| United States Treasury Notes 4.625%
| - | 9.44% | - | - | 615,107,000 |
| United States Treasury Notes 4.25%
| - | 9.27% | - | - | 622,637,000 |
| United States Treasury Notes 4.25%
| - | 9.20% | - | - | 622,765,000 |
| United States Treasury Notes 4.375%
| - | 9.17% | - | - | 613,691,600 |
| United States Treasury Notes 4.25%
| - | 9.00% | - | - | 610,506,000 |
| United States Treasury Notes 4%
| - | 8.93% | - | - | 607,229,000 |
| United States Treasury Notes 3.875%
| - | 8.86% | - | - | 609,775,000 |
| United States Treasury Notes 4.5%
| - | 8.73% | - | - | 578,407,400 |
| United States Treasury Notes 3.875%
| - | 7.98% | - | - | 545,685,900 |
| United States Treasury Notes 3.375%
| - | 6.99% | - | - | 497,658,400 |