NVDL 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% at a quoted market price (level 1), one issuer country.

NVDL's largest investment is United States Treasury Bill at 320.25% of net assets. Nvda Equity Swap 15 and Nvda Equity Swap 2 follow; the three together are 480.2%. Between the 2026-03-31 and 2026-06-30 filings 2 positions were added and 1 dropped; 61.8% of the weight moved.

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.

The 10 largest of 11 positions in NVDL's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Lines the filer classes as derivatives are included at their filed value, which is not their exposure; a swap or option line may carry a counterparty's name. The exposure itself is in the section on counterparties below. Every position, every quarter: NVDL.csv.gz.

Monthly total returns from Item B.5 of NVDL's own filings, 45 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: NVDL.json · all funds.

2 positions became 3: 2 added (61.8% of the fund at the later date), 1 dropped (56.5% at the earlier date). Half the sum of all weight changes, a turnover proxy: 61.8%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of NVDL compared this way, as a feed: changes.xml · all funds: filings received.

New: Treasury Bill (61.08%), Treasury Bill (0.71%). Gone: Treasury Bill (56.45%).

61.79% debt, 38.21% derivative as filed; 0.0% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; 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 $4.05B. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays OBFR01 + 5.063% on $3.90B 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 NVDL (2.3). Same filings, same arithmetic. Position in this list says nothing about which fund is better.