TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 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 8,912,059 1,608,240 27,488 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,407,829 616,087 73,600 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,480,738 1,104,121 1,000 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,084,456 347,298 22,000 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,181,530 642,021 28,100 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,967,221 820,227 317,400 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,255,931 3,303,238 114,572 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,493,746 1,474,612 25,700 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,050,156 1,667,283 135,400 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,468,308 1,706,162 72,100 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,842,606 2,247,892 110,380 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,114,422 826,510 5,600 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,377,295 1,098,973 2,000 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,006,809 575,374 48,000 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,186,629 872,677 438,792 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,938,839 136,734 128,660 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,618,888 447,900 147,000 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,017,689 488,693 51,628 912810EL8 8.000 912803AY9 11/15/21 30,632,194 26,633,663 3,998,531 148,403 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,292,696 835,094 297,900 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,333,577 1,090,049 170,320 912810EP9 7.125 912803BB8 02/15/23 15,782,061 14,045,089 1,736,972 200,920 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,622,060 1,036,984 79,723 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,808,482 1,795,680 59,000 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,311,815 1,197,355 125,760 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,809,678 1,377,529 56,960 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,989,162 848,754 200,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,800,115 1,010,303 140,960 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,878,930 1,981,247 28,200 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,284,952 1,237,019 109,200 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,736,987 1,459,769 104,480 912810FB9 6.125 912803BM4 11/15/27 22,021,339 16,783,555 5,237,784 520,760 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,693,009 1,083,192 297,630 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,812,176 1,134,876 370,750 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,650,395 699,946 143,040 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,359,000 1,819,580 251,880 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,467,193 3,575,969 327,362 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,769,648 1,658,000 665,740 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,087,620 5,309,510 295,840 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 14,146,911 2,442,545 252,000 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,593,775 2,819,270 182,616 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,347,157 3,177,992 277,664 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,220,184 3,279,939 365,280 912810QA9 3.500 912803DF7 02/15/39 25,908,569 21,990,969 3,917,601 154,140 912810QB7 4.250 912803DG5 05/15/39 38,778,773 32,116,883 6,661,890 148,680 912810QC5 4.500 912803DH3 08/15/39 41,430,538 37,596,648 3,833,890 284,560 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 29,840,890 14,723,359 456,884 912810QE1 4.625 912803DK6 02/15/40 44,902,490 32,729,890 12,172,600 359,680 912810QH4 4.375 912803DM2 05/15/40 43,473,044 24,617,680 18,855,364 312,032 912810QK7 3.875 912803DN0 08/15/40 43,213,317 34,213,687 8,999,630 545,380 912810QL5 4.250 912803DP5 11/15/40 42,903,189 33,053,349 9,849,840 427,760 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 38,117,520 4,887,425 617,780 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,625,205 3,370,302 1,139,640 912810QS0 3.750 912803DT7 08/15/41 42,488,837 39,895,734 2,593,103 962,168 912810QT8 3.125 912803DU4 11/15/41 44,622,444 37,644,144 6,978,300 842,099 912810QU5 3.125 912803DV2 02/15/42 47,219,044 40,080,817 7,138,228 988,314 912810QW1 3.000 912803DX8 05/15/42 43,918,686 40,595,466 3,323,220 884,500 912810QX9 2.750 912803DY6 08/15/42 41,995,432 38,430,912 3,564,520 707,740 Total Treasury Bonds.................................... 