TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2020 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: 912828MP2 3.625 912820VH7 02/15/20 71,595,465 71,314,932 280,533 4,000 912828W22 1.375 9128206N2 02/15/20 26,771,095 26,699,395 71,700 4,000 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 34,824,558 34,824,558 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 9128284C1 2.250 9128204S3 03/31/20 35,282,481 35,268,881 13,600 0 912828X21 1.500 9128206X0 04/15/20 24,196,700 24,193,500 3,200 0 912828VA5 1.125 912820SN8 04/30/20 29,000,052 28,992,052 8,000 0 912828K58 1.375 912820U62 04/30/20 35,127,647 35,121,247 6,400 0 9128284J6 2.375 9128204X2 04/30/20 36,079,831 36,079,831 0 0 912828ND8 3.500 912820VW4 05/15/20 68,219,184 68,105,449 113,735 1,000 912828X96 1.500 9128207C5 05/15/20 31,929,001 31,859,201 69,800 0 912828VF4 1.375 912820F51 05/31/20 28,994,639 28,986,639 8,000 0 912828XE5 1.500 912820V38 05/31/20 34,995,026 34,960,626 34,400 0 9128284Q0 2.500 9128205C7 05/31/20 38,730,810 38,730,810 0 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 34,992,896 34,980,096 12,800 0 912828XY1 2.500 9128205H6 06/30/20 38,232,251 38,232,251 0 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 28,999,825 400 0 912828XM7 1.625 912820W45 07/31/20 34,991,998 34,980,798 11,200 0 912828Y46 2.625 912821AD7 07/31/20 36,898,671 36,898,671 0 0 912828NT3 2.625 912820WM5 08/15/20 67,849,590 67,536,732 312,858 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 34,992,010 8,000 0 9128284Y3 2.625 912821AJ4 08/31/20 38,531,041 38,211,041 320,000 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 28,991,061 8,800 0 912828L65 1.375 912820X51 09/30/20 34,990,986 34,882,186 108,800 0 9128285B2 2.750 912821AN5 09/30/20 36,991,847 36,991,047 800 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 34,998,430 1,600 0 9128285G1 2.875 912821AS4 10/31/20 37,994,851 37,817,251 177,600 0 912828PC8 2.625 912820WZ6 11/15/20 67,409,883 67,283,416 126,467 0 9128283G3 1.750 9128203V7 11/15/20 26,918,413 26,789,413 129,000 0 912828A42 2.000 912820J99 11/30/20 29,000,151 28,989,751 10,400 0 912828M98 1.625 912820Y68 11/30/20 34,998,981 34,992,581 6,400 0 9128285Q9 2.750 912821AX3 11/30/20 42,424,216 42,416,216 8,000 0 9128283L2 1.875 9128204A2 12/15/20 23,999,874 23,992,834 7,040 0 912828A83 2.375 912820K55 12/31/20 29,000,046 28,993,646 6,400 0 912828N48 1.750 912820Z26 12/31/20 34,995,953 34,979,953 16,000 0 9128285S5 2.500 912821BB0 12/31/20 39,997,094 39,997,094 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 35,631,977 4,800 0 9128285X4 2.500 912821BG9 01/31/21 39,999,139 39,999,139 0 0 912828PX2 3.625 912820XQ5 02/15/21 67,584,864 67,498,624 86,240 0 9128283X6 2.250 9128204L8 02/15/21 30,913,584 30,875,584 38,000 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 9128286D7 2.500 912821BM6 02/28/21 41,923,951 41,923,951 0 0 9128284B3 2.375 9128204R5 03/15/21 28,000,828 28,000,828 0 0 912828C57 2.250 912820M38 03/31/21 68,999,620 68,943,620 56,000 0 912828Q37 1.250 9128202H9 03/31/21 42,100,681 42,092,681 8,000 0 9128284G2 2.375 9128204V6 04/15/21 30,051,484 30,051,484 0 0 912828WG1 2.250 912820M87 04/30/21 69,510,222 69,496,622 13,600 0 912828Q78 1.375 9128202N6 04/30/21 43,034,996 43,028,596 6,400 0 912828QN3 3.125 912820YE1 05/15/21 65,998,404 65,983,303 15,101 0 9128284P2 2.625 9128205A1 05/15/21 38,472,277 38,408,277 64,000 0 912828WN6 2.000 912820N52 05/31/21 29,011,415 28,943,815 67,600 0 912828R77 1.375 9128202T3 05/31/21 42,671,194 42,661,594 9,600 0 9128286V7 2.125 912821CB9 05/31/21 44,196,141 44,196,141 0 0 9128284T4 2.625 9128205G8 06/15/21 31,999,931 31,999,931 0 0 912828WR7 2.125 912820N94 06/30/21 29,000,031 28,985,631 14,400 0 912828S27 1.125 9128202X4 06/30/21 38,960,007 38,937,607 22,400 0 9128287A2 1.625 912821CF0 06/30/21 42,287,222 42,287,222 0 0 