| United States Treasury Notes 3.375%
| - | 5.22% | - | - | 153,513,000 |
| United States Treasury Notes 4.125%
| - | 4.07% | - | - | 118,260,000 |
| United States Treasury Notes 4.375%
| - | 4.06% | - | - | 118,222,000 |
| United States Treasury Notes 4.25%
| - | 4.02% | - | - | 116,412,000 |
| United States Treasury Bonds 4.625%
| - | 3.90% | - | - | 117,060,000 |
| United States Treasury Notes 4%
| - | 3.84% | - | - | 112,021,000 |
| United States Treasury Bonds 4.625%
| - | 3.58% | - | - | 108,256,000 |
| United States Treasury Bonds 4.75%
| - | 2.43% | - | - | 72,086,000 |
| United States Treasury Bonds 4.875%
| - | 2.42% | - | - | 70,228,000 |
| United States Treasury Bonds 4.75%
| - | 2.23% | - | - | 66,128,000 |