TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2010 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,584,707 935,592 110,176 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,309,571 714,345 52,960 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,349,708 1,235,151 56,800 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,269,752 162,002 800 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,822,510 1,001,041 19,200 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,411,405 1,376,043 24,000 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,055,052 3,504,117 59,040 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,214,046 1,754,312 50,400 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,781,616 1,935,823 95,080 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,033,668 2,140,802 137,400 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,505,356 2,585,142 584,520 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,549,110 1,391,822 551,856 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,077,325 1,398,943 27,240 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,286,285 2,295,898 291,208 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,291,971 2,767,335 844,336 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,520,159 555,414 151,600 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,424,696 1,642,092 199,112 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,515,001 991,381 96,608 912810EL8 8.000 912803AY9 11/15/21 30,632,194 19,853,300 10,778,895 548,225 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,000,126 1,127,664 185,040 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,830,417 2,593,209 187,280 912810EP9 7.125 912803BB8 02/15/23 15,782,061 12,058,309 3,723,752 85,600 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,819,093 839,951 213,930 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,303,264 2,300,898 142,504 912810ET1 7.625 912803BE2 02/15/25 9,509,170 5,695,425 3,813,745 400,120 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,064,280 2,122,927 1,128,672 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,517,472 320,444 573,840 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,523,355 1,287,063 11,760 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 7,039,150 3,821,027 540,200 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,802,052 2,719,919 12,160 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,521,447 2,675,309 354,160 912810FB9 6.125 912803BM4 11/15/27 22,021,339 10,973,795 11,047,544 415,360 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,958,019 1,818,182 648,240 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,708,906 2,238,146 192,800 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,468,885 881,456 326,360 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 5,822,920 5,355,660 84,600 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,296,012 10,747,150 1,305,928 912810FP8 5.375 912803CK7 02/15/31 16,427,648 12,536,288 3,891,360 1,428,800 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,315,970 9,081,160 809,160 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,032,851 4,556,605 169,600 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,570,537 5,842,508 131,524 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,009,111 4,516,038 221,176 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,631,703 4,868,420 363,480 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,346,469 562,100 139,420 912810QB7 4.250 912803DG5 05/15/39 38,778,773 30,223,998 8,554,775 760,485 912810QC5 4.500 912803DH3 08/15/39 41,430,538 34,600,338 6,830,200 157,720 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 39,463,189 5,101,060 345,136 912810QE1 4.625 912803DK6 02/15/40 44,902,490 37,724,490 7,178,000 1,929,480 Total Treasury Bonds.................................... 776,295,530 616,713,108 159,582,423 17,165,096 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128276R8 A 3.500 912820GA9 01/15/11 13,699,590 13,699,590 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,033,203 22,033,203 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,328,948 7,328,948 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,457,420 18,457,420 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,746,688 27,746,688 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,374,738 15,374,738 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,611,417 23,611,417 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,634,622 24,634,622 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,633,576 15,633,576 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,849,350 21,849,350 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,568,142 21,568,142 0 0 912828MY3 K 0.500 912820VS3 04/15/15 11,238,290 11,238,290 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,942,523 18,942,523 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,564,724 18,564,724 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,464,873 21,464,873 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,538,666 18,538,666 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,638,583 14,638,583 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,984,287 16,984,287 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,046,238 15,046,238 0 0 912828JX9 A 2.125 912820SV0 01/15/19 14,879,927 14,879,927 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,406,130 15,406,130 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,016,246 19,016,246 0 0 912810FR4 2.375 912803CN1 01/15/25 32,196,144 32,196,144 0 0 912810FS2 2.000 912803CW1 01/15/26 21,840,328 21,840,328 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912810PS1 2.375 912803CY7 01/15/27 17,714,407 17,714,407 0 0 912810PV4 1.750 912803DB6 01/15/28 16,174,894 16,174,894 0 0 912810FD5 3.625 912803BN2 04/15/28 22,490,700 22,483,999 6,700 0 912810PZ5 2.500 912803DE0 01/15/29 14,284,937 14,284,937 0 0 912810FH6 3.875 912803CF8 04/15/29 25,705,108 25,540,306 164,803 0 912810FQ6 3.375 912803CL5 04/15/32 6,120,290 6,120,290 0 0 912810QF8 2.125 912803DL4 02/15/40 8,022,102 8,022,102 0 0 Total Treasury Inflation-Protected Securities........... 