| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
ISHARES 20+ YEAR TREASURY BO
|
4.07 bn | 42.93 mm shares | 67.30 | Common equity | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 1.14 bn | 1.14 bn principal | 18.80 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 714.83 mm | 714.83 mm principal | 11.82 | Short-term investment vehicle | Long | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Citibank National Association
|
103.02 mm | 1.00 contracts | 1.70 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
82.72 mm | 1.00 contracts | 1.37 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
BNP Paribas
|
80.60 mm | 1.00 contracts | 1.33 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Goldman Sachs & Co. LLC
|
80.35 mm | 1.00 contracts | 1.33 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
Barclays Bank PLC
|
60.44 mm | 1.00 contracts | 1.00 | Equity derivative | N/A | USA |
|
ISHARES 20+ YEAR TREASURY BOND ETF SWAP
UBS AG
|
21.95 mm | 1.00 contracts | 0.36 | 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
J.P. MORGAN SECURITIES LLC.
|
-4.64 mm | 1.00 contracts | -0.08 | Equity derivative | N/A | USA |
