Principal Core Plus Bond I R-5 (PCBEX)

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Issue Coupon Maturity Date Amount Owned % of Fund
90DAY EURO$ FUTR MAR 12 2012-03-20 $6,538 54.46
Cash Offset For Swaption $1,188,700,000 39.85
90DAY EURO$ FUTR DEC 11 2011-12-18 $3,953 32.98
Interest Rate Swap Receive Fixed $742,500,000 25.01
90DAY EURO$ FUTR SEP 11 2011-09-19 $2,568 21.44
90DAY EURO$ FUTR JUN 12 2012-06-19 $2,467 20.5
United States Treasury Repurchase Agreement 0.04 2011-05-02 $508,303,389 17.04
90DAY EURO$ FUTR SEP 12 2012-09-17 $1,133 9.38
FNMA 4.5 2041-05-01 $156,700,000 5.4
Cash Offset For Short Swap Position $154,400,000 5.18
Straight-A Fdg Llc Ser 1 Iam Coml Paper 0.25 2011-07-05 $116,845,000 3.92
Kells Fdg Llc Iam Coml Paper 144a 3c7 0.24 2011-08-08 $63,700,000 2.13
Sell Protection For 1.00% Credit Default Swap $61,000,000 2
US 2YR NOTE (CBT) JUN11 2011-06-30 $229 1.68
2.75% Interest Rate Swaption 2.75 2012-06-18 $50,600,000 -1.71
Interest Rate Swap Receive Floating $54,100,000 -1.83
2.00% Interest Rate Swaption $85,400,000 -2.87
Interest Rate Swap Receive Floating 4.25 2041-06-15 $100,300,000 -3.39
Cash & Cash Equivalents $138,774,821 -4.65
Interest Rate Swaption 2.25 2012-09-24 $162,100,000 -5.48
0.8% Credit Default Swaption $170,000,000 -5.71
1.20% Credit Default Swaption $175,800,000 -5.89
3.00% Interest Rate Swaption 3 2012-06-18 $222,100,000 -7.49
Cash Offset For Long Swap Position $1,052,600,000 -35.29
Cash Offset For Long Futures $2,147,483,647 -140.44