TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 2018 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: 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 30,280,105 20,160 0 912828UU2 0.750 912820B89 03/31/18 35,000,031 34,868,031 132,000 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 32,406,125 498,400 0 912828HZ6 3.875 912820QW0 05/15/18 34,078,060 33,862,103 215,957 0 912828XA3 1.000 912820U88 05/15/18 24,542,732 24,360,252 182,480 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 29,767,682 24,640 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 36,681,824 121,154 0 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 27,723,738 54,400 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 23,974,428 25,600 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 57,016,683 334,712 0 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 34,953,180 41,920 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 58,629,788 47,013 0 912828P53 0.750 912820Z91 02/15/19 25,884,438 25,848,598 35,840 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 29,599,979 3,200 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 64,244,523 166,300 0 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 66,722,158 30,886 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 70,557,661 479,327 1,000 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 9128283N8 1.875 9128204B0 12/31/19 29,393,492 29,393,492 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 9128283S7 2.000 9128204H7 01/31/20 29,820,679 29,820,679 0 0 912828MP2 3.625 912820VH7 02/15/20 71,595,465 71,199,065 396,400 0 912828W22 1.375 9128206N2 02/15/20 26,771,095 26,714,095 57,000 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 34,989,354 9,600 0 9128283Y4 2.250 9128204N4 02/29/20 34,826,318 34,826,318 0 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 34,891,186 108,800 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 28,994,408 5,600 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 67,356,611 53,272 9,600 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 9128283Q1 2.000 9128204F1 01/15/21 24,812,812 24,812,812 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 67,503,084 81,780 0 9128283X6 2.250 9128204L8 02/15/21 30,913,584 30,913,584 0 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 65,984,303 14,101 0 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 66,571,724 163,200 0 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 74,085,629 114,650 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 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 38,127,147 5,600 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 65,548,511 446,385 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 65,942,895 57,080 0 912828M80 2.000 912820Y76 11/30/22 64,845,013 64,845,013 0 0 912828N30 2.125 912820Z34 12/31/22 67,444,612 67,444,612 0 0 912828P38 1.750 912820Z83 01/31/23 29,527,865 29,527,865 0 0 9128283U2 2.375 9128204J3 01/31/23 38,997,043 38,997,043 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 9128284A5 2.625 9128204P9 02/28/23 43,532,713 43,532,713 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 64,349,208 1,646,901 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 65,970,358 26,466 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 65,923,736 74,956 2,000 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 65,972,911 59,000 0 9128283J7 2.125 9128203Z8 11/30/24 29,519,458 29,519,458 0 0 9128283P3 2.250 9128204D6 12/31/24 31,660,300 31,660,300 0 0 9128283V0 2.500 9128204K0 01/31/25 32,115,181 32,115,181 0 0 912828J27 2.000 912820T31 02/15/25 65,988,280 65,472,879 515,401 0 9128283Z1 2.750 9128204Q7 02/28/25 36,070,112 36,070,112 0 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 66,472,189 9,330 0 912828M56 2.250 912820Y43 11/15/25 66,120,819 66,096,530 24,289 246,740 912828P46 1.625 9128202A4 02/15/26 64,946,660 64,945,260 1,400 137,600 912828R36 1.625 9128202R7 05/15/26 69,496,759 69,466,559 30,200 106,720 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 69,074,875 59,700 0 912828V98 2.250 9128206P7 02/15/27 65,820,868 65,801,378 19,490 102,000 912828X88 2.375 9128207D3 05/15/27 71,050,221 71,049,246 975 0 9128282R0 2.250 9128203H8 08/15/27 69,920,360 69,857,380 62,980 0 9128283F5 2.250 9128203W5 11/15/27 66,474,111 66,472,491 1,620 5,500 9128283W8 2.750 9128204M6 02/15/28 28,536,050 28,536,050 0 0 Total Treasury Notes............................... 