Principal Inflation Protection Fund R-3 Class (PIFPX)

PIFPX Holdings List

As of Mar 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	n/a	Payout At Expiry If Usd-Sofr Iceswap>=5.2 And Difference Of Us 10-Year Swap	15.96%	367,326,000
2	n/a	Payout At Expiry If Usd-Sofr Iceswap>=6.0 And Difference Of Us 10-Year Swap	15.96%	367,326,000
3	n/a	1 Year Interest Rate Swap Pay	15.15%	348,648,000
4	n/a	1 Year Interest Rate Swap Receive	15.15%	348,648,000
5	n/a	2 Year Treasury Note Future June 25	14.73%	1,635
6	n/a	1 Year Interest Rate Swap Pay	7.48%	172,101,000
7	n/a	1 Year Interest Rate Swap Receive	7.48%	172,101,000
8	TII 1.875 07.15.34	United States Treasury Notes	4.02%	91,226,463
9	TII 1.75 01.15.34	United States Treasury Notes	3.87%	88,958,515
10	n/a	1 Year Interest Rate Swap Pay	3.74%	86,051,000
11	n/a	1 Year Interest Rate Swap Receive	3.74%	86,051,000
12	TII 0.625 07.15.32	United States Treasury Notes	3.57%	88,014,675
13	TII 1.125 01.15.33	United States Treasury Notes	3.56%	85,358,658
14	TII 1.625 10.15.29	United States Treasury Notes	3.53%	79,575,096
15	TII 1.375 07.15.33	United States Treasury Notes	3.53%	83,070,937
16	TII 2.125 04.15.29	United States Treasury Notes	3.46%	76,601,778
17	TII 0.125 01.15.32	United States Treasury Notes	3.35%	85,227,276
18	TII 1.625 10.15.27	United States Treasury Notes	3.31%	74,299,848
19	TII 2.375 10.15.28	United States Treasury Notes	3.17%	69,343,180
20	TII 0.125 07.15.31	United States Treasury Notes	3.10%	77,586,465
21	TII 0.125 07.15.30	United States Treasury Notes	2.98%	73,256,466
22	TII 0.125 01.15.31	United States Treasury Notes	2.98%	74,293,690
23	TII 1.25 04.15.28	United States Treasury Notes	2.74%	62,575,742
24	TII 0.125 07.15.26	United States Treasury Notes	2.73%	63,197,832
25	TII 0.375 07.15.27	United States Treasury Notes	2.63%	61,133,478
26	TII 0.125 01.15.30	United States Treasury Notes	2.60%	63,661,648
27	TII 0.125 04.15.27	United States Treasury Notes	2.54%	59,411,434
28	TII 0.25 07.15.29	United States Treasury Notes	2.45%	58,903,317
29	FNCL 5.5 4.11	Federal National Mortgage Association	2.36%	54,486,000
30	TII 0.75 07.15.28	United States Treasury Notes	2.33%	54,232,186
31	FNCL 6 4.11	Federal National Mortgage Association	2.18%	49,314,000
32	TII 0.875 01.15.29	United States Treasury Notes	2.14%	49,943,028
33	TII 0.125 04.15.26	United States Treasury Notes	2.13%	49,379,867
34	TII 0.5 01.15.28	United States Treasury Notes	2.02%	47,307,734
35	TII 0.125 10.15.26	United States Treasury Notes	1.87%	43,414,683
36	n/a	RECV LCH INTEREST RATE SW Receive	1.59%	5,462,038,577
37	TII 3.875 04.15.29	United States Treasury Bonds	1.58%	32,478,863
38	TII 2.125 01.15.35	United States Treasury Notes	1.55%	34,657,238
39	TII 1.375 02.15.44	United States Treasury Bonds	1.47%	38,850,196
40	n/a	RECV LCH INTEREST RATE SW Receive	1.47%	5,060,093,146
