BATS: Securitized Total Return Series
Data updated: 2026-06-15
C000146955 — BATS: Securitized Total Return Series data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Securitized (MBS/ABS/CMBS) Bond · $5.10B AUM · 0.02% expense ratio · 6.4% 1-yr return. From SEC regulatory filings.
C000146955 Fund Overview
BATS: Securitized Total Return Series is a US mutual fund managed by Blackrock Allocation Target Shares, categorised as Long Securitized (MBS/ABS/CMBS) Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Blackrock Allocation Target Shares
- Category: Long Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $5.10B
- 1-year return: 6.4%
- SEC CIK: 0001221845
- SEC series ID: S000047014
- Share class ID: C000146955
C000146955 Holdings
Top 10 holdings of BATS: Securitized Total Return Series by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Dreyfus Treasury Securities Cash Management | 6.95% |
| Barclays Mortgage Loan Trust 2025-N | 0.96% |
| Barclays Mortgage Loan Trust 2025-Nqm5 | 0.88% |
| Barclays Mortgage Loan Trust 2025-Nqm4 | 0.86% |
| Barclays Mortgage Loan Trust 2026-Nqm3 | 0.74% |
| Eqt Trust 2024-Extr | 0.57% |
| Baha Trust 2024-Mar | 0.57% |
| Barclays Mortgage Loan Trust 2024-Nqm4 | 0.42% |
| Barclays Mortgage Loan Trust 2025-Nqm1 | 0.42% |
| Barclays Mortgage Loan Trust 2025-Nqm2 | 0.41% |
C000146955 Portfolio Allocation
Asset-class allocation of BATS: Securitized Total Return Series by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 92.7% |
| Cash & Equivalents | 6.9% |
| Loans | 0.4% |
| Fixed Income | 0.3% |
C000146955 Performance
Total returns for C000146955 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.1% |
| 1 year | 6.4% |
| 3 years (annualised) | 7.7% |
| 5 years (annualised) | 4.3% |
C000146955 Risk Information
Risk metrics for C000146955, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.1%
C000146955 Costs and Fees
C000146955 costs about $2 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.02%
- Gross expense ratio: 0.04%
- Portfolio turnover: 50%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000146955 Cashflows
Over the 12 months to 2026-03, BATS: Securitized Total Return Series had net inflows of $1.52B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $8.44M |
| 2026-02 | $131.96M |
| 2026-01 | $146.35M |
| 2025-12 | $221.61M |
| 2025-11 | $270.03M |
| 2025-10 | $165.23M |
C000146955 Debt Constituents
Largest debt holdings of BATS: Securitized Total Return Series by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Rmit_21-3 | 0.20% |
| Mcm 2021-Vfn1: Note Cmo/whole | 0.05% |
| Mcm 2021-Vfn1: Cert Cmo/whole | 0.03% |
| Ambac Assurance Corporation | 0.00% |
C000146955 Prospectus and SEC Filings
Official BATS: Securitized Total Return Series filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long Securitized (MBS/ABS/CMBS) Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.