| United States Treasury Notes 4.625%
| - | 8.98% | - | - | 225,730,000 |
| United States Treasury Notes 4.375%
| - | 8.83% | - | - | 225,484,000 |
| United States Treasury Notes 4.25%
| - | 8.76% | - | - | 226,126,000 |
| United States Treasury Notes 4.25%
| - | 8.74% | - | - | 226,219,000 |
| United States Treasury Notes 4.25%
| - | 8.73% | - | - | 225,694,000 |
| United States Treasury Notes 4%
| - | 8.60% | - | - | 224,973,000 |
| United States Treasury Notes 4%
| - | 8.55% | - | - | 225,895,000 |
| United States Treasury Notes 3.875%
| - | 8.52% | - | - | 225,579,000 |
| United States Treasury Notes 4.5%
| - | 8.48% | - | - | 214,385,300 |
| United States Treasury Notes 3.875%
| - | 7.71% | - | - | 202,807,900 |