TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 2017 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: 912828H37 0.875 912820S57 01/15/18 24,000,062 23,992,062 8,000 0 912828UJ7 0.875 912820A80 01/31/18 34,989,890 34,633,490 356,400 0 912828PT1 2.625 912820XN2 01/31/18 29,577,810 29,577,810 0 0 912828P20 0.750 912820Z67 01/31/18 26,470,215 26,104,615 365,600 0 912828HR4 3.500 912820QN0 02/15/18 39,204,509 38,842,844 361,665 11,000 912828H94 1.000 912820T23 02/15/18 24,001,115 23,785,855 215,260 0 912828PY0 2.750 912820XS1 02/28/18 30,583,054 30,563,054 20,000 0 912828UR9 0.750 912820B48 02/28/18 69,708,484 69,662,884 45,600 0 912828J68 1.000 912820T72 03/15/18 24,000,046 23,999,046 1,000 0 912828QB9 2.875 912820XV4 03/31/18 30,300,265 30,299,305 960 0 912828UU2 0.750 912820B89 03/31/18 35,000,031 34,998,431 1,600 0 912828Q45 0.875 9128202G1 03/31/18 32,194,224 31,895,024 299,200 0 912828K25 0.750 912820U39 04/15/18 24,000,017 24,000,017 0 0 912828UZ1 0.625 912820C62 04/30/18 34,999,544 34,595,384 404,160 0 912828QG8 2.625 912820YC5 04/30/18 30,829,674 30,647,274 182,400 0 912828Q94 0.750 9128202M8 04/30/18 32,904,525 32,446,125 458,400 0 912828HZ6 3.875 912820QW0 05/15/18 34,078,060 33,865,103 212,957 0 912828XA3 1.000 912820U88 05/15/18 24,542,732 24,367,252 175,480 0 912828VE7 1.000 912820F44 05/31/18 34,999,424 34,882,424 117,000 0 912828QQ6 2.375 912820YF8 05/31/18 31,440,908 31,440,908 0 0 912828R51 0.875 9128202S5 05/31/18 32,630,559 32,630,559 0 0 912828XF2 1.125 912820V53 06/15/18 23,999,855 23,993,455 6,400 0 912828VK3 1.375 912820G27 06/30/18 35,000,000 34,980,800 19,200 0 912828QT0 2.375 912820YL5 06/30/18 29,933,711 29,932,111 1,600 0 912828R93 0.625 9128202W6 06/30/18 29,792,322 29,782,082 10,240 0 912828XK1 0.875 912820V95 07/15/18 24,000,092 23,998,492 1,600 0 912828VQ0 1.375 912820G76 07/31/18 35,000,080 34,398,480 601,600 0 912828QY9 2.250 912820YR2 07/31/18 29,863,552 29,861,952 1,600 0 912828S68 0.750 9128203B1 07/31/18 27,814,812 27,783,612 31,200 0 912828JH4 4.000 912820RE9 08/15/18 36,802,978 36,737,515 65,463 7,285 912828K82 1.000 912820W60 08/15/18 24,482,462 24,219,462 263,000 0 912828RE2 1.500 912820YX9 08/31/18 64,886,560 64,878,560 8,000 0 9128282C3 0.750 9128205L7 08/31/18 27,778,138 27,778,138 0 0 912828L40 1.000 912820X36 09/15/18 24,000,047 23,994,847 5,200 0 912828RH5 1.375 912820ZB6 09/30/18 64,902,834 64,901,234 1,600 0 912828T42 0.750 9128205Q6 09/30/18 27,584,247 27,584,247 0 0 912828L81 0.875 912820X77 10/15/18 24,000,028 23,993,628 6,400 0 912828RP7 1.750 912820ZE0 10/31/18 30,102,651 30,094,651 8,000 0 912828WD8 1.250 912820J40 10/31/18 34,999,947 34,782,827 217,120 0 912828T83 0.750 9128205U7 10/31/18 27,570,665 27,570,665 0 0 912828JR2 3.750 912820RM1 11/15/18 57,351,395 57,073,804 277,591 100 912828M64 1.250 912820Y35 11/15/18 24,122,422 24,003,302 119,120 0 912828RT9 1.375 912820ZK6 11/30/18 30,314,142 30,234,142 80,000 0 912828A34 1.250 912820J81 11/30/18 34,995,100 34,984,220 10,880 0 912828U40 1.000 9128205Z6 11/30/18 28,763,583 28,763,583 0 0 912828N22 1.250 912820Y84 12/15/18 23,993,880 23,977,560 16,320 0 912828RY8 1.375 912820ZN0 12/31/18 29,935,159 29,915,959 19,200 0 912828A75 1.500 912820K48 12/31/18 34,992,948 34,992,948 0 0 912828U99 1.250 9128206D4 12/31/18 