TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2013 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 8,959,551 1,560,748 50,560 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,237,153 786,763 14,500 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,309,983 1,274,876 66,320 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,195,896 235,858 1,800 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,201,930 621,621 30,880 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,881,129 906,319 10,000 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,354,307 3,204,862 255,760 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,539,886 1,428,472 90,960 912810EA2 9.125 912803AN3 05/15/18 6,717,439 5,038,216 1,679,223 43,840 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,394,108 1,780,362 59,280 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,840,026 2,250,472 52,480 912810ED6 8.125 912803AR4 08/15/19 18,940,932 18,271,362 669,570 195,240 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,389,455 1,086,813 5,720 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,996,097 586,086 3,680 912810EG9 8.750 912803AU7 08/15/20 17,059,306 16,246,609 812,697 115,120 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,929,699 145,874 0 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 9,602,520 464,268 29,280 912810EK0 8.125 912803AX1 08/15/21 9,506,382 9,056,957 449,425 46,288 912810EL8 8.000 912803AY9 11/15/21 30,632,194 27,035,598 3,596,596 331,270 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,342,616 785,174 181,200 912810EN4 7.625 912803BA0 11/15/22 7,423,626 6,472,297 951,329 150,600 912810EP9 7.125 912803BB8 02/15/23 15,782,061 14,148,129 1,633,932 60,800 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,875,631 783,413 202,427 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,865,704 1,738,458 418,484 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,333,815 1,175,355 9,920 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,896,658 1,290,549 370,564 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,168,612 669,304 684,300 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,770,835 1,039,583 45,200 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,999,930 1,860,247 58,080 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 8,349,712 1,172,259 491,120 912810FA1 6.375 912803BL6 08/15/27 9,196,756 7,725,067 1,471,689 52,800 912810FB9 6.125 912803BM4 11/15/27 22,021,339 17,195,035 4,826,304 580,500 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,538,929 1,237,272 441,680 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,673,996 1,273,056 475,520 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,709,015 641,326 92,880 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 9,496,920 1,681,660 88,640 912810FM5 6.250 912803CH4 05/15/30 17,043,162 13,337,604 3,705,558 182,865 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,312,548 2,115,100 578,220 912810FT0 4.500 912803CX9 02/15/36 26,397,130 21,268,698 5,128,432 240,240 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 14,400,031 2,189,425 157,680 912810PU6 5.000 912803DA8 05/15/37 21,413,045 18,750,947 2,662,098 319,500 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,710,277 2,814,872 337,792 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,509,654 2,990,469 809,080 912810QA9 3.500 912803DF7 02/15/39 25,908,569 21,955,339 3,953,230 137,440 912810QB7 4.250 912803DG5 05/15/39 38,778,773 32,375,583 6,403,190 218,600 912810QC5 4.500 912803DH3 08/15/39 41,430,538 37,893,308 3,537,230 423,740 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 30,522,938 14,041,311 448,896 912810QE1 4.625 912803DK6 02/15/40 44,902,490 33,124,880 11,777,610 130,720 912810QH4 4.375 912803DM2 05/15/40 43,473,044 25,852,984 17,620,060 1,051,640 912810QK7 3.875 912803DN0 08/15/40 43,213,317 34,450,792 8,762,525 509,080 912810QL5 4.250 912803DP5 11/15/40 42,903,189 32,736,739 10,166,450 524,520 912810QN1 4.750 912803DQ3 02/15/41 43,004,945 38,357,380 4,647,565 652,500 912810QQ4 4.375 912803DS9 05/15/41 41,995,507 38,418,909 3,576,598 499,916 912810QS0 3.750 912803DT7 08/15/41 42,488,837 40,106,846 2,381,991 594,480 912810QT8 3.125 912803DU4 11/15/41 44,622,444 36,106,514 8,515,930 443,405 912810QU5 3.125 912803DV2 02/15/42 47,219,044 40,353,417 6,865,628 284,128 912810QW1 3.000 912803DX8 05/15/42 43,918,686 39,607,706 4,310,980 480,160 912810QX9 2.750 912803DY6 08/15/42 41,995,432 38,579,832 3,415,600 397,360 912810QY7 2.750 912803DZ3 11/15/42 41,994,009 38,093,009 3,901,000 1,138,700 Total Treasury Bonds.................................... 