41	TII 0.75 02.15.45	United States Treasury Bonds	1.44%	43,666,887
42	n/a	RECV OIS INTEREST RATE SW Receive	1.34%	30,713,000
43	n/a	RECV OIS INTEREST RATE SW Receive	1.33%	30,713,000
44	TII 3.625 04.15.28	United States Treasury Bonds	1.32%	27,850,654
45	TII 2.125 02.15.54	United States Treasury Bonds	1.25%	29,805,129
46	TII 0.75 02.15.42	United States Treasury Bonds	1.24%	35,563,309
47	TII 1.75 01.15.28	United States Treasury Bonds	1.22%	27,438,534
48	TII 2.5 01.15.29	United States Treasury Bonds	1.15%	25,217,881
49	TII 1.5 02.15.53	United States Treasury Bonds	1.12%	30,858,424
50	n/a	RECV LCH INTEREST RATE SW Receive	1.04%	23,870,000
51	n/a	RECV OIS INTEREST RATE SW Receive	1.02%	23,570,000
52	n/a	RECV OIS INTEREST RATE SW Receive	1.02%	23,570,000
53	TII 2.125 02.15.41	United States Treasury Bonds	0.95%	21,685,169
54	TII 0.625 02.15.43	United States Treasury Bonds	0.95%	28,394,140
55	n/a	3 Month Sofr Fut Jun26	0.90%	86
56	TII 0.875 02.15.47	United States Treasury Bonds	0.88%	26,622,478
57	n/a	CURRENCY CONTRACT - USD Purchased	0.84%	20,061,572
58	n/a	CURRENCY CONTRACT - EUR Purchased	0.84%	17,784,000
59	n/a	CURRENCY CONTRACT - USD Purchased	0.83%	19,209,530
60	n/a	RECV LCH INTEREST RATE SW Receive	0.83%	19,000,000
61	TII 0.125 02.15.52	United States Treasury Bonds	0.80%	32,500,237
62	n/a	RECV LCH INTEREST RATE SW Receive	0.78%	17,830,000
63	TII 1 02.15.46	United States Treasury Bonds	0.73%	21,217,516
64	TII 0.25 02.15.50	United States Treasury Bonds	0.72%	27,146,571
65	n/a	RECV LCH INTEREST RATE SW Receive	0.72%	16,230,000
66	FHR 5482 FA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.70%	15,912,392
67	TII 0.125 02.15.51	United States Treasury Bonds	0.69%	27,825,749
68	n/a	CURRENCY CONTRACT - USD Purchased	0.69%	16,235,489
69	TII 2.375 02.15.55	United States Treasury Bonds	0.68%	15,498,454
70	TII 2.125 02.15.40	United States Treasury Bonds	0.65%	14,779,953
71	TII 1 02.15.48	United States Treasury Bonds	0.65%	19,439,240
72	n/a	RECV LCH INTEREST RATE SW Receive	0.65%	2,231,967,335
73	n/a	RECV LCH INTEREST RATE SW Receive	0.61%	13,840,000
74	n/a	RECV LCH INTEREST RATE SW Receive	0.60%	13,800,000
75	FNCL 5 4.11	Federal National Mortgage Association	0.54%	12,703,000
76	n/a	RECV LCH INTEREST RATE SW Receive	0.53%	12,105,000
77	TII 3.375 04.15.32	United States Treasury Bonds	0.52%	10,551,176
78	n/a	RECV LCH INTEREST RATE SW Receive	0.51%	11,770,000
79	EU 3 03.04.53 NGEU	European Union 3%	0.51%	12,743,785
80	FHR 5515 FM	Federal Home Loan Mortgage Corp.	0.49%	11,237,229
81	n/a	RECV LCH INTEREST RATE SW Receive	0.48%	10,865,000
82	TII 1 02.15.49	United States Treasury Bonds	0.47%	14,265,459
83	n/a	RECV LCH INTEREST RATE SW Receive	0.44%	10,080,000
84	n/a	RECV LCH INTEREST RATE SW Receive	0.36%	8,165,000
85	n/a	RECV LCH INTEREST RATE SW Receive	0.36%	8,171,000
