| United States Treasury Notes 4.625%
| - | 9.00% | - | - | 145,176,000 |
| United States Treasury Notes 4.375%
| - | 8.97% | - | - | 145,287,700 |
| United States Treasury Notes 4.25%
| - | 8.87% | - | - | 145,434,000 |
| United States Treasury Notes 4.25%
| - | 8.85% | - | - | 145,421,000 |
| United States Treasury Notes 4.25%
| - | 8.74% | - | - | 145,383,000 |
| United States Treasury Notes 4%
| - | 8.65% | - | - | 145,433,000 |
| United States Treasury Notes 4%
| - | 8.61% | - | - | 144,639,200 |
| United States Treasury Notes 4.5%
| - | 8.61% | - | - | 138,062,400 |
| United States Treasury Notes 3.875%
| - | 8.55% | - | - | 145,247,000 |
| United States Treasury Notes 3.875%
| - | 7.75% | - | - | 130,699,900 |