TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2015 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date CUSIP Total Portion Held inPortion Held inReconstituted Outstanding Unstripped Form Stripped Form This Month Treasury Notes: CUSIP: Interest Rate: 912828DM9 4.000 912820LJ4 02/15/15 34,215,057 33,997,394 217,663 3,377 912828SE1 0.250 912820ZX8 02/15/15 35,901,103 35,864,903 36,200 0 912828UP3 0.250 912820B55 02/28/15 34,999,500 34,999,500 0 0 912828MR8 2.375 912820VJ3 02/28/15 43,033,093 42,932,933 100,160 0 912828SK7 0.375 912820C88 03/15/15 34,221,707 34,208,907 12,800 0 912828UT5 0.250 912820C21 03/31/15 34,999,830 34,996,630 3,200 0 912828MW7 2.500 912820VQ7 03/31/15 43,421,194 43,418,554 2,640 0 912828SP6 0.375 912820D46 04/15/15 37,822,698 37,814,698 8,000 0 912828UY4 0.125 912820C54 04/30/15 34,998,964 34,987,764 11,200 0 912828MZ0 2.500 912820VU8 04/30/15 42,891,991 42,832,631 59,360 0 912828SU5 0.250 912820D95 05/15/15 34,001,868 33,908,568 93,300 0 912828DV9 4.125 912820LS4 05/15/15 34,471,849 33,939,673 532,176 0 912828VD9 0.250 912820F69 05/31/15 34,997,227 34,997,227 0 0 912828NF3 2.125 912820VZ7 05/31/15 40,865,871 40,808,271 57,600 0 912828SZ4 0.375 912820E60 06/15/15 34,259,563 34,168,363 91,200 0 912828VH0 0.375 912820F93 06/30/15 35,000,072 35,000,072 0 0 912828NL0 1.875 912820WD5 06/30/15 39,132,070 39,070,950 61,120 0 912828TD2 0.250 912820F28 07/15/15 32,000,119 31,990,519 9,600 0 912828VN7 0.250 912820G50 07/31/15 34,999,934 34,999,934 0 0 912828NP1 1.750 912820WH6 07/31/15 38,214,202 38,200,602 13,600 0 912828EE6 4.250 912820MB0 08/15/15 32,469,697 32,317,501 152,196 0 912828TK6 0.250 912820RT6 08/15/15 32,000,316 31,702,316 298,000 0 912828VU1 0.375 912820H34 08/31/15 33,999,897 33,999,897 0 0 912828NV8 1.250 912820WP8 08/31/15 36,881,494 36,822,774 58,720 0 912828TP5 0.250 912820RY5 09/15/15 31,999,939 31,940,739 59,200 0 912828VY3 0.250 912820H67 09/30/15 33,000,060 33,000,060 0 0 912828NZ9 1.250 912820WT0 09/30/15 36,102,809 36,099,449 3,360 0 912828TT7 0.250 912820SC2 10/15/15 31,999,523 31,998,723 800 0 912828PE4 1.250 912820WY9 10/31/15 35,717,606 35,709,286 8,320 0 912828WB2 0.250 912820J32 10/31/15 31,999,859 31,987,059 12,800 0 912828EN6 4.500 912820MK0 11/15/15 23,220,785 23,052,825 167,960 2,800 912828TX8 0.375 912820SG3 11/15/15 32,000,034 31,916,634 83,400 0 912828PJ3 1.375 912820XC6 11/30/15 36,378,695 36,356,295 22,400 0 912828A26 0.250 912820J73 11/30/15 31,999,834 31,997,434 2,400 0 912828UC2 0.250 912820SM0 12/15/15 32,000,091 32,000,091 0 0 912828PM6 2.125 912820XG7 12/31/15 36,756,571 36,745,371 11,200 0 912828A67 0.250 912820K30 12/31/15 31,995,076 31,995,076 0 0 912828UG3 0.375 912820A56 01/15/16 31,999,977 31,995,177 4,800 0 912828PS3 2.000 912820XL6 01/31/16 35,697,839 35,691,539 6,300 0 912828B41 0.375 912820K89 01/31/16 31,999,401 31,997,801 1,600 0 912828UM0 0.375 912820B22 02/15/16 31,999,932 31,999,932 0 0 912828EW6 4.500 912820MT1 02/15/16 21,841,772 21,783,782 57,990 0 912828KS8 2.625 912820TB3 02/29/16 23,178,530 23,178,530 0 0 912828QJ2 2.125 912820XR3 02/29/16 36,922,789 36,922,789 0 0 912828B82 0.250 912820L54 02/29/16 