| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
ISHARES 7-10 YEAR TREASURY BOND FUND
|
29.80 mm | 315.33 k shares | 57.83 | Common equity | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 17.10 mm | 17.10 mm principal | 33.18 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 5.73 mm | 5.73 mm principal | 11.12 | Short-term investment vehicle | Long | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
J.P. MORGAN SECURITIES LLC.
|
62.13 k | 1.00 contracts | 0.12 | Equity derivative | N/A | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 74.82 | 74.82 principal | 0.00 | Short-term investment vehicle | Long | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
Barclays Bank PLC
|
-44.94 k | 1.00 contracts | -0.09 | Equity derivative | N/A | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
BNP Paribas
|
-195.39 k | 1.00 contracts | -0.38 | Equity derivative | N/A | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-690.01 k | 1.00 contracts | -1.34 | Equity derivative | N/A | USA |
