| United States Treasury Notes 4.625%
| - | 9.00% | - | - | 144,863,000 |
| United States Treasury Notes 4.375%
| - | 8.97% | - | - | 144,974,700 |
| United States Treasury Notes 4.25%
| - | 8.87% | - | - | 145,121,000 |
| United States Treasury Notes 4.25%
| - | 8.85% | - | - | 145,108,000 |
| United States Treasury Notes 4.25%
| - | 8.75% | - | - | 145,070,000 |
| United States Treasury Notes 4%
| - | 8.65% | - | - | 145,120,000 |
| United States Treasury Notes 4%
| - | 8.62% | - | - | 144,328,200 |
| United States Treasury Notes 4.5%
| - | 8.61% | - | - | 137,765,400 |
| United States Treasury Notes 3.875%
| - | 8.55% | - | - | 144,934,000 |
| United States Treasury Notes 3.875%
| - | 7.75% | - | - | 130,418,900 |