TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2011 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 9,652,675 867,624 460,968 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,284,469 739,447 279,640 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,593,958 990,901 246,400 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,338,526 93,228 263,200 912810DW5 7.250 912803AH6 05/15/16 18,823,551 18,207,030 616,521 58,720 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,701,647 1,085,801 416,960 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,113,285 3,445,884 741,000 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,462,176 1,506,182 530,560 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,920,656 1,796,783 535,520 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,445,487 1,728,983 250,000 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,577,436 2,513,062 426,680 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,664,378 1,276,554 902,416 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,356,065 1,120,203 367,400 912810EF1 8.750 912803AT0 05/15/20 7,582,183 6,657,777 924,406 1,069,636 912810EG9 8.750 912803AU7 08/15/20 17,059,306 15,573,755 1,485,551 1,386,048 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,510,339 565,234 243,880 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,966,166 1,100,622 308,032 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,760,349 746,033 58,272 912810EL8 8.000 912803AY9 11/15/21 30,632,194 22,840,181 7,792,013 482,190 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,116,356 1,011,434 269,320 912810EN4 7.625 912803BA0 11/15/22 7,423,626 5,438,397 1,985,229 58,000 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,512,229 4,269,832 43,360 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,688,683 970,361 278,374 912810ES3 7.500 912803BD4 11/15/24 9,604,162 6,798,736 2,805,426 214,424 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,619,765 2,889,405 99,520 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,917,496 2,269,711 141,032 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,381,832 456,084 130,790 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,851,645 958,773 467,140 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 8,230,100 2,630,077 398,520 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,377,652 2,144,319 147,200 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,786,427 2,410,329 107,840 912810FB9 6.125 912803BM4 11/15/27 22,021,339 13,233,795 8,787,544 508,640 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,058,659 1,717,542 273,600 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,935,746 2,011,306 235,220 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,956,845 1,393,496 512,300 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 7,844,750 3,333,830 731,080 912810FM5 6.250 912803CH4 05/15/30 17,043,162 10,504,905 6,538,257 450,896 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,125,508 2,302,140 756,880 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,304,630 8,092,500 573,920 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,605,691 4,983,765 285,040 912810PU6 5.000 912803DA8 05/15/37 21,413,045 17,351,065 4,061,980 526,156 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,011,135 4,514,014 223,616 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,132,243 5,367,880 304,320 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,010,819 897,750 39,320 912810QB7 4.250 912803DG5 05/15/39 38,778,773 27,286,713 11,492,060 450,000 912810QC5 4.500 912803DH3 08/15/39 41,430,538 29,445,918 11,984,620 543,720 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 30,841,028 13,723,221 405,792 912810QE1 4.625 912803DK6 02/15/40 44,902,490 25,897,520 19,004,970 322,960 912810QH4 4.375 912803DM2 05/15/40 43,473,044 27,674,982 15,798,062 317,952 912810QK7 3.875 912803DN0 08/15/40 43,213,317 42,076,677 1,136,640 686,200 912810QL5 4.250 912803DP5 11/15/40 42,903,189 40,366,829 2,536,360 2,471,860 Total Treasury Bonds.................................... 905,885,080 721,011,131 184,873,950 22,002,514 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912828FB1 G 2.375 912820MY0 04/15/11 22,242,647 22,242,647 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,398,658 7,398,658 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,632,992 18,632,992 0 0 912828AF7 C 3.000 912820HC4 07/15/12 28,010,471 28,010,471 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,520,926 15,520,926 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,835,910 23,835,910 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,869,000 24,869,000 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,782,259 15,782,259 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,057,045 22,057,045 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,773,166 21,773,166 0 0 912828MY3 K 0.500 912820VS3 04/15/15 21,438,912 21,438,912 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,122,720 19,122,720 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,741,189 18,741,189 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,669,078 21,669,078 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,714,953 18,714,953 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,777,865 14,777,865 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,145,828 17,145,828 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,189,201 15,189,201 0 0 912828JX9 A 2.125 912820SV0 01/15/19 15,021,430 15,021,430 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,552,589 15,552,589 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,196,947 19,196,947 0 0 912828NM8 D 1.250 912820WF0 07/15/20 32,484,472 32,484,472 0 0 912828PP9 A 1.125 912820XK8 01/15/21 13,262,366 13,262,366 0 0 912810FR4 2.375 912803CN1 01/15/25 32,502,192 32,502,192 0 0 912810FS2 2.000 912803CW1 01/15/26 22,047,929 22,047,929 0 0 912810PS1 2.375 912803CY7 01/15/27 17,882,856 17,882,856 0 0 912810PV4 1.750 912803DB6 01/15/28 16,328,737 16,328,737 0 0 912810FD5 3.625 912803BN2 04/15/28 22,704,521 22,697,757 6,764 0 912810PZ5 2.500 912803DE0 01/15/29 14,420,782 14,420,782 0 0 912810FH6 3.875 912803CF8 04/15/29 25,949,404 25,783,036 166,369 0 912810FQ6 3.375 912803CL5 04/15/32 6,178,482 6,178,482 0 0 912810QF8 2.125 912803DL4 02/15/40 15,358,039 15,358,039 0 0 Total Treasury Inflation-Protected Securities........... 