| United States Treasury Notes 4%
| - | 2.18% | - | - | 228,653,000 |
| United States Treasury Notes 4.125%
| - | 2.03% | - | - | 216,399,000 |
| United States Treasury Notes 1.25%
| - | 2.03% | - | - | 247,757,000 |
| United States Treasury Notes 1.375%
| - | 1.97% | - | - | 242,105,000 |
| United States Treasury Notes 0.875%
| - | 1.95% | - | - | 237,773,000 |
| United States Treasury Notes 3.5%
| - | 1.95% | - | - | 214,136,000 |
| United States Treasury Notes 2.875%
| - | 1.94% | - | - | 220,789,000 |
| United States Treasury Notes 1.875%
| - | 1.91% | - | - | 227,703,000 |
| United States Treasury Notes 1.125%
| - | 1.90% | - | - | 230,000,000 |
| United States Treasury Notes 1.625%
| - | 1.90% | - | - | 226,385,000 |