TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 2022 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date CUSIP Total Portion Held in Portion Held inReconstituted Outstanding Unstripped Form Stripped Form This Month Treasury Notes: CUSIP: Interest Rate: 9128286H8 2.375 912821BQ7 03/15/22 37,999,989 37,999,989 0 0 912828J76 1.750 912820U21 03/31/22 29,000,002 28,992,802 7,200 0 912828W89 1.875 9128206V4 03/31/22 38,116,206 38,114,606 1,600 0 912828ZG8 0.375 912821EA9 03/31/22 45,375,965 45,375,965 0 0 9128286M7 2.250 912821BU8 04/15/22 38,005,670 38,005,670 0 0 912828WZ9 1.750 912820U70 04/30/22 29,106,104 29,094,744 11,360 0 912828X47 1.875 9128207A9 04/30/22 38,640,820 38,633,140 7,680 0 912828ZM5 0.125 912821EF8 04/30/22 45,647,121 45,642,321 4,800 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,902,365 82,184 0 9128286U9 2.125 912821BZ7 05/15/22 50,944,838 50,921,238 23,600 0 912828XD7 1.875 912820V46 05/31/22 28,999,681 28,999,681 0 0 912828XR6 1.750 9128207G6 05/31/22 38,090,150 38,090,150 0 0 912828ZR4 0.125 912821EL5 05/31/22 48,618,563 48,612,163 6,400 0 9128286Y1 1.750 912821CE3 06/15/22 38,000,134 38,000,134 0 0 912828XG0 2.125 912820V87 06/30/22 29,000,014 28,977,614 22,400 0 912828XW5 1.750 9128207L5 06/30/22 38,132,747 38,127,147 5,600 0 912828ZX1 0.125 912821EQ4 06/30/22 52,291,305 52,291,305 0 0 9128287C8 1.750 912821CK9 07/15/22 38,318,602 38,318,602 0 0 912828XQ8 2.000 912820W52 07/31/22 29,000,008 28,996,008 4,000 0 9128282P4 1.875 9128207R2 07/31/22 37,457,039 37,441,359 15,680 0 91282CAC5 0.125 912821EV3 07/31/22 53,453,599 53,453,599 0 0 912828TJ9 1.625 912820RU3 08/15/22 65,994,896 65,559,911 434,985 0 912828YA2 1.500 912821CQ6 08/15/22 62,796,948 62,796,548 400 0 912828L24 1.875 912820X28 08/31/22 28,999,997 28,999,997 0 0 9128282S8 1.625 9128203K1 08/31/22 35,065,529 35,065,529 0 0 91282CAG6 0.125 912821FA8 08/31/22 54,343,642 54,343,642 0 0 912828YF1 1.500 912821CV5 09/15/22 37,999,913 37,985,513 14,400 0 912828L57 1.750 912820X69 09/30/22 28,995,021 28,995,021 0 0 9128282W9 1.875 9128203P0 09/30/22 38,229,346 38,229,346 0 0 91282CAN1 0.125 912821FE0 09/30/22 59,118,550 59,118,550 0 0 912828YK0 1.375 912821CZ6 10/15/22 38,000,011 38,000,011 0 0 912828M49 1.875 912820Y27 10/31/22 28,999,763 28,924,883 74,880 0 9128283C2 2.000 9128203T2 10/31/22 34,850,242 34,761,042 89,200 0 91282CAR2 0.125 912821FK6 10/31/22 59,727,896 59,727,896 0 0 912828TY6 1.625 912820SH1 11/15/22 121,993,264 121,969,269 23,995 0 912828M80 2.000 912820Y76 11/30/22 64,845,013 64,819,813 25,200 0 91282CAX9 0.125 912821FQ3 11/30/22 63,769,181 63,769,181 0 0 912828YW4 1.625 912821DK8 12/15/22 38,000,137 38,000,137 0 0 912828N30 2.125 912820Z34 12/31/22 67,444,612 67,427,012 17,600 0 91282CBD2 0.125 912821FU4 12/31/22 66,824,146 66,824,146 0 0 912828Z29 1.500 912821DP7 01/15/23 39,215,875 39,215,875 0 0 912828P38 1.750 912820Z83 01/31/23 29,520,865 29,490,465 30,400 0 9128283U2 2.375 9128204J3 01/31/23 38,997,043 38,865,843 131,200 0 91282CBG5 0.125 912821FZ3 01/31/23 68,108,923 68,108,923 0 0 912828UN8 2.000 912820B30 02/15/23 66,000,846 65,973,291 27,555 0 912828Z86 