| 1 | US TREASURY N/B 11/33 4.5 | N/A | 2.47% | 159,799,400 |
| 2 | US TREASURY N/B 08/32 2.75 | N/A | 2.28% | 166,111,300 |
| 3 | US TREASURY N/B 11/32 4.125 | N/A | 2.19% | 145,179,100 |
| 4 | US TREASURY N/B 08/33 3.875 | N/A | 2.18% | 147,838,600 |
| 5 | US TREASURY N/B 05/33 3.375 | N/A | 2.06% | 144,408,100 |
| 6 | US TREASURY N/B 02/34 4 | N/A | 2.05% | 137,678,100 |
|
| 7 | US TREASURY N/B 05/34 4.375 | N/A | 1.93% | 126,097,700 |
| 8 | US TREASURY N/B 01/29 1.75 | N/A | 1.79% | 130,393,800 |
| 9 | US TREASURY N/B 05/32 2.875 | N/A | 1.74% | 125,262,600 |
| 10 | US TREASURY N/B 06/28 1.25 | N/A | 1.69% | 123,975,400 |
| 11 | US TREASURY N/B 08/31 1.25 | N/A | 1.65% | 131,492,200 |
| 12 | US TREASURY N/B 05/28 3.625 | N/A | 1.56% | 105,157,200 |
| 13 | US TREASURY N/B 02/28 4 | N/A | 1.55% | 103,250,700 |
| 14 | US TREASURY N/B 04/29 2.875 | N/A | 1.55% | 107,833,200 |
| 15 | US TREASURY N/B 02/33 3.5 | N/A | 1.54% | 107,200,700 |
| 16 | US TREASURY N/B 08/29 3.125 | N/A | 1.50% | 103,887,300 |
| 17 | US TREASURY N/B 02/29 1.875 | N/A | 1.41% | 102,706,800 |
| 18 | US TREASURY N/B 12/28 3.75 | N/A | 1.40% | 93,944,900 |
| 19 | US TREASURY N/B 07/29 2.625 | N/A | 1.36% | 95,800,000 |
| 20 | US TREASURY N/B 08/30 4.125 | N/A | 1.36% | 90,176,900 |
| 21 | US TREASURY N/B 08/30 0.625 | N/A | 1.35% | 108,845,400 |
| 22 | US TREASURY N/B 01/28 3.5 | N/A | 1.29% | 86,997,400 |
| 23 | US TREASURY N/B 05/29 4.5 | N/A | 1.29% | 83,702,300 |
| 24 | US TREASURY N/B 11/28 1.5 | N/A | 1.27% | 93,430,600 |
| 25 | US TREASURY N/B 02/29 4.25 | N/A | 1.23% | 81,041,000 |
| 26 | US TREASURY N/B 05/30 0.625 | N/A | 1.23% | 98,502,400 |
| 27 | US TREASURY N/B 02/32 1.875 | N/A | 1.22% | 94,144,800 |
| 28 | US TREASURY N/B 08/29 3.625 | N/A | 1.22% | 82,468,500 |
| 29 | US TREASURY N/B 11/30 0.875 | N/A | 1.19% | 94,987,800 |
| 30 | US TREASURY N/B 07/28 1 | N/A | 1.17% | 86,659,100 |
| 31 | US TREASURY N/B 08/28 4.375 | N/A | 1.17% | 76,936,500 |
| 32 | US TREASURY N/B 11/30 4.375 | N/A | 1.16% | 75,446,900 |
| 33 | US TREASURY N/B 05/29 2.75 | N/A | 1.14% | 79,675,900 |
| 34 | US TREASURY N/B 08/28 2.875 | N/A | 1.14% | 78,964,400 |
| 35 | US TREASURY N/B 12/27 3.875 | N/A | 1.13% | 75,559,400 |
| 36 | US TREASURY N/B 08/34 3.875 | N/A | 1.12% | 76,040,100 |
| 37 | US TREASURY N/B 11/31 1.375 | N/A | 1.12% | 88,919,600 |
| 38 | US TREASURY N/B 09/28 1.25 | N/A | 1.10% | 80,899,000 |
| 39 | US TREASURY N/B 10/28 4.875 | N/A | 1.10% | 70,734,700 |
| 40 | US TREASURY N/B 03/28 3.625 | N/A | 1.08% | 72,713,200 |
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| 41 | US TREASURY N/B 09/28 4.625 | N/A | 1.05% | 68,434,500 |
| 42 | US TREASURY N/B 11/28 4.375 | N/A | 1.05% | 68,835,600 |
| 43 | US TREASURY N/B 07/28 4.125 | N/A | 1.04% | 69,177,800 |
| 44 | US TREASURY N/B 12/29 3.875 | N/A | 1.04% | 69,552,600 |
| 45 | US TREASURY N/B 05/31 1.625 | N/A | 1.03% | 79,235,500 |
| 46 | US TREASURY N/B 06/28 4 | N/A | 1.03% | 68,527,500 |
| 47 | US TREASURY N/B 10/28 1.375 | N/A | 1.01% | 74,492,900 |
| 48 | US TREASURY N/B 05/30 3.75 | N/A | 1.00% | 67,668,000 |
| 49 | US TREASURY N/B 10/30 4.875 | N/A | 1.00% | 63,798,400 |
| 50 | US TREASURY N/B 04/30 3.5 | N/A | 0.99% | 67,762,100 |