32,067,829 32,067,829 0 0 912828US7 0.375 912820B71 03/15/16 32,000,042 32,000,042 0 0 912828KT6 2.375 912820TH0 03/31/16 25,137,609 25,123,209 14,400 0 912828QA1 2.250 912820XW2 03/31/16 36,569,943 36,569,943 0 0 912828C40 0.375 912820L96 03/31/16 31,998,475 31,998,475 0 0 912828UW8 0.250 912820C39 04/15/16 32,000,324 31,989,924 10,400 0 912828KR0 2.625 912820TN7 04/30/16 26,901,046 26,894,646 6,400 0 912828QF0 2.000 912820YA9 04/30/16 37,208,713 37,203,713 5,000 0 912828C81 0.375 912820M61 04/30/16 32,000,397 32,000,397 0 0 912828FF2 5.125 912820NC7 05/15/16 23,293,690 23,255,930 37,760 0 912828VC1 0.250 912820SP3 05/15/16 31,996,857 31,996,857 0 0 912828KW9 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828QP8 1.750 912820YG6 05/31/16 37,945,814 37,945,814 0 0 912828WM8 0.375 912820N37 05/31/16 31,012,004 31,012,004 0 0 912828VG2 0.500 912820F77 06/15/16 32,000,097 32,000,097 0 0 912828KZ2 3.250 912820TW7 06/30/16 27,784,181 27,757,141 27,040 0 912828QR4 1.500 912820YM3 06/30/16 36,126,753 36,122,753 4,000 0 912828WQ9 0.500 912820N78 06/30/16 29,994,116 29,994,116 0 0 912828VL1 0.625 912820G35 07/15/16 32,000,202 32,000,202 0 0 912828LD0 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828QX1 1.500 912820YQ4 07/31/16 36,041,491 36,037,891 3,600 0 912828WX4 0.500 912820P43 07/31/16 29,008,848 29,008,848 0 0 912828VR8 0.625 912820G92 08/15/16 32,000,012 31,961,612 38,400 0 912828FQ8 4.875 912820NM5 08/15/16 22,556,671 22,423,621 133,050 0 912828LL2 3.000 912820UH8 08/31/16 28,842,663 28,842,663 0 0 912828RF9 1.000 912820YW1 08/31/16 36,070,490 36,048,690 21,800 0 912828D64 0.500 912820P92 08/31/16 28,997,170 28,997,170 0 0 912828VW7 0.875 912820H59 09/15/16 31,000,006 31,000,006 0 0 912828LP3 3.000 912820UL9 09/30/16 29,513,653 29,513,653 0 0 912828RJ1 1.000 912820YZ4 09/30/16 36,089,339 36,076,739 12,600 0 912828F47 0.500 912820Q59 09/30/16 28,999,759 28,999,759 0 0 912828WA4 0.625 912820H91 10/15/16 30,000,033 29,993,633 6,400 0 912828LU2 3.125 912820UR6 10/31/16 31,764,278 31,764,278 0 0 912828F88 0.375 912820Q91 10/31/16 28,990,625 28,985,825 4,800 0 912828RM4 1.000 912820ZD2 10/31/16 36,330,377 36,326,977 3,400 0 912828FY1 4.625 912820NV5 11/15/16 23,293,786 23,225,756 68,030 0 912828WF3 0.625 912820J57 11/15/16 30,000,098 29,999,778 320 0 912828MA5 2.750 912820UW5 11/30/16 32,960,967 32,952,967 8,000 0 912828RU6 0.875 912820ZL4 11/30/16 36,585,946 36,585,946 0 0 912828G46 0.500 912820R66 11/30/16 27,999,635 27,999,635 0 0 912828A59 0.625 912820K22 12/15/16 30,000,004 29,996,804 3,200 0 912828MD9 3.250 912820UY1 12/31/16 32,948,436 32,945,236 3,200 0 912828RX0 0.875 912820ZP5 12/31/16 36,133,427 36,127,027 6,400 0 912828H29 0.625 912820S24 12/31/16 26,999,454 26,999,454 0 0 912828A91 0.750 912820K63 01/15/17 30,000,407 30,000,407 0 0 912828MK3 3.125 912820VF1 01/31/17 32,521,456 32,461,296 60,160 0 912828SC5 0.875 912820ZT7 01/31/17 35,658,572 35,650,572 8,000 0 912828GH7 4.625 912820PE1 02/15/17 22,192,761 22,143,901 48,860 100 912828B74 0.625 912820L39 02/15/17 30,000,042 29,924,842 75,200 0 912828SJ0 0.875 912820C70 02/28/17 35,496,998 35,496,998 0 0 912828MS6 3.000 912820VK0 