912828Y20 2.625 912821AB1 07/15/21 33,128,268 33,128,268 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 36,364,836 9,600 0 9128287F1 1.750 912821CM5 07/31/21 41,587,220 41,587,220 0 0 912828RC6 2.125 912820YT8 08/15/21 66,734,924 66,732,764 2,160 0 9128284W7 2.750 912821AG0 08/15/21 38,570,842 38,565,842 5,000 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 912828YC8 1.500 912821CS2 08/31/21 45,194,165 45,194,165 0 0 9128285A4 2.750 912821AM7 09/15/21 35,000,156 35,000,156 0 0 912828F21 2.125 912820Q75 09/30/21 28,999,912 28,990,312 9,600 0 912828T34 1.125 9128205R4 09/30/21 36,072,634 36,072,634 0 0 912828YJ3 1.500 912821CW3 09/30/21 44,154,410 44,154,410 0 0 9128285F3 2.875 912821AR6 10/15/21 35,999,803 35,999,803 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 36,049,376 6,080 0 912828YP9 1.500 912821DB8 10/31/21 44,182,017 44,182,017 0 0 912828RR3 2.000 912820ZH3 11/15/21 70,092,488 70,092,028 460 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 44,131,758 44,131,758 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,163,879 36,400 0 9128286C9 2.500 912821BK0 02/15/22 47,150,742 47,150,742 0 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 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 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 29,106,104 0 0 912828X47 1.875 9128207A9 04/30/22 38,640,820 38,633,140 7,680 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,919,697 64,852 0 9128286U9 2.125 912821BZ7 05/15/22 50,944,838 50,944,838 0 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 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 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 912828TJ9 1.625 912820RU3 08/15/22 65,994,896 65,548,511 446,385 0 912828YA2 1.500 912821CQ6 08/15/22 62,796,948 62,796,948 0 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 912828YF1 1.500 912821CV5 09/15/22 37,999,913 37,999,913 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 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 28,999,763 0 0 9128283C2 2.000 9128203T2 10/31/22 34,850,242 34,850,242 0 0 912828TY6 1.625 912820SH1 11/15/22 121,993,264 121,991,344 1,920 0 912828M80 2.000 912820Y76 11/30/22 64,845,013 64,845,013 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 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 912828UN8 2.000 912820B30 02/15/23 66,000,846 65,996,591 4,255 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 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 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 912828VB3 1.750 912820F36 05/15/23 66,000,762 65,719,442 281,320 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 912828S35 1.375 9128202Y2 06/30/23 32,084,552 32,084,552 0 0 9128284U1 2.625 9128205J2 06/30/23 40,483,254 40,483,254 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 912828VS6 2.500 912820G84 08/15/23 65,999,916 65,999,869 47 0 9128282D1 1.375 9128205N3 08/31/23 29,914,893 29,914,893 0 0 9128284X5 2.750 912821AK1 08/31/23 39,607,836 39,607,836 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 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 64,396,892 1,599,217 0 912828U57 2.125 9128206B8 11/30/23 30,980,363 30,980,363 0 0 9128285P1 2.875 912821AY1 11/30/23 43,512,587 43,512,587 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 40,998,539 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 65,754,795 242,029 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 42,973,164 0 0 912828W71 2.125 9128206W2 03/31/24 72,389,805 72,389,805 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 41,523,405 0 0 912828WJ5 2.500 912820N29 05/15/24 65,994,795 65,989,414 5,381 0 912828XT2 2.000 9128207H4 05/31/24 76,675,617 76,675,617 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 9128282N9 2.125 9128207S0 07/31/24 30,846,907 30,846,907 0 