| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 11.16 mm | 11.16 mm principal | 75.66 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 1.94 mm | 1.94 mm principal | 13.13 | Short-term investment vehicle | Long | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 1.35 mm | 1.35 mm principal | 9.16 | Short-term investment vehicle | Long | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
Barclays Bank PLC
|
254.32 k | 1.00 contracts | 1.72 | Equity derivative | N/A | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
J.P. MORGAN SECURITIES LLC.
|
157.60 k | 1.00 contracts | 1.07 | Equity derivative | N/A | USA |
|
ISHARES 7-10 YEAR TREASURY BOND ETF SWAP
BNP Paribas
|
99.02 k | 1.00 contracts | 0.67 | Equity derivative | N/A | USA |
