| United States Treasury Notes 4.625%
| - | 8.96% | - | - | 125,553,000 |
| United States Treasury Notes 4.375%
| - | 8.92% | - | - | 125,638,700 |
| United States Treasury Notes 4.25%
| - | 8.83% | - | - | 125,767,000 |
| United States Treasury Notes 4.25%
| - | 8.81% | - | - | 125,755,000 |
| United States Treasury Notes 4.25%
| - | 8.72% | - | - | 125,764,000 |
| United States Treasury Notes 4%
| - | 8.62% | - | - | 125,765,000 |
| United States Treasury Notes 4%
| - | 8.57% | - | - | 125,079,200 |
| United States Treasury Notes 4.5%
| - | 8.55% | - | - | 119,391,400 |
| United States Treasury Notes 3.875%
| - | 8.51% | - | - | 125,604,000 |
| United States Treasury Notes 3.875%
| - | 7.70% | - | - | 113,024,900 |