U.S. Treasury Obligations - 98.9% |
| | Yield (%) (a) | Principal Amount (b) | Value ($) |
US Treasury Bonds 1.125% 5/15/2040 | | 4.52 | 11,709,000 | 7,437,045 |
US Treasury Bonds 1.125% 8/15/2040 | | 1.74 to 4.53 | 64,454,000 | 40,578,325 |
US Treasury Bonds 1.25% 5/15/2050 | | 3.82 to 5.15 | 92,053,000 | 47,058,501 |
US Treasury Bonds 1.375% 11/15/2040 | | 1.37 to 4.48 | 98,738,000 | 64,468,972 |
US Treasury Bonds 1.375% 8/15/2050 | | 1.45 to 5.03 | 220,345,000 | 116,008,201 |
US Treasury Bonds 1.625% 11/15/2050 | | 1.84 to 5.07 | 130,631,000 | 73,485,040 |
US Treasury Bonds 1.75% 8/15/2041 | | 1.96 to 4.15 | 87,455,000 | 59,718,783 |
US Treasury Bonds 1.875% 11/15/2051 | | 1.78 to 4.61 | 224,450,000 | 133,705,565 |
US Treasury Bonds 1.875% 2/15/2041 | | 2.03 to 4.14 | 141,748,000 | 100,059,692 |
US Treasury Bonds 1.875% 2/15/2051 | | 2.23 to 5.06 | 185,960,000 | 111,568,736 |
US Treasury Bonds 2% 11/15/2041 | | 1.94 to 4.66 | 77,050,000 | 54,539,963 |
US Treasury Bonds 2% 2/15/2050 | | 1.32 to 5.17 | 118,266,900 | 73,639,624 |
US Treasury Bonds 2% 8/15/2051 | | 1.93 to 4.83 | 102,954,000 | 63,485,618 |
US Treasury Bonds 2.25% 2/15/2052 | | 2.16 to 4.85 | 110,450,000 | 72,159,228 |
US Treasury Bonds 2.25% 5/15/2041 | | 1.96 to 4.86 | 102,827,000 | 76,827,033 |
US Treasury Bonds 2.25% 8/15/2046 | | 4.12 to 4.89 | 9,663,000 | 6,615,380 |
US Treasury Bonds 2.25% 8/15/2049 | | 1.94 to 4.46 | 25,759,000 | 17,066,344 |
US Treasury Bonds 2.375% 11/15/2049 | | 2.20 to 4.73 | 56,295,000 | 38,287,197 |
US Treasury Bonds 2.375% 2/15/2042 | | 2.24 to 5.20 | 79,900,000 | 59,841,856 |
US Treasury Bonds 2.375% 5/15/2051 | | 1.83 to 5.13 | 208,997,000 | 141,179,106 |
US Treasury Bonds 2.5% 2/15/2045 | | 3.16 to 4.55 | 22,364,000 | 16,372,020 |
US Treasury Bonds 2.5% 2/15/2046 | | 3.17 to 4.12 | 18,123,000 | 13,110,150 |
US Treasury Bonds 2.5% 5/15/2046 | | 3.13 to 4.12 | 41,212,000 | 29,714,496 |
US Treasury Bonds 2.75% 11/15/2042 | | 3.15 to 4.05 | 30,225,000 | 23,775,032 |
US Treasury Bonds 2.75% 11/15/2047 | | 3.08 to 4.90 | 10,975,000 | 8,176,804 |
US Treasury Bonds 2.75% 8/15/2042 | | 3.61 to 4.19 | 7,787,000 | 6,150,817 |
US Treasury Bonds 2.75% 8/15/2047 | | 3.14 to 3.39 | 21,492,000 | 16,042,603 |
US Treasury Bonds 2.875% 11/15/2046 | | 1.83 to 4.26 | 72,529,000 | 55,787,834 |
US Treasury Bonds 2.875% 5/15/2043 | | 3.37 to 4.24 | 78,118,000 | 62,268,591 |
US Treasury Bonds 2.875% 5/15/2049 | | 2.58 to 4.47 | 56,290,000 | 42,542,927 |
US Treasury Bonds 2.875% 5/15/2052 | | 3.07 to 4.29 | 121,700,000 | 91,384,340 |
US Treasury Bonds 2.875% 8/15/2045 | | 2.94 to 5.08 | 67,587,500 | 52,633,766 |
US Treasury Bonds 3% 11/15/2044 | | 2.91 to 4.56 | 65,587,000 | 52,420,922 |
US Treasury Bonds 3% 11/15/2045 | | 3.08 to 4.99 | 62,732,000 | 49,803,327 |
US Treasury Bonds 3% 2/15/2047 | | 2.97 to 4.09 | 31,990,000 | 25,088,407 |
US Treasury Bonds 3% 2/15/2048 | | 1.36 to 4.55 | 85,947,000 | 66,958,085 |
US Treasury Bonds 3% 2/15/2049 | | 4.46 to 4.88 | 37,900,000 | 29,382,863 |
US Treasury Bonds 3% 5/15/2042 | | 1.67 to 5.31 | 57,501,000 | 47,375,433 |
US Treasury Bonds 3% 5/15/2045 | | 1.83 to 4.76 | 76,164,000 | 60,696,162 |
US Treasury Bonds 3% 5/15/2047 | | 3.17 to 3.84 | 11,507,000 | 9,009,172 |
US Treasury Bonds 3% 8/15/2048 | | 2.01 to 4.95 | 105,591,000 | 82,047,507 |
US Treasury Bonds 3% 8/15/2052 | | 3.53 to 4.85 | 90,950,000 | 70,134,529 |
US Treasury Bonds 3.125% 11/15/2041 | | 2.11 to 4.20 | 64,820,000 | 54,914,694 |
