TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, April 30, 2012 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 8,979,883 1,540,416 145,108 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,453,485 570,431 0 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,602,038 982,821 126,680 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,222,326 209,428 12,800 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,199,330 624,221 69,600 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,683,159 1,104,289 42,200 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,505,875 3,053,294 81,508 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,477,496 1,490,862 168,160 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,939,636 1,777,803 146,380 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,469,198 1,705,272 198,000 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,699,656 2,390,842 14,980 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,977,614 963,318 43,680 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,254,495 1,221,773 24,000 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,961,201 620,982 104,800 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,237,619 821,687 79,400 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,932,299 143,274 314,680 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,495,084 571,704 25,992 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,975,857 530,525 318,320 912810EL8 8.000 912803AY9 11/15/21 30,632,194 26,762,846 3,869,349 360,985 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,150,796 976,994 245,320 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,316,237 1,107,389 28,880 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,355,269 2,426,792 74,700 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,905,450 753,594 293,751 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,649,154 1,955,008 110,376 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,889,515 1,619,655 105,360 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,507,454 1,679,753 287,512 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,267,632 570,284 94,840 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,594,485 1,215,933 24,880 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 9,028,600 1,831,577 97,760 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,002,712 1,519,259 113,300 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,196,027 2,000,729 109,120 912810FB9 6.125 912803BM4 11/15/27 22,021,339 15,936,875 6,084,464 289,080 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,520,119 2,256,082 371,560 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,193,466 1,753,586 286,400 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,636,585 713,756 484,240 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,245,040 1,933,540 142,460 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,270,735 3,772,427 1,063,919 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,554,318 1,873,330 750,720 912810FT0 4.500 912803CX9 02/15/36 26,397,130 20,639,520 5,757,610 194,520 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 13,845,231 2,744,225 238,080 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,120,395 3,292,650 365,472 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,213,389 3,311,760 797,538 912810PX0 4.500 912803DD2 05/15/38 25,500,123 23,082,773 2,417,350 557,760 912810QA9 3.500 912803DF7 02/15/39 25,908,569 22,762,139 3,146,431 157,080 912810QB7 4.250 912803DG5 05/15/39 38,778,773 30,827,173 7,951,600 849,100 912810QC5 4.500 912803DH3 08/15/39 41,430,538 34,042,528 7,388,010 1,110,990 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 28,938,608 15,625,641 881,300 912810QE1 4.625 912803DK6 02/15/40 44,902,490 31,275,130 13,627,360 990,770 912810QH4 4.375 912803DM2 05/15/40 43,473,044 21,728,752 21,744,292 1,441,048 912810QK7 3.875 912803DN0 08/15/40 43,213,317 34,785,097 8,428,220 488,440 912810QL5 4.250 912803DP5 11/15/40 42,903,189 31,841,589 11,061,600 818,640 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 37,491,745 5,513,200 1,267,030 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 37,620,529 4,374,978 670,816 912810QS0 3.750 912803DT7 08/15/41 42,488,837 40,160,929 2,327,908 557,264 912810QT8 3.125 912803DU4 11/15/41 44,622,444 43,099,387 1,523,057 763,045 912810QU5 3.125 912803DV2 02/15/42 47,219,044 43,581,724 3,637,320 983,620 Total Treasury Bonds.................................... 