NPORT-P false 0000898745 XXXXXXXX S000006997 C000019086 C000019082 C000019083 C000019081 C000019085 C000019084 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-235-1719 Inflation Protection Fund S000006997 5493006ECFME6VCZ0U45 2022-10-31 2022-04-30 N 1531347620.99 31569423.44 1499778197.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4209993.97000000 EUR GBP USD N N/A N/A N/A 257.00000000 NC 290288.27000000 0.019355413385 N/A DIR N/A N 1 LIF N/A Short N/A Euribor; December 2022 2022-12-20 67299453.53000000 USD 290288.27000000 N N N N/A N/A N/A 2630000.00000000 OU Notional Amount USD -161310.39000000 -0.01075561641 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-11-03 52.00000000 USD 0.00000000 USD 2630000.00000000 USD -161362.39000000 N N N N/A N/A N/A 807500.00000000 OU Notional Amount -192804.89000000 -0.01285556026 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-10-15 2235.89000000 USD 0.00000000 USD 807500.00000000 EUR -195040.78000000 N N N N/A N/A N/A 7120000.00000000 OU Notional Amount -639143.10000000 -0.04261584153 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2031-02-15 21216.73000000 USD 0.00000000 USD 7120000.00000000 EUR -660359.83000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FD5 2438268.50000000 PA USD 3003570.57000000 0.200267651237 Long DBT UST US N 2 2028-04-15 Fixed 3.63000000 N N N N N N N/A N/A N/A 3255000.00000000 OU Notional Amount USD -32640.62000000 -0.00217636314 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2032-03-24 66.98000000 USD 0.00000000 USD 3255000.00000000 USD -32707.60000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD 104194.55000000 0.006947330623 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-10-25 58.98000000 USD 0.00000000 USD 1340000.00000000 USD 104135.57000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SM1 17386430.25000000 PA USD 16429271.10000000 1.095446721844 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N N/A N/A N/A 2357900000.00000000 OU Notional Amount 703.06000000 0.000046877598 N/A DIR N/A N 2 Barclays Bank PLC N/A Put Purchased Barclays Bank PLC N/A N/A N/A N/A 2357900000.00000000 OU Notional Amount 703.06000000 0.00004700 DIR N/A Tokyo Overnight Average Rate N/A N/A N/A N/A N/A 2357900000.00000000 JPY 2357900000.00000000 JPY 1.04200000 JPY 2022-06-30 XXXX 703.06000000 N N N Commercial Mortgage Trust 2007-GG9 N/A 20173QBC4 253042.79000000 PA USD 9.74000000 0.000000649429 Long ABS-MBS CORP US N 2 2039-03-10 Variable 0.91000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4337.68000000 0.000289221433 N/A DFE N/A N 2 Bank of New York Mellon N/A 97000.00000000 AUD 72873.68000000 USD 2022-05-04 4337.68000000 N N N Principal Government Money Market Fund - Institutional Class 549300WWK3YB7DNN4U34 742537228 85109137.24000000 NS USD 85109137.24000000 5.674781602975 Long STIV RF US N 1 N N N Romanian Government International Bond 315700IASY927EDWBK92 N/A 1005000.00000000 PA 898881.86000000 0.059934319719 Long DBT NUSS RO N 2 2034-02-07 Fixed 3.75000000 N N N N N N N/A N/A N/A 750000.00000000 OU Notional Amount 79340.32000000 0.005290136910 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2041-12-15 0.00000000 USD 7754.86000000 USD 750000.00000000 GBP 87095.18000000 N N N Fannie Mae REMIC Trust 2003-W16 N/A 31393T4M5 417.34000000 PA USD 409.63000000 0.000027312705 Long ABS-MBS CORP US N 2 2033-11-25 Floating 0.76000000 N N N N N N N/A N/A N/A 225000.00000000 OU Notional Amount 67187.16000000 0.004479806421 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-11-15 0.00000000 USD 2253.54000000 USD 225000.00000000 EUR 69440.70000000 N N N N/A N/A N/A 835000.00000000 OU Notional Amount 116438.41000000 0.007763708673 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2031-10-15 0.00000000 USD 4410.74000000 USD 835000.00000000 EUR 120849.15000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030652 14040000.00000000 PA USD 13238204.24000000 0.882677469350 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PCZ7 3365000.00000000 PA USD 3356464.88000000 0.223797417877 Long DBT CORP US N 2 2026-04-26 Variable 4.08000000 N N N N N N N/A N/A N/A 57.00000000 NC USD 23968.78000000 0.001598154983 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Ultra Note; June 2022 2022-06-22 7353000.00000000 USD 23968.78000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZJ2 33001127.55000000 PA USD 34118783.01000000 2.274921922837 Long DBT UST US N 2 2025-04-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 4100000.00000000 OU Notional Amount 1703938.79000000 0.113612719052 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2050-01-15 