PMIF Holdings List

As of Jun 30, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	CANADIAN DOLLAR Purchased	51.87%	13,495,052,393
2	n/a	CANADIAN PROVINCE REPO	23.94%	6,234,600,000
3	n/a	RFR USD SOFR/3.87000 06/06/23-7Y LCH Receive	16.78%	3,194,400,000
4	n/a	10 Year Treasury Note Future Sept 24	15.68%	27,177
5	n/a	RFR USD SOFR/3.75000 12/18/24-3Y LCH Receive	13.66%	2,621,300,000
6	n/a	RFRF USD SF+26.161/0.75 06/16/21-10Y LCH Receive	10.15%	1,932,850,000
7	n/a	Federal National Mortgage Association 6%	9.43%	1,790,125,000
8	n/a	EUR - CAD Purchased	9.11%	1,620,451,105
9	n/a	GBP - CAD Purchased	9.01%	1,357,716,688
10	n/a	Federal National Mortgage Association 5.5%	8.81%	1,700,825,000
11	n/a	RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME Receive	8.50%	1,617,700,000
12	n/a	Federal National Mortgage Association 5.5%	8.47%	1,635,000,000
13	n/a	Federal National Mortgage Association 6.5%	8.10%	1,515,386,000
14	n/a	RFR USD SOFR/4.45000 06/06/23-3Y LCH Receive	7.74%	1,477,100,000
15	n/a	RFR USD SOFR/4.30000 03/21/24-3Y LCH Receive	6.78%	1,293,300,000
16	n/a	RFRF USD SF+26.161/2.2* 9/20/23-5Y* CME Receive	6.58%	1,361,200,000
17	n/a	RFRF USD SF+26.161/3.00 9/19/23-5Y* CME Receive	6.22%	1,255,600,000
18	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	5.82%	1,107,190,000
19	n/a	RFRF USD SF+26.161/0.3* 9/18/23-1Y* CME Receive	4.34%	827,000,000
20	n/a	IRS EUR 2.75000 09/18/24-10Y LCH Receive	4.28%	763,800,000
21	n/a	Federal National Mortgage Association 4%	4.22%	876,900,000
22	n/a	Federal National Mortgage Association 3.5%	4.15%	892,694,000
23	n/a	Federal National Mortgage Association 5%	4.04%	795,632,436
24	n/a	Federal National Mortgage Association 6.5%	3.96%	741,339,000
25	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.71%	706,430,000
26	n/a	RFR USD SOFR/2.45000 12/20/23-1Y LCH Receive	3.70%	704,900,000
27	n/a	Federal National Mortgage Association 5%	3.18%	627,192,564
28	n/a	CDX HY42 5Y ICE	3.13%	560,500,000
29	n/a	IRS EUR 2.50000 09/18/24-30Y LCH Receive	2.45%	435,000,000
30	n/a	Artemis Mortgages PLC 6.0071%	2.18%	327,964,000
31	n/a	IRS EUR 3.00000 09/18/24-2Y LCH Receive	2.14%	380,100,000
32	n/a	RFRF USD SF+26.161/1.2* 9/17/23-2Y* CME Receive	2.05%	406,200,000
33	n/a	Federal National Mortgage Association 6%	2.04%	387,800,000
34	n/a	IRS EUR 0.25000 09/21/22-10Y LCH Receive	1.91%	339,000,000
35	n/a	RFR USD SOFR/3.65543 03/01/24-4Y* LCH Receive	1.87%	356,800,000
36	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.85%	352,800,000
37	n/a	JPY - CAD Purchased	1.75%	55,017,400,000
38	n/a	RFR USD SOFR/2.00000 12/21/22-10Y LCH Receive	1.66%	368,100,000
39	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	1.64%	290,600,000
40	n/a	Federal National Mortgage Association 4.5%	1.62%	326,400,000
41	n/a	Citigroup Mortgage Loan Trust 2021-A 0%	1.56%	337,783,426
42	n/a	CDX HY41 5Y ICE	1.56%	278,388,000
43	n/a	Government National Mortgage Association 4%	1.52%	313,100,000
44	n/a	RFR USD SOFR/3.25000 06/21/23-5Y LCH Receive	1.49%	284,535,920
45	n/a	RFR USD SOFR/1.75000 06/15/22-30Y CME Receive	1.49%	284,200,000
46	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	1.49%	283,630,000
47	n/a	RFR USD SOFR/1.75000 06/15/22-3Y LCH Receive	1.44%	274,100,000
48	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	1.44%	273,970,000
49	n/a	IRS EUR 2.00000 09/21/22-10Y LCH Receive	1.42%	268,070,000
50	n/a	Federal National Mortgage Association 3%	1.36%	303,050,000

As of Jun 30, 2024

Showing 50 of 2127

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