240,945
WFCM 2025-C64
2025-06-30		A-5$208,196
MSBAM 2017-C33
2025-06-30		A-5$194,596
MSC 2017-H1
2025-06-30		A-4$193,478
GSMS 2019-GC42
2025-06-30		A-4$186,532
BMARK 2022-B33
2025-06-30		A-5$182,834
BMARK 2024-V8
2025-06-30		A-3$158,165
BANK5 2024-5YR8
2025-06-30		A-S$157,469
BMO 2025-C11
2025-06-30		A-SB$156,126
BBCMS 2024-C28
2025-06-30		A-5$154,298
BBCMS 2023-C22
2025-06-30		A-5$139,554
BANK 2020-BNK26
2025-06-30		A-4$135,067
WFCM 2019-C53
2025-06-30		A-4$114,504
MSWF 2023-1
2025-06-30		A-5$104,830
BMARK 2024-V11
2025-06-30		A-M$104,556
WFCM 2018-C47
2025-06-30		A-4$99,654
UBSCM 2018-C9
2025-06-30		A-4$98,432
GSMS 2018-GS10
2025-06-30		A-5$97,791
BANK 2019-BNK17
2025-06-30		A-4$97,194
BANK 2019-BNK19
2025-06-30		A-3$93,023
BANK 2019-BNK21
2025-06-30		A-5$92,217
GSMS 2020-GC45
2025-06-30		A-S$91,652
BBCMS 2020-C7
2025-06-30		A-S$53,074
BBCMS 2024-5C29
2025-06-30		A-3$50,990
* 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.

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.
DealFiling DateTranchesTotal ValueReporting PeriodDistress Signals
GMCAR 2024-12025-08-27$301,4462025-06-30
HDMOT 2024-A2025-08-27$204,1282025-06-30
TAOT 2024-A2025-08-27$202,7502025-06-30
FORDL 2024-B2025-08-27$151,4792025-06-30
CARMX 2025-12025-08-27$127,6922025-06-30
HART 2023-C2025-08-27$126,3632025-06-30
WOART 2025-A2025-08-27$102,2072025-06-30
MBALT 2025-A2025-08-27$101,3682025-06-30
HAROT 2023-32025-08-27$101,2442025-06-30
GMALT 2024-22025-08-27$101,0642025-06-30
HART 2024-B2025-08-27$100,9952025-06-30
WOART 2024-B2025-08-27$100,9842025-06-30
HAROT 2023-12025-08-27$75,3722025-06-30
DealTranchesTotal Value
GMCAR 2024-1
2025-06-30		$301,446
HDMOT 2024-A
2025-06-30		$204,128
TAOT 2024-A
2025-06-30		$202,750
FORDL 2024-B
2025-06-30		$151,479
CARMX 2025-1
2025-06-30		$127,692
HART 2023-C
2025-06-30		$126,363
WOART 2025-A
2025-06-30		$102,207
MBALT 2025-A
2025-06-30		$101,368
HAROT 2023-3
2025-06-30		$101,244
GMALT 2024-2
2025-06-30		$101,064
HART 2024-B
2025-06-30		$100,995
WOART 2024-B
2025-06-30		$100,984
HAROT 2023-1
2025-06-30		$75,372
* 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.

Context & Commentary#

Expert analysis, research, and commentary from verified entities and contributors.

Entity Statements

No entity statements available yet for this fund.Associated with this fund? Contact us at partnerships@dealcharts.org to add your perspective.

External Analysis

No external analysis linked yet for this fund.Published research on this fund? Contact us to share your insights.
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Datasets & API#

Access the raw data behind this fund page through multiple channels: REST API or direct downloads.
REST APIProgrammatic access to fund holdings, positions, and metadata.
GET /api/funds/549300PE1Q71JBWDLD38
API Documentation →
Structured Facts (JSON-LD)Machine-readable facts for LLMs, research, and automation.
{
  "fund_name": "The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio",
  "fund_lei": "549300PE1Q71JBWDLD38",
  "total_holdings": 41,
  "total_value": 6229707.419999999,
  "asset_types": [
    "CMBS",
    "AUTO"
  ],
  "filing_date": "2025-08-27"
}
Data StewardshipAll data on this page is sourced from public SEC NPORT-P filings and transformed into structured, analyzable datasets. We verify accuracy through automated checks and community feedback.Found an issue? Report it and help us improve data quality for everyone.