NPORT-P false 0000898745 XXXXXXXX S000006997 C000019081 C000019082 C000019085 C000019086 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-235-1719 Inflation Protection Fund S000006997 5493006ECFME6VCZ0U45 2025-10-31 2025-01-31 N 2233111932.13 61580371.79 2171531560.34 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 10749885.53000000 AUD EUR GBP USD N Fund Securities Portfolio N/A A&D Mortgage Trust 2024-NQM5 9845006Z1DC68561N347 00039KAC4 2096375.49000000 PA USD 2098914.41000000 0.096655947734 Long ABS-MBS CORP US N 2 2069-11-25 Fixed 5.70000000 N N N N N N ACRA Trust 2024-NQM1 N/A 00112EAA2 1052492.18000000 PA USD 1053499.84000000 0.048514139017 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.61000000 N N N N N N AMSR 2023-SFR2 Trust N/A 00178YAD3 750000.00000000 PA USD 698015.63000000 0.032143932086 Long ABS-O CORP US N 2 2040-06-17 Fixed 3.95000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050627 12703000.00000000 PA USD 12265877.70000000 0.564849156421 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052623 18955000.00000000 PA USD 18719068.44000000 0.862021477462 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060626 13746000.00000000 PA USD 13839395.41000000 0.637310351033 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060634 3200000.00000000 PA USD 3217116.99000000 0.148149676880 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 2787.00000000 NC USD 174187.50000000 0.008021412314 N/A DIR N/A N 1 CME N/A Call Purchased CME N/A N/A N/A N/A 2787.00000000 NC USD 174187.50000000 0.00802100 DIR Long N/A 3 Month Secured Overnight Financing Rate Future; June 2025 N/A 6967500.00000000 USD 2787.00000000 96.25000000 USD 2025-04-11 XXXX -799387.77000000 N N N N/A N/A N/A 2787.00000000 NC USD -34837.50000000 -0.00160428246 N/A DIR N/A N 1 CME N/A Call Written CME N/A N/A N/A N/A 2787.00000000 NC USD -34837.50000000 -0.00160400 DIR Long N/A 3 Month Secured Overnight Financing Rate Future; June 2025 N/A 6967500.00000000 USD 2787.00000000 97.00000000 USD 2025-04-11 XXXX 230474.95000000 N N N ARES Commercial Mortgage Trust 2024-IND N/A 03990DAA5 2145000.00000000 PA USD 2153043.75000000 0.099148628061 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.00000000 N N N N N N Argent Securities Trust 2006-W3 N/A 040104SQ5 23275.28000000 PA USD 7191.77000000 0.000331184226 Long ABS-O CORP US N 2 2036-04-25 Floating 4.67000000 N N N N N N BAMLL Trust 2024-BHP N/A 05493WAA0 1310000.00000000 PA USD 1311635.27000000 0.060401391071 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.66000000 N N N N N N BAHA Trust 2024-MAR N/A 05493XAA8 2130000.00000000 PA USD 2166621.09000000 0.099773870643 Long ABS-MBS CORP US N 2 2041-12-10 Variable 6.17000000 N N N N N N BHMS 2018-ATLS N/A 05549GAA9 900000.00000000 PA USD 899444.07000000 0.041419801877 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.85000000 N N N N N N BFLD 2024-VICT Mortgage Trust N/A 05555VAA7 570000.00000000 PA USD 571958.69000000 0.026338953595 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.20000000 N N N N N N BX Commercial Mortgage Trust 2024-XL4 N/A 05611VAG6 709566.88000000 PA USD 711340.80000000 0.032757562127 Long ABS-MBS CORP US N 2 2039-02-15 Floating 7.45000000 N N N N N N BX Commercial Mortgage Trust 2024-KING N/A 05612RAA7 1895052.00000000 PA USD 1901566.24000000 0.087567976203 Long ABS-MBS CORP US N 2 2034-05-15 Floating 5.85000000 N N N N N N BX Trust 2024-VLT4 N/A 05612TAA3 1702000.00000000 PA USD 1710506.77000000 0.078769602120 Long ABS-MBS CORP US N 2 2029-07-15 Floating 5.80000000 N N N N N N BRAVO Residential Funding Trust 2023-NQM3 N/A 10568EAA0 1545424.24000000 PA USD 1522998.43000000 0.070134759163 Long ABS-MBS CORP US N 2 2062-09-25 Variable 4.85000000 N N N N N N BX Commercial Mortgage Trust 2024-GPA3 N/A 123910AA9 660000.00000000 PA USD 660000.00000000 0.030393295315 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.60000000 N N N N N N BX Commercial Mortgage Trust 2024-MDHS N/A 12433BAA5 1273159.69000000 PA USD 1278331.90000000 0.058867755981 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.95000000 N N N N N N BX Commercial Mortgage Trust 2024-AIRC N/A 12433CAA3 750000.00000000 PA USD 754921.88000000 0.034764490361 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.00000000 N N N N N N CSMC 2022-NQM5 Trust N/A 12663DAC8 2290854.03000000 PA USD 2280253.79000000 0.105006707323 Long ABS-MBS CORP US N 2 2067-05-25 Variable 5.17000000 N N N N N N CSMC 2022-NQM4 Trust N/A 12665EAA8 1224669.12000000 PA USD 1212279.39000000 0.055826008340 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.82000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671SL1 4934.17000000 PA USD 5022.22000000 0.000231275478 Long ABS-O CORP US N 2 2032-12-25 Floating 5.55000000 N N N N N N Alternative Loan Trust 2006-OA6 N/A 12668BE74 2032.48000000 PA USD 2032.48000000 0.000093596613 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.95000000 N N N N N N Chase Mortgage Finance Trust Series 2007-A2 N/A 16163LAA0 3596.81000000 PA USD 3593.88000000 0.000165499782 Long ABS-MBS CORP US N 2 2035-06-25 Variable 7.26000000 N N N N N N COLT 2024-6 Mortgage Loan Trust 213800U2X2TO1PQH1O75 19688XAA4 1492413.86000000 PA USD 1485553.68000000 0.068410411671 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.39000000 N N N N N N COMM 2024-WCL1 MORTGAGE TRUST N/A 20047DAA2 840000.00000000 PA USD 837375.00000000 0.038561493431 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.15000000 N N N N N N CONE Trust 2024-DFW1 N/A 20682AAA8 320000.00000000 PA USD 321400.00000000 0.014800613809 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.95000000 N N N N N N Cross 2024-H7 Mortgage Trust