1.375 912821DU6 02/15/23 54,899,736 54,899,736 0 0 912828P79 1.500 9128202D8 02/28/23 37,376,151 37,376,151 0 0 9128284A5 2.625 9128204P9 02/28/23 43,532,563 43,532,563 0 0 91282CBN0 0.125 912821GE9 02/28/23 72,990,878 72,990,878 0 0 912828ZD5 0.500 912821DZ5 03/15/23 38,036,596 38,031,796 4,800 0 912828Q29 1.500 9128202J5 03/31/23 34,671,134 34,671,134 0 0 9128284D9 2.500 9128204T1 03/31/23 41,165,502 41,165,502 0 0 91282CBU4 0.125 912821LY9 03/31/23 70,769,343 70,769,343 0 0 912828ZH6 0.250 912821ED3 04/15/23 40,131,480 40,131,480 0 0 912828R28 1.625 9128202P1 04/30/23 35,440,730 35,440,730 0 0 9128284L1 2.750 9128204Y0 04/30/23 39,466,440 39,466,440 0 0 91282CBX8 0.125 912821MD4 04/30/23 71,458,235 71,458,235 0 0 912828VB3 1.750 912820F36 05/15/23 66,000,762 65,613,527 387,235 0 912828ZP8 0.125 912821EJ0 05/15/23 64,211,656 64,211,656 0 0 912828R69 1.625 9128202U0 05/31/23 35,132,561 35,132,561 0 0 9128284S6 2.750 9128205D5 05/31/23 42,253,198 42,253,198 0 0 91282CCD1 0.125 912821MJ1 05/31/23 71,645,884 71,645,884 0 0 912828ZU7 0.250 912821EP6 06/15/23 44,625,569 44,625,569 0 0 912828S35 1.375 9128202Y2 06/30/23 32,084,552 32,079,752 4,800 0 9128284U1 2.625 9128205J2 06/30/23 40,483,254 40,483,254 0 0 91282CCK5 0.125 912821MN2 06/30/23 69,107,376 69,107,376 0 0 912828ZY9 0.125 912821ET8 07/15/23 50,035,625 50,035,625 0 0 912828S92 1.250 9128203D7 07/31/23 29,955,431 29,873,511 81,920 0 912828Y61 2.750 912821AE5 07/31/23 37,954,982 37,937,382 17,600 0 91282CCN9 0.125 912821MT9 07/31/23 65,745,252 65,745,252 0 0 912828VS6 2.500 912820G84 08/15/23 65,999,916 65,977,726 22,190 0 91282CAF8 0.125 912821EY7 08/15/23 76,547,976 76,547,976 0 0 9128282D1 1.375 9128205N3 08/31/23 29,914,893 29,910,093 4,800 0 9128284X5 2.750 912821AK1 08/31/23 39,607,836 39,607,836 0 0 91282CCU3 0.125 912821MY8 08/31/23 67,538,623 67,538,623 0 0 91282CAK7 0.125 912821FD2 09/15/23 52,055,620 52,055,620 0 0 912828T26 1.375 9128205S2 09/30/23 29,706,834 29,706,834 0 0 9128285D8 2.875 912821AP0 09/30/23 37,999,866 37,999,866 0 0 91282CDA6 0.250 912821GK5 09/30/23 67,219,658 67,219,658 0 0 91282CAP6 0.125 912821FH3 10/15/23 53,454,729 53,454,729 0 0 912828T91 1.625 9128205W3 10/31/23 29,692,711 29,692,711 0 0 9128285K2 2.875 912821AT2 10/31/23 38,999,890 38,990,290 9,600 0 91282CDD0 0.375 912821GQ2 10/31/23 66,099,908 66,099,908 0 0 912828WE6 2.750 912820J65 11/15/23 65,996,109 64,327,905 1,668,204 12,000 91282CAW1 0.250 912821FN0 11/15/23 68,807,085 67,907,085 900,000 0 912828U57 2.125 9128206B8 11/30/23 30,980,363 30,973,963 6,400 0 9128285P1 2.875 912821AY1 11/30/23 43,512,587 43,445,387 67,200 0 91282CDM0 0.500 912821GV1 11/30/23 62,778,550 62,778,550 0 0 91282CBA8 0.125 912821FT7 12/15/23 58,385,314 58,385,314 0 0 912828V23 2.250 9128206G7 12/31/23 31,723,494 31,723,494 0 0 9128285U0 2.625 912821BC8 12/31/23 40,998,539 40,985,739 12,800 0 91282CDR9 0.750 912821GZ2 12/31/23 63,608,315 63,608,315 0 0 91282CBE0 0.125 912821FX8 01/15/24 63,830,651 63,830,651 0 0 912828V80 2.250 9128206M4 01/31/24 29,775,684 29,775,684 0 0 9128285Z9 2.500 912821BH7 01/31/24 41,000,039 40,987,639 12,400 0 91282CDV0 0.875 912821HE8 