02/28/17 32,786,489 32,786,489 0 0 912828C32 0.750 912820L88 03/15/17 30,000,250 30,000,250 0 0 912828SM3 1.000 912820D38 03/31/17 35,831,072 35,831,072 0 0 912828MV9 3.250 912820VP9 03/31/17 33,082,560 33,082,560 0 0 912828C73 0.875 912820M46 04/15/17 29,998,931 29,998,931 0 0 912828SS0 0.875 912820D61 04/30/17 35,940,338 35,935,538 4,800 0 912828NA4 3.125 912820VV6 04/30/17 32,682,413 32,603,437 78,976 0 912828GS3 4.500 912820PP6 05/15/17 25,586,541 25,494,238 92,303 0 912828WH9 0.875 912820M95 05/15/17 29,000,127 29,000,127 0 0 912828SY7 0.625 912820E45 05/31/17 35,001,148 35,001,148 0 0 912828NG1 2.750 912820WA1 05/31/17 31,673,657 31,673,657 0 0 912828WP1 0.875 912820N60 06/15/17 27,999,993 27,999,993 0 0 912828TB6 0.750 912820E86 06/30/17 35,357,341 35,354,141 3,200 0 912828NK2 2.500 912820WC7 06/30/17 30,893,473 30,893,473 0 0 912828WT3 0.875 912820P27 07/15/17 27,000,025 27,000,025 0 0 912828TG5 0.500 912820RQ2 07/31/17 35,000,091 34,995,691 4,400 0 912828NR7 2.375 912820WJ2 07/31/17 29,952,302 29,952,302 0 0 912828HA1 4.750 912820PX9 08/15/17 28,000,273 27,892,433 107,840 0 912828D49 0.875 912820P76 08/15/17 26,999,835 26,999,835 0 0 912828TM2 0.625 912820RV1 08/31/17 34,999,594 34,999,594 0 0 912828NW6 1.875 912820WQ6 08/31/17 29,710,046 29,710,046 0 0 912828D98 1.000 912820Q42 09/15/17 27,005,028 27,005,028 0 0 912828TS9 0.625 912820RZ2 09/30/17 35,000,025 34,996,505 3,520 0 912828PA2 1.875 912820WU7 09/30/17 29,913,658 29,913,658 0 0 912828F54 0.875 912820Q83 10/15/17 27,000,042 27,000,042 0 0 912828TW0 0.750 912820SE8 10/31/17 35,000,021 35,000,021 0 0 912828PF1 1.875 912820WW3 10/31/17 29,594,504 29,590,984 3,520 0 912828HH6 4.250 912820QE0 11/15/17 27,674,248 27,551,540 122,708 0 912828G20 0.875 912820R41 11/15/17 26,034,720 26,034,720 0 0 912828UA6 0.625 912820SJ7 11/30/17 35,000,007 35,000,007 0 0 912828PK0 2.250 912820XB8 11/30/17 30,143,705 30,143,705 0 0 912828UE8 0.750 912820A23 12/31/17 35,000,025 35,000,025 0 0 912828PN4 2.750 912820XF9 12/31/17 30,453,707 30,453,707 0 0 912828G79 1.000 912820R90 12/15/17 24,999,957 24,999,957 0 0 912828H37 0.875 912820S57 01/15/18 24,000,062 24,000,062 0 0 912828UJ7 0.875 912820A80 01/31/18 34,999,890 34,999,890 0 0 912828PT1 2.625 912820XN2 01/31/18 29,577,810 29,577,810 0 0 912828HR4 3.500 912820QN0 02/15/18 39,204,509 39,057,986 146,523 92 912828UR9 0.750 912820B48 02/28/18 35,000,025 35,000,025 0 0 912828PY0 2.750 912820XS1 02/28/18 30,593,054 30,593,054 0 0 912828UU2 0.750 912820B89 03/31/18 35,000,031 35,000,031 0 0 912828QB9 2.875 912820XV4 03/31/18 30,300,265 30,299,305 960 0 912828UZ1 0.625 912820C62 04/30/18 34,999,544 34,999,544 0 0 912828QG8 2.625 912820YC5 04/30/18 30,829,674 30,829,674 0 0 912828HZ6 3.875 912820QW0 05/15/18 34,078,060 34,053,100 24,960 0 912828VE7 1.000 912820F44 05/31/18 34,999,424 34,999,424 0 0 912828QQ6 2.375 912820YF8 05/31/18 31,440,908 31,440,908 0 0 912828VK3 1.375 912820G27 06/30/18 35,000,000 35,000,000 0 0 912828QT0 2.375 912820YL5 06/30/18 29,933,711 29,933,711 0 0 912828VQ0 1.375 912820G76 07/31/18 35,000,080 35,000,080 0 0 912828QY9 2.250 912820YR2 07/31/18 29,863,552 29,863,552 0 0 912828JH4 4.000 