| United States Treasury Notes 4%
| - | 5.89% | - | - | 146,187,000 |
| United States Treasury Bonds 4.625%
| - | 3.98% | - | - | 98,881,000 |
| United States Treasury Bonds 4.625%
| - | 3.71% | - | - | 93,249,000 |
| United States Treasury Notes 4.25%
| - | 3.30% | - | - | 79,179,000 |
| United States Treasury Notes 4.125%
| - | 3.20% | - | - | 77,080,000 |
| United States Treasury Bonds 4.75%
| - | 3.15% | - | - | 77,488,000 |
| United States Treasury Bonds 4.875%
| - | 2.92% | - | - | 70,228,000 |
| United States Treasury Notes 4.125%
| - | 2.36% | - | - | 57,385,000 |
| United States Treasury Notes 4.125%
| - | 2.19% | - | - | 52,660,000 |
| United States Treasury Notes 3.625%
| - | 1.93% | - | - | 47,016,000 |