Principal Inflation Protection Fund R-5 Class (PBPPX)

PBPPX Holdings List

As of Jan 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	n/a	1 Year Interest Rate Swap Pay	20.09%	435,756,000
2	n/a	1 Year Interest Rate Swap Pay	9.92%	215,099,000
3	n/a	2 Year Treasury Note Future Mar 25	5.26%	555
4	n/a	1 Year Interest Rate Swap Pay	4.96%	107,550,000
5	n/a	Future on BANK Index	4.13%	145
6	TII 1.875 07.15.34	United States Treasury Notes	3.89%	85,860,403
7	TII 1.75 01.15.34	United States Treasury Notes	3.82%	85,208,407
8	TII 2.125 04.15.29	United States Treasury Notes	3.68%	78,376,800
9	TII 1.125 01.15.33	United States Treasury Notes	3.65%	84,747,087
10	TII 1.375 07.15.33	United States Treasury Notes	3.64%	83,088,418
11	TII 0.625 07.15.32	United States Treasury Notes	3.54%	84,614,861
12	TII 0.125 04.15.27	United States Treasury Notes	3.54%	79,301,878
13	TII 1.625 10.15.27	United States Treasury Notes	3.43%	73,790,604
14	TII 0.125 01.15.32	United States Treasury Notes	3.40%	83,754,987
15	TII 1.625 10.15.29	United States Treasury Notes	3.10%	67,453,952
16	TII 0.125 07.15.30	United States Treasury Notes	3.08%	73,043,074
17	TII 0.125 07.15.31	United States Treasury Notes	3.02%	73,293,377
18	TII 0.125 01.15.31	United States Treasury Notes	2.96%	71,414,743
19	TII 2.375 10.15.28	United States Treasury Notes	2.81%	58,933,166
20	TII 0.125 01.15.30	United States Treasury Notes	2.77%	65,279,419
21	TII 0.125 07.15.26	United States Treasury Notes	2.73%	60,237,278
22	TII 0.375 07.15.27	United States Treasury Notes	2.73%	60,714,510
23	TII 1.25 04.15.28	United States Treasury Notes	2.65%	58,107,796
24	TII 0.25 07.15.29	United States Treasury Notes	2.41%	55,792,397
25	TII 0.125 04.15.26	United States Treasury Notes	2.31%	50,983,988
26	TII 0.75 07.15.28	United States Treasury Notes	2.28%	50,856,326
27	TII 0.875 01.15.29	United States Treasury Notes	2.08%	46,764,164
28	TII 0.5 01.15.28	United States Treasury Notes	1.88%	42,091,087
29	TII 0.125 10.15.26	United States Treasury Notes	1.74%	38,527,667
30	TII 3.875 04.15.29	United States Treasury Bonds	1.63%	32,256,329
31	TII 2.125 01.15.35	United States Treasury Notes	1.53%	33,245,024
32	TII 1.375 02.15.44	United States Treasury Bonds	1.44%	36,546,380
33	TII 2.375 01.15.27	United States Treasury Bonds	1.38%	29,536,784
34	TII 0.75 02.15.45	United States Treasury Bonds	1.37%	40,018,023
35	TII 3.625 04.15.28	United States Treasury Bonds	1.36%	27,659,792
36	TII 2.125 02.15.54	United States Treasury Bonds	1.35%	31,019,598
37	TII 1.75 01.15.28	United States Treasury Bonds	1.26%	27,250,346
38	TII 1.5 02.15.53	United States Treasury Bonds	1.25%	33,278,943
39	TII 2.5 01.15.29	United States Treasury Bonds	1.19%	25,044,888
40	TII 0.75 02.15.42	United States Treasury Bonds	1.04%	28,715,285
41	TII 2.125 02.15.41	United States Treasury Bonds	1.02%	22,314,538
42	TII 0.625 02.15.43	United States Treasury Bonds	0.98%	28,460,258
43	n/a	Cash Offset	0.94%	20,476,582
44	TII 0.875 02.15.47	United States Treasury Bonds	0.93%	27,302,603
45	n/a	CURRENCY CONTRACT - USD Purchased	0.93%	19,692,828
46	n/a	CURRENCY CONTRACT - USD Purchased	0.91%	19,637,591
