| United States Treasury Notes 4.375%
| - | 8.96% | - | - | 570,854,600 |
| United States Treasury Notes 4.625%
| - | 8.96% | - | - | 567,429,000 |
| United States Treasury Notes 4.25%
| - | 8.78% | - | - | 565,442,000 |
| United States Treasury Notes 4.25%
| - | 8.77% | - | - | 565,515,000 |
| United States Treasury Notes 4.25%
| - | 8.69% | - | - | 567,090,000 |
| United States Treasury Notes 4%
| - | 8.63% | - | - | 569,112,000 |
| United States Treasury Notes 4.5%
| - | 8.58% | - | - | 540,894,400 |
| United States Treasury Notes 3.875%
| - | 8.54% | - | - | 569,907,000 |
| United States Treasury Notes 4%
| - | 8.12% | - | - | 535,730,000 |
| United States Treasury Notes 3.875%
| - | 7.75% | - | - | 514,322,900 |