| United States Treasury Notes 4.625%
| - | 9.21% | - | - | 570,595,000 |
| United States Treasury Notes 4.25%
| - | 9.17% | - | - | 585,310,000 |
| United States Treasury Notes 4.375%
| - | 9.11% | - | - | 567,203,600 |
| United States Treasury Notes 4%
| - | 9.11% | - | - | 587,156,000 |
| United States Treasury Notes 4%
| - | 9.08% | - | - | 585,922,000 |
| United States Treasury Notes 4.25%
| - | 9.04% | - | - | 569,335,000 |
| United States Treasury Notes 4.25%
| - | 9.04% | - | - | 570,534,000 |
| United States Treasury Notes 3.875%
| - | 8.71% | - | - | 568,966,000 |
| United States Treasury Notes 4.5%
| - | 8.71% | - | - | 536,800,400 |
| United States Treasury Notes 3.875%
| - | 7.86% | - | - | 509,557,900 |