1,253,123,985 1,069,869,318 183,254,668 16,368,355 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828HW3 J 0.625 912820QT7 04/15/13 16,333,579 16,333,579 0 0 912828BD1 C 1.875 912820JA6 07/15/13 25,084,029 25,084,029 0 0 912828BW9 A 2.000 912820JT5 01/15/14 26,171,096 26,171,096 0 0 912828KM1 K 1.250 912820TK3 04/15/14 16,608,566 16,608,566 0 0 912828CP3 D 2.000 912820KL0 07/15/14 23,212,001 23,212,001 0 0 912828DH0 A 1.625 912820LE5 01/15/15 22,913,242 22,913,242 0 0 912828MY3 K 0.500 912820VS3 04/15/15 22,561,570 22,561,570 0 0 912828EA4 D 1.875 912820LX3 07/15/15 20,124,008 20,124,008 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 19,722,458 19,722,458 0 0 912828QD5 W 0.125 912820XZ5 04/15/16 40,020,913 40,020,913 0 0 912828FL9 D 2.500 912820NH6 07/15/16 22,803,703 22,803,703 0 0 912828GD6 A 2.375 912820PA9 01/15/17 19,694,885 19,694,885 0 0 912828SQ4 X 0.125 912820D53 04/15/17 45,037,505 45,037,505 0 0 912828GX2 D 2.625 912820PU5 07/15/17 15,551,544 15,551,544 0 0 912828HN3 A 1.625 912820QK6 01/15/18 18,043,497 18,043,497 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,984,551 15,984,551 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,807,951 15,807,951 0 0 912828LA6 D 1.875 912820TY3 07/15/19 16,366,841 16,366,841 0 0 912828MF4 A 1.375 912820VB0 01/15/20 20,202,130 20,202,130 0 0 912828NM8 D 1.250 912820WF0 07/15/20 34,185,303 34,185,303 0 0 912828PP9 A 1.125 912820XK8 01/15/21 38,606,891 38,606,891 0 0 912828QV5 D 0.625 912820YP6 07/15/21 36,615,201 36,615,201 0 0 912828SA9 A 0.125 912820ZS9 01/15/22 41,997,094 41,997,094 0 0 912828TE0 D 0.125 912820RP4 07/15/22 41,050,451 41,050,451 0 0 912828UH1 A 0.125 912820A64 01/15/23 14,999,895 14,999,895 0 0 912810FR4 2.375 912803CN1 01/15/25 34,204,080 34,204,080 0 0 912810FS2 2.000 912803CW1 01/15/26 23,202,336 23,202,336 0 0 912810PS1 2.375 912803CY7 01/15/27 18,819,219 18,819,219 0 0 912810PV4 1.750 912803DB6 01/15/28 17,183,627 17,183,627 0 0 912810FD5 3.625 912803BN2 04/15/28 23,893,295 23,893,081 214 0 912810PZ5 2.500 912803DE0 01/15/29 15,175,853 15,175,853 0 0 912810FH6 3.875 912803CF8 04/15/29 27,308,144 27,228,307 79,836 0 912810FQ6 3.375 912803CL5 04/15/32 6,501,971 6,501,971 0 0 912810QF8 2.125 912803DL4 02/15/40 16,162,116 16,162,116 0 0 912810QP6 2.125 912803DR1 02/15/41 25,218,428 25,218,428 0 0 912810QV3 0.750 912803DW0 02/15/42 23,567,324 23,567,324 0 0 Total Treasury Inflation-Protected Securities........... 860,935,298 860,855,247 80,050 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2013 -- 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: 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,590,327 908,069 103,880 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 43,860,152 636,957 101,820 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,724,040 60,047 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 40,437,141 36,200 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 42,798,659 129,600 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 16,958,465 1,295,088 14,400 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,216,815 100,115 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 37,935,705 10,000 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 22,096,867 48,000 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 34,950,971 59,000 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 36,032,414 9,600 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,460,639 1,060,484 20,000 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,002,061 34,080 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 36,068,938 1,600 0 912828NY2 AC 0.750 912820WR4 09/15/13 33,356,878 33,345,678 11,200 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 36,078,570 11,200 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 25,046,574 16,800 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 29,004,057 1,632,787 0 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 27,494,417 325,000 0 912828RS1 AS 0.250 912820ZJ9 11/30/13 36,585,587 36,581,587 4,000 0 912828PL8 AF 0.750 912820XE2 12/15/13 