PTTRX Holdings List

As of Dec 31, 2023

No.	Symbol	Name	% Weight	Shares
1	n/a	3 Month SOFR Future June 24	10.16%	23,428
2	n/a	3 Month SOFR Future Dec 23	8.38%	19,482
3	n/a	IRS EUR 1.58000 05/24/23-1Y (WHT) LCH Receive	7.44%	3,742,800,000
4	n/a	EUROPEAN MONETARY UNION EURO Purchased	5.29%	2,657,150,080
5	n/a	OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH Receive	5.22%	3,799,600,000
6	n/a	RFR USD SOFR/3.75000 06/21/23-2Y LCH Pay	4.52%	2,489,200,000
7	n/a	2 Year Treasury Note Future Mar 24	4.51%	12,050
8	n/a	5 Year Treasury Note Future Mar 24	4.49%	22,717
9	n/a	Pimco Fds	3.97%	225,468,626
10	FNCL 4.5 2.12	Federal National Mortgage Association 4.5%	3.74%	2,119,035,000
11	FNCL 5 1.12	Federal National Mortgage Association 5%	3.72%	2,066,770,000
12	FNCL 3.5 2.12	Federal National Mortgage Association 3.5%	3.60%	2,152,025,000
13	n/a	OIS CAD CAONREPO/3.75000 09/20/23-2Y LCH Receive	3.33%	2,425,600,000
14	FNCL 3 2.12	Federal National Mortgage Association 3%	3.25%	2,013,442,031
15	FNCL 5 2.12	Federal National Mortgage Association 5%	2.96%	1,645,800,000
16	n/a	RFR USD SOFR/3.50000 09/20/23-2Y LCH Pay	2.82%	1,552,000,000
17	n/a	BRITISH POUND STERLING Purchased	2.80%	1,220,514,222
18	T 1.375 11.15.40	United States Treasury Bonds 1.375%	1.94%	1,602,270,000
19	FNCL 4 2.12	Federal National Mortgage Association 4%	1.90%	1,104,320,000
20	FNCL 6 2.12	Federal National Mortgage Association 6%	1.61%	871,900,000
21	T 3 05.15.45	United States Treasury Bonds 3%	1.53%	1,014,350,000
22	FNCL 3 1.12	Federal National Mortgage Association 3%	1.50%	928,499,000
23	n/a	AUSTRALIAN DOLLARS Purchased	1.47%	1,151,104,597
24	n/a	RFR USD SOFR/1.75000 12/21/22-30Y CME Pay	1.43%	789,600,000
25	FNCL 3 3.12	Federal National Mortgage Association 3%	1.43%	886,532,969
26	n/a	IRS NZD 4.00000 06/14/23-1Y (WHT) LCH Receive	1.39%	1,221,200,000
27	n/a	RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH Receive	1.24%	96,888,000,000
28	n/a	IRS EUR 3.00000 03/20/24-10Y LCH Receive	1.23%	582,700,000
29	n/a	CANADIAN DOLLAR Purchased	1.13%	846,494,342
30	n/a	OIS CAD CAONREPO/4.75000 07/14/23-2Y LCH Receive	1.13%	812,500,000
31	T 3.25 05.15.42	United States Treasury Bonds 3.25%	1.10%	685,942,000
32	n/a	RFR USD SOFR/5.27000 01/31/24-1Y LCH Pay	1.02%	561,900,000
33	n/a	RFR JPY MUTK/0.5000 03/15/22-20Y LCH Pay	1.02%	78,983,900,000
34	n/a	RFR USD SOFR/2.15000 06/15/22-5Y LCH Receive	1.01%	582,600,000
35	FNCL 5.5 1.12	Federal National Mortgage Association 5.5%	0.99%	541,638,000
36	n/a	IRS EUR 2.75000 03/20/24-30Y LCH Pay	0.87%	434,600,000
37	FNCL 3.5 1.12	Federal National Mortgage Association 3.5%	0.87%	518,994,000
38	T 2.75 11.15.42	United States Treasury Bonds 2.75%	0.86%	585,200,000
39	FR SD8329	Federal Home Loan Mortgage Corp. 5%	0.86%	475,459,086
40	G2SF 3.5 1.12	Government National Mortgage Association 3.5%	0.85%	501,000,000
41	n/a	10 Year Goverment of Canada Bond Mar14	0.81%	4,713
42	FN MA4599	Federal National Mortgage Association 3%	0.79%	493,570,222
43	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.79%	3,147,839,769
44	n/a	INDIAN RUPEE-INR-NDF Purchased	0.79%	36,221,260,902
45	RNST 1A A	Roundstone Securities No.1 Designated Activity Company 4.516%	0.79%	392,867,679
46	n/a	IRS NZD 3.75000 06/15/22-5Y LCH Receive	0.76%	668,600,000
47	n/a	SOUTH AFRICA EM SP MYC	0.76%	419,000,000
48	n/a	BRAZILIAN REAL-NDF Purchased	0.71%	1,967,900,000
49	BLTN 0 07.01.24 LTN	Secretaria Tesouro Nacional 0%	0.70%	1,967,900
50	n/a	RFR USD SOFR/1.69000 04/19/22-5Y LCH Receive	0.69%	406,000,000

As of Dec 31, 2023

Showing 50 of 7846

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	147.31%
Other	3.98%
Not Classified	0.06%
Stocks	-0.47%
Cash	-50.87%

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%
France	0.01%
Switzerland	0.01%
XA	0.01%