| United States Treasury Notes 4.625%
| - | 8.73% | - | - | 221,824,000 |
| United States Treasury Notes 4.375%
| - | 8.62% | - | - | 222,032,000 |
| United States Treasury Notes 4.25%
| - | 8.53% | - | - | 222,257,000 |
| United States Treasury Notes 4.25%
| - | 8.50% | - | - | 222,239,000 |
| United States Treasury Notes 4.25%
| - | 8.48% | - | - | 222,142,000 |
| United States Treasury Notes 4.125%
| - | 8.38% | - | - | 222,234,000 |
| United States Treasury Notes 4%
| - | 8.38% | - | - | 221,005,000 |
| United States Treasury Notes 4%
| - | 8.31% | - | - | 222,277,000 |
| United States Treasury Notes 3.875%
| - | 8.30% | - | - | 221,933,000 |
| United States Treasury Notes 4.5%
| - | 8.27% | - | - | 210,999,300 |