| United States Treasury Notes 4.625%
| - | 9.43% | - | - | 613,739,000 |
| United States Treasury Notes 4.25%
| - | 9.25% | - | - | 620,927,000 |
| United States Treasury Notes 4.25%
| - | 9.19% | - | - | 621,055,000 |
| United States Treasury Notes 4.375%
| - | 9.16% | - | - | 612,359,600 |
| United States Treasury Notes 4.25%
| - | 9.02% | - | - | 610,573,000 |
| United States Treasury Notes 4%
| - | 8.94% | - | - | 607,229,000 |
| United States Treasury Notes 3.875%
| - | 8.88% | - | - | 610,227,000 |
| United States Treasury Notes 4.5%
| - | 8.74% | - | - | 578,407,400 |
| United States Treasury Notes 3.875%
| - | 7.98% | - | - | 544,776,900 |
| United States Treasury Notes 3.375%
| - | 6.98% | - | - | 496,929,400 |