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 65,915,256 83,436 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 9128282Y5 2.125 9128203Q8 09/30/24 31,480,100 31,480,100 0 0 912828YH7 1.500 912821CX1 09/30/24 45,258,960 45,258,960 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 66,030,351 1,560 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 45,233,652 45,233,652 0 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 9128284F4 2.625 9128204U8 03/31/25 34,108,089 34,108,089 0 0 9128284M9 2.875 9128204Z7 04/30/25 32,701,484 32,701,484 0 0 912828XB1 2.125 912820U96 05/15/25 66,521,989 66,519,768 2,221 0 9128284R8 2.875 9128205F0 05/31/25 35,211,597 35,211,597 0 0 912828XZ8 2.750 912821AA3 06/30/25 33,736,098 33,736,098 0 0 912828Y79 2.875 912821AF2 07/31/25 31,629,113 31,629,113 0 0 912828K74 2.000 912820W78 08/15/25 66,479,519 66,314,959 164,560 0 9128284Z0 2.750 912821AL9 08/31/25 33,184,893 33,184,893 0 0 9128285C0 3.000 912821AQ8 09/30/25 31,000,000 31,000,000 0 0 9128285J5 3.000 912821AU9 10/31/25 30,999,999 30,986,399 13,600 0 912828M56 2.250 912820Y43 11/15/25 66,120,819 66,063,810 57,009 2,800 9128285N6 2.875 912821AZ8 11/30/25 34,809,191 34,809,191 0 0 9128285T3 2.625 912821BD6 12/31/25 32,000,157 32,000,157 0 0 9128286A3 2.625 912821BJ3 01/31/26 32,000,104 32,000,104 0 0 912828P46 1.625 9128202A4 02/15/26 64,940,660 64,725,380 215,280 0 9128286F2 2.500 912821BP9 02/28/26 33,540,101 33,540,101 0 0 9128286L9 2.250 912821BT1 03/31/26 31,999,971 31,999,971 0 0 9128286S4 2.375 912821BY0 04/30/26 32,408,242 32,408,242 0 0 912828R36 1.625 9128202R7 05/15/26 69,496,759 69,311,278 185,481 0 9128286X3 2.125 912821CD5 05/31/26 35,361,567 35,361,567 0 0 9128287B0 1.875 912821CJ2 06/30/26 33,828,122 33,828,122 0 0 912828Y95 1.875 912821CP8 07/31/26 33,271,132 33,271,132 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 912828YG9 1.625 912821CY9 09/30/26 35,324,210 35,324,210 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 912828X88 2.375 9128207D3 05/15/27 71,050,221 71,024,136 26,085 0 9128282R0 2.250 9128203H8 08/15/27 69,915,360 69,914,380 980 0 9128283F5 2.250 9128203W5 11/15/27 66,474,111 66,473,491 620 0 9128283W8 2.750 9128204M6 02/15/28 70,572,105 70,159,705 412,400 0 9128284N7 2.875 9128205B9 05/15/28 75,112,231 75,112,031 200 0 9128284V9 2.875 912821AH8 08/15/28 75,495,710 75,493,450 2,260 0 9128285M8 3.125 912821AW5 11/15/28 80,505,854 80,502,978 2,877 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 84,401,719 25,340 1,100 912828YB0 1.625 912821CR4 08/15/29 92,618,670 92,590,430 28,240 0 912828YS3 1.750 912821DF9 11/15/29 88,552,507 88,552,507 0 0 Total Treasury Notes............................... 9,998,699,238 9,990,836,489 7,862,749 12,900 Treasury Bonds: CUSIP: Interest Rate: 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,864,413 611,855 62,143 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,078,896 503,288 31,890 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,309,548 749,758 8,000 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,603,309 472,264 29,776 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,771,773 295,015 11,200 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,124,811 381,571 15,936 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,447,047 2,185,147 2,568 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,417,520 710,271 501 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,988,969 434,657 11,840 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,475,212 306,849 38,560 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,285,809 373,235 0 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,923,851 680,311 65,251 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,958,967 550,203 15 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,272,149 915,058 24,215 