Principal Inflation Protection Fund R-5 Class (PBPPX)

PBPPX Holdings List

As of Apr 30, 2025

Filter results

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future June 25	10.81%	1,198
2	n/a	1 Year Interest Rate Swap Pay	7.57%	174,760,000
3	n/a	1 Year Interest Rate Swap Receive	7.57%	174,760,000
4	n/a	RECV OIS INTEREST RATE SW Receive	5.70%	131,713,000
5	TII.1.625 10.15.29	United States Treasury Notes	4.06%	92,091,753
6	TII.1.875 07.15.34	United States Treasury Notes	4.02%	92,216,670
7	n/a	1 Year Interest Rate Swap Pay	3.73%	86,266,000
8	n/a	1 Year Interest Rate Swap Receive	3.73%	86,266,000
9	TII.1.75 01.15.34	United States Treasury Notes	3.72%	86,421,188
10	TII.0.625 07.15.32	United States Treasury Notes	3.62%	89,828,087
11	TII.1.125 01.15.33	United States Treasury Notes	3.51%	84,768,621
12	TII.1.375 07.15.33	United States Treasury Notes	3.45%	81,890,576
13	TII.2.125 04.15.29	United States Treasury Notes	3.39%	75,776,178
14	TII.0.125 01.15.32	United States Treasury Notes	3.28%	83,873,444
15	TII.2.375 10.15.28	United States Treasury Notes	3.06%	67,666,871
16	TII.1.625 10.15.27	United States Treasury Notes	3.06%	69,115,330
17	TII.0.125 07.15.31	United States Treasury Notes	3.01%	75,817,629
18	TII.0.125 07.15.30	United States Treasury Notes	2.99%	73,581,654
19	TII.2.125 01.15.35	United States Treasury Notes	2.94%	66,281,349
20	TII.0.125 01.15.31	United States Treasury Notes	2.93%	73,299,850
21	TII.1.25 04.15.28	United States Treasury Notes	2.89%	66,375,177
22	TII.0.375 07.15.27	United States Treasury Notes	2.77%	64,379,156
23	TII.0.125 07.15.26	United States Treasury Notes	2.74%	63,478,228
24	FNCL.5.5 5.11	Federal National Mortgage Association	2.72%	62,879,000
25	TII.0.125 01.15.30	United States Treasury Notes	2.64%	64,552,410
26	FNCL.6 5.11	Federal National Mortgage Association	2.44%	55,454,000
27	TII.0.25 07.15.29	United States Treasury Notes	2.40%	57,549,722
28	n/a	5 Year Treasury Note Future June 25	2.38%	501
29	TII.0.75 07.15.28	United States Treasury Notes	2.35%	54,473,019
30	TII.0.125 04.15.27	United States Treasury Notes	2.15%	50,255,992
31	TII.0.875 01.15.29	United States Treasury Notes	2.09%	48,800,162
32	PGWXX	Principal Government Money Market R-6	2.07%	47,716,963
33	TII.0.5 01.15.28	United States Treasury Notes	1.96%	45,810,325
34	TII.1.625 04.15.30	United States Treasury Notes	1.89%	43,342,046
35	n/a	1 Year Interest Rate Swap Pay	1.87%	43,133,000
36	n/a	1 Year Interest Rate Swap Receive	1.87%	43,133,000
37	TII.0.125 10.15.26	United States Treasury Notes	1.83%	42,440,056
38	n/a	RECV LCH INTEREST RATE SW Receive	1.65%	5,462,038,577
39	TII.3.875 04.15.29	United States Treasury Bonds	1.56%	32,623,241
40	n/a	RECV LCH INTEREST RATE SW Receive	1.53%	5,060,093,146
41	TII.1.375 02.15.44	United States Treasury Bonds	1.43%	39,022,636
42	TII.0.75 02.15.45	United States Treasury Bonds	1.38%	43,135,842
43	n/a	RECV OIS INTEREST RATE SW Receive	1.33%	30,713,000
44	n/a	RECV OIS INTEREST RATE SW Receive	1.33%	30,713,000
45	TII.1.75 01.15.28	United States Treasury Bonds	1.22%	27,560,314
46	TII.2.125 02.15.54	United States Treasury Bonds	1.20%	30,057,149