86	n/a	CURRENCY CONTRACT - USD Purchased	0.35%	8,157,563
87	n/a	CURRENCY CONTRACT - GBP Purchased	0.35%	6,311,000
88	UKT 4.375 07.31.54	United Kingdom of Great Britain and Northern Ireland 4.375%	0.35%	7,119,427
89	n/a	CURRENCY CONTRACT - GBP Purchased	0.32%	5,719,000
90	n/a	RECV LCH INTEREST RATE SW Receive	0.28%	6,537,000
91	n/a	RECV LCH INTEREST RATE SW Receive	0.25%	872,702,000
92	MEX 6.35 02.09.35	Mexico (United Mexican States) 6.35%	0.23%	5,315,000
93	FNR 2025-12 GF	Federal National Mortgage Association	0.23%	5,218,647
94	n/a	RECV LCH INTEREST RATE SW Receive	0.22%	5,015,000
95	T 3 02.15.49	United States Treasury Bonds	0.18%	5,540,000
96	n/a	RECV LCH INTEREST RATE SW Receive	0.18%	4,082,000
97	JGB 2.3 12.20.54 85	Japan (Government Of) 2.3%	0.18%	637,650,000
98	n/a	RECV LCH INTEREST RATE SW Receive	0.18%	4,082,000
99	n/a	RECV LCH INTEREST RATE SW Receive	0.18%	4,085,000
100	n/a	RECV LCH INTEREST RATE SW Receive	0.18%	4,085,000
101	n/a	CURRENCY CONTRACT - JPY Purchased	0.18%	599,895,000
102	n/a	CURRENCY CONTRACT - USD Purchased	0.17%	3,994,600
103	n/a	CURRENCY CONTRACT - GBP Purchased	0.17%	3,028,000
104	n/a	RECV LCH INTEREST RATE SW Receive	0.17%	3,805,000
105	n/a	RECV LCH INTEREST RATE SW Receive	0.16%	3,100,000
106	BGB 3.3 06.22.54 98	Belgium (Kingdom Of) 3.3%	0.15%	3,431,660
107	DBR 2.5 08.15.54	Germany (Federal Republic Of) 2.5%	0.15%	3,392,000
108	PROG 2022-SFR7 D	PROGRESS RESIDENTIAL 2022-SFR7 TRUST	0.14%	3,320,000
109	n/a	RECV LCH INTEREST RATE SW Receive	0.14%	3,268,000
110	n/a	RECV LCH INTEREST RATE SW Receive	0.14%	3,268,000
111	n/a	10 Year Australian Treasury Bond Future June 25	0.13%	42
112	n/a	RECV LCH INTEREST RATE SW Receive	0.13%	2,750,000
113	n/a	CURRENCY CONTRACT - USD Purchased	0.13%	2,910,223
114	n/a	CURRENCY CONTRACT - USD Purchased	0.13%	2,941,431
115	MEX 6.875 05.13.37	Mexico (United Mexican States) 6.875%	0.12%	2,582,000
116	BNTNF 10 01.01.35 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.12%	19,532,000
117	CROSS 2025-H1 A1	CROSS 2025-H1 MORTGAGE TRUST	0.11%	2,570,397
118	n/a	CURRENCY CONTRACT - USD Purchased	0.11%	2,496,550
119	HIH 2024-61P A	HIH TR 2024-61P	0.11%	2,475,000
120	AOMT 2025-2 A1	ANGEL OAK MORTGAGE TRUST 2025-2	0.10%	2,260,658
121	CSMC 2022-NQM5 A1	CSMC 2022-NQM5 TRUST	0.10%	2,252,539
122	PRPM 2025-NQM1 A1	PRPM 2025-NQM1 TRUST	0.10%	2,226,747
123	NYMT 2024-INV1 A1	NYMT LOAN TRUST 2024-INV1	0.10%	2,225,301
124	BAHA 2024-MAR A	BAHA TRUST 2024-MAR	0.09%	2,130,000
125	ARES1 2024-IND A	ARES COMMERCIAL MORTGAGE TRUST 2024-IND	0.09%	2,145,000
126	n/a	RECV LCH INTEREST RATE SW Receive	0.09%	1,800,000
127	ADMT 2024-NQM5 A1	A&D MORTGAGE TRUST 2024-NQM5	0.09%	2,062,799
128	PROG 2022-SFR6 D	PROGRESS RESIDENTIAL 2022-SFR6 TRUST	0.09%	1,990,000
129	AMSR 2022-SFR3 D	AMSR 2022-SFR3 TRUST	0.09%	2,091,000
130	n/a	Aud Versus Usd	0.09%	25,018,000
