PTTRX Holdings List

As of Mar 31, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	5 Year Treasury Note Future June 24	10.39%	51,826
2	n/a	IRS EUR 1.58000 05/24/23-1Y (WHT) LCH Receive	7.54%	3,742,800,000
3	FNCL 5 5.11	Federal National Mortgage Association 5%	6.76%	3,692,325,000
4	n/a	EUROPEAN MONETARY UNION EURO Purchased	6.53%	3,212,216,080
5	FNCL 3 5.11	Federal National Mortgage Association 3%	4.30%	2,660,452,297
6	n/a	Pimco Fds	4.17%	228,557,733
7	FNCL 5.5 5.11	Federal National Mortgage Association 5.5%	3.79%	2,030,938,000
8	FNCL 4.5 5.11	Federal National Mortgage Association 4.5%	3.47%	1,944,000,000
9	n/a	10 Year Treasury Note Future June 24	3.01%	14,500
10	n/a	OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH Receive	2.95%	2,143,100,000
11	n/a	BRITISH POUND STERLING Purchased	2.81%	1,183,088,222
12	n/a	IRS EUR 2.75000 09/18/24-10Y LCH Receive	2.50%	1,211,590,000
13	FNCL 3.5 5.11	Federal National Mortgage Association 3.5%	2.37%	1,409,406,000
14	n/a	RFR USD SOFR/3.75000 06/21/23-2Y LCH Pay	2.34%	1,248,000,000
15	n/a	RFR USD SOFR/3.50000 06/20/24-30Y LCH Pay	2.10%	1,121,300,000
16	T 1.375 11.15.40	United States Treasury Bonds 1.375%	1.93%	1,602,270,000
17	FNCL 5 4.11	Federal National Mortgage Association 5%	1.91%	1,042,445,000
18	FNCL 3 4.11	Federal National Mortgage Association 3%	1.88%	1,168,021,703
19	FNCL 3.5 4.11	Federal National Mortgage Association 3.5%	1.88%	1,120,013,000
20	FNCL 4 4.11	Federal National Mortgage Association 4%	1.78%	1,024,830,101
21	FNCL 6 5.11	Federal National Mortgage Association 6%	1.70%	897,900,000
22	T 3 05.15.45	United States Treasury Bonds 3%	1.52%	1,014,350,000
23	n/a	IRS EUR 2.50000 09/18/24-30Y LCH Pay	1.44%	712,205,000
24	n/a	Pimco Fds	1.41%	77,482,690
25	n/a	STATE STREET STIF FUND (EUR)	1.39%	686,055,747
26	n/a	IRS NZD 4.00000 06/14/23-1Y (WHT) LCH Receive	1.36%	1,221,200,000
27	n/a	CANADIAN DOLLAR Purchased	1.23%	892,069,459
28	FNCL 4 5.11	Federal National Mortgage Association 4%	1.22%	701,689,899
29	n/a	RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH Receive	1.19%	96,888,000,000
30	n/a	RFR USD SOFR/1.75000 12/21/22-30Y CME Pay	1.16%	616,800,000
31	n/a	OIS CAD CAONREPO/4.75000 07/14/23-2Y LCH Receive	1.13%	812,500,000
32	G2SF 3 4.11	Government National Mortgage Association 3%	1.13%	681,000,000
33	n/a	INDIAN RUPEE-INR-NDF Purchased	1.07%	47,884,262,490
34	n/a	RFR USD SOFR/5.27000 01/31/24-1Y LCH Pay	1.05%	561,900,000
35	T 3.25 05.15.42	United States Treasury Bonds 3.25%	1.05%	659,142,000
36	n/a	10 Year Government of Canada Bond Future June 24	1.03%	6,202
37	n/a	RFR USD SOFR/2.15000 06/15/22-5Y LCH Receive	1.02%	582,600,000
38	n/a	RFR JPY MUTK/0.5000 03/15/22-20Y LCH Pay	0.98%	78,983,900,000
39	RNST 2A A	Roundstone Securities No. 2 Designated Activity Co. 4.826%	0.97%	479,916,000
40	n/a	RFR USD SOFR/3.50000 12/18/24-1Y LCH Pay	0.94%	503,200,000
41	n/a	OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH Receive	0.94%	682,000,000
42	n/a	RFR USD SOFR/3.71780 03/01/24-9Y* LCH Pay	0.94%	500,800,000
43	FNCL 2.5 5.11	Federal National Mortgage Association 2.5%	0.88%	564,760,000
44	n/a	OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH Pay	0.87%	626,500,000
45	T 2.75 11.15.42	United States Treasury Bonds 2.75%	0.86%	585,200,000
46	G2SF 3.5 4.11	Government National Mortgage Association 3.5%	0.85%	501,000,000
47	FN MA4599	Federal National Mortgage Association 3%	0.79%	487,525,794
48	BLTN 0 07.01.24 LTN	Secretaria Tesouro Nacional 0%	0.78%	2,134,600
49	n/a	SOUTH AFRICA EM SP MYC	0.77%	419,000,000
50	n/a	IRS NZD 3.75000 06/15/22-5Y LCH Receive	0.73%	668,600,000

As of Mar 31, 2024

Showing 50 of 7940

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	144.72%
Other	3.45%
Not Classified	0.06%
Stocks	-0.49%
Cash	-47.75%

Sector Breakdown

Sector	% Weight
Consumer Discretionary	-

Country Breakdown

Sector	% Weight
United States	81.06%
Other	7.60%
XS	6.38%
Brazil	3.43%
Israel	1.15%
Germany	0.12%
EZ	0.10%
Canada	0.08%
Australia	0.03%
Peru	0.02%
Switzerland	0.01%
France	0.01%
XA	0.01%