01/31/24 62,070,930 62,070,930 0 0 912828B66 2.750 912820L47 02/15/24 65,996,824 65,811,037 185,787 4,800 91282CBM2 0.125 912821GC3 02/15/24 79,041,154 79,041,154 0 0 912828W48 2.125 9128206S1 02/29/24 31,879,252 31,879,252 0 0 9128286G0 2.375 912821BN4 02/29/24 42,973,164 42,960,364 12,800 0 91282CEA5 1.500 912821HK4 02/29/24 60,908,311 60,908,311 0 0 91282CBR1 0.250 912821GH2 03/15/24 61,595,099 61,580,699 14,400 0 912828W71 2.125 9128206W2 03/31/24 72,389,805 72,389,805 0 0 91282CBV2 0.375 912821MB8 04/15/24 66,901,843 66,895,443 6,400 0 912828X70 2.000 9128207B7 04/30/24 31,818,596 31,818,596 0 0 9128286R6 2.250 912821BX2 04/30/24 41,523,405 41,475,405 48,000 0 912828WJ5 2.500 912820N29 05/15/24 65,994,795 65,979,665 15,130 1,000 91282CCC3 0.250 912821MG7 05/15/24 88,769,272 88,769,272 0 0 912828XT2 2.000 9128207H4 05/31/24 76,675,617 76,653,517 22,100 0 91282CCG4 0.250 912821MM4 06/15/24 63,332,106 63,324,106 8,000 0 912828XX3 2.000 9128207M3 06/30/24 31,403,548 31,403,548 0 0 9128286Z8 1.750 912821CH6 06/30/24 43,344,818 43,290,418 54,400 0 91282CCL3 0.375 912821MR3 07/15/24 67,548,044 67,536,844 11,200 0 9128282N9 2.125 9128207S0 07/31/24 30,846,907 30,826,107 20,800 0 912828Y87 1.750 912821CN3 07/31/24 42,627,408 42,627,408 0 0 912828D56 2.375 912820P84 08/15/24 65,998,692 65,928,141 70,551 0 91282CCT6 0.375 912821MW2 08/15/24 83,876,178 83,876,178 0 0 9128282U3 1.875 9128203L9 08/31/24 28,877,629 28,877,629 0 0 912828YE4 1.250 912821CT0 08/31/24 46,324,103 46,324,103 0 0 91282CCX7 0.375 912821GJ8 09/15/24 64,175,878 64,175,878 0 0 9128282Y5 2.125 9128203Q8 09/30/24 31,480,100 31,414,500 65,600 0 912828YH7 1.500 912821CX1 09/30/24 45,258,960 45,258,960 0 0 91282CDB4 0.625 912821GN9 10/15/24 62,364,044 62,364,044 0 0 9128283D0 2.250 9128203U9 10/31/24 28,700,490 28,687,690 12,800 0 912828YM6 1.500 912821DC6 10/31/24 45,286,641 45,286,641 0 0 912828G38 2.250 912820R58 11/15/24 66,031,911 66,031,311 600 0 91282CDH1 0.750 912821GT6 11/15/24 88,393,592 88,384,792 8,800 0 9128283J7 2.125 9128203Z8 11/30/24 29,519,458 29,519,458 0 0 912828YV6 1.500 912821DH5 11/30/24 44,254,945 44,193,345 61,600 0 91282CDN8 1.000 912821GY5 12/15/24 61,962,878 61,962,878 0 0 9128283P3 2.250 9128204D6 12/31/24 31,660,300 31,650,700 9,600 0 912828YY0 1.750 912821DM4 12/31/24 44,858,744 44,821,144 37,600 0 91282CDS7 1.125 912821HC2 01/15/25 60,343,414 60,343,414 0 0 9128283V0 2.500 9128204K0 01/31/25 32,115,181 32,115,181 0 0 912828Z52 1.375 912821DS1 01/31/25 45,231,843 45,188,643 43,200 0 912828J27 2.000 912820T31 02/15/25 65,988,280 65,487,879 500,401 0 91282CDZ1 1.500 912821HH1 02/15/25 80,247,914 80,247,914 0 0 9128283Z1 2.750 9128204Q7 02/28/25 36,070,112 36,070,112 0 0 912828ZC7 1.125 912821DX0 02/28/25 47,196,554 47,186,954 9,600 0 9128284F4 2.625 9128204U8 03/31/25 34,108,089 34,085,689 22,400 0 912828ZF0 0.500 912821EB7 03/31/25 46,512,284 46,508,284 4,000 0 9128284M9 2.875 9128204Z7 04/30/25 32,701,484 32,701,484 0 0 912828ZL7 0.375 912821EG6 04/30/25 46,734,370 46,734,370 0 0 912828XB1 2.125 912820U96 05/15/25 66,521,989 66,511,992 9,997 0 9128284R8 2.875 9128205F0 05/31/25 35,211,597 