0.00000000 USD 187507.55000000 USD 4100000.00000000 GBP 1891446.34000000 N N N N/A N/A N/A 625000.00000000 OU Notional Amount -195667.47000000 -0.01304642715 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-12-15 6856.32000000 USD 0.00000000 USD 625000.00000000 EUR -202523.79000000 N N N N/A N/A N/A 5810000.00000000 OU Notional Amount USD 484356.67000000 0.032295220105 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-10-25 255.75000000 USD 0.00000000 USD 5810000.00000000 USD 484100.92000000 N N N N/A N/A N/A 760000.00000000 OU Notional Amount 102802.82000000 0.006854534901 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2041-12-15 0.00000000 USD 12187.34000000 USD 760000.00000000 GBP 114990.16000000 N N N N/A N/A N/A 2025000.00000000 OU Notional Amount 33286.25000000 0.002219411513 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2032-03-15 0.00000000 USD 713.51000000 USD 2025000.00000000 GBP 33999.76000000 N N N N/A N/A N/A 835000.00000000 OU Notional Amount -213731.19000000 -0.01425085324 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-10-15 4064.71000000 USD 0.00000000 USD 835000.00000000 EUR -217795.90000000 N N N N/A N/A N/A 3475000.00000000 OU Notional Amount 809747.67000000 0.053991161581 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2031-04-15 0.00000000 USD 72571.07000000 USD 3475000.00000000 GBP 882318.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 607413.03000000 0.040500190694 N/A DFE N/A N 2 Deutsche Bank AG N/A 11801000.00000000 NZD 8226048.72000000 USD 2022-05-04 607413.03000000 N N N N/A N/A N/A 52.00000000 NC USD 1039413.69000000 0.069304493937 N/A DIR N/A N 1 CBT N/A Short N/A US Ultra Bond; June 2022 2022-06-22 8342750.00000000 USD 1039413.69000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128287D6 38049733.80000000 PA USD 39217483.94000000 2.614885588019 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 1230000.00000000 PA USD 1220128.50000000 0.081353929667 Long DBT CORP US N 2 2028-04-20 Variable 4.21000000 N N N N N N N/A N/A N/A 13605000.00000000 OU Notional Amount -874557.11000000 -0.05831242989 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2026-08-15 44272.44000000 USD 0.00000000 USD 13605000.00000000 EUR -918829.55000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCM1 49212454.40000000 PA USD 50007030.32000000 3.334295057875 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 403.85000000 0.000026927315 N/A DFE N/A N 2 Bank of America NA N/A 32289.61000000 USD 26000.00000000 GBP 2022-05-04 403.85000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RR1 14201883.57300000 PA USD 15736537.69000000 1.049257664613 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N N/A N/A N/A 5200000.00000000 OU Notional Amount 1357609.93000000 0.090520713810 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2035-01-15 0.00000000 USD 121746.97000000 USD 5200000.00000000 GBP 1479356.90000000 N N N European Union 529900FZRK8FGMPEOM08 N/A 6980000.00000000 PA 6442812.97000000 0.429584386579 Long DBT NUSS XX N 2 2031-07-04 Fixed 0.00000000 N N N N N N N/A N/A N/A 254.00000000 NC 1258004.71000000 0.083879383768 N/A DIR N/A N 1 EUX N/A Short N/A Euro-Bobl 5 Year; June 2022 2022-06-09 34078889.35000000 USD 1258004.71000000 N N N N/A N/A N/A 6870000.00000000 OU Notional Amount USD 373468.47000000 0.024901580154 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-11-04 73.28000000 USD 0.00000000 USD 6870000.00000000 USD 373395.19000000 N N N Fannie Mae REMIC Trust 2004-W5 N/A 31393YKN4 13769.97000000 PA USD 13727.08000000 0.000915274006 Long ABS-MBS CORP US N 2 2047-02-25 Floating 1.12000000 N N N N N N N/A N/A N/A 3560000.00000000 OU Notional Amount -295270.92000000 -0.01968763917 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2032-01-15 19023.31000000 USD 0.00000000 USD 3560000.00000000 GBP -314294.23000000 N N N N/A N/A N/A 775000.00000000 OU Notional Amount USD 80268.28000000 0.005352010059 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-11-03 34.16000000 USD 0.00000000 USD 775000.00000000 USD 80234.12000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828N71 34788302.85600000 PA USD 36558633.32000000 2.437602665495 Long DBT UST US N 2 2026-01-15 Fixed 0.63000000 N N N N N N N/A N/A N/A 270000.00000000 OU Notional Amount USD -20628.15000000 -0.00137541338 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-11-22 11.92000000 USD 0.00000000 USD 270000.00000000 USD -20640.07000000 N N N N/A N/A N/A 9450000.00000000 OU Notional Amount USD 504282.59000000 0.033623811229 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-11-02 100.57000000 USD 0.00000000 USD 9450000.00000000 USD 504182.