| United States Treasury Notes 4.625%
| - | 9.34% | - | - | 655,201,000 |
| United States Treasury Notes 4.25%
| - | 8.99% | - | - | 649,779,000 |
| United States Treasury Notes 4%
| - | 8.94% | - | - | 652,741,000 |
| United States Treasury Notes 4.375%
| - | 8.92% | - | - | 642,372,600 |
| United States Treasury Notes 3.875%
| - | 8.87% | - | - | 655,511,000 |
| United States Treasury Notes 4.25%
| - | 8.84% | - | - | 643,746,000 |
| United States Treasury Notes 4.25%
| - | 8.83% | - | - | 644,546,000 |
| United States Treasury Notes 4.125%
| - | 8.78% | - | - | 642,750,000 |
| United States Treasury Notes 4%
| - | 8.59% | - | - | 640,971,000 |
| United States Treasury Notes 4.5%
| - | 8.56% | - | - | 610,658,400 |