35,094,797 116,800 0 912828ZT0 0.250 912821EM3 05/31/25 49,724,255 49,724,255 0 0 912828XZ8 2.750 912821AA3 06/30/25 33,736,098 33,716,098 20,000 0 912828ZW3 0.250 912821ER2 06/30/25 53,428,393 53,428,393 0 0 912828Y79 2.875 912821AF2 07/31/25 31,629,113 31,563,513 65,600 0 91282CAB7 0.250 912821EW1 07/31/25 54,568,118 54,568,118 0 0 912828K74 2.000 912820W78 08/15/25 66,479,519 66,347,789 131,730 0 9128284Z0 2.750 912821AL9 08/31/25 33,184,893 33,184,893 0 0 91282CAJ0 0.250 912821FB6 08/31/25 55,430,929 55,430,929 0 0 9128285C0 3.000 912821AQ8 09/30/25 31,000,000 31,000,000 0 0 91282CAM3 0.250 912821FF7 09/30/25 60,256,027 60,256,027 0 0 9128285J5 3.000 912821AU9 10/31/25 30,999,999 30,986,399 13,600 0 91282CAT8 0.250 912821FL4 10/31/25 60,834,976 60,834,976 0 0 912828M56 2.250 912820Y43 11/15/25 66,120,819 66,041,730 79,089 0 9128285N6 2.875 912821AZ8 11/30/25 34,809,191 34,809,191 0 0 91282CAZ4 0.375 912821FR1 11/30/25 64,907,589 64,907,589 0 0 9128285T3 2.625 912821BD6 12/31/25 32,000,157 32,000,157 0 0 91282CBC4 0.375 912821FV2 12/31/25 67,976,543 67,976,543 0 0 9128286A3 2.625 912821BJ3 01/31/26 32,000,104 32,000,104 0 0 91282CBH3 0.375 912821GA7 01/31/26 69,244,706 69,244,706 0 0 912828P46 1.625 9128202A4 02/15/26 64,940,660 64,727,520 213,140 0 9128286F2 2.500 912821BP9 02/28/26 33,540,101 33,540,101 0 0 91282CBQ3 0.500 912821GF6 02/28/26 74,214,468 74,214,468 0 0 9128286L9 2.250 912821BT1 03/31/26 31,999,971 31,999,971 0 0 91282CBT7 0.750 912821LZ6 03/31/26 71,953,746 71,953,746 0 0 9128286S4 2.375 912821BY0 04/30/26 32,408,242 32,408,242 0 0 91282CBW0 0.750 912821ME2 04/30/26 72,649,380 72,649,380 0 0 912828R36 1.625 9128202R7 05/15/26 69,496,759 69,475,950 20,809 0 9128286X3 2.125 912821CD5 05/31/26 35,361,567 35,361,567 0 0 91282CCF6 0.750 912821MK8 05/31/26 72,840,141 72,840,141 0 0 9128287B0 1.875 912821CJ2 06/30/26 33,828,122 33,828,122 0 0 91282CCJ8 0.875 912821MP7 06/30/26 70,259,272 70,259,272 0 0 912828Y95 1.875 912821CP8 07/31/26 33,271,132 33,271,132 0 0 91282CCP4 0.625 912821MU6 07/31/26 66,841,592 66,841,592 0 0 9128282A7 1.500 9128205K9 08/15/26 65,349,241 65,346,241 3,000 0 912828YD6 1.375 912821CU7 08/31/26 36,155,382 36,155,382 0 0 91282CCW9 0.750 912821MZ5 08/31/26 68,664,147 68,664,147 0 0 912828YG9 1.625 912821CY9 09/30/26 35,324,210 35,324,210 0 0 91282CCZ2 0.875 912821GL3 09/30/26 68,346,425 68,346,425 0 0 912828YQ7 1.625 912821DD4 10/31/26 35,345,667 35,345,667 0 0 91282CDG3 1.125 912821GR0 10/31/26 67,201,691 67,201,691 0 0 912828U24 2.000 9128205Y9 11/15/26 69,134,575 69,133,026 1,549 0 912828YU8 1.625 912821DJ1 11/30/26 34,540,488 34,540,488 0 0 91282CDK4 1.250 912821GW9 11/30/26 63,863,042 63,863,042 0 0 912828YX2 1.750 912821DN2 12/31/26 35,011,701 35,011,701 0 0 91282CDQ1 1.250 912821HA6 12/31/26 64,744,192 64,744,192 0 0 912828Z78 1.500 912821DT9 01/31/27 98,524,841 97,475,841 1,049,000 0 912828V98 2.250 9128206P7 02/15/27 65,815,868 65,766,638 49,230 0 912828ZB9 1.125 912821DY8 02/28/27 36,836,324 36,836,324 0 0 91282CEC1 1.875 912821HL2 02/28/27 62,079,820 62,079,820 0 0 912828ZE3 0.625 912821EC5 03/31/27 36,302,505 36,302,505 0 0 