29,461,263 29,461,263 0 0 912828N63 1.125 912820Z42 01/15/19 23,996,894 23,992,094 4,800 0 912828SD3 1.250 912820ZV2 01/31/19 29,545,749 29,545,749 0 0 912828B33 1.500 912820K97 01/31/19 35,000,048 35,000,048 0 0 912828V56 1.125 9128206K8 01/31/19 27,651,074 27,651,074 0 0 912828KD1 2.750 912820TA5 02/15/19 58,676,801 58,644,788 32,013 0 912828P53 0.750 912820Z91 02/15/19 25,884,438 25,823,598 60,840 0 912828SH4 1.375 912820ZY6 02/28/19 29,406,635 29,406,635 0 0 912828C24 1.500 912820L62 02/28/19 35,097,372 35,097,372 0 0 912828W30 1.125 9128206Q5 02/28/19 29,603,179 29,603,179 0 0 912828P95 1.000 9128202F3 03/15/19 24,000,727 24,000,727 0 0 912828SN1 1.500 912820D20 03/31/19 29,688,470 29,688,470 0 0 912828C65 1.625 912820M20 03/31/19 35,000,374 34,846,774 153,600 0 912828W97 1.250 9128206U6 03/31/19 29,147,502 29,147,502 0 0 912828Q52 0.875 9128202K2 04/15/19 24,168,189 24,168,189 0 0 912828ST8 1.250 912820D87 04/30/19 59,327,464 59,326,664 800 0 912828D23 1.625 912820M79 04/30/19 34,999,884 34,990,284 9,600 0 912828KQ2 3.125 912820TQ0 05/15/19 64,410,823 64,247,938 162,885 160 912828R44 0.875 9128202Q9 05/15/19 29,427,644 29,193,524 234,120 0 912828SX9 1.125 912820E37 05/31/19 28,999,135 28,843,935 155,200 0 912828WL0 1.500 912820N45 05/31/19 35,013,460 35,013,460 0 0 912828XS4 1.250 9128207F8 05/31/19 29,127,783 29,127,783 0 0 912828R85 0.875 9128202V8 06/15/19 24,000,021 24,000,021 0 0 912828TC4 1.000 912820E94 06/30/19 29,295,931 29,281,531 14,400 0 912828WS5 1.625 912820N86 06/30/19 35,000,149 34,977,749 22,400 0 912828XV7 1.250 9128207K7 06/30/19 29,160,383 29,160,383 0 0 912828S43 0.750 9128202Z9 07/15/19 25,563,097 25,563,097 0 0 912828TH3 0.875 912820RS8 07/31/19 29,000,021 29,000,021 0 0 912828WW6 1.625 912820P50 07/31/19 35,011,053 34,879,853 131,200 0 9128282K5 1.375 9128207Q4 07/31/19 28,636,878 28,636,878 0 0 912828LJ7 3.625 912820UD7 08/15/19 66,753,044 66,749,844 3,200 0 9128282B5 0.750 9128203F2 08/15/19 26,458,230 26,211,132 247,098 0 912828TN0 1.000 912820RW9 08/31/19 29,000,016 28,925,016 75,000 0 912828D80 1.625 912820Q26 08/31/19 35,001,742 34,916,942 84,800 0 9128282T6 1.250 9128203J4 08/31/19 26,813,750 26,813,750 0 0 9128282G4 0.875 9128205P8 09/15/19 23,999,959 23,844,759 155,200 0 912828TR1 1.000 912820SA6 09/30/19 29,000,018 28,998,218 1,800 0 912828F39 1.750 912820Q67 09/30/19 35,000,247 34,997,047 3,200 0 9128282X7 1.375 9128203N5 09/30/19 29,234,343 29,234,343 0 0 912828T59 1.000 9128205T0 10/15/19 24,002,511 24,002,511 0 0 912828TV2 1.250 912820SD0 10/31/19 29,000,050 29,000,050 0 0 912828F62 1.500 912820R25 10/31/19 61,649,932 61,643,532 6,400 0 912828LY4 3.375 912820US4 11/15/19 71,036,988 70,531,775 505,213 0 912828U32 1.000 9128205X1 11/15/19 29,257,183 29,192,183 65,000 0 912828UB4 1.000 912820SK4 11/30/19 29,000,055 29,000,055 0 0 912828G61 1.500 912820R74 11/30/19 35,000,123 35,000,123 0 0 9128283H1 1.750 9128203X3 11/30/19 27,409,418 27,409,418 0 0 912828U73 1.375 9128206C6 12/15/19 23,999,873 23,990,273 9,600 0 912828UF5 1.125 912820A31 12/31/19 29,000,003 29,000,003 0 0 912828G95 1.625 912820S32 12/31/19 35,000,049 35,000,049 0 0 912828V31 1.375 9128206H5 01/15/20 25,327,472 25,327,472 0 0 912828UL2 1.375 912820A72 01/31/20 29,000,018 29,000,018 0 0 912828H52 1.250 912820S81 01/31/20 