TOTR 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: 1.59% at a quoted market price (level 1), 36 issuer countries, 0.54% restricted securities.

TOTR's largest investment is US Treasury N/B 08/44 4.125 at 2.82% of net assets. US Treasury N/B 08/54 4.25 and US Treasury N/B 01/32 4.375 follow; the three together are 6.89%. Ten companies are 16.03% of the fund; the other 1,281 share the rest. Among the 192 bond funds measured here, TOTR behaves like 224 holdings against a median of 236.4 — close to the median. Across 19 quarterly filings TOTR has become less concentrated: it behaved like 54.5 at 2021-11-30 and 224 at 2026-05-31. Between the 2026-02-28 and 2026-05-31 filings 202 positions were added and 129 dropped; 21.3% of the weight moved. the United States is the largest country at 88.2% of the portfolio, across 36 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.

Between 2021-11-30 and 2026-05-31, TOTR went from behaving like 54.5 equally weighted positions to 224 — 311% more, while its top ten went from 35.96% to 16.03% 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 1,291 positions in TOTR's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: TOTR.csv.gz.

Share of TOTR'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 TOTR's own filings, 57 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: TOTR.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-05-31, $3m was out to 5 borrowers, 0.58% of net assets. The largest, GOLDMAN SACHS & CO., held 30.6% of it.

Cash collateral reported against the loan: 0.45% of net assets, 78.1% of the amount lent. That is a floor on the collateral, not the whole of it — collateral the fund does not hold as a position is not in this filing, so a figure under 100% is not evidence of under-collateralisation. How that figure behaves across all funds. Every quarter TOTR has filed, with each borrower: TOTR.json · all funds.

1,069 positions became 1,142: 202 added (18.7% of the fund at the later date), 129 dropped (13.7% at the earlier date). Half the sum of all weight changes, a turnover proxy: 21.3%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of TOTR compared this way, as a feed: changes.xml · all funds: filings received.

New: FNMA 30 YR TBA JUN (0.77%), CRF SEQUOIA LLC 4/2 144A CPIB PP (0.41%), FNMA 30 YR TBA JUN (0.40%), STACR 2022-DNA3 M1B 144A (0.38%), JPMMT 2026-HE1 A1 144A (0.38%), VSTA 2026-CES2 A1 144A (0.37%). Gone: FNMA 30 YR TBA MAR (1.28%), FNMA 30 YR TBA MAR (0.86%), US TREASURY N/B (0.71%), FNMA 30 YR TBA MAR (0.71%), FNMA 30 YR TBA MAR (0.55%), FNMA 30 YR TBA MAR (0.46%).

1.6% of TOTR is carried at a quoted market price (fair-value level 1); 0.9% 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 $562M. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays USD-SOFR-COMPOUND + 0.38% on $7M of long swap notional ; it receives 12 mo. Secured Overnight Financing Rate + 0% on $0M of short 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 TOTR (224). Same filings, same arithmetic. Position in this list says nothing about which fund is better.