Total Return Portfolio
Total Return Portfolio: Structured-Finance Exposure#
Quick Answer: Structured-Finance Holdings
As of the reporting period ending December 31, 2025, Total Return Portfolio reported 437 structured-finance (asset-backed) positions totaling $840.1M, 55.1% of its $1.5B SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 855396)Reporting period ending December 31, 2025License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does Total Return Portfolio hold?
Total Return Portfolio reported 437 structured-finance (asset-backed) positions totaling $840.1M, 55.1% of its $1.5B portfolio, as of the reporting period ending December 31, 2025 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 322 positions ($699.2M, 45.9%); collateralized bond/debt obligations (ABS-CBDO): 33 positions ($35.5M, 2.3%); other asset-backed securities (ABS-O): 82 positions ($105.4M, 6.9%).
What is Total Return Portfolio's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
Total Return Portfolio's structured-finance (ABS/MBS) exposure is $840.1M across 437 positions, or 55.1% of the $1.5B portfolio, as of the reporting period ending December 31, 2025.
As of when is Total Return Portfolio's structured-finance holdings data reported?
This reflects Total Return Portfolio's most recent SEC Form N-PORT filing, filed February 26, 2026, covering the reporting period ending December 31, 2025. Figures are point-in-time holdings as reported to the SEC.
Where can I get Total Return Portfolio's structured-finance holdings data?
Total Return Portfolio's holdings are sourced from its SEC Form N-PORT filing (SEC CIK 855396) 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 Total Return Portfolio's latest news, products, partnerships, or leadership changes?
No. DealCharts covers Total Return 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
- $1,524,330,116
- Total Positions
- 936
- Average Position Size
- $1,628,558
Asset Distribution
- Filing Date
- February 26, 2026
- Report Date
- December 31, 2025
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 Total Return Portfolio's most recent SEC Form N-PORT filing, dated February 26, 2026, covering the reporting period ending December 31, 2025.
Total Return Portfolio reported 936 portfolio positions with a total reported market value of $1.5B as of the reporting period ending December 31, 2025, an average of $1.6M per position.
By reported market value, the portfolio was predominantly securitized-credit-oriented (55.1% of holdings).
The largest reported asset categories were mortgage-backed securities (ABS-MBS) (45.9%), debt (43.2%), and other asset-backed securities (ABS-O) (6.9%).
The single largest asset category, mortgage-backed securities (ABS-MBS), accounted for 45.9% of reported market value across 322 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 26, 2026
- Report period
- December 31, 2025
- SEC CIK
- 855396
External Analysis
Datasets & API#
Access the raw data behind this fund page through multiple channels: REST API or direct downloads.{
"fund_name": "Total Return Portfolio",
"fund_lei": "549300WNI7Z4R98NYC03",
"total_holdings": 936,
"total_value": 1524330115.53,
"asset_types": [],
"filing_date": "2026-02-26"
}