35,000,013 34,993,773 6,240 0 912828MP2 3.625 912820VH7 02/15/20 71,595,465 71,201,065 394,400 0 912828W22 1.375 9128206N2 02/15/20 26,771,095 26,771,095 0 0 912828UQ1 1.250 912820B63 02/29/20 29,000,021 29,000,021 0 0 912828J50 1.375 912820T56 02/29/20 34,998,954 34,990,954 8,000 0 912828W63 1.625 9128206T9 03/15/20 23,999,829 23,999,829 0 0 912828UV0 1.125 912820B97 03/31/20 29,001,062 29,001,062 0 0 912828J84 1.375 912820T98 03/31/20 35,000,033 34,988,833 11,200 0 912828X21 1.500 9128206X0 04/15/20 24,196,700 24,196,700 0 0 912828VA5 1.125 912820SN8 04/30/20 29,000,052 29,000,052 0 0 912828K58 1.375 912820U62 04/30/20 35,127,647 35,121,247 6,400 0 912828ND8 3.500 912820VW4 05/15/20 68,219,184 68,109,639 109,545 0 912828X96 1.500 9128207C5 05/15/20 31,929,001 31,929,001 0 0 912828VF4 1.375 912820F51 05/31/20 28,994,639 28,994,639 0 0 912828XE5 1.500 912820V38 05/31/20 34,995,026 34,962,226 32,800 0 912828XU9 1.500 9128207J0 06/15/20 24,000,030 24,000,030 0 0 912828VJ6 1.875 912820F85 06/30/20 29,000,038 29,000,038 0 0 912828XH8 1.625 912820V79 06/30/20 34,999,896 34,996,696 3,200 0 9128282J8 1.500 9128207N1 07/15/20 24,547,877 24,547,877 0 0 912828VP2 2.000 912820G68 07/31/20 29,000,225 29,000,225 0 0 912828XM7 1.625 912820W45 07/31/20 34,994,998 34,983,798 11,200 0 912828NT3 2.625 912820WM5 08/15/20 67,849,590 67,597,682 251,908 0 9128282Q2 1.500 9128203G0 08/15/20 31,221,267 31,221,267 0 0 912828VV9 2.125 912820H26 08/31/20 29,000,238 29,000,238 0 0 912828L32 1.375 912820W94 08/31/20 35,000,010 35,000,010 0 0 9128282V1 1.375 9128203M7 09/15/20 24,000,042 24,000,042 0 0 912828VZ0 2.000 912820H83 09/30/20 28,999,861 28,999,861 0 0 912828L65 1.375 912820X51 09/30/20 34,999,986 34,897,586 102,400 0 9128282Z2 1.625 9128203R6 10/15/20 23,995,719 23,995,719 0 0 912828WC0 1.750 912820J24 10/31/20 29,000,008 29,000,008 0 0 912828L99 1.375 912820X93 10/31/20 35,000,030 35,000,030 0 0 912828PC8 2.625 912820WZ6 11/15/20 67,409,883 67,345,911 63,972 0 9128283G3 1.750 9128203V7 11/15/20 26,918,413 26,918,413 0 0 912828A42 2.000 912820J99 11/30/20 29,000,151 29,000,151 0 0 912828M98 1.625 912820Y68 11/30/20 35,000,981 35,000,981 0 0 9128283L2 1.875 9128204A2 12/15/20 23,999,874 23,999,874 0 0 912828A83 2.375 912820K55 12/31/20 29,000,046 29,000,046 0 0 912828N48 1.750 912820Z26 12/31/20 34,999,953 34,999,953 0 0 912828B58 2.125 912820L21 01/31/21 29,000,056 29,000,056 0 0 912828N89 1.375 912820Z75 01/31/21 35,636,777 35,636,777 0 0 912828PX2 3.625 912820XQ5 02/15/21 67,584,864 67,509,084 75,780 0 912828B90 2.000 912820L70 02/28/21 29,081,565 29,081,565 0 0 912828P87 1.125 9128202C0 02/28/21 45,394,961 45,394,961 0 0 912828C57 2.250 912820M38 03/31/21 29,000,122 29,000,122 0 0 912828Q37 1.250 9128202H9 03/31/21 42,100,681 42,100,681 0 0 912828WG1 2.250 912820M87 04/30/21 29,000,012 28,997,612 2,400 0 912828Q78 1.375 9128202N6 04/30/21 43,034,996 43,034,996 0 0 912828QN3 3.125 912820YE1 05/15/21 65,998,404 65,986,303 12,101 149,000 912828WN6 2.000 912820N52 05/31/21 29,011,415 28,945,815 65,600 0 912828R77 1.375 9128202T3 05/31/21 42,671,194 42,671,194 0 0 912828WR7 2.125 912820N94 06/30/21 29,000,031 29,000,031 0 0 912828S27 1.125 9128202X4 06/30/21 38,960,007 38,960,007 0 0 912828WY2 2.250 912820P68 07/31/21 29,008,872 28,952,072 56,800 0 912828S76 