47	n/a	CURRENCY CONTRACT - EUR Purchased	0.90%	18,850,000
48	FNCL 5.5 2.12	Federal National Mortgage Association	0.86%	18,955,000
49	TII 0.25 02.15.50	United States Treasury Bonds	0.84%	30,549,899
50	TII 1 02.15.46	United States Treasury Bonds	0.79%	22,170,574
51	n/a	Ice 3Mth Sonia Fu Dec25	0.76%	55
52	n/a	RECV LCH INTEREST RATE SW Receive	0.75%	16,230,000
53	TII 2.125 02.15.40	United States Treasury Bonds	0.70%	15,393,826
54	TII 0.125 02.15.51	United States Treasury Bonds	0.67%	25,738,632
55	TII 0.125 02.15.52	United States Treasury Bonds	0.65%	25,528,484
56	n/a	RECV LCH INTEREST RATE SW Receive	0.65%	13,840,000
57	FNCL 6 2.12	Federal National Mortgage Association	0.64%	13,746,000
58	TII 1 02.15.48	United States Treasury Bonds	0.63%	18,256,895
59	EU 3 03.04.53 NGEU	European Union 3%	0.58%	12,743,785
60	FNCL 5 2.12	Federal National Mortgage Association	0.57%	12,703,000
61	TII 3.375 04.15.32	United States Treasury Bonds	0.53%	10,478,839
62	n/a	CURRENCY CONTRACT - USD Purchased	0.53%	11,310,467
63	n/a	RECV LCH INTEREST RATE SW Receive	0.50%	10,865,000
64	n/a	RECV LCH INTEREST RATE SW Receive	0.50%	10,805,000
65	TII 1 02.15.49	United States Treasury Bonds	0.49%	14,192,676
66	n/a	RECV LCH INTEREST RATE SW Receive	0.47%	10,080,000
67	n/a	RECV CME INTEREST RATE SW Receive	0.42%	9,199,000
68	n/a	RECV LCH INTEREST RATE SW Receive	0.38%	8,165,000
69	UKT 4.375 07.31.54	United Kingdom of Great Britain and Northern Ireland 4.375%	0.33%	6,438,427
70	PGWXX	Principal Government Money Market R-6	0.28%	6,113,012
71	n/a	CURRENCY CONTRACT - GBP Purchased	0.28%	4,992,000
72	TII 0.375 01.15.27	United States Treasury Notes	0.28%	6,147,149
73	n/a	CURRENCY CONTRACT - USD Purchased	0.25%	5,402,436
74	n/a	CURRENCY CONTRACT - GBP Purchased	0.25%	4,333,366
75	n/a	RECV LCH INTEREST RATE SW Receive	0.23%	5,015,000
76	n/a	CURRENCY CONTRACT - USD Purchased	0.23%	5,165,410
77	n/a	CURRENCY CONTRACT - JPY Purchased	0.22%	733,908,000
78	n/a	RECV LCH INTEREST RATE SW Receive	0.22%	4,695,000
79	MEX 6.35 02.09.35	Mexico (United Mexican States) 6.35%	0.20%	4,389,000
80	n/a	RECV CME INTEREST RATE SW Receive	0.19%	4,130,000
81	n/a	RECV CME INTEREST RATE SW Receive	0.19%	4,130,000
82	DBR 2.5 08.15.54	Germany (Federal Republic Of) 2.5%	0.16%	3,392,000
83	n/a	CURRENCY CONTRACT - GBP Purchased	0.16%	2,713,000
84	BGB 3.3 06.22.54 98	Belgium (Kingdom Of) 3.3%	0.16%	3,431,660
85	n/a	RECV LCH INTEREST RATE SW Receive	0.15%	3,392,000
86	n/a	PROGRESS RESIDENTIAL 2022-SFR7 TRUST	0.15%	3,320,000
87	n/a	CURRENCY CONTRACT - USD Purchased	0.15%	3,251,811
88	FNCL 6 3.12	Federal National Mortgage Association	0.15%	3,200,000
89	n/a	RECV CME INTEREST RATE SW Receive	0.14%	3,097,500
90	n/a	CURRENCY CONTRACT - USD Purchased	0.14%	2,927,777
91	n/a	CURRENCY CONTRACT - USD Purchased	0.14%	2,858,694
92	n/a	RECV CME INTEREST RATE SW Receive	0.13%	2,854,000
93	n/a	RECV LCH INTEREST RATE SW Receive	0.13%	2,805,000
94	T 3 02.15.49	United States Treasury Bonds	0.12%	3,625,000
95	CROSS 2025-H1 A1	CROSS 2025-H1 MORTGAGE TRUST	0.12%	2,625,000
96	BNTNF 10 01.01.35 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.12%	19,532,000