1,125,215,858 941,106,203 184,109,655 20,383,964 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828AF7 C 3.000 912820HC4 07/15/12 29,140,870 29,140,870 0 0 912828HW3 J 0.625 912820QT7 04/15/13 16,147,358 16,147,358 0 0 912828BD1 C 1.875 912820JA6 07/15/13 24,797,910 24,797,910 0 0 912828BW9 A 2.000 912820JT5 01/15/14 25,872,454 25,872,454 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,419,124 16,419,124 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,947,300 22,947,300 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,651,784 22,651,784 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,304,214 22,304,214 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,894,341 19,894,341 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,497,541 19,497,541 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 39,564,369 39,564,369 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,543,497 22,543,497 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,470,127 19,470,127 0 0 912828SQ4 X 0.125 912820D53 04/15/17 16,465,124 16,465,124 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,374,187 15,374,187 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,837,795 17,837,795 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,802,218 15,802,218 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,627,535 15,627,535 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,180,163 16,180,163 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,971,610 19,971,610 0 0 912828NM8 D 1.250 912820WF0 07/15/20 33,795,145 33,795,145 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,166,388 38,166,388 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,197,303 36,197,303 0 0 912828SA9 A 0.125 912820ZS9 01/15/22 28,443,364 28,443,364 0 0 912810FR4 2.375 912803CN1 01/15/25 33,814,029 33,814,029 0 0 912810FS2 2.000 912803CW1 01/15/26 22,937,734 22,937,734 0 0 912810PS1 2.375 912803CY7 01/15/27 18,604,454 18,604,454 0 0 912810PV4 1.750 912803DB6 01/15/28 16,987,727 16,987,727 0 0 912810FD5 3.625 912803BN2 04/15/28 23,620,731 23,613,694 7,037 0 912810PZ5 2.500 912803DE0 01/15/29 15,002,651 15,002,651 0 0 912810FH6 3.875 912803CF8 04/15/29 26,996,778 26,823,710 173,069 0 912810FQ6 3.375 912803CL5 04/15/32 6,427,790 6,427,790 0 0 912810QF8 2.125 912803DL4 02/15/40 15,977,785 15,977,785 0 0 912810QP6 2.125 912803DR1 02/15/41 24,930,852 24,930,852 0 0 912810QV3 0.750 912803DW0 02/15/42 9,195,048 9,195,048 0 0 Total Treasury Inflation-Protected Securities........... 769,607,301 769,427,195 180,105 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, April 30, 2012 -- 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: 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 40,349,179 844,577 3,360 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 15,901,487 334,400 0 912828NE6 AL 0.750 912820VY0 05/31/12 42,915,290 42,748,090 167,200 0 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,337,143 32,960 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 40,905,215 286,080 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,569,601 22,800 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 17,988,544 1,659,432 4,950 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,287,500 427,280 6,000 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 37,830,927 75,200 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 15,861,928 12,000 0 912828NX4 AQ 0.375 912820WS2 09/30/12 37,129,436 37,095,236 34,200 0 912828LR9 AD 1.375 912820UN5 10/15/12 39,305,708 39,203,308 102,400 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 35,690,029 27,200 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 16,918,764 1,193,978 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,682,603 292,228 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,882,678 70,400 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,369,237 13,200 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,147,533 69,800 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,649,400 7,680 0 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,729,211 25,320 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,455,861 96,000 0 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,669,414 30,800 0 912828PR5 AG 0.625 912820XM4 01/31/13 35,697,595 35,694,075 3,520 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,532,877 965,519 3,100 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,266,509 230,600 3,520 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,781,640 2,447 0 912828QK9 AH 0.625 912820XT9 02/28/13 36,923,048 36,921,128 1,920 0 912828MT4 W 1.375 912820VM6 03/15/13 40,473,341 40,463,741 9,600 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,564,614 6,480 0 912828QL7 AJ 0.750 912820XX0 03/31/13 36,569,654 36,560,254 9,400 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 20,686,311 56,448 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 17,505,480 748,073 7,680 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,273,935 42,995 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,510,899 7,600 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 36,118,640 8,000 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 23,296,608 17,600 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 32,838,313 682,810 0 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,005,661 30,480 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 26,203,444 16,453 0 912828RK8 AQ 0.125 912820ZA8 09/30/13 36,089,770 36,083,370 6,400 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 