HFSI 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: 2.01% at a quoted market price (level 1), 58 issuer countries.

HFSI's largest investment is Uniform Mortgage-Backed Security, TBA at 6.63% of net assets. Invesco Senior Loan ETF and U.S. Treasury Notes follow; the three together are 11.07%. Between the 2026-01-31 and 2026-04-30 filings 249 positions were added and 208 dropped; 48.5% of the weight moved. the United States is the largest country at 81% of the portfolio, across 58 countries in the filing.

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

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.

HFSI's filing lists 1,180 positions including 1.1% of net assets in securities-lending cash collateral. Counted as filed the fund reads 80.8 effective holdings with a top ten of 27.22%; on its own investments — the figure above — it reads 104.1 with a top ten of 24.1%. The collateral is matched by a liability and is not a holding the fund chose; since 2026-09-18 every figure on this site sets it aside (methodology). Both numbers are in the data.

The 15 largest of 1,179 positions in HFSI's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: HFSI.csv.gz.

Share of HFSI'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 HFSI's own filings, 56 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: HFSI.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-07-31, $14m was out to 10 borrowers. The largest, MORGAN STANLEY & CO. INTERNATIONAL PLC, held 31.8% of it.

The filing reports no cash collateral position against this loan. Collateral taken in a form the fund does not hold as a position does not appear in N-PORT, so this is silence rather than absence. What the collateral figure can and cannot show. Every quarter HFSI has filed, with each borrower: HFSI.json · all funds.

928 positions became 969: 249 added (42.2% of the fund at the later date), 208 dropped (29.8% at the earlier date). Half the sum of all weight changes, a turnover proxy: 48.5%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of HFSI compared this way, as a feed: changes.xml · all funds: filings received.

New: UMBS, TBA (5.88%), Invesco Senior Loan ETF (2.06%), United States Treasury (1.88%), UMBS, TBA (1.49%), United States Treasury (1.13%), Government National Mortgage Association (0.96%). Gone: United States Treasury (2.55%), United States Treasury (2.20%), United States Treasury (1.61%), United States Treasury (1.56%), United States Treasury (1.53%), United States Treasury (1.31%).

2.0% of HFSI is carried at a quoted market price (fair-value level 1). 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 $760M. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays 1 day COP IBR + 0% on $1.29B 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 debt fund lined up by how many holdings it behaves like; these sit either side of HFSI (104.1). Same filings, same arithmetic. Position in this list says nothing about which fund is better.