TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 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 8,841,547 1,678,752 320,208 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,501,173 522,743 125,496 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,508,818 1,076,041 36,000 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,087,246 344,508 11,600 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,198,470 625,081 28,300 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,699,659 1,087,789 156,800 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,375,363 3,183,806 62,000 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,470,616 1,497,742 109,000 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,921,196 1,796,243 88,960 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,447,018 1,727,452 54,200 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,702,756 2,387,742 61,600 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,101,302 839,630 165,016 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,376,535 1,099,733 77,800 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,971,889 610,294 61,280 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,270,433 788,873 776,400 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,949,339 126,234 140,000 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,481,064 585,724 106,308 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,941,909 564,473 97,900 912810EL8 8.000 912803AY9 11/15/21 30,632,194 26,782,296 3,849,899 247,100 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,245,896 881,894 188,440 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,319,337 1,104,289 22,880 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,753,249 2,028,812 239,400 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,560,220 1,098,824 309,898 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,724,194 1,879,968 116,604 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,929,535 1,579,635 56,400 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,402,766 1,784,441 75,840 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,888,152 949,764 26,400 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,714,305 1,096,113 43,600 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,961,500 1,898,677 149,900 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,320,872 1,201,099 60,120 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,507,547 1,689,209 400,480 912810FB9 6.125 912803BM4 11/15/27 22,021,339 15,782,635 6,238,704 662,740 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,318,679 1,457,522 150,600 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,642,106 1,304,946 486,540 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,581,525 768,816 206,540 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,378,090 1,800,490 144,440 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,404,769 3,638,393 737,428 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,532,498 1,895,150 1,097,520 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,240,380 5,156,750 335,260 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 14,034,531 2,554,925 149,060 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,430,163 2,982,882 191,992 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,174,749 3,350,400 207,968 912810PX0 4.500 912803DD2 05/15/38 25,500,123 23,135,863 2,364,260 198,110 912810QA9 3.500 912803DF7 02/15/39 25,908,569 21,983,629 3,924,941 353,160 912810QB7 4.250 912803DG5 05/15/39 38,778,773 31,832,683 6,946,090 160,560 912810QC5 4.500 912803DH3 08/15/39 41,430,538 37,540,468 3,890,070 576,820 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 29,014,272 15,549,977 831,848 912810QE1 4.625 912803DK6 02/15/40 44,902,490 32,721,050 12,181,440 437,640 912810QH4 4.375 912803DM2 05/15/40 43,473,044 24,182,274 19,290,770 1,068,172 912810QK7 3.875 912803DN0 08/15/40 43,213,317 34,701,067 8,512,250 576,610 912810QL5 4.250 912803DP5 11/15/40 42,903,189 33,294,089 9,609,100 1,426,200 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 38,089,325 4,915,620 407,860 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,759,229 3,236,278 876,160 912810QS0 3.750 912803DT7 08/15/41 42,488,837 38,902,217 3,586,620 589,504 912810QT8 3.125 912803DU4 11/15/41 44,622,444 40,254,227 4,368,217 539,533 912810QU5 3.125 912803DV2 02/15/42 47,219,044 43,419,707 3,799,338 823,541 912810QW1 3.000 912803DX8 05/15/42 43,918,686 40,346,676 3,572,010 476,320 Total Treasury Bonds.................................... 1,169,134,544 990,653,101 178,481,442 18,128,055 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828HW3 J 0.625 912820QT7 04/15/13 16,302,992 16,302,992 0 0 912828BD1 C 1.875 912820JA6 07/15/13 25,036,810 25,036,810 0 0 912828BW9 A 2.000 912820JT5 01/15/14 26,121,953 26,121,953 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,577,272 16,577,272 0 0 912828CP3 D 2.000 912820KL0 07/15/14 23,168,296 23,168,296 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,870,109 22,870,109 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,519,107 22,519,107 0 0 912828EA4 D 1.875 912820LX3 07/15/15 20,086,098 20,086,098 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,685,397 19,685,397 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 39,945,718 39,945,718 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,760,702 22,760,702 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,657,799 19,657,799 0 0 912828SQ4 X 0.125 912820D53 04/15/17 16,622,118 16,622,118 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,522,427 15,522,427 0 0 912828HN3 A 1.625 912820QK6 01/15/18 18,009,678 18,009,678 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,954,611 15,954,611 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,778,176 15,778,176 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,336,183 16,336,183 0 0 912828MF4 A 1.375 912820VB0 01/15/20 20,164,184 20,164,184 0 0 912828NM8 D 1.250 912820WF0 07/15/20 34,120,870 34,120,870 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,534,269 38,534,269 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,546,388 36,546,388 0 0 912828SA9 A 0.125 912820ZS9 01/15/22 41,918,246 41,918,246 0 0 912828TE0 D 0.125 912820RP4 07/15/22 14,999,032 14,999,032 0 0 912810FR4 2.375 912803CN1 01/15/25 34,139,678 34,139,678 0 0 912810FS2 2.000 912803CW1 01/15/26 23,158,735 23,158,735 0 0 912810PS1 2.375 912803CY7 01/15/27 18,783,782 18,783,782 0 0 912810PV4 1.750 912803DB6 01/15/28 17,151,420 17,151,420 0 0 912810FD5 3.625 912803BN2 04/15/28 23,848,483 23,848,270 213 0 912810PZ5 2.500 912803DE0 01/15/29 15,147,269 15,147,269 0 0 912810FH6 3.875 912803CF8 04/15/29 27,256,867 27,177,180 79,687 0 912810FQ6 3.375 912803CL5 04/15/32 6,489,742 6,489,742 0 0 912810QF8 2.125 912803DL4 02/15/40 16,131,774 16,131,774 0 0 912810QP6 2.125 912803DR1 02/15/41 25,171,178 25,171,178 0 0 912810QV3 0.750 912803DW0 02/15/42 16,403,391 16,403,391 0 0 Total Treasury Inflation-Protected Securities........... 