47	TII.3.625 04.15.28	United States Treasury Bonds	1.20%	25,794,491
48	TII.0.75 02.15.42	United States Treasury Bonds	1.20%	35,332,828
49	TII.2.5 01.15.29	United States Treasury Bonds	1.16%	25,329,857
50	TII.1.5 02.15.53	United States Treasury Bonds	1.05%	30,286,827
51	n/a	RECV LCH INTEREST RATE SW Receive	1.03%	23,870,000
52	n/a	RECV OIS INTEREST RATE SW Receive	1.02%	23,570,000
53	n/a	Fed Fund 30Day Jul25	1.02%	59
54	n/a	RECV OIS INTEREST RATE SW Receive	1.02%	23,570,000
55	TII.2.125 02.15.41	United States Treasury Bonds	0.93%	21,781,590
56	TII.0.625 02.15.43	United States Treasury Bonds	0.91%	28,180,294
57	n/a	CURRENCY CONTRACT - USD Purchased	0.91%	20,971,420
58	n/a	CURRENCY CONTRACT - EUR Purchased	0.90%	18,362,000
59	TII.0.875 02.15.47	United States Treasury Bonds	0.85%	26,985,364
60	n/a	RECV LCH INTEREST RATE SW Receive	0.83%	19,000,000
61	n/a	CURRENCY CONTRACT - USD Purchased	0.79%	19,209,530
62	n/a	RECV LCH INTEREST RATE SW Receive	0.78%	17,830,000
63	TII.0.125 02.15.52	United States Treasury Bonds	0.76%	32,518,545
64	n/a	RECV LCH INTEREST RATE SW Receive	0.71%	16,230,000
65	TII.0.25 02.15.50	United States Treasury Bonds	0.69%	27,465,764
66	n/a	3 Month Sofr Fut Dec26	0.69%	66
67	TII.1 02.15.46	United States Treasury Bonds	0.69%	21,001,949
68	FHR.5482 FA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.68%	15,644,389
69	n/a	RECV LCH INTEREST RATE SW Receive	0.68%	2,231,967,335
70	TII.2.125 02.15.40	United States Treasury Bonds	0.67%	15,413,987
71	TII.2.375 02.15.55	United States Treasury Bonds	0.66%	15,587,648
72	n/a	RECV LCH INTEREST RATE SW Receive	0.66%	2,166,452,830
73	n/a	RECV LCH INTEREST RATE SW Receive	0.65%	2,141,418,264
74	TII.0.125 02.15.51	United States Treasury Bonds	0.64%	26,987,272
75	n/a	RECV LCH INTEREST RATE SW Receive	0.61%	13,840,000
76	TII.1 02.15.48	United States Treasury Bonds	0.61%	18,885,054
77	n/a	RECV LCH INTEREST RATE SW Receive	0.60%	13,800,000
78	TII.3.375 04.15.32	United States Treasury Bonds	0.56%	11,667,647
79	EU.3 03.04.53 UFA	European Union 3%	0.55%	12,743,785
80	FNCL.5 5.11	Federal National Mortgage Association	0.54%	12,703,000
81	n/a	RECV LCH INTEREST RATE SW Receive	0.53%	12,110,000
82	n/a	RECV LCH INTEREST RATE SW Receive	0.53%	12,105,000
83	n/a	RECV LCH INTEREST RATE SW Receive	0.52%	12,110,000
84	n/a	RECV LCH INTEREST RATE SW Receive	0.51%	11,770,000
85	n/a	RECV LCH INTEREST RATE SW Receive	0.48%	11,130,000
86	n/a	RECV LCH INTEREST RATE SW Receive	0.48%	11,130,000
87	n/a	RECV LCH INTEREST RATE SW Receive	0.48%	10,865,000
88	TII.1 02.15.49	United States Treasury Bonds	0.45%	14,328,739
89	n/a	RECV LCH INTEREST RATE SW Receive	0.44%	10,080,000
90	n/a	RECV LCH INTEREST RATE SW Receive	0.41%	9,500,000
91	n/a	RECV LCH INTEREST RATE SW Receive	0.36%	8,165,000
92	UKT.4.375 07.31.54	United Kingdom of Great Britain and Northern Ireland 4.375%	0.34%	6,740,427
93	n/a	CURRENCY CONTRACT - USD Purchased	0.34%	8,157,563
94	n/a	CURRENCY CONTRACT - USD Purchased	0.34%	7,824,456
95	n/a	CURRENCY CONTRACT - GBP Purchased	0.34%	5,844,000
96	n/a	RECV LCH INTEREST RATE SW Receive	0.24%	5,475,000
97	n/a	RECV LCH INTEREST RATE SW Receive	0.24%	5,475,000
