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
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
$6,210,398Number of Holdings
41Asset Types
2Average Position Size
$151,473Asset Distribution
CMBS
72.7%AUTO
27.3%Filing Date
Aug 27, 2025Report 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 | 2025-08-27 | A-5 | $367,137 | 2025-06-30 |  4 loan(s) in special servicing |
| BMO 2024-5C4 | 2025-08-27 | A-3 | $303,302 | 2025-06-30 | 1 loan(s) in special servicing |
| BANK 2018-BNK10 | 2025-08-27 | A-5 | $294,112 | 2025-06-30 | |
| BANK 2021-BNK37 | 2025-08-27 | A-5 | $262,890 | 2025-06-30 | 1 loan(s) in special servicing |
| GSMS 2017-GS5 | 2025-08-27 | A-4 | $240,945 | 2025-06-30 | 5 loan(s) in special servicing |
| WFCM 2025-C64 | 2025-08-27 | A-5 | $208,196 | 2025-06-30 | |
| MSBAM 2017-C33 | 2025-08-27 | A-5 | $194,596 | 2025-06-30 | 4 loan(s) in special servicing |
| MSC 2017-H1 | 2025-08-27 | A-4 | $193,478 | 2025-06-30 | 3 loan(s) in special servicing |
| GSMS 2019-GC42 | 2025-08-27 | A-4 | $186,532 | 2025-06-30 | 3 loan(s) in special servicing |
| BMARK 2022-B33 | 2025-08-27 | A-5 | $182,834 | 2025-06-30 | |
| BMARK 2024-V8 | 2025-08-27 | A-3 | $158,165 | 2025-06-30 | |
| BANK5 2024-5YR8 | 2025-08-27 | A-S | $157,469 | 2025-06-30 | |
| BMO 2025-C11 | 2025-08-27 | A-SB | $156,126 | 2025-06-30 | |
| BBCMS 2024-C28 | 2025-08-27 | A-5 | $154,298 | 2025-06-30 | |
| BBCMS 2023-C22 | 2025-08-27 | A-5 | $139,554 | 2025-06-30 | 5 loan(s) in special servicing |
| BANK 2020-BNK26 | 2025-08-27 | A-4 | $135,067 | 2025-06-30 | 1 loan(s) in special servicing |
| WFCM 2019-C53 | 2025-08-27 | A-4 | $114,504 | 2025-06-30 | |
| MSWF 2023-1 | 2025-08-27 | A-5 | $104,830 | 2025-06-30 | |
| BMARK 2024-V11 | 2025-08-27 | A-M | $104,556 | 2025-06-30 | 1 loan(s) in special servicing |
| WFCM 2018-C47 | 2025-08-27 | A-4 | $99,654 | 2025-06-30 | 4 loan(s) in special servicing |
| UBSCM 2018-C9 | 2025-08-27 | A-4 | $98,432 | 2025-06-30 | 5 loan(s) in special servicing |
| GSMS 2018-GS10 | 2025-08-27 | A-5 | $97,791 | 2025-06-30 | 8 loan(s) in special servicing |
| BANK 2019-BNK17 | 2025-08-27 | A-4 | $97,194 | 2025-06-30 | |
| BANK 2019-BNK19 | 2025-08-27 | A-3 | $93,023 | 2025-06-30 | 1 loan(s) in special servicing |
| BANK 2019-BNK21 | 2025-08-27 | A-5 | $92,217 | 2025-06-30 | |
| GSMS 2020-GC45 | 2025-08-27 | A-S | $91,652 | 2025-06-30 | 1 loan(s) in special servicing |
| BMARK 2020-IG1 | 2025-08-27 | A-S | $81,935 | 2025-06-30 | 1 loan(s) in special servicing |
| BBCMS 2020-C7 | 2025-08-27 | A-S | $53,074 | 2025-06-30 | 6 loan(s) in special servicing |
| BBCMS 2024-5C29 | 2025-08-27 | A-3 | $50,990 | 2025-06-30 | 1 loan(s) in special servicing |
| Deal | Tranches | Total 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 |
| BMARK 2020-IG1 2025-06-30 | A-S | $81,935 |
| 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.
* 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 |
|---|---|---|---|---|---|
| GMCAR 2024-1 | 2025-08-27 | $301,446 | 2025-06-30 | ||
| HDMOT 2024-A | 2025-08-27 | $204,128 | 2025-06-30 | ||
| TAOT 2024-A | 2025-08-27 | $202,750 | 2025-06-30 | ||
| FORDL 2024-B | 2025-08-27 | $151,479 | 2025-06-30 | ||
| CARMX 2025-1 | 2025-08-27 | $127,692 | 2025-06-30 | ||
| HART 2023-C | 2025-08-27 | $126,363 | 2025-06-30 | ||
| WOART 2025-A | 2025-08-27 | $102,207 | 2025-06-30 | ||
| MBALT 2025-A | 2025-08-27 | $101,368 | 2025-06-30 | ||
| GMALT 2024-2 | 2025-08-27 | $101,064 | 2025-06-30 | ||
| HART 2024-B | 2025-08-27 | $100,995 | 2025-06-30 | ||
| WOART 2024-B | 2025-08-27 | $100,984 | 2025-06-30 | ||
| HAROT 2023-1 | 2025-08-27 | $75,372 | 2025-06-30 |
| Deal | Tranches | Total 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 | |
| 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.
* Reporting Period represents the reporting period end date from the NPORT-P filing.
* For full disclosures, please visit our disclosures page.