N/A 22757CAA0 1991774.60000000 PA USD 1991346.37000000 0.091702391361 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.59000000 N N N N N N Cross 2025-H1 Mortgage Trust N/A 22758NAA5 2625000.00000000 PA USD 2624999.74000000 0.120882412576 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.74000000 N N N N N N DBGS 2024-SBL N/A 23306QAA3 1545000.00000000 PA USD 1552242.19000000 0.071481447396 Long ABS-MBS CORP US N 2 2034-08-15 Floating 6.19000000 N N N N N N DBSG 2024-ALTA Mortgage Trust N/A 239918AA3 330000.00000000 PA USD 334729.30000000 0.015414434038 Long ABS-MBS CORP US N 2 2037-06-10 Variable 5.95000000 N N N N N N Deephaven Residential Mortgage Trust 2024-1 N/A 24380QAC6 1143060.82000000 PA USD 1144134.61000000 0.052687910730 Long ABS-MBS CORP US N 2 2069-07-25 Variable 5.74000000 N N N N N N ELM Trust 2024-ELM N/A 26860XAA9 680000.00000000 PA USD 688089.35000000 0.031686822451 Long ABS-MBS CORP US N 2 2039-06-10 Variable 5.99000000 N N N N N N ELM Trust 2024-ELM N/A 26860XAU5 680000.00000000 PA USD 688832.38000000 0.031721039315 Long ABS-MBS CORP US N 2 2039-06-10 Variable 5.99000000 N N N N N N Fannie Mae REMIC Trust 2003-W16 N/A 31393T4M5 287.37000000 PA USD 283.29000000 0.000013045631 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.62000000 N N N N N N Fannie Mae REMIC Trust 2004-W5 N/A 31393YKN4 8892.68000000 PA USD 8869.46000000 0.000408442601 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.92000000 N N N N N N Ellington Financial Mortgage Trust 2021-3 N/A 31573JAA8 1882970.85000000 PA USD 1522703.73000000 0.070121188096 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.24000000 N N N N N N GCAT 2021-NQM4 Trust N/A 36168HAA2 2291466.28000000 PA USD 1858113.80000000 0.085566971898 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.09000000 N N N N N N GWT 2024-WLF2 N/A 362414AA2 1480000.00000000 PA USD 1487400.00000000 0.068495435533 Long ABS-MBS CORP US N 2 2041-05-15 Floating 6.00000000 N N N N N N GS Mortgage Securities Corp Trust 2021-DM N/A 36265AAA9 1250000.00000000 PA USD 1245312.50000000 0.057347197836 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.31000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38373MYV6 64747.06000000 PA USD 402.43000000 0.000018532081 Long ABS-MBS CORP US N 2 2047-03-16 Variable 1.60000000 N N N N N N HONO 2021-LULU Mortgage Trust N/A 40390MAA3 220000.00000000 PA USD 217250.00000000 0.010004459707 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.57000000 N N N N N N HILT COMMERCIAL MORTGAGE TRUST 2024-ORL N/A 403956AA3 745000.00000000 PA USD 745698.44000000 0.034339746822 Long ABS-MBS CORP US N 2 2037-05-15 Floating 5.85000000 N N N N N N HOMES 2025-AFC1 Trust N/A 403969AC2 1415000.00000000 PA USD 1417887.02000000 0.065294331700 Long ABS-MBS CORP US N 2 2060-01-25 Variable 5.73000000 N N N N N N HIH Trust 2024-61P N/A 40444VAA9 2475000.00000000 PA USD 2488921.88000000 0.114615966235 Long ABS-MBS CORP US N 2 2041-10-15 Floating 6.15000000 N N N N N N Impac CMB Trust Series 2004-5 N/A 45254NJQ1 1670.14000000 PA USD 1653.46000000 0.000076142572 Long ABS-MBS CORP US N 2 2034-10-25 Floating 6.75000000 N N N N N N Impac CMB Trust Series 2004-6 N/A 45254NKE6 946.61000000 PA USD 939.44000000 0.000043261632 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.41000000 N N N N N N Impac CMB Trust Series 2005-1 N/A 45254NMM6 18458.04000000 PA USD 17466.21000000 0.000804326785 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.05000000 N N N N N N Impac CMB Trust Series 2005-5 N/A 45254NPY7 4701.35000000 PA USD 3893.00000000 0.000179274391 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.19000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 388921.99000000 0.017910031661 N/A DFE N/A N 2 Royal Bank of Scotland N/A 18608000.00000000 EUR 19692827.79000000 USD 2025-02-04 388921.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 210928.30000000 0.009713342594 N/A DFE N/A N 2 Bank of America NA N/A 8952000.00000000 GBP 11310467.06000000 USD 2025-02-04 210928.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 3960.11000000 0.000182364837 N/A DFE N/A N 2 Barclays Bank PLC N/A 197000.00000000 EUR 208327.56000000 USD 2025-02-04 3960.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 978.27000000 0.000045049771 N/A DFE N/A N 2 Barclays Bank PLC N/A 49000.00000000 EUR 51810.78000000 USD 2025-02-04 978.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 15466.99000000 0.000712261810 N/A DFE N/A N 2 JPMorgan Chase N/A 712243.00000000 EUR 754346.60000000 USD 2025-02-04 15466.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 233.45000000 0.000010750476 N/A DFE N/A N 2 CIBC World Markets Corp N/A 7000.00000000 GBP 8912.71000000 USD 2025-02-04 233.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 80089.18000000 0.003688142574 N/A DFE N/A N 2 UBS AG N/A 2241000.00000000 GBP 2858693.55000000 USD 2025-02-04 80089.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 38139.85000000 0.001756357158 N/A DFE N/A N 2 Goldman Sachs & Co N/A 60243938.90000000 MXN 2927777.13000000 USD 2025-03-19 38139.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -215370.72000000 -0.00991791802 N/A DFE N/A N 2 Citigroup Inc N/A 31731810.16000000 BRL 5165410.29000000 USD 2025-03-19 -215370.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -7807.28000000 -0.00035952873 N/A DFE N/A N 2 Barclays Bank PLC N/A 569039.71000000 USD 541000.00000000 EUR 2025-02-04 -7807.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 38120.98000000 0.001755488186 N/A DFE N/A N 2 Barclays Bank PLC N/A 50575381.47000000 MXN 2464000.00000000 USD 2025-03-19 38120.