| United States Treasury Notes 4.625%
| - | 9.18% | - | - | 137,882,000 |
| United States Treasury Notes 4.375%
| - | 8.95% | - | - | 137,988,700 |
| United States Treasury Notes 4.25%
| - | 8.93% | - | - | 138,079,000 |
| United States Treasury Notes 4.25%
| - | 8.86% | - | - | 138,129,000 |
| United States Treasury Notes 4.25%
| - | 8.85% | - | - | 138,116,000 |
| United States Treasury Notes 4.125%
| - | 8.83% | - | - | 138,131,000 |
| United States Treasury Notes 4%
| - | 8.78% | - | - | 137,373,200 |
| United States Treasury Notes 3.875%
| - | 8.72% | - | - | 137,950,000 |
| United States Treasury Notes 4%
| - | 8.66% | - | - | 138,128,000 |
| United States Treasury Notes 4.5%
| - | 8.58% | - | - | 131,126,400 |