97	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,027,500
98	n/a	CURRENCY CONTRACT - USD Purchased	0.12%	2,464,000
99	HIH 2024-61P A	HIH TR 2024-61P	0.12%	2,475,000
100	n/a	CURRENCY CONTRACT - MXN Purchased	0.11%	49,594,160
101	n/a	RECV CME INTEREST RATE SW Receive	0.11%	2,263,716
102	n/a	CSMC 2022-NQM5 TRUST	0.11%	2,290,854
103	NYMT 2024-INV1 A1	NYMT LOAN TRUST 2024-INV1	0.10%	2,259,578
104	n/a	CURRENCY CONTRACT - BRL Purchased	0.10%	12,342,000
105	BAHA 2024-MAR A	BAHA TRUST 2024-MAR	0.10%	2,130,000
106	ARES1 2024-IND A	ARES COMMERCIAL MORTGAGE TRUST 2024-IND	0.10%	2,145,000
107	ADMT 2024-NQM5 A1	A&D MORTGAGE TRUST 2024-NQM5	0.10%	2,096,375
108	n/a	RECV CME INTEREST RATE SW Receive	0.09%	2,065,000
109	n/a	PROGRESS RESIDENTIAL 2022-SFR6 TRUST	0.09%	1,990,000
110	AMSR 2022-SFR3 D	AMSR 2022-SFR3 TRUST	0.09%	2,091,000
111	CROSS 2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST	0.09%	1,991,775
112	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2	0.09%	2,035,000
113	BX 2024-KING A	BX COMMERCIAL MORTGAGE TRUST 2024-KING	0.09%	1,895,052
114	GCAT 2021-NQM4 A1	GCAT 2021-NQM4 TRUST	0.09%	2,291,466
115	TCN 2024-SFR2 D	TRICON RESIDENTIAL 2024-SFR2 TRUST	0.08%	1,805,000
116	n/a	SG RESIDENTIAL MORTGAGE TRUST	0.08%	2,228,050
117	BX 2024-VLT4 A	BX TRUST 2024-VLT4	0.08%	1,702,000
118	VERUS 2022-7 A1	VERUS SECURITIZATION TRUST 2022-7	0.07%	1,618,000
119	n/a	5 Year Treasury Note Future Mar 25	0.07%	15
120	n/a	RECV LCH INTEREST RATE SW Receive	0.07%	1,604,790
121	n/a	RECV LCH INTEREST RATE SW Receive	0.07%	1,604,790
122	DBGS 2024-SBL A	DBGS 2024-SBL MORTGAGE TRUST	0.07%	1,545,000
123	n/a	CURRENCY CONTRACT - BRL Purchased	0.07%	8,748,033
124	n/a	BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM3	0.07%	1,545,424
125	n/a	ELLINGTON FINANCIAL MORTGAGE TRUST	0.07%	1,882,971
126	n/a	CURRENCY CONTRACT - USD Purchased	0.07%	1,511,436
127	COLT 2024-6 A1	COLT 2024-6 MORTGAGE LOAN TRUST	0.07%	1,492,414
128	GWT 2024-WLF2 A	GWT COMMERCIAL MORTGAGE TRUST 2024-WLF2	0.07%	1,480,000
129	n/a	HOMES 2025-AFC1 TRUST	0.07%	1,415,000
130	MSRM 2025-NQM1 A1	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1	0.06%	1,400,000
131	BAMLL 2024-BHP A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-BHP	0.06%	1,310,000
132	n/a	RECV LCH INTEREST RATE SW Receive	0.06%	1,310,000
133	n/a	RECV LCH INTEREST RATE SW Receive	0.06%	1,325,000
134	BX 2024-MDHS A	BX COMMERCIAL MORTGAGE TRUST 2024-MDHS	0.06%	1,273,160
135	BNTNF 10 01.01.29 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.06%	8,500,000
136	LBA 2024-BOLT A	LBA TRUST 2024-BOLT	0.06%	1,270,000
137	GSMS 2021-DM A	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM	0.06%	1,250,000
138	CSMC 2022-NQM4 A1A	CSMC 2022-NQM4 TRUST	0.06%	1,224,669
139	n/a	RECV CME INTEREST RATE SW Receive	0.05%	1,141,700
140	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	1,177,757
141	DRMT 2024-1 A1	DEEPHAVEN RESIDENTIAL MTG TR 2024-1	0.05%	1,143,061
142	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	1,158,230
143	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	1,115,174
