| United States Treasury Notes 4.625%
| - | 9.23% | - | - | 655,391,000 |
| United States Treasury Notes 4.375%
| - | 8.98% | - | - | 654,444,600 |
| United States Treasury Notes 4.25%
| - | 8.91% | - | - | 651,575,000 |
| United States Treasury Notes 4.125%
| - | 8.89% | - | - | 657,812,000 |
| United States Treasury Notes 4.25%
| - | 8.87% | - | - | 654,934,000 |
| United States Treasury Notes 4.25%
| - | 8.84% | - | - | 651,526,000 |
| United States Treasury Notes 4%
| - | 8.77% | - | - | 648,685,000 |
| United States Treasury Notes 4%
| - | 8.72% | - | - | 658,219,000 |
| United States Treasury Notes 3.875%
| - | 8.71% | - | - | 651,619,000 |
| United States Treasury Notes 4.5%
| - | 8.58% | - | - | 619,552,400 |