131	n/a	Aud Versus Usd	0.09%	25,018,000
132	CROSS 2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST	0.09%	1,955,824
133	NRMLT 2022-SFR2 D	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2	0.08%	2,035,000
134	BX 2024-KING A	BX COMMERCIAL MORTGAGE TRUST 2024-KING	0.08%	1,895,052
135	GCAT 2021-NQM4 A1	GCAT 2021-NQM4 TRUST	0.08%	2,227,116
136	n/a	RECV LCH INTEREST RATE SW Receive	0.08%	1,550,000
137	TCN 2024-SFR2 D	TRICON RESIDENTIAL 2024-SFR2 TRUST	0.08%	1,805,000
138	SGR 2021-1 A1	SG RESIDENTIAL MORTGAGE TRUST	0.08%	2,172,298
139	n/a	RECV LCH INTEREST RATE SW Receive	0.07%	1,735,000
140	BX 2024-VLT4 A	BX TRUST 2024-VLT4	0.07%	1,702,000
141	n/a	CURRENCY CONTRACT - USD Purchased	0.07%	1,634,388
142	VERUS 2022-7 A1	VERUS SECURITIZATION TRUST 2022-7	0.07%	1,563,050
143	DBGS 2024-SBL A	DBGS 2024-SBL MORTGAGE TRUST	0.07%	1,545,000
144	EFMT 2021-3 A1	ELLINGTON FINANCIAL MORTGAGE TRUST	0.07%	1,869,993
145	BRAVO 2023-NQM3 A1	BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM3	0.07%	1,521,185
146	GWT 2024-WLF2 A	GWT COMMERCIAL MORTGAGE TRUST 2024-WLF2	0.06%	1,480,000
147	n/a	RECV LCH INTEREST RATE SW Receive	0.06%	1,325,000
148	COLT 2024-6 A1	COLT 2024-6 MORTGAGE LOAN TRUST	0.06%	1,437,034
149	HOMES 2025-AFC1 A1	HOMES 2025-AFC1 TRUST	0.06%	1,382,284
150	MSRM 2025-NQM1 A1	Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1	0.06%	1,366,482
151	BNTNF 10 01.01.29 NTNF	Secretaria Do Tesouro Nacional 9.76177%	0.06%	8,500,000
152	BAMLL 2024-BHP A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-BHP	0.06%	1,310,000
153	LBA 2024-BOLT A	LBA TRUST 2024-BOLT	0.06%	1,270,000
154	BX 2024-MDHS A	BX COMMERCIAL MORTGAGE TRUST 2024-MDHS	0.05%	1,258,723
155	MEX 3.5 02.12.34	Mexico (United Mexican States) 3.5%	0.05%	1,527,000
156	GSMS 2021-DM A	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM	0.05%	1,250,000
157	CSMC 2022-NQM4 A1A	CSMC 2022-NQM4 TRUST	0.05%	1,195,261
158	n/a	RECV LCH INTEREST RATE SW Receive	0.05%	1,000,000
159	DRMT 2024-1 A1	DEEPHAVEN RESIDENTIAL MTG TR 2024-1	0.05%	1,106,838
160	ACRA 2024-NQM1 A1	ACRA TRUST 2024-NQM1	0.04%	1,026,510
161	EU 2.5 10.04.52 NGEU	European Union 2.5%	0.04%	1,175,000
162	n/a	RECV LCH INTEREST RATE SW Receive	0.04%	980,000
163	BHMS 2018-ATLS A	BHMS Mortgage Trust	0.04%	900,000
164	COMM 2024-WCL1 A	COMM 2024-WCL1 MORTGAGE TRUST	0.04%	840,000
165	JPMMT 2023-DSC1 A1	J.P. MORGAN MORTGAGE TRUST 2023-DSC1	0.03%	813,893
166	BX 2024-AIRC A	BX COMMERCIAL MORTGAGE TRUST 2024-AIRC	0.03%	750,000
167	HILT 2024-ORL A	HILT COMEMRCIAL MORTGAGE TRUST 2024-ORL	0.03%	745,000
168	AMSR 2023-SFR2 D	AMSR 2023-SFR2 TRUST	0.03%	750,000
169	BX 2024-XL4 D	BX COMMERCIAL MORTGAGE TRUST 2024-XL4	0.03%	709,567
170	ELM 2024-ELM A15	ELM TRUST 2024-ELM	0.03%	680,000
171	ELM 2024-ELM A10	ELM TRUST 2024-ELM	0.03%	680,000
172	BX 2024-GPA3 A	BX COMMERCIAL MORTGAGE TRUST 2024-GPA3	0.03%	618,891
