| United States Treasury Notes 4.625%
| - | 9.13% | - | - | 239,879,000 |
| United States Treasury Notes 4.375%
| - | 9.00% | - | - | 240,031,000 |
| United States Treasury Notes 4.25%
| - | 8.92% | - | - | 240,285,000 |
| United States Treasury Notes 4.25%
| - | 8.88% | - | - | 240,012,000 |
| United States Treasury Notes 4.25%
| - | 8.87% | - | - | 239,949,000 |
| United States Treasury Notes 4.125%
| - | 8.78% | - | - | 240,258,000 |
| United States Treasury Notes 4%
| - | 8.75% | - | - | 238,997,000 |
| United States Treasury Notes 4%
| - | 8.70% | - | - | 240,267,000 |
| United States Treasury Notes 3.875%
| - | 8.68% | - | - | 239,724,000 |
| United States Treasury Notes 4.5%
| - | 8.63% | - | - | 227,864,300 |