TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 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: 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 23,999,842 200 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 28,983,048 16,960 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 67,212,801 197,082 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 67,492,904 91,960 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 69,481,342 28,880 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 28,940,792 68,080 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 66,731,464 3,460 0 9128284W7 2.750 912821AG0 08/15/21 38,570,842 38,543,842 27,000 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 70,070,028 22,460 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 44,131,756 44,131,756 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,143,749 56,530 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 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 45,647,121 0 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,926,937 57,612 0 9128286U9 2.125 912821BZ7 05/15/22 50,944,838 50,922,838 22,000 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 48,618,563 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 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 53,454,520 53,454,520 0 0 912828TJ9 1.625 912820RU3 08/15/22 65,994,896 65,524,911 469,985 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 11/15/22 121,993,264 121,968,184 25,080 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 65,974,591 26,255 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 912828ZD5 0.500 912821DZ5 03/15/23 38,036,596 38,036,596 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 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 912828VB3 1.750 912820F36 05/15/23 66,000,762 65,671,012 329,750 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 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 32,084,552 0 0 9128284U1 2.625 9128205J2 06/30/23 40,483,254 40,483,254 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 912828VS6 2.500 912820G84 08/15/23 65,999,916 65,977,869 22,047 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 64,383,292 1,612,817 6,400 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 65,741,815 255,009 800 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 65,988,374 6,421 4,960 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 65,913,656 85,036 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 45,231,843 45,231,843 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 912828ZC7 1.125 912821DX0 02/28/25 47,196,554 47,196,554 0 0 9128284F4 2.625 9128204U8 03/31/25 34,108,089 34,108,089 0 0 912828ZF0 0.500 912821EB7 03/31/25 46,512,284 46,512,284 0 0 9128284M9 2.875 9128204Z7 04/30/25 32,701,484 32,701,484 0 0 912828ZL7 0.375 912821EG6 04/30/25 46,734,370 46,734,370 0 0 912828XB1 2.125 912820U96 05/15/25 66,521,989 66,509,008 12,981 0 9128284R8 2.875 9128205F0 05/31/25 35,211,597 35,211,597 0 0 912828ZT0 0.250 912821EM3 05/31/25 49,724,255 49,724,255 0 0 912828XZ8 2.750 912821AA3 06/30/25 33,736,098 33,736,098 0 0 912828ZW3 0.250 912821ER2 06/30/25 53,428,393 53,428,393 0 0 912828Y79 2.875 912821AF2 07/31/25 31,629,113 31,629,113 0 0 91282CAB7 0.250 912821EW1 07/31/25 54,568,218 54,568,218 0 0 912828K74 2.000 912820W78 08/15/25 66,479,519 66,385,959 93,560 75,000 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 66,060,410 60,409 0 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 64,725,220 215,440 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 69,479,118 17,641 12,800 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 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 71,038,136 12,085 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 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 70,157,555 414,550 0 9128284N7 2.875 9128205B9 05/15/28 75,112,231 75,107,431 4,800 3,200 9128284V9 2.875 912821AH8 08/15/28 75,495,710 75,493,290 2,420 0 9128285M8 3.125 912821AW5 11/15/28 80,505,854 80,502,818 3,037 0 9128286B1 2.625 912821BL8 02/15/29 81,505,475 80,904,995 600,480 0 9128286T2 2.375 912821CA1 05/15/29 84,427,059 84,401,619 25,440 0 912828YB0 1.625 912821CR4 08/15/29 92,618,670 92,571,670 47,000 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 88,013,446 99,150 0 912828ZQ6 0.625 912821EK7 05/15/30 109,879,722 108,379,722 1,500,000 0 Total Treasury Notes............................... 