TSX:PMIF Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	CANADIAN DOLLAR Purchased	57.84%	16,445,423,243
2	n/a	RFR USD SOFR/3.75000 12/18/24-3Y LCH Receive	23.25%	4,494,500,000
3	n/a	10 Year Treasury Note Future Mar 25	19.29%	34,282
4	n/a	RFR USD SOFR/3.87000 06/06/23-7Y LCH Receive	16.67%	3,194,400,000
5	n/a	Federal National Mortgage Association 5.5%	14.74%	2,889,000,000
6	n/a	Federal National Mortgage Association 6%	14.55%	2,799,425,000
7	n/a	Federal National Mortgage Association 6.5%	13.44%	2,545,225,000
8	n/a	RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME Receive	12.82%	1,617,700,000
9	n/a	RFRF USD SF+26.161/0.75 06/16/21-10Y LCH Receive	12.02%	1,932,850,000
10	n/a	GBP - CAD Purchased	11.68%	1,825,511,290
11	n/a	EUR - CAD Purchased	11.61%	2,184,721,308
12	n/a	IRS EUR 2.50000 03/19/25-5Y LCH Receive	7.07%	1,319,600,000
13	n/a	RFRF USD SF+26.161/2.2* 9/20/23-5Y* CME Receive	7.04%	1,361,200,000
14	n/a	Federal National Mortgage Association 5%	6.82%	1,367,000,000
15	n/a	RFRF USD SF+26.161/3.00 9/19/23-5Y* CME Receive	6.50%	1,255,600,000
16	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	6.02%	1,107,190,000
17	n/a	CANADIAN PROVINCE REPO	4.68%	1,300,000,000
18	n/a	CANADIAN PROVINCE REPO	4.32%	1,200,000,000
19	n/a	CDX HY43 5Y ICE	4.21%	755,600,000
20	n/a	Federal National Mortgage Association 3.5%	4.08%	892,694,000
21	n/a	Federal National Mortgage Association 4%	3.84%	811,100,513
22	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.70%	706,430,000
23	n/a	Jamestown Residential 2024-1 DAC 4.172%	2.48%	462,982,363
24	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	2.35%	448,990,000
25	n/a	Low Sulphur Gas Oil Futures Mar25	2.25%	3,757
26	n/a	5 Year Treasury Note Future Mar 25	2.21%	4,009
27	n/a	RFRF USD SF+26.161/1.2* 9/17/23-2Y* CME Receive	2.10%	406,200,000
28	n/a	RFR USD SOFR/1.75000 06/15/22-30Y CME Receive	2.01%	284,200,000
29	n/a	RFR USD SOFR/3.83000 03/03/25-4Y* LCH Receive	1.96%	376,330,000
30	n/a	RFR USD SOFR/2.00000 12/21/22-10Y LCH Receive	1.90%	368,100,000
31	n/a	RFR USD SOFR/3.65543 03/01/24-4Y* LCH Receive	1.87%	356,800,000
32	TII 1.875 07.15.34	United States Treasury Notes 1.875%	1.84%	367,182,700
33	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.83%	352,800,000
34	n/a	RFR USD SOFR/3.71000 03/03/25-7Y* LCH Receive	1.78%	337,100,000
35	n/a	JPY - CAD Purchased	1.77%	55,017,700,000
36	n/a	AUD - CAD Purchased	1.71%	522,326,000
37	n/a	Government National Mortgage Association 4%	1.64%	343,812,000
38	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	1.64%	290,600,000
39	n/a	United States Treasury Notes 0.375%	1.55%	302,181,390
40	n/a	Artemis Mortgages PLC 5.50264%	1.54%	237,205,118
41	n/a	RFR USD SOFR/3.25000 06/21/23-5Y LCH Receive	1.51%	284,535,920
42	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	1.51%	283,630,000
43	n/a	RFR USD SOFR/3.75000 12/18/24-2Y LCH Receive	1.50%	287,800,000
44	n/a	Citigroup Mortgage Loan Trust 2021-A 0%	1.50%	321,318,431
45	n/a	IRS EUR 2.00000 09/21/22-10Y LCH Receive	1.44%	268,070,000
46	n/a	RFR USD SOFR/1.75000 06/15/22-3Y LCH Receive	1.43%	274,100,000
47	n/a	RFR USD SOFR/3.75000 12/18/24-7Y LCH Receive	1.41%	267,020,000
48	n/a	RFRF USD SF+26.161/1.3* 08/25/23-5Y CME Receive	1.37%	241,605,000
49	n/a	RFRF USD SF+26.161/0.70 9/18/23-7Y* CME Receive	1.33%	216,500,000
50	n/a	Federal National Mortgage Association 3%	1.33%	303,050,000

As of Dec 31, 2024

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