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -36301.83000000 -0.00167171551 N/A DFE N/A N 2 UBS AG N/A 2415115.97000000 USD 49594160.00000000 MXN 2025-03-19 -36301.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 1085.51000000 0.000049988221 N/A DFE N/A N 2 Citigroup Inc N/A 32248.38000000 USD 196578.25000000 BRL 2025-03-19 1085.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 48408.85000000 0.002229249202 N/A DFE N/A N 2 JPMorgan Chase N/A 1435000.00000000 USD 8748032.65000000 BRL 2025-03-19 48408.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -157406.46000000 -0.00724863791 N/A DFE N/A N 2 CIBC World Markets Corp N/A 6346961.59000000 USD 4992000.00000000 GBP 2025-02-04 -157406.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 32192.82000000 0.001482493765 N/A DFE N/A N 2 Cowen Group N/A 660000.00000000 USD 4082034.00000000 BRL 2025-03-19 32192.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -230.32000000 -0.00001060633 N/A DFE N/A N 2 Barclays Bank PLC N/A 392366.84000000 USD 378000.00000000 EUR 2025-02-04 -230.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 124387.48000000 0.005728099110 N/A DFE N/A N 2 JPMorgan Chase N/A 1968452.45000000 USD 12342000.00000000 BRL 2025-03-19 124387.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 1617.38000000 0.000074481072 N/A DFE N/A N 2 Barclays Bank PLC N/A 200685.00000000 CAD 139701.81000000 USD 2025-02-04 1617.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -438.18000000 -0.00002017838 N/A DFE N/A N 2 Barclays Bank PLC N/A 714571.00000000 EUR 740856.49000000 USD 2025-02-04 -438.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -498.54000000 -0.00002295799 N/A DFE N/A N 2 Barclays Bank PLC N/A 196501.00000000 AUD 121666.35000000 USD 2025-02-04 -498.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -4957.41000000 -0.00022829094 N/A DFE N/A N 2 Barclays Bank PLC N/A 508034.83000000 USD 405742.00000000 GBP 2025-02-04 -4957.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -31699.57000000 -0.00145977938 N/A DFE N/A N 2 HSBC Securities Inc N/A 509256000.00000100 JPY 3251810.54000000 USD 2025-02-04 -31699.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2453.94000000 -0.00011300503 N/A DFE N/A N 2 HSBC Securities Inc N/A 535000.00000000 EUR 552554.10000000 USD 2025-02-04 -2453.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 221.90000000 0.000010218594 N/A DFE N/A N 2 BNP Paribas N/A 121631.52000000 USD 196000.00000000 AUD 2025-02-04 221.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -14054.76000000 -0.00064722798 N/A DFE N/A N 2 Cowen Group N/A 236596000.00000100 JPY 1511436.07000000 USD 2025-02-04 -14054.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 14307.50000000 0.000658866776 N/A DFE N/A N 2 HSBC Securities Inc N/A 878892.35000000 USD 861000.00000000 EUR 2025-02-04 14307.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 52851.03000000 0.002433813579 N/A DFE N/A N 2 Bank of New York Mellon N/A 3310983.72000000 USD 2713000.00000000 GBP 2025-02-04 52851.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -19670.56000000 -0.00090583808 N/A DFE N/A N 2 Goldman Sachs & Co N/A 950000.00000000 GBP 1158229.55000000 USD 2025-02-04 -19670.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -16262.05000000 -0.00074887467 N/A DFE N/A N 2 Royal Bank of Scotland N/A 963000.00000000 GBP 1177756.70000000 USD 2025-02-04 -16262.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -750.17000000 -0.00003454566 N/A DFE N/A N 2 Standard Chartered Bank, Hong Kong N/A 80000.00000000 EUR 82241.69000000 USD 2025-02-04 -750.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -43332.44000000 -0.00199547825 N/A DFE N/A N 2 JPMorgan Chase N/A 6832000.00000000 BRL 1115173.67000000 USD 2025-03-19 -43332.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 248.48000000 0.000011442615 N/A DFE N/A N 2 Barclays Bank PLC N/A 82000.00000000 EUR 85315.13000000 USD 2025-02-04 248.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 7254.88000000 0.000334090470 N/A DFE N/A N 2 Goldman Sachs & Co N/A 4724735.19000000 USD 733908000.00000100 JPY 2025-02-04 7254.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -15543.11000000 -0.00071576717 N/A DFE N/A N 2 Goldman Sachs & Co N/A 752774.54000000 USD 15370000.00000000 MXN 2025-03-19 -15543.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 1302.06000000 0.000059960445 N/A DFE N/A N 2 BNP Paribas N/A 826000.00000000 GBP 1025218.23000000 USD 2025-03-04 1302.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -583.11000000 -0.00002685247 N/A DFE N/A N 2 Barclays Bank PLC N/A 67926.66000000 USD 97873.75000000 CAD 2025-02-04 -583.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 581.43000000 0.000026775111 N/A DFE N/A N 2 Barclays Bank PLC N/A 97873.75000000 CAD 68005.09000000 USD 2025-03-04 581.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -516.50000000 -0.00002378505 N/A DFE N/A N 2 Barclays Bank PLC N/A 77527.36000000 USD 11944000.00000000 JPY 2025-02-04 -516.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 526.80000000 0.000024259375 N/A DFE N/A N 2 Barclays Bank PLC N/A 11944000.00000000 JPY 77776.42000000 USD 2025-03-04 526.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -57705.41000000 -0.00265735995 N/A DFE N/A N 2 JPMorgan Chase N/A 19612661.58000000 USD 18850000.00000000 EUR 2025-02-04 -57705.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 61214.16000000 0.002818939458 N/A DFE N/A N 2 JPMorgan Chase N/A 18850000.00000000 EUR 19637590.70000000 USD 2025-03-04 61214.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 4943.66000000 0.000227657755 N/A DFE N/A N 2 Bank of America NA N/A 667634.00000000 GBP 832548.08000000 USD 2025-03-04 4943.