TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 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: 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 74,138,097 62,182 1,100 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 28,924,883 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 64,845,013 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 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 65,608,927 391,835 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 64,316,875 1,679,234 10,000 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 63,608,615 63,608,615 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 912828B66 2.750 912820L47 02/15/24 65,996,824 65,817,002 179,822 10,560 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 65,987,621 7,174 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 76,653,517 22,100 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 43,290,418 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 65,935,684 63,008 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 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 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 66,516,592 5,397 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 33,736,098 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 31,563,513 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 66,365,789 113,730 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 66,049,110 71,709 4,000 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 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 35,304,301 35,304,301 0 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 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 70,144,105 428,000 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 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 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 12,800 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 11/15/31 102,868,116 102,868,116 0 0 Total Treasury Notes............................... 13,000,470,271 12,991,142,689 9,327,582 38,460 Treasury Bonds: CUSIP: Interest Rate: 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,344,337 783,454 147,920 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,697,690 725,936 0 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,417,418 364,643 0 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,291,984 367,060 0 912810ES3 7.500 912803BD4 11/15/24 9,604,162 9,011,580 592,582 30,040 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 10,237,040 950,167 0 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,680,531 157,385 0 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,214,001 596,417 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,800,744 1,059,433 0 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 9,074,619 447,352 8,000 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,838,793 1,357,963 0 912810FB9 6.125 912803BM4 11/15/27 22,021,339 20,257,323 1,764,016 4,500 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,817,298 958,903 13,773 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,142,720 804,332 210,200 912810FG8 5.250 912803BW2 02/15/29 11,350,341 11,114,176 236,165 15,000 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,588,069 590,511 960 912810FM5 6.250 912803CH4 05/15/30 17,043,162 16,165,973 877,189 4,096 912810FP8 5.375 912803CK7 02/15/31 16,427,648 15,011,565 1,416,083 0 912810FT0 4.500 912803CX9 02/15/36 26,397,130 24,576,777 1,820,353 39,568 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 16,171,357 418,099 105,600 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,773,461 639,584 64,200 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,985,703 539,445 9,000 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,895,733 604,390 1,080 