| United States Treasury Bonds 4.625%
| - | 4.29% | - | - | 152,084,000 |
| United States Treasury Bonds 4.625%
| - | 3.33% | - | - | 117,157,000 |
| United States Treasury Notes 4.125%
| - | 2.60% | - | - | 88,569,000 |
| United States Treasury Notes 3.75%
| - | 2.60% | - | - | 90,751,000 |
| United States Treasury Bonds 4.875%
| - | 2.57% | - | - | 87,440,000 |
| United States Treasury Bonds 4.75%
| - | 2.15% | - | - | 74,680,000 |
| United States Treasury Notes 3.75%
| - | 2.15% | - | - | 74,233,000 |
| United States Treasury Notes 4%
| - | 1.85% | - | - | 63,422,000 |
| United States Treasury Notes 4.125%
| - | 1.74% | - | - | 60,346,000 |
| United States Treasury Notes 1.625%
| - | 1.09% | - | - | 35,660,000 |