TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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 8,945,843 1,574,456 99,608 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,237,149 786,767 25,000 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,481,538 1,103,321 96,800 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,152,456 279,298 68,000 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,189,530 634,021 12,000 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,892,521 894,927 43,500 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,255,931 3,303,238 1,000 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,493,646 1,474,712 10,780 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,052,296 1,665,143 44,540 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,448,308 1,726,162 0 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,832,506 2,257,992 6,100 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,088,598 852,334 3,872 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,382,595 1,093,673 42,320 912810EF1 8.750 912803AT0 05/15/20 7,582,183 7,000,617 581,566 17,808 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,191,521 867,785 148,800 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,931,219 144,354 30,060 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,599,344 467,444 78,456 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,000,961 505,421 34,484 912810EL8 8.000 912803AY9 11/15/21 30,632,194 26,794,123 3,838,071 224,380 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,289,496 838,294 6,720 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,362,697 1,060,929 32,000 912810EP9 7.125 912803BB8 02/15/23 15,782,061 14,005,129 1,776,932 39,520 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,732,532 926,512 468,044 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,825,534 1,778,628 86,200 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,308,935 1,200,235 110,560 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,848,494 1,338,713 151,776 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,767,152 1,070,764 158,930 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,763,075 1,047,343 0 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,966,570 1,893,607 100,280 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,379,952 1,142,019 99,160 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,740,227 1,456,529 34,880 912810FB9 6.125 912803BM4 11/15/27 22,021,339 16,841,955 5,179,384 447,520 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,729,089 1,047,112 240,320 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,616,256 1,330,796 116,720 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,688,395 661,946 89,920 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,445,280 1,733,300 187,440 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,481,684 3,561,478 753,965 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,763,068 1,664,580 480,280 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,074,620 5,322,510 268,640 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 14,208,591 2,380,865 61,680 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,567,167 2,845,878 535,624 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,589,845 2,935,304 548,096 912810PX0 4.500 912803DD2 05/15/38 25,500,123 21,941,464 3,558,659 233,000 912810QA9 3.500 912803DF7 02/15/39 25,908,569 22,032,409 3,876,161 128,240 912810QB7 4.250 912803DG5 05/15/39 38,778,773 32,210,943 6,567,830 98,540 912810QC5 4.500 912803DH3 08/15/39 41,430,538 37,614,848 3,815,690 239,240 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 30,048,986 14,515,263 326,144 912810QE1 4.625 912803DK6 02/15/40 44,902,490 33,028,640 11,873,850 473,030 912810QH4 4.375 912803DM2 05/15/40 43,473,044 25,188,616 18,284,428 968,696 912810QK7 3.875 912803DN0 08/15/40 43,213,317 34,181,252 9,032,065 424,680 912810QL5 4.250 912803DP5 11/15/40 42,903,189 33,016,229 9,886,960 445,200 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 38,196,380 4,808,565 378,640 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,680,477 3,315,030 475,936 912810QS0 3.750 912803DT7 08/15/41 42,488,837 40,148,374 2,340,463 343,584 912810QT8 3.125 912803DU4 11/15/41 44,622,444 37,127,349 7,495,095 765,606 912810QU5 3.125 912803DV2 02/15/42 47,219,044 40,638,079 6,580,965 992,834 912810QW1 3.000 912803DX8 05/15/42 43,918,686 40,187,966 3,730,720 789,000 912810QX9 2.750 912803DY6 08/15/42 41,995,432 38,544,532 3,450,900 980,680 912810QY7 2.750 912803DZ3 11/15/42 15,995,006 14,921,266 1,073,740 50,000 Total Treasury Bonds.................................... 1,227,124,982 1,044,674,254 182,450,728 14,118,833 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828HW3 J 0.625 912820QT7 04/15/13 16,412,745 16,412,745 0 0 912828BD1 C 1.875 912820JA6 07/15/13 25,205,680 25,205,680 0 0 912828BW9 A 2.000 912820JT5 01/15/14 26,297,946 26,297,946 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,689,014 16,689,014 0 0 912828CP3 D 2.000 912820KL0 07/15/14 23,324,494 23,324,494 0 0 912828DH0 A 1.625 912820LE5 01/15/15 23,024,209 23,024,209 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,670,927 22,670,927 0 0 912828EA4 D 1.875 912820LX3 07/15/15 20,221,587 20,221,587 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,818,171 19,818,171 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 40,215,040 40,215,040 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,914,105 22,914,105 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,790,446 19,790,446 0 0 912828SQ4 X 0.125 912820D53 04/15/17 30,995,527 30,995,527 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,626,994 15,626,994 0 0 912828HN3 A 1.625 912820QK6 01/15/18 18,130,998 18,130,998 0 0 912828JE1 D 1.375 912820RB5 07/15/18 16,062,095 16,062,095 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,884,598 15,884,598 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,446,217 16,446,217 0 0 912828MF4 A 1.375 912820VB0 01/15/20 20,300,030 20,300,030 0 0 912828NM8 D 1.250 912820WF0 07/15/20 34,351,080 34,351,080 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,793,949 