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -4827.96000000 -0.00022232971 N/A DFE N/A N 2 Bank of America NA N/A 832623.92000000 USD 667634.00000000 GBP 2025-02-04 -4827.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -30104.51000000 -0.00138632615 N/A DFE N/A N 2 BNP Paribas N/A 5403022.73000000 USD 4333366.00000000 GBP 2025-02-04 -30104.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 30760.71000000 0.001416544459 N/A DFE N/A N 2 BNP Paribas N/A 4333366.00000000 GBP 5402435.69000000 USD 2025-03-04 30760.71000000 N N N Israel Government International Bond 213800T8ZHTFZIBYPE21 46514BRM1 393000.00000000 PA USD 364644.66000000 0.016792049752 Long DBT NUSS IL N 2 2054-03-12 Fixed 5.75000000 N N N N N N J.P. Morgan Mortgage Trust 2023-DSC1 N/A 46656NAA7 832635.43000000 PA USD 809689.08000000 0.037286544427 Long ABS-MBS CORP US N 2 2063-07-25 Variable 4.62000000 N N N N N N LBA Trust 2024-BOLT N/A 50177BAA5 1270000.00000000 PA USD 1270396.88000000 0.058502344759 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.90000000 N N N N N N Long Beach Mortgage Loan Trust 2004-2 N/A 542514FX7 11912.23000000 PA USD 11997.42000000 0.000552486559 Long ABS-O CORP US N 2 2034-06-25 Floating 5.22000000 N N N N N N Merrill Lynch Alternative Note Asset Trust Series 2007-A3 N/A 59024HAC4 1234335.95000000 PA USD 431258.10000000 0.019859628470 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.85000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1 N/A 617932AA6 1400000.00000000 PA USD 1399982.08000000 0.064469801202 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.74000000 N N N N N N NYMT Loan Trust 2024-INV1 2549009GL7U73W4FX613 62956XAA9 2259578.28000000 PA USD 2247043.04000000 0.103477337425 Long ABS-MBS CORP US N 2 2069-06-25 Variable 5.38000000 N N N N N N New Residential Mortgage Loan Trust 2022-SFR2 N/A 64830RAG7 2035000.00000000 PA USD 1922917.29000000 0.088551201609 Long ABS-O CORP US N 2 2039-09-04 Fixed 4.00000000 N N N N N N AMSR 2022-SFR3 Trust N/A 66981YAD1 2091000.00000000 PA USD 1994768.63000000 0.091859987965 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N Option One Mortgage Loan Trust 2005-1 N/A 68389FGN8 23084.14000000 PA USD 15461.48000000 0.000712008072 Long ABS-O CORP US N 2 2035-02-25 Floating 5.93000000 N N N N N N PRKCM 2022-AFC2 Trust N/A 69377TAA4 434574.83000000 PA USD 432378.23000000 0.019911210958 Long ABS-MBS CORP US N 2 2057-08-25 Variable 5.33000000 N N N N N N Principal Government Money Market Fund - Class R-6 N/A 74257B639 6113011.57000000 NS USD 6113011.57000000 0.281506918050 Long STIV RF US N 1 N N N Progress Residential 2022-SFR7 Trust N/A 74333CAG1 3320000.00000000 PA USD 3298616.21000000 0.151902752428 Long ABS-O CORP US N 2 2039-10-27 Fixed 5.50000000 N N N N N N Progress Residential 2022-SFR6 Trust N/A 74334DAG8 1990000.00000000 PA USD 1994986.54000000 0.091870022818 Long ABS-O CORP US N 2 2039-07-20 Fixed 6.04000000 N N N N N N SG Residential Mortgage Trust 2021-1 N/A 784212AA0 2228049.85000000 PA USD 1787786.31000000 0.082328359515 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.16000000 N N N N N N SG Residential Mortgage Trust 2022-2 N/A 78434KAA5 572760.48000000 PA USD 570139.36000000 0.026255172635 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.35000000 N N N N N N Tricon Residential 2024-SFR2 Trust N/A 89616VAD2 1805000.00000000 PA USD 1795462.02000000 0.082681829395 Long ABS-O CORP US N 2 2040-06-17 Fixed 6.00000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAR1 663000.00000000 PA USD 529690.46000000 0.024392482691 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAV2 4389000.00000000 PA USD 4307667.97000000 0.198370037473 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FD5 27659791.60000000 PA USD 29299751.15000000 1.349266650557 Long DBT UST US N 2 2028-04-15 Fixed 3.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FH6 32256329.37800000 PA USD 34916244.36000000 1.607908675963 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 912810FQ6 10478838.56500000 PA USD 11453568.08000000 0.527441934954 Long DBT UST US N 2 2032-04-15 Fixed 3.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FS2 27428030.35000000 PA USD 27536280.56000000 1.268058040827 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PS1 29536783.64400000 PA USD 30018719.39000000 1.382375459710 Long DBT UST US N 2 2027-01-15 Fixed 2.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PV4 27250346.20000000 PA USD 27328436.97000000 1.258486750508 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 912810PZ5 25044888.45600000 PA USD 25750019.28000000 1.185799909625 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QF8 14218791.43700000 PA USD 13971069.80000000 0.643374015610 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QP6 21198018.38000000 PA USD 20818352.54000000 0.958694449586 Long DBT UST US N 2 2041-02-15 Fixed 2.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QV3 28715285.04900000 PA USD 22443247.98000000 1.033521611653 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RA8 27280131.20000000 PA USD 20379369.40000000 0.938479079567 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RF7 36546380.38000000 PA USD 31007551.31000000 1.427911612076 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 912810RL4 40018022.79800000 PA USD 29578780.51000000 1.362116077436 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RR1 21131995.75700000 PA USD 16227849.34000000 0.747299723217 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RW0 26230887.90000000 PA USD 19353375.73000000 0.891231611985 Long DBT UST US N 2 2047-02-15 Fixed 0.88000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SB5 17271765.00000000 PA USD 12951074.78000000 0.596402788544 Long