| United States Treasury Notes 4.375%
| - | 0.47% | - | - | 1,051,000 |
| United States Treasury Notes 4.25%
| - | 0.46% | - | - | 1,045,000 |
| United States Treasury Notes 4.625%
| - | 0.41% | - | - | 898,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 908,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 898,000 |
| United States Treasury Notes 3.875%
| - | 0.39% | - | - | 910,000 |
| United States Treasury Notes 4%
| - | 0.39% | - | - | 894,500 |
| United States Treasury Notes 3.5%
| - | 0.38% | - | - | 893,000 |
| United States Treasury Notes 4.5%
| - | 0.38% | - | - | 841,000 |
| United States Treasury Notes 2.875%
| - | 0.38% | - | - | 920,000 |