782,920,755 782,840,855 79,900 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 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: 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,055,222 1,592,754 88,800 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,267,500 447,280 0 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,039,100 52,000 0 912828PH7 AP 0.375 912820WN3 08/31/12 37,906,127 37,799,627 106,500 0 912828LM0 AC 1.375 912820UJ4 09/15/12 38,081,890 38,051,290 30,600 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 36,991,236 138,200 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 15,377,091 132,800 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 16,732,674 1,380,068 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,672,908 301,923 4,000 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,863,478 89,600 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,363,637 18,800 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,139,533 77,800 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,644,600 12,480 0 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,726,011 28,520 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 18,431,837 1,066,559 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,149,709 347,400 0 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 36,916,328 6,720 0 912828MT4 W 1.375 912820VM6 03/15/13 40,473,341 40,451,541 21,800 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 20,736,167 6,592 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 17,217,165 1,036,388 5,240 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,272,495 44,435 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,502,499 16,000 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 36,195,274 12,800 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 36,117,040 9,600 0 912828NN6 AA 1.000 912820WG8 07/15/13 35,009,971 35,005,971 4,000 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 36,038,814 3,200 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,811,933 709,190 17,600 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 29,379,426 1,257,418 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,805,552 47,820 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,495,817 323,600 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 30,039,980 3,560 600 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 32,699,304 2,000 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 27,532,860 548,206 0 912828QH6 W 1.250 912820XP7 02/15/14 32,734,721 32,722,401 12,320 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 0 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 35,940,323 35,940,323 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,883,842 419,139 0 912828QM5 Z 1.000 912820YD3 05/15/14 31,999,888 31,925,888 74,000 0 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,104,022 65,800 0 912828SW1 AM 0.250 912820E52 05/31/14 34,999,874 34,999,874 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 38,049,283 25,600 0 912828TA8 AN 0.250 912820E78 06/30/14 35,356,060 35,356,060 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 39,966,815 9,600 0 912828TF7 AP 0.125 912820RR0 07/31/14 34,999,984 34,999,984 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,189,574 532,060 0 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 31,996,814 3,200 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 41,989,855 20,800 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 25,009,486 463,050 0 912828RQ5 AF 0.375 912820ZG5 11/15/14 34,448,216 34,439,416 8,800 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 43,240,245 4,800 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 34,083,247 131,810 8,275 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 912828SK7 X 0.375 912820C88 03/15/15 34,221,707 34,221,707 0 0 912828MW7 J 2.5 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 34,080,849 391,000 0 912828SU5 Z 0.250 912820D95 05/15/15 34,001,868 34,001,868 0 0 912828NF3 M 2.125 912820VZ7 05/31/15 40,865,871 40,865,871 0 0 912828SZ4 AA 0.375 912820E60 06/15/15 34,259,563 34,259,563 0 0 912828NL0 N 1.875 912820WD5 06/30/15 39,132,070 39,132,070 0 0 912828TD2 AB 0.250 912820F28 07/15/15 32,000,119 32,000,119 0 0 912828NP1 P 1.750 912820WH6 07/31/15 38,214,202 38,205,402 8,800 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 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: 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,344,717 124,980 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 23,193,425 27,360 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 21,840,472 1,300 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 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 27,752,341 31,840 27,200 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 22,474,111 82,560 800 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 4,800 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 22,175,681 17,080 800 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 35,940,338 35,940,338 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 912828SY7 Z 0.625 912820E45 05/31/17 35,001,148 35,001,148 0 0 912828NK2 M 2.500 912820WC7 06/30/17 30,893,473 30,893,473 0 0 912828TB6 AA 0.750 912820E86 06/30/17 35,357,341 35,357,341 0 0 912828NR7 N 2.375 912820WJ2 07/31/17 29,952,302 29,952,302 0 0 912828TG5 AB 0.500 912820RQ2 07/31/17 35,000,091 35,000,091 0 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 27,999,753 520 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 27,657,288 16,960 800 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 39,134,729 69,780 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 36,799,728 3,250 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 57,345,755 5,640 160 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 58,676,771 30 0 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 912828SX9 L 1.125 912820E37 05/31/19 28,999,135 28,999,135 0 0 912828TC4 M 1.000 912820E94 06/30/19 29,295,931 29,295,931 0 0 912828TH3 N 0.875 912820RS8 07/31/19 29,000,021 29,000,021 0 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 71,027,228 9,760 1,600 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 68,217,544 1,640 2,400 912828NT3 E 2.625 912820WM5 08/15/20 67,849,590 67,847,970 1,620 0 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 70,084,988 7,500 0 912828SF8 B 2.000 912820ZW0 02/15/22 74,200,279 74,154,149 46,130 10,500 912828SV3 C 1.750 912820E29 05/15/22 68,984,549 68,984,549 0 0 Total Treasury Notes.................................... 7,067,110,740 7,053,852,909 13,257,831 173,575 Grand Total............................................. 9,019,166,039 8,827,346,866 191,819,173 18,301,630