1.125 9128203C9 07/31/21 36,374,436 36,374,436 0 0 912828RC6 2.125 912820YT8 08/15/21 66,734,924 66,411,724 323,200 160,000 912828D72 2.000 912820Q34 08/31/21 29,001,997 29,001,997 0 0 9128282F6 1.125 9128205M5 08/31/21 36,325,501 36,325,501 0 0 912828F21 2.125 912820Q75 09/30/21 28,999,912 28,999,912 0 0 912828T34 1.125 9128205R4 09/30/21 36,072,634 36,072,634 0 0 912828F96 2.000 912820R33 10/31/21 29,000,022 29,000,022 0 0 912828T67 1.250 9128205V5 10/31/21 36,055,456 36,055,456 0 0 912828RR3 2.000 912820ZH3 11/15/21 70,092,488 70,028,298 64,190 0 912828G53 1.875 912820R82 11/30/21 29,000,076 29,000,076 0 0 912828U65 1.750 9128206A0 11/30/21 37,618,629 37,618,629 0 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 38,521,169 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 36,156,202 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,199,129 1,150 1,100 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 912828J76 1.750 912820U21 03/31/22 29,000,002 29,000,002 0 0 912828W89 1.875 9128206V4 03/31/22 38,116,206 38,116,206 0 0 912828WZ9 1.750 912820U70 04/30/22 29,106,104 29,106,104 0 0 912828X47 1.875 9128207A9 04/30/22 38,640,820 38,640,820 0 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,976,381 8,168 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 912828XG0 2.125 912820V87 06/30/22 29,000,014 29,000,014 0 0 912828XW5 1.750 9128207L5 06/30/22 38,132,747 38,132,747 0 0 912828XQ8 2.000 912820W52 07/31/22 29,000,008 29,000,008 0 0 9128282P4 1.875 9128207R2 07/31/22 37,457,039 37,457,039 0 0 912828TJ9 1.625 912820RU3 08/15/22 65,994,896 65,554,096 440,800 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 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 912828M49 1.875 912820Y27 10/31/22 28,999,763 28,999,763 0 0 9128283C2 2.000 9128203T2 10/31/22 34,850,242 34,850,242 0 0 912828TY6 1.625 912820SH1 11/15/22 65,999,975 65,992,895 7,080 160 912828M80 2.000 912820Y76 11/30/22 64,845,013 64,845,013 0 0 912828N30 2.125 912820Z34 12/31/22 29,000,018 29,000,018 0 0 912828P38 1.750 912820Z83 01/31/23 29,527,865 29,527,865 0 0 912828UN8 2.000 912820B30 02/15/23 66,000,846 66,000,191 655 0 912828P79 1.500 9128202D8 02/28/23 37,384,151 37,384,151 0 0 912828Q29 1.500 9128202J5 03/31/23 34,671,134 34,671,134 0 0 912828R28 1.625 9128202P1 04/30/23 35,440,730 35,440,730 0 0 912828VB3 1.750 912820F36 05/15/23 66,000,762 65,808,682 192,080 0 912828R69 1.625 9128202U0 05/31/23 35,135,561 35,135,561 0 0 912828S35 1.375 9128202Y2 06/30/23 32,084,552 32,084,552 0 0 912828S92 1.250 9128203D7 07/31/23 29,955,431 29,900,871 54,560 0 912828VS6 2.500 912820G84 08/15/23 65,999,916 65,999,877 39 0 9128282D1 1.375 9128205N3 08/31/23 29,914,893 29,914,893 0 0 912828T26 1.375 9128205S2 09/30/23 29,706,834 29,706,834 0 0 912828T91 1.625 9128205W3 10/31/23 29,692,711 29,692,711 0 0 912828WE6 2.750 912820J65 11/15/23 65,996,109 64,490,008 1,506,101 0 912828U57 2.125 9128206B8 11/30/23 30,980,363 30,980,363 0 0 912828V23 2.250 9128206G7 12/31/23 31,723,494 31,723,494 0 0 912828V80 2.250 9128206M4 01/31/24 29,775,684 29,775,684 0 0 912828B66 2.750 912820L47 02/15/24 65,996,824 65,921,558 75,266 0 912828W48 2.125 9128206S1 02/29/24 31,883,252 31,883,252 0 0 912828W71 2.125 9128206W2 03/31/24 31,390,005 31,390,005 0 0 912828X70 