Titles not aphabetical in Chicago

The titles of books by the same author are being alphabetized by title, but the alphabetization includes the initial article of "A" "An" and "The". Is the problem with the titles or with the bibliography settings?

For example:
Lewis, C. S. A Grief Observed. New York: Bantam, 1976.
———. A Preface to Paradise Lost. London ; New York: Oxford University Press, 1961.
———. All My Road Before Me: The Diary of C. S. Lewis, 1922-1927.
———. An Experiment in Criticism. Cambridge: Cambridge University Press, 2012.
———. Arthurian Torso. Second Impression. London: Oxford University Press, 1952.
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