| United States Treasury Notes 4.625%
| - | 9.37% | - | - | 231,390,000 |
| United States Treasury Notes 4.375%
| - | 9.26% | - | - | 232,340,000 |
| United States Treasury Notes 4.25%
| - | 9.17% | - | - | 232,575,000 |
| United States Treasury Notes 4.25%
| - | 9.13% | - | - | 232,424,000 |
| United States Treasury Notes 4.25%
| - | 9.12% | - | - | 231,857,000 |
| United States Treasury Notes 4%
| - | 8.99% | - | - | 231,265,000 |
| United States Treasury Notes 4%
| - | 8.94% | - | - | 232,430,000 |
| United States Treasury Notes 3.875%
| - | 8.90% | - | - | 231,524,000 |
| United States Treasury Notes 4.5%
| - | 8.85% | - | - | 220,124,300 |
| United States Treasury Notes 3.875%
| - | 8.06% | - | - | 208,387,900 |