| United States Treasury Notes 4.625%
| - | 0.41% | - | - | 19,232,000 |
| United States Treasury Notes 4.25%
| - | 0.41% | - | - | 19,734,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 19,168,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 19,213,000 |
| United States Treasury Notes 4.375%
| - | 0.38% | - | - | 18,335,000 |
| United States Treasury Notes 1.625%
| - | 0.38% | - | - | 20,798,000 |
| United States Treasury Notes 1.875%
| - | 0.36% | - | - | 19,742,000 |
| United States Treasury Notes 3.875%
| - | 0.36% | - | - | 17,736,000 |
| United States Treasury Notes 2.875%
| - | 0.36% | - | - | 18,674,000 |
| United States Treasury Notes 4%
| - | 0.36% | - | - | 17,140,000 |