561,207,091 561,035,588 171,503 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828DU1 J 3.875 912820LR6 05/15/10 18,748,844 17,721,448 1,027,396 51,040 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,829,581 112,147 0 912828JA9 Y 2.625 912820QX8 05/31/10 32,407,094 32,407,094 0 0 912828DX5 K 3.625 912820LU9 06/15/10 14,001,099 13,957,899 43,200 0 912828JC5 Z 2.875 912820QZ3 06/30/10 33,218,522 33,186,522 32,000 0 912828DZ0 L 3.875 912820LW5 07/15/10 13,000,529 13,000,249 280 0 912828JF8 AA 2.750 912820RC3 07/31/10 34,421,304 34,389,304 32,000 0 9128276J6 C 5.750 912820FT9 08/15/10 22,437,594 20,771,996 1,665,598 9,500 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,231,518 731,906 15,000 912828JJ0 AB 2.375 912820RG4 08/31/10 34,653,063 34,638,663 14,400 0 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,778,427 222,400 0 912828JL5 AC 2.000 912820RH2 09/30/10 37,148,284 37,148,284 0 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 12,930,222 70,640 0 912828JP6 AD 1.500 912820RL3 10/31/10 35,507,028 35,504,488 2,540 0 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,779,632 1,181,473 0 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,483,364 37,024 0 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 0 0 912828JV3 AF 0.875 912820ST5 12/31/10 40,776,665 40,770,265 6,400 0 912828ES5 D 4.250 912820MP9 01/15/11 13,001,339 12,999,739 1,600 0 912828JY7 U 0.875 912820SY4 01/31/11 41,698,057 41,618,857 79,200 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 21,987,639 1,448,690 8,400 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,416,938 83,200 0 912828KE9 V 0.875 912820TC1 02/28/11 42,145,087 42,138,687 6,400 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,049,061 448,800 0 912828KH2 W 0.875 912820TG2 03/31/11 41,897,398 41,897,398 0 0 912828FD7 H 4.875 912820NA1 04/30/11 17,501,477 17,406,597 94,880 720 912828KL3 X 0.875 912820TL1 04/30/11 41,386,504 41,386,504 0 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,927,952 216,640 0 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,286,531 0 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,221,883 278,400 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,162,207 0 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,432,911 397,760 0 912828LG3 AA 1.000 912820UC9 07/31/11 43,051,576 43,051,576 0 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,181,455 1,453,861 0 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,334,276 166,400 0 912828LV0 AB 1.000 912820UF2 08/31/11 43,261,581 43,246,821 14,760 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,338,258 161,900 0 912828LW8 AC 1.000 912820UK1 09/30/11 43,761,802 43,751,602 10,200 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,986,188 195,200 0 912828LT5 AD 1.000 912820UQ8 10/31/11 45,084,377 45,084,377 0 0 912828JU5 S 1.750 912820RN9 11/15/11 29,443,187 29,344,227 98,960 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,450 111,100 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,307,097 14,160 0 912828KA7 T 1.125 912820SS7 12/15/11 28,840,506 28,772,346 68,160 0 912828GC8 R 4.625 912820NZ6 12/31/11 16,131,258 16,115,258 16,000 0 912828ML1 AF 1.000 912820VA2 12/31/11 45,309,106 45,309,106 0 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,481,216 2,400 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,877,181 53,040 0 912828MJ6 AG 0.875 912820VD6 01/31/12 44,716,055 44,716,055 0 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,548,333 1,231,505 2,160 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,549,412 80,160 0 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,602,847 34,080 0 912828MQ0 AH 0.875 912820VL8 02/29/12 45,081,769 45,081,769 0 0 912828KG4 W 1.375 912820TE7 03/15/12 34,604,963 34,604,963 0 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,289,663 64,000 0 912828MU1 AJ 1.000 912820VN4 03/31/12 45,488,746 45,488,746 0 0 912828KK5 X 1.375 912820TJ6 04/15/12 35,557,616 35,540,016 17,600 0 912828GQ7 K 4.500 912820PM3 04/30/12 16,450,419 16,391,219 59,200 0 912828NB2 AK 1.000 912820VT1 04/30/12 44,938,883 44,938,883 0 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 41,191,736 2,020 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,158,887 77,000 0 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,370,103 0 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,885,823 17,600 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,592,401 0 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,726,399 77,280 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,315,408 1,332,568 0 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,484,780 230,000 4,000 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 0 912828LM0 AC 1.375 912820UJ4 09/15/12 38,081,890 38,081,890 0 0 912828HE3 Q 4.250 912820QB6 