BOND holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 3.66% at a quoted market price (level 1), 27 issuer countries, 0.71% restricted securities.

BOND's largest investment is Repurchase Agreements at 6.79% of net assets. Uniform Mortgage-Backed Security, TBA and Pimco Mortgage-Backed Securities Active Exchange-Traded Fund follow; the three together are 16.42%. Between the 2026-03-31 and 2026-06-30 filings 190 positions were added and 158 dropped; 32.3% of the weight moved. the United States is the largest country at 87.31% of the portfolio, across 27 countries in the filing.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable mortgage-backed funds on this site. Nothing here is a view on the fund.

Between 2019-09-30 and 2024-12-31, BOND went from behaving like 119.3 equally weighted positions to 90.7 — 24% fewer, while its top ten went from 20.94% to 26.43% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 15 largest of 1,815 positions in BOND's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: BOND.csv.gz.

Share of BOND's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of BOND's own filings, 84 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference 0.08 percentage points over 84 months, which is roughly the distributions. Every month with the filing it came from: BOND.json · all funds.

1,549 positions became 1,581: 190 added (31.4% of the fund at the later date), 158 dropped (23.9% at the earlier date). Half the sum of all weight changes, a turnover proxy: 32.3%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of BOND compared this way, as a feed: changes.xml · all funds: filings received.

New: BofA Securities, Inc. (5.45%), UMBS, TBA (4.47%), UMBS, TBA (2.77%), UMBS, TBA (2.19%), UMBS, TBA (2.04%), UMBS, TBA (1.82%). Gone: UMBS PASS THRU POOLS (5.07%), UMBS PASS THRU POOLS (3.52%), UMBS PASS THRU POOLS (2.01%), FHLMC PASS THRU POOLS (1.30%), UMBS PASS THRU POOLS (1.09%), GNMA PASS THRU POOLS (1.08%).

3.7% of BOND is carried at a quoted market price (fair-value level 1); 3.1% at level 3, priced from the filer's own inputs. Categories and levels are the filer's, from Form N-PORT; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $8.31B. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays Euribor 3 Month + 0% on $549M of long swap notional . Issuers fill the spread field differently (some file the all-in rate), so compare within an issuer, not across.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured mortgage-backed fund lined up by how many holdings it behaves like; these sit either side of BOND (83.2). Same filings, same arithmetic. Position in this list says nothing about which fund is better.