912820RE9 08/15/18 36,802,978 36,794,408 8,570 0 912828RE2 1.500 912820YX9 08/31/18 64,886,560 64,886,560 0 0 912828RH5 1.375 912820ZB6 09/30/18 64,902,834 64,902,834 0 0 912828RP7 1.750 912820ZE0 10/31/18 30,102,651 30,102,651 0 0 912828WD8 1.250 912820J40 10/31/18 34,999,947 34,999,947 0 0 912828JR2 3.750 912820RM1 11/15/18 57,351,395 57,346,096 5,299 0 912828RT9 1.375 912820ZK6 11/30/18 30,314,142 30,314,142 0 0 912828A34 1.250 912820J81 11/30/18 35,000,100 35,000,100 0 0 912828RY8 1.375 912820ZN0 12/31/18 29,939,159 29,939,159 0 0 912828A75 1.500 912820K48 12/31/18 34,999,948 34,999,948 0 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 912828KD1 2.750 912820TA5 02/15/19 58,676,801 58,663,926 12,875 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 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 35,000,374 0 0 912828ST8 1.250 912820D87 04/30/19 29,779,201 29,778,401 800 0 912828D23 1.625 912820M79 04/30/19 34,999,884 34,999,884 0 0 912828KQ2 3.125 912820TQ0 05/15/19 64,410,823 64,252,696 158,127 0 912828SX9 1.125 912820E37 05/31/19 28,999,135 28,999,135 0 0 912828WL0 1.500 912820N45 05/31/19 35,013,460 35,013,460 0 0 912828TC4 1.000 912820E94 06/30/19 29,295,931 29,295,931 0 0 912828WS5 1.625 912820N86 06/30/19 35,000,149 35,000,149 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 35,011,053 0 0 912828LJ7 3.625 912820UD7 08/15/19 66,753,044 66,753,044 0 0 912828TN0 1.000 912820RW9 08/31/19 29,000,016 29,000,016 0 0 912828D80 1.625 912820Q26 08/31/19 35,001,742 35,001,742 0 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 35,000,247 0 0 912828TV2 1.250 912820SD0 10/31/19 29,000,050 29,000,050 0 0 912828F62 1.500 912820R25 10/31/19 34,999,932 34,999,932 0 0 912828LY4 3.375 912820US4 11/15/19 71,036,988 70,982,111 54,877 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 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 912828UL2 1.375 912820A72 01/31/20 29,000,018 29,000,018 0 0 912828MP2 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 0 912828UQ1 1.250 912820B63 02/29/20 29,000,021 29,000,021 0 0 912828UV0 1.125 912820B97 03/31/20 29,001,062 29,001,062 0 0 912828VA5 1.125 912820SN8 04/30/20 29,000,052 29,000,052 0 0 912828ND8 3.500 912820VW4 05/15/20 68,219,184 68,219,184 0 0 912828VF4 1.375 912820F51 05/31/20 28,999,639 28,999,639 0 0 912828VJ6 1.875 912820F85 06/30/20 29,000,038 29,000,038 0 0 912828VP2 2.000 912820G68 07/31/20 29,000,225 29,000,225 0 0 912828NT3 2.625 912820WM5 08/15/20 67,849,590 67,848,770 820 0 912828VV9 2.125 912820H26 08/31/20 29,000,238 29,000,238 0 0 912828VZ0 2.000 912820H83 09/30/20 28,999,861 28,999,861 0 0 912828WC0 1.750 912820J24 10/31/20 29,000,008 29,000,008 0 0 912828PC8 2.625 912820WZ6 11/15/20 67,409,883 67,385,081 24,802 0 912828A42 2.000 912820J99 11/30/20 29,000,151 29,000,151 0 0 912828A83 2.375 912820K55 12/31/20 29,000,046 29,000,046 0 0 912828B58 2.125 912820L21 01/31/21 29,000,056 29,000,056 0 0 912828PX2 3.625 912820XQ5 02/15/21 67,584,864 67,584,864 0 0 912828B90 2.000 912820L70 02/28/21 29,081,565 29,081,565 0 0 912828C57 2.250 912820M38 03/31/21 29,000,122 29,000,122 0 0 912828WG1 2.250 912820M87 04/30/21 