1,211,129,976 1,028,432,775 182,697,202 16,253,164 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828HW3 J 0.625 912820QT7 04/15/13 16,339,427 16,339,427 0 0 912828BD1 C 1.875 912820JA6 07/15/13 25,092,833 25,092,833 0 0 912828BW9 A 2.000 912820JT5 01/15/14 26,180,337 26,180,337 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,614,367 16,614,367 0 0 912828CP3 D 2.000 912820KL0 07/15/14 23,220,172 23,220,172 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,921,222 22,921,222 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,569,427 22,569,427 0 0 912828EA4 D 1.875 912820LX3 07/15/15 20,131,148 20,131,148 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,729,428 19,729,428 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 40,035,108 40,035,108 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,811,703 22,811,703 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,701,785 19,701,785 0 0 912828SQ4 X 0.125 912820D53 04/15/17 30,856,779 30,856,779 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,557,143 15,557,143 0 0 912828HN3 A 1.625 912820QK6 01/15/18 18,049,899 18,049,899 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,990,240 15,990,240 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,813,552 15,813,552 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,372,608 16,372,608 0 0 912828MF4 A 1.375 912820VB0 01/15/20 20,209,340 20,209,340 0 0 912828NM8 D 1.250 912820WF0 07/15/20 34,197,283 34,197,283 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,620,462 38,620,462 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,628,104 36,628,104 0 0 912828SA9 A 0.125 912820ZS9 01/15/22 42,011,956 42,011,956 0 0 912828TE0 D 0.125 912820RP4 07/15/22 28,043,616 28,043,616 0 0 912810FR4 2.375 912803CN1 01/15/25 34,216,120 34,216,120 0 0 912810FS2 2.000 912803CW1 01/15/26 23,210,536 23,210,536 0 0 912810PS1 2.375 912803CY7 01/15/27 18,825,812 18,825,812 0 0 912810PV4 1.750 912803DB6 01/15/28 17,189,724 17,189,724 0 0 912810FD5 3.625 912803BN2 04/15/28 23,901,687 23,901,473 214 0 912810PZ5 2.500 912803DE0 01/15/29 15,181,230 15,181,230 0 0 912810FH6 3.875 912803CF8 04/15/29 27,317,892 27,238,027 79,865 0 912810FQ6 3.375 912803CL5 04/15/32 6,504,277 6,504,277 0 0 912810QF8 2.125 912803DL4 02/15/40 16,167,881 16,167,881 0 0 912810QP6 2.125 912803DR1 02/15/41 25,227,302 25,227,302 0 0 912810QV3 0.750 912803DW0 02/15/42 23,575,650 23,575,650 0 0 Total Treasury Inflation-Protected Securities........... 819,016,050 818,935,971 80,079 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 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: 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 16,604,269 1,508,473 95,070 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,482,931 491,900 18,100 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,786,678 166,400 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,360,437 22,000 320 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,125,133 92,200 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,638,200 18,880 320 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,721,531 33,000 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,436,661 115,200 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 35,688,955 8,640 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,592,267 906,129 48,480 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 43,819,749 677,360 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 36,886,248 36,800 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 20,563,094 8,000 0 912828QL7 AJ 0.750 912820XX0 03/31/13 36,569,654 36,407,854 161,800 0 912828MX5 X 1.750 912820VR5 04/15/13 42,928,259 42,865,059 63,200 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 17,188,885 1,064,668 0 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,268,015 48,915 480 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,492,099 26,400 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 36,195,274 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 36,037,214 4,800 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,583,943 937,180 12,000 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,003,261 32,880 0 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,833,028 4,256 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 26,199,348 20,549 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 32,278,261 2,000 0 912828JQ4 R 2.750 912820RK5 10/31/13 25,063,374 25,052,974 10,400 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 29,255,526 1,381,318 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,805,612 47,760 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 36,584,787 800 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 3,560 160 912828RW2 AT 0.125 912820ZQ3 12/31/13 36,132,563 36,111,763 20,800 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 