DBT UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SF6 3625000.00000000 PA USD 2645117.19000000 0.121808830150 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SG4 14192676.40000000 PA USD 10514368.41000000 0.484191369908 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SM1 29506821.75000000 PA USD 17519274.42000000 0.806770425996 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SV1 25738632.00000000 PA USD 14427474.10000000 0.664391637842 Long DBT UST US N 2 2051-02-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TE8 24508477.50000000 PA USD 13506657.00000000 0.621987598369 Long DBT UST US N 2 2052-02-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TP3 32413934.40000000 PA USD 26282922.01000000 1.210340318787 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TY4 30274305.50000000 PA USD 28344537.10000000 1.305278616146 Long DBT UST US N 2 2054-02-15 Fixed 2.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128282L3 60714510.50000000 PA USD 59188208.42000000 2.725643481356 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128283R9 42091086.65800000 PA USD 40707877.16000000 1.874615957855 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128285W6 46764164.15000000 PA USD 45190120.26000000 2.081025258178 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 9128287D6 55792396.65000000 PA USD 52343027.26000000 2.410419826079 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828N71 56490240.20400000 PA USD 56001455.58000000 2.578892087169 Long DBT UST US N 2 2026-01-15 Fixed 0.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 60237278.01600000 PA USD 59295258.55000000 2.730573187742 Long DBT UST US N 2 2026-07-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828V49 6147149.06200000 PA USD 6012321.49000000 0.276870094812 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Y38 50856326.18000000 PA USD 49435346.01000000 2.276519803481 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Z37 65279418.75000000 PA USD 60019066.75000000 2.763904879218 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 69911425.65000000 PA USD 63894500.20000000 2.942370323643 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CBF7 71414743.00000000 PA USD 64272982.33000000 2.959799595081 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCA7 50983987.60000000 PA USD 50111136.63000000 2.307640263913 Long DBT UST US N 2 2026-04-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCM1 73293376.80000000 PA USD 65520334.21000000 3.017240707279 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDC2 38527667.20000000 PA USD 37770010.99000000 1.739325906186 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 91282CDX6 79020365.90000000 PA USD 69526571.51000000 3.201729727525 Long DBT UST US N 2 2032-01-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEJ6 68910058.00000000 PA USD 66701127.49000000 3.071616766166 Long DBT UST US N 2 2027-04-15 Fixed 0.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEZ0 82443161.25000000 PA USD 74831348.23000000 3.446017069090 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CFR7 65483369.55000000 PA USD 65738969.48000000 3.027308959290 Long DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CGK1 80690580.90000000 PA USD 75267863.20000000 3.466118778776 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CGW5 58107795.90000000 PA USD 57251966.85000000 2.636478690691 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CHP9 79281216.00000000 PA USD 75287381.14000000 3.467017588646 Long DBT UST US N 2 2033-07-15 Fixed 1.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CJH5 58933166.45000000 PA USD 60489400.43000000 2.785563955631 Long DBT UST US N 2 2028-10-15 Fixed 2.38000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CJY8 82462894.20000000 PA USD 80155573.35000000 3.691200018177 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CKL4 74587500.00000000 PA USD 75478244.81000000 3.475806946051 Long DBT UST US N 2 2029-04-15 Fixed 2.13000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CLE9 85860402.75000000 PA USD 84410970.11000000 3.887162943042 Long DBT UST US N 2 2034-07-15 Fixed 1.88000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CLV1 61437991.50000000 PA USD 61082494.69000000 2.812876211683 Long DBT UST US N 2 2029-10-15 Fixed 1.63000000 N N N N N N Verus Securitization Trust 2022-INV2 N/A 924923AA3 548520.09000000 PA USD 551529.49000000 0.025398179794 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N Verus Securitization Trust 2022-7 N/A 92539NAA4 1618000.14000000 PA USD 1607799.13000000 0.074039869342 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust N/A 92922FD39 8847.39000000 PA USD 8884.67000000 0.000409143028 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.17000000 N N N N N N Mexican Bonos 254900EGTWEU67VP6075 N/A 17090000.00000000 PA 789899.11000000 0.036375207453 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N Brazil Notas do Tesouro Nacional Serie F 254900ZFY40OYEADAP90 N/A 8500000.00000000 PA 1262494.98000000 0.058138458729 Long DBT NUSS BR N 2 2029-01-01 Fixed 9.76000000 N N N N N N Mexican Bonos 254900EGTWEU67VP6075 N/A 24000000.00000000 PA 995811.22000000 0.045857552254 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Mexican Bonos 254900EGTWEU67VP6075 N/A 16500000.00000000 PA 762629.33000000 0.035119421883 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.50000000 N N N N N N Kingdom of Belgium Government Bond 549300SZ25JZFHRHWD76 N/A 3431660.00000000 PA 3350954.84000000 0.154312969758 Long DBT NUSS BE N 2 2054-06-22 Fixed 3.30000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 12743785.00000000 PA 12238105.47000000 0.563570232803 Long