TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 2021 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: 912828RR3 2.000 912820ZH3 11/15/21 70,092,488 70,033,628 58,860 0 9128285L0 2.875 912821AV7 11/15/21 44,545,219 44,545,219 0 0 912828G53 1.875 912820R82 11/30/21 29,000,076 28,999,436 640 0 912828U65 1.750 9128206A0 11/30/21 37,618,629 37,610,629 8,000 0 912828YT1 1.500 912821DG7 11/30/21 43,174,749 43,174,749 0 0 9128285R7 2.625 912821BA2 12/15/21 37,999,746 37,990,146 9,600 0 912828G87 2.125 912820S40 12/31/21 29,000,005 29,000,005 0 0 912828U81 2.000 9128206F9 12/31/21 38,521,169 38,507,769 13,400 0 912828YZ7 1.625 912821DL6 12/31/21 43,764,036 43,764,036 0 0 9128285V8 2.500 912821BE4 01/15/22 38,000,057 38,000,057 0 0 912828H86 1.500 912820S99 01/31/22 29,000,012 29,000,012 0 0 912828V72 1.875 9128206L6 01/31/22 36,156,202 36,107,562 48,640 0 912828Z60 1.375 912821DR3 01/31/22 44,131,756 44,131,756 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,136,997 63,282 0 9128286C9 2.500 912821BK0 02/15/22 47,150,742 47,148,662 2,080 0 912828J43 1.750 912820T64 02/28/22 29,000,023 29,000,023 0 0 912828W55 1.875 9128206R3 02/28/22 38,715,219 38,715,219 0 0 912828ZA1 1.125 912821DW2 02/28/22 46,045,002 46,045,002 0 0 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 68,915,265 69,284 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 65,560,111 434,785 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 28,974,483 25,280 0 9128283C2 2.000 9128203T2 10/31/22 34,850,242 34,793,742 56,500 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 64,845,013 0 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 65,973,791 27,055 1,000 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 65,649,565 351,197 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 912828WE6 2.750 912820J65 11/15/23 65,996,109 64,420,092 1,576,017 0 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 43,512,587 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 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 41,000,039 0 0 912828B66 2.750 912820L47 02/15/24 65,996,824 65,806,515 190,309 3,480 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 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 66,901,843 0 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 65,988,621 6,174 0 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 76,675,617 0 0 91282CCG4 0.250 912821MM4 06/15/24 63,332,106 63,332,106 0 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 43,344,818 0 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 65,935,684 63,008 25,600 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 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 44,254,945 0 0 9128283P3 2.250 9128204D6 12/31/24 31,660,300 31,660,300 0 0 912828YY0 1.750 912821DM4 12/31/24 44,858,744 44,858,744 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 45,201,443 30,400 0 912828J27 2.000 912820T31 02/15/25 65,988,280 65,487,879 500,401 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 47,196,554 0 0 9128284F4 2.625 9128204U8 03/31/25 34,108,089 34,108,089 0 0 912828ZF0 0.500 912821EB7 03/31/25 46,512,284 46,512,284 0 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 66,519,688 2,301 0 9128284R8 2.875 9128205F0 05/31/25 35,211,597 35,211,597 0 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 33,736,098 0 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 31,629,113 0 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 66,368,289 111,230 2,500 