912828ZN3 0.500 912821EH4 04/30/27 38,039,590 38,039,590 0 0 912828X88 2.375 9128207D3 05/15/27 71,050,221 71,039,356 10,865 0 912828ZS2 0.500 912821EN1 05/31/27 41,989,355 41,989,355 0 0 912828ZV5 0.500 912821ES0 06/30/27 46,607,732 46,607,732 0 0 91282CAD3 0.375 912821EX9 07/31/27 49,000,101 49,000,101 0 0 9128282R0 2.250 9128203H8 08/15/27 69,915,360 69,914,380 980 0 91282CAH4 0.500 912821FC4 08/31/27 51,083,076 51,083,076 0 0 91282CAL5 0.375 912821FG5 09/30/27 56,845,294 56,845,294 0 0 91282CAU5 0.500 912821FM2 10/31/27 58,622,977 58,622,977 0 0 9128283F5 2.250 9128203W5 11/15/27 66,474,111 66,473,476 635 0 91282CAY7 0.625 912821FS9 11/30/27 63,768,886 63,768,886 0 0 91282CBB6 0.625 912821FW0 12/31/27 67,976,517 67,976,517 0 0 91282CBJ9 0.750 912821GB5 01/31/28 70,379,850 70,379,850 0 0 9128283W8 2.750 9128204M6 02/15/28 70,572,105 70,143,605 428,500 0 91282CBP5 1.125 912821GG4 02/29/28 75,431,149 75,431,149 0 0 91282CBS9 1.250 912821MA0 03/31/28 73,132,916 73,132,916 0 0 91282CBZ3 1.250 912821MF9 04/30/28 73,840,270 73,840,270 0 0 9128284N7 2.875 9128205B9 05/15/28 75,112,231 75,109,115 3,116 0 91282CCE9 1.250 912821ML6 05/31/28 74,034,233 74,034,233 0 0 91282CCH2 1.250 912821MQ5 06/30/28 71,410,102 71,410,102 0 0 91282CCR0 1.000 912821MV4 07/31/28 67,937,659 67,937,659 0 0 9128284V9 2.875 912821AH8 08/15/28 75,495,710 75,493,290 2,420 0 91282CCV1 1.125 912821NA9 08/31/28 69,789,803 69,789,803 0 0 91282CCY5 1.250 912821GM1 09/30/28 69,466,887 69,466,887 0 0 91282CDF5 1.375 912821GS8 10/31/28 68,303,325 68,303,325 0 0 9128285M8 3.125 912821AW5 11/15/28 80,505,854 80,503,818 2,037 0 91282CDL2 1.500 912821GX7 11/30/28 63,863,621 63,863,621 0 0 91282CDP3 1.375 912821HB4 12/31/28 63,608,180 63,608,180 0 0 91282CDW8 1.750 912821HG3 01/31/29 60,921,657 60,921,657 0 0 9128286B1 2.625 912821BL8 02/15/29 81,505,475 80,904,995 600,480 0 91282CEB3 1.875 912821HM0 02/28/29 58,565,832 58,565,832 0 0 9128286T2 2.375 912821CA1 05/15/29 84,427,059 84,422,109 4,950 0 912828YB0 1.625 912821CR4 08/15/29 92,618,670 92,589,130 29,540 0 912828YS3 1.750 912821DF9 11/15/29 88,552,507 88,552,507 0 0 912828Z94 1.500 912821DV4 02/15/30 88,112,596 88,107,626 4,970 0 912828ZQ6 0.625 912821EK7 05/15/30 109,879,722 108,377,342 1,502,380 0 91282CAE1 0.625 912821EZ4 08/15/30 133,018,653 132,516,413 502,240 0 91282CAV3 0.875 912821FP5 11/15/30 133,680,821 133,680,721 100 0 91282CBL4 1.125 912821GD1 02/15/31 140,062,615 140,062,615 0 0 91282CCB5 1.625 912821MH5 05/15/31 148,500,715 148,500,715 0 0 91282CCS8 1.250 912821MX0 08/15/31 142,197,457 142,197,457 0 0 91282CDJ7 1.375 912821GU3 11/15/31 144,644,276 144,643,276 1,000 0 91282CDY4 1.875 912821HJ7 02/15/32 59,383,389 59,383,389 0 0 Total Treasury Notes............................... 