| United States Treasury Notes 4.625%
| - | 9.20% | - | - | 238,919,000 |
| United States Treasury Notes 4.375%
| - | 9.05% | - | - | 238,582,000 |
| United States Treasury Notes 4.25%
| - | 8.96% | - | - | 239,335,000 |
| United States Treasury Notes 4.25%
| - | 8.96% | - | - | 238,813,000 |
| United States Treasury Notes 4.25%
| - | 8.95% | - | - | 239,269,000 |
| United States Treasury Notes 4.125%
| - | 8.83% | - | - | 238,817,000 |
| United States Treasury Notes 4%
| - | 8.81% | - | - | 238,049,000 |
| United States Treasury Notes 4%
| - | 8.77% | - | - | 239,360,000 |
| United States Treasury Notes 3.875%
| - | 8.73% | - | - | 238,506,000 |
| United States Treasury Notes 4.5%
| - | 8.68% | - | - | 226,705,300 |