8,899,519,038 8,888,380,968 11,138,070 611,160 Treasury Bonds: CUSIP: Interest Rate: 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,119,991 1,597,448 0 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,600,651 1,573,819 0 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,966,328 2,124,170 0 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,721,195 219,737 2,000 912810EE4 8.500 912803AS2 02/15/20 9,476,268 9,240,854 235,414 5,000 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,152,003 430,181 0 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,674,175 385,131 0 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,921,481 154,092 0 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,536,099 530,689 9,600 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,230,353 276,029 0 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,796,693 1,835,501 0 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,424,569 703,221 6,640 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,928,177 495,449 5,600 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,416,054 366,007 940 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,361,631 297,413 26,080 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,719,415 884,747 58,600 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,241,574 1,267,596 480 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,115,900 1,071,307 0 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,390,042 447,874 94,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,161,494 648,924 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,694,576 1,165,601 12,000 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,828,176 693,795 53,200 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,851,126 1,345,630 17,000 912810FB9 6.125 912803BM4 11/15/27 22,021,339 19,315,343 2,705,996 45,560 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,676,370 1,099,831 245,640 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,114,593 832,459 119,440 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,784,745 565,596 24,640 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,283,965 894,615 10,080 912810FM5 6.250 912803CH4 05/15/30 17,043,162 14,802,934 2,240,228 58,480 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,717,518 1,710,130 94,880 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,897,193 4,499,937 1,767,280 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 15,854,001 735,455 72,000 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,910,033 503,012 79,000 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,257,703 1,267,446 268,338 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,466,382 1,033,741 98,520 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,730,977 1,177,592 30,720 912810QB7 4.250 912803DG5 05/15/39 38,778,773 35,229,278 3,549,495 100,080 912810QC5 4.500 912803DH3 08/15/39 41,430,538 38,594,272 2,836,266 42,000 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 39,933,344 4,630,905 0 912810QE1 4.625 912803DK6 02/15/40 44,902,490 37,395,915 7,506,575 90,480 912810QH4 4.375 912803DM2 05/15/40 43,473,044 34,657,203 8,815,841 263,016 912810QK7 3.875 912803DN0 08/15/40 43,213,317 41,237,298 1,976,019 227,760 912810QL5 4.250 912803DP5 11/15/40 42,903,189 38,688,819 4,214,370 173,600 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 41,728,448 1,276,497 116,000 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 39,392,016 2,603,491 107,280 912810QS0 3.750 912803DT7 08/15/41 42,488,837 40,193,206 2,295,631 43,200 912810QT8 3.125 912803DU4 11/15/41 44,622,444 42,897,223 1,725,221 270,688 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,215,790 1,003,254 133,000 912810QW1 3.000 912803DX8 05/15/42 43,918,686 42,716,477 1,202,208 127,000 912810QX9 2.750 912803DY6 08/15/42 41,995,432 38,601,966 3,393,466 234,400 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 36,415,751 5,578,258 272,080 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 29,736,087 12,263,671 610,533 912810RB6 2.875 912803EC3 05/15/43 41,999,319 33,564,087 8,435,232 558,581 912810RC4 3.625 912803ED1 08/15/43 41,998,968 33,170,768 