| United States Treasury Bonds 4.625%
| - | 2.34% | - | - | 54,233,000 |
| United States Treasury Notes 3.875%
| - | 2.18% | - | - | 48,429,000 |
| United States Treasury Notes 4.125%
| - | 1.90% | - | - | 42,537,000 |
| United States Treasury Notes 3.5%
| - | 1.45% | - | - | 32,335,000 |
| United States Treasury Notes 4.25%
| - | 1.32% | - | - | 28,831,000 |
| United States Treasury Notes 3.375%
| - | 1.29% | - | - | 28,839,000 |
| United States Treasury Bonds 4%
| - | 1.25% | - | - | 30,442,000 |
| United States Treasury Bonds 1.375%
| - | 1.16% | - | - | 52,274,000 |
| United States Treasury Bonds 2%
| - | 1.07% | - | - | 40,619,000 |
| United States Treasury Bonds 4.75%
| - | 1.00% | - | - | 22,653,000 |