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 29166.19000000 0.001944700226 N/A DFE N/A N 2 UBS AG N/A 11394000.00000000 NZD 7382890.42000000 USD 2022-06-03 29166.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -20219.34000000 -0.00134815534 N/A DFE N/A N 2 BNP Paribas N/A 282924.44000000 USD 406921.00000000 NZD 2022-05-04 -20219.34000000 N N N New Zealand Government Bond 549300237GPHG2AI7C34 N/A 2176000.00000000 PA 1018707.12000000 0.067923851784 Long DBT NUSS NZ N 2 2041-05-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 1405000.00000000 OU Notional Amount -123560.95000000 -0.00823861489 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2031-12-15 4392.80000000 USD 0.00000000 USD 1405000.00000000 GBP -127953.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 20132.88000000 0.001342390497 N/A DFE N/A N 2 BNP Paribas N/A 341391.00000000 GBP 449411.89000000 USD 2022-05-04 20132.88000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RA8 17510885.70000000 PA USD 17947745.88000000 1.196693345010 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N N/A N/A N/A 175000.00000000 OU Notional Amount -56696.93000000 -0.00378035432 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-12-15 2063.38000000 USD 0.00000000 USD 175000.00000000 EUR -58760.31000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TA6 19855000.00000000 PA USD 15728882.81000000 1.048747263808 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 965000.00000000 OU Notional Amount -261432.05000000 -0.01743138088 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2041-03-15 27816.46000000 USD 0.00000000 USD 965000.00000000 GBP -289248.51000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QF8 8842141.66500000 PA USD 11637663.01000000 0.775958940396 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N N/A N/A N/A 832500.00000000 OU Notional Amount 120440.59000000 0.008030560131 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2031-10-15 0.00000000 USD 4876.71000000 USD 832500.00000000 EUR 125317.30000000 N N N N/A N/A N/A 6690000.00000000 OU Notional Amount -225989.44000000 -0.01506819077 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2026-10-09 5410.12000000 USD 0.00000000 USD 6690000.00000000 EUR -231399.56000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828H45 58055597.02500000 PA USD 60351741.17000000 4.024044439943 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325DR3 2325000.00000000 PA USD 1859000.25000000 0.123951678523 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N N/A N/A N/A 625000.00000000 OU Notional Amount 180785.61000000 0.012054156427 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-11-15 0.00000000 USD 5735.88000000 USD 625000.00000000 EUR 186521.49000000 N N N N/A N/A N/A 1925000.00000000 OU Notional Amount -662189.70000000 -0.04415250875 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2040-11-15 73149.71000000 USD 0.00000000 USD 1925000.00000000 GBP -735339.41000000 N N N N/A N/A N/A 5240000.00000000 OU Notional Amount USD 285314.88000000 0.019023805017 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-11-04 55.89000000 USD 0.00000000 USD 5240000.00000000 USD 285258.99000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128284H0 10825181.05400000 PA USD 11202793.79000000 0.746963371537 Long DBT UST US N 2 2023-04-15 Fixed 0.63000000 N N N N N N New Zealand Government Inflation Linked Bond 549300237GPHG2AI7C34 N/A 7215424.20000000 PA 4864866.51000000 0.324372398395 Long DBT NUSS NZ N 2 2025-09-20 Fixed 2.00000000 N N N N N N N/A N/A N/A 335000.00000000 OU Notional Amount -95326.51000000 -0.00635604052 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-11-15 3617.84000000 USD 0.00000000 USD 335000.00000000 EUR -98944.35000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD -82051.39000000 -0.00547090163 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-10-25 26.41000000 USD 0.00000000 USD 1340000.00000000 USD -82077.80000000 N N N ML-CFC Commercial Mortgage Trust 2006-3 N/A 60687VBC8 53889.26550000 PA USD 2.23000000 0.000000148688 Long ABS-MBS CORP US N 2 2046-07-12 Variable 0.97000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PS1 19956591.63700000 PA USD 22668661.31000000 1.511467585475 Long DBT UST US N 2 2027-01-15 Fixed 2.38000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 74934.40000000 0.004996365470 N/A DFE N/A N 2 BNP Paribas N/A 1278465.00000000 EUR 1423705.02000000 USD 2022-05-04 74934.40000000 N N N Mexico Government International Bond 254900EGTWEU67VP6075 