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 2024-11-26.
2024-11-26
Fund Overview
| Fund Name | The U.S. Mortgage/Asset Backed Fixed Income Securities Portfolio | Fund LEI | 549300PE1Q71JBWDLD38Fund FIGI | Search FIGI
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
$5,493,299Number of Holdings
40Asset Types
2Average Position Size
$137,332Asset Distribution
CMBS
66.8%AUTO
33.2%Filing Date
Nov 26, 2024Report Date
Jun 30, 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 |
|---|---|---|---|---|---|
| BBCMS 2022-C15 | 2024-11-26 | A-5 | $372,820 | 2025-06-30 |  3 loan(s) in special servicing |
| BANK 2018-BNK10 | 2024-11-26 | A-5 | $292,391 | 2025-06-30 | |
| BANK 2021-BNK37 | 2024-11-26 | A-5 | $262,877 | 2025-06-30 | 2 loan(s) in special servicing |
| GSMS 2017-GS5 | 2024-11-26 | A-4 | $241,664 | 2025-06-30 | 5 loan(s) in special servicing |
| MSC 2017-H1 | 2024-11-26 | A-4 | $195,048 | 2025-06-30 | 3 loan(s) in special servicing |
| MSBAM 2017-C33 | 2024-11-26 | A-5 | $194,243 | 2025-06-30 | 1 loan(s) in special servicing |
| GSMS 2019-GC42 | 2024-11-26 | A-4 | $185,217 | 2025-06-30 | 3 loan(s) in special servicing |
| BMARK 2022-B33 | 2024-11-26 | A-5 | $184,308 | 2025-06-30 | |
| BANK 2017-BNK9 | 2024-11-26 | A-SB | $160,411 | 2025-06-30 | 3 loan(s) in special servicing |
| BBCMS 2023-C22 | 2024-11-26 | A-5 | $144,731 | 2025-06-30 | 4 loan(s) in special servicing |
| BANK 2022-BNK41 | 2024-11-26 | A-4 | $142,736 | 2025-06-30 | |
| BMARK 2021-B25 | 2024-11-26 | A-SB | $137,720 | 2025-06-30 | 3 loan(s) in special servicing |
| BANK 2020-BNK26 | 2024-11-26 | A-4 | $133,849 | 2025-06-30 | |
| WFCM 2019-C53 | 2024-11-26 | A-4 | $114,104 | 2025-06-30 | |
| MSWF 2023-1 | 2024-11-26 | A-5 | $106,547 | 2025-06-30 | |
| WFCM 2018-C47 | 2024-11-26 | A-4 | $99,887 | 2025-06-30 | 4 loan(s) in special servicing |
| GSMS 2018-GS10 | 2024-11-26 | A-5 | $97,493 | 2025-06-30 | 8 loan(s) in special servicing |
| BANK 2019-BNK17 | 2024-11-26 | A-4 | $96,708 | 2025-06-30 | |
| BANK 2019-BNK19 | 2024-11-26 | A-3 | $91,710 | 2025-06-30 | 1 loan(s) in special servicing |
| BANK 2019-BNK21 | 2024-11-26 | A-5 | $91,629 | 2025-06-30 | |
| GSMS 2020-GC45 | 2024-11-26 | A-S | $91,206 | 2025-06-30 | 1 loan(s) in special servicing |
| BMARK 2020-IG1 | 2024-11-26 | A-S | $77,544 | 2025-06-30 | 2 loan(s) in special servicing |
| BBCMS 2023-C21 | 2024-11-26 | A-5 | $54,801 | 2025-06-30 | 1 loan(s) in special servicing |
| BBCMS 2020-C7 | 2024-11-26 | A-S | $52,357 | 2025-06-30 | 4 loan(s) in special servicing |
| COMM 2019-GC44 | 2024-11-26 | A-SB | $48,264 | 2025-06-30 | 4 loan(s) in special servicing |
| Deal | Tranches | Total Value |
|---|---|---|
| BBCMS 2022-C15 2025-06-30 | A-5 | $372,820 |
