TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JUNE 30, 2015 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: 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 32,024,785 444,912 7,200 912828TK6 0.250 912820RT6 08/15/15 32,000,316 31,737,676 262,640 0 912828VU1 0.375 912820H34 08/31/15 33,999,897 33,977,497 22,400 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 32,980,860 19,200 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 23,008,245 212,540 25,200 912828TX8 0.375 912820SG3 11/15/15 32,000,034 31,905,434 94,600 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 35,690,539 7,300 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 31,837,932 162,000 0 912828EW6 4.500 912820MT1 02/15/16 21,841,772 21,603,191 238,581 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 31,989,124 11,200 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 23,076,850 216,840 500 912828VC1 0.250 912820SP3 05/15/16 31,996,857 31,957,657 39,200 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 31,005,604 6,400 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 36,101,153 25,600 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 31,996,052 3,960 0 912828FQ8 4.875 912820NM5 08/15/16 22,556,671 22,380,921 175,750 28,960 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 23,247,776 46,010 4,800 912828WF3 0.625 912820J57 11/15/16 30,000,098 29,967,946 32,152 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 26,956,574 42,880 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 912828H78 0.500 912820S73 01/31/17 25,999,755 25,999,755 0 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 22,118,701 74,060 0 912828B74 0.625 912820L39 02/15/17 30,000,042 29,965,642 34,400 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 912828J35 0.500 912820T49 02/28/17 26,000,003 26,000,003 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 35,828,472 2,600 0 912828MV9 3.250 912820VP9 03/31/17 33,082,560 33,082,560 0 0 912828J92 0.500 912820T80 03/31/17 25,999,627 25,999,627 0 0 912828C73 0.875 912820M46 04/15/17 29,998,931 29,990,931 8,000 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 912828K66 0.500 912820U54 04/30/17 26,094,612 26,094,612 0 0 912828GS3 4.500 912820PP6 05/15/17 25,586,541 25,373,108 213,433 0 912828WH9 0.875 912820M95 05/15/17 29,000,127 28,796,927 203,200 0 912828SY7 0.625 912820E45 05/31/17 61,000,857 61,000,857 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 27,996,793 3,200 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 912828XJ4 0.625 912820V61 06/30/17 25,999,986 25,997,426 2,560 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 27,909,393 90,880 0 912828D49 0.875 912820P76 08/15/17 26,999,835 26,959,835 40,000 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 27,002,428 2,600 0 912828TS9 0.625 912820RZ2 09/30/17 35,000,025 34,962,905 37,120 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 34,996,821 3,200 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 27,544,150 130,098 370 912828G20 0.875 912820R41 11/15/17 26,034,720 25,888,920 145,800 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 24,990,157 9,800 0 912828H37 0.875 912820S57 01/15/18 24,000,062 24,000,062 0 0 912828UJ7 0.875 912820A80 01/31/18 34,989,890 34,983,490 6,400 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 38,998,506 206,003 0 912828H94 1.000 912820T23 02/15/18 24,001,115 23,921,115 80,000 0 912828PY0 2.750 912820XS1 02/28/18 30,583,054 30,583,054 0 0 912828UR9 0.750 912820B48 02/28/18 34,995,025 34,995,025 0 0 912828J68 1.000 912820T72 03/15/18 23,998,906 23,998,906 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 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 34,999,544 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 33,888,300 189,760 0 912828XA3 1.000 912820U88 05/15/18 24,542,732 24,542,732 0 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 912828XF2 1.125 912820V53 06/15/18 23,999,855 23,999,855 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 36,783,603 19,375 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 57,220,018 131,377 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 58,655,036 21,765 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 64,385,876 24,947 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 66,747,284 5,760 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 70,982,071 54,917 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 912828H52 1.250 912820S81 01/31/20 35,000,013 35,000,013 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 912828J50 1.375 912820T56 02/29/20 34,998,954 34,998,954 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 35,000,033 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 35,127,647 0 0 912828ND8 3.500 912820VW4 