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
–
99.5%
U.S.
Treasury
Bill,
5.29%,
10/15/2024(a)
.......................................
$
26,300,000
$
26,251,796
U.S.
Treasury
Bill,
4.80%,
1/14/2025(a)
........................................
109,000,000
107,583,761
Total
U.S.
Treasury
Bills
(Cost
$133,766,628)
.......................................
133,835,557
Shares
Money
Market
Funds
–
0.3%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.92%(b)
(Cost
$355,800)
.........................................................
355,800
355,800
Total
Investments
–
99.8%
(Cost
$134,122,428)
...........................................................
$
134,191,357
Other
Assets
in
Excess
of
Liabilities
–
0.2%
...........................................
263,620
Net
Assets
–
100.0%
............................................................
$
134,454,977
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
(b)
Rate
shown
reflects
the
7-day
yield
as
of
September
30,
2024.
At
September
30,
2024,
open
futures
contracts
were
as
follows:
Number
of
Contracts
Notional
Value
Expiration
Date
Value/
Unrealized
Appreciation
(Depreciation)
Long
position
contracts:
U.S.
Treasury
10
Year
Note
........................
3,375
$
385,699,219
12/19/24
$
794,061
Summary
of
Investment
Type††
Investment
Categories
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
99.5%
Money
Market
Funds
.............................................................................
0.3%
Total
Investments
................................................................................
99.8%
Other
Assets
in
Excess
of
Liabilities
..................................................................
0.2%
Net
Assets
.....................................................................................
100.0%
