| United States Treasury Notes 4.25%
| - | 9.40% | - | - | 621,949,000 |
| United States Treasury Notes 4.25%
| - | 9.11% | - | - | 593,842,000 |
| United States Treasury Notes 4.625%
| - | 8.88% | - | - | 569,953,000 |
| United States Treasury Notes 4.375%
| - | 8.88% | - | - | 572,560,600 |
| United States Treasury Notes 4.25%
| - | 8.72% | - | - | 570,197,000 |
| United States Treasury Notes 4%
| - | 8.61% | - | - | 575,957,000 |
| United States Treasury Notes 4%
| - | 8.48% | - | - | 566,843,000 |
| United States Treasury Notes 4.5%
| - | 8.47% | - | - | 540,681,400 |
| United States Treasury Notes 3.875%
| - | 8.39% | - | - | 567,631,000 |
| United States Treasury Notes 3.875%
| - | 8.33% | - | - | 559,011,900 |