TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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 9,707,167 813,132 9,600 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,428,381 595,535 42,944 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,596,338 988,521 10,080 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,224,686 207,068 52,220 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,116,090 707,461 8,000 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,774,639 1,012,809 19,500 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,375,777 3,183,392 294,312 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,476,716 1,491,642 57,580 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,923,476 1,793,963 47,840 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,583,718 1,590,752 15,500 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,671,816 2,418,682 7,720 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,127,678 813,254 598,592 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,359,385 1,116,883 71,700 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,994,777 587,406 75,024 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,322,419 736,887 36,992 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,888,379 187,194 47,800 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,539,888 526,900 311,344 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,944,217 562,165 241,960 912810EL8 8.000 912803AY9 11/15/21 30,632,194 25,347,734 5,284,461 514,303 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,281,376 846,414 38,280 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,398,577 1,025,049 127,280 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,444,069 2,337,992 29,280 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,898,639 760,405 241,342 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,457,444 2,146,718 140,960 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,667,955 1,841,215 531,640 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,451,218 1,735,989 118,198 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,194,242 643,674 17,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,715,865 1,094,553 171,040 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,916,080 1,944,097 110,880 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,102,602 1,419,369 233,760 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,954,047 2,242,709 523,960 912810FB9 6.125 912803BM4 11/15/27 22,021,339 15,299,915 6,721,424 166,400 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,671,519 2,104,682 125,660 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,312,736 2,634,316 190,450 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,473,525 876,816 205,520 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,176,180 2,002,400 41,920 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,084,073 3,959,089 390,291 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,688,098 1,739,550 2,106,820 912810FT0 4.500 912803CX9 02/15/36 26,397,130 20,429,450 5,967,680 691,320 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 13,521,491 3,067,965 372,400 912810PU6 5.000 912803DA8 05/15/37 21,413,045 17,896,077 3,516,968 512,820 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,316,423 4,208,726 461,376 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,305,583 3,194,540 272,880 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,109,539 799,031 450,720 912810QB7 4.250 912803DG5 05/15/39 38,778,773 28,889,313 9,889,460 655,340 912810QC5 4.500 912803DH3 08/15/39 41,430,538 32,512,398 8,918,140 470,560 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 27,807,490 16,756,759 1,076,000 912810QE1 4.625 912803DK6 02/15/40 44,902,490 29,916,210 14,986,280 1,032,730 912810QH4 4.375 912803DM2 05/15/40 43,473,044 21,021,830 22,451,214 614,080 912810QK7 3.875 912803DN0 08/15/40 43,213,317 37,879,977 5,333,340 484,320 912810QL5 4.250 912803DP5 11/15/40 42,903,189 32,137,609 10,765,580 471,520 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 35,852,475 7,152,470 347,560 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 40,100,955 1,894,552 576,848 912810QS0 3.750 912803DT7 08/15/41 42,488,837 42,137,049 351,788 298,192 912810QT8 3.125 912803DU4 11/15/41 17,224,271 17,218,771 5,500 0 Total Treasury Bonds.................................... 1,050,598,641 868,644,080 181,954,561 16,762,358 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128277J5 A 3.375 912820GT8 01/15/12 7,671,792 7,671,792 0 0 912828GN4 J 2.000 912820PK7 04/15/12 19,320,940 19,320,940 0 0 912828AF7 C 3.000 912820HC4 07/15/12 29,044,426 29,044,426 0 0 912828HW3 J 0.625 912820QT7 04/15/13 16,093,981 16,093,981 0 0 912828BD1 C 1.875 912820JA6 07/15/13 24,715,876 24,715,876 0 0 912828BW9 A 2.000 912820JT5 01/15/14 25,786,978 25,786,978 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,364,780 16,364,780 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,871,291 22,871,291 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,576,919 22,576,919 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,230,531 22,230,531 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,828,722 19,828,722 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,433,110 19,433,110 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 27,100,205 27,100,205 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,469,095 22,469,095 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,405,787 