U.S. Total Bond Index Master Portfolio
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U.S. Total Bond Index Master Portfolio: Structured-Finance Exposure#
Structured-Finance Holdings
As of June 30, 2026, U.S. Total Bond Index Master Portfolio reported 1656 structured-finance (asset-backed) positions totaling $819.7M, 23.4% of its $3.5B SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 915092)Holdings as of June 30, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does U.S. Total Bond Index Master Portfolio hold?
U.S. Total Bond Index Master Portfolio reported 1656 structured-finance (asset-backed) positions totaling $819.7M, 23.4% of its $3.5B portfolio, as of June 30, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 1638 positions ($811.2M, 23.1%); other asset-backed securities (ABS-O): 18 positions ($8.5M, 0.2%).
What is U.S. Total Bond Index Master Portfolio's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
U.S. Total Bond Index Master Portfolio's structured-finance (ABS/MBS) exposure is $819.7M across 1656 positions, or 23.4% of the $3.5B portfolio, as of June 30, 2026.
What date do U.S. Total Bond Index Master Portfolio's structured-finance holdings describe?
This represents U.S. Total Bond Index Master Portfolio's SEC Form N-PORT filing, filed August 25, 2026, with holdings as of June 30, 2026. Figures are point-in-time holdings as reported to the SEC.
Where can I get U.S. Total Bond Index Master Portfolio's structured-finance holdings data?
U.S. Total Bond Index Master Portfolio's holdings come from its SEC Form N-PORT filing (SEC CIK 915092) 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 U.S. Total Bond Index Master Portfolio's latest news, products, partnerships, or leadership changes?
No. DealCharts covers U.S. Total Bond Index Master 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
- $3,507,303,114
- Total Positions
- 9,809
- Asset Categories
- 4
- Average Position Size
- $357,560
Asset Distribution
- Debt
- 68.4%
- ABS Other
- 0.2%
- Short-Term Investments
- 8.3%
- ABS/MBS
- 23.1%
- Filing Date
- August 25, 2026
- Holdings as of
- June 30, 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 U.S. Total Bond Index Master Portfolio's SEC Form N-PORT filing dated August 25, 2026, reporting holdings as of June 30, 2026.
U.S. Total Bond Index Master Portfolio reported 9,809 portfolio positions with a total reported market value of $3.5B as of June 30, 2026, an average of $357.6K per position.
By reported market value, the portfolio was predominantly fixed-income-oriented (68.4% of holdings).
The largest reported asset categories were debt (68.4%), mortgage-backed securities (ABS-MBS) (23.1%), and short-term investments (8.3%).
The largest asset category, debt, accounted for 68.4% of reported market value across 8,150 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
- August 25, 2026
- Fiscal period end
- December 31, 2026
- SEC CIK
- 915092
External Analysis
Datasets & API#
Get the raw data behind this page through the REST API or direct downloads.{
"fund_name": "U.S. Total Bond Index Master Portfolio",
"fund_lei": "549300QI52DSLLI6VD30",
"total_holdings": 9809,
"total_value": 3507303113.85,
"asset_types": [
"Debt",
"ABS Other",
"Short-Term Investments",
"ABS/MBS"
],
"filing_date": "2026-08-25"
}