DBT NUSS XX N 2 2053-03-04 Fixed 3.00000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1175000.00000000 PA 1023858.40000000 0.047149137442 Long DBT NUSS XX N 2 2052-10-04 Fixed 2.50000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 N/A 6438427.00000000 PA 7088879.61000000 0.326446077941 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.38000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 N/A 3392000.00000000 PA 3370104.88000000 0.155194837668 Long DBT NUSS DE N 2 2054-08-15 Fixed 2.50000000 N N N N N N Brazil Notas do Tesouro Nacional Serie F 254900ZFY40OYEADAP90 N/A 19532000.00000000 PA 2547174.90000000 0.117298543872 Long DBT NUSS BR N 2 2035-01-01 Fixed 9.76000000 N N N N N N N/A N/A N/A 16230000.00000000 OU Notional Amount USD 137294.84000000 0.006322488814 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2027-12-12 109.55000000 USD 0.00000000 USD 16230000.00000000 USD 137185.29000000 N N N N/A N/A N/A 13840000.00000000 OU Notional Amount USD 180098.15000000 0.008293600391 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2028-05-22 107.85000000 USD 0.00000000 USD 13840000.00000000 USD 179990.30000000 N N N N/A N/A N/A 5015000.00000000 OU Notional Amount USD 41363.00000000 0.001904784657 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-11-21 27.45000000 USD 0.00000000 USD 5015000.00000000 USD 41335.55000000 N N N N/A N/A N/A 1604790.00000000 OU Notional Amount -87014.46000000 -0.00400705481 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-02-19 7278.39000000 USD 0.00000000 USD 1604790.00000000 EUR -94292.85000000 N N N N/A N/A N/A 1604790.00000000 OU Notional Amount -92430.00000000 -0.00425644285 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-02-20 7507.56000000 USD 0.00000000 USD 1604790.00000000 EUR -99937.56000000 N N N N/A N/A N/A 3392000.00000000 OU Notional Amount -200891.11000000 -0.00925112550 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-02-20 16108.62000000 USD 0.00000000 USD 3392000.00000000 EUR -216999.73000000 N N N N/A N/A N/A 815000.00000000 OU Notional Amount -47964.52000000 -0.00220878760 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-03-01 3888.96000000 USD 0.00000000 USD 815000.00000000 EUR -51853.48000000 N N N N/A N/A N/A 342000.00000000 OU Notional Amount -16104.97000000 -0.00074164107 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-03-22 1513.05000000 USD 0.00000000 USD 342000.00000000 EUR -17618.02000000 N N N N/A N/A N/A 3135000.00000000 OU Notional Amount USD 13241.61000000 0.000609782065 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2029-03-25 0.00000000 USD 340.61000000 USD 3135000.00000000 USD 13582.22000000 N N N N/A N/A N/A 1325000.00000000 OU Notional Amount -88154.39000000 -0.00405954910 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-04-22 3478.58000000 USD 0.00000000 USD 1325000.00000000 EUR -91632.97000000 N N N N/A N/A N/A 380000.00000000 OU Notional Amount USD -4365.26000000 -0.00020102217 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2049-05-07 14.96000000 USD 0.00000000 USD 380000.00000000 USD -4380.22000000 N N N N/A N/A N/A 414000.00000000 OU Notional Amount -17779.56000000 -0.00081875669 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-06-19 1491.79000000 USD 0.00000000 USD 414000.00000000 EUR -19271.35000000 N N N N/A N/A N/A 401000.00000000 OU Notional Amount -17253.87000000 -0.00079454843 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-06-20 1442.17000000 USD 0.00000000 USD 401000.00000000 EUR -18696.04000000 N N N N/A N/A N/A 278000.00000000 OU Notional Amount 12761.09000000 0.000587653904 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-06-24 0.00000000 USD 1004.42000000 USD 278000.00000000 EUR 13765.51000000 N N N N/A N/A N/A 385000.00000000 OU Notional Amount USD 440.29000000 0.000020275551 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2049-07-15 15.28000000 USD 0.00000000 USD 385000.00000000 USD 425.01000000 N N N N/A N/A N/A 10805000.00000000 OU Notional Amount USD 144806.18000000 0.006668389382 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2028-08-07 112.13000000 USD 0.00000000 USD 10805000.00000000 USD 144694.05000000 N N N N/A N/A N/A 150000.00000000 OU Notional Amount USD 4212.19000000 0.000193973234 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2049-08-23 5.98000000 USD 0.00000000 USD 150000.00000000 USD 4206.21000000 N N N N/A N/A N/A 8165000.00000000 OU Notional Amount USD 88048.78000000 0.004054685716 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-09-13 38.65000000 USD 0.00000000 USD 8165000.00000000 USD 88010.13000000 N N N N/A N/A N/A 1550000.00000000 OU Notional Amount -2015.04000000 -0.00009279349 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-09-19 1591.90000000 USD 0.00000000 USD 1550000.00000000 EUR -3606.94000000 N N N N/A N/A N/A 5681000.00000000 OU Notional Amount USD -176587.50000000 -0.00813193338 N/A DIR N/A N 2 JPMorgan Chase N/A Put Written JPMorgan Chase N/A N/A N/A N/A 5681000.00000000 OU Notional Amount USD -176587.50000000 -0.00813200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5681000.00000000 USD 5681000.00000000 USD 3.76000000 USD 2025-03-28 XXXX -126822.96000000 N N N N/A N/A N/A 5681000.00000000 OU Notional Amount USD -153.22000000 -0.00000705584 N/A DIR N/A N 2 JPMorgan Chase N/A Call Written JPMorgan Chase N/A N/A N/A N/A 5681000.00000000 OU Notional Amount USD -153.22000000 -0.00000700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 5681000.00000000 USD 5681000.00000000 USD 2.76000000 USD 2025-03-28 XXXX 46233.17000000 N N N N/A N/A N/A 10865000.00000000 OU Notional Amount USD 87552.89000000 0.004031849759 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-10-02 