13,227,588,646 13,217,212,852 10,375,794 17,800 Treasury Bonds: CUSIP: Interest Rate: 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,268,607 859,184 45,000 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,775,973 647,653 0 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,295,221 486,840 0 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,313,944 345,100 0 912810ES3 7.500 912803BD4 11/15/24 9,604,162 9,011,620 592,542 1,500 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,962,114 547,056 20,000 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,292,775 894,432 36,000 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,647,611 190,305 0 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,158,446 651,972 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,806,444 1,053,733 12,700 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 9,058,794 463,177 80,000 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,818,293 1,378,463 0 912810FB9 6.125 912803BM4 11/15/27 22,021,339 20,257,223 1,764,116 0 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,768,598 1,007,603 88,000 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,143,000 804,052 24,800 912810FG8 5.250 912803BW2 02/15/29 11,350,341 11,114,676 235,665 127,500 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,572,069 606,511 57,000 912810FM5 6.250 912803CH4 05/15/30 17,043,162 16,173,173 869,989 3,500 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,995,475 1,432,173 19,200 912810FT0 4.500 912803CX9 02/15/36 26,397,130 24,636,477 1,760,653 3,200 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 16,170,157 419,299 0 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,741,873 671,172 1,080 912810PW2 4.375 912803DC4 02/15/38 22,525,149 22,003,303 521,845 0 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,921,733 578,390 26,000 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,701,919 206,650 0 912810QB7 4.250 912803DG5 05/15/39 38,778,773 37,620,597 1,158,176 57,400 912810QC5 4.500 912803DH3 08/15/39 41,430,538 40,604,305 826,233 36,000 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 41,134,464 3,429,785 312,480 912810QE1 4.625 912803DK6 02/15/40 44,902,490 41,375,986 3,526,504 946,000 912810QH4 4.375 912803DM2 05/15/40 43,473,044 39,730,773 3,742,271 145,000 912810SR0 1.125 912803FQ1 05/15/40 60,356,639 60,355,159 1,480 0 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,570,626 642,691 567,920 912810SQ2 1.125 912803FS7 08/15/40 76,517,749 76,326,769 190,980 0 912810QL5 4.250 912803DP5 11/15/40 42,903,189 40,799,137 2,104,051 59,000 912810ST6 1.375 912803FU2 11/15/40 85,640,970 85,638,740 2,230 0 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 41,986,371 1,018,574 1,051,000 912810SW9 1.875 912803FW8 02/15/41 89,742,088 89,733,816 8,272 183,744 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 41,362,622 632,885 195,120 912810SY5 2.250 912803FZ1 05/15/41 86,181,841 86,006,101 175,740 0 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,971,072 517,766 283,520 912810TA6 1.750 912803GB3 08/15/41 83,722,742 83,139,792 582,950 0 912810QT8 3.125 912803DU4 11/15/41 44,622,444 43,982,861 639,583 227,912 912810TC2 2.000 912803GD9 11/15/41 70,625,667 70,561,587 64,080 0 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,567,790 651,254 170,032 912810TF5 2.375 912803GF4 02/15/42 22,252,107 22,252,107 0 0 912810QW1 3.000 912803DX8 05/15/42 43,918,686 43,396,093 522,593 221,600 912810QX9 2.750 912803DY6 08/15/42 41,995,432 