| United States Treasury Notes 4.25%
| - | 9.38% | - | - | 621,949,000 |
| United States Treasury Notes 4.25%
| - | 9.08% | - | - | 593,842,000 |
| United States Treasury Notes 4.625%
| - | 8.86% | - | - | 570,435,000 |
| United States Treasury Notes 4.375%
| - | 8.85% | - | - | 572,560,600 |
| United States Treasury Notes 4.25%
| - | 8.77% | - | - | 574,607,000 |
| United States Treasury Notes 4%
| - | 8.59% | - | - | 575,957,000 |
| United States Treasury Notes 4%
| - | 8.47% | - | - | 567,345,000 |
| United States Treasury Notes 4.5%
| - | 8.44% | - | - | 540,681,400 |
| United States Treasury Notes 3.875%
| - | 8.43% | - | - | 571,951,000 |
| United States Treasury Notes 3.875%
| - | 8.30% | - | - | 559,011,900 |