BlackRock U.S. Mortgage Portfolio
Data updated: 2026-07-14
C000202318 — BlackRock U.S. Mortgage Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Securitized (MBS/ABS/CMBS) Bond · $453.49M AUM · 0.70% expense ratio · 7.4% 1-yr return. From SEC regulatory filings.
C000202318 Fund Overview
BlackRock U.S. Mortgage Portfolio is a US mutual fund managed by Managed Account Series II, 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: Managed Account Series II
- Category: Long Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $453.49M
- 1-year return: 7.4%
- SEC CIK: 0001738079
- SEC series ID: S000062368
- Share class ID: C000202318
C000202318 Holdings
Top 10 holdings of BlackRock U.S. Mortgage Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Dreyfus Treasury Securities Cash Management | 4.29% |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 4.28% |
| United States of America | 4.25% |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 2.16% |
| Federal Home Loan Mortgage Corp. | 0.99% |
| Wells Fargo Commercial Mortgage Trust | 0.89% |
| Government National Mortgage Association | 0.86% |
| CIP Commercial Mortgage Trust | 0.81% |
| Government National Mortgage Association | 0.68% |
| Madison Park Funding LXV Ltd. | 0.66% |
C000202318 Portfolio Allocation
Asset-class allocation of BlackRock U.S. Mortgage Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 100.5% |
| Cash & Equivalents | 8.5% |
| Fixed Income | 0.1% |
C000202318 Performance
Total returns for C000202318 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 7.4% |
| 3 years (annualised) | 7.3% |
| 5 years (annualised) | 1.4% |
C000202318 Risk Information
Risk metrics for C000202318, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.0%
C000202318 Costs and Fees
C000202318 costs about $70 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.70%
- Gross expense ratio: 0.84%
- Portfolio turnover: 285%
C000202318 Cashflows
Over the 12 months to 2025-10, BlackRock U.S. Mortgage Portfolio had net inflows of $28.80M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2025-10 | $2.41M |
| 2025-09 | $28.21M |
| 2025-08 | −$1.11M |
| 2025-07 | $142.18K |
| 2025-06 | $6.74M |
| 2025-05 | $16.21M |
C000202318 Debt Constituents
Largest debt holdings of BlackRock U.S. Mortgage Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| CRSO Trust | 0.10% |
C000202318 Prospectus and SEC Filings
Official BlackRock U.S. Mortgage Portfolio 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.