| United States Treasury Notes 4.625%
| - | 9.42% | - | - | 229,400,000 |
| United States Treasury Notes 4.375%
| - | 9.30% | - | - | 229,900,000 |
| United States Treasury Notes 4.25%
| - | 9.19% | - | - | 229,795,000 |
| United States Treasury Notes 4.25%
| - | 9.17% | - | - | 229,772,000 |
| United States Treasury Notes 4.25%
| - | 9.16% | - | - | 229,784,000 |
| United States Treasury Notes 4%
| - | 9.03% | - | - | 228,885,000 |
| United States Treasury Notes 4%
| - | 8.98% | - | - | 230,140,000 |
| United States Treasury Notes 3.875%
| - | 8.95% | - | - | 229,489,000 |
| United States Treasury Notes 4.5%
| - | 8.91% | - | - | 218,144,300 |
| United States Treasury Notes 3.875%
| - | 8.11% | - | - | 206,507,900 |