TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2011 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 9,667,579 852,720 15,296 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,332,817 691,099 56,360 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,560,558 1,024,301 326,280 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,344,946 86,808 16,800 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,205,710 617,841 20,900 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,728,719 1,058,729 143,400 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,325,249 3,233,920 182,028 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,425,256 1,543,102 161,320 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,946,236 1,771,203 121,260 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,410,647 1,763,823 16,000 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,603,876 2,486,622 534,280 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,781,290 1,159,642 551,024 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,355,965 1,120,303 356,800 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,898,873 683,310 420,792 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,042,743 1,016,563 468,340 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,471,699 603,874 88,480 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,160,606 906,182 213,944 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,933,509 572,873 243,700 912810EL8 8.000 912803AY9 11/15/21 30,632,194 24,299,943 6,332,251 893,540 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,208,236 919,554 75,200 912810EN4 7.625 912803BA0 11/15/22 7,423,626 5,831,797 1,591,829 154,160 912810EP9 7.125 912803BB8 02/15/23 15,782,061 12,119,869 3,662,192 245,800 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,768,278 890,766 590,374 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,594,400 2,009,762 455,856 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,977,125 2,532,045 351,480 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,969,956 2,217,251 339,360 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,144,532 693,384 2,697,390 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,811,725 998,693 1,693,040 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,325,340 2,534,837 492,400 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,474,332 2,047,639 20,800 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,822,887 3,373,869 287,680 912810FB9 6.125 912803BM4 11/15/27 22,021,339 12,871,275 9,150,064 297,600 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,557,619 2,218,582 455,120 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,511,506 2,435,546 201,260 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,033,245 1,317,096 715,040 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 7,883,710 3,294,870 261,600 912810FM5 6.250 912803CH4 05/15/30 17,043,162 10,842,135 6,201,027 447,414 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,582,808 1,844,840 826,720 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,159,850 8,237,280 534,880 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,401,611 5,187,845 3,000 912810PU6 5.000 912803DA8 05/15/37 21,413,045 17,363,217 4,049,828 495,124 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,056,843 4,468,306 22,560 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,592,863 4,907,260 17,000 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,878,079 1,030,490 234,220 912810QB7 4.250 912803DG5 05/15/39 38,778,773 27,647,593 11,131,180 443,600 912810QC5 4.500 912803DH3 08/15/39 41,430,538 29,860,558 11,569,980 784,760 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 29,872,044 14,692,205 220,096 912810QE1 4.625 912803DK6 02/15/40 44,902,490 26,113,940 18,788,550 538,160 912810QH4 4.375 912803DM2 05/15/40 43,473,044 24,123,750 19,349,294 807,072 912810QK7 3.875 912803DN0 08/15/40 43,213,317 41,836,617 1,376,700 629,320 912810QL5 4.250 912803DP5 11/15/40 42,903,189 39,997,229 2,905,960 280,900 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 38,333,245 4,671,700 1,072,700 Total Treasury Bonds.................................... 948,890,025 759,064,435 189,825,591 21,522,231 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128277J5 A 3.375 912820GT8 01/15/12 7,481,036 7,481,036 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,840,534 18,840,534 0 0 912828AF7 C 3.000 912820HC4 07/15/12 28,322,360 28,322,360 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,693,802 15,693,802 0 0 912828BD1 C 1.875 912820JA6 07/15/13 24,101,421 24,101,421 0 0 912828BW9 A 2.000 912820JT5 01/15/14 25,145,800 25,145,800 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,957,962 15,957,962 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,302,744 22,302,744 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,015,622 22,015,622 0 0 912828MY3 K 0.500 912820VS3 04/15/15 21,677,799 21,677,799 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,335,728 19,335,728 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,949,955 18,949,955 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 14,032,943 14,032,943 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,910,283 21,910,283 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,923,325 18,923,325 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,942,343 14,942,343 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,336,755 17,336,755 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,358,360 15,358,360 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,188,728 15,188,728 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,725,760 15,725,760 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,410,771 19,410,771 0 0 912828NM8 D 1.250 912820WF0 07/15/20 32,846,138 32,846,138 0 0 912828PP9 A 1.125 912820XK8 01/15/21 25,033,600 25,033,600 0 0 912810FR4 2.375 912803CN1 01/15/25 32,864,243 32,864,243 0 0 912810FS2 2.000 912803CW1 01/15/26 22,293,530 22,293,530 0 0 912810PS1 2.375 912803CY7 01/15/27 18,081,963 18,081,963 0 0 912810PV4 1.750 912803DB6 01/15/28 16,510,565 16,510,565 0 0 912810FD5 3.625 912803BN2 04/15/28 22,957,280 22,950,441 6,839 0 912810PZ5 2.500 912803DE0 01/15/29 14,581,390 14,581,390 0 0 912810FH6 3.875 912803CF8 04/15/29 26,238,543 26,070,321 168,223 0 912810FQ6 3.375 912803CL5 04/15/32 6,247,250 6,247,250 0 0 912810QF8 2.125 912803DL4 02/15/40 15,529,019 15,529,019 0 0 912810QP6 2.125 912803DR1 02/15/41 9,591,775 9,591,775 0 0 Total Treasury Inflation-Protected Securities........... 