144	n/a	RECV LCH INTEREST RATE SW Receive	0.05%	1,000,000
145	ACRA 2024-NQM1 A1	ACRA TRUST 2024-NQM1	0.05%	1,052,492
146	EU 2.5 10.04.52 NGEU	European Union 2.5%	0.05%	1,175,000
147	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	1,025,218
148	MBONO 7.75 11.23.34 M	Mexico (United Mexican States) 7.75%	0.05%	24,000,000
149	n/a	3 Month Secured Overnight Financing Rate Future; June 2025	0.04%	2,787
150	n/a	CURRENCY CONTRACT - EUR Purchased	0.04%	861,000
151	BHMS 2018-ATLS A	BHMS Mortgage Trust	0.04%	900,000
152	COMM 2024-WCL1 A	COMM 2024-WCL1 MORTGAGE TRUST	0.04%	840,000
153	n/a	CURRENCY CONTRACT - USD Purchased	0.04%	832,548
154	n/a	CURRENCY CONTRACT - GBP Purchased	0.04%	667,634
155	JPMMT 2023-DSC1 A1	J.P. MORGAN MORTGAGE TRUST 2023-DSC1	0.04%	832,635
156	MBONO 8.5 05.31.29 M	Mexico (United Mexican States) 8.5%	0.04%	17,090,000
157	n/a	RECV LCH INTEREST RATE SW Receive	0.04%	815,000
158	MBONO 8.5 03.01.29 M	Mexico (United Mexican States) 8.5%	0.04%	16,500,000
159	n/a	CURRENCY CONTRACT - USD Purchased	0.04%	754,347
160	BX 2024-AIRC A	BX COMMERCIAL MORTGAGE TRUST 2024-AIRC	0.03%	750,000
161	HILT 2024-ORL A	HILT COMEMRCIAL MORTGAGE TRUST 2024-ORL	0.03%	745,000
162	n/a	CURRENCY CONTRACT - USD Purchased	0.03%	740,856
163	n/a	CURRENCY CONTRACT - BRL Purchased	0.03%	4,082,034
164	n/a	CURRENCY CONTRACT - MXN Purchased	0.03%	15,370,000
165	BX 2024-XL4 D	BX COMMERCIAL MORTGAGE TRUST 2024-XL4	0.03%	709,567
166	AMSR 2023-SFR2 D	AMSR 2023-SFR2 TRUST	0.03%	750,000
167	ELM 2024-ELM A10	ELM TRUST 2024-ELM	0.03%	680,000
168	ELM 2024-ELM A15	ELM TRUST 2024-ELM	0.03%	680,000
169	BX 2024-GPA3 A	BX COMMERCIAL MORTGAGE TRUST 2024-GPA3	0.03%	660,000
170	BFLD 2024-VICT A	BFLD 2024-VICT MORTGAGE TRUST	0.03%	570,000
171	n/a	RECV OIS INTEREST RATE SW Receive	0.03%	573,133
172	SGR 2022-2 A1	SG RESIDENTIAL MORTGAGE TRUST 2022-2	0.03%	572,760
173	n/a	CURRENCY CONTRACT - EUR Purchased	0.03%	541,000
174	VERUS 2022-INV2 A1	VERUS SECURITIZATION TRUST 2022-INV2	0.03%	548,520
175	n/a	CURRENCY CONTRACT - USD Purchased	0.03%	552,554
176	MEX 3.5 02.12.34	Mexico (United Mexican States) 3.5%	0.02%	663,000
177	n/a	CURRENCY CONTRACT - GBP Purchased	0.02%	405,742
178	PRKCM 2022-AFC2 A1	PRKCM 2022-AFC2 TRUST	0.02%	434,575
179	n/a	Merrill Lynch Alt	0.02%	1,234,336
180	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	414,000
181	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	401,000
182	n/a	CURRENCY CONTRACT - EUR Purchased	0.02%	378,000
183	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	385,000
184	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	380,000
185	ISRAEL 5.75 03.12.54 30Y	Israel (State Of) 5.75%	0.02%	393,000
186	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	342,000
187	DBSG 2024-ALTA A	DBSG 2024-ALTA MORTGAGE TRUST	0.02%	330,000
188	CONE 2024-DFW1 A	CONE 2024-DWF1	0.01%	320,000
189	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	278,000
190	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	277,000
191	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	222,749
192	HONO 2021-LULU A	HONO 2021-LULU MORTGAGE TRUST	0.01%	220,000