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,654,660 183,256 9,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,203,580 606,838 48 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,771,454 1,088,723 1,426 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,991,200 530,771 0 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,894,600 1,302,156 10,500 912810FB9 6.125 912803BM4 11/15/27 22,021,339 20,272,090 1,749,249 4,800 912810FE3 5.500 912803BP7 08/15/28 11,776,201 11,122,855 653,346 15,600 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,845,410 1,101,642 822 912810FG8 5.250 912803BW2 02/15/29 11,350,341 11,141,836 208,505 25,455 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,544,878 633,702 4,630 912810FM5 6.250 912803CH4 05/15/30 17,043,162 15,395,869 1,647,293 87,226 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,984,040 1,443,608 157,400 912810FT0 4.500 912803CX9 02/15/36 26,397,130 22,189,828 4,207,302 220,385 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 16,118,962 470,494 8,017 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,870,767 542,278 47,050 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,311,728 1,213,420 129,088 912810PX0 4.500 912803DD2 05/15/38 25,500,123 23,989,854 1,510,269 34,880 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,844,722 1,063,847 0 912810QB7 4.250 912803DG5 05/15/39 38,778,773 35,396,252 3,382,521 334,960 912810QC5 4.500 912803DH3 08/15/39 41,430,538 39,877,788 1,552,750 171,200 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 40,919,887 3,644,362 318,368 912810QE1 4.625 912803DK6 02/15/40 44,902,490 40,315,655 4,586,835 395,200 912810QH4 4.375 912803DM2 05/15/40 43,473,044 37,966,580 5,506,464 217,640 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,009,140 1,204,177 176,720 912810QL5 4.250 912803DP5 11/15/40 42,903,189 39,163,444 3,739,745 274,160 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 41,844,226 1,160,719 267,135 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 41,028,381 967,126 431,440 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,116,568 1,372,269 355,052 912810QT8 3.125 912803DU4 11/15/41 44,622,444 43,263,898 1,358,546 242,918 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,408,030 811,014 0 912810QW1 3.000 912803DX8 05/15/42 43,918,686 43,326,319 592,367 234,640 912810QX9 2.750 912803DY6 08/15/42 41,995,432 40,026,840 1,968,592 9,000 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 38,208,371 3,785,639 643,680 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 32,222,082 9,777,677 609,650 912810RB6 2.875 912803EC3 05/15/43 41,999,319 35,312,555 6,686,764 532,000 912810RC4 3.625 912803ED1 08/15/43 41,998,968 36,049,056 5,949,912 309,600 912810RD2 3.750 912803EE9 11/15/43 41,994,787 36,394,521 5,600,266 782,920 912810RE0 3.625 912803EF6 02/15/44 41,999,879 30,272,223 11,727,656 433,040 912810RG5 3.375 912803EH2 05/15/44 41,992,115 31,607,670 10,384,445 544,385 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 38,619,861 3,380,169 17,683 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 36,481,489 5,539,403 620,860 912810RK6 2.500 912803EL3 02/15/45 42,000,609 36,637,391 5,363,218 541,480 912810RM2 3.000 912803EN9 05/15/45 42,361,715 36,181,098 6,180,617 1,616,240 912810RN0 2.875 912803EP4 08/15/45 42,320,986 32,539,427 9,781,559 859,360 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 32,570,480 9,506,190 1,239,790 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 31,546,389 8,705,780 158,880 912810RS9 2.500 912803ET6 05/15/46 43,173,535 35,094,930 8,078,605 711,920 912810RT7 2.250 912803EU3 08/15/46 40,536,407 35,877,669 4,658,738 95,360 912810RU4 2.875 912803EV1 11/15/46 42,948,775 32,793,572 10,155,203 1,243,560 912810RV2 3.000 912803EW9 02/15/47 40,830,504 31,769,453 9,061,051 758,520 912810RX8 3.000 912803EY5 05/15/47 