HTRB 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: 0.19% at a quoted market price (level 1), 32 issuer countries.

HTRB's largest investment is Uniform Mortgage-Backed Security, TBA at 3.6% of net assets. U.S. Treasury Notes and U.S. Treasury Notes follow; the three together are 8.68%. Ten companies are 21.98% of the fund; the other 1,756 share the rest. Among the 15 mortgage-backed funds measured here, HTRB behaves like 139.7 holdings against a median of 157.5 — close to the median. Across 27 quarterly filings HTRB has become less concentrated: it behaved like 74.7 at 2019-10-31 and 156.3 at 2026-04-30. Between the 2026-01-31 and 2026-04-30 filings 331 positions were added and 458 dropped; 38.0% of the weight moved.

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 2019-10-31 and 2026-04-30, HTRB went from behaving like 74.7 equally weighted positions to 156.3 — 109% more, while its top ten went from 30.92% to 19.49% 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 1,766 positions in HTRB's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: HTRB.csv.gz.

Share of HTRB'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 HTRB's own filings, 81 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference 0.09 percentage points over 81 months, which is roughly the distributions. Every month with the filing it came from: HTRB.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, $6m was out to 10 borrowers. The largest, JP MORGAN SECURITIES LLC, held 30.8% 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 HTRB has filed, with each borrower: HTRB.json · all funds.

1,903 positions became 1,776: 331 added (33.6% of the fund at the later date), 458 dropped (30.6% at the earlier date). Half the sum of all weight changes, a turnover proxy: 38.0%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of HTRB compared this way, as a feed: changes.xml · all funds: filings received.

New: UMBS, TBA (3.07%), United States Treasury (2.20%), UMBS, TBA (2.04%), UMBS, TBA (1.94%), United States Treasury (1.78%), United States Treasury (1.27%). Gone: UMBS, TBA (1.86%), UMBS, TBA (1.53%), United States Treasury (1.43%), Government National Mortgage Association (1.38%), United States Treasury (1.21%), UMBS, TBA (1.11%).

0.2% of HTRB 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 $2.24B. Notional of an interest-rate or currency swap is not equity exposure.

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 HTRB (139.7). Same filings, same arithmetic. Position in this list says nothing about which fund is better.