98	MEX.6.35 02.09.35	Mexico (United Mexican States) 6.35%	0.23%	5,315,000
99	n/a	RECV LCH INTEREST RATE SW Receive	0.22%	5,015,000
100	n/a	CURRENCY CONTRACT - USD Purchased	0.19%	4,423,676
101	JGB.2.3 12.20.54 85	Japan (Government Of) 2.3%	0.19%	673,750,000
102	n/a	CURRENCY CONTRACT - JPY Purchased	0.19%	629,427,000
103	n/a	RECV LCH INTEREST RATE SW Receive	0.19%	4,380,000
104	n/a	RECV LCH INTEREST RATE SW Receive	0.19%	4,380,000
105	T.3 02.15.49	United States Treasury Bonds	0.18%	5,540,000
106	n/a	RECV LCH INTEREST RATE SW Receive	0.17%	3,805,000
107	n/a	CURRENCY CONTRACT - USD Purchased	0.16%	3,994,600
108	n/a	RECV LCH INTEREST RATE SW Receive	0.16%	3,782,000
109	DBR.2.5 08.15.54 30Y	Germany (Federal Republic Of) 2.5%	0.16%	3,392,000
110	BGB.3.3 06.22.54 98	Belgium (Kingdom Of) 3.3%	0.16%	3,431,660
111	PROG.2022-SFR7 D	PROGRESS RESIDENTIAL 2022-SFR7 TRUST	0.14%	3,320,000
112	n/a	CURRENCY CONTRACT - GBP Purchased	0.14%	2,356,000
113	n/a	RECV LCH INTEREST RATE SW Receive	0.13%	2,750,000
114	n/a	RECV LCH INTEREST RATE SW Receive	0.13%	2,921,179
115	n/a	CURRENCY CONTRACT - USD Purchased	0.12%	2,941,431
116	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,867,000
117	BNTNF.10 01.01.35 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.12%	19,532,000
118	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,735,000
119	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,735,000
120	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,737,000
121	n/a	RECV LCH INTEREST RATE SW Receive	0.12%	2,737,000
122	MEX.6.875 05.13.37	Mexico (United Mexican States) 6.875%	0.12%	2,582,000
123	JGB.2.4 03.20.55 86	Japan (Government Of) 2.4%	0.11%	390,950,000
124	CROSS.2025-H1 A1	CROSS 2025-H1 MORTGAGE TRUST	0.11%	2,556,029
125	HIH.2024-61P A	HIH TR 2024-61P	0.11%	2,475,000
126	AOMT.2025-2 A1	ANGEL OAK MORTGAGE TRUST 2025-2	0.10%	2,245,084
127	PRPM.2025-NQM1 A1	PRPM 2025-NQM1 TRUST	0.10%	2,213,537
128	CSMC.2022-NQM5 A1	CSMC 2022-NQM5 TRUST	0.10%	2,243,526
129	NYMT.2024-INV1 A1	NYMT LOAN TRUST 2024-INV1	0.10%	2,210,331
130	BAHA.2024-MAR A	BAHA TRUST 2024-MAR	0.10%	2,130,000
131	n/a	RECV LCH INTEREST RATE SW Receive	0.09%	2,190,000
132	n/a	RECV LCH INTEREST RATE SW Receive	0.09%	2,190,000
133	ARES1.2024-IND A	ARES COMMERCIAL MORTGAGE TRUST 2024-IND	0.09%	2,145,000
134	n/a	RECV LCH INTEREST RATE SW Receive	0.09%	2,078,000
135	ADMT.2024-NQM5 A1	A&D MORTGAGE TRUST 2024-NQM5	0.09%	2,038,074
136	AMSR.2022-SFR3 D	AMSR 2022-SFR3 TRUST	0.09%	2,091,000
137	PROG.2022-SFR6 D	PROGRESS RESIDENTIAL 2022-SFR6 TRUST	0.09%	1,990,000
138	n/a	RECV LCH INTEREST RATE SW Receive	0.09%	1,493,910
139	NRMLT.2022-SFR2 D	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2	0.09%	2,035,000
140	CROSS.2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST	0.08%	1,936,370
141	BX.2024-KING A	BX COMMERCIAL MORTGAGE TRUST 2024-KING	0.08%	1,895,052
142	GCAT.2021-NQM4 A1	GCAT 2021-NQM4 TRUST	0.08%	2,184,149
143	TCN.2024-SFR2 D	TRICON RESIDENTIAL 2024-SFR2 TRUST	0.08%	1,805,000
144	SGR.2021-1 A1	SG RESIDENTIAL MORTGAGE TRUST	0.08%	2,168,075
145	BX.2024-VLT4 A	BX TRUST 2024-VLT4	0.07%	1,702,000
146	n/a	RECV LCH INTEREST RATE SW Receive	0.07%	1,735,000