193	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	208,328
194	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	150,000
195	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	139,702
196	n/a	CURRENCY CONTRACT - AUD Purchased	0.01%	196,000
197	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	121,666
198	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	85,315
199	n/a	US LONG BOND(CBT) MAR25	0.00%	31
200	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	82,242
201	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	77,776
202	n/a	CURRENCY CONTRACT - JPY Purchased	0.00%	11,944,000
203	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	68,005
204	n/a	CURRENCY CONTRACT - CAD Purchased	0.00%	97,874
205	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	51,811
206	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	46,595,000
207	n/a	CURRENCY CONTRACT - BRL Purchased	0.00%	196,578
208	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	27,640
209	n/a	Impac CMB Trust	0.00%	18,458
210	n/a	Option One Mortgage Loan Trust	0.00%	23,084
211	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,135,000
212	n/a	Long Beach Mortgage Loan Trust	0.00%	11,912
213	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	8,913
214	WAMU 2005-AR2 2A1B	Washington Mutual Mortgage Pass-Through Certificates	0.00%	8,847
215	n/a	Federal National Mortgage Association	0.00%	8,893
216	n/a	Argent Securities Inc. Asset Backed Pass Through Certificates Series 2003 W	0.00%	23,275
217	n/a	Cwabs Asset Backed Certificates Series 2002-4	0.00%	4,934
218	n/a	Impac CMB Trust	0.00%	4,701
219	CHASE 2007-A2 1A1	Chase Mortgage Financial Trust	0.00%	3,597
220	n/a	Cwalt Incorporation	0.00%	2,032
221	n/a	Impac CMB Trust	0.00%	1,670
222	n/a	Impac CMB Trust	0.00%	947
223	n/a	Government National Mortgage Association	0.00%	64,747
224	n/a	Federal National Mortgage Association	0.00%	287
225	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,135,000
226	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,550,000
227	n/a	10 Year Interest Rate Swap Receive	0.00%	5,681,000
228	n/a	10 Year Interest Rate Swap Receive	0.00%	5,681,000
229	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,100,000
230	n/a	10 Year Interest Rate Swap Receive	0.00%	2,854,000
231	n/a	10 Year Interest Rate Swap Receive	0.00%	2,854,000
232	n/a	10 Year Interest Rate Swap Receive	0.00%	2,854,000
233	n/a	10 Year Interest Rate Swap Receive	0.00%	2,854,000
234	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,800,000
235	n/a	1 Year Interest Rate Swap Receive	0.00%	435,756,000
236	n/a	1 Year Interest Rate Swap Receive	0.00%	435,756,000
237	n/a	10 Year Interest Rate Swap Receive	0.00%	10,325,000
238	n/a	10 Year Interest Rate Swap Receive	0.00%	10,325,000
239	n/a	1 Year Interest Rate Swap Receive	0.00%	215,099,000
240	n/a	1 Year Interest Rate Swap Receive	0.00%	215,099,000
241	n/a	1 Year Interest Rate Swap Receive	0.00%	107,550,000
242	n/a	1 Year Interest Rate Swap Receive	0.00%	107,550,000
243	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	46,595,000
