| United States Treasury Notes 4.625%
| - | 8.77% | - | - | 219,726,000 |
| United States Treasury Notes 4.375%
| - | 8.64% | - | - | 219,726,000 |
| United States Treasury Notes 4.25%
| - | 8.58% | - | - | 220,545,000 |
| United States Treasury Notes 4.25%
| - | 8.55% | - | - | 220,524,000 |
| United States Treasury Notes 4.25%
| - | 8.51% | - | - | 219,867,000 |
| United States Treasury Notes 4.125%
| - | 8.42% | - | - | 220,094,000 |
| United States Treasury Notes 4%
| - | 8.40% | - | - | 218,839,000 |
| United States Treasury Notes 4%
| - | 8.36% | - | - | 220,542,000 |
| United States Treasury Notes 3.875%
| - | 8.35% | - | - | 220,260,000 |
| United States Treasury Notes 4.5%
| - | 8.31% | - | - | 209,365,300 |