29,000,012 28,997,612 2,400 0 912828QN3 3.125 912820YE1 05/15/21 65,998,404 65,996,404 2,000 0 912828WN6 2.000 912820N52 05/31/21 29,011,415 29,011,415 0 0 912828WR7 2.125 912820N94 06/30/21 29,000,031 29,000,031 0 0 912828WY2 2.250 912820P68 07/31/21 29,008,872 29,008,872 0 0 912828RC6 2.125 912820YT8 08/15/21 66,734,924 66,734,924 0 0 912828D72 2.000 912820Q34 08/31/21 29,001,997 29,001,997 0 0 912828F21 2.125 912820Q75 09/30/21 28,999,912 28,999,912 0 0 912828F96 2.000 912820R33 10/31/21 29,000,022 29,000,022 0 0 912828RR3 2.000 912820ZH3 11/15/21 70,092,488 70,092,488 0 0 912828G53 1.875 912820R82 11/30/21 29,000,076 29,000,076 0 0 912828G87 2.125 912820S40 12/31/21 29,000,005 29,000,005 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,199,674 605 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,982,709 1,840 100 912828TJ9 1.625 912820RU3 08/15/22 65,999,896 65,999,896 0 0 912828TY6 1.625 912820SH1 11/15/22 65,999,975 65,987,495 12,480 0 912828UN8 2.000 912820B30 02/15/23 66,000,846 65,964,046 36,800 0 912828VB3 1.750 912820F36 05/15/23 66,000,762 66,000,762 0 0 912828VS6 2.500 912820G84 08/15/23 65,999,916 65,999,676 240 0 912828WE6 2.750 912820J65 11/15/23 65,996,109 64,495,309 1,500,800 0 912828B66 2.750 912820L47 02/15/24 65,996,824 65,937,784 59,040 0 912828WJ5 2.500 912820N29 05/15/24 65,994,795 65,994,795 0 0 912828D56 2.375 912820P84 08/15/24 65,998,692 65,998,532 160 0 912828G38 2.250 912820R58 11/15/24 66,031,911 66,031,911 0 0 Total Treasury Notes............................... 8,162,191,948 8,156,842,218 5,349,730 6,469 Treasury Bonds: CUSIP: Interest Rate: 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,290,273 1,230,026 149,200 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,394,520 629,396 4,000 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,224,958 1,359,901 0 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,252,536 179,218 2,600 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,124,160 699,391 37,820 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,669,681 1,117,767 3,600 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,628,634 2,930,535 4,300 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,513,886 1,454,472 44,920 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,437,996 1,279,443 30,400 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,521,590 1,652,880 2,500 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,787,856 2,302,642 3,520 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,592,903 348,029 30,620 912810EE4 8.500 912803AS2 02/15/20 9,476,268 9,221,105 255,163 21,040 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,287,918 294,265 79,136 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,294,357 764,949 24,000 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,932,969 142,604 37,240 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,377,114 689,674 1,088 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,249,108 257,274 3,000 912810EL8 8.000 912803AY9 11/15/21 30,632,194 27,908,518 2,723,676 46,220 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,436,925 690,866 88,400 