25,053,774 9,600 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 29,420,246 1,216,598 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,805,552 47,820 15,600 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 32,459,615 8,000 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,040,580 2,960 4,400 912828RW2 AT 0.125 912820ZQ3 12/31/13 36,132,563 36,132,563 0 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 31,263,835 9,600 0 912828SB7 AH 0.250 912820ZU4 01/31/14 35,659,378 35,659,378 0 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,602,568 478,498 18,000 912828QH6 W 1.250 912820XP7 02/15/14 32,734,721 32,725,601 9,120 0 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,707,032 7,360 0 912828SG6 AJ 0.250 912820ZZ3 02/28/14 35,495,638 35,495,638 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 35,584,507 27,200 23,200 912828SL5 AK 0.250 912820C96 03/31/14 35,829,683 35,829,683 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 36,208,022 5,120 0 912828SR2 AL 0.250 912820D79 04/30/14 35,940,399 35,940,399 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,916,868 386,113 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 36,104,022 65,800 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 38,049,283 25,600 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 24,383,634 338,000 1,600 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 912828RG7 AD 0.250 912820YY7 09/15/14 32,000,014 32,000,014 0 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 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,928 40,667,328 41,600 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,018,256 454,280 2,400 912828RQ5 AF 0.375 912820ZG5 11/15/14 34,448,216 34,448,216 0 30,080 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 912828RZ5 V 0.250 912820ZR1 01/15/15 34,271,330 34,271,330 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 34,075,922 139,135 0 912828SE1 W 0.250 912820ZX8 02/15/15 35,901,103 35,901,103 0 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 42,934,533 98,560 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, April 30, 2012 -- 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: 912828SK7 X 0.375 912820C88 03/15/15 34,221,707 34,221,707 0 0 912828MW7 J 2.500 912820VQ7 03/31/15 43,421,194 43,421,194 0 0 912828SP6 Y 0.375 912820D46 04/15/15 37,822,698 37,822,698 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 34,444,689 27,160 3,840 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 32,430,557 39,140 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 23,194,225 26,560 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 21,831,232 10,540 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 23,290,930 2,760 6,800 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 27,757,141 27,040 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 22,478,911 77,760 1,600 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 23,291,546 2,240 4,320 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 912828RX0 AF 0.875 912820ZP5 12/31/16 36,133,427 36,133,427 0 0 912828MK3 G 3.125 912820VF1 01/31/17 32,521,456 32,521,456 0 0 912828SC5 U 0.875 912820ZT7 01/31/17 35,658,572 35,658,572 0 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,174,881 17,880 79,200 912828MS6 H 3.000 912820VK0 02/28/17 32,786,489 32,786,489 0 0 912828SJ0 V 0.875 912820C70 02/28/17 35,496,998 35,496,998 0 0 912828MV9 J 3.250 912820VP9 03/31/17 33,082,560 33,082,560 0 0 912828SM3 W 1.000 912820D38 03/31/17 35,831,072 35,831,072 0 0 912828NA4 K 3.125 912820VV6 04/30/17 32,682,413 32,682,413 0 0 912828SS0 Y 0.875 912820D61 04/30/17 35,940,363 35,940,363 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 27,656,968 17,280 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 39,138,889 65,620 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 36,799,928 3,050 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 57,345,595 5,800 100 912828RT9 S 1.375 912820ZK6 11/30/18 30,314,142 30,314,142 0 0 912828RY8 T 1.375 912820ZN0 12/31/18 29,939,159 29,939,159 0 0 912828SD3 G 1.250 912820ZV2 01/31/19 29,545,749 29,545,749 0 0 912828KD1 B 2.750 912820TA5 02/15/19 58,676,801 58,676,801 0 1,600 912828SH4 H 1.375 912820ZY6 02/28/19 29,406,635 29,406,635 0 0 912828SN1 J 1.500 912820D20 03/31/19 29,688,470 29,688,470 0 0 912828ST8 K 1.250 912820D87 04/30/19 29,779,201 29,779,201 0 0 912828KQ2 C 3.125 912820TQ0 05/15/19 64,410,823 64,406,817 4,006 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 71,036,828 160 10,880 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 67,847,990 1,600 160 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,407,483 2,400 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 70,092,488 70,092,488 0 0 912828SF8 B 2.000 912820ZW0 02/15/22 74,200,279 74,155,779 44,500 0 Total Treasury Notes.................................... 6,883,308,923 6,869,998,664 13,310,259 232,390 Grand Total............................................. 8,778,132,082 8,580,532,063 197,600,019 20,616,354