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,699,319 209,250 5,900 912810QB7 4.250 912803DG5 05/15/39 38,778,773 37,492,397 1,286,376 8,800 912810QC5 4.500 912803DH3 08/15/39 41,430,538 40,557,825 872,713 29,600 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 40,728,204 3,836,045 63,420 912810QE1 4.625 912803DK6 02/15/40 44,902,490 41,148,801 3,753,689 250,180 912810QH4 4.375 912803DM2 05/15/40 43,473,044 39,674,213 3,798,831 191,960 912810SR0 1.125 912803FQ1 05/15/40 60,356,639 60,355,259 1,380 1,600 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,736,476 476,841 257,822 912810SQ2 1.125 912803FS7 08/15/40 76,517,749 76,305,009 212,740 4,000 912810QL5 4.250 912803DP5 11/15/40 42,903,189 40,916,937 1,986,251 68,840 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 42,230,971 773,974 25,580 912810SW9 1.875 912803FW8 02/15/41 89,742,088 89,736,512 5,576 10,000 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 41,376,382 619,125 97,000 912810SY5 2.250 912803FZ1 05/15/41 86,181,841 86,006,101 175,740 133,040 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,837,492 651,346 106,564 912810TA6 1.750 912803GB3 08/15/41 83,722,742 82,898,272 824,470 0 912810QT8 3.125 912803DU4 11/15/41 44,622,444 44,015,889 606,555 171,648 912810TC2 2.000 912803GD9 11/15/41 47,637,476 47,573,396 64,080 0 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,438,474 780,570 179,400 912810QW1 3.000 912803DX8 05/15/42 43,918,686 43,382,663 536,023 3,460 912810QX9 2.750 912803DY6 08/15/42 41,995,432 40,999,732 995,700 4,080 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 39,381,165 2,612,845 299,900 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 36,695,400 5,304,358 201,613 912810RB6 2.875 912803EC3 05/15/43 41,999,319 36,861,515 5,137,803 270,320 912810RC4 3.625 912803ED1 08/15/43 41,998,968 37,626,069 4,372,899 299,860 912810RD2 3.750 912803EE9 11/15/43 41,994,787 38,518,946 3,475,841 145,040 912810RE0 3.625 912803EF6 02/15/44 41,999,879 36,194,022 5,805,857 76,490 912810RG5 3.375 912803EH2 05/15/44 41,992,115 36,273,485 5,718,630 133,440 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 38,323,234 3,676,796 266,708 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 37,241,572 4,779,320 76,860 912810RK6 2.500 912803EL3 02/15/45 42,000,609 36,220,964 5,779,645 34,836 912810RM2 3.000 912803EN9 05/15/45 42,361,715 39,370,708 2,991,007 183,340 912810RN0 2.875 912803EP4 08/15/45 42,320,986 37,627,745 4,693,241 78,545 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 37,610,621 4,466,049 151,540 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 33,448,202 6,803,967 30,860 912810RS9 2.500 912803ET6 05/15/46 43,173,535 37,914,207 5,259,328 196,045 912810RT7 2.250 912803EU3 08/15/46 40,536,407 38,376,407 2,160,000 47,400 912810RU4 2.875 912803EV1 11/15/46 42,948,775 40,608,099 2,340,676 371,580 912810RV2 3.000 912803EW9 02/15/47 40,830,504 35,640,795 5,189,709 979,860 912810RX8 3.000 912803EY5 05/15/47 44,224,115 37,778,361 6,445,754 118,740 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 33,151,510 10,360,821 558,600 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 27,897,270 13,331,481 559,050 912810SA7 3.000 912803FB4 02/15/48 45,044,506 32,985,930 12,058,575 598,441 912810SC3 3.125 912803FD0 05/15/48 49,151,624 37,861,577 11,290,047 1,433,768 912810SD1 3.000 912803FE8 08/15/48 50,414,781 38,443,808 11,970,973 207,900 912810SE9 3.375 912803FF5 11/15/48 54,868,281 41,972,393 12,895,888 1,128,660 912810SF6 3.000 912803FG3 02/15/49 55,576,512 36,519,454 19,057,058 334,012 912810SH2 2.875 912803FJ7 05/15/49 57,608,369 38,598,815 19,009,554 183,445 912810SJ8 2.250 912803FK4 08/15/49 63,396,357 53,474,482 9,921,875 84,164 912810SK5 2.375 912803FL2 11/15/49 60,504,749 51,225,932 9,278,817 503,440 912810SL3 2.000 912803FM0 02/15/50 60,520,860 