53.09000000 USD 0.00000000 USD 10865000.00000000 USD 87499.80000000 N N N N/A N/A N/A 3100000.00000000 OU Notional Amount -13960.66000000 -0.00064289463 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-10-02 4372.33000000 USD 0.00000000 USD 3100000.00000000 EUR -18332.99000000 N N N N/A N/A N/A 2854000.00000000 OU Notional Amount USD -143.04000000 -0.00000658705 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 2854000.00000000 OU Notional Amount USD -143.04000000 -0.00000700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2854000.00000000 USD 2854000.00000000 USD 2.80000000 USD 2025-04-04 XXXX 24430.59000000 N N N N/A N/A N/A 2854000.00000000 OU Notional Amount USD -88713.38000000 -0.00408529084 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 2854000.00000000 OU Notional Amount USD -88713.38000000 -0.00408500 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2854000.00000000 USD 2854000.00000000 USD 3.76000000 USD 2025-03-28 XXXX -63387.41000000 N N N N/A N/A N/A 2854000.00000000 OU Notional Amount USD -76.97000000 -0.00000354450 N/A DIR N/A N 2 Deutsche Bank AG N/A Call Written Deutsche Bank AG N/A N/A N/A N/A 2854000.00000000 OU Notional Amount USD -76.97000000 -0.00000400 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2854000.00000000 USD 2854000.00000000 USD 2.76000000 USD 2025-03-28 XXXX 21479.03000000 N N N N/A N/A N/A 2854000.00000000 OU Notional Amount USD -82450.64000000 -0.00379688886 N/A DIR N/A N 2 Deutsche Bank AG N/A Put Written Deutsche Bank AG N/A N/A N/A N/A 2854000.00000000 OU Notional Amount USD -82450.64000000 -0.00379700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 2854000.00000000 USD 2854000.00000000 USD 3.80000000 USD 2025-04-04 XXXX -58153.23000000 N N N N/A N/A N/A 10080000.00000000 OU Notional Amount USD 57638.56000000 0.002654281478 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2026-10-08 49.74000000 USD 0.00000000 USD 10080000.00000000 USD 57588.82000000 N N N N/A N/A N/A 1800000.00000000 OU Notional Amount -16279.15000000 -0.00074966214 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-10-17 2566.36000000 USD 0.00000000 USD 1800000.00000000 EUR -18845.51000000 N N N N/A N/A N/A 277000.00000000 OU Notional Amount -2656.76000000 -0.00012234498 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2054-11-07 0.00000000 USD 205.79000000 USD 277000.00000000 EUR -2450.97000000 N N N N/A N/A N/A 1310000.00000000 OU Notional Amount USD -4763.99000000 -0.00021938387 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2054-11-08 58.23000000 USD 0.00000000 USD 1310000.00000000 USD -4822.22000000 N N N N/A N/A N/A 2263716.00000000 OU Notional Amount USD 63574.97000000 0.002927655814 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-04-03 36.51000000 USD 0.00000000 USD 2263716.00000000 USD 63538.46000000 N N N N/A N/A N/A 1141700.00000000 OU Notional Amount USD 27664.86000000 0.001273979181 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-04-03 18.42000000 USD 0.00000000 USD 1141700.00000000 USD 27646.44000000 N N N N/A N/A N/A 2854000.00000000 OU Notional Amount USD 43806.02000000 0.002017286821 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-04-03 46.06000000 USD 0.00000000 USD 2854000.00000000 USD 43759.96000000 N N N N/A N/A N/A 435756000.00000100 OU Notional Amount USD -28845.61000000 -0.00132835324 N/A DIR N/A N 2 Citigroup Inc N/A Call Written Citigroup Inc N/A N/A N/A N/A 435756000.00000100 OU Notional Amount USD -28845.61000000 -0.00132800 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 435756000.00000100 USD 435756000.00000100 USD 2.94000000 USD 2025-05-16 XXXX 225105.17000000 N N N N/A N/A N/A 435756000.00000100 OU Notional Amount USD 257811.68000000 0.011872343221 N/A DIR N/A N 2 Citigroup Inc N/A Call Purchased Citigroup Inc N/A N/A N/A N/A 435756000.00000100 OU Notional Amount USD 257811.68000000 0.01187200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 435756000.00000100 USD 435756000.00000100 USD 3.74000000 USD 2025-05-16 XXXX -680276.02000000 N N N N/A N/A N/A 10325000.00000000 OU Notional Amount USD -142716.30000000 -0.00657214947 N/A DIR N/A N 2 Citigroup Inc N/A Put Written Citigroup Inc N/A N/A N/A N/A 10325000.00000000 OU Notional Amount USD -142716.30000000 -0.00657200 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 10325000.00000000 USD 10325000.00000000 USD 4.21300000 USD 2025-06-04 XXXX -49868.88000000 N N N N/A N/A N/A 10325000.00000000 OU Notional Amount USD -14477.13000000 -0.00066667831 N/A DIR N/A N 2 Citigroup Inc N/A Call Written Citigroup Inc N/A N/A N/A N/A 10325000.00000000 OU Notional Amount USD -14477.13000000 -0.00066700 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 10325000.00000000 USD 10325000.00000000 USD 3.21300000 USD 2025-06-04 XXXX 69232.95000000 N N N N/A N/A N/A 215099000.00000100 OU Notional Amount USD -14238.84000000 -0.00065570495 N/A DIR N/A N 2 Citigroup Inc N/A Call Written Citigroup Inc N/A N/A N/A N/A 215099000.00000100 OU Notional Amount USD -14238.84000000 -0.00065600 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 215099000.00000100 USD 215099000.00000100 USD 2.94000000 USD 2025-05-16 XXXX 80521.97000000 N N N N/A N/A N/A 215099000.00000100 OU Notional Amount USD 127261.67000000 0.005860456846 N/A DIR N/A N 2 Citigroup Inc N/A Call Purchased Citigroup Inc N/A N/A N/A N/A 215099000.00000100 OU Notional Amount USD 127261.67000000 0.00586000 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 215099000.00000100 USD 215099000.00000100 USD 3.74000000 USD 2025-05-16 XXXX -300902.59000000 N N N N/A N/A N/A 573133.00000000 OU Notional Amount USD -16323.87000000 -0.00075172151 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-04-03 