41,079,732 915,700 6,000 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 39,386,445 2,607,565 166,160 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 37,089,552 4,910,207 465,640 912810RB6 2.875 912803EC3 05/15/43 41,999,319 36,766,685 5,232,633 201,120 912810RC4 3.625 912803ED1 08/15/43 41,998,968 37,907,929 4,091,039 32,480 912810RD2 3.750 912803EE9 11/15/43 41,994,787 38,142,398 3,852,389 164,440 912810RE0 3.625 912803EF6 02/15/44 41,999,879 35,275,302 6,724,577 8,000 912810RG5 3.375 912803EH2 05/15/44 41,992,115 36,819,345 5,172,770 177,240 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 38,325,254 3,674,776 32,800 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 37,513,432 4,507,460 724,920 912810RK6 2.500 912803EL3 02/15/45 42,000,609 36,283,036 5,717,573 106,280 912810RM2 3.000 912803EN9 05/15/45 42,361,715 38,724,038 3,637,677 95,290 912810RN0 2.875 912803EP4 08/15/45 42,320,986 37,902,910 4,418,076 87,840 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 37,795,381 4,281,289 0 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 33,654,352 6,597,817 493,195 912810RS9 2.500 912803ET6 05/15/46 43,173,535 36,620,385 6,553,150 230,368 912810RT7 2.250 912803EU3 08/15/46 40,536,407 38,078,407 2,458,000 36,000 912810RU4 2.875 912803EV1 11/15/46 42,948,775 40,626,798 2,321,977 125,600 912810RV2 3.000 912803EW9 02/15/47 40,830,504 34,818,375 6,012,129 170,600 912810RX8 3.000 912803EY5 05/15/47 44,224,115 38,475,711 5,748,404 1,264,200 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 33,283,770 10,228,561 514,800 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 27,778,520 13,450,231 398,770 912810SA7 3.000 912803FB4 02/15/48 45,044,506 33,453,255 11,591,250 274,800 912810SC3 3.125 912803FD0 05/15/48 49,151,624 38,331,253 10,820,371 274,880 912810SD1 3.000 912803FE8 08/15/48 50,414,781 37,904,968 12,509,813 27,140 912810SE9 3.375 912803FF5 11/15/48 54,868,281 43,557,694 11,310,587 1,620,180 912810SF6 3.000 912803FG3 02/15/49 55,576,512 36,763,215 18,813,297 324,500 912810SH2 2.875 912803FJ7 05/15/49 57,608,369 39,112,375 18,495,994 134,360 912810SJ8 2.250 912803FK4 08/15/49 63,396,357 53,315,882 10,080,475 545,120 912810SK5 2.375 912803FL2 11/15/49 60,504,749 51,939,837 8,564,912 396,200 912810SL3 2.000 912803FM0 02/15/50 60,520,860 50,317,865 10,202,995 359,000 912810SN9 1.250 912803FP3 05/15/50 73,571,798 58,989,437 14,582,360 23,240 912810SP4 1.375 912803FR9 08/15/50 89,052,509 76,569,923 12,482,586 267,600 912810SS8 1.625 912803FT5 11/15/50 85,838,257 64,723,010 21,115,247 511,340 912810SU3 1.875 912803FV0 02/15/51 89,966,491 69,313,434 20,653,057 62,288 912810SX7 2.375 912803FY4 05/15/51 95,480,587 89,086,422 6,394,165 761,400 912810SZ2 2.000 912803GA5 08/15/51 91,406,663 83,946,378 7,460,285 68,800 912810TB4 1.875 912803GC1 11/15/51 90,235,307 84,413,679 5,821,628 2,052,512 912810TD0 2.250 912803GE7 02/15/52 36,914,118 36,543,058 371,060 0 Total Treasury Bonds............................... 