38,793,949 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,792,611 36,792,611 0 0 912828SA9 A 0.125 912820ZS9 01/15/22 42,200,613 42,200,613 0 0 912828TE0 D 0.125 912820RP4 07/15/22 41,249,302 41,249,302 0 0 912810FR4 2.375 912803CN1 01/15/25 34,369,845 34,369,845 0 0 912810FS2 2.000 912803CW1 01/15/26 23,314,936 23,314,936 0 0 912810PS1 2.375 912803CY7 01/15/27 18,910,531 18,910,531 0 0 912810PV4 1.750 912803DB6 01/15/28 17,266,958 17,266,958 0 0 912810FD5 3.625 912803BN2 04/15/28 24,009,101 24,008,886 215 0 912810PZ5 2.500 912803DE0 01/15/29 15,249,436 15,249,436 0 0 912810FH6 3.875 912803CF8 04/15/29 27,440,528 27,360,304 80,224 0 912810FQ6 3.375 912803CL5 04/15/32 6,533,498 6,533,498 0 0 912810QF8 2.125 912803DL4 02/15/40 16,240,552 16,240,552 0 0 912810QP6 2.125 912803DR1 02/15/41 25,340,750 25,340,750 0 0 912810QV3 0.750 912803DW0 02/15/42 23,681,574 23,681,574 0 0 Total Treasury Inflation-Protected Securities........... 835,776,088 835,695,650 80,438 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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: 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 0 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,706,491 48,040 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,406,261 145,600 0 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,667,814 32,400 0 912828PR5 AG 0.625 912820XM4 01/31/13 35,697,595 35,658,235 39,360 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,530,227 968,169 7,800 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 43,784,569 712,540 360 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,775,240 8,847 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 40,440,341 33,000 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,561,654 9,440 0 912828QL7 AJ 0.750 912820XX0 03/31/13 36,569,654 36,303,454 266,200 0 912828MX5 X 1.750 912820VR5 04/15/13 42,928,259 42,859,459 68,800 0 912828HY9 K 3.125 912820QV2 04/30/13 20,742,759 20,724,647 18,112 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 16,983,745 1,269,808 2,060 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,268,015 48,915 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,489,699 28,800 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 36,179,274 28,800 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,100,067 44,800 0 912828RA0 AM 0.375 912820YK7 06/30/13 36,126,640 36,107,440 19,200 0 912828NN6 AA 1.000 912820WG8 07/15/13 35,009,971 34,990,971 19,000 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 32,584,143 936,980 400 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 23,821,892 15,392 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 36,326,005 5,600 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,217,457 1,419,387 16,800 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,805,212 48,160 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 36,583,187 2,400 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 0 912828RW2 AT 0.125 912820ZQ3 12/31/13 36,132,563 36,110,163 22,400 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 27,481,275 599,791 0 912828QH6 W 1.250 912820XP7 02/15/14 32,734,721 32,722,401 12,320 800 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 26,860,402 442,579 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 34,986,274 13,600 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 24,075,394 646,240 25,000 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 34,999,624 34,999,624 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 24,964,926 507,610 480 912828RQ5 AF 0.375 912820ZG5 11/15/14 34,448,216 34,445,016 3,200 0 912828LZ1 T 2.125 912820UV7 11/30/14 43,261,453 43,261,453 0 0 912828TZ3 AT 0.250 912820SL2 11/30/14 34,999,811 34,999,811 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 34,088,867 126,190 1,000 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 34,120,929 350,920 480 912828SU5 Z 0.250 912820D95 05/15/15 34,001,868 34,000,828 1,040 640 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 39,128,550 3,520 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 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,330,317 139,380 240 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 23,172,385 48,400 0 912828TX8 AF 0.375 912820SG3 11/15/15 32,000,034 32,000,034 0 0 912828PJ3 T 1.375 912820XC6 11/30/15 36,378,695 36,378,695 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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: 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 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 22,459,191 97,480 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 23,291,066 2,720 4,000 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 22,177,761 15,000 160 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 25,461,218 125,323 17,600 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 27,999,713 560 2,400 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 35,000,021 35,000,021 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,657,188 17,060 1,040 912828PK0 S 2.250 912820XB8 11/30/17 30,143,705 30,143,705 0 0 912828UA6 AF 0.625 912820SJ7 11/30/17 35,000,008 35,000,008 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 39,162,854 41,655 28,925 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 57,290,963 60,432 648 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 58,676,766 35 6,800 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 66,738,644 14,400 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 71,036,408 580 800 912828UB4 S 1.000 912820SK4 11/30/19 29,000,055 29,000,055 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 67,848,610 980 0 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,409,083 800 6,240 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 74,194,649 5,630 42,000 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 912828TY6 F 1.625 912820SH1 11/15/22 23,999,924 23,999,924 0 0 Total Treasury Notes.................................... 7,267,704,970 7,256,969,191 10,735,780 166,673 Grand Total............................................. 9,330,606,040 9,137,339,095 193,266,945 14,285,506