| United States Treasury Notes 4.625%
| - | 9.19% | - | - | 568,643,000 |
| United States Treasury Notes 4.25%
| - | 9.18% | - | - | 585,310,000 |
| United States Treasury Notes 4%
| - | 9.12% | - | - | 587,156,000 |
| United States Treasury Notes 4%
| - | 9.09% | - | - | 585,922,000 |
| United States Treasury Notes 4.375%
| - | 9.09% | - | - | 564,301,600 |
| United States Treasury Notes 4.25%
| - | 9.03% | - | - | 569,096,000 |
| United States Treasury Notes 4.25%
| - | 9.01% | - | - | 566,399,000 |
| United States Treasury Notes 4.5%
| - | 8.72% | - | - | 536,370,400 |
| United States Treasury Notes 3.875%
| - | 8.70% | - | - | 566,838,000 |
| United States Treasury Notes 3.875%
| - | 7.88% | - | - | 509,557,900 |