TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2010 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This M Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,431,931 1,088,368 394,072 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,292,921 730,995 210,000 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,537,158 1,047,701 368,960 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,303,106 128,648 26,000 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,179,290 644,261 23,200 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,380,455 1,406,993 199,600 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,960,499 3,598,670 114,288 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,420,326 1,548,032 630,600 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,938,216 1,779,223 97,820 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,285,847 1,888,623 99,369 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,558,616 2,531,882 184,540 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,730,666 1,210,266 638,976 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,247,025 1,229,243 728,980 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,761,517 1,820,666 1,318,672 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,401,347 2,657,959 1,725,580 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,722,179 353,394 72,480 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,613,952 1,452,836 44,800 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,771,125 735,257 240,572 912810EL8 8.000 912803AY9 11/15/21 30,632,194 22,576,269 8,055,926 961,558 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,231,566 896,224 357,360 912810EN4 7.625 912803BA0 11/15/22 7,423,626 5,435,637 1,987,989 101,000 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,491,769 4,290,292 219,080 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,663,419 995,625 519,056 912810ES3 7.500 912803BD4 11/15/24 9,604,162 6,824,500 2,779,662 137,884 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,479,525 3,029,645 687,840 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,555,584 2,631,623 107,488 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,217,402 620,514 1,311,770 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,784,235 1,026,183 2,103,980 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 7,890,600 2,969,577 167,480 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,449,392 2,072,579 386,280 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,891,827 2,304,929 105,440 912810FB9 6.125 912803BM4 11/15/27 22,021,339 12,650,955 9,370,384 424,000 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,984,139 1,792,062 741,820 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,945,686 2,001,366 58,640 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,958,145 1,392,196 463,800 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 7,234,370 3,944,210 473,940 912810FM5 6.250 912803CH4 05/15/30 17,043,162 9,394,357 7,648,805 456,744 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,327,848 2,099,800 1,604,040 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,909,050 8,488,080 2,795,520 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,700,251 4,889,205 233,560 912810PU6 5.000 912803DA8 05/15/37 21,413,045 16,860,197 4,552,848 2,365,060 912810PW2 4.375 912803DC4 02/15/38 22,525,149 17,992,255 4,532,894 144,768 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,485,123 5,015,000 450,560 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,167,969 740,600 551,120 912810QB7 4.250 912803DG5 05/15/39 38,778,773 28,200,273 10,578,500 1,630,000 912810QC5 4.500 912803DH3 08/15/39 41,430,538 30,372,118 11,058,420 1,425,920 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 31,548,690 13,015,559 978,720 912810QE1 4.625 912803DK6 02/15/40 44,902,490 26,967,040 17,935,450 1,389,840 912810QH4 4.375 912803DM2 05/15/40 43,473,044 32,797,900 10,675,144 1,514,608 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,375,077 838,240 805,240 912810QL5 4.250 912803DP5 11/15/40 16,429,134 14,682,574 1,746,560 793,240 Total Treasury Bonds.................................... 879,411,026 697,581,918 181,829,108 33,585,865 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128276R8 A 3.500 912820GA9 01/15/11 13,806,850 13,806,850 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,205,520 22,205,520 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,386,289 7,386,289 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,601,887 18,601,887 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,963,745 27,963,745 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,494,987 15,494,987 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,796,094 23,796,094 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,827,417 24,827,417 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,755,850 15,755,850 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,020,370 22,020,370 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,736,874 21,736,874 0 0 912828MY3 K 0.500 912820VS3 04/15/15 21,403,238 21,403,238 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,090,761 19,090,761 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,709,908 18,709,908 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,632,877 21,632,877 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,683,732 18,683,732 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,753,228 14,753,228 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,117,263 17,117,263 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,163,902 15,163,902 0 0 912828JX9 A 2.125 912820SV0 01/15/19 14,996,372 14,996,372 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,526,636 15,526,636 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,164,883 19,164,883 0 0 912828NM8 D 1.250 912820WF0 07/15/20 32,430,097 32,430,097 0 0 912810FR4 2.375 912803CN1 01/15/25 32,448,151 32,448,151 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This M Outstanding Unstripped Form Stripped Form Treasury Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912810FS2 2.000 912803CW1 01/15/26 22,011,129 22,011,129 0 0 912810PS1 2.375 912803CY7 01/15/27 17,853,023 17,853,023 0 0 912810PV4 1.750 912803DB6 01/15/28 16,301,533 16,301,533 0 0 912810FD5 3.625 912803BN2 04/15/28 22,666,591 22,659,838 6,753 0 912810PZ5 2.500 912803DE0 01/15/29 14,396,726 14,396,726 0 0 912810FH6 3.875 912803CF8 04/15/29 25,906,121 25,740,030 166,091 0 912810FQ6 3.375 912803CL5 04/15/32 6,168,157 6,168,157 0 0 912810QF8 2.125 912803DL4 02/15/40 15,332,399 15,332,399 0 0 Total Treasury Inflation-Protected Securities........... 615,352,609 615,179,766 172,844 0 Treasury Notes: CUSIP: Series: Interest Rate: 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 41,605,577 92,480 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 21,533,637 1,902,692 0 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 24,964,686 1,670,630 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 43,246,621 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 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 29,325,857 117,330 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 45,290,107 31,150 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 23,559,733 1,220,105 5,000 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,491,812 137,760 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 41,183,676 10,080 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 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 37,906,127 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 912828PD6 AR 0.375 912820WX1 10/31/12 35,717,229 35,717,229 0 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,116,509 996,233 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,885,350 89,481 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,632 36,382,632 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 44,393,549 103,560 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 8,000 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 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2010 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This M Outstanding Unstripped Form Stripped Form Treasury Notes, Continued: CUSIP: Series: Interest Rate: 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 32,912,043 609,080 11,340 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 29,606,286 1,030,558 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,853,372 0 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 1,600 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 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 4,800 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 25,087,796 384,740 7,200 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 34,200,122 14,935 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 912828PE4 S 1.250 912820WY9 10/31/15 35,717,606 35,717,606 0 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 80,000 912828PJ3 T 1.375 912820XC6 11/30/15 36,379,195 36,379,195 0 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 3,200 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 22,526,651 30,020 500 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 23,288,506 5,280 5,600 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 25,585,433 1,108 200 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 912828PF1 R 1.875 912820WW3 10/31/17 29,594,504 29,594,504 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,664,648 9,600 2,400 912828PK0 S 2.250 912820XB8 11/30/17 30,143,705 30,143,705 0 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 17,600 912828MP2 B 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 0 912828ND8 C 3.500 912820VW4 05/15/20 68,219,184 68,219,184 0 0 912828NT3 E 2.625 912820WM5 08/15/20 67,849,590 67,849,590 0 0 912828PC8 F 2.625 912820WZ6 11/15/20 24,643,750 24,643,750 0 0 Total Treasury Notes.................................... 5,467,746,856 5,451,841,779 15,905,078 147,440 Grand Total............................................. 6,962,510,492 6,764,603,462 197,907,029 33,733,305