TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 31, 2010 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held iPortion Held i This Month Outstanding Unstripped ForStripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,594,919 925,380 2,880 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,204,525 819,391 30,272 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,313,478 1,271,381 159,240 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,205,986 225,768 2,400 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,140,570 682,981 123,480 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,581,295 1,206,153 225,440 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,969,803 3,589,366 68,200 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,325,846 1,642,512 29,800 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,947,456 1,769,983 184,520 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,232,278 1,942,192 72,000 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,572,096 2,518,402 285,560 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,348,446 1,592,486 106,672 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,934,425 1,541,843 139,000 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,782,621 1,799,562 357,160 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,542,259 2,517,047 258,320 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,654,259 421,314 217,160 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,813,128 1,253,660 390,048 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,629,217 877,165 164,704 912810EL8 8.000 912803AY9 11/15/21 30,632,194 21,121,089 9,511,105 846,400 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,130,566 997,224 272,920 912810EN4 7.625 912803BA0 11/15/22 7,423,626 5,372,957 2,050,669 4,800 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,743,009 4,039,052 173,860 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,736,216 922,828 214,909 912810ES3 7.500 912803BD4 11/15/24 9,604,162 6,359,664 3,244,498 204,960 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,019,225 3,489,945 519,520 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,411,972 2,775,235 678,108 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,936,942 900,974 401,700 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,975,155 835,263 442,080 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 7,782,100 3,078,077 505,200 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,443,232 2,078,739 412,920 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,848,567 2,348,189 313,080 912810FB9 6.125 912803BM4 11/15/27 22,021,339 11,862,295 10,159,044 675,560 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,031,559 1,744,642 542,920 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,845,566 2,101,486 66,780 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,868,025 1,482,316 955,120 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,186,670 4,991,910 517,360 912810FM5 6.250 912803CH4 05/15/30 17,043,162 8,041,849 9,001,313 694,389 912810FP8 5.375 912803CK7 02/15/31 16,427,648 13,257,248 3,170,400 1,162,120 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,698,350 7,698,780 1,524,760 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,508,951 5,080,505 1,036,040 912810PU6 5.000 912803DA8 05/15/37 21,413,045 14,961,973 6,451,072 496,880 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,390,519 4,134,630 593,032 912810PX0 4.500 912803DD2 05/15/38 25,500,123 19,941,203 5,558,920 973,100 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,111,769 796,800 251,400 912810QB7 4.250 912803DG5 05/15/39 38,778,773 28,382,173 10,396,600 1,126,320 912810QC5 4.500 912803DH3 08/15/39 41,430,538 29,134,618 12,295,920 1,091,600 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 35,155,102 9,409,147 747,596 912810QE1 4.625 912803DK6 02/15/40 44,902,490 34,387,700 10,514,790 1,778,321 912810QH4 4.375 912803DM2 05/15/40 43,473,044 41,330,880 2,142,164 838,524 912810QK7 3.875 912803DN0 08/15/40 16,958,185 16,948,185 10,000 0 Total Treasury Bonds.................................... 836,726,760 666,717,936 170,008,824 22,879,135 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128276R8 A 3.500 912820GA9 01/15/11 13,777,587 13,777,587 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,158,506 22,158,506 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,370,618 7,370,618 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,562,487 18,562,487 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,904,359 27,904,359 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,462,151 15,462,151 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,745,673 23,745,673 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,774,913 24,774,913 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,722,419 15,722,419 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,973,625 21,973,625 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,690,701 21,690,701 0 0 912828MY3 K 0.500 912820VS3 04/15/15 11,301,637 11,301,637 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,050,301 19,050,301 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,670,297 18,670,297 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,587,076 21,587,076 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,644,059 18,644,059 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,721,872 14,721,872 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,080,982 17,080,982 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,131,716 15,131,716 0 0 912828JX9 A 2.125 912820SV0 01/15/19 14,964,534 14,964,534 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,493,702 15,493,702 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,124,281 19,124,281 0 0 912828NM8 D 1.250 912820WF0 07/15/20 12,003,447 12,003,447 0 0 912810FR4 2.375 912803CN1 01/15/25 32,379,269 32,379,269 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 31, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held iPortion Held i This Month Outstanding Unstripped ForStripped Form Treasury Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912810FS2 2.000 912803CW1 01/15/26 21,964,528 21,964,528 0 0 912810PS1 2.375 912803CY7 01/15/27 17,815,114 17,815,114 0 0 912810PV4 1.750 912803DB6 01/15/28 16,266,981 16,266,981 0 0 912810FD5 3.625 912803BN2 04/15/28 22,618,590 22,611,851 6,738 0 912810PZ5 2.500 912803DE0 01/15/29 14,366,161 14,366,161 0 0 912810FH6 3.875 912803CF8 04/15/29 25,851,335 25,685,595 165,740 0 912810FQ6 3.375 912803CL5 04/15/32 6,155,075 6,155,075 0 0 912810QF8 2.125 912803DL4 02/15/40 15,304,900 15,304,900 0 0 Total Treasury Inflation-Protected Securities........... 