147	n/a	CURRENCY CONTRACT - USD Purchased	0.07%	1,579,433
148	VERUS.2022-7 A1	VERUS SECURITIZATION TRUST 2022-7	0.07%	1,538,699
149	DBGS.2024-SBL A	DBGS 2024-SBL MORTGAGE TRUST	0.07%	1,545,000
150	EFMT.2021-3 A1	ELLINGTON FINANCIAL MORTGAGE TRUST	0.07%	1,845,281
151	GWT.2024-WLF2 A	GWT COMMERCIAL MORTGAGE TRUST 2024-WLF2	0.06%	1,480,000
152	n/a	RECV LCH INTEREST RATE SW Receive	0.06%	1,325,000
153	BRAVO.2023-NQM3 A1	BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM3	0.06%	1,470,593
154	n/a	CURRENCY CONTRACT - USD Purchased	0.06%	1,424,896
155	COLT.2024-6 A1	COLT 2024-6 MORTGAGE LOAN TRUST	0.06%	1,416,230
156	BNTNF.10 01.01.29 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.06%	8,500,000
157	HOMES.2025-AFC1 A1	HOMES 2025-AFC1 TRUST	0.06%	1,374,087
158	MSRM.2025-NQM1 A1	Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1	0.06%	1,340,184
159	BAMLL.2024-BHP A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-BHP	0.06%	1,310,000
160	LBA.2024-BOLT A	LBA TRUST 2024-BOLT	0.06%	1,270,000
161	BX.2024-MDHS A	BX COMMERCIAL MORTGAGE TRUST 2024-MDHS	0.05%	1,258,723
162	MEX.3.5 02.12.34	Mexico (United Mexican States) 3.5%	0.05%	1,527,000
163	GSMS.2021-DM A	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM	0.05%	1,250,000
164	CSMC.2022-NQM4 A1A	CSMC 2022-NQM4 TRUST	0.05%	1,183,338
165	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	1,108,245
166	DRMT.2024-1 A1	DEEPHAVEN RESIDENTIAL MTG TR 2024-1	0.05%	1,090,973
167	EU.2.5 10.04.52 UFA	European Union 2.5%	0.05%	1,175,000
168	ACRA.2024-NQM1 A1	ACRA TRUST 2024-NQM1	0.04%	1,020,738
169	n/a	RECV LCH INTEREST RATE SW Receive	0.04%	980,000
170	BHMS.2018-ATLS A	BHMS Mortgage Trust	0.04%	900,000
171	COMM.2024-WCL1 A	COMM 2024-WCL1 MORTGAGE TRUST	0.04%	840,000
172	JPMMT.2023-DSC1 A1	J.P. MORGAN MORTGAGE TRUST 2023-DSC1	0.03%	808,826
173	HILT.2024-ORL A	HILT COMEMRCIAL MORTGAGE TRUST 2024-ORL	0.03%	745,000
174	BX.2024-AIRC A	BX COMMERCIAL MORTGAGE TRUST 2024-AIRC	0.03%	728,040
175	AMSR.2023-SFR2 D	AMSR 2023-SFR2 TRUST	0.03%	750,000
176	BX.2024-XL4 D	BX COMMERCIAL MORTGAGE TRUST 2024-XL4	0.03%	709,567
177	ELM.2024-ELM A10	ELM TRUST 2024-ELM	0.03%	680,000
178	ELM.2024-ELM A15	ELM TRUST 2024-ELM	0.03%	680,000
179	BX.2024-GPA3 A	BX COMMERCIAL MORTGAGE TRUST 2024-GPA3	0.03%	618,891
180	n/a	CURRENCY CONTRACT - USD Purchased	0.03%	571,506
181	BFLD.2024-VICT A	BFLD 2024-VICT MORTGAGE TRUST	0.02%	570,000
182	SGR.2022-2 A1	SG RESIDENTIAL MORTGAGE TRUST 2022-2	0.02%	562,842
183	VERUS.2022-INV2 A1	VERUS SECURITIZATION TRUST 2022-INV2	0.02%	517,892
184	n/a	CURRENCY CONTRACT - USD Purchased	0.02%	450,000
185	n/a	RECV LCH INTEREST RATE SW Pay	0.02%	46,595,000
186	MANA.2007-A3 A2B	Merrill Lynch Alt	0.02%	1,222,819
187	PRKCM.2022-AFC2 A1	PRKCM 2022-AFC2 TRUST	0.02%	410,835
188	MEX.4.875 05.19.33	Mexico (United Mexican States) 4.875%	0.02%	400,000
189	ISRAEL.5.75 03.12.54 30Y	Israel (State Of) 5.75%	0.02%	393,000
190	DBSG.2024-ALTA A	DBSG 2024-ALTA MORTGAGE TRUST	0.01%	330,000
191	CONE.2024-DFW1 A	CONE 2024-DWF1	0.01%	320,000
192	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	290,000
193	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	285,000