19,405,787 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,323,373 15,323,373 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,778,859 17,778,859 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,749,973 15,749,973 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,575,945 15,575,945 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,126,739 16,126,739 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,905,584 19,905,584 0 0 912828NM8 D 1.250 912820WF0 07/15/20 33,683,764 33,683,764 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,040,216 38,040,216 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,081,795 36,081,795 0 0 912810FR4 2.375 912803CN1 01/15/25 33,702,026 33,702,026 0 0 912810FS2 2.000 912803CW1 01/15/26 22,861,934 22,861,934 0 0 912810PS1 2.375 912803CY7 01/15/27 18,542,975 18,542,975 0 0 912810PV4 1.750 912803DB6 01/15/28 16,931,600 16,931,600 0 0 912810FD5 3.625 912803BN2 04/15/28 23,542,688 23,535,674 7,014 0 912810PZ5 2.500 912803DE0 01/15/29 14,953,124 14,953,124 0 0 912810FH6 3.875 912803CF8 04/15/29 26,907,482 26,734,971 172,511 0 912810FQ6 3.375 912803CL5 04/15/32 6,406,539 6,406,539 0 0 912810QF8 2.125 912803DL4 02/15/40 15,924,989 15,924,989 0 0 912810QP6 2.125 912803DR1 02/15/41 24,848,345 24,848,345 0 0 Total Treasury Inflation-Protected Securities........... 727,802,382 727,622,858 179,525 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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: 912828KA7 T 1.125 912820SS7 12/15/11 28,840,506 28,762,746 77,760 0 912828GC8 R 4.625 912820NZ6 12/31/11 16,131,258 16,110,458 20,800 0 912828ML1 AF 1.000 912820VA2 12/31/11 45,309,106 45,222,506 86,600 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,480,732 2,884 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,853,137 77,084 0 912828MJ6 AG 0.875 912820VD6 01/31/12 44,716,055 44,687,255 28,800 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 22,917,914 1,861,924 3,800 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,427,972 201,600 1,920 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,537,247 99,680 0 912828MQ0 AH 0.875 912820VL8 02/29/12 45,081,761 44,969,761 112,000 0 912828KG4 W 1.375 912820TE7 03/15/12 34,604,963 34,587,363 17,600 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,179,263 174,400 0 912828MU1 AJ 1.000 912820VN4 03/31/12 45,488,746 45,432,946 55,800 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 16,313,219 137,200 0 912828NB2 AK 1.000 912820VT1 04/30/12 44,937,931 44,905,131 32,800 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 40,553,496 640,260 1,000 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 15,909,487 326,400 0 912828NE6 AL 0.750 912820VY0 05/31/12 42,915,290 42,777,690 137,600 0 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,352,823 17,280 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,785,343 118,080 0 912828NS5 AM 0.625 912820WE3 06/30/12 41,191,295 41,041,215 150,080 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,576,001 16,400 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,691,143 112,536 0 912828NQ9 AN 0.625 912820WK9 07/31/12 39,247,932 39,228,732 19,200 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,033,472 1,614,504 121,232 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,272,300 442,480 0 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,061,500 29,600 0 912828PH7 AP 0.375 912820WN3 08/31/12 37,906,127 37,846,927 59,200 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 37,095,836 33,600 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 35,694,829 22,400 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 16,987,064 1,125,678 9,400 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,773,190 201,641 11,840 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,933,878 19,200 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,365,637 16,800 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,212,533 4,800 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 36,751,331 3,200 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 15,695,014 5,200 0 912828PR5 AG 0.625 912820XM4 01/31/13 35,697,595 35,693,115 4,480 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,566,838 931,558 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,291,689 205,420 0 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 36,922,408 640 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 20,568,134 2,960 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 42,915,459 12,800 0 912828HY9 K 3.125 912820QV2 04/30/13 20,742,759 20,742,759 0 0 912828QE3 AK 0.625 912820YB7 04/30/13 37,208,643 37,208,643 0 0 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,532,000 721,553 15,200 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,278,215 38,715 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,514,099 4,400 0 912828QZ6 AL 0.500 912820YH4 05/31/13 37,945,705 37,937,305 8,400 0 912828NH9 Z 1.125 912820WB9 06/15/13 36,208,074 36,204,874 3,200 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,101,667 43,200 0 912828RA0 AM 0.375 912820YK7 06/30/13 36,126,640 36,126,640 0 0 912828NN6 AA 1.000 912820WG8 07/15/13 35,009,971 35,006,971 3,000 0 912828JG6 N 3.375 912820RD1 07/31/13 23,314,208 23,312,608 1,600 0 912828QW3 AN 0.375 912820YS0 07/31/13 36,042,014 36,042,014 0 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,841,513 679,610 0 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,008,861 27,280 0 