| United States Treasury Notes 4.625%
| - | 9.23% | - | - | 654,980,000 |
| United States Treasury Notes 4.375%
| - | 8.97% | - | - | 654,054,600 |
| United States Treasury Notes 4.25%
| - | 8.91% | - | - | 651,233,000 |
| United States Treasury Notes 4.125%
| - | 8.89% | - | - | 657,380,000 |
| United States Treasury Notes 4.25%
| - | 8.87% | - | - | 654,544,000 |
| United States Treasury Notes 4.25%
| - | 8.84% | - | - | 651,526,000 |
| United States Treasury Notes 4%
| - | 8.77% | - | - | 648,340,000 |
| United States Treasury Notes 4%
| - | 8.72% | - | - | 657,781,000 |
| United States Treasury Notes 3.875%
| - | 8.71% | - | - | 651,619,000 |
| United States Treasury Notes 4.5%
| - | 8.58% | - | - | 619,363,400 |