44,224,115 29,961,890 14,262,225 256,560 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 31,054,293 12,458,038 467,320 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 28,854,798 12,373,953 109,960 912810SA7 3.000 912803FB4 02/15/48 45,044,506 30,374,488 14,670,017 423,200 912810SC3 3.125 912803FD0 05/15/48 49,151,624 35,623,117 13,528,507 463,578 912810SD1 3.000 912803FE8 08/15/48 50,414,781 39,216,488 11,198,293 405,020 912810SE9 3.375 912803FF5 11/15/48 54,868,281 41,602,251 13,266,030 888,080 912810SF6 3.000 912803FG3 02/15/49 55,576,512 38,399,514 17,176,998 217,400 912810SH2 2.875 912803FJ7 05/15/49 57,608,369 40,981,229 16,627,140 663,179 912810SJ8 2.250 912803FK4 08/15/49 63,396,357 58,071,778 5,324,579 257,730 912810SK5 2.375 912803FL2 11/15/49 60,504,749 56,966,648 3,538,101 142,300 Total Treasury Bonds............................... 2,395,538,784 2,065,618,343 329,920,441 20,499,909 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828K33 0.125 912820U47 04/15/20 54,988,513 54,988,513 0 0 912828NM8 1.250 912820WF0 07/15/20 38,187,257 38,187,257 0 0 912828PP9 1.125 912820XK8 01/15/21 43,126,354 43,126,354 0 0 912828Q60 0.125 9128202L0 04/15/21 48,780,925 48,780,925 0 0 912828QV5 0.625 912820YP6 07/15/21 40,899,423 40,899,423 0 0 912828SA9 0.125 912820ZS9 01/15/22 46,904,238 46,904,238 0 0 912828X39 0.125 9128206Y8 04/15/22 46,990,706 46,990,706 0 0 912828TE0 0.125 912820RP4 07/15/22 45,855,824 45,855,824 0 0 912828UH1 0.125 912820A64 01/15/23 45,680,271 45,680,271 0 0 9128284H0 0.625 9128204W4 04/15/23 48,697,976 48,697,976 0 0 912828VM9 0.375 912820G43 07/15/23 45,312,722 45,312,722 0 0 912828B25 0.625 912820K71 01/15/24 45,174,027 45,174,027 0 0 9128286N5 0.500 912821BV6 04/15/24 32,845,864 32,845,864 0 0 912828WU0 0.125 912820P35 07/15/24 44,418,558 44,418,558 0 0 912828YL8 0.125 912821DA0 10/15/24 35,277,528 35,277,528 0 0 912810FR4 2.375 912803CN1 01/15/25 38,208,473 38,208,473 0 0 912828H45 0.250 912820S65 01/15/25 44,517,764 44,517,764 0 0 912828XL9 0.375 912820W29 07/15/25 44,468,585 44,468,585 0 0 912810FS2 2.000 912803CW1 01/15/26 25,918,752 25,918,752 0 0 912828N71 0.625 912820Z59 01/15/26 45,919,222 45,919,222 0 0 912828S50 0.125 9128203A3 07/15/26 39,531,906 39,531,906 0 0 912810PS1 2.375 912803CY7 01/15/27 21,022,415 21,022,415 0 0 912828V49 0.375 9128206J1 01/15/27 40,971,925 40,971,925 0 0 9128282L3 0.375 9128207P6 07/15/27 38,817,136 38,817,136 0 0 912810PV4 1.750 912803DB6 01/15/28 19,195,463 19,195,463 0 0 9128283R9 0.500 9128204G9 01/15/28 40,479,759 40,479,759 0 0 912810FD5 3.625 912803BN2 04/15/28 26,690,429 26,690,191 239 0 912828Y38 0.750 912821AC9 07/15/28 37,576,596 37,576,596 0 0 912810PZ5 2.500 912803DE0 01/15/29 16,952,449 16,952,449 0 0 9128285W6 0.875 912821BF1 01/15/29 36,829,494 36,829,494 0 0 912810FH6 3.875 912803CF8 04/15/29 30,505,246 30,495,858 9,388 0 9128287D6 0.250 912821CL7 07/15/29 40,022,894 40,022,894 0 0 912828Z37 0.125 912821DQ5 01/15/30 15,445,242 15,445,242 0 0 912810FQ6 3.375 912803CL5 04/15/32 7,263,129 7,263,129 0 0 912810QF8 2.125 912803DL4 02/15/40 18,054,278 18,054,278 0 0 912810QP6 2.125 912803DR1 02/15/41 28,170,699 28,170,699 0 0 912810QV3 0.750 912803DW0 02/15/42 26,326,454 26,326,454 0 0 912810RA8 0.625 912803EB5 02/15/43 25,731,032 25,731,032 0 0 912810RF7 1.375 912803EG4 02/15/44 25,403,268 25,403,268 0 0 912810RL4 0.750 912803EM1 02/15/45 25,122,432 25,122,432 0 0 912810RR1 1.000 912803ES8 02/15/46 22,120,803 22,120,803 0 0 912810RW0 0.875 912803EX7 02/15/47 19,927,002 19,927,002 0 0 912810SB5 1.000 912803FC2 02/15/48 19,511,868 19,511,868 0 0 912810SG4 1.000 912803FH1 02/15/49 15,725,948 15,725,948 0 0 Total Treasury Inflation-Protected Securities...... 1,499,570,851 1,499,561,225 9,626 0 Grand Total........................................ 13,893,808,873 13,556,016,057 337,792,816 20,512,809