| United States Treasury Notes 4.625%
| - | 9.33% | - | - | 230,685,000 |
| United States Treasury Notes 4.375%
| - | 9.16% | - | - | 230,254,000 |
| United States Treasury Notes 4.25%
| - | 9.08% | - | - | 230,706,000 |
| United States Treasury Notes 4.25%
| - | 9.05% | - | - | 230,424,000 |
| United States Treasury Notes 4.25%
| - | 9.04% | - | - | 230,314,000 |
| United States Treasury Notes 4%
| - | 8.89% | - | - | 229,168,000 |
| United States Treasury Notes 3.875%
| - | 8.82% | - | - | 229,934,000 |
| United States Treasury Notes 4.5%
| - | 8.80% | - | - | 219,020,300 |
| United States Treasury Notes 3.875%
| - | 7.99% | - | - | 207,057,900 |
| United States Treasury Notes 3.5%
| - | 7.18% | - | - | 189,839,900 |