09/30/12 15,873,928 15,873,928 0 0 912828LR9 AD 1.375 912820UN5 10/15/12 39,305,708 39,305,708 0 0 912828HG8 R 3.875 912820QD2 10/31/12 15,509,891 15,498,691 11,200 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,148,909 963,833 600 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,907,391 67,440 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,217,333 0 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,657,080 0 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,551,861 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Notes, Continued: CUSIP: Series: Interest Rate: 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,698,214 2,000 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,628,298 870,098 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,401,429 95,680 0 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,784,087 0 0 912828MT4 W 1.375 912820VM6 03/15/13 40,473,341 40,473,341 0 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,571,094 0 0 912828MX5 X 1.750 912820VR5 04/15/13 42,928,259 42,928,259 0 0 912828HY9 K 3.125 912820QV2 04/30/13 20,742,759 20,742,759 0 0 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,627,547 626,006 16,000 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,518,499 0 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,144,867 0 0 912828JG6 N 3.375 912820RD1 07/31/13 23,314,208 23,314,208 0 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,903,943 617,180 0 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,836,132 1,152 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,897 0 0 912828JQ4 R 2.750 912820RK5 10/31/13 25,063,374 25,063,374 0 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,705,346 931,498 15,800 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,714,417 105,000 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,038,780 4,760 0 912828JZ4 G 1.750 912820SX6 01/31/14 31,273,435 31,273,435 0 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,602,046 479,020 10,050 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,707 35,611,707 0 0 912828KN9 L 1.875 912820TM9 04/30/14 36,213,142 36,213,142 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 27,056,013 246,968 0 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,169,822 0 0 912828KY5 N 2.625 912820TV9 06/30/14 38,074,883 38,074,883 0 0 912828LC2 P 2.625 912820UA3 07/31/14 39,976,415 39,976,415 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,442,114 279,520 7,840 912828LK4 Q 2.375 912820UG0 08/31/14 40,174,823 40,174,823 0 0 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,928 40,708,928 0 0 912828LS7 S 2.375 912820UP0 10/31/14 42,010,655 42,010,655 0 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,090,996 381,540 4,800 912828LZ1 T 2.125 912820UV7 11/30/14 43,261,453 43,261,453 0 0 912828ME7 U 2.625 912820UZ8 12/31/14 43,245,045 43,245,045 0 0 912828MH0 G 2.250 912820VE4 01/31/15 42,684,778 42,684,778 0 0 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,213,982 1,075 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 43,033,093 0 0 912828MW7 J 2.500 912820VQ7 03/31/15 43,421,194 43,421,194 0 0 912828MZ0 L 2.500 912820VU8 04/30/15 42,892,070 42,892,070 0 0 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,458,729 13,120 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,577 1,120 800 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,372 400 0 912828KS8 G 2.625 912820TB3 02/29/16 23,178,530 23,178,530 0 0 912828KT6 H 2.375 912820TH0 03/31/16 25,137,609 25,137,609 0 0 912828KR0 J 2.625 912820TN7 04/30/16 26,901,046 26,901,046 0 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,293,370 320 0 912828KW9 K 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828KZ2 L 3.250 912820TW7 06/30/16 27,784,181 27,784,181 0 0 912828LD0 M 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,536,511 20,160 0 912828LL2 N 3.000 912820UH8 08/31/16 28,842,663 28,842,663 0 0 912828LP3 P 3.000 912820UL9 09/30/16 29,513,653 29,513,653 0 0 912828LU2 Q 3.125 912820UR6 10/31/16 31,764,278 31,764,278 0 0 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,292,506 1,280 0 912828MA5 R 2.750 912820UW5 11/30/16 32,960,967 32,960,967 0 0 912828MD9 S 3.250 912820UY1 12/31/16 32,948,436 32,948,436 0 0 912828MK3 G 3.125 912820VF1 01/31/17 32,521,456 32,521,456 0 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,192,161 600 0 912828MS6 H 3.000 912820VK0 02/28/17 32,786,489 32,786,489 0 0 912828MV9 J 3.250 912820VP9 03/31/17 33,082,560 33,082,560 0 0 912828NA4 K 3.125 912820VV6 04/30/17 32,682,413 32,682,413 0 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,585,501 1,040 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,673,448 800 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,204,109 400 0 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 34,078,060 0 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,978 0 0 912828JR2 F 3.750 912820RM1 11/15/18 57,351,395 57,351,395 0 0 912828KD1 B 2.750 912820TA5 02/15/19 58,676,801 58,676,801 0 0 912828KQ2 C 3.125 912820TQ0 05/15/19 64,410,823 64,407,169 3,654 200,000 912828LJ7 E 3.625 912820UD7 08/15/19 66,753,044 66,753,044 0 200,000 912828LY4 F 3.375 912820US4 11/15/19 71,036,988 70,988,988 48,000 600,000 912828MP2 B 3.625 912820VH7 02/15/20 71,595,355 71,595,355 0 600,000 Total Treasury Notes.................................... 4,704,240,797 4,684,639,805 19,600,992 1,746,710 Grand Total............................................. 6,041,743,419 5,862,388,501 179,354,917 18,911,806