10,427,592,193 10,418,623,037 8,969,156 103,160 Treasury Bonds: CUSIP: Interest Rate: 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,084,345 974,961 6,505 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,413,357 662,216 0 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,364,913 701,875 320,480 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,092,392 413,991 1,600 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,194,487 2,437,707 186,500 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,412,550 715,241 0 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,757,649 665,977 960 912810EP9 7.125 912803BB8 02/15/23 15,782,061 15,471,750 310,311 1,920 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,300,144 358,900 0 912810ES3 7.500 912803BD4 11/15/24 9,604,162 9,016,097 588,065 1,504 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,947,699 561,471 0 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,306,962 880,245 11,040 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,695,340 142,576 5,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,201,198 609,220 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,725,713 1,134,464 0 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 9,127,305 394,666 0 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,863,993 1,332,763 9,600 912810FB9 6.125 912803BM4 11/15/27 22,021,339 20,062,420 1,958,919 26,880 912810FE3 5.500 912803BP7 08/15/28 11,776,201 11,240,285 535,916 5,000 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,876,030 1,071,022 3,040 912810FG8 5.250 912803BW2 02/15/29 11,350,341 11,191,024 159,317 0 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,590,899 587,681 4,800 912810FM5 6.250 912803CH4 05/15/30 17,043,162 15,699,285 1,343,877 0 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,930,259 1,497,389 16,700 912810FT0 4.500 912803CX9 02/15/36 26,397,130 22,645,065 3,752,065 398,080 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 15,865,002 724,454 0 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,686,667 726,378 23,000 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,878,180 646,968 173,984 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,212,931 1,287,192 151,840 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,054,059 854,510 20,000 912810QB7 4.250 912803DG5 05/15/39 38,778,773 36,039,512 2,739,261 281,600 912810QC5 4.500 912803DH3 08/15/39 41,430,538 40,143,925 1,286,613 124,000 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 40,591,583 3,972,666 95,008 912810QE1 4.625 912803DK6 02/15/40 44,902,490 41,020,721 3,881,769 0 912810QH4 4.375 912803DM2 05/15/40 43,473,044 38,949,440 4,523,604 228,160 912810SR0 1.125 912803FQ1 05/15/40 60,356,640 60,356,440 200 0 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,404,770 808,547 96,400 912810QL5 4.250 912803DP5 11/15/40 42,903,189 40,654,144 2,249,045 31,280 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 42,086,267 918,678 131,802 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 41,183,359 812,148 2,240 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,689,371 799,466 2,000 912810QT8 3.125 912803DU4 11/15/41 44,622,444 43,340,885 1,281,559 26,359 912810QU5 3.125 912803DV2 02/15/42 47,219,044 46,631,182 587,863 87,840 912810QW1 3.000 912803DX8 05/15/42 43,918,686 43,490,578 428,108 208,000 912810QX9 2.750 912803DY6 08/15/42 41,995,432 40,124,567 1,870,865 7,800 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 38,963,971 3,030,039 99,360 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 34,878,486 7,121,273 104,002 912810RB6 2.875 912803EC3 05/15/43 41,999,319 36,910,793 5,088,526 428,765 912810RC4 3.625 912803ED1 08/15/43 41,998,968 37,388,999 4,609,969 117,800 912810RD2 3.750 912803EE9 11/15/43 41,994,787 37,440,926 4,553,861 84,000 912810RE0 3.625 912803EF6 02/15/44 41,999,879 33,833,418 8,166,461 152,060 912810RG5 3.375 912803EH2 05/15/44 41,992,115 33,701,660 8,290,455 224,195 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 37,942,206 4,057,824 196,700 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 36,542,785 5,478,107 56,340 912810RK6 2.500 912803EL3 02/15/45 42,000,609 37,576,639 4,423,970 41,360 912810RM2 3.000 912803EN9 05/15/45 42,361,715 37,859,161 4,502,554 459,100 912810RN0 2.875 912803EP4 08/15/45 42,320,986 35,322,397 6,998,589 59,840 912810RP5 3.000 912803EQ2 11/15/45 42,076,670 34,716,322 7,360,348 