PIMCO 25 Year Zero Coupon U.S. Treasury Index Fund (ZROZ US) – Portfolio Construction MethodologyThe underlying ICE BofA Long U.S. Treasury Principal STRIPS Index delivers market-value-weighted exposure to U.S. Treasury principal STRIPS with remaining maturity ≥25 years. Eligible constituents are zero-coupon principal components derived from Treasury bonds that had at least USD 1bn outstanding at strip, excluding coupon STRIPS and TIPS. Securities are USD-denominated direct obligations of the U.S. Treasury; ...