| United States Treasury Notes 4.625%
| - | 8.96% | - | - | 221,426,000 |
| United States Treasury Notes 4.375%
| - | 8.82% | - | - | 221,219,000 |
| United States Treasury Notes 4.25%
| - | 8.75% | - | - | 221,765,000 |
| United States Treasury Notes 4.25%
| - | 8.71% | - | - | 221,427,000 |
| United States Treasury Notes 4.25%
| - | 8.69% | - | - | 221,258,000 |
| United States Treasury Notes 4%
| - | 8.57% | - | - | 220,241,000 |
| United States Treasury Notes 4%
| - | 8.53% | - | - | 221,800,000 |
| United States Treasury Notes 3.875%
| - | 8.50% | - | - | 221,049,000 |
| United States Treasury Notes 4.5%
| - | 8.48% | - | - | 210,592,300 |
| United States Treasury Notes 3.875%
| - | 7.70% | - | - | 198,877,900 |