Investments
Principal
Amount
Value
Short-Term
Investments
—
85
.0
%
Repurchase
Agreements
(a)
—
85
.0
%
Repurchase
Agreements
with
various
counterparties,
rates
5.2%
-
5.32%,
dated
8/30/2024,
due
9/3/2024,
total
to
be
received
$10,386,691
(Cost
$10,380,594)
$
10,380,594
$
10,380,594
Total
Investments
—
85.0%
(Cost
$10,380,594)
10,380,594
Other
assets
less
liabilities
—
15.0%
1,825,437
Net
Assets
—
100.0%
$
12,206,031
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Futures
Contracts
Sold
Short
7-10
Year
Treasury
had
the
following
open
short
futures
contracts
as
of
August
31,
2024:
Number
of
Contracts
A
Expiration
Date
A
Trading
Currency
A
Notional
Amount
A
Value
and
Unrealized
Appreciation
A
U.S.
Treasury
10
Year
Note
3
12/19/2024
U.S.
Dollar
$
340,547
$
1,120
Swap
Agreements
Short
7-10
Year
Treasury
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
August
31,
2024:
Notional
Amount
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Appreciation
($)
(2,257,684)
11/6/2024
Bank
of
America
NA
(5.00)%
ICE
U.S.
Treasury
7-10
Year
Bond
Index
146,220
(6,424,216)
1/14/2025
Citibank
NA
(5.02)%
ICE
U.S.
Treasury
7-10
Year
Bond
Index
56,966
(3,237,400)
1/14/2025
Goldman
Sachs
International
(5.18)%
ICE
U.S.
Treasury
7-10
Year
Bond
Index
31,385
(11,919,300)
234,571
Total
Unrealized
Appreciation
234,571
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
August
31,
2024,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).