173	BFLD 2024-VICT A	BFLD 2024-VICT MORTGAGE TRUST	0.02%	570,000
174	SGR 2022-2 A1	SG RESIDENTIAL MORTGAGE TRUST 2022-2	0.02%	566,876
175	VERUS 2022-INV2 A1	VERUS SECURITIZATION TRUST 2022-INV2	0.02%	534,187
176	n/a	CURRENCY CONTRACT - USD Purchased	0.02%	558,182
177	n/a	CURRENCY CONTRACT - EUR Purchased	0.02%	500,000
178	n/a	RECV LCH INTEREST RATE SW Pay	0.02%	46,595,000
179	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	414,000
180	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	401,000
181	n/a	CURRENCY CONTRACT - EUR Purchased	0.02%	404,000
182	MANA 2007-A3 A2B	Merrill Lynch Alt	0.02%	1,224,309
183	PRKCM 2022-AFC2 A1	PRKCM 2022-AFC2 TRUST	0.02%	417,178
184	n/a	RECV LCH INTEREST RATE SW Receive	0.02%	342,000
185	MEX 4.875 05.19.33	Mexico (United Mexican States) 4.875%	0.02%	400,000
186	ISRAEL 5.75 03.12.54 30Y	Israel (State Of) 5.75%	0.02%	393,000
187	DBSG 2024-ALTA A	DBSG 2024-ALTA MORTGAGE TRUST	0.01%	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	RECV LCH INTEREST RATE SW Receive	0.01%	290,000
192	n/a	RECV LCH INTEREST RATE SW Receive	0.01%	285,000
193	HONO 2021-LULU A	HONO 2021-LULU MORTGAGE TRUST	0.01%	220,000
194	n/a	CURRENCY CONTRACT - MXN Purchased	0.01%	2,713,115
195	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	110,000
196	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	96,361
197	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,392,000
198	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	1,604,790
199	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	1,604,790
200	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,135,000
201	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,265,500
202	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	3,265,500
203	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	815,000
204	IMM 2005-1 1A2	Impac CMB Trust	0.00%	18,211
205	OOMLT 2005-1 M4	Option One Mortgage Loan Trust	0.00%	23,084
206	n/a	RECV LCH INTEREST RATE SW Pay	0.00%	2,750,000
207	LBMLT 2004-2 M1	Long Beach Mortgage Loan Trust	0.00%	11,481
208	WAMU 2005-AR2 2A1B	Washington Mutual Mortgage Pass-Through Certificates	0.00%	8,765
209	FNW 2004-W5 F1	Federal National Mortgage Association	0.00%	8,739
210	ARSI 2006-W3 A2B	Argent Securities Inc. Asset Backed Pass Through Certificates Series 2003 W	0.00%	23,115
211	CWL 2002-4 M1	Cwabs Asset Backed Certificates Series 2002-4	0.00%	4,555
212	IMM 2005-5 M1	Impac CMB Trust	0.00%	4,599
213	CHASE 2007-A2 1A1	Chase Mortgage Financial Trust	0.00%	3,534
214	CWALT 2006-OA6 1A4C	Cwalt Incorporation	0.00%	2,060
215	IMM 2004-5 1M6	Impac CMB Trust	0.00%	1,537
216	IMM 2004-6 1A3	Impac CMB Trust	0.00%	831
217	n/a	CURRENCY CONTRACT - USD Purchased	0.00%	409
218	GNR 2007-15 IO	Government National Mortgage Association	0.00%	64,371
219	FNW 2003-W16 AV1	Federal National Mortgage Association	0.00%	284