244	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	1,550,000
245	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	8,913
246	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	3,100,000
247	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	1,800,000
248	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	27,640
249	n/a	CURRENCY CONTRACT - BRL Sold	-0.00%	196,578
250	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	51,811
251	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	68,005
252	n/a	CURRENCY CONTRACT - CAD Sold	-0.00%	97,874
253	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	77,776
254	n/a	CURRENCY CONTRACT - JPY Sold	-0.00%	11,944,000
255	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	82,242
256	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	85,315
257	n/a	CURRENCY CONTRACT - AUD Sold	-0.01%	196,000
258	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	121,666
259	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	139,702
260	n/a	3 Month Secured Overnight Financing Rate Future; June 2025	-0.01%	2,787
261	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	150,000
262	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	208,328
263	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	222,749
264	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	278,000
265	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	277,000
266	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	342,000
267	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	380,000
268	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	385,000
269	n/a	CURRENCY CONTRACT - EUR Sold	-0.02%	378,000
270	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	401,000
271	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	414,000
272	n/a	CURRENCY CONTRACT - GBP Sold	-0.02%	405,742
273	n/a	CURRENCY CONTRACT - USD Sold	-0.03%	552,554
274	n/a	CURRENCY CONTRACT - EUR Sold	-0.03%	541,000
275	n/a	RECV OIS INTEREST RATE SW Pay	-0.03%	573,133
276	n/a	CURRENCY CONTRACT - BRL Sold	-0.03%	4,082,034
277	n/a	CURRENCY CONTRACT - USD Sold	-0.03%	754,347
278	n/a	CURRENCY CONTRACT - USD Sold	-0.03%	740,856
279	n/a	CURRENCY CONTRACT - MXN Sold	-0.03%	15,370,000
280	n/a	CURRENCY CONTRACT - USD Sold	-0.04%	832,548
281	n/a	CURRENCY CONTRACT - GBP Sold	-0.04%	667,634
282	n/a	RECV LCH INTEREST RATE SW Pay	-0.04%	815,000
283	n/a	CURRENCY CONTRACT - EUR Sold	-0.04%	861,000
284	n/a	10 Year Treasury Note Future Mar 25	-0.05%	9
285	n/a	CURRENCY CONTRACT - USD Sold	-0.05%	1,025,218
286	n/a	RECV LCH INTEREST RATE SW Pay	-0.05%	1,000,000
287	n/a	RECV CME INTEREST RATE SW Pay	-0.05%	1,141,700
288	n/a	CURRENCY CONTRACT - USD Sold	-0.05%	1,115,174
289	n/a	CURRENCY CONTRACT - USD Sold	-0.05%	1,158,230
290	n/a	CURRENCY CONTRACT - USD Sold	-0.06%	1,177,757
291	n/a	RECV LCH INTEREST RATE SW Pay	-0.06%	1,310,000
292	n/a	RECV LCH INTEREST RATE SW Pay	-0.06%	1,325,000
293	n/a	CURRENCY CONTRACT - BRL Sold	-0.07%	8,748,033
294	n/a	CURRENCY CONTRACT - USD Sold	-0.07%	1,511,436
295	n/a	RECV LCH INTEREST RATE SW Pay	-0.08%	1,604,790
296	n/a	RECV LCH INTEREST RATE SW Pay	-0.08%	1,604,790