583,638,897 583,466,419 172,478 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,775,227 225,600 0 912828JL5 AC 2.000 912820RH2 09/30/10 37,148,284 37,143,284 5,000 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 12,930,222 70,640 3,200 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 14,799,132 1,161,973 2,200 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,478,244 42,144 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 40,767,065 9,600 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 41,607,657 90,400 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 21,749,729 1,686,600 12,200 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 42,105,087 40,000 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,044,261 453,600 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 17,405,637 95,840 0 912828KL3 X 0.875 912820TL1 04/30/11 41,386,504 41,375,304 11,200 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,916,752 227,840 0 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,280,131 6,400 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,210,683 289,600 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,157,407 4,800 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,421,711 408,960 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 25,113,646 1,521,670 2,460 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,332,676 168,000 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 17,338,458 161,700 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 29,328,507 114,680 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,770 110,780 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,300,697 20,560 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 45,305,106 4,000 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,481,032 2,584 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,877,137 53,084 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 23,602,053 1,177,785 28,000 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,581,412 48,160 1,600 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 45,081,761 45,081,761 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 44,937,931 44,937,931 0 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 41,188,636 5,120 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,158,887 77,000 0 912828NE6 AL 0.750 912820VY0 05/31/12 42,915,290 42,915,290 0 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 15,886,143 17,280 0 912828NS5 AM 0.625 912820WE3 06/30/12 41,191,295 41,188,735 2,560 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,591,201 1,200 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,726,399 77,280 0 912828NQ9 AN 0.625 912820WK9 07/31/12 39,247,932 39,247,932 0 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,287,904 1,360,072 992 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,484,380 230,400 0 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 0 912828PH7 AP 0.375 912820WN3 08/31/12 37,906,193 37,906,193 0 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 17,129,579 983,163 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,856,770 118,061 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 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 18,624,718 873,678 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,395,149 101,960 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 42,927,459 800 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 31, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held iPortion Held i This Month Outstanding Unstripped ForStripped Form Treasury Notes, Continued: CUSIP: Series: Interest Rate: 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 17,609,911 643,642 0 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,315,290 1,640 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,518,499 0 0 912828NH9 Z 1.125 912820WB9 06/15/13 36,208,074 36,208,074 0 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,144,867 0 0 912828NN6 AA 1.000 912820WG8 07/15/13 35,009,971 35,009,971 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 32,911,103 610,020 0 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,036,141 0 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 29,695,366 941,478 0 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 27,606,038 475,028 3,980 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 27,049,193 253,788 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 24,441,194 280,440 2,400 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 40,667,328 41,600 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 25,085,396 387,140 1,040 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 1,000 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 42,891,991 42,891,991 0 0 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,459,049 12,800 0 912828NF3 M 2.125 912820VZ7 05/31/15 40,865,871 40,865,871 0 0 912828NL0 N 1.875 912820WD5 06/30/15 39,132,070 39,132,070 0 0 912828NP1 P 1.750 912820WH6 07/31/15 38,214,202 38,214,202 0 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,097 1,600 0 912828NV8 Q 1.250 912820WP8 08/31/15 36,881,795 36,881,795 0 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 75,000 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 23,292,410 1,280 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 22,535,231 21,440 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 32,948,276 160 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 22,182,561 10,200 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 25,585,301 1,240 0 912828NG1 L 2.750 912820WA1 05/31/17 31,673,657 31,673,657 0 0 912828NK2 M 2.500 912820WC7 06/30/17 30,893,473 30,893,473 0 0 912828NR7 N 2.375 912820WJ2 07/31/17 29,952,302 29,952,302 0 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 0 912828NW6 P 1.875 912820WQ6 08/31/17 29,710,046 29,710,046 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,663,848 10,400 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 33,946,120 131,940 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,628 350 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 64,410,817 6 0 912828LJ7 E 3.625 912820UD7 08/15/19 66,753,044 66,753,044 0 0 912828LY4 F 3.375 912820US4 11/15/19 71,036,988 71,036,988 0 0 912828MP2 B 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 200,000 912828ND8 C 3.500 912820VW4 05/15/20 68,219,184 68,219,184 0 250,000 912828NT3 E 2.625 912820WM5 08/15/20 25,437,766 25,437,766 0 300,000 Total Treasury Notes.................................... 5,148,258,860 5,131,675,087 16,583,773 884,072 Grand Total............................................. 6,568,624,516 6,381,859,441 186,765,075 23,763,207