| United States Treasury Notes 4.625%
| - | 0.85% | - | - | 5,094,000 |
| United States Treasury Notes 4.25%
| - | 0.85% | - | - | 5,225,000 |
| United States Treasury Notes 4%
| - | 0.85% | - | - | 5,325,000 |
| United States Treasury Notes 4.25%
| - | 0.84% | - | - | 5,160,000 |
| United States Treasury Notes 4.375%
| - | 0.84% | - | - | 5,080,000 |
| United States Treasury Notes 4%
| - | 0.83% | - | - | 5,175,000 |
| United States Treasury Notes 4.25%
| - | 0.82% | - | - | 5,055,000 |
| United States Treasury Notes 3.875%
| - | 0.81% | - | - | 5,110,000 |
| United States Treasury Notes 4.125%
| - | 0.80% | - | - | 4,995,000 |
| United States Treasury Notes 4.5%
| - | 0.79% | - | - | 4,770,000 |