9.29000000 USD 0.00000000 USD 573133.00000000 USD -16333.16000000 N N N N/A N/A N/A 107550000.00000100 OU Notional Amount USD -7119.46000000 -0.00032785431 N/A DIR N/A N 2 Citigroup Inc N/A Call Written Citigroup Inc N/A N/A N/A N/A 107550000.00000100 OU Notional Amount USD -7119.46000000 -0.00032800 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 107550000.00000100 USD 107550000.00000100 USD 2.94000000 USD 2025-05-16 XXXX 45301.37000000 N N N N/A N/A N/A 107550000.00000100 OU Notional Amount USD 63631.13000000 0.002930242008 N/A DIR N/A N 2 Citigroup Inc N/A Call Purchased Citigroup Inc N/A N/A N/A N/A 107550000.00000100 OU Notional Amount USD 63631.13000000 0.00293000 DIR N/A Secured Overnight Financing Rate N/A N/A N/A N/A N/A 107550000.00000100 USD 107550000.00000100 USD 3.74000000 USD 2025-05-16 XXXX -168398.20000000 N N N N/A N/A N/A 4130000.00000000 OU Notional Amount USD 61943.86000000 0.002852542469 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-06-04 67.26000000 USD 0.00000000 USD 4130000.00000000 USD 61876.60000000 N N N N/A N/A N/A 4130000.00000000 OU Notional Amount USD 54624.47000000 0.002515481285 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-06-04 67.28000000 USD 0.00000000 USD 4130000.00000000 USD 54557.19000000 N N N N/A N/A N/A 9199000.00000000 OU Notional Amount USD -86425.73000000 -0.00397994353 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-03-19 149.86000000 USD 0.00000000 USD 9199000.00000000 USD -86575.59000000 N N N N/A N/A N/A 1000000.00000000 OU Notional Amount 18943.08000000 0.000872337310 N/A DIR N/A N 2 LCH N/A N/A 6 Month Euro Interbank Offered Rate Y 2055-01-06 140.14000000 USD 0.00000000 USD 1000000.00000000 EUR 18802.94000000 N N N N/A N/A N/A 3097500.00000000 OU Notional Amount USD -15049.87000000 -0.00069305324 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-06-04 50.98000000 USD 0.00000000 USD 3097500.00000000 USD -15100.85000000 N N N N/A N/A N/A 2065000.00000000 OU Notional Amount USD -30826.95000000 -0.00141959484 N/A DIR N/A N 2 CME N/A N/A Secured Overnight Financing Rate Y 2035-06-04 34.06000000 USD 0.00000000 USD 2065000.00000000 USD -30861.01000000 N N N N/A N/A N/A 46595000.00000000 OU Notional Amount USD 47797.21000000 0.002201082907 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2027-01-29 0.00000000 USD 342.91000000 USD 46595000.00000000 USD 48140.12000000 N N N N/A N/A N/A 2027500.00000000 OU Notional Amount 6473.75000000 0.000298119084 N/A DIR N/A N 2 LCH N/A N/A United Kingdom Retail Prices Index Y 2055-01-15 112.61000000 USD 0.00000000 USD 2027500.00000000 GBP 6361.14000000 N N N N/A N/A N/A 2805000.00000000 OU Notional Amount USD -5364.52000000 -0.00024703854 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2055-02-03 125.66000000 USD 0.00000000 USD 2805000.00000000 USD -5490.18000000 N N N N/A N/A N/A 4695000.00000000 OU Notional Amount USD 3466.45000000 0.000159631573 N/A DIR N/A N 2 LCH N/A N/A Consumer Price All Urban Non-Seasonally Adjusted Index Y 2030-02-03 55.49000000 USD 0.00000000 USD 4695000.00000000 USD 3410.96000000 N N N N/A N/A N/A 85.00000000 NC -212950.98000000 -0.00980648791 N/A DIR N/A N 1 MSE N/A Short N/A Canada 10 Year Bond; March 2025 2025-03-20 7248116.42000000 USD -212950.98000000 N N N N/A N/A N/A 129.00000000 NC -34490.70000000 -0.00158831216 N/A DIR N/A N 1 LIF N/A Short N/A Euribor; December 2025 2025-12-15 32793661.50000000 USD -34490.70000000 N N N N/A N/A N/A 15.00000000 NC USD -3314.70000000 -0.00015264341 N/A DIR N/A N 1 CBT N/A Long N/A US 5 Year Note; March 2025 2025-03-31 1595859.38000000 USD -3314.70000000 N N N N/A N/A N/A 145.00000000 NC -12257.42000000 -0.00056445967 N/A DIR N/A N 1 SFE N/A Short N/A ASX 90 Day Bank Bill; March 2025 2025-03-13 89244434.56000000 USD -12257.42000000 N N N N/A N/A N/A 145.00000000 NC 39404.17000000 0.001814579659 N/A DIR N/A N 1 SFE N/A Long N/A ASX 90 Day Bank Bill; December 2025 2025-12-11 89344759.68000000 USD 39404.17000000 N N N N/A N/A N/A 111.00000000 NC 59117.72000000 0.002722397458 N/A DIR N/A N 1 ICF N/A Long N/A ICE 3 Month Sterling Overnight Index Average; December 2025 2026-03-17 33054883.95000000 USD 59117.72000000 N N N N/A N/A N/A 768.00000000 NC USD 50019.39000000 0.002303415290 N/A DIR N/A N 1 CBT N/A Long N/A US 2 Year Note; March 2025 2025-03-31 157920000.00000100 USD 50019.39000000 N N N N/A N/A N/A 9.00000000 NC USD -2684.65000000 -0.00012362933 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Note; March 2025 2025-03-20 979593.75000000 USD -2684.65000000 N N N N/A N/A N/A 38.00000000 NC 186182.32000000 0.008573779142 N/A DIR N/A N 1 EUX N/A Short N/A Euro Buxl 30 Year Bond; March 2025 2025-03-06 5082172.31000000 USD 186182.32000000 N N N N/A N/A N/A 31.00000000 NC USD 83136.71000000 0.003828482694 N/A DIR N/A N 1 CBT N/A Short N/A US Long Bond; March 2025 2025-03-20 3531093.75000000 USD 83136.71000000 N N N N/A N/A N/A 265.00000000 NC USD -99280.51000000 -0.00457191190 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Ultra Note; March 2025 2025-03-20 29514375.00000000 USD -99280.51000000 N N N N/A N/A N/A 50.00000000 NC USD -26703.50000000 -0.00122970812 N/A DIR N/A N 1 CBT N/A Short N/A US Ultra Bond; March 2025 2025-03-20 5923437.50000000 USD -26703.50000000 N N N N/A N/A N/A 45272500.00000000 OU Notional Amount USD 3663827.45000000 0.168720893442 N/A DCR N/A N 2 ICE N/A CDX.NA.HY.43 N/A Y Payout of notional amount upon default event with regard to the reference instrument 2029-12-20 3186027.80000000 USD 0.00000000 USD 45272500.00000000 USD 477799.65000000 N N N 2025-02-28 Principal Funds, Inc Megan Hoffmann /s/ Megan Hoffmann Vice President and Controller XXXX