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,834,244 3,040 480 912828RD4 AP 0.125 912820YV3 08/31/13 36,070,538 36,070,538 0 0 912828NY2 AC 0.750 912820WR4 09/15/13 33,356,878 33,351,278 5,600 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,385 512 0 912828RK8 AQ 0.125 912820ZA8 09/30/13 36,089,770 36,089,770 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 25,059,374 4,000 0 912828RN2 AR 0.250 912820ZF7 10/31/13 36,331,605 36,331,605 0 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,520,066 1,116,778 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,790,492 62,880 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,504,217 315,200 0 912828RS1 AS 0.250 912820ZJ9 11/30/13 36,585,662 36,585,662 0 0 912828PL8 AF 0.750 912820XE2 12/15/13 32,467,615 32,462,815 4,800 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,036,980 6,560 6,000 912828PQ7 V 1.000 912820XJ1 01/15/14 32,701,304 32,701,304 0 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 27,588,668 492,398 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 33,575,198 320 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 26,977,893 325,088 400 912828QM5 Z 1.000 912820YD3 05/15/14 31,999,888 31,999,888 0 0 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,169,822 0 0 912828QS2 AA 0.750 912820YJ0 06/15/14 32,000,108 32,000,108 0 0 912828KY5 N 2.625 912820TV9 06/30/14 38,074,883 38,074,883 0 0 912828QU7 AB 0.625 912820YN1 07/15/14 32,000,023 32,000,023 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 24,439,634 282,000 600 912828RB8 AC 0.500 912820YU5 08/15/14 32,980,015 32,980,015 0 0 912828LK4 Q 2.375 912820UG0 08/31/14 40,174,823 40,174,823 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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: 912828RG7 AD 0.250 912820YY7 09/15/14 32,000,014 32,000,014 0 0 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,928 40,667,328 41,600 0 912828RL6 AE 0.500 912820ZC4 10/15/14 31,999,848 31,999,848 0 0 912828LS7 S 2.375 912820UP0 10/31/14 42,010,655 41,993,055 17,600 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,038,656 433,880 0 912828RQ5 AF 0.375 912820ZG5 11/15/14 34,448,216 34,448,216 0 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 34,200,322 14,735 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 42,934,533 98,560 2,400 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 34,455,849 16,000 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 32,406,677 63,020 2,080 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 21,841,412 360 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 912828QF0 X 2.000 912820YA9 04/30/16 37,208,713 37,208,713 0 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,292,370 1,320 0 912828KW9 K 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828QP8 Y 1.750 912820YG6 05/31/16 37,945,814 37,945,814 0 0 912828KZ2 L 3.250 912820TW7 06/30/16 27,784,181 27,784,181 0 0 912828QR4 Z 1.500 912820YM3 06/30/16 36,126,753 36,126,753 0 0 912828LD0 M 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828QX1 AA 1.500 912820YQ4 07/31/16 36,041,491 36,041,491 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,482,111 74,560 400 912828LL2 N 3.000 912820UH8 08/31/16 28,842,663 28,842,663 0 0 912828RF9 AB 1.000 912820YW1 08/31/16 36,070,490 36,070,490 0 0 912828LP3 P 3.000 912820UL9 09/30/16 29,513,653 29,513,653 0 0 912828RJ1 AC 1.000 912820YZ4 09/30/16 36,089,339 36,089,339 0 0 912828LU2 Q 3.125 912820UR6 10/31/16 31,764,278 31,764,278 0 0 912828RM4 AD 1.000 912820ZD2 10/31/16 36,330,377 36,330,377 0 0 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,291,386 2,400 4,160 912828MA5 R 2.750 912820UW5 11/30/16 32,960,967 32,960,967 0 0 912828RU6 AE 0.875 912820ZL4 11/30/16 36,585,946 36,585,946 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 22,176,441 16,320 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 25,585,418 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 27,660,118 14,130 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 39,129,689 74,820 0 912828PY0 H 2.750 912820XS1 02/28/18 30,593,054 30,593,054 0 0 912828QB9 J 2.875 912820XV4 03/31/18 30,300,265 30,300,265 0 0 912828QG8 K 2.625 912820YC5 04/30/18 30,829,674 30,829,674 0 0 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 34,006,640 71,420 0 912828QQ6 L 2.375 912820YF8 05/31/18 31,440,908 31,440,908 0 0 912828QT0 M 2.375 912820YL5 06/30/18 29,933,711 29,933,711 0 0 912828QY9 N 2.250 912820YR2 07/31/18 29,863,552 29,863,552 0 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,799,828 3,150 0 912828RE2 P 1.500 912820YX9 08/31/18 29,886,480 29,886,480 0 0 912828RH5 Q 1.375 912820ZB6 09/30/18 29,902,846 29,902,846 0 0 912828RP7 R 1.750 912820ZE0 10/31/18 30,102,651 30,102,651 0 0 912828JR2 F 3.750 912820RM1 11/15/18 57,351,395 57,351,395 0 0 912828RT9 S 1.375 912820ZK6 11/30/18 30,314,142 30,314,142 0 0 912828KD1 B 2.750 912820TA5 02/15/19 58,676,801 58,676,801 0 40,000 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 0 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,409,083 800 0 912828PX2 B 3.625 912820XQ5 02/15/21 67,584,864 67,584,864 0 0 912828QN3 C 3.125 912820YE1 05/15/21 65,998,404 65,998,404 0 0 912828RC6 E 2.125 912820YT8 08/15/21 66,734,924 66,734,924 0 0 912828RR3 F 2.000 912820ZH3 11/15/21 25,833,417 25,833,417 0 0 Total Treasury Notes.................................... 6,578,917,717 6,564,528,243 14,389,474 220,912 Grand Total............................................. 8,357,318,740 8,160,795,181 196,523,559 16,983,270