2.000 9128207B7 04/30/24 31,821,596 31,821,596 0 0 912828WJ5 2.500 912820N29 05/15/24 65,994,795 65,993,794 1,001 0 912828XT2 2.000 9128207H4 05/31/24 31,368,553 31,368,553 0 0 912828XX3 2.000 9128207M3 06/30/24 31,403,548 31,403,548 0 0 9128282N9 2.125 9128207S0 07/31/24 30,846,907 30,846,907 0 0 912828D56 2.375 912820P84 08/15/24 65,998,692 65,925,016 73,676 33,000 9128282U3 1.875 9128203L9 08/31/24 28,877,629 28,877,629 0 0 9128282Y5 2.125 9128203Q8 09/30/24 31,480,100 31,480,100 0 0 9128283D0 2.250 9128203U9 10/31/24 28,700,490 28,700,490 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 912828J27 2.000 912820T31 02/15/25 65,988,280 65,472,879 515,401 0 912828XB1 2.125 912820U96 05/15/25 66,521,989 66,520,808 1,181 0 912828K74 2.000 912820W78 08/15/25 66,481,519 66,461,314 20,205 0 912828M56 2.250 912820Y43 11/15/25 66,120,819 66,120,390 429 0 912828P46 1.625 9128202A4 02/15/26 64,946,660 64,946,260 400 0 912828R36 1.625 9128202R7 05/15/26 69,496,759 69,378,519 118,240 175,480 9128282A7 1.500 9128205K9 08/15/26 65,356,241 65,336,241 20,000 0 912828U24 2.000 9128205Y9 11/15/26 69,134,575 69,124,075 10,500 350 912828V98 2.250 9128206P7 02/15/27 65,820,868 65,468,098 352,770 410,360 912828X88 2.375 9128207D3 05/15/27 71,050,221 71,049,246 975 6,400 9128282R0 2.250 9128203H8 08/15/27 69,920,360 69,889,380 30,980 0 9128283F5 2.250 9128203W5 11/15/27 45,796,757 45,796,757 0 0 Total Treasury Notes............................... 8,758,253,945 8,746,084,967 12,168,978 954,395 Treasury Bonds: CUSIP: Interest Rate: 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,188,546 1,528,893 0 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,583,441 1,591,029 460 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,995,948 2,094,550 16,080 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,720,362 220,570 0 912810EE4 8.500 912803AS2 02/15/20 9,476,268 9,244,854 231,414 0 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,158,003 424,181 26,880 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,674,575 384,731 1,392 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,931,561 144,012 5,100 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,514,621 552,167 13,760 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,232,753 273,629 10,496 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,789,717 1,842,477 0 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,421,759 706,031 0 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,900,577 523,049 0 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,416,414 365,647 960 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,289,127 369,917 9,080 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,752,535 851,627 192,040 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,224,174 1,284,996 56,000 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,122,780 1,064,427 11,840 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,304,862 533,054 7,070 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,161,494 648,924 9,120 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,720,336 1,139,841 22,000 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,780,976 740,995 80,320 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,856,646 1,340,110 1,280 912810FB9 