35,658,578 800 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,492,365 588,701 1,000 912828QH6 W 1.250 912820XP7 02/15/14 32,734,721 32,721,601 13,120 0 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,705,752 8,640 0 912828SG6 AJ 0.250 912820ZZ3 02/28/14 35,495,638 35,494,838 800 0 912828PZ7 X 1.250 912820XU6 03/15/14 32,000,096 31,997,536 2,560 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 35,828,083 1,600 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 26,873,842 429,139 0 912828QM5 Z 1.000 912820YD3 05/15/14 31,999,888 31,923,888 76,000 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 34,999,819 34,999,819 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,062,614 659,020 1,900 912828RB8 AC 0.500 912820YU5 08/15/14 32,980,015 32,907,215 72,800 0 912828LK4 Q 2.375 912820UG0 08/31/14 40,174,823 40,174,823 0 0 912828TL4 AQ 0.250 912820RX7 08/31/14 34,996,811 34,996,811 0 0 912828RG7 AD 0.250 912820YY7 09/15/14 32,000,014 31,996,814 3,200 0 912828TQ3 AR 0.250 912820SB4 09/30/14 34,999,886 34,999,886 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 41,989,855 20,800 0 912828TU4 AS 0.250 912820SF5 10/31/14 35,000,133 35,000,133 0 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 24,992,646 479,890 0 912828RQ5 AF 0.375 912820ZG5 11/15/14 34,448,216 34,445,016 3,200 5,600 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 34,087,867 127,190 4,400 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 37,817,898 4,800 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 34,120,449 351,400 0 912828SU5 Z 0.250 912820D95 05/15/15 34,001,868 34,000,188 1,680 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, OCTOBER 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 32,330,077 139,620 0 912828TK6 AC 0.250 912820RT6 08/15/15 32,000,316 32,000,316 0 0 912828NV8 Q 1.250 912820WP8 08/31/15 36,881,494 36,881,494 0 0 912828TP5 AD 0.250 912820RY5 09/15/15 31,999,939 31,999,939 0 0 912828NZ9 R 1.250 912820WT0 09/30/15 36,102,809 36,102,809 0 0 912828TT7 AE 0.250 912820SC2 10/15/15 31,999,523 31,999,523 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 23,172,505 48,280 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 21,840,552 1,220 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 23,292,630 1,060 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 27,756,341 27,840 36,000 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 22,459,191 97,480 34,240 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 23,287,066 6,720 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 32,948,436 0 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 22,178,721 14,040 3,200 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 35,940,338 35,940,338 0 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,448,618 137,923 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 27,999,153 1,120 0 912828NW6 P 1.875 912820WQ6 08/31/17 29,710,046 29,710,046 0 0 912828TM2 AC 0.625 912820RV1 08/31/17 34,999,594 34,999,594 0 0 912828PA2 Q 1.875 912820WU7 09/30/17 29,913,658 29,913,658 0 0 912828TS9 AD 0.625 912820RZ2 09/30/17 35,000,025 35,000,025 0 0 912828PF1 R 1.875 912820WW3 10/31/17 29,594,504 29,594,504 0 0 912828TW0 AE 0.750 912820SE8 10/31/17 35,000,051 35,000,051 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,657,648 16,600 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 39,137,929 66,580 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 34,007,020 71,040 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 36,800,928 2,050 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 57,345,915 5,480 0 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 58,675,966 835 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 912828TN0 P 1.000 912820RW9 08/31/19 29,000,016 29,000,016 0 0 912828TR1 Q 1.000 912820SA6 09/30/19 29,000,018 29,000,018 0 0 912828TV2 R 1.250 912820SD0 10/31/19 29,000,050 29,000,050 0 0 912828LY4 F 3.375 912820US4 11/15/19 71,036,988 71,035,608 1,380 0 912828MP2 B 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 29,600 912828ND8 C 3.500 912820VW4 05/15/20 68,219,184 68,219,184 0 4,840 912828NT3 E 2.625 912820WM5 08/15/20 67,849,590 67,848,610 980 0 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,408,443 1,440 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 9,600 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 74,152,649 47,630 0 912828SV3 C 1.750 912820E29 05/15/22 68,984,549 68,983,749 800 0 912828TJ9 E 1.625 912820RU3 08/15/22 65,999,896 65,999,896 0 0 Total Treasury Notes.................................... 7,228,128,765 7,215,865,694 12,263,071 305,310 Grand Total............................................. 9,258,274,791 9,063,234,440 195,040,351 16,558,474