| United States Treasury Notes 4.625%
| - | 9.39% | - | - | 611,371,000 |
| United States Treasury Notes 4.25%
| - | 9.20% | - | - | 617,983,000 |
| United States Treasury Notes 4.25%
| - | 9.14% | - | - | 618,095,000 |
| United States Treasury Notes 4.375%
| - | 9.12% | - | - | 610,055,600 |
| United States Treasury Notes 4.25%
| - | 9.06% | - | - | 614,039,000 |
| United States Treasury Notes 4%
| - | 8.94% | - | - | 607,229,000 |
| United States Treasury Notes 3.875%
| - | 8.87% | - | - | 610,227,000 |
| United States Treasury Notes 4.5%
| - | 8.74% | - | - | 578,407,400 |
| United States Treasury Notes 3.875%
| - | 8.02% | - | - | 547,638,900 |
| United States Treasury Notes 3.375%
| - | 6.96% | - | - | 495,649,400 |