6.125 912803BM4 11/15/27 22,021,339 19,334,003 2,687,336 211,940 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,671,530 1,104,671 424,855 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,080,193 866,859 273,960 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,783,025 567,316 157,680 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,285,765 892,815 82,200 912810FM5 6.250 912803CH4 05/15/30 17,043,162 14,868,054 2,175,108 120,560 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,708,378 1,719,270 104,960 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,523,313 4,873,817 1,349,740 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 15,817,041 772,415 13,600 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,856,781 556,264 98,608 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,247,165 1,277,984 129,880 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,504,222 995,901 244,640 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,747,187 1,161,382 29,000 912810QB7 4.250 912803DG5 05/15/39 38,778,773 35,323,558 3,455,215 151,680 912810QC5 4.500 912803DH3 08/15/39 41,430,538 38,381,112 3,049,426 145,090 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 39,853,600 4,710,649 336,140 912810QE1 4.625 912803DK6 02/15/40 44,902,490 37,117,435 7,785,055 487,600 912810QH4 4.375 912803DM2 05/15/40 43,473,044 34,954,707 8,518,337 659,818 912810QK7 3.875 912803DN0 08/15/40 43,213,317 41,217,018 1,996,299 243,135 912810QL5 4.250 912803DP5 11/15/40 42,903,189 38,809,819 4,093,370 237,010 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 41,642,153 1,362,792 22,360 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 39,254,656 2,740,851 30,880 912810QS0 3.750 912803DT7 08/15/41 42,488,837 40,004,734 2,484,103 64,720 912810QT8 3.125 912803DU4 11/15/41 44,622,444 42,947,053 1,675,391 18,616 912810QU5 3.125 912803DV2 02/15/42 47,219,044 45,988,229 1,230,815 291,328 912810QW1 3.000 912803DX8 05/15/42 43,918,686 42,671,537 1,247,148 93,036 912810QX9 2.750 912803DY6 08/15/42 41,995,432 38,493,206 3,502,226 128,600 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 36,524,711 5,469,298 374,880 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 29,571,400 12,428,358 462,680 912810RB6 2.875 912803EC3 05/15/43 41,999,319 33,544,651 8,454,668 1,063,270 912810RC4 3.625 912803ED1 08/15/43 41,998,968 35,078,053 6,920,915 1,089,080 912810RD2 3.750 912803EE9 11/15/43 41,994,787 37,408,889 4,585,898 2,718,820 912810RE0 3.625 912803EF6 02/15/44 41,999,879 28,386,693 13,613,186 1,361,710 912810RG5 3.375 912803EH2 05/15/44 41,992,115 28,787,500 13,204,615 574,900 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 36,199,859 5,800,171 481,622 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 33,140,464 8,880,428 544,101 912810RK6 2.500 912803EL3 02/15/45 42,000,609 33,585,365 8,415,244 271,529 912810RM2 3.000 912803EN9 05/15/45 42,361,715 33,897,509 8,464,205 2,007,280 912810RN0 2.875 912803EP4 08/15/45 42,320,986 29,753,091 12,567,895 375,796 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 28,000,547 14,076,123 757,241 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 34,356,037 5,896,132 615,825 912810RS9 2.500 912803ET6 05/15/46 43,173,535 37,801,084 5,372,451 1,557,743 912810RT7 2.250 912803EU3 08/15/46 40,536,407 37,126,943 3,409,464 978,795 912810RU4 2.875 912803EV1 11/15/46 42,948,775 34,309,202 8,639,573 800,660 912810RV2 3.000 912803EW9 02/15/47 40,830,504 32,957,932 7,872,572 1,643,180 912810RX8 3.000 912803EY5 05/15/47 44,224,115 39,170,282 5,053,833 1,634,090 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 40,477,201 3,035,130 380,000 912810RZ3 2.750 912803FA6 11/15/47 28,822,808 27,418,098 1,404,710 16,600 Total Treasury Bonds............................... 