| United States Treasury Notes 4.625%
| - | 8.95% | - | - | 560,803,000 |
| United States Treasury Notes 4.375%
| - | 8.90% | - | - | 560,660,600 |
| United States Treasury Notes 4.25%
| - | 8.80% | - | - | 560,513,000 |
| United States Treasury Notes 4.25%
| - | 8.77% | - | - | 559,439,000 |
| United States Treasury Notes 4.25%
| - | 8.67% | - | - | 559,503,000 |
| United States Treasury Notes 4.5%
| - | 8.57% | - | - | 535,030,400 |
| United States Treasury Notes 4%
| - | 8.57% | - | - | 559,448,000 |
| United States Treasury Notes 3.875%
| - | 8.49% | - | - | 560,625,000 |
| United States Treasury Notes 4%
| - | 8.23% | - | - | 537,177,000 |
| United States Treasury Notes 3.875%
| - | 7.78% | - | - | 510,780,900 |