N/A 3976000.00000000 PA 3196202.17000000 0.213111657125 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N N/A N/A N/A 12690000.00000000 OU Notional Amount 3051418.62000000 0.203457992987 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2034-10-15 0.00000000 USD 249432.76000000 USD 12690000.00000000 GBP 3300851.38000000 N N N N/A N/A N/A 5400000.00000000 OU Notional Amount 1448208.70000000 0.096561525055 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2035-01-15 0.00000000 USD 127322.48000000 USD 5400000.00000000 GBP 1575531.18000000 N N N Merrill Lynch Alternative Note Asset Trust Series 2007-A3 N/A 59024HAC4 1390504.48000000 PA USD 658742.60000000 0.043922668103 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.09000000 N N N N N N N/A N/A N/A 4100000.00000000 OU Notional Amount -1516362.90000000 -0.10110581034 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2045-01-15 159430.55000000 USD 0.00000000 USD 4100000.00000000 GBP -1675793.45000000 N N N N/A N/A N/A 625000.00000000 OU Notional Amount 197004.89000000 0.013135601672 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-11-15 0.00000000 USD 7082.21000000 USD 625000.00000000 EUR 204087.10000000 N N N N/A N/A N/A 645000.00000000 OU Notional Amount -285012.45000000 -0.01900364003 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-07-15 19051.66000000 USD 0.00000000 USD 645000.00000000 EUR -304064.11000000 N N N N/A N/A N/A 5400000.00000000 OU Notional Amount -1716661.09000000 -0.11446099781 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2040-01-15 161528.63000000 USD 0.00000000 USD 5400000.00000000 GBP -1878189.72000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD 105859.31000000 0.007058331036 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-10-26 59.00000000 USD 0.00000000 USD 1340000.00000000 USD 105800.31000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SB5 12218628.60000000 PA USD 13750889.22000000 0.916861522754 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N N/A N/A N/A 21.00000000 NC 492922.25000000 0.032866343223 N/A DIR N/A N 1 EUX N/A Short N/A Euro Buxl 30 Year Bond; June 2022 2022-06-09 3787891.26000000 USD 492922.25000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CAQ4 26242560.00000000 PA USD 27157290.88000000 1.810753811754 Long DBT UST US N 2 2025-10-15 Fixed 0.13000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671SL1 8297.24000000 PA USD 8149.17000000 0.000543358345 Long ABS-O CORP US N 2 2032-12-25 Floating 1.79000000 N N N N N N N/A N/A N/A 3620000.00000000 OU Notional Amount -310664.25000000 -0.02071401294 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2031-02-15 9492.37000000 USD 0.00000000 USD 3620000.00000000 EUR -320156.62000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Y38 43343593.96000000 PA USD 46128758.39000000 3.075705358656 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 118.00000000 NC USD 67681.69000000 0.004512779963 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Note; June 2022 2022-06-22 14060437.50000000 USD 67681.69000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128286N5 25845266.75000000 PA USD 26954291.28000000 1.797218503644 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD 126651.76000000 0.008444699370 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-10-22 58.98000000 USD 0.00000000 USD 1340000.00000000 USD 126592.78000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128283R9 45339273.72000000 PA USD 47342791.29000000 3.156652854891 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N N/A N/A N/A 8775000.00000000 OU Notional Amount -2039286.27000000 -0.13597252402 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2030-10-15 201822.68000000 USD 0.00000000 USD 8775000.00000000 GBP -2241108.95000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDX6 37869500.00000000 PA USD 38399821.07000000 2.560366668399 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 900000.00000000 OU Notional Amount USD -30915.11000000 -0.00206131213 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-03-14 40.13000000 USD 0.00000000 USD 900000.00000000 USD -30955.24000000 N N N Impac CMB Trust Series 2004-5 N/A 45254NJQ1 4074.02000000 PA USD 3979.52000000 0.000265340568 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.99000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SV1 18629105.30000000 PA USD 17071828.53000000 1.138290219039 Long DBT UST US N 2 2051-02-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 832500.00000000 OU Notional Amount -231509.09000000 -0.01543622186 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-10-15 