3,589,166,481 3,235,355,724 353,810,756 18,207,311 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828X39 0.125 9128206Y8 04/15/22 50,929,406 50,929,406 0 0 912828TE0 0.125 912820RP4 07/15/22 49,699,384 49,699,384 0 0 912828UH1 0.125 912820A64 01/15/23 49,509,062 49,509,062 0 0 9128284H0 0.625 9128204W4 04/15/23 52,780,008 52,780,008 0 0 912828VM9 0.375 912820G43 07/15/23 49,110,750 49,110,750 0 0 912828B25 0.625 912820K71 01/15/24 48,960,555 48,960,555 0 0 9128286N5 0.500 912821BV6 04/15/24 35,598,909 35,598,909 0 0 912828WU0 0.125 912820P35 07/15/24 48,141,393 48,141,393 0 0 912828YL8 0.125 912821DA0 10/15/24 38,234,448 38,234,448 0 0 912810FR4 2.375 912803CN1 01/15/25 41,410,922 41,410,922 0 0 912828H45 0.250 912820S65 01/15/25 48,249,475 48,249,475 0 0 912828ZJ2 0.125 912821EE1 04/15/25 38,369,157 38,369,157 0 0 912828XL9 0.375 912820W29 07/15/25 48,195,791 48,195,791 0 0 91282CAQ4 0.125 912821FJ9 10/15/25 36,828,877 36,828,877 0 0 912810FS2 2.000 912803CW1 01/15/26 28,091,164 28,091,164 0 0 912828N71 0.625 912820Z59 01/15/26 49,767,988 49,767,988 0 0 91282CCA7 0.125 912821MC6 04/15/26 42,372,756 42,372,756 0 0 912828S50 0.125 9128203A3 07/15/26 42,845,726 42,845,726 0 0 91282CDC2 0.125 912821GP4 10/15/26 39,077,229 39,077,229 0 0 912810PS1 2.375 912803CY7 01/15/27 22,784,378 22,784,378 0 0 912828V49 0.375 9128206J1 01/15/27 44,406,133 44,406,133 0 0 9128282L3 0.375 9128207P6 07/15/27 42,070,971 42,070,971 0 0 912810PV4 1.750 912803DB6 01/15/28 20,804,244 20,804,244 0 0 9128283R9 0.500 9128204G9 01/15/28 43,872,612 43,872,612 0 0 912810FD5 3.625 912803BN2 04/15/28 28,927,667 28,927,408 259 0 912828Y38 0.750 912821AC9 07/15/28 40,726,315 40,726,315 0 0 912810PZ5 2.500 912803DE0 01/15/29 18,373,443 18,373,443 0 0 9128285W6 0.875 912821BF1 01/15/29 39,916,425 39,916,425 0 0 912810FH6 3.875 912803CF8 04/15/29 33,062,070 33,051,895 10,175 0 9128287D6 0.250 912821CL7 07/15/29 43,377,406 43,377,406 0 0 912828Z37 0.125 912821DQ5 01/15/30 44,487,770 44,487,770 0 0 912828ZZ6 0.125 912821EU5 07/15/30 46,641,616 46,641,616 0 0 91282CBF7 0.125 912821FY6 01/15/31 46,405,047 46,405,047 0 0 91282CCM1 0.125 912821MS1 07/15/31 48,717,114 48,717,114 0 0 91282CDX6 0.125 912821HD0 01/15/32 18,494,379 18,494,379 0 0 912810FQ6 3.375 912803CL5 04/15/32 7,871,916 7,871,916 0 0 912810QF8 2.125 912803DL4 02/15/40 19,567,614 19,567,614 0 0 912810QP6 2.125 912803DR1 02/15/41 30,531,989 30,531,989 0 0 912810QV3 0.750 912803DW0 02/15/42 28,533,065 28,533,065 0 0 912810RA8 0.625 912803EB5 02/15/43 27,887,724 27,887,724 0 0 912810RF7 1.375 912803EG4 02/15/44 27,532,406 27,532,406 0 0 912810RL4 0.750 912803EM1 02/15/45 27,228,312 27,228,312 0 0 912810RR1 1.000 912803ES8 02/15/46 23,974,969 23,974,969 0 0 912810RW0 0.875 912803EX7 02/15/47 21,597,216 21,597,216 0 0 912810SB5 1.000 912803FC2 02/15/48 21,147,382 21,147,382 0 0 912810SG4 1.000 912803FH1 02/15/49 17,044,136 17,044,136 0 0 912810SM1 0.250 912803FN8 02/15/50 16,923,968 16,923,968 0 0 912810SV1 0.125 912803FX6 02/15/51 19,272,472 19,272,472 0 0 912810TE8 0.125 912803GG2 02/15/52 10,550,740 10,550,740 0 0 Total Treasury Inflation-Protected Securities...... 1,720,904,498 1,720,894,065 10,433 0 Grand Total........................................ 18,537,659,625 18,173,462,642 364,196,983 18,225,111