| United States Treasury Notes 4.25%
| - | 0.46% | - | - | 920,000 |
| United States Treasury Notes 4.25%
| - | 0.46% | - | - | 908,000 |
| United States Treasury Notes 3.875%
| - | 0.45% | - | - | 910,000 |
| United States Treasury Notes 4.625%
| - | 0.41% | - | - | 793,000 |
| United States Treasury Notes 4.375%
| - | 0.40% | - | - | 786,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 793,000 |
| United States Treasury Notes 3.875%
| - | 0.40% | - | - | 798,000 |
| United States Treasury Notes 4%
| - | 0.39% | - | - | 779,500 |
| United States Treasury Notes 4.5%
| - | 0.38% | - | - | 741,000 |
| United States Treasury Notes 1.375%
| - | 0.38% | - | - | 879,500 |