615,813,567 615,640,435 173,133 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2011 -- 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: 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 21,522,745 1,913,584 110,716 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,418,538 81,600 7,600 912828KE9 V 0.875 912820TC1 02/28/11 42,145,087 42,105,087 40,000 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,125,861 372,000 92,800 912828KH2 W 0.875 912820TG2 03/31/11 41,897,398 41,897,398 0 0 912828FD7 H 4.875 912820NA1 04/30/11 17,501,477 17,405,637 95,840 0 912828KL3 X 0.875 912820TL1 04/30/11 41,386,504 41,375,304 11,200 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,974,512 170,080 64,160 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,280,131 6,400 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,205,883 294,400 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,157,407 4,800 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,420,111 410,560 0 912828LG3 AA 1.000 912820UC9 07/31/11 43,051,576 43,051,576 0 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 24,899,850 1,735,466 0 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,334,276 166,400 0 912828LV0 AB 1.000 912820UF2 08/31/11 43,261,581 43,246,621 14,960 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,324,058 176,100 0 912828LW8 AC 1.000 912820UK1 09/30/11 43,761,802 43,750,002 11,800 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,956,908 224,480 0 912828LT5 AD 1.000 912820UQ8 10/31/11 45,084,377 45,084,377 0 0 912828JU5 S 1.750 912820RN9 11/15/11 29,443,187 29,337,957 105,230 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,660 110,890 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,255,707 65,550 0 912828KA7 T 1.125 912820SS7 12/15/11 28,840,506 28,772,346 68,160 0 912828GC8 R 4.625 912820NZ6 12/31/11 16,131,258 16,115,258 16,000 0 912828ML1 AF 1.000 912820VA2 12/31/11 45,309,106 45,296,706 12,400 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,481,032 2,584 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,872,337 57,884 0 912828MJ6 AG 0.875 912820VD6 01/31/12 44,716,055 44,716,055 0 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,556,693 1,223,145 0 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,428,452 201,120 40,000 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,602,847 34,080 0 912828MQ0 AH 0.875 912820VL8 02/29/12 45,081,761 45,076,961 4,800 0 912828KG4 W 1.375 912820TE7 03/15/12 34,604,963 34,604,963 0 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,289,663 64,000 0 912828MU1 AJ 1.000 912820VN4 03/31/12 45,488,746 45,476,146 12,600 0 912828KK5 X 1.375 912820TJ6 04/15/12 35,557,616 35,540,016 17,600 0 912828GQ7 K 4.500 912820PM3 04/30/12 16,450,419 16,391,219 59,200 0 912828NB2 AK 1.000 912820VT1 04/30/12 44,937,931 44,937,931 0 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 41,172,956 20,800 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,159,887 76,000 0 912828NE6 AL 0.750 912820VY0 05/31/12 42,915,290 42,915,290 0 0 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,370,103 0 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,886,143 17,280 0 912828NS5 AM 0.625 912820WE3 06/30/12 41,191,295 41,187,775 3,520 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,591,201 1,200 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,726,399 77,280 0 912828NQ9 AN 0.625 912820WK9 07/31/12 39,247,932 39,247,932 0 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,251,972 1,396,004 0 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,494,460 220,320 80,000 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 0 912828PH7 AP 0.375 912820WN3 08/31/12 37,906,127 37,906,127 0 0 912828LM0 AC 1.375 912820UJ4 09/15/12 38,081,890 38,081,890 0 0 912828HE3 Q 4.250 912820QB6 09/30/12 15,873,928 15,873,928 0 0 912828NX4 AQ 0.375 912820WS2 09/30/12 37,129,436 37,129,436 0 0 912828LR9 AD 1.375 912820UN5 10/15/12 39,305,708 39,305,708 0 0 912828HG8 R 3.875 912820QD2 10/31/12 15,509,891 15,498,691 11,200 0 912828PD6 AR 0.375 912820WX1 10/31/12 35,717,229 35,717,229 0 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,107,509 1,005,233 0 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,883,480 91,351 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828PV6 AS 0.500 912820XD4 11/30/12 36,382,437 36,382,437 0 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,214,133 3,200 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,657,080 0 0 912828PW4 AT 0.625 912820XH5 12/31/12 36,754,531 36,754,531 0 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,551,861 0 0 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,698,214 2,000 0 912828PR5 AG 0.625 912820XM4 01/31/13 35,697,720 35,697,720 0 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,627,638 870,758 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,395,149 