635,429,330 635,254,268 175,062 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2011 -- 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: CUSIP: Series: Interest Rate: 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,967,312 177,280 0 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,278,531 8,000 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,185,083 315,200 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,130,207 32,000 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 43,041,576 10,000 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 24,728,818 1,906,498 0 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,316,676 184,000 0 912828LV0 AB 1.000 912820UF2 08/31/11 43,261,581 43,246,221 15,360 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,324,058 176,100 0 912828LW8 AC 1.000 912820UK1 09/30/11 43,761,802 43,749,402 12,400 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,904,108 277,280 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 29,262,834 180,353 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,915,660 120,890 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,246,907 74,350 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 45,223,706 85,400 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,480,932 2,684 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,865,137 65,084 0 912828MJ6 AG 0.875 912820VD6 01/31/12 44,716,055 44,709,655 6,400 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,554,290 1,225,548 17,440 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,428,452 201,120 0 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,596,447 40,480 0 912828MQ0 AH 0.875 912820VL8 02/29/12 45,081,761 45,075,361 6,400 0 912828KG4 W 1.375 912820TE7 03/15/12 34,604,963 34,601,763 3,200 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,284,863 68,800 0 912828MU1 AJ 1.000 912820VN4 03/31/12 45,488,746 45,465,146 23,600 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 44,935,731 2,200 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 41,069,516 124,240 8,400 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 42,912,890 2,400 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 15,726,343 77,336 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 18,245,380 1,402,596 0 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,449,100 265,680 80,000 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 37,904,527 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 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 17,110,709 1,002,033 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,864,600 110,231 1,600 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,380,437 2,000 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 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,754,531 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 912828PR5 AG 0.625 912820XM4 01/31/13 35,697,595 35,697,595 0 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,606,958 891,438 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,409,389 87,720 4,640 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,784,040 47 0 912828QK9 AH 0.625 912820XT9 02/28/13 36,923,048 36,923,048 0 0 912828MT4 W 1.375 912820VM6 03/15/13 40,473,341 40,470,141 3,200 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,569,094 2,000 0 912828QL7 AJ 0.750 912820XX0 03/31/13 36,569,654 36,569,654 0 0 912828MX5 X 1.750 912820VR5 04/15/13 42,928,259 42,925,059 3,200 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 17,624,611 628,942 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 23,312,608 1,600 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,913,693 607,430 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 23,835,620 1,664 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 26,219,385 512 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 29,607,226 1,029,618 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,851,372 2,000 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,714,417 105,000 0 912828PL8 AF 0.750 912820XE2 12/15/13 32,467,615 32,467,615 0 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,037,180 6,360 0 912828PQ7 V 1.000 912820XJ1 01/15/14 32,701,304 32,701,304 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2011 -- 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: 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 27,587,318 493,748 0 912828QH6 W 1.250 912820XP7 02/15/14 32,734,721 32,734,721 0 0 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828PZ7 X 1.250 912820XU6 03/15/14 32,000,096 32,000,096 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,707 35,611,707 0 0 912828QC7 Y 1.250 912820XY8 04/15/14 33,575,518 33,575,518 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 27,043,668 259,313 36,000 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 24,441,494 280,140 164,000 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 25,110,036 362,500 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 34,198,732 16,325 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 34,457,449 14,400 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 0 912828PJ3 T 1.375 912820XC6 11/30/15 36,378,695 36,378,695 0 0 912828PM6 U 2.125 912820XG7 12/31/15 36,756,571 36,756,571 0 0 912828PS3 T 2.000 912820XL6 01/31/16 35,697,839 35,697,839 0 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,840,972 800 0 912828KS8 G 2.625 912820TB3 02/29/16 23,178,530 23,178,530 0 0 912828QJ2 U 2.125 912820XR3 02/29/16 36,922,789 36,922,789 0 0 912828KT6 H 2.375 912820TH0 03/31/16 25,137,609 25,137,609 0 0 912828QA1 V 2.250 912820XW2 03/31/16 36,569,943 36,569,943 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 23,293,530 160 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 22,532,071 24,600 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 23,287,066 6,720 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 22,180,641 12,120 88,000 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 25,585,418 1,123 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 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 27,663,768 10,480 0 912828PK0 S 2.250 912820XB8 11/30/17 30,143,705 30,143,705 0 0 912828PN4 T 2.750 912820XF9 12/31/17 30,453,707 30,453,707 0 0 912828PT1 G 2.625 912820XN2 01/31/18 29,577,810 29,577,810 0 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,203,709 800 0 912828PY0 H 2.750 912820XS1 02/28/18 30,593,054 30,593,054 0 0 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 34,006,640 71,420 0 912828QB9 J 2.875 912820XV4 03/31/18 30,300,265 30,300,265 0 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 0 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 30,080 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,409,883 0 0 912828PX2 B 3.625 912820XQ5 02/15/21 67,584,935 67,584,935 0 0 Total Treasury Notes.................................... 5,844,551,621 5,830,586,422 13,965,199 430,160 Grand Total............................................. 7,428,870,975 7,224,905,124 203,965,851 21,952,391