6379.94000000 USD 0.00000000 USD 832500.00000000 EUR -237889.03000000 N N N Mexico Government International Bond 254900EGTWEU67VP6075 N/A 421000.00000000 PA 281252.92000000 0.018752967636 Long DBT NUSS MX N 2 2051-10-25 Fixed 2.13000000 N N N N N N N/A N/A N/A 257.00000000 NC -344896.88000000 -0.02299652579 N/A DIR N/A N 1 ICF N/A Long N/A Euribor; December 2023 2023-12-19 66594534.29000000 USD -344896.88000000 N N N N/A N/A N/A 3745000.00000000 OU Notional Amount 495003.61000000 0.033005121077 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2052-03-18 0.00000000 USD 36321.01000000 USD 3745000.00000000 EUR 531324.62000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SG4 11021214.75000000 PA USD 12514388.43000000 0.834415945667 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 56479.47000000 0.003765854850 N/A DFE N/A N 2 HSBC Securities Inc N/A 13509665.40000000 USD 12859000.00000000 EUR 2022-05-04 56479.47000000 N N N N/A N/A N/A 5250000.00000000 OU Notional Amount USD 272167.13000000 0.018147158722 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-11-02 55.87000000 USD 0.00000000 USD 5250000.00000000 USD 272111.26000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RF7 23832743.66400000 PA USD 28148704.59000000 1.876857833777 Long DBT UST US N 2 2044-02-15 Fixed 1.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RW0 16877738.80000000 PA USD 18345530.76000000 1.223216258908 Long DBT UST US N 2 2047-02-15 Fixed 0.88000000 N N N N N N N/A N/A N/A 399.00000000 NC USD -1958120.87000000 -0.13056069712 N/A DIR N/A N 1 CBT N/A Long N/A US 5 Year Note; June 2022 2022-07-01 44956078.13000000 USD -1958120.87000000 N N N N/A N/A N/A 930000.00000000 OU Notional Amount USD 116814.94000000 0.007788814385 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-12-20 41.15000000 USD 0.00000000 USD 930000.00000000 USD 116773.79000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RL4 26728069.20300000 PA USD 27993824.23000000 1.866530949425 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 17.00000000 NC -53139.06000000 -0.00354312791 N/A DIR N/A N 1 OSE N/A Short N/A Japan 10 Year Bond TSE; June 2022 2022-06-14 19599614.72000000 USD -53139.06000000 N N N Argent Securities Trust 2006-W3 N/A 040104SQ5 24912.29000000 PA USD 9659.28000000 0.000644047234 Long ABS-O CORP US N 2 2036-04-25 Floating 0.91000000 N N N N N N N/A N/A N/A 16795000.00000000 OU Notional Amount -1030478.13000000 -0.06870870183 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2032-03-18 70254.82000000 USD 0.00000000 USD 16795000.00000000 EUR -1100732.95000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828XL9 44107190.49100000 PA USD 46110966.48000000 3.074519055906 Long DBT UST US N 2 2025-07-15 Fixed 0.38000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1878.92000000 -0.00012527985 N/A DFE N/A N 2 Bank of New York Mellon N/A 651000.00000000 EUR 684921.01000000 USD 2022-05-04 -1878.92000000 N N N N/A N/A N/A 113.00000000 NC 7366.69000000 0.000491185297 N/A DIR N/A N 1 ICF N/A Long N/A ICE 3 Month Sterling Overnight Index Average; June 2022 2022-09-21 34991905.16000000 USD 7366.69000000 N N N Impac CMB Trust Series 2005-5 N/A 45254NPY7 6878.31000000 PA USD 6440.93000000 0.000429458836 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.43000000 N N N N N N N/A N/A N/A 9745000.00000000 OU Notional Amount -3255634.06000000 -0.21707436908 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2044-10-15 381521.39000000 USD 0.00000000 USD 9745000.00000000 GBP -3637155.45000000 N N N N/A N/A N/A 832500.00000000 OU Notional Amount 128538.44000000 0.008570496638 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2031-10-15 0.00000000 USD 5765.23000000 USD 832500.00000000 EUR 134303.67000000 N N N N/A N/A N/A 11260000.00000000 OU Notional Amount USD 2514012.77000000 0.167625637851 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2030-05-04 367.65000000 USD 0.00000000 USD 11260000.00000000 USD 2513645.12000000 N N N N/A N/A N/A 12690000.00000000 OU Notional Amount -3639725.07000000 -0.24268422330 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2039-10-15 338398.74000000 USD 0.00000000 USD 12690000.00000000 GBP -3978123.81000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CBF7 43557453.85000000 PA USD 44175935.72000000 2.945497927104 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD 103737.32000000 0.006916844115 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-10-28 59.01000000 USD 0.00000000 USD 1340000.00000000 USD 103678.31000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QP6 