| United States Treasury Notes 4%
| - | 2.21% | - | - | 217,643,000 |
| United States Treasury Notes 4.125%
| - | 2.07% | - | - | 206,136,000 |
| United States Treasury Notes 1.25%
| - | 2.04% | - | - | 235,925,000 |
| United States Treasury Notes 1.375%
| - | 1.99% | - | - | 230,325,000 |
| United States Treasury Notes 2.875%
| - | 1.97% | - | - | 211,066,000 |
| United States Treasury Notes 0.875%
| - | 1.96% | - | - | 227,031,000 |
| United States Treasury Notes 1.875%
| - | 1.93% | - | - | 217,072,000 |
| United States Treasury Notes 1.125%
| - | 1.91% | - | - | 218,799,000 |
| United States Treasury Notes 1.625%
| - | 1.91% | - | - | 215,215,000 |
| United States Treasury Notes 2.75%
| - | 1.89% | - | - | 202,985,000 |