| United States Treasury Notes 3.375%
| - | 5.43% | - | - | 153,513,000 |
| United States Treasury Notes 4.125%
| - | 4.22% | - | - | 118,260,000 |
| United States Treasury Bonds 4.625%
| - | 3.83% | - | - | 112,665,000 |
| United States Treasury Bonds 4.625%
| - | 3.40% | - | - | 100,878,000 |
| United States Treasury Bonds 4.75%
| - | 2.97% | - | - | 86,575,000 |
| United States Treasury Notes 4.25%
| - | 2.84% | - | - | 79,179,000 |
| United States Treasury Bonds 4.875%
| - | 2.47% | - | - | 70,228,000 |
| United States Treasury Notes 4.375%
| - | 2.41% | - | - | 68,175,000 |
| United States Treasury Bonds 4.75%
| - | 1.89% | - | - | 54,895,000 |
| United States Treasury Notes 3.625%
| - | 1.85% | - | - | 52,016,000 |