14670921.44000000 PA USD 19353390.58000000 1.290416850412 Long DBT UST US N 2 2041-02-15 Fixed 2.13000000 N N N N N N N/A N/A N/A 935000.00000000 OU Notional Amount USD -75160.14000000 -0.00501141702 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-11-24 41.28000000 USD 0.00000000 USD 935000.00000000 USD -75201.42000000 N N N Option One Mortgage Loan Trust 2005-1 N/A 68389FGN8 23084.14000000 PA USD 20341.87000000 0.001356325224 Long ABS-O CORP US N 2 2035-02-25 Floating 2.17000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128282L3 41869863.00000000 PA USD 43709438.46000000 2.914393510413 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N N/A N/A N/A 12525000.00000000 OU Notional Amount 403798.86000000 0.026923905192 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2027-03-18 0.00000000 USD 24552.03000000 USD 12525000.00000000 EUR 428350.89000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FH6 9350083.36800000 PA USD 11935235.37000000 0.795800031597 Long DBT UST US N 2 2029-04-15 Fixed 3.88000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCA7 984483.50000000 PA USD 1013402.70000000 0.067570171486 Long DBT UST US N 2 2026-04-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 3260000.00000000 OU Notional Amount USD -41449.37000000 -0.00276369999 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2032-03-23 67.07000000 USD 0.00000000 USD 3260000.00000000 USD -41516.44000000 N N N N/A N/A N/A 625000.00000000 OU Notional Amount 109280.59000000 0.007286450101 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-03-15 0.00000000 USD 2482.03000000 USD 625000.00000000 EUR 111762.62000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PV4 22690961.40000000 PA USD 25334694.84000000 1.689229439485 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FR4 8988454.77000000 PA USD 9873080.24000000 0.658302691433 Long DBT UST US N 2 2025-01-15 Fixed 2.38000000 N N N N N N N/A N/A N/A 10.00000000 NC -5105.98000000 -0.00034044900 N/A DIR N/A N 1 EUX N/A Long N/A Euro Bond 10 Year Bond; June 2022 2022-06-09 1620301.51000000 USD -5105.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 742137.13000000 0.049483125652 N/A DFE N/A N 2 BNP Paribas N/A 12655000.00000000 EUR 14093063.58000000 USD 2022-05-04 742137.13000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD -73632.79000000 -0.00490957863 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-10-28 26.45000000 USD 0.00000000 USD 1340000.00000000 USD -73659.24000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128285W6 38307014.85000000 PA USD 41002970.62000000 2.733935637081 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828WU0 50573231.21100000 PA USD 52645548.25000000 3.510222267265 Long DBT UST US N 2 2024-07-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FQ6 8000791.20000000 PA USD 10783566.39000000 0.719010744896 Long DBT UST US N 2 2032-04-15 Fixed 3.38000000 N N N N N N N/A N/A N/A 985000.00000000 OU Notional Amount USD -122456.59000000 -0.00816498000 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2052-01-31 43.76000000 USD 0.00000000 USD 985000.00000000 USD -122500.35000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TE8 8749746.15000000 PA USD 8094198.72000000 0.539693051494 Long DBT UST US N 2 2052-02-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 2620000.00000000 OU Notional Amount USD 322464.02000000 0.021500780617 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-04-19 48.83000000 USD 0.00000000 USD 2620000.00000000 USD 322415.19000000 N N N N/A N/A N/A 605000.00000000 OU Notional Amount 177409.98000000 0.011829081146 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-11-15 0.00000000 USD 5730.47000000 USD 605000.00000000 EUR 183140.45000000 N N N N/A N/A N/A 13680000.00000000 OU Notional Amount USD 1120209.08000000 0.074691649860 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-07-28 137.15000000 USD 0.00000000 USD 13680000.00000000 USD 1120071.93000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QV3 22539652.28000000 PA USD 23762604.45000000 1.584407913704 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N Fannie Mae REMIC Trust 2005-W2 5493003LPQ4JJCYQN327 31394DJP6 1997.40000000 PA USD 1996.08000000 0.000133091680 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.87000000 N N N N N N N/A N/A N/A 3935000.00000000 OU Notional Amount USD 208007.13000000 0.013869192813 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-12-02 42.69000000 USD 0.00000000 USD 3935000.00000000 USD 207964.44000000 N N N Chase Mortgage Finance Trust Series 2007-A2 N/A 16163LAA0 9473.64000000 PA USD 