49,759,883 10,760,977 379,221 912810SN9 1.250 912803FP3 05/15/50 73,571,798 59,992,688 13,579,109 287,411 912810SP4 1.375 912803FR9 08/15/50 89,052,509 76,679,403 12,373,106 118,020 912810SS8 1.625 912803FT5 11/15/50 85,838,257 64,802,270 21,035,987 858,306 912810SU3 1.875 912803FV0 02/15/51 89,966,491 70,260,406 19,706,085 472,948 912810SX7 2.375 912803FY4 05/15/51 95,480,587 90,320,932 5,159,655 1,502,560 912810SZ2 2.000 912803GA5 08/15/51 91,406,663 85,362,733 6,043,930 893,900 912810TB4 1.875 912803GC1 11/15/51 64,705,426 62,833,426 1,872,000 785,580 Total Treasury Bonds............................... 3,481,482,184 3,133,682,136 347,800,048 17,119,234 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828SA9 0.125 912820ZS9 01/15/22 50,424,471 50,424,471 0 0 912828X39 0.125 9128206Y8 04/15/22 50,517,097 50,517,097 0 0 912828TE0 0.125 912820RP4 07/15/22 49,297,194 49,297,194 0 0 912828UH1 0.125 912820A64 01/15/23 49,108,556 49,108,556 0 0 9128284H0 0.625 9128204W4 04/15/23 52,352,523 52,352,523 0 0 912828VM9 0.375 912820G43 07/15/23 48,713,482 48,713,482 0 0 912828B25 0.625 912820K71 01/15/24 48,564,281 48,564,281 0 0 9128286N5 0.500 912821BV6 04/15/24 35,310,979 35,310,979 0 0 912828WU0 0.125 912820P35 07/15/24 47,751,847 47,751,847 0 0 912828YL8 0.125 912821DA0 10/15/24 37,925,138 37,925,138 0 0 912810FR4 2.375 912803CN1 01/15/25 41,075,753 41,075,753 0 0 912828H45 0.250 912820S65 01/15/25 47,858,800 47,858,800 0 0 912828ZJ2 0.125 912821EE1 04/15/25 38,058,790 38,058,790 0 0 912828XL9 0.375 912820W29 07/15/25 47,805,892 47,805,892 0 0 91282CAQ4 0.125 912821FJ9 10/15/25 36,530,651 36,530,651 0 0 912810FS2 2.000 912803CW1 01/15/26 27,863,763 27,863,763 0 0 912828N71 0.625 912820Z59 01/15/26 49,365,422 49,365,422 0 0 91282CCA7 0.125 912821MC6 04/15/26 42,029,947 42,029,947 0 0 912828S50 0.125 9128203A3 07/15/26 42,498,687 42,498,687 0 0 91282CDC2 0.125 912821GP4 10/15/26 38,764,400 38,764,400 0 0 912810PS1 2.375 912803CY7 01/15/27 22,600,105 22,600,105 0 0 912828V49 0.375 9128206J1 01/15/27 44,046,744 44,046,744 0 0 9128282L3 0.375 9128207P6 07/15/27 41,730,600 41,730,600 0 0 912810PV4 1.750 912803DB6 01/15/28 20,636,018 20,636,018 0 0 9128283R9 0.500 9128204G9 01/15/28 43,517,411 43,517,411 0 0 912810FD5 3.625 912803BN2 04/15/28 28,693,537 28,693,281 256 0 912828Y38 0.750 912821AC9 07/15/28 40,396,638 40,396,638 0 0 912810PZ5 2.500 912803DE0 01/15/29 18,224,721 18,224,721 0 0 9128285W6 0.875 912821BF1 01/15/29 39,593,559 39,593,559 0 0 912810FH6 3.875 912803CF8 04/15/29 32,794,572 32,784,480 10,092 0 9128287D6 0.250 912821CL7 07/15/29 43,026,353 43,026,353 0 0 912828Z37 0.125 912821DQ5 01/15/30 44,127,687 44,127,687 0 0 912828ZZ6 0.125 912821EU5 07/15/30 46,264,121 46,264,121 0 0 91282CBF7 0.125 912821FY6 01/15/31 46,029,352 46,029,352 0 0 91282CCM1 0.125 912821MS1 07/15/31 48,322,739 48,322,739 0 0 912810FQ6 3.375 912803CL5 04/15/32 7,808,210 7,808,210 0 0 912810QF8 2.125 912803DL4 02/15/40 19,409,225 19,409,225 0 0 912810QP6 2.125 912803DR1 02/15/41 30,284,947 30,284,947 0 0 912810QV3 0.750 912803DW0 02/15/42 28,302,020 28,302,020 0 0 912810RA8 0.625 912803EB5 02/15/43 27,662,096 27,662,096 0 0 912810RF7 1.375 912803EG4 02/15/44 27,309,594 27,309,594 0 0 912810RL4 0.750 912803EM1 02/15/45 27,007,972 27,007,972 0 0 912810RR1 1.000 912803ES8 02/15/46 23,780,974 23,780,974 0 0 912810RW0 0.875 912803EX7 02/15/47 21,422,359 21,422,359 0 0 912810SB5 1.000 912803FC2 02/15/48 20,976,217 20,976,217 0 0 912810SG4 1.000 912803FH1 02/15/49 16,906,132 16,906,132 0 0 912810SM1 0.250 912803FN8 02/15/50 16,787,085 16,787,085 0 0 912810SV1 0.125 912803FX6 02/15/51 19,116,600 19,116,600 0 0 Total Treasury Inflation-Protected Securities...... 1,728,595,261 1,728,584,913 10,349 0 Grand Total........................................ 18,210,547,716 17,853,409,738 357,137,978 17,157,694