Principal
Value
U.S.
Treasury
Bills
–
99
.3
%
U.S.
Treasury
Bill
,
5
.40
%
,
10/3/2023
(a)
........................................
$
171,800,000
$
171,774,981
U.S.
Treasury
Bill
,
5
.47
%
,
12/19/2023
(a)
.......................................
181,675,000
179,589,749
U.S.
Treasury
Bill
,
5
.44
%
,
1/11/2024
(a)
........................................
250,000,000
246,287,022
Total
U.S.
Treasury
Bills
(Cost
$
597,552,216
)
.......................................
597,651,752
Total
Investments
–
99.3%
(Cost
$
597,552,216
)
...........................................................
$
597,651,752
Other
Assets
in
Excess
of
Liabilities
–
0
.7
%
...........................................
4,069,264
Net
Assets
–
100.0%
............................................................
$
601,721,016
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
At
September
30,
2023,
open
futures
contracts
were
as
follows:
Number
of
Contracts
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
Long
position
contracts:
U.S.
2
Years
Note
(CBT)
...........................
16,515
$
3,347,771,141
12/29/23
$
(
8,921,465
)
Summary
of
Investment
Type
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
99
.3
%
Total
Investments
................................................................................
99
.3
%
Other
Assets
in
Excess
of
Liabilities
..................................................................
0
.7
%
Net
Assets
.....................................................................................
100
.0
%
