| United States Treasury Notes 4.625%
| - | 9.03% | - | - | 226,290,000 |
| United States Treasury Notes 4.375%
| - | 8.90% | - | - | 226,439,000 |
| United States Treasury Notes 4.25%
| - | 8.83% | - | - | 227,116,000 |
| United States Treasury Notes 4.25%
| - | 8.81% | - | - | 227,159,000 |
| United States Treasury Notes 4.25%
| - | 8.80% | - | - | 227,114,000 |
| United States Treasury Notes 4%
| - | 8.66% | - | - | 225,883,000 |
| United States Treasury Notes 4%
| - | 8.60% | - | - | 226,655,000 |
| United States Treasury Notes 3.875%
| - | 8.58% | - | - | 226,554,000 |
| United States Treasury Notes 4.5%
| - | 8.55% | - | - | 215,670,300 |
| United States Treasury Notes 3.875%
| - | 7.77% | - | - | 203,782,900 |