05/15/20 68,219,184 68,171,064 48,120 0 912828VF4 1.375 912820F51 05/31/20 28,999,639 28,999,639 0 0 912828XE5 1.500 912820V38 05/31/20 35,000,026 35,000,026 0 0 912828VJ6 1.875 912820F85 06/30/20 29,000,038 29,000,038 0 0 912828XH8 1.625 912820V79 06/30/20 34,999,986 34,999,986 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 65,995,204 3,200 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 28,976,072 32,800 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 912828H86 1.500 912820S99 01/31/22 29,000,012 29,000,012 0 0 912828SF8 2.000 912820ZW0 02/15/22 74,200,279 74,199,674 605 0 912828J43 1.750 912820T64 02/28/22 29,000,023 29,000,023 0 0 912828J76 1.750 912820U21 03/31/22 29,000,002 29,000,002 0 0 912828WZ9 1.750 912820U70 04/30/22 29,106,104 29,106,104 0 0 912828SV3 1.750 912820E29 05/15/22 68,984,549 68,982,209 2,340 0 912828XD7 1.875 912820V46 05/31/22 28,999,681 28,999,681 0 0 912828XG0 2.125 912820V87 06/30/22 29,000,014 29,000,014 0 0 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 65,989,415 10,560 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 66,000,012 750 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 64,495,159 1,500,950 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 65,993,795 1,000 0 912828D56 2.375 912820P84 08/15/24 65,998,692 65,975,532 23,160 0 912828G38 2.250 912820R58 11/15/24 66,031,911 66,031,911 0 0 912828J27 2.000 912820T31 02/15/25 65,995,280 65,495,280 500,000 0 912828XB1 2.125 912820U96 05/15/25 45,543,367 45,541,767 1,600 0 Total Treasury Notes............................... 8,305,340,747 8,298,784,484 6,556,263 67,030 Treasury Bonds: CUSIP: Interest Rate: 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,377,528 646,388 2,464 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,265,068 1,319,791 23,950 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,218,615 213,139 0 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,043,400 780,151 12,800 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,694,723 1,092,725 27,400 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,488,794 3,070,375 19,960 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,490,146 1,478,212 0 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,502,446 1,214,993 10,080 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,589,390 1,585,080 1,000 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,852,936 2,237,562 2,720 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,663,559 277,373 5,000 912810EE4 8.500 912803AS2 02/15/20 9,476,268 9,215,725 260,543 0 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,174,098 408,085 24,560 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,288,181 771,125 73,000 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,950,389 125,184 0 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,381,722 685,066 61,040 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,320,234 186,148 0 912810EL8 8.000 912803AY9 11/15/21 30,632,194 28,103,178 2,529,016 87,600 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,444,165 683,626 0 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,839,317 584,309 0 912810EP9 7.125 912803BB8 02/15/23 15,782,061 14,911,979 870,082 9,000 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 22,196,010 463,034 4,800 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,679,192 924,970 31,000 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,709,875 799,295 9,000 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,326,072 861,135 168,000 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,646,437 191,479 23,800 912810EX2 6.750 912803BH5 08/15/26 8,810,418 8,177,734 632,684 18,000 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,724,380 1,135,797 25,000 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,672,212 849,759 0 912810FA1 6.375 912803BL6 08/15/27 9,196,756 8,058,564 1,138,192 14,720 912810FB9 6.125 912803BM4 11/15/27 22,021,339 19,327,454 2,693,885 36,960 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,384,655 1,391,546 43,400 912810FF0 5.250 912803BV4 11/15/28 10,947,052 10,102,736 844,316 201,690 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,829,965 520,376 10,100 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 10,196,820 981,760 119,120 912810FM5 6.250 912803CH4 05/15/30 17,043,162 14,265,327 2,777,835 327,826 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,775,028 1,652,620 116,160 912810FT0 4.500 912803CX9 02/15/36 26,397,130 22,182,208 4,214,922 733,880 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 15,489,861 1,099,595 0 912810PU6 5.000 912803DA8 05/15/37 21,413,045 20,538,613 874,432 284,300 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,350,719 1,174,430 7,808 912810PX0 4.500 912803DD2 