9229.08000000 0.000615362992 Long ABS-MBS CORP US N 2 2035-06-25 Variable 2.44000000 N N N N N N N/A N/A N/A 900000.00000000 OU Notional Amount USD -68405.28000000 -0.00456102643 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-11-15 39.69000000 USD 0.00000000 USD 900000.00000000 USD -68444.97000000 N N N Long Beach Mortgage Loan Trust 2004-2 N/A 542514FX7 20948.60000000 PA USD 20373.44000000 0.001358430202 Long ABS-O CORP US N 2 2034-06-25 Floating 1.46000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDC2 50864847.30000000 PA USD 52410661.55000000 3.494560838103 Long DBT UST US N 2 2026-10-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828VM9 51585714.64800000 PA USD 53642090.44000000 3.576668238518 Long DBT UST US N 2 2023-07-15 Fixed 0.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828YL8 46875709.80000000 PA USD 48604251.60000000 3.240762646063 Long DBT UST US N 2 2024-10-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -283.08000000 -0.00001887479 N/A DFE N/A N 2 Westpac Banking Corporation N/A 68819.08000000 USD 97000.00000000 AUD 2022-05-04 -283.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -33427.16000000 -0.00222880690 N/A DFE N/A N 2 UBS AG N/A 712420.15000000 USD 643600.00000000 EUR 2022-05-04 -33427.16000000 N N N N/A N/A N/A 3560000.00000000 OU Notional Amount 228392.61000000 0.015228425801 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2027-01-15 0.00000000 USD 14924.18000000 USD 3560000.00000000 GBP 243316.79000000 N N N N/A N/A N/A 1330000.00000000 OU Notional Amount 203113.22000000 0.013542883896 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2041-12-15 0.00000000 USD 13803.47000000 USD 1330000.00000000 GBP 216916.69000000 N N N N/A N/A N/A 2010000.00000000 OU Notional Amount 26616.02000000 0.001774663749 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2032-03-15 0.00000000 USD 353.79000000 USD 2010000.00000000 GBP 26969.81000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD -91656.26000000 -0.00611132100 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-10-22 26.41000000 USD 0.00000000 USD 1340000.00000000 USD -91682.67000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828V49 29916903.63200000 PA USD 31101601.35000000 2.073746731403 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N N/A N/A N/A 5200000.00000000 OU Notional Amount -1598413.79000000 -0.10657667864 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2040-01-15 154533.06000000 USD 0.00000000 USD 5200000.00000000 GBP -1752946.85000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Z37 42841449.00000000 PA USD 43481142.09000000 2.899171501561 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 293.89000000 0.000019595564 N/A DFE N/A N 2 Westpac Banking Corporation N/A 97000.00000000 AUD 68852.73000000 USD 2022-06-03 293.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -105244.13000000 -0.00701731297 N/A DFE N/A N 2 Deutsche Bank AG N/A 2737033.65000000 USD 2490000.00000000 EUR 2022-06-15 -105244.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -54947.87000000 -0.00366373308 N/A DFE N/A N 2 HSBC Securities Inc N/A 12859000.00000000 EUR 13526806.45000000 USD 2022-06-03 -54947.87000000 N N N New Zealand Government Inflation Linked Bond 549300237GPHG2AI7C34 N/A 1802013.20000000 PA 1328084.93000000 0.088552089380 Long DBT NUSS NZ N 2 2040-09-20 Fixed 2.50000000 N N N N N N N/A N/A N/A 2025000.00000000 OU Notional Amount -435200.11000000 -0.02901763145 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2031-04-15 38735.91000000 USD 0.00000000 USD 2025000.00000000 GBP -473936.02000000 N N N Impac CMB Trust Series 2005-1 N/A 45254NMM6 35468.80000000 PA USD 34323.90000000 0.002288598411 Long ABS-MBS CORP US N 2 2035-04-25 Floating 1.29000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38373MYV6 77723.06000000 PA USD 1132.61000000 0.000075518500 Long ABS-MBS CORP US N 2 2047-03-16 Variable 1.59000000 N N N N N N N/A N/A N/A 3875000.00000000 OU Notional Amount -1102386.63000000 -0.07350331080 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-10-15 32865.66000000 USD 0.00000000 USD 3875000.00000000 EUR -1135252.29000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FS2 18032637.90000000 PA USD 19892018.90000000 1.326330715601 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 40.00000000 NC USD 9274.73000000 0.000618406776 N/A DIR N/A N 1 CBT N/A Short N/A US 2 Year Note; June 2022 2022-07-01 8432500.00000000 USD 9274.73000000 N N N N/A N/A N/A 920000.00000000 OU Notional Amount USD -55974.88000000 -0.00373221054 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2051-11-17 