194	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	231,094
195	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	233,188
196	HONO.2021-LULU A	HONO 2021-LULU MORTGAGE TRUST	0.01%	220,000
197	n/a	CURRENCY CONTRACT - GBP Purchased	0.01%	129,476
198	n/a	CURRENCY CONTRACT - MXN Purchased	0.01%	2,713,115
199	n/a	RECV LCH INTEREST RATE SW Pay	0.01%	3,100,000
200	n/a	CURRENCY CONTRACT - USD Purchased	0.01%	119,960
201	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	110,000
202	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	103,779
203	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	1,550,000
204	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	1,000,000
205	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	1,800,000
206	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	2,750,000
207	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	6,620,000
208	n/a	CURRENCY CONTRACT - CAD Purchased	0.00%	34,000
209	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	24,600
210	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,135,000
211	IMM.2005-1 1A2	Impac CMB Trust	0.00%	18,107
212	OOMLT.2005-1 M4	Option One Mortgage Loan Trust	0.00%	23,084
213	LBMLT.2004-2 M1	Long Beach Mortgage Loan Trust	0.00%	11,084
214	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	2,187,500
215	FNW.2004-W5 F1	Federal National Mortgage Association	0.00%	8,636
216	WAMU.2005-AR2 2A1B	Washington Mutual Mortgage Pass-Through Certificates	0.00%	8,724
217	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	2,187,500
218	ARSI.2006-W3 A2B	Argent Securities Inc. Asset Backed Pass Through Certificates Series 2003 W	0.00%	22,950
219	CWL.2002-4 M1	Cwabs Asset Backed Certificates Series 2002-4	0.00%	4,458
220	IMM.2005-5 M1	Impac CMB Trust	0.00%	4,437
221	CHASE.2007-A2 1A1	Chase Mortgage Finance Trust	0.00%	3,507
222	CWALT.2006-OA6 1A4C	Cwalt Incorporation	0.00%	2,076
223	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	278,000
224	IMM.2004-5 1M6	Impac CMB Trust	0.00%	1,501
225	IMM.2004-6 1A3	Impac CMB Trust	0.00%	806
226	GNR.2007-15 IO	Government National Mortgage Association	0.00%	64,182
227	FNW.2003-W16 AV1	Federal National Mortgage Association	0.00%	282
228	n/a	Payout At Expiry If Usd-Sofr Iceswap>=6.0 And Difference Of Us 10-Year Swap	0.00%	367,326,000
229	n/a	Payout At Expiry If Usd-Sofr Iceswap>=5.2 And Difference Of Us 10-Year Swap	0.00%	367,326,000
230	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,604,790
231	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,604,790
232	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,392,000
233	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	815,000
234	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	342,000
235	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,135,000
236	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	414,000
237	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	401,000
238	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	278,000
239	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,550,000
240	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,100,000