220	PGWXX	Principal Government Money Market R-6	0.00%	100
221	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,604,790
222	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	1,604,790
223	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,392,000
224	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	815,000
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%	46,595,000
227	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	4,139,105,000
228	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,265,500
229	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	3,265,500
230	n/a	RECV LCH INTEREST RATE SW Receive	0.00%	2,750,000
231	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	4,139,105,000
232	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	409
233	n/a	CURRENCY CONTRACT - USD Sold	-0.00%	96,361
234	n/a	RECV LCH INTEREST RATE SW Pay	-0.00%	110,000
235	n/a	CURRENCY CONTRACT - MXN Sold	-0.01%	2,713,115
236	n/a	US LONG BOND(CBT) JUN25	-0.01%	142
237	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	285,000
238	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	290,000
239	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	278,000
240	n/a	RECV LCH INTEREST RATE SW Pay	-0.01%	277,000
241	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	342,000
242	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	401,000
243	n/a	CURRENCY CONTRACT - EUR Sold	-0.02%	404,000
244	n/a	RECV LCH INTEREST RATE SW Pay	-0.02%	414,000
245	n/a	CURRENCY CONTRACT - EUR Sold	-0.02%	500,000
246	n/a	CURRENCY CONTRACT - USD Sold	-0.03%	558,182
247	n/a	RECV LCH INTEREST RATE SW Pay	-0.04%	980,000
248	n/a	RECV LCH INTEREST RATE SW Pay	-0.05%	1,000,000
249	n/a	RECV LCH INTEREST RATE SW Pay	-0.06%	1,325,000
250	n/a	CURRENCY CONTRACT - USD Sold	-0.07%	1,634,388
251	n/a	RECV LCH INTEREST RATE SW Pay	-0.07%	1,550,000
252	n/a	RECV LCH INTEREST RATE SW Pay	-0.08%	1,735,000
253	n/a	RECV LCH INTEREST RATE SW Pay	-0.08%	1,800,000
254	n/a	Long Gilt Future June 25	-0.10%	19
255	n/a	CURRENCY CONTRACT - USD Sold	-0.11%	2,496,550
256	n/a	CURRENCY CONTRACT - USD Sold	-0.13%	2,910,223
257	n/a	RECV LCH INTEREST RATE SW Pay	-0.13%	2,750,000
258	n/a	CURRENCY CONTRACT - USD Sold	-0.13%	2,941,431
259	n/a	RECV LCH INTEREST RATE SW Pay	-0.14%	3,268,000
260	n/a	RECV LCH INTEREST RATE SW Pay	-0.14%	3,268,000
261	n/a	RECV LCH INTEREST RATE SW Pay	-0.15%	3,100,000
262	n/a	RECV LCH INTEREST RATE SW Pay	-0.17%	3,805,000
263	n/a	CURRENCY CONTRACT - GBP Sold	-0.17%	3,028,000
264	n/a	CURRENCY CONTRACT - JPY Sold	-0.17%	599,895,000
265	n/a	CURRENCY CONTRACT - USD Sold	-0.17%	3,994,600
266	n/a	RECV LCH INTEREST RATE SW Pay	-0.18%	4,082,000
267	n/a	RECV LCH INTEREST RATE SW Pay	-0.18%	4,082,000
268	n/a	RECV LCH INTEREST RATE SW Pay	-0.18%	4,085,000
269	n/a	RECV LCH INTEREST RATE SW Pay	-0.18%	4,085,000