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 66,062,710 58,109 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 69,477,550 19,209 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 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 912828YX2 1.750 912821DN2 12/31/26 35,011,701 35,011,701 0 0 912828Z78 1.500 912821DT9 01/31/27 35,304,301 35,304,301 0 0 912828V98 2.250 9128206P7 02/15/27 65,815,868 65,812,238 3,630 0 912828ZB9 1.125 912821DY8 02/28/27 36,836,324 36,836,324 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 70,157,305 414,800 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 75,110,115 2,116 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 9128285M8 3.125 912821AW5 11/15/28 80,505,854 80,503,818 2,037 0 9128286B1 2.625 912821BL8 02/15/29 81,505,475 80,904,995 600,480 0 9128286T2 2.375 912821CA1 05/15/29 84,427,059 84,422,109 4,950 100 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 05/15/30 109,879,722 108,364,542 1,515,180 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 Total Treasury Notes............................... 12,536,890,677 12,528,259,259 8,631,418 32,680 Treasury Bonds: CUSIP: Interest Rate: 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,291,823 2,340,372 0 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,231,390 896,401 0 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,754,958 668,668 0 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,434,250 347,811 0 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,303,256 355,788 0 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,851,340 752,822 90,000 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,969,754 539,416 0 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,284,616 902,591 124,800 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,680,555 157,361 0 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,220,286 590,132 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,806,364 1,053,813 0 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 9,156,879 365,092 0 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,851,713 1,345,043 0 912810FB9 6.125 912803BM4 11/15/27 22,021,339 20,218,103 1,803,236 25,000 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,909,945 866,256 0 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,840,760 1,106,292 0 912810FG8 5.250 912803BW2 02/15/29 11,350,341 11,113,256 237,085 12 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,588,409 590,171 0 912810FM5 6.250 912803CH4 05/15/30 17,043,162 16,161,877 881,285 36,880 912810FP8 5.375 912803CK7 02/15/31 16,427,648 15,013,605 1,414,043 3,014 912810FT0 4.500 912803CX9 02/15/36 26,397,130 24,566,609 1,830,521 64,400 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 16,171,707 417,749 2,100 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,729,529 683,516 52,172 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,968,123 557,025 0 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,881,913 618,210 41,700 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,583,979 324,590 0 912810QB7 4.250 912803DG5 05/15/39 38,778,773 37,457,977 1,320,796 11,040 912810QC5 4.500 912803DH3 08/15/39 41,430,538 40,510,225 920,313 38,360 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 40,632,544 3,931,705 3,520 912810QE1 4.625 912803DK6 02/15/40 44,902,490 41,451,461 3,451,029 300,000 912810QH4 4.375 912803DM2 05/15/40 43,473,044 39,600,091 3,872,953 287,968 912810SR0 1.125 912803FQ1 05/15/40 