| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
ISHARES 20+ YEAR TREASURY BO
|
4.27 bn | 46.20 mm shares | 70.80 | Common equity | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 1.14 bn | 1.14 bn principal | 18.93 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 639.16 mm | 639.16 mm principal | 10.59 | Short-term investment vehicle | Long | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Citibank National Association
|
25.87 mm | 1.00 contracts | 0.43 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
BNP Paribas
|
13.00 mm | 1.00 contracts | 0.22 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Barclays Bank PLC
|
9.93 mm | 1.00 contracts | 0.16 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Goldman Sachs & Co. LLC
|
8.57 mm | 1.00 contracts | 0.14 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
4.11 mm | 1.00 contracts | 0.07 | Equity derivative | N/A | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 0 | 0.00 principal | 0.00 | Short-term investment vehicle | Long | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 0 | 0.00 principal | 0.00 | Short-term investment vehicle | Long | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
UBS AG
|
-6.40 mm | 1.00 contracts | -0.11 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
J.P. MORGAN SECURITIES LLC.
|
-36.89 mm | 1.00 contracts | -0.61 | Equity derivative | N/A | USA |
