| United States Treasury Notes 4.625%
| - | 9.34% | - | - | 654,980,000 |
| United States Treasury Notes 4.25%
| - | 9.06% | - | - | 654,251,000 |
| United States Treasury Notes 4.25%
| - | 8.98% | - | - | 653,534,000 |
| United States Treasury Notes 4%
| - | 8.88% | - | - | 648,802,000 |
| United States Treasury Notes 4.375%
| - | 8.85% | - | - | 637,644,600 |
| United States Treasury Notes 3.875%
| - | 8.84% | - | - | 653,404,000 |
| United States Treasury Notes 4.25%
| - | 8.77% | - | - | 639,573,000 |
| United States Treasury Notes 4.125%
| - | 8.74% | - | - | 638,470,000 |
| United States Treasury Notes 4%
| - | 8.57% | - | - | 638,371,000 |
| United States Treasury Notes 4.5%
| - | 8.51% | - | - | 607,873,400 |