297	n/a	CURRENCY CONTRACT - BRL Sold	-0.09%	12,342,000
298	n/a	RECV CME INTEREST RATE SW Pay	-0.10%	2,065,000
299	n/a	RECV CME INTEREST RATE SW Pay	-0.10%	2,263,716
300	n/a	CURRENCY CONTRACT - MXN Sold	-0.11%	49,594,160
301	n/a	CURRENCY CONTRACT - USD Sold	-0.11%	2,464,000
302	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,027,500
303	n/a	CURRENCY CONTRACT - USD Sold	-0.13%	2,858,694
304	n/a	RECV LCH INTEREST RATE SW Pay	-0.13%	2,805,000
305	n/a	RECV CME INTEREST RATE SW Pay	-0.13%	2,854,000
306	n/a	10 Year Interest Rate Swap Pay	-0.13%	2,854,000
307	n/a	10 Year Interest Rate Swap Pay	-0.13%	2,854,000
308	n/a	CURRENCY CONTRACT - USD Sold	-0.13%	2,927,777
309	n/a	10 Year Interest Rate Swap Pay	-0.14%	2,854,000
310	n/a	10 Year Interest Rate Swap Pay	-0.14%	2,854,000
311	n/a	RECV CME INTEREST RATE SW Pay	-0.14%	3,097,500
312	n/a	CURRENCY CONTRACT - USD Sold	-0.15%	3,251,811
313	n/a	CURRENCY CONTRACT - GBP Sold	-0.15%	2,713,000
314	n/a	RECV LCH INTEREST RATE SW Pay	-0.16%	3,392,000
315	n/a	RECV CME INTEREST RATE SW Pay	-0.19%	4,130,000
316	n/a	RECV CME INTEREST RATE SW Pay	-0.19%	4,130,000
317	n/a	RECV LCH INTEREST RATE SW Pay	-0.22%	4,695,000
318	n/a	CURRENCY CONTRACT - JPY Sold	-0.22%	733,908,000
319	n/a	Euro Buxl 30Y Bnd Mar25	-0.23%	38
320	n/a	RECV LCH INTEREST RATE SW Pay	-0.23%	5,015,000
321	n/a	CURRENCY CONTRACT - USD Sold	-0.25%	5,402,436
322	n/a	CURRENCY CONTRACT - GBP Sold	-0.25%	4,333,366
323	n/a	CURRENCY CONTRACT - USD Sold	-0.25%	5,165,410
324	n/a	10 Year Interest Rate Swap Pay	-0.26%	5,681,000
325	n/a	10 Year Interest Rate Swap Pay	-0.27%	5,681,000
326	n/a	Ultra US Treasury Bond Future Mar 25	-0.27%	50
327	n/a	CURRENCY CONTRACT - GBP Sold	-0.29%	4,992,000
328	n/a	10 Year Government of Canada Bond Future Mar 25	-0.35%	85
329	n/a	RECV LCH INTEREST RATE SW Pay	-0.38%	8,165,000
330	n/a	RECV CME INTEREST RATE SW Pay	-0.43%	9,199,000
331	n/a	RECV LCH INTEREST RATE SW Pay	-0.46%	10,080,000
332	n/a	10 Year Interest Rate Swap Pay	-0.48%	10,325,000
333	n/a	10 Year Interest Rate Swap Pay	-0.48%	10,325,000
334	n/a	RECV LCH INTEREST RATE SW Pay	-0.50%	10,805,000
335	n/a	RECV LCH INTEREST RATE SW Pay	-0.50%	10,865,000
336	n/a	CURRENCY CONTRACT - USD Sold	-0.51%	11,310,467
337	n/a	RECV LCH INTEREST RATE SW Pay	-0.64%	13,840,000
338	n/a	RECV LCH INTEREST RATE SW Pay	-0.75%	16,230,000
339	n/a	Euro Future Dec 25	-0.75%	64
340	n/a	CURRENCY CONTRACT - USD Sold	-0.89%	19,692,828
341	n/a	CURRENCY CONTRACT - USD Sold	-0.90%	19,637,591
342	n/a	CURRENCY CONTRACT - EUR Sold	-0.90%	18,850,000
343	n/a	Ultra 10 Year US Treasury Note Future Mar 25	-1.36%	265
344	n/a	ICE CREDIT DEFAULT SWAP	-2.06%	45,272,500
345	n/a	CASH & RECEIVABLES	-2.09%	n/a
346	n/a	BANK Index Future Mar 25	-4.13%	145
347	n/a	1 Year Interest Rate Swap Pay	-4.96%	107,550,000
348	n/a	1 Year Interest Rate Swap Pay	-9.91%	215,099,000
349	n/a	1 Year Interest Rate Swap Pay	-20.08%	435,756,000

As of Jan 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	96.86%
Cash	3.14%
Stocks	0.01%

Country Breakdown

Sector	% Weight
United States	97.14%
Other	2.81%
EU	0.05%