PONCX Holdings List

As of Jun 30, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	RFR USD SOFR/4.50000 05/22/23-2Y LCH Receive	13.85%	21,464,640,000
2	FNCL 6 8.11	Federal National Mortgage Association 6%	11.81%	18,162,191,000
3	n/a	RFR GBP SONIO/4.00000 09/18/24-5Y LCH Receive	8.23%	9,999,450,000
4	n/a	RFR USD SOFR/4.90000 06/06/23-2Y LCH Receive	8.19%	12,635,250,000
5	n/a	BRITISH POUND STERLING Purchased	7.01%	8,545,793,036
6	FNCL 5.5 8.11	Federal National Mortgage Association 5.5%	6.98%	10,902,051,834
7	n/a	5 Year Treasury Note Future Sept 24	6.85%	99,077
8	n/a	IRS EUR 2.95000 10/27/22-6Y* LCH Receive	6.71%	9,616,100,000
9	n/a	RFRF USD SF+26.161/0.70 12/14/21-3Y LCH Receive	6.65%	10,241,100,000
10	n/a	RFRF USD SF+26.161/0.80 12/14/21-3Y LCH Receive	6.63%	10,221,000,000
11	FNCL 6.5 8.11	Federal National Mortgage Association 6.5%	6.10%	9,235,469,000
12	FNCL 5 9.11	Federal National Mortgage Association 5%	5.72%	9,112,500,000
13	FNCL 6.5 7.11	Federal National Mortgage Association 6.5%	5.26%	7,967,328,000
14	n/a	RFR USD SOFR/3.50000 05/22/23-10Y LCH Receive	4.97%	7,665,070,000
15	FNCL 5.5 7.11	Federal National Mortgage Association 5.5%	4.74%	7,413,077,262
16	n/a	RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH Receive	4.18%	1,037,000,000,000
17	n/a	Pimco Fds	4.18%	662,447,554
18	n/a	RFR USD SOFR/3.75000 06/20/24-7Y CME Receive	4.00%	6,260,230,000
19	n/a	RFR USD SOFR/4.00000 06/20/24-2Y CME Receive	4.00%	6,228,000,000
20	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.78%	5,828,130,000
21	n/a	RFR USD SOFR/3.70000 06/06/23-10Y LCH Receive	3.75%	5,784,570,000
22	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	3.38%	5,206,670,000
23	n/a	CDX IG42 5Y ICE	3.38%	5,100,700,000
24	n/a	RFRF USD SF+26.161/1.90 05/18/22-10Y LCH Receive	3.34%	5,143,500,000
25	n/a	Irs Eur -0.26000 03/18/20-5Y Lch Receive	3.32%	4,777,800,000
26	n/a	RFR USD SOFR/2.45000 12/20/23-1Y LCH Receive	3.23%	4,973,600,000
27	n/a	EUROPEAN MONETARY UNION EURO Purchased	3.16%	4,545,870,231
28	n/a	RFR USD SOFR/3.75000 06/20/24-4Y CME Receive	3.12%	4,886,285,000
29	n/a	RFR USD SOFR/3.75000 06/20/24-7Y LCH Receive	2.95%	4,540,220,000
30	n/a	RFR USD SOFR/3.70000 05/13/24-3Y CME Receive	2.93%	4,602,700,000
31	FNCL 6 7.11	Federal National Mortgage Association 6%	2.89%	4,443,784,000
32	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	2.62%	3,771,700,000
33	n/a	RFRF USD SF+26.161/0.60 12/14/21-3Y LCH Receive	2.58%	3,976,455,000
34	FNCL 5 7.11	Federal National Mortgage Association 5%	2.46%	3,924,195,000
35	n/a	RFR USD SOFR/1.75000 06/15/22-7Y LCH Receive	2.31%	3,566,550,000
36	n/a	RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH Receive	2.28%	3,516,800,000
37	n/a	JAPANESE YEN Purchased	2.28%	568,228,404,382
38	n/a	RFR USD SOFR/3.55000 05/13/24-7Y CME Receive	2.09%	3,309,700,000
39	FNCL 4 8.11	Federal National Mortgage Association 4%	2.05%	3,446,278,369
40	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	1.90%	2,935,110,000
41	n/a	CDX HY42 5Y ICE	1.89%	2,745,400,000
42	n/a	2 Year Treasury Note Future Sept 24	1.86%	14,032
43	n/a	Irs Eur 0.50000 06/17/20-30Y Lch Receive	1.78%	2,557,071,000
44	n/a	IRS EUR 2.95000 10/27/22-7Y* LCH Receive	1.64%	2,341,400,000
45	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.61%	2,485,600,000
46	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	1.57%	2,426,080,000
47	n/a	INDIAN RUPEE-INR-NDF Purchased	1.53%	196,344,519,503
48	n/a	TAIWANESE DOLLAR-NDF Purchased	1.50%	74,534,670,201
49	n/a	SOUTH KOREA WON-NDF Purchased	1.49%	3,155,424,189,665
50	T 4.5 04.15.27	United States Treasury Notes 4.5%	1.44%	2,225,400,000

As of Jun 30, 2024

Showing 50 of 9547

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Asset Allocation

Asset Class	% Weight
Bond	154.53%
Stocks	0.93%
Not Classified	0.05%
Other	-0.42%
Cash	-55.10%

Sector Breakdown

Sector	% Weight
Other	99.87%
Real Estate	0.05%
Financials	0.04%
Energy	0.02%
Communication Services	0.02%

Country Breakdown

Sector	% Weight
Other	80.24%
United States	16.78%
XS	2.00%
Germany	0.45%
South Africa	0.18%
XA	0.08%
Argentina	0.07%
United Kingdom	0.06%
Russian Federation	0.04%
Israel	0.03%
Greece	0.03%
Switzerland	0.02%
Peru	0.01%
Canada	0.01%