270	n/a	Euro Buxl 30Y Bnd Jun25	-0.20%	38
271	n/a	RECV LCH INTEREST RATE SW Pay	-0.22%	5,015,000
272	n/a	RECV LCH INTEREST RATE SW Pay	-0.26%	872,702,000
273	n/a	RECV LCH INTEREST RATE SW Pay	-0.28%	6,537,000
274	n/a	CURRENCY CONTRACT - GBP Sold	-0.32%	5,719,000
275	n/a	CURRENCY CONTRACT - USD Sold	-0.35%	8,157,563
276	n/a	CURRENCY CONTRACT - GBP Sold	-0.35%	6,311,000
277	n/a	RECV LCH INTEREST RATE SW Pay	-0.35%	8,165,000
278	n/a	RECV LCH INTEREST RATE SW Pay	-0.36%	8,171,000
279	n/a	RECV LCH INTEREST RATE SW Pay	-0.44%	10,080,000
280	n/a	10 Year Government of Canada Bond Future June 25	-0.45%	122
281	n/a	RECV LCH INTEREST RATE SW Pay	-0.47%	10,865,000
282	n/a	RECV LCH INTEREST RATE SW Pay	-0.51%	11,770,000
283	n/a	RECV LCH INTEREST RATE SW Pay	-0.53%	12,105,000
284	n/a	Ultra US Treasury Bond Future June 25	-0.59%	111
285	n/a	RECV LCH INTEREST RATE SW Pay	-0.60%	13,800,000
286	n/a	RECV LCH INTEREST RATE SW Pay	-0.60%	13,840,000
287	n/a	RECV LCH INTEREST RATE SW Pay	-0.65%	2,231,967,335
288	n/a	RECV LCH INTEREST RATE SW Pay	-0.71%	16,230,000
289	n/a	CURRENCY CONTRACT - USD Sold	-0.72%	16,235,489
290	n/a	RECV LCH INTEREST RATE SW Pay	-0.77%	17,830,000
291	n/a	RECV LCH INTEREST RATE SW Pay	-0.83%	19,000,000
292	n/a	CURRENCY CONTRACT - EUR Sold	-0.83%	17,784,000
293	n/a	CURRENCY CONTRACT - USD Sold	-0.83%	19,209,530
294	n/a	CURRENCY CONTRACT - USD Sold	-0.90%	20,061,572
295	n/a	RECV OIS INTEREST RATE SW Pay	-1.02%	23,570,000
296	n/a	RECV OIS INTEREST RATE SW Pay	-1.02%	23,570,000
297	n/a	RECV LCH INTEREST RATE SW Pay	-1.04%	23,870,000
298	n/a	RECV OIS INTEREST RATE SW Pay	-1.33%	30,713,000
299	n/a	RECV OIS INTEREST RATE SW Pay	-1.34%	30,713,000
300	n/a	RECV LCH INTEREST RATE SW Pay	-1.47%	5,060,093,146
301	n/a	RECV LCH INTEREST RATE SW Pay	-1.59%	5,462,038,577
302	n/a	10 Year Treasury Note Future June 25	-1.73%	356
303	n/a	ICE CREDIT DEFAULT SWAP	-1.98%	45,272,500
304	n/a	5 Year Treasury Note Future June 25	-2.09%	440
305	n/a	Ultra 10 Year US Treasury Note Future June 25	-2.48%	499
306	n/a	1 Year Interest Rate Swap Receive	-3.74%	86,051,000
307	n/a	1 Year Interest Rate Swap Pay	-3.74%	86,051,000
308	n/a	CASH & RECEIVABLES	-4.52%	n/a
309	n/a	Cash Offset	-6.29%	144,814,797
310	n/a	1 Year Interest Rate Swap Receive	-7.47%	172,101,000
311	n/a	1 Year Interest Rate Swap Pay	-7.48%	172,101,000
312	n/a	1 Year Interest Rate Swap Receive	-15.14%	348,648,000
313	n/a	1 Year Interest Rate Swap Pay	-15.15%	348,648,000
314	n/a	Payout At Expiry If Usd-Sofr Iceswap>=5.2 And Difference Of Us 10-Year Swap	-15.95%	367,326,000
315	n/a	Payout At Expiry If Usd-Sofr Iceswap>=6.0 And Difference Of Us 10-Year Swap	-15.96%	367,326,000

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	99.64%
Cash	0.36%

Country Breakdown

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