101,960 0 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,784,040 47 0 912828MT4 W 1.375 912820VM6 03/15/13 40,473,341 40,473,341 0 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,571,094 0 0 912828MX5 X 1.750 912820VR5 04/15/13 42,928,259 42,927,459 800 0 912828HY9 K 3.125 912820QV2 04/30/13 20,742,759 20,742,759 0 0 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,621,411 632,142 0 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,315,290 1,640 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,518,499 0 0 912828NH9 Z 1.125 912820WB9 06/15/13 36,208,074 36,208,074 0 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,144,867 0 0 912828NN6 AA 1.000 912820WG8 07/15/13 35,009,971 35,009,971 0 0 912828JG6 N 3.375 912820RD1 07/31/13 23,314,208 23,312,608 1,600 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,913,643 607,480 7,000 912828NU0 AB 0.750 912820WL7 08/15/13 36,036,141 36,036,141 0 0 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,835,620 1,664 0 912828NY2 AC 0.750 912820WR4 09/15/13 33,356,878 33,356,878 0 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,385 512 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 25,063,374 0 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,608,026 1,028,818 0 912828PU8 AE 0.500 912820XA0 11/15/13 32,853,372 32,853,372 0 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,714,417 105,000 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2011 -- 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: 912828PL8 AF 0.750 912820XE2 12/15/13 32,467,615 32,467,615 0 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,037,180 6,360 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 31,273,435 0 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,586,688 494,378 2,200 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,707 35,611,707 0 0 912828KN9 L 1.875 912820TM9 04/30/14 36,213,142 36,213,142 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 27,044,708 258,273 38,000 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,169,822 0 0 912828KY5 N 2.625 912820TV9 06/30/14 38,074,883 38,074,883 0 0 912828LC2 P 2.625 912820UA3 07/31/14 39,976,415 39,976,415 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,442,294 279,340 140,000 912828LK4 Q 2.375 912820UG0 08/31/14 40,174,823 40,174,823 0 0 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,928 40,667,328 41,600 0 912828LS7 S 2.375 912820UP0 10/31/14 42,010,655 42,010,655 0 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,087,796 384,740 0 912828LZ1 T 2.125 912820UV7 11/30/14 43,261,453 43,261,453 0 0 912828ME7 U 2.625 912820UZ8 12/31/14 43,245,045 43,245,045 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 34,198,172 16,885 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 42,935,493 97,600 0 912828MW7 J 2.500 912820VQ7 03/31/15 43,421,194 43,421,194 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 34,457,449 14,400 0 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 38,214,202 0 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,097 1,600 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 23,220,385 400 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 35,697,970 35,697,970 0 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,840,972 800 37,600 912828KS8 G 2.625 912820TB3 02/29/16 23,178,530 23,178,530 0 0 912828KT6 H 2.375 912820TH0 03/31/16 25,137,609 25,137,609 0 0 912828KR0 J 2.625 912820TN7 04/30/16 26,901,046 26,901,046 0 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,292,410 1,280 0 912828KW9 K 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828KZ2 L 3.250 912820TW7 06/30/16 27,784,181 27,784,181 0 0 912828LD0 M 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,529,371 27,300 0 912828LL2 N 3.000 912820UH8 08/31/16 28,842,663 28,842,663 0 0 912828LP3 P 3.000 912820UL9 09/30/16 29,513,653 29,513,653 0 0 912828LU2 Q 3.125 912820UR6 10/31/16 31,764,278 31,764,278 0 0 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,286,906 6,880 0 912828MA5 R 2.750 912820UW5 11/30/16 32,960,967 32,960,967 0 0 912828MD9 S 3.250 912820UY1 12/31/16 32,948,436 32,948,276 160 0 912828MK3 G 3.125 912820VF1 01/31/17 32,521,456 32,521,456 0 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,182,561 10,200 0 912828MS6 H 3.000 912820VK0 02/28/17 32,786,489 32,786,489 0 0 912828MV9 J 3.250 912820VP9 03/31/17 33,082,560 33,082,560 0 0 912828NA4 K 3.125 912820VV6 04/30/17 32,682,413 32,682,413 0 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,585,418 1,123 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 27,663,848 10,400 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 29,577,900 29,577,900 0 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,203,709 800 0 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 33,945,640 132,420 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,428 550 0 912828JR2 F 3.750 912820RM1 11/15/18 57,351,395 57,351,395 0 0 912828KD1 B 2.750 912820TA5 02/15/19 58,676,801 58,676,801 0 0 912828KQ2 C 3.125 912820TQ0 05/15/19 64,410,823 64,410,817 6 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 71,036,988 0 0 912828MP2 B 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 150,400 912828ND8 C 3.500 912820VW4 05/15/20 68,219,184 68,219,184 0 501,000 912828NT3 E 2.625 912820WM5 08/15/20 67,849,590 67,849,590 0 750,080 912828PC8 F 2.625 912820WZ6 11/15/20 67,409,883 67,409,883 0 0 Total Treasury Notes.................................... 5,672,142,737 5,656,290,920 15,851,817 2,021,556 Grand Total............................................. 7,193,841,384 6,992,942,485 200,898,899 24,024,070