| United States Treasury Notes 3.375%
| - | 5.23% | - | - | 153,513,000 |
| United States Treasury Notes 4.125%
| - | 4.06% | - | - | 118,260,000 |
| United States Treasury Notes 4.25%
| - | 4.02% | - | - | 116,412,000 |
| United States Treasury Notes 4.375%
| - | 3.94% | - | - | 115,411,000 |
| United States Treasury Bonds 4.625%
| - | 3.87% | - | - | 117,060,000 |
| United States Treasury Bonds 4.625%
| - | 3.55% | - | - | 108,256,000 |
| United States Treasury Notes 4%
| - | 2.88% | - | - | 83,773,000 |
| United States Treasury Bonds 4.75%
| - | 2.41% | - | - | 72,086,000 |
| United States Treasury Bonds 4.875%
| - | 2.40% | - | - | 70,228,000 |
| United States Treasury Bonds 4.75%
| - | 2.21% | - | - | 66,128,000 |