| United States Treasury Notes 4.625%
| - | 9.34% | - | - | 605,601,000 |
| United States Treasury Notes 4.375%
| - | 9.11% | - | - | 606,800,600 |
| United States Treasury Notes 4.25%
| - | 9.09% | - | - | 607,997,000 |
| United States Treasury Notes 4.25%
| - | 9.02% | - | - | 608,107,000 |
| United States Treasury Notes 4%
| - | 8.99% | - | - | 608,464,000 |
| United States Treasury Notes 4.25%
| - | 8.97% | - | - | 605,706,000 |
| United States Treasury Notes 3.875%
| - | 8.93% | - | - | 611,679,000 |
| United States Treasury Notes 4.5%
| - | 8.80% | - | - | 580,308,400 |
| United States Treasury Notes 3.875%
| - | 7.95% | - | - | 541,152,900 |
| United States Treasury Notes 3.375%
| - | 7.01% | - | - | 496,822,400 |