| United States Treasury Notes 4.625%
| - | 8.98% | - | - | 225,530,000 |
| United States Treasury Notes 4.375%
| - | 8.85% | - | - | 225,799,000 |
| United States Treasury Notes 4.25%
| - | 8.77% | - | - | 226,241,000 |
| United States Treasury Notes 4.25%
| - | 8.74% | - | - | 226,139,000 |
| United States Treasury Notes 4.25%
| - | 8.74% | - | - | 225,934,000 |
| United States Treasury Notes 4%
| - | 8.58% | - | - | 224,533,000 |
| United States Treasury Notes 4%
| - | 8.55% | - | - | 225,915,000 |
| United States Treasury Notes 3.875%
| - | 8.52% | - | - | 225,504,000 |
| United States Treasury Notes 4.5%
| - | 8.49% | - | - | 214,755,300 |
| United States Treasury Notes 3.875%
| - | 7.72% | - | - | 203,242,900 |