| United States Treasury Notes 4.375%
| - | 8.92% | - | - | 566,586,600 |
| United States Treasury Notes 4.625%
| - | 8.92% | - | - | 563,585,000 |
| United States Treasury Notes 4.25%
| - | 8.84% | - | - | 567,617,000 |
| United States Treasury Notes 4.25%
| - | 8.79% | - | - | 565,225,000 |
| United States Treasury Notes 4.25%
| - | 8.68% | - | - | 564,860,000 |
| United States Treasury Notes 4.5%
| - | 8.59% | - | - | 540,338,400 |
| United States Treasury Notes 4%
| - | 8.59% | - | - | 564,760,000 |
| United States Treasury Notes 3.875%
| - | 8.50% | - | - | 565,751,000 |
| United States Treasury Notes 4%
| - | 8.16% | - | - | 536,426,000 |
| United States Treasury Notes 3.875%
| - | 7.78% | - | - | 514,322,900 |