CoreAlpha Bond Master Portfolio
Data updated: 2026-05-28
C000202350 — CoreAlpha Bond Master Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Total / Aggregate Bond · $672.71M AUM · 4.4% 1-yr return. From SEC regulatory filings.
C000202350 Fund Overview
CoreAlpha Bond Master Portfolio is a US mutual fund managed by Master Investment Portfolio II, categorised as Long Total / Aggregate Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Master Investment Portfolio II
- Category: Long Total / Aggregate Bond
- Assets under management: $672.71M
- 1-year return: 4.4%
- SEC CIK: 0001738077
- SEC series ID: S000062381
- Share class ID: C000202350
C000202350 Holdings
Top 10 holdings of CoreAlpha Bond Master Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 4.54% |
| BlackRock Funds III | 3.19% |
| United States Treasury | 1.78% |
| United States Treasury | 1.20% |
| United States Treasury | 1.13% |
| United States Treasury | 1.08% |
| United States Treasury | 1.03% |
| OneMain Financial Issuance Trust | 0.83% |
| United States Treasury | 0.75% |
| Freddie Mac | 0.70% |
C000202350 Portfolio Allocation
Asset-class allocation of CoreAlpha Bond Master Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 53.0% |
| Securitized | 45.1% |
| Cash & Equivalents | 5.1% |
C000202350 Performance
Total returns for C000202350 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -0.1% |
| 1 year | 4.4% |
| 3 years (annualised) | 3.8% |
| 5 years (annualised) | 0.0% |
C000202350 Risk Information
Risk metrics for C000202350, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.6%
C000202350 Costs and Fees
- Brokerage commissions: 0.48 bps of average net assets (SEC N-CEN)
C000202350 Cashflows
Over the 12 months to 2026-03, CoreAlpha Bond Master Portfolio had net outflows of $44.95M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$27.00M |
| 2026-02 | −$2.97M |
| 2026-01 | −$3.12M |
| 2025-12 | −$3.24M |
| 2025-11 | −$12.71M |
| 2025-10 | −$3.20M |
C000202350 Debt Constituents
Largest debt holdings of CoreAlpha Bond Master Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 4.54% |
| United States Treasury | 1.78% |
| United States Treasury | 1.20% |
| United States Treasury | 1.08% |
| United States Treasury | 1.03% |
| United States Treasury | 0.55% |
| United States Treasury | 0.49% |
| United States Treasury | 0.46% |
| United States Treasury | 0.41% |
| United States Treasury | 0.35% |
C000202350 Prospectus and SEC Filings
Official CoreAlpha Bond Master Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long Total / Aggregate 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.