| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 93.33 mm | 93.33 mm principal | 53.55 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 57.27 mm | 57.27 mm principal | 32.86 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 24.07 mm | 24.07 mm principal | 13.81 | Short-term investment vehicle | Long | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
7.76 mm | 1.00 contracts | 4.46 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Goldman Sachs & Co. LLC
|
5.95 mm | 1.00 contracts | 3.42 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
BNP Paribas
|
3.70 mm | 1.00 contracts | 2.13 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
J.P. MORGAN SECURITIES LLC.
|
3.11 mm | 1.00 contracts | 1.78 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
UBS AG
|
2.98 mm | 1.00 contracts | 1.71 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Citibank National Association
|
2.53 mm | 1.00 contracts | 1.45 | Equity derivative | N/A | USA |