959,000 912810RQ3 2.500 912803ER0 02/15/46 40,252,169 33,220,308 7,031,861 143,440 912810RS9 2.500 912803ET6 05/15/46 43,173,535 35,644,924 7,528,611 459,090 912810RT7 2.250 912803EU3 08/15/46 40,536,407 36,840,632 3,695,775 474,380 912810RU4 2.875 912803EV1 11/15/46 42,948,775 37,081,632 5,867,143 294,560 912810RV2 3.000 912803EW9 02/15/47 40,830,504 34,034,183 6,796,321 63,200 912810RX8 3.000 912803EY5 05/15/47 44,224,115 35,479,221 8,744,894 700,600 912810RY6 2.750 912803EZ2 08/15/47 43,512,331 32,048,653 11,463,678 178,700 912810RZ3 2.750 912803FA6 11/15/47 41,228,751 28,536,327 12,692,424 756,004 912810SA7 3.000 912803FB4 02/15/48 45,044,506 30,391,400 14,653,105 396,500 912810SC3 3.125 912803FD0 05/15/48 49,151,624 35,620,998 13,530,626 181,610 912810SD1 3.000 912803FE8 08/15/48 50,414,781 37,940,688 12,474,093 107,520 912810SE9 3.375 912803FF5 11/15/48 54,868,281 41,880,252 12,988,029 180,440 912810SF6 3.000 912803FG3 02/15/49 55,576,512 37,236,155 18,340,357 347,840 912810SH2 2.875 912803FJ7 05/15/49 57,608,369 39,841,801 17,766,568 231,320 912810SJ8 2.250 912803FK4 08/15/49 63,396,357 55,041,411 8,354,946 659,540 912810SK5 2.375 912803FL2 11/15/49 60,504,749 52,295,525 8,209,224 256,480 912810SL3 2.000 912803FM0 02/15/50 60,520,860 56,118,842 4,402,018 78,000 912810SN9 1.250 912803FP3 05/15/50 73,571,798 71,137,072 2,434,726 7,970 Total Treasury Bonds............................... 2,572,929,630 2,268,082,527 304,847,103 11,190,637 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828PP9 1.125 912820XK8 01/15/21 42,989,178 42,989,178 0 0 912828Q60 0.125 9128202L0 04/15/21 48,625,850 48,625,850 0 0 912828QV5 0.625 912820YP6 07/15/21 40,769,330 40,769,330 0 0 912828SA9 0.125 912820ZS9 01/15/22 46,755,240 46,755,240 0 0 912828X39 0.125 9128206Y8 04/15/22 46,840,978 46,840,978 0 0 912828TE0 0.125 912820RP4 07/15/22 45,709,871 45,709,871 0 0 912828UH1 0.125 912820A64 01/15/23 45,535,154 45,535,154 0 0 9128284H0 0.625 9128204W4 04/15/23 48,543,254 48,543,254 0 0 912828VM9 0.375 912820G43 07/15/23 45,168,820 45,168,820 0 0 912828B25 0.625 912820K71 01/15/24 45,030,188 45,030,188 0 0 9128286N5 0.500 912821BV6 04/15/24 32,741,192 32,741,192 0 0 912828WU0 0.125 912820P35 07/15/24 44,277,091 44,277,091 0 0 912828YL8 0.125 912821DA0 10/15/24 35,188,852 35,188,852 0 0 912810FR4 2.375 912803CN1 01/15/25 38,086,669 38,086,669 0 0 912828H45 0.250 912820S65 01/15/25 44,376,334 44,376,334 0 0 912828ZJ2 0.125 912821EE1 04/15/25 35,551,686 35,551,686 0 0 912828XL9 0.375 912820W29 07/15/25 44,327,139 44,327,139 0 0 912810FS2 2.000 912803CW1 01/15/26 25,836,151 25,836,151 0 0 912828N71 0.625 912820Z59 01/15/26 45,773,297 45,773,297 0 0 912828S50 0.125 9128203A3 07/15/26 39,406,279 39,406,279 0 0 912810PS1 2.375 912803CY7 01/15/27 20,955,496 20,955,496 0 0 912828V49 0.375 9128206J1 01/15/27 40,841,483 40,841,483 0 0 9128282L3 0.375 9128207P6 07/15/27 38,693,835 38,693,835 0 0 912810PV4 1.750 912803DB6 01/15/28 19,134,332 19,134,332 0 0 9128283R9 0.500 9128204G9 01/15/28 40,350,878 40,350,878 0 0 912810FD5 3.625 912803BN2 04/15/28 26,605,505 26,605,267 238 0 912828Y38 0.750 912821AC9 07/15/28 37,457,047 37,457,047 0 0 912810PZ5 2.500 912803DE0 01/15/29 16,898,536 16,898,536 0 0 9128285W6 0.875 912821BF1 01/15/29 36,712,351 36,712,351 0 0 912810FH6 3.875 912803CF8 04/15/29 30,408,151 30,398,794 9,358 0 9128287D6 0.250 912821CL7 07/15/29 39,895,528 39,895,528 0 0 912828Z37 0.125 912821DQ5 01/15/30 41,058,560 41,058,560 0 0 912828ZZ6 0.125 912821EU5 07/15/30 15,590,947 15,590,947 0 0 912810FQ6 3.375 912803CL5 04/15/32 7,240,023 7,240,023 0 0 912810QF8 2.125 912803DL4 02/15/40 17,996,779 17,996,779 0 0 912810QP6 2.125 912803DR1 02/15/41 28,081,237 28,081,237 0 0 912810QV3 0.750 912803DW0 02/15/42 26,242,501 26,242,501 0 0 912810RA8 0.625 912803EB5 02/15/43 25,649,153 25,649,153 0 0 912810RF7 1.375 912803EG4 02/15/44 25,322,245 25,322,245 0 0 912810RL4 0.750 912803EM1 02/15/45 25,042,622 25,042,622 0 0 912810RR1 1.000 912803ES8 02/15/46 22,050,296 22,050,296 0 0 912810RW0 0.875 912803EX7 02/15/47 19,863,604 19,863,604 0 0 912810SB5 1.000 912803FC2 02/15/48 19,449,762 19,449,762 0 0 912810SG4 1.000 912803FH1 02/15/49 15,675,946 15,675,946 0 0 912810SM1 0.250 912803FN8 02/15/50 8,000,002 8,000,002 0 0 Total Treasury Inflation-Protected Securities...... 1,486,749,374 1,486,739,779 9,596 0 Grand Total........................................ 14,487,271,197 14,173,445,343 313,825,854 11,293,797