| United States Treasury Notes 4.625%
| - | 9.64% | - | - | 674,959,000 |
| United States Treasury Notes 4%
| - | 9.23% | - | - | 672,456,000 |
| United States Treasury Notes 3.875%
| - | 9.15% | - | - | 675,317,000 |
| United States Treasury Notes 4.125%
| - | 8.81% | - | - | 643,708,000 |
| United States Treasury Notes 4.375%
| - | 8.78% | - | - | 630,701,600 |
| United States Treasury Notes 4.25%
| - | 8.75% | - | - | 635,965,000 |
| United States Treasury Notes 4.25%
| - | 8.69% | - | - | 627,149,000 |
| United States Treasury Notes 4.25%
| - | 8.66% | - | - | 631,085,000 |
| United States Treasury Notes 4%
| - | 8.56% | - | - | 637,852,000 |
| United States Treasury Notes 4.5%
| - | 8.40% | - | - | 597,782,400 |