32,467,615 32,456,415 11,200 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,038,780 4,760 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 32,695,304 6,000 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 35,657,778 1,600 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,421,486 659,580 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 33,705,752 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 26,842,002 460,979 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 38,042,883 32,000 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 31,997,463 2,560 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 24,049,689 671,945 1,100 912828RB8 AC 0.500 912820YU5 08/15/14 32,980,015 32,903,855 76,160 240 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 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,928 40,667,328 41,600 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 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,943,740 528,796 0 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 43,255,053 6,400 0 912828TZ3 AT 0.250 912820SL2 11/30/14 34,999,695 34,999,695 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 912828UD0 AU 0.125 912820A49 12/31/14 34,999,610 34,999,610 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 42,683,178 1,600 0 912828UK4 AH 0.250 912820A98 01/31/15 34,999,391 34,999,391 0 0 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,097,887 117,170 1,525 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 34,119,153 352,696 0 912828SU5 Z 0.250 912820D95 05/15/15 34,001,868 34,001,388 480 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 39,128,550 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 32,331,277 138,420 960 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 23,172,265 48,520 680 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 912828UC2 AG 0.25 912820SM0 12/15/15 32,000,091 32,000,091 0 0 912828PM6 U 2.125 912820XG7 12/31/15 36,756,571 36,756,571 0 0 912828UG3 AG 0.375 912820A56 01/15/16 31,999,977 31,999,977 0 0 912828PS3 T 2.000 912820XL6 01/31/16 35,697,839 35,695,539 2,300 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,840,552 1,220 8,200 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 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2013 -- 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: 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 23,291,030 2,660 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 32,000 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 22,454,521 102,150 320 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 4,480 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 0 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 25,566,618 19,923 65,400 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 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 35,000,021 35,000,021 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,655,988 18,260 0 912828PK0 S 2.250 912820XB8 11/30/17 30,143,705 30,143,705 0 0 912828UA6 AF 0.625 912820SJ7 11/30/17 35,000,007 35,000,007 0 0 912828PN4 T 2.750 912820XF9 12/31/17 30,453,707 30,453,707 0 0 912828UE8 AG 0.750 912820A23 12/31/17 35,000,025 35,000,025 0 0 912828PT1 G 2.625 912820XN2 01/31/18 29,577,810 29,577,810 0 0 912828UJ7 U 0.875 912820A80 01/31/18 34,999,900 34,999,900 0 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,162,854 41,655 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 57,290,563 60,832 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 58,676,766 35 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 4,000 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 71,034,908 2,080 0 912828UB4 S 1.000 912820SK4 11/30/19 29,000,055 29,000,055 0 0 912828UF5 T 1.125 912820A31 12/31/19 29,000,003 29,000,003 0 0 912828UL2 G 1.375 912820A72 01/31/20 29,000,019 29,000,019 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 67,849,410 180 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 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 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 912828TY6 F 1.625 912820SH1 11/15/22 65,999,975 65,999,975 0 0 Total Treasury Notes.................................... 7,386,125,307 7,375,263,881 10,861,427 359,005 Grand Total............................................. 9,500,184,590 9,305,988,446 194,196,144 16,727,360