Total Return Portfolio
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Total Return Portfolio: Structured-Finance Exposure#
Structured-Finance Holdings
As of March 31, 2026, Total Return Portfolio reported 219 structured-finance (asset-backed) positions totaling $329.6M, 42.2% of its $780.1M SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 855396)Holdings as of March 31, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does Total Return Portfolio hold?
Total Return Portfolio reported 219 structured-finance (asset-backed) positions totaling $329.6M, 42.2% of its $780.1M portfolio, as of March 31, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 158 positions ($257.8M, 33.0%); collateralized bond/debt obligations (ABS-CBDO): 11 positions ($11.1M, 1.4%); other asset-backed securities (ABS-O): 50 positions ($60.8M, 7.8%).
What is Total Return Portfolio's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
Total Return Portfolio's structured-finance (ABS/MBS) exposure is $329.6M across 219 positions, or 42.2% of the $780.1M portfolio, as of March 31, 2026.
What date do Total Return Portfolio's structured-finance holdings describe?
This represents Total Return Portfolio's SEC Form N-PORT filing, filed May 29, 2026, with holdings as of March 31, 2026. 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 come from its SEC Form N-PORT filing (SEC CIK 855396) and republished by DealCharts as structured, machine-readable data in the Facts JSON 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, see the fund sponsor's 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
- $780,143,247
- Total Positions
- 528
- Asset Categories
- 9
- Average Position Size
- $1,477,544
Asset Distribution
- Debt
- 53.3%
- Loan
- 1.2%
- ABS Collateralized Bond/Debt Obligations
- 1.4%
- ABS Other
- 7.8%
- Equity Common
- 0.0%
- Short-Term Investments
- 0.1%
- Repurchase Agreements
- 3.2%
- ABS/MBS
- 33.0%
- Derivative-Rate
- -0.0%
- Filing Date
- May 29, 2026
- Holdings as of
- March 31, 2026
Holdings
Portfolio holdings from the NPORT-P filing identified on this page, with its holdings date and source accession.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile uses Total Return Portfolio's SEC Form N-PORT filing dated May 29, 2026, reporting holdings as of March 31, 2026.
Total Return Portfolio reported 528 portfolio positions with a total reported market value of $780.1M as of March 31, 2026, an average of $1.5M per position.
By reported market value, the portfolio was predominantly fixed-income-oriented (53.3% of holdings).
The largest reported asset categories were debt (53.3%), mortgage-backed securities (ABS-MBS) (33.0%), and other asset-backed securities (ABS-O) (7.8%).
The largest asset category, debt, accounted for 53.3% of reported market value across 290 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
These dates identify the NPORT-P filing used on this page. The SEC EDGAR links lead to related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- May 29, 2026
- Fiscal period end
- December 31, 2026
- SEC CIK
- 855396
External Analysis
Datasets & API#
Get the raw data behind this page through the REST API or direct downloads.{
"fund_name": "Total Return Portfolio",
"fund_lei": "549300WNI7Z4R98NYC03",
"total_holdings": 528,
"total_value": 780143247.31,
"asset_types": [
"Debt",
"Loan",
"ABS Collateralized Bond/Debt Obligations",
"ABS Other",
"Equity Common",
"Short-Term Investments",
"Repurchase Agreements",
"ABS/MBS",
"Derivative-Rate"
],
"filing_date": "2026-05-29"
}