40.60000000 USD 0.00000000 USD 920000.00000000 USD -56015.48000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKQ1 1440000.00000000 PA USD 1433596.88000000 0.095587259658 Long DBT CORP US N 2 2033-04-27 Variable 4.57000000 N N N N N N N/A N/A N/A 807500.00000000 OU Notional Amount 108727.26000000 0.007249555979 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2031-10-15 0.00000000 USD 3851.82000000 USD 807500.00000000 EUR 112579.08000000 N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 N/A 665000.00000000 PA 562904.39000000 0.037532509201 Long DBT NUSS PE N 2 2033-03-11 Fixed 1.25000000 N N N N N N Alternative Loan Trust 2006-OA6 N/A 12668BE74 4024.12000000 PA USD 4005.39000000 0.000267065490 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.19000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828B25 52687896.14000000 PA USD 54970352.13000000 3.665232113641 Long DBT UST US N 2 2024-01-15 Fixed 0.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 34415408.56800000 PA USD 35560348.30000000 2.371040488392 Long DBT UST US N 2 2026-07-15 Fixed 0.13000000 N N N N N N N/A N/A N/A 45.00000000 NC 44898.03000000 0.002993644665 N/A DIR N/A N 1 EUX N/A Short N/A Euro-Oat; June 2022 2022-06-09 6923442.10000000 USD 44898.03000000 N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust N/A 92922FD39 14700.21000000 PA USD 14513.50000000 0.000967709760 Long ABS-MBS CORP US N 2 2045-01-25 Floating 1.41000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 47908948.15000000 PA USD 48745015.35000000 3.250148283901 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N Romanian Government International Bond 315700IASY927EDWBK92 N/A 1365000.00000000 PA 1312281.23000000 0.087498353566 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PZ5 14058377.97000000 PA USD 16583943.64000000 1.105759749481 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N N/A N/A N/A 1555000.00000000 OU Notional Amount 231417.76000000 0.015430132294 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2031-11-15 0.00000000 USD 10005.63000000 USD 1555000.00000000 EUR 241423.39000000 N N N Impac CMB Trust Series 2004-6 N/A 45254NKE6 2900.32000000 PA USD 2867.02000000 0.000191162933 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -313.86000000 -0.00002092709 N/A DFE N/A N 2 ANZ Stockbroking N/A 77000.00000000 EUR 81014.01000000 USD 2022-06-03 -313.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -28024.90000000 -0.00186860297 N/A DFE N/A N 2 UBS AG N/A 7383904.49000000 USD 11394000.00000000 NZD 2022-05-04 -28024.90000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032666 15160000.00000000 PA USD 14663840.03000000 0.977733911184 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 4000000.00000000 OU Notional Amount 1613513.10000000 0.107583448181 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2050-01-15 0.00000000 USD 182108.25000000 USD 4000000.00000000 GBP 1795621.35000000 N N N N/A N/A N/A 1340000.00000000 OU Notional Amount USD -78319.64000000 -0.00522208151 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2031-10-26 26.44000000 USD 0.00000000 USD 1340000.00000000 USD -78346.08000000 N N N N/A N/A N/A 4000000.00000000 OU Notional Amount -1445190.84000000 -0.09636030463 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2045-01-15 154805.54000000 USD 0.00000000 USD 4000000.00000000 GBP -1599996.38000000 N N N N/A N/A N/A 832500.00000000 OU Notional Amount -260472.70000000 -0.01736741475 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2051-10-15 10019.29000000 USD 0.00000000 USD 832500.00000000 EUR -270491.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -21073.89000000 -0.00140513377 N/A DFE N/A N 2 Bank of New York Mellon N/A 1162575.46000000 USD 1082000.00000000 EUR 2022-05-04 -21073.89000000 N N N N/A N/A N/A 650000.00000000 OU Notional Amount 205127.70000000 0.013677202424 N/A DIR N/A N 2 LCH N/A N/A Harmonised Indices of Consumer Prices Excluding Food and Energy Y 2052-01-15 0.00000000 USD 7175.72000000 USD 650000.00000000 EUR 212303.42000000 N N N N/A N/A N/A 9745000.00000000 OU Notional Amount 3662990.02000000 0.244235449347 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2049-10-15 0.00000000 USD 528962.14000000 USD 9745000.00000000 GBP 4191952.16000000 N N N N/A N/A N/A 6845000.00000000 OU Notional Amount USD -395177.64000000 -0.02634907219 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2032-02-18 139.53000000 USD 0.00000000 USD 6845000.00000000 USD -395317.17000000 N N N 2022-05-27 Principal Funds, Inc Megan Hoffmann /s/ Megan Hoffmann Vice President and Controller