8,828,200 668,115 912810RD2 3.750 912803EE9 11/15/43 41,994,787 37,704,637 4,290,150 1,655,228 912810RE0 3.625 912803EF6 02/15/44 41,999,879 27,267,824 14,732,055 1,507,211 912810RG5 3.375 912803EH2 05/15/44 41,992,115 29,096,240 12,895,875 730,800 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 36,900,638 5,099,392 502,726 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 33,128,040 8,892,852 657,339 912810RK6 2.500 912803EL3 02/15/45 42,000,609 33,724,870 8,275,739 318,685 912810RM2 3.000 912803EN9 05/15/45 42,361,715 34,430,994 7,930,720 363,300 912810RN0 2.875 912803EP4 08/15/45 42,320,986 29,599,865 12,721,121 483,960 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 28,819,377 13,257,293 981,470 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 32,462,093 7,790,076 1,636,832 912810RS9 2.500 912803ET6 05/15/46 43,173,535 37,566,904 5,606,631 529,160 912810RT7 2.250 912803EU3 08/15/46 40,536,407 37,083,783 3,452,624 13,400 912810RU4 2.875 912803EV1 11/15/46 42,948,775 34,427,112 8,521,663 114,400 912810RV2 3.000 912803EW9 02/15/47 40,830,504 32,920,792 7,909,712 1,421,320 912810RX8 3.000 912803EY5 05/15/47 44,224,115 37,474,932 6,749,183 238,100 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 39,049,281 4,463,050 500,800 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 38,478,681 2,750,070 298,760 912810SA7 3.000 912803FB4 02/15/48 19,022,240 18,480,240 542,000 0 Total Treasury Bonds............................... 2,023,919,184 1,767,888,565 256,030,620 19,197,022 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828UX6 0.125 912820C47 04/15/18 53,317,604 53,317,604 0 0 912828JE1 1.375 912820RB5 07/15/18 17,114,179 17,114,179 0 0 912828JX9 2.125 912820SV0 01/15/19 16,925,088 16,925,088 0 0 912828C99 0.125 912820M53 04/15/19 52,605,084 52,605,084 0 0 912828LA6 1.875 912820TY3 07/15/19 17,523,640 17,523,640 0 0 912828MF4 1.375 912820VB0 01/15/20 21,629,839 21,629,839 0 0 912828K33 0.125 912820U47 04/15/20 52,704,563 52,704,563 0 0 912828NM8 1.250 912820WF0 07/15/20 36,601,370 36,601,370 0 0 912828PP9 1.125 912820XK8 01/15/21 41,335,367 41,335,367 0 0 912828Q60 0.125 9128202L0 04/15/21 46,762,354 46,762,354 0 0 912828QV5 0.625 912820YP6 07/15/21 39,202,873 39,202,873 0 0 912828SA9 0.125 912820ZS9 01/15/22 44,964,834 44,964,834 0 0 912828X39 0.125 9128206Y8 04/15/22 45,038,906 45,038,906 0 0 912828TE0 0.125 912820RP4 07/15/22 43,951,468 43,951,468 0 0 912828UH1 0.125 912820A64 01/15/23 43,788,433 43,788,433 0 0 912828VM9 0.375 912820G43 07/15/23 43,434,105 43,434,105 0 0 912828B25 0.625 912820K71 01/15/24 43,297,974 43,297,974 0 0 912828WU0 0.125 912820P35 07/15/24 42,573,338 42,573,338 0 0 912810FR4 2.375 912803CN1 01/15/25 36,621,388 36,621,388 0 0 912828H45 0.250 912820S65 01/15/25 42,668,921 42,668,921 0 0 912828XL9 0.375 912820W29 07/15/25 42,621,587 42,621,587 0 0 912810FS2 2.000 912803CW1 01/15/26 24,842,145 24,842,145 0 0 912828N71 0.625 912820Z59 01/15/26 44,012,019 44,012,019 0 0 912828S50 0.125 9128203A3 07/15/26 37,889,916 37,889,916 0 0 912810PS1 2.375 912803CY7 01/15/27 20,149,180 20,149,180 0 0 912828V49 0.375 9128206J1 01/15/27 39,270,021 39,270,021 0 0 9128282L3 0.375 9128207P6 07/15/27 37,204,986 37,204,986 0 0 912810PV4 1.750 912803DB6 01/15/28 18,398,108 18,398,108 0 0 9128283R9 0.500 9128204G9 01/15/28 14,910,606 14,910,606 0 0 912810FD5 3.625 912803BN2 04/15/28 25,581,881 25,581,652 229 0 912810PZ5 2.500 912803DE0 01/15/29 16,248,320 16,248,320 0 0 912810FH6 3.875 912803CF8 04/15/29 29,238,142 29,229,144 8,998 0 912810FQ6 3.375 912803CL5 04/15/32 6,961,493 6,961,493 0 0 912810QF8 2.125 912803DL4 02/15/40 17,304,362 17,304,362 0 0 912810QP6 2.125 912803DR1 02/15/41 27,000,728 27,000,728 0 0 912810QV3 0.750 912803DW0 02/15/42 25,232,978 25,232,978 0 0 912810RA8 0.625 912803EB5 02/15/43 24,662,231 24,662,231 0 0 912810RF7 1.375 912803EG4 02/15/44 24,348,136 24,348,136 0 0 912810RL4 0.750 912803EM1 02/15/45 24,079,153 24,079,153 0 0 912810RR1 1.000 912803ES8 02/15/46 21,201,973 21,201,973 0 0 912810RW0 0.875 912803EX7 02/15/47 19,099,281 19,099,281 0 0 912810SB5 1.000 912803FC2 02/15/48 8,706,576 8,706,576 0 0 Total Treasury Inflation-Protected Securities...... 1,331,025,149 1,331,015,923 9,226 0 Grand Total........................................ 12,254,463,372 11,987,285,455 267,177,916 19,808,182