TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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 9,559,299 961,000 137,432 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,207,025 816,891 16,976 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,481,598 1,103,261 49,760 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,283,506 148,248 37,480 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,187,290 636,261 121,800 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,647,255 1,140,193 127,220 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,981,603 3,577,566 20,800 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,417,126 1,551,232 310,160 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,926,696 1,790,743 23,740 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,186,478 1,987,992 17,600 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,554,836 2,535,662 101,440 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,512,362 1,428,570 306,920 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,092,125 1,384,143 105,280 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,077,933 2,504,250 34,336 912810EG9 8.750 912803AU7 08/15/20 17,059,306 13,708,103 3,351,203 206,528 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,734,339 341,234 395,520 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,775,360 1,291,428 53,656 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,764,057 742,325 730,844 912810EL8 8.000 912803AY9 11/15/21 30,632,194 21,835,596 8,796,598 1,251,935 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,303,046 824,744 688,340 912810EN4 7.625 912803BA0 11/15/22 7,423,626 5,350,317 2,073,309 72,800 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,635,409 4,146,652 176,000 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,759,438 899,606 406,978 912810ES3 7.500 912803BD4 11/15/24 9,604,162 6,929,680 2,674,482 755,164 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,484,045 3,025,125 365,580 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,612,288 2,574,919 212,664 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,342,792 495,124 934,260 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,836,975 973,443 504,240 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,022,440 2,837,737 203,880 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,439,552 2,082,419 332,960 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,150,227 2,046,529 406,240 912810FB9 6.125 912803BM4 11/15/27 22,021,339 12,625,595 9,395,744 955,440 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,749,599 2,026,602 535,520 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,977,526 1,969,526 596,840 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,944,245 1,406,096 358,540 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 7,140,470 4,038,110 498,660 912810FM5 6.250 912803CH4 05/15/30 17,043,162 9,388,762 7,654,400 830,252 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,106,368 2,321,280 1,604,160 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,753,670 7,643,460 1,482,560 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,778,131 4,811,325 337,440 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,466,225 5,946,820 417,180 912810PW2 4.375 912803DC4 02/15/38 22,525,149 17,951,071 4,574,078 176,760 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,287,863 5,212,260 378,560 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,201,209 707,360 555,400 912810QB7 4.250 912803DG5 05/15/39 38,778,773 27,880,793 10,897,980 619,760 912810QC5 4.500 912803DH3 08/15/39 41,430,538 29,761,078 11,669,460 1,744,200 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 32,527,830 12,036,419 1,441,352 912810QE1 4.625 912803DK6 02/15/40 44,902,490 27,924,700 16,977,790 2,741,600 912810QH4 4.375 912803DM2 05/15/40 43,473,044 36,821,872 6,651,172 1,921,072 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,479,917 733,400 412,600 Total Treasury Bonds.................................... 862,981,892 685,565,720 177,416,172 26,716,429 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128276R8 A 3.500 912820GA9 01/15/11 13,797,169 13,797,169 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,190,185 22,190,185 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,381,185 7,381,185 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,588,926 18,588,926 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,944,180 27,944,180 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,484,192 15,484,192 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,779,687 23,779,687 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,810,195 24,810,195 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,744,859 15,744,859 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,004,979 22,004,979 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,721,673 21,721,673 0 0 912828MY3 K 0.500 912820VS3 04/15/15 21,393,877 21,393,877 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,077,501 19,077,501 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,696,988 18,696,988 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,617,877 21,617,877 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,670,795 18,670,795 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,742,869 14,742,869 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,105,279 17,105,279 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,153,423 15,153,423 0 0 912828JX9 A 2.125 912820SV0 01/15/19 14,985,907 14,985,907 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,515,861 15,515,861 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,151,602 19,151,602 0 0 912828NM8 D 1.250 912820WF0 07/15/20 22,130,594 22,130,594 0 0 912810FR4 2.375 912803CN1 01/15/25 32,425,470 32,425,470 0 0 912810FS2 2.000 912803CW1 01/15/26 21,995,929 21,995,929 0 0 912810PS1 2.375 912803CY7 01/15/27 17,840,662 17,840,662 0 0 912810PV4 1.750 912803DB6 01/15/28 16,290,120 16,290,120 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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: 912810FD5 3.625 912803BN2 04/15/28 22,650,814 22,644,066 6,748 0 912810PZ5 2.500 912803DE0 01/15/29 14,386,679 14,386,679 0 0 912810FH6 3.875 912803CF8 04/15/29 25,888,184 25,722,208 165,976 0 912810FQ6 3.375 912803CL5 04/15/32 6,163,846 6,163,846 0 0 912810QF8 2.125 912803DL4 02/15/40 15,321,779 15,321,779 0 0 Total Treasury Inflation-Protected Securities........... 604,653,285 604,480,561 172,724 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,820,792 1,140,313 0 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,477,444 42,944 0 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 12,998,253 2,560 0 912828JV3 AF 0.875 912820ST5 12/31/10 40,776,665 40,759,865 16,800 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 21,743,637 1,692,692 250 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,410,938 89,200 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 17,033,061 464,800 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 17,405,637 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 16,910,352 234,240 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 17,205,883 294,400 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 16,420,111 410,560 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 25,012,486 1,622,830 1,900 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 43,246,621 14,960 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 43,750,002 11,800 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,986,188 195,200 1,600 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 29,326,507 116,680 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,926,060 110,490 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,300,507 20,750 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 45,301,106 8,000 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 23,595,053 1,184,785 0 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,581,412 48,160 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 45,081,761 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 45,487,346 1,400 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 41,186,876 6,880 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,159,887 76,000 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 41,187,775 3,520 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 18,259,744 1,388,232 0 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,454,460 260,320 49,680 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 37,906,127 37,906,127 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 912828NX4 AQ 0.375 912820WS2 09/30/12 37,129,436 37,129,436 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 17,118,509 994,233 11,500 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,885,930 88,901 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 40,214,133 3,200 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 18,625,238 873,158 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 17,784,040 47 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 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 17,621,411 632,142 10,880 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 32,911,003 610,120 26,900 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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: 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 912828NY2 AC 0.750 912820WR4 09/15/13 33,356,878 33,356,878 0 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,897 0 0 912828PB0 AD 0.500 912820WV5 10/15/13 32,280,261 32,280,261 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 29,606,386 1,030,458 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 30,037,180 6,360 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 27,587,488 493,578 0 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 27,047,348 255,633 80,000 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 0 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 0 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 34,213,922 1,135 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 42,935,493 97,600 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 36,881,494 36,881,494 0 0 912828NZ9 R 1.250 912820WT0 09/30/15 36,102,809 36,102,809 0 0 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 23,292,410 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 22,528,231 28,440 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 912828PA2 Q 1.875 912820WU7 09/30/17 29,913,658 29,913,658 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,664,648 9,600 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 33,945,640 132,420 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,428 550 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 0 100,000 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 0 300,000 912828NT3 E 2.625 912820WM5 08/15/20 67,849,640 67,849,640 0 200,000 Total Treasury Notes.................................... 5,260,796,407 5,244,127,210 16,669,197 982,710 Grand Total............................................. 6,728,431,584 6,534,173,491 194,258,093 27,699,139