1,992,491,002 1,742,567,045 249,923,956 26,325,316 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828HN3 1.625 912820QK6 01/15/18 19,330,407 19,330,407 0 0 912828UX6 0.125 912820C47 04/15/18 53,349,600 53,349,600 0 0 912828JE1 1.375 912820RB5 07/15/18 17,124,508 17,124,508 0 0 912828JX9 2.125 912820SV0 01/15/19 16,935,258 16,935,258 0 0 912828C99 0.125 912820M53 04/15/19 52,636,584 52,636,584 0 0 912828LA6 1.875 912820TY3 07/15/19 17,534,112 17,534,112 0 0 912828MF4 1.375 912820VB0 01/15/20 21,642,930 21,642,930 0 0 912828K33 0.125 912820U47 04/15/20 52,736,605 52,736,605 0 0 912828NM8 1.250 912820WF0 07/15/20 36,623,387 36,623,387 0 0 912828PP9 1.125 912820XK8 01/15/21 41,360,308 41,360,308 0 0 912828Q60 0.125 9128202L0 04/15/21 46,790,676 46,790,676 0 0 912828QV5 0.625 912820YP6 07/15/21 39,226,528 39,226,528 0 0 912828SA9 0.125 912820ZS9 01/15/22 44,992,080 44,992,080 0 0 912828X39 0.125 9128206Y8 04/15/22 45,066,008 45,066,008 0 0 912828TE0 0.125 912820RP4 07/15/22 43,978,117 43,978,117 0 0 912828UH1 0.125 912820A64 01/15/23 43,814,672 43,814,672 0 0 912828VM9 0.375 912820G43 07/15/23 43,460,345 43,460,345 0 0 912828B25 0.625 912820K71 01/15/24 43,323,791 43,323,791 0 0 912828WU0 0.125 912820P35 07/15/24 42,599,171 42,599,171 0 0 912810FR4 2.375 912803CN1 01/15/25 36,643,509 36,643,509 0 0 912828H45 0.250 912820S65 01/15/25 42,694,747 42,694,747 0 0 912828XL9 0.375 912820W29 07/15/25 42,647,416 42,647,416 0 0 912810FS2 2.000 912803CW1 01/15/26 24,857,145 24,857,145 0 0 912828N71 0.625 912820Z59 01/15/26 44,038,743 44,038,743 0 0 912828S50 0.125 9128203A3 07/15/26 37,913,126 37,913,126 0 0 912810PS1 2.375 912803CY7 01/15/27 20,161,377 20,161,377 0 0 912828V49 0.375 9128206J1 01/15/27 39,293,877 39,293,877 0 0 9128282L3 0.375 9128207P6 07/15/27 37,227,505 37,227,505 0 0 912810PV4 1.750 912803DB6 01/15/28 18,409,208 18,409,208 0 0 912810FD5 3.625 912803BN2 04/15/28 25,597,321 25,597,093 229 0 912810PZ5 2.500 912803DE0 01/15/29 16,258,084 16,258,084 0 0 912810FH6 3.875 912803CF8 04/15/29 29,255,884 29,246,881 9,003 0 912810FQ6 3.375 912803CL5 04/15/32 6,965,703 6,965,703 0 0 912810QF8 2.125 912803DL4 02/15/40 17,314,830 17,314,830 0 0 912810QP6 2.125 912803DR1 02/15/41 27,017,037 27,017,037 0 0 912810QV3 0.750 912803DW0 02/15/42 25,248,242 25,248,242 0 0 912810RA8 0.625 912803EB5 02/15/43 24,677,181 24,677,181 0 0 912810RF7 1.375 912803EG4 02/15/44 24,362,867 24,362,867 0 0 912810RL4 0.750 912803EM1 02/15/45 24,093,643 24,093,643 0 0 912810RR1 1.000 912803ES8 02/15/46 21,214,811 21,214,811 0 0 912810RW0 0.875 912803EX7 02/15/47 19,110,876 19,110,876 0 0 Total Treasury Inflation-Protected Securities...... 1,327,528,222 1,327,518,990 9,232 0 Grand Total........................................ 12,078,273,169 11,816,171,002 262,102,166 27,279,711