| United States Treasury Notes 3.375%
| - | 5.64% | - | - | 153,513,000 |
| United States Treasury Notes 4.125%
| - | 4.39% | - | - | 118,260,000 |
| United States Treasury Bonds 4.625%
| - | 3.93% | - | - | 112,665,000 |
| United States Treasury Bonds 4.625%
| - | 3.52% | - | - | 102,418,000 |
| United States Treasury Notes 4.125%
| - | 3.22% | - | - | 89,877,000 |
| United States Treasury Bonds 4.75%
| - | 3.04% | - | - | 86,575,000 |
| United States Treasury Notes 4.25%
| - | 2.95% | - | - | 79,179,000 |
| United States Treasury Bonds 4.875%
| - | 2.53% | - | - | 70,228,000 |
| United States Treasury Notes 3.625%
| - | 1.93% | - | - | 52,016,000 |
| United States Treasury Bonds 4.75%
| - | 1.45% | - | - | 41,247,000 |