| BANK 2018-BNK10 2025-06-30 | A-5 | $292,391 |
| BANK 2021-BNK37 2025-06-30 | A-5 | $262,877 |
| GSMS 2017-GS5 2025-06-30 | A-4 | $241,664 |
| MSC 2017-H1 2025-06-30 | A-4 | $195,048 |
| MSBAM 2017-C33 2025-06-30 | A-5 | $194,243 |
| GSMS 2019-GC42 2025-06-30 | A-4 | $185,217 |
| BMARK 2022-B33 2025-06-30 | A-5 | $184,308 |
| BANK 2017-BNK9 2025-06-30 | A-SB | $160,411 |
| BBCMS 2023-C22 2025-06-30 | A-5 | $144,731 |
| BANK 2022-BNK41 2025-06-30 | A-4 | $142,736 |
| BMARK 2021-B25 2025-06-30 | A-SB | $137,720 |
| BANK 2020-BNK26 2025-06-30 | A-4 | $133,849 |
| WFCM 2019-C53 2025-06-30 | A-4 | $114,104 |
| MSWF 2023-1 2025-06-30 | A-5 | $106,547 |
| WFCM 2018-C47 2025-06-30 | A-4 | $99,887 |
| GSMS 2018-GS10 2025-06-30 | A-5 | $97,493 |
| BANK 2019-BNK17 2025-06-30 | A-4 | $96,708 |
| BANK 2019-BNK19 2025-06-30 | A-3 | $91,710 |
| BANK 2019-BNK21 2025-06-30 | A-5 | $91,629 |
| GSMS 2020-GC45 2025-06-30 | A-S | $91,206 |
| BMARK 2020-IG1 2025-06-30 | A-S | $77,544 |
| BBCMS 2023-C21 2025-06-30 | A-5 | $54,801 |
| BBCMS 2020-C7 2025-06-30 | A-S | $52,357 |
| COMM 2019-GC44 2025-06-30 | A-SB | $48,264 |
* 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 |
|---|---|---|---|---|---|
| TAOT 2024-A | 2024-11-26 | $203,219 | 2025-06-30 | ||
| WOART 2021-C | 2024-11-26 | $193,265 | 2025-06-30 | ||
| GMCAR 2024-1 | 2024-11-26 | $152,015 | 2025-06-30 | ||
| FORDL 2024-B | 2024-11-26 | $151,595 | 2025-06-30 | ||
| GMCAR 2023-1 | 2024-11-26 | $150,464 | 2025-06-30 | ||
| HART 2023-C | 2024-11-26 | $127,673 | 2025-06-30 | ||
| VALET 2023-1 | 2024-11-26 | $126,551 | 2025-06-30 | ||
| WOART 2024-B | 2024-11-26 | $102,518 | 2025-06-30 | ||
| HAROT 2023-3 | 2024-11-26 | $102,319 | 2025-06-30 | ||
| HART 2024-B | 2024-11-26 | $101,499 | 2025-06-30 | ||
| NAROT 2023-A | 2024-11-26 | $100,516 | 2025-06-30 | ||
| TAOT 2023-A | 2024-11-26 | $85,223 | 2025-06-30 | ||
| HAROT 2023-1 | 2024-11-26 | $75,742 | 2025-06-30 | ||
| CRVNA 2022-P2 | 2024-11-26 | $75,224 | 2025-06-30 | ||
| WOART 2023-B | 2024-11-26 | $75,211 | 2025-06-30 |
| Deal | Tranches | Total Value |
|---|---|---|
| TAOT 2024-A 2025-06-30 | $203,219 | |
| WOART 2021-C 2025-06-30 | $193,265 | |
| GMCAR 2024-1 2025-06-30 | $152,015 | |
| FORDL 2024-B 2025-06-30 | $151,595 | |
| GMCAR 2023-1 2025-06-30 | $150,464 | |
| HART 2023-C 2025-06-30 | $127,673 | |
| VALET 2023-1 2025-06-30 | $126,551 | |
| WOART 2024-B 2025-06-30 | $102,518 | |
| HAROT 2023-3 2025-06-30 | $102,319 | |
| HART 2024-B 2025-06-30 | $101,499 | |
| NAROT 2023-A 2025-06-30 | $100,516 | |
| TAOT 2023-A 2025-06-30 | $85,223 | |
| HAROT 2023-1 2025-06-30 | $75,742 | |
| CRVNA 2022-P2 2025-06-30 | $75,224 | |
| WOART 2023-B 2025-06-30 | $75,211 |
* 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.