| United States Treasury Notes 3.875%
| - | 1.78% | - | - | 155,290,000 |
| United States Treasury Notes 3.625%
| - | 1.62% | - | - | 138,138,000 |
| United States Treasury Notes 4%
| - | 1.43% | - | - | 123,148,400 |
| United States Treasury Notes 1.875%
| - | 1.40% | - | - | 133,384,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.17% | - | - | 151,817,000 |
| United States Treasury Notes 4%
| - | 0.92% | - | - | 78,443,000 |
| United States Treasury Notes 4.125%
| - | 0.92% | - | - | 77,535,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.90% | - | - | 147,271,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.87% | - | - | 122,248,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.86% | - | - | 125,000,000 |