| United States Treasury Notes 4.625%
| - | 9.33% | - | - | 654,105,000 |
| United States Treasury Notes 4.25%
| - | 9.05% | - | - | 653,416,000 |
| United States Treasury Notes 4.25%
| - | 8.97% | - | - | 652,724,000 |
| United States Treasury Notes 4%
| - | 8.87% | - | - | 648,257,000 |
| United States Treasury Notes 4.375%
| - | 8.85% | - | - | 637,644,600 |
| United States Treasury Notes 3.875%
| - | 8.83% | - | - | 652,574,000 |
| United States Treasury Notes 4.25%
| - | 8.78% | - | - | 640,008,000 |
| United States Treasury Notes 4.125%
| - | 8.75% | - | - | 639,238,000 |
| United States Treasury Notes 4%
| - | 8.58% | - | - | 639,399,000 |
| United States Treasury Notes 4.5%
| - | 8.52% | - | - | 607,873,400 |