As of 9/30/11, PTTRX has a 21% holding in non-US developed countries. So, that could also include Canada and other developed countries.
It will be interesting to read year end summary report. The reports are really intersting and helpful. As a matter of fact, Gross indicated that US treasuries performed the best because of the saft haven people are searching. I'm thinking of purchasing some VBTIX in my 401K because they are all US holdings.
It will be interesting to see if the portfolio as of 30 September has any relevance to the 08 December portfolio or even the 31 December portfolio given the rapid churn the portfolio has undergone this year.