USFR 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.

USFR's largest investment is TF 0 10/31/27 at 27.95% of net assets. TF 0 07/31/27 and TF 0 01/31/28 follow; the three together are 83.79%. Ten companies are 100% of the fund; the other -5 share the rest. Among the 192 bond funds measured here, USFR behaves like 3.8 holdings against a median of 236.4 — 50.0 times more concentrated than the median. Across 27 quarterly filings USFR has held roughly steady since 2019-11-30 (3.6 then, 3.8 now). Between the 2026-02-28 and 2026-05-31 filings 1 positions were added and 1 dropped; 28.0% 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.

Between 2019-11-30 and 2026-05-31, USFR went from behaving like 3.6 equally weighted positions to 3.8 — 6% more, while its top ten went from 100% to 100% 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 5 largest of 5 positions in USFR's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: USFR.csv.gz.

Monthly total returns from Item B.5 of USFR'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 — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: USFR.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2025-05-31, $1m was out to 1 borrower, 0.01% of net assets.

Cash collateral reported against the loan: 0.01% of net assets, 171.2% 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 USFR has filed, with each borrower: USFR.json · all funds.

5 positions became 5: 1 added (15.9% of the fund at the later date), 1 dropped (27.9% at the earlier date). Half the sum of all weight changes, a turnover proxy: 28.0%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of USFR compared this way, as a feed: changes.xml · all funds: filings received.

New: UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT (15.95%). Gone: United States Treasury Notes (27.95%).

99.99% debt 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.

Every measured debt fund lined up by how many holdings it behaves like; these sit either side of USFR (3.8). Same filings, same arithmetic. Position in this list says nothing about which fund is better.