241	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,800,000
242	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	277,000
243	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,000,000
244	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	46,595,000
245	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	2,187,500
246	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	2,187,500
247	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	2,750,000
248	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	6,620,000
249	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	401,000
250	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	414,000
251	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	342,000
252	n/a	Long Gilt Future June 25	-0.00%	19
253	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	277,000
254	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	815,000
255	n/a	US LONG BOND(CBT) JUN25	-0.00%	81
256	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	1,604,790
257	n/a	CURRENCY CONTRACT - CAD Sold	-0.00%	34,000
258	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	24,600
259	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	1,604,790
260	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	3,392,000
261	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	103,779
262	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	110,000
263	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	119,960
264	n/a	CURRENCY CONTRACT - MXN Sold	-0.01%	2,713,115
265	n/a	CURRENCY CONTRACT - GBP Sold	-0.01%	129,476
266	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	231,094
267	n/a	CURRENCY CONTRACT - USD Sold	-0.01%	233,188
268	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	285,000
269	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	290,000
270	n/a	CURRENCY CONTRACT - USD Sold	-0.02%	450,000
271	n/a	CURRENCY CONTRACT - USD Sold	-0.02%	571,506
272	n/a	RECV LCH INTEREST RATE SW Pay	-0.04%	980,000
273	n/a	CURRENCY CONTRACT - USD Sold	-0.05%	1,108,245
274	n/a	CURRENCY CONTRACT - USD Sold	-0.06%	1,424,896
275	n/a	RECV LCH INTEREST RATE SW Pay	-0.07%	1,325,000
276	n/a	CURRENCY CONTRACT - USD Sold	-0.07%	1,579,433
277	n/a	RECV LCH INTEREST RATE SW Pay	-0.08%	1,735,000
278	n/a	RECV LCH INTEREST RATE SW Pay	-0.09%	1,493,910
279	n/a	RECV LCH INTEREST RATE SW Pay	-0.09%	2,078,000
280	n/a	RECV LCH INTEREST RATE SW Pay	-0.09%	2,190,000
281	n/a	RECV LCH INTEREST RATE SW Pay	-0.09%	2,190,000
282	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,735,000
283	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,735,000
284	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,737,000
285	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,737,000
286	n/a	RECV LCH INTEREST RATE SW Pay	-0.12%	2,867,000
287	n/a	RECV LCH INTEREST RATE SW Pay	-0.13%	2,921,179
288	n/a	CURRENCY CONTRACT - GBP Sold	-0.13%	2,356,000
289	n/a	CURRENCY CONTRACT - USD Sold	-0.13%	2,941,431
290	n/a	RECV LCH INTEREST RATE SW Pay	-0.14%	2,750,000
291	n/a	RECV LCH INTEREST RATE SW Pay	-0.16%	3,782,000
292	n/a	RECV LCH INTEREST RATE SW Pay	-0.16%	3,805,000
293	n/a	CURRENCY CONTRACT - USD Sold	-0.18%	3,994,600
