The
percentage
shown
for
each
investment
category
is
the
total
value
of
investments
in
that
category
as
a
percentage
of
the
net
assets
of
the
Fund.
The
table
depicts
the
Fund's
investments
but
may
not
represent
the
Fund's
market
exposure
to
certain
derivatives,
if
any,
which
are
included
in
Other
Assets
in
Excess
of
Liabilities.
Principal
Value
U.S.
Treasury
Bills
–
97.4%
U.S.
Treasury
Bill,
5.42%,
4/2/2024(a)
.........................................
$
128,200,000
$
128,181,427
U.S.
Treasury
Bill,
5.40%,
4/16/2024(a)
........................................
2,500,000
2,494,516
U.S.
Treasury
Bill,
5.39%,
6/6/2024(a)
.........................................
29,000,000
28,722,869
U.S.
Treasury
Bill,
5.39%,
6/20/2024(a)
........................................
290,500,000
287,135,687
U.S.
Treasury
Bill,
5.40%,
6/25/2024(a)
........................................
11,000,000
10,865,810
Total
U.S.
Treasury
Bills
(Cost
$457,401,742)
.......................................
457,400,309
Total
Investments
–
97.4%
(Cost
$457,401,742)
...........................................................
$
457,400,309
Other
Assets
in
Excess
of
Liabilities
–
2.6%
...........................................
12,016,947
Net
Assets
–
100.0%
............................................................
$
469,417,256
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
At
March
31,
2024,
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)
...........................
11,817
$
2,416,391,871
6/28/24
$
(1,814,614)
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
97.4%
Total
Investments
................................................................................
97.4%
Other
Assets
in
Excess
of
Liabilities
..................................................................
2.6%
Net
Assets
.....................................................................................
100.0%