60,356,639 60,350,659 5,980 0 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,680,044 533,273 306,551 912810SQ2 1.125 912803FS7 08/15/40 76,517,749 76,301,169 216,580 0 912810QL5 4.250 912803DP5 11/15/40 42,903,189 40,871,457 2,031,731 285,140 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 42,281,011 723,934 174,000 912810SW9 1.875 912803FW8 02/15/41 89,742,088 89,740,792 1,296 0 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 41,293,882 701,625 138,335 912810SY5 2.250 912803FZ1 05/15/41 86,181,841 85,825,321 356,520 2,400 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,937,708 551,130 10 912810TA6 1.750 912803GB3 08/15/41 57,282,257 56,671,807 610,450 0 912810QT8 3.125 912803DU4 11/15/41 44,622,444 43,887,217 735,227 29,754 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,446,508 772,537 396,000 912810QW1 3.000 912803DX8 05/15/42 43,918,686 43,331,003 587,683 105,000 912810QX9 2.750 912803DY6 08/15/42 41,995,432 41,213,292 782,140 113,680 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 39,092,515 2,901,495 0 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 36,710,983 5,288,776 105,750 912810RB6 2.875 912803EC3 05/15/43 41,999,319 36,565,275 5,434,043 54,000 912810RC4 3.625 912803ED1 08/15/43 41,998,968 37,516,578 4,482,390 422,500 912810RD2 3.750 912803EE9 11/15/43 41,994,787 38,741,474 3,253,313 109,400 912810RE0 3.625 912803EF6 02/15/44 41,999,879 36,530,237 5,469,642 64,960 912810RG5 3.375 912803EH2 05/15/44 41,992,115 36,174,445 5,817,670 40,900 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 38,192,964 3,807,066 16,200 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 36,248,415 5,772,477 594,520 912810RK6 2.500 912803EL3 02/15/45 42,000,609 36,365,908 5,634,701 226,690 912810RM2 3.000 912803EN9 05/15/45 42,361,715 39,101,400 3,260,315 382,720 912810RN0 2.875 912803EP4 08/15/45 42,320,986 37,370,140 4,950,846 405,000 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 37,478,004 4,598,666 52,600 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 33,522,138 6,730,031 157,000 912810RS9 2.500 912803ET6 05/15/46 43,173,535 38,313,182 4,860,353 240,600 912810RT7 2.250 912803EU3 08/15/46 40,536,407 38,079,027 2,457,380 193,520 912810RU4 2.875 912803EV1 11/15/46 42,948,775 40,084,511 2,864,264 74,300 912810RV2 3.000 912803EW9 02/15/47 40,830,504 35,180,615 5,649,889 1,416,600 912810RX8 3.000 912803EY5 05/15/47 44,224,115 37,607,821 6,616,294 64,500 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 32,542,610 10,969,721 149,820 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 27,495,901 13,732,850 170,430 912810SA7 3.000 912803FB4 02/15/48 45,044,506 32,640,329 12,404,176 372,720 912810SC3 3.125 912803FD0 05/15/48 49,151,624 36,926,709 12,224,915 491,216 912810SD1 3.000 912803FE8 08/15/48 50,414,781 38,259,168 12,155,613 100,500 912810SE9 3.375 912803FF5 11/15/48 54,868,281 41,228,081 13,640,200 2,880 912810SF6 3.000 912803FG3 02/15/49 55,576,512 35,675,172 19,901,340 129,760 912810SH2 2.875 912803FJ7 05/15/49 57,608,369 38,721,610 18,886,759 634,440 912810SJ8 2.250 912803FK4 08/15/49 63,396,357 54,135,258 9,261,099 649,660 912810SK5 2.375 912803FL2 11/15/49 60,504,749 50,466,952 10,037,797 307,040 912810SL3 2.000 912803FM0 02/15/50 60,520,860 49,970,222 10,550,638 695,650 912810SN9 1.250 912803FP3 05/15/50 73,571,798 60,388,609 13,183,188 70,400 912810SP4 1.375 912803FR9 08/15/50 89,052,509 77,143,397 11,909,112 321,240 912810SS8 1.625 912803FT5 11/15/50 85,838,257 64,980,694 20,857,563 825,982 912810SU3 1.875 912803FV0 02/15/51 89,966,491 71,019,300 18,947,191 938,212 912810SX7 2.375 912803FY4 05/15/51 95,480,587 92,633,462 2,847,125 575,760 912810SZ2 2.000 912803GA5 08/15/51 91,406,663 86,033,833 5,372,830 169,340 Total Treasury Bonds............................... 