TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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 9,723,195 797,104 218,832 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,452,701 571,215 24,320 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,604,818 980,041 74,400 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,047,526 384,228 203,480 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,115,050 708,501 7,760 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,785,959 1,001,489 42,608 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,282,653 3,276,516 340,336 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,483,036 1,485,322 180,280 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,918,356 1,799,083 20,480 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,585,398 1,589,072 19,960 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,423,376 2,667,122 109,640 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,927,142 1,013,790 1,260,920 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,364,385 1,111,883 98,000 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,893,609 688,574 74,288 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,298,547 760,759 68,744 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,938,819 136,754 104,640 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,554,180 512,608 220,760 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,904,297 602,085 178,636 912810EL8 8.000 912803AY9 11/15/21 30,632,194 25,759,691 4,872,503 518,585 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,262,796 864,994 203,460 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,334,977 1,088,649 109,200 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,385,889 2,396,172 112,700 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,934,860 724,184 141,474 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,574,588 2,029,574 173,844 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,744,275 1,764,895 279,400 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,465,806 1,721,401 21,056 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,278,322 559,594 96,480 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,792,345 1,018,073 132,960 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,252,900 1,607,277 357,520 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,256,732 1,265,239 277,930 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,210,807 1,985,949 681,760 912810FB9 6.125 912803BM4 11/15/27 22,021,339 15,460,595 6,560,744 874,080 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,313,979 1,462,222 1,504,700 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,216,206 1,730,846 1,959,710 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,412,685 937,656 338,800 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,256,860 1,921,720 191,800 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,062,209 3,980,953 488,159 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,757,858 1,669,790 2,832,080 912810FT0 4.500 912803CX9 02/15/36 26,397,130 20,727,150 5,669,980 602,180 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 13,812,911 2,776,545 466,180 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,210,587 3,202,458 843,322 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,493,563 4,031,586 286,676 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,392,623 3,107,500 267,560 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,979,439 929,131 239,480 912810QB7 4.250 912803DG5 05/15/39 38,778,773 28,975,293 9,803,480 787,620 912810QC5 4.500 912803DH3 08/15/39 41,430,538 32,578,798 8,851,740 658,960 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 28,615,034 15,949,215 1,259,216 912810QE1 4.625 912803DK6 02/15/40 44,902,490 30,244,670 14,657,820 807,180 912810QH4 4.375 912803DM2 05/15/40 43,473,044 21,143,476 22,329,568 906,688 912810QK7 3.875 912803DN0 08/15/40 43,213,317 36,925,517 6,287,800 466,820 912810QL5 4.250 912803DP5 11/15/40 42,903,189 31,032,479 11,870,710 966,860 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 36,104,075 6,900,870 1,424,720 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,750,987 3,244,520 1,066,456 912810QS0 3.750 912803DT7 08/15/41 42,488,837 41,938,609 550,228 651,280 912810QT8 3.125 912803DU4 11/15/41 30,700,044 30,269,832 430,212 245,700 Total Treasury Bonds.................................... 1,064,074,414 883,232,469 180,841,944 26,490,681 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128277J5 A 3.375 912820GT8 01/15/12 7,657,382 7,657,382 0 0 912828GN4 J 2.000 912820PK7 04/15/12 19,284,650 19,284,650 0 0 912828AF7 C 3.000 912820HC4 07/15/12 28,989,874 28,989,874 0 0 912828HW3 J 0.625 912820QT7 04/15/13 16,063,694 16,063,694 0 0 912828BD1 C 1.875 912820JA6 07/15/13 24,669,457 24,669,457 0 0 912828BW9 A 2.000 912820JT5 01/15/14 25,738,674 25,738,674 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,334,097 16,334,097 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,828,346 22,828,346 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,534,547 22,534,547 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,188,699 22,188,699 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,791,492 19,791,492 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,396,558 19,396,558 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 39,373,731 39,373,731 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,426,694 22,426,694 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,369,391 19,369,391 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,294,537 15,294,537 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,745,368 17,745,368 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,720,482 15,720,482 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,546,613 15,546,613 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,096,385 16,096,385 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,868,207 19,868,207 0 0 912828NM8 D 1.250 912820WF0 07/15/20 33,620,302 33,620,302 0 0 912828PP9 A 1.125 912820XK8 01/15/21 37,968,694 37,968,694 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,010,217 36,010,217 0 0 912810FR4 2.375 912803CN1 01/15/25 33,638,744 33,638,744 0 0 912810FS2 2.000 912803CW1 01/15/26 22,818,933 22,818,933 0 0 912810PS1 2.375 912803CY7 01/15/27 18,508,197 18,508,197 0 0 912810PV4 1.750 912803DB6 01/15/28 16,899,706 16,899,706 0 0 912810FD5 3.625 912803BN2 04/15/28 23,498,380 23,491,379 7,000 0 912810PZ5 2.500 912803DE0 01/15/29 14,924,965 14,924,965 0 0 912810FH6 3.875 912803CF8 04/15/29 26,856,985 26,684,813 172,172 11 912810FQ6 3.375 912803CL5 04/15/32 6,394,509 6,394,509 0 0 912810QF8 2.125 912803DL4 02/15/40 15,895,102 15,895,102 0 0 912810QP6 2.125 912803DR1 02/15/41 24,801,814 24,801,814 0 0 Total Treasury Inflation-Protected Securities........... 738,755,428 738,576,255 179,173 11 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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: 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 14,833,937 96,284 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 23,042,614 1,737,224 124,700 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,427,972 201,600 0 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,535,647 101,280 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 16,178,463 175,200 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 35,536,816 20,800 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 44,903,131 34,800 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 40,549,116 644,640 6,980 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 42,767,290 148,000 0 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,348,663 21,440 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 41,020,735 170,560 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,575,601 16,800 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,681,543 122,136 0 912828NQ9 AN 0.625 912820WK9 07/31/12 39,247,932 39,218,492 29,440 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,053,664 1,594,312 24,960 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 37,838,927 67,200 0 912828LM0 AC 1.375 912820UJ4 09/15/12 38,081,890 38,053,090 28,800 0 912828HE3 Q 4.250 912820QB6 09/30/12 15,873,928 15,864,328 9,600 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 39,254,508 51,200 0 912828HG8 R 3.875 912820QD2 10/31/12 15,509,891 15,485,891 24,000 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 16,965,964 1,146,778 33,500 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,757,310 217,521 9,600 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,916,278 36,800 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 35,689,915 7,680 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,564,598 933,798 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,312,289 184,820 26,400 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 17,530,720 722,833 0 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 23,303,008 11,200 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 0 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 29,511,266 1,125,578 7,600 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 36,585,587 36,585,587 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 0 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 31,267,035 6,400 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 33,710,232 4,160 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 26,976,053 326,928 0 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 36,166,622 3,200 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 38,054,083 20,800 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 39,966,815 9,600 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,412,434 309,200 200 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 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 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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: 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 25,054,056 418,480 18,000 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 912828RV4 AG 0.250 912820ZM2 12/15/14 33,169,985 33,169,985 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 80,000 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 34,440,849 31,000 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 38,205,402 8,800 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,407,477 62,220 800 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 23,220,265 520 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 0 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 23,287,386 6,400 0 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 22,177,441 15,320 1,000 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 25,548,618 37,923 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 27,657,968 16,280 4,050 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 57,346,295 5,100 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 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 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 47,602,031 47,602,031 0 0 Total Treasury Notes.................................... 6,543,575,370 6,529,132,019 14,443,352 337,790 Grand Total............................................. 8,346,405,212 8,150,940,743 195,464,469 26,828,482