| United States Treasury Bonds 4.625%
| - | 4.42% | - | - | 155,115,000 |
| United States Treasury Bonds 4.625%
| - | 3.36% | - | - | 117,157,000 |
| United States Treasury Notes 3.75%
| - | 3.04% | - | - | 106,272,000 |
| United States Treasury Bonds 4.875%
| - | 2.59% | - | - | 87,440,000 |
| United States Treasury Notes 4.125%
| - | 2.58% | - | - | 88,569,000 |
| United States Treasury Bonds 4.75%
| - | 2.17% | - | - | 74,680,000 |
| United States Treasury Notes 3.75%
| - | 2.14% | - | - | 74,233,000 |
| United States Treasury Notes 4%
| - | 1.85% | - | - | 63,422,000 |
| United States Treasury Notes 4.125%
| - | 1.73% | - | - | 59,720,000 |
| United States Treasury Notes 1.625%
| - | 1.07% | - | - | 35,660,000 |