| United States Treasury Notes 4.625%
| - | 9.40% | - | - | 229,390,000 |
| United States Treasury Notes 4.375%
| - | 9.26% | - | - | 229,550,000 |
| United States Treasury Notes 4.25%
| - | 9.17% | - | - | 229,780,000 |
| United States Treasury Notes 4.25%
| - | 9.15% | - | - | 229,762,000 |
| United States Treasury Notes 4.25%
| - | 9.14% | - | - | 229,774,000 |
| United States Treasury Notes 4%
| - | 9.00% | - | - | 228,525,000 |
| United States Treasury Notes 4%
| - | 8.95% | - | - | 229,775,000 |
| United States Treasury Notes 3.875%
| - | 8.93% | - | - | 229,484,000 |
| United States Treasury Notes 4.5%
| - | 8.89% | - | - | 218,139,300 |
| United States Treasury Notes 3.875%
| - | 8.09% | - | - | 206,502,900 |