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,850,037 573,589 320 912810EP9 7.125 912803BB8 02/15/23 15,782,061 14,986,019 796,042 0 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,173,390 485,654 18,374 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,497,708 1,106,454 35,964 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,738,955 770,215 179,360 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,461,152 726,055 208,712 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,637,057 200,859 45,590 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,070,324 740,094 21,440 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,746,620 1,113,557 13,040 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,655,872 866,099 2,880 912810FA1 6.375 912803BL6 08/15/27 9,196,756 8,078,384 1,118,372 2,560 912810FB9 6.125 912803BM4 11/15/27 22,021,339 19,232,974 2,788,365 165,660 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,548,245 1,227,956 100,360 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,011,606 935,446 45,200 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,849,565 500,776 4,960 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,081,320 1,097,260 78,660 912810FM5 6.250 912803CH4 05/15/30 17,043,162 14,332,225 2,710,937 601,892 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,704,568 1,723,080 362,560 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,796,308 4,600,822 795,880 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 15,603,461 985,995 461,760 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,195,669 1,217,376 227,524 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,383,319 1,141,830 392,816 912810PX0 4.500 912803DD2 05/15/38 25,500,123 23,604,989 1,895,134 371,200 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,610,569 1,298,000 317,520 912810QB7 4.250 912803DG5 05/15/39 38,778,773 34,635,654 4,143,119 890,400 912810QC5 4.500 912803DH3 08/15/39 41,430,538 36,546,348 4,884,190 299,600 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 37,268,244 7,296,005 277,056 912810QE1 4.625 912803DK6 02/15/40 44,902,490 33,495,015 11,407,475 434,880 912810QH4 4.375 912803DM2 05/15/40 43,473,044 33,094,328 10,378,716 1,454,712 912810QK7 3.875 912803DN0 08/15/40 43,213,317 38,439,022 4,774,295 626,120 912810QL5 4.250 912803DP5 11/15/40 42,903,189 35,992,749 6,910,440 203,920 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 40,032,633 2,972,312 622,080 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,542,921 3,452,586 15,640 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,050,184 1,438,653 212,944 912810QT8 3.125 912803DU4 11/15/41 44,622,444 41,204,761 3,417,683 322,134 912810QU5 3.125 912803DV2 02/15/42 47,219,044 43,152,899 4,066,145 862,494 912810QW1 3.000 912803DX8 05/15/42 43,918,686 41,196,696 2,721,989 651,820 912810QX9 2.750 912803DY6 08/15/42 41,995,432 36,891,887 5,103,545 800,800 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 33,559,632 8,434,377 811,280 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 27,953,218 14,046,541 857,830 912810RB6 2.875 912803EC3 05/15/43 41,999,319 32,938,359 