| United States Treasury Notes 4%
| - | 2.12% | - | - | 209,400 |
| United States Treasury Notes 4.125%
| - | 2.03% | - | - | 198,100 |
| United States Treasury Notes 1.25%
| - | 1.99% | - | - | 227,100 |
| United States Treasury Notes 1.375%
| - | 1.95% | - | - | 222,200 |
| United States Treasury Notes 2.875%
| - | 1.94% | - | - | 203,000 |
| United States Treasury Notes 3.5%
| - | 1.93% | - | - | 198,000 |
| United States Treasury Notes 0.875%
| - | 1.92% | - | - | 217,800 |
| United States Treasury Notes 1.875%
| - | 1.87% | - | - | 208,900 |
| United States Treasury Notes 1.625%
| - | 1.87% | - | - | 207,100 |
| United States Treasury Notes 1.125%
| - | 1.86% | - | - | 210,600 |