294	n/a	RECV LCH INTEREST RATE SW Pay	-0.19%	4,380,000
295	n/a	RECV LCH INTEREST RATE SW Pay	-0.19%	4,380,000
296	n/a	CURRENCY CONTRACT - JPY Sold	-0.19%	629,427,000
297	n/a	CURRENCY CONTRACT - USD Sold	-0.19%	4,423,676
298	n/a	Euro Buxl 30Y Bnd Jun25	-0.19%	31
299	n/a	RECV LCH INTEREST RATE SW Pay	-0.22%	5,015,000
300	n/a	RECV LCH INTEREST RATE SW Pay	-0.24%	5,475,000
301	n/a	RECV LCH INTEREST RATE SW Pay	-0.24%	5,475,000
302	n/a	CURRENCY CONTRACT - USD Sold	-0.34%	7,824,456
303	n/a	CURRENCY CONTRACT - GBP Sold	-0.34%	5,844,000
304	n/a	RECV LCH INTEREST RATE SW Pay	-0.35%	8,165,000
305	n/a	CURRENCY CONTRACT - USD Sold	-0.36%	8,157,563
306	n/a	RECV LCH INTEREST RATE SW Pay	-0.41%	9,500,000
307	n/a	RECV LCH INTEREST RATE SW Pay	-0.44%	10,080,000
308	n/a	RECV LCH INTEREST RATE SW Pay	-0.47%	10,865,000
309	n/a	RECV LCH INTEREST RATE SW Pay	-0.48%	11,130,000
310	n/a	RECV LCH INTEREST RATE SW Pay	-0.48%	11,130,000
311	n/a	RECV LCH INTEREST RATE SW Pay	-0.51%	11,770,000
312	n/a	RECV LCH INTEREST RATE SW Pay	-0.52%	12,105,000
313	n/a	RECV LCH INTEREST RATE SW Pay	-0.52%	12,110,000
314	n/a	RECV LCH INTEREST RATE SW Pay	-0.53%	12,110,000
315	n/a	10 Year Government of Canada Bond Future June 25	-0.54%	140
316	n/a	RECV LCH INTEREST RATE SW Pay	-0.60%	13,800,000
317	n/a	RECV LCH INTEREST RATE SW Pay	-0.60%	13,840,000
318	n/a	RECV LCH INTEREST RATE SW Pay	-0.65%	2,141,418,264
319	n/a	RECV LCH INTEREST RATE SW Pay	-0.66%	2,166,452,830
320	n/a	RECV LCH INTEREST RATE SW Pay	-0.68%	2,231,967,335
321	n/a	Future on Ultra US Treasury Bond	-0.68%	130
322	n/a	RECV LCH INTEREST RATE SW Pay	-0.70%	16,230,000
323	n/a	RECV LCH INTEREST RATE SW Pay	-0.77%	17,830,000
324	n/a	RECV LCH INTEREST RATE SW Pay	-0.82%	19,000,000
325	n/a	CURRENCY CONTRACT - USD Sold	-0.88%	19,209,530
326	n/a	CURRENCY CONTRACT - USD Sold	-0.90%	20,971,420
327	n/a	CURRENCY CONTRACT - EUR Sold	-0.91%	18,362,000
328	n/a	10 Year Treasury Note Future June 25	-0.98%	199
329	n/a	RECV OIS INTEREST RATE SW Pay	-1.02%	23,570,000
330	n/a	RECV OIS INTEREST RATE SW Pay	-1.02%	23,570,000
331	n/a	RECV LCH INTEREST RATE SW Pay	-1.04%	23,870,000
332	n/a	RECV OIS INTEREST RATE SW Pay	-1.33%	30,713,000
333	n/a	RECV OIS INTEREST RATE SW Pay	-1.33%	30,713,000
334	n/a	RECV LCH INTEREST RATE SW Pay	-1.54%	5,060,093,146
335	n/a	ICE CREDIT DEFAULT SWAP	-1.62%	36,746,500
336	n/a	RECV LCH INTEREST RATE SW Pay	-1.66%	5,462,038,577
337	n/a	1 Year Interest Rate Swap Receive	-1.87%	43,133,000
338	n/a	1 Year Interest Rate Swap Pay	-1.87%	43,133,000
339	n/a	1 Year Interest Rate Swap Receive	-3.73%	86,266,000
340	n/a	1 Year Interest Rate Swap Pay	-3.73%	86,266,000
341	n/a	Ultra 10 Year US Treasury Note Future June 25	-4.34%	866
342	n/a	RECV OIS INTEREST RATE SW Pay	-5.70%	131,713,000
343	n/a	CASH & RECEIVABLES	-6.51%	n/a
344	n/a	Cash Offset	-6.52%	150,650,279
345	n/a	1 Year Interest Rate Swap Receive	-7.56%	174,760,000
346	n/a	1 Year Interest Rate Swap Pay	-7.57%	174,760,000

As of Apr 30, 2025

Showing 50 of 346

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	103.75%
Cash	-3.75%

Country Breakdown

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