3,373,330,990 3,022,844,842 350,486,148 13,858,646 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828SA9 0.125 912820ZS9 01/15/22 49,876,769 49,876,769 0 0 912828X39 0.125 9128206Y8 04/15/22 49,968,390 49,968,390 0 0 912828TE0 0.125 912820RP4 07/15/22 48,762,170 48,762,170 0 0 912828UH1 0.125 912820A64 01/15/23 48,575,231 48,575,231 0 0 9128284H0 0.625 9128204W4 04/15/23 51,783,954 51,783,954 0 0 912828VM9 0.375 912820G43 07/15/23 48,184,612 48,184,612 0 0 912828B25 0.625 912820K71 01/15/24 48,036,872 48,036,872 0 0 9128286N5 0.500 912821BV6 04/15/24 34,927,395 34,927,395 0 0 912828WU0 0.125 912820P35 07/15/24 47,233,135 47,233,135 0 0 912828YL8 0.125 912821DA0 10/15/24 37,513,076 37,513,076 0 0 912810FR4 2.375 912803CN1 01/15/25 40,629,701 40,629,701 0 0 912828H45 0.250 912820S65 01/15/25 47,338,992 47,338,992 0 0 912828ZJ2 0.125 912821EE1 04/15/25 37,645,324 37,645,324 0 0 912828XL9 0.375 912820W29 07/15/25 47,286,437 47,286,437 0 0 91282CAQ4 0.125 912821FJ9 10/15/25 36,134,044 36,134,044 0 0 912810FS2 2.000 912803CW1 01/15/26 27,561,161 27,561,161 0 0 912828N71 0.625 912820Z59 01/15/26 48,829,234 48,829,234 0 0 91282CCA7 0.125 912821MC6 04/15/26 41,573,134 41,573,134 0 0 912828S50 0.125 9128203A3 07/15/26 42,037,442 42,037,442 0 0 91282CDC2 0.125 912821GP4 10/15/26 19,017,591 19,017,591 0 0 912810PS1 2.375 912803CY7 01/15/27 22,354,518 22,354,518 0 0 912828V49 0.375 9128206J1 01/15/27 43,568,456 43,568,456 0 0 9128282L3 0.375 9128207P6 07/15/27 41,277,263 41,277,263 0 0 912810PV4 1.750 912803DB6 01/15/28 20,411,820 20,411,820 0 0 9128283R9 0.500 9128204G9 01/15/28 43,044,973 43,044,973 0 0 912810FD5 3.625 912803BN2 04/15/28 28,381,868 28,381,615 254 0 912828Y38 0.750 912821AC9 07/15/28 39,958,046 39,958,046 0 0 912810PZ5 2.500 912803DE0 01/15/29 18,026,756 18,026,756 0 0 9128285W6 0.875 912821BF1 01/15/29 39,163,674 39,163,674 0 0 912810FH6 3.875 912803CF8 04/15/29 32,438,364 32,428,381 9,983 0 9128287D6 0.250 912821CL7 07/15/29 42,559,077 42,559,077 0 0 912828Z37 0.125 912821DQ5 01/15/30 43,648,533 43,648,533 0 0 912828ZZ6 0.125 912821EU5 07/15/30 45,761,796 45,761,796 0 0 91282CBF7 0.125 912821FY6 01/15/31 45,529,292 45,529,292 0 0 91282CCM1 0.125 912821MS1 07/15/31 32,334,176 32,334,176 0 0 912810FQ6 3.375 912803CL5 04/15/32 7,723,453 7,723,453 0 0 912810QF8 2.125 912803DL4 02/15/40 19,198,345 19,198,345 0 0 912810QP6 2.125 912803DR1 02/15/41 29,956,117 29,956,117 0 0 912810QV3 0.750 912803DW0 02/15/42 27,994,653 27,994,653 0 0 912810RA8 0.625 912803EB5 02/15/43 27,361,488 27,361,488 0 0 912810RF7 1.375 912803EG4 02/15/44 27,013,126 27,013,126 0 0 912810RL4 0.750 912803EM1 02/15/45 26,714,492 26,714,492 0 0 912810RR1 1.000 912803ES8 02/15/46 23,522,585 23,522,585 0 0 912810RW0 0.875 912803EX7 02/15/47 21,189,714 21,189,714 0 0 912810SB5 1.000 912803FC2 02/15/48 20,748,371 20,748,371 0 0 912810SG4 1.000 912803FH1 02/15/49 16,722,589 16,722,589 0 0 912810SM1 0.250 912803FN8 02/15/50 16,604,783 16,604,783 0 0 912810SV1 0.125 912803FX6 02/15/51 18,908,892 18,908,892 0 0 Total Treasury Inflation-Protected Securities...... 1,675,031,884 1,675,021,647 10,236 0 Grand Total........................................ 17,585,253,551 17,226,125,749 359,127,802 13,891,326