05/15/38 25,500,123 24,464,989 1,035,134 243,200 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,687,729 1,220,840 0 912810QB7 4.250 912803DG5 05/15/39 38,778,773 34,802,314 3,976,459 39,000 912810QC5 4.500 912803DH3 08/15/39 41,430,538 37,977,348 3,453,190 738,160 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 37,559,772 7,004,477 165,920 912810QE1 4.625 912803DK6 02/15/40 44,902,490 34,037,985 10,864,505 451,520 912810QH4 4.375 912803DM2 05/15/40 43,473,044 32,772,812 10,700,232 110,368 912810QK7 3.875 912803DN0 08/15/40 43,213,317 38,865,702 4,347,615 67,200 912810QL5 4.250 912803DP5 11/15/40 42,903,189 36,179,249 6,723,940 109,040 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 41,183,523 1,821,422 605,160 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,834,889 3,160,618 485,984 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,236,464 1,252,373 158,400 912810QT8 3.125 912803DU4 11/15/41 44,622,444 41,561,230 3,061,214 436,400 912810QU5 3.125 912803DV2 02/15/42 47,219,044 44,214,018 3,005,027 577,859 912810QW1 3.000 912803DX8 05/15/42 43,918,686 41,203,886 2,714,799 205,000 912810QX9 2.750 912803DY6 08/15/42 41,995,432 37,094,327 4,901,105 248,160 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 33,527,272 8,466,737 121,380 912810QZ4 3.125 912803EA7 02/15/43 41,999,759 27,976,677 14,023,082 410,288 912810RB6 2.875 912803EC3 05/15/43 41,999,319 31,628,899 10,370,420 254,560 912810RC4 3.625 912803ED1 08/15/43 41,998,968 36,276,578 5,722,390 737,280 912810RD2 3.750 912803EE9 11/15/43 41,994,787 29,938,017 12,056,770 701,760 912810RE0 3.625 912803EF6 02/15/44 41,999,879 24,142,399 17,857,480 497,000 912810RG5 3.375 912803EH2 05/15/44 41,992,115 24,623,755 17,368,360 187,400 912810RH3 3.125 912803EJ8 08/15/44 42,000,030 38,888,532 3,111,498 234,100 912810RJ9 3.000 912803EK5 11/15/44 42,020,892 38,819,312 3,201,580 49,800 912810RK6 2.500 912803EL3 02/15/45 42,000,609 41,379,441 621,168 118,720 912810RM2 3.000 912803EN9 05/15/45 29,361,714 28,689,314 672,400 3,000 Total Treasury Bonds............................... 1,649,971,756 1,441,015,886 208,955,870 10,492,797 Treasury Inflation-Protected Securities: CUSIP: Interest Rate: 912828EA4 1.875 912820LX3 07/15/15 20,676,841 20,676,841 0 0 912828ET3 2.000 912820MQ7 01/15/16 20,264,434 20,264,434 0 0 912828QD5 0.125 912820XZ5 04/15/16 41,120,456 41,120,456 0 0 912828FL9 2.500 912820NH6 07/15/16 23,430,117 23,430,117 0 0 912828GD6 2.375 912820PA9 01/15/17 20,235,995 20,235,995 0 0 912828SQ4 0.125 912820D53 04/15/17 46,275,219 46,275,219 0 0 912828GX2 2.625 912820PU5 07/15/17 15,978,908 15,978,908 0 0 912828HN3 1.625 912820QK6 01/15/18 18,539,283 18,539,283 0 0 912828UX6 0.125 912820C47 04/15/18 51,166,382 51,166,382 0 0 912828JE1 1.375 912820RB5 07/15/18 16,423,768 16,423,768 0 0 912828JX9 2.125 912820SV0 01/15/19 16,242,336 16,242,336 0 0 912828C99 0.125 912820M53 04/15/19 50,482,601 50,482,601 0 0 912828LA6 1.875 912820TY3 07/15/19 16,816,539 16,816,539 0 0 912828MF4 1.375 912820VB0 01/15/20 20,757,277 20,757,277 0 0 912828K33 0.125 912820U47 04/15/20 18,250,136 18,250,136 0 0 912828NM8 1.250 912820WF0 07/15/20 35,124,597 35,124,597 0 0 912828PP9 1.125 912820XK8 01/15/21 39,667,619 39,667,619 0 0 912828QV5 0.625 912820YP6 07/15/21 37,621,240 37,621,240 0 0 912828SA9 0.125 912820ZS9 01/15/22 43,150,917 43,150,917 0 0 912828TE0 0.125 912820RP4 07/15/22 42,178,305 42,178,305 0 0 912828UH1 0.125 912820A64 01/15/23 42,021,808 42,021,808 0 0 912828VM9 0.375 912820G43 07/15/23 41,681,734 41,681,734 0 0 912828B25 0.625 912820K71 01/15/24 41,551,007 41,551,007 0 0 912828WU0 0.125 912820P35 07/15/24 41,004,900 41,004,900 0 0 912810FR4 2.375 912803CN1 01/15/25 35,143,787 35,143,787 0 0 912828H45 0.250 912820S65 01/15/25 40,994,304 40,994,304 0 0 912810FS2 2.000 912803CW1 01/15/26 23,839,939 23,839,939 0 0 912810PS1 2.375 912803CY7 01/15/27 19,336,270 19,336,270 0 0 912810PV4 1.750 912803DB6 01/15/28 17,655,786 17,655,786 0 0 912810FD5 3.625 912803BN2 04/15/28 24,549,865 24,549,645 219 0 912810PZ5 2.500 912803DE0 01/15/29 15,592,869 15,592,869 0 0 912810FH6 3.875 912803CF8 04/15/29 28,058,579 28,019,723 38,857 0 912810FQ6 3.375 912803CL5 04/15/32 6,680,608 6,680,608 0 0 912810QF8 2.125 912803DL4 02/15/40 16,606,180 16,606,180 0 0 912810QP6 2.125 912803DR1 02/15/41 25,911,345 25,911,345 0 0 912810QV3 0.750 912803DW0 02/15/42 24,214,898 24,214,898 0 0 912810RA8 0.625 912803EB5 02/15/43 23,667,260 23,667,260 0 0 912810RF7 1.375 912803EG4 02/15/44 23,365,740 23,365,740 0 0 912810RL4 0.750 912803EM1 02/15/45 16,074,884 16,074,884 0 0 Total Treasury Inflation-Protected Securities...... 1,102,354,730 1,102,315,654 39,076 0 Grand Total........................................ 11,057,667,233 10,842,116,024 215,551,209 10,559,827