9,060,960 686,800 912810RC4 3.625 912803ED1 08/15/43 41,998,968 35,703,318 6,295,650 569,680 912810RD2 3.750 912803EE9 11/15/43 41,994,787 29,987,393 12,007,394 1,022,848 912810RE0 3.625 912803EF6 02/15/44 41,999,879 25,682,419 16,317,460 557,120 912810RG5 3.375 912803EH2 05/15/44 41,992,115 28,167,555 13,824,560 665,320 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 41,410,486 589,544 162,342 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 40,564,272 1,456,620 117,160 Total Treasury Bonds............................... 1,589,129,733 1,382,507,336 206,622,397 18,192,817 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828MY3 0.500 912820VS3 04/15/15 23,147,215 23,147,215 0 0 912828EA4 1.875 912820LX3 07/15/15 20,646,411 20,646,411 0 0 912828ET3 2.000 912820MQ7 01/15/16 20,234,513 20,234,513 0 0 912828QD5 0.125 912820XZ5 04/15/16 41,059,839 41,059,839 0 0 912828FL9 2.500 912820NH6 07/15/16 23,395,516 23,395,516 0 0 912828GD6 2.375 912820PA9 01/15/17 20,206,154 20,206,154 0 0 912828SQ4 0.125 912820D53 04/15/17 46,206,803 46,206,803 0 0 912828GX2 2.625 912820PU5 07/15/17 15,955,251 15,955,251 0 0 912828HN3 1.625 912820QK6 01/15/18 18,512,031 18,512,031 0 0 912828UX6 0.125 912820C47 04/15/18 51,090,892 51,090,892 0 0 912828JE1 1.375 912820RB5 07/15/18 16,399,516 16,399,516 0 0 912828JX9 2.125 912820SV0 01/15/19 16,218,310 16,218,310 0 0 912828C99 0.125 912820M53 04/15/19 50,408,102 50,408,102 0 0 912828LA6 1.875 912820TY3 07/15/19 16,791,800 16,791,800 0 0 912828MF4 1.375 912820VB0 01/15/20 20,726,540 20,726,540 0 0 912828NM8 1.250 912820WF0 07/15/20 35,072,791 35,072,791 0 0 912828PP9 1.125 912820XK8 01/15/21 39,608,934 39,608,934 0 0 912828QV5 0.625 912820YP6 07/15/21 37,565,687 37,565,687 0 0 912828SA9 0.125 912820ZS9 01/15/22 43,087,344 43,087,344 0 0 912828TE0 0.125 912820RP4 07/15/22 42,115,989 42,115,989 0 0 912828UH1 0.125 912820A64 01/15/23 41,959,900 41,959,900 0 0 912828VM9 0.375 912820G43 07/15/23 41,620,233 41,620,233 0 0 912828B25 0.625 912820K71 01/15/24 41,489,537 41,489,537 0 0 912828WU0 0.125 912820P35 07/15/24 41,004,900 41,004,900 0 0 912810FR4 2.375 912803CN1 01/15/25 35,091,985 35,091,985 0 0 912828H45 0.250 912820S65 01/15/25 15,000,003 15,000,003 0 0 912810FS2 2.000 912803CW1 01/15/26 23,804,739 23,804,739 0 0 912810PS1 2.375 912803CY7 01/15/27 19,307,756 19,307,756 0 0 912810PV4 1.750 912803DB6 01/15/28 17,629,833 17,629,833 0 0 912810FD5 3.625 912803BN2 04/15/28 24,513,612 24,513,393 219 0 912810PZ5 2.500 912803DE0 01/15/29 15,569,803 15,569,803 0 0 912810FH6 3.875 912803CF8 04/15/29 28,017,051 27,978,252 38,799 0 912810FQ6 3.375 912803CL5 04/15/32 6,670,733 6,670,733 0 0 912810QF8 2.125 912803DL4 02/15/40 16,581,754 16,581,754 0 0 912810QP6 2.125 912803DR1 02/15/41 25,873,209 25,873,209 0 0 912810QV3 0.750 912803DW0 02/15/42 24,179,050 24,179,050 0 0 912810RA8 0.625 912803EB5 02/15/43 23,632,300 23,632,300 0 0 912810RF7 1.375 912803EG4 02/15/44 23,331,213 23,331,213 0 0 Total Treasury Inflation-Protected Securities...... 1,063,727,252 1,063,688,234 39,018 0 Grand Total........................................10,815,048,933 10,603,037,788 212,011,144 18,199,286