US Treasury Bonds 3.125% 2/15/2042 | | 4.06 to 5.30 | 106,856,000 | 90,126,358 |
US Treasury Bonds 3.125% 2/15/2043 | | 2.30 to 4.13 | 47,347,000 | 39,342,398 |
US Treasury Bonds 3.125% 5/15/2048 | | 1.93 to 3.43 | 88,953,000 | 70,790,604 |
US Treasury Bonds 3.125% 8/15/2044 | | 3.31 to 4.94 | 36,284,300 | 29,670,920 |
US Treasury Bonds 3.25% 5/15/2042 | | 3.64 to 5.22 | 147,200,000 | 125,861,750 |
US Treasury Bonds 3.375% 11/15/2048 | | 3.02 to 4.58 | 66,444,000 | 55,166,688 |
US Treasury Bonds 3.375% 5/15/2044 | | 3.36 to 4.56 | 22,229,300 | 18,952,215 |
US Treasury Bonds 3.375% 8/15/2042 | | 3.35 to 4.59 | 34,950,000 | 30,332,777 |
US Treasury Bonds 3.625% 2/15/2044 | | 1.76 to 5.18 | 73,325,000 | 64,992,874 |
US Treasury Bonds 3.625% 2/15/2053 | | 3.64 to 4.52 | 79,450,000 | 69,239,434 |
US Treasury Bonds 3.625% 5/15/2053 | | 3.81 to 4.71 | 109,600,000 | 95,608,875 |
US Treasury Bonds 3.625% 8/15/2043 | | 1.40 to 4.80 | 123,303,000 | 109,821,551 |
US Treasury Bonds 3.75% 11/15/2043 | | 2.96 to 4.43 | 80,368,000 | 72,723,622 |
US Treasury Bonds 3.75% 8/15/2041 | | 2.11 to 5.02 | 95,131,000 | 87,955,298 |
US Treasury Bonds 3.875% 2/15/2043 | | 3.75 to 4.14 | 48,550,000 | 45,016,849 |
US Treasury Bonds 3.875% 5/15/2043 | | 4.20 to 4.66 | 98,600,000 | 91,237,361 |
US Treasury Bonds 3.875% 8/15/2040 | | 2.96 to 4.32 | 19,822,000 | 18,755,019 |
US Treasury Bonds 4% 11/15/2042 | | 4.47 to 5.21 | 76,850,000 | 72,671,281 |
US Treasury Bonds 4% 11/15/2052 | | 3.55 to 4.72 | 86,100,000 | 80,278,160 |
US Treasury Bonds 4.125% 8/15/2044 | | 4.11 to 4.70 | 47,300,000 | 45,023,688 |
US Treasury Bonds 4.125% 8/15/2053 | | 4.20 to 5.07 | 119,300,000 | 113,814,996 |
US Treasury Bonds 4.25% 11/15/2040 | | 3.28 to 4.77 | 37,399,000 | 36,951,965 |
US Treasury Bonds 4.25% 2/15/2054 | | 4.26 to 4.79 | 81,200,000 | 79,309,563 |
US Treasury Bonds 4.25% 5/15/2039 | | 4.32 to 5.05 | 6,131,000 | 6,091,005 |
US Treasury Bonds 4.25% 8/15/2054 | | 3.96 to 4.48 | 128,050,000 | 125,228,898 |
US Treasury Bonds 4.375% 2/15/2038 | | 3.70 | 4,350,000 | 4,408,452 |
US Treasury Bonds 4.375% 5/15/2040 | | 2.89 to 4.55 | 23,064,000 | 23,161,301 |
US Treasury Bonds 4.375% 5/15/2041 | | 3.07 to 5.16 | 61,803,000 | 61,882,668 |
US Treasury Bonds 4.375% 8/15/2043 | | 4.16 to 5.26 | 71,250,000 | 70,481,836 |
US Treasury Bonds 4.5% 11/15/2054 | | 4.37 to 4.58 | 45,450,000 | 46,401,609 |
US Treasury Bonds 4.5% 2/15/2036 (c) | | 3.10 to 5.29 | 15,665,000 | 16,206,544 |
US Treasury Bonds 4.5% 2/15/2044 | | 4.03 to 4.90 | 58,250,000 | 58,404,727 |
US Treasury Bonds 4.5% 5/15/2038 | | 4.38 to 4.64 | 510,000 | 522,789 |
US Treasury Bonds 4.5% 8/15/2039 | | 4.19 to 4.69 | 8,833,000 | 9,001,379 |
US Treasury Bonds 4.625% 2/15/2040 | | 3.09 to 5.22 | 13,722,000 | 14,159,925 |
US Treasury Bonds 4.625% 5/15/2044 | | 4.18 to 4.61 | 26,400,000 | 26,890,875 |
US Treasury Bonds 4.625% 5/15/2054 | | 4.06 to 4.63 | 131,000,000 | 136,178,594 |
US Treasury Bonds 4.75% 11/15/2043 | | 4.20 to 4.69 | 51,500,000 | 53,421,192 |
US Treasury Bonds 4.75% 11/15/2053 | | 4.00 to 4.75 | 108,400,000 | 114,709,218 |
US Treasury Bonds 4.75% 2/15/2037 | | 2.70 to 4.84 | 34,378,000 | 36,189,559 |
US Treasury Bonds 4.75% 2/15/2041 | | 3.01 to 4.52 | 38,071,000 | 39,815,425 |
US Treasury Bonds 5% 5/15/2037 | | 1.64 to 4.70 | 7,319,000 | 7,880,790 |
TOTAL U.S. TREASURY OBLIGATIONS (Cost $5,438,143,362) | | | | 4,718,201,722 |
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