TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 31, 2010 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 9,587,379 932,920 53,920 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,271,169 752,747 18,854 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,223,188 1,361,671 24,000 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,219,366 212,388 8,000 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,881,410 942,141 146,700 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,321,997 1,465,451 95,592 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,928,193 3,630,976 160,728 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,254,846 1,713,512 71,840 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,828,096 1,889,343 66,480 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,110,368 2,064,102 411,960 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,659,556 2,430,942 341,080 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,511,606 1,429,326 275,996 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,953,325 1,522,943 335,360 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,552,373 2,029,810 429,496 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,739,859 2,319,447 813,600 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,588,919 486,654 255,200 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 8,388,112 1,678,676 454,704 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,439,721 1,066,661 237,920 912810EL8 8.000 912803AY9 11/15/21 30,632,194 20,131,467 10,500,727 1,523,095 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 9,035,626 1,092,164 490,060 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,931,137 2,492,489 175,920 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,985,549 3,796,512 181,360 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,521,947 1,137,097 216,970 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,193,344 2,410,818 553,032 912810ET1 7.625 912803BE2 02/15/25 9,509,170 6,185,345 3,323,825 823,140 912810EV6 6.875 912803BF9 08/15/25 11,187,207 8,994,020 2,193,187 891,672 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,524,772 313,144 804,030 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,857,355 953,063 1,369,540 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 7,401,670 3,458,507 754,140 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 7,020,812 2,501,159 427,080 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,802,367 2,394,389 409,120 912810FB9 6.125 912803BM4 11/15/27 22,021,339 10,987,615 11,033,724 816,220 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,146,399 1,629,802 496,300 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,754,086 2,192,966 456,880 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,609,845 740,496 517,080 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 5,812,100 5,366,480 205,240 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,658,217 10,384,945 1,143,286 912810FP8 5.375 912803CK7 02/15/31 16,427,648 12,794,788 3,632,860 923,560 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,019,270 8,377,860 1,617,060 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,092,451 4,497,005 601,940 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,524,733 5,888,312 573,328 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,312,719 4,212,430 894,708 912810PX0 4.500 912803DD2 05/15/38 25,500,123 20,408,903 5,091,220 222,600 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,407,469 501,100 500,300 912810QB7 4.250 912803DG5 05/15/39 38,778,773 28,717,433 10,061,340 1,225,360 912810QC5 4.500 912803DH3 08/15/39 41,430,538 31,210,898 10,219,640 1,431,980 912810QD3 4.375 912803DJ9 11/15/39 44,564,249 38,052,602 6,511,647 339,676 912810QE1 4.625 912803DK6 02/15/40 44,902,490 39,519,910 5,382,580 4,976,980 912810QH4 4.375 912803DM2 05/15/40 17,394,363 17,221,963 172,400 78,960 Total Treasury Bonds.................................... 793,689,893 633,296,295 160,393,598 29,842,047 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128276R8 A 3.500 912820GA9 01/15/11 13,748,765 13,748,765 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,112,098 22,112,098 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,355,247 7,355,247 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,523,605 18,523,605 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,846,124 27,846,124 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,429,915 15,429,915 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,696,052 23,696,052 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,723,039 24,723,039 0 0 912828KM1 K 1.250 912820TK3 04/15/14 15,689,599 15,689,599 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,927,639 21,927,639 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,645,478 21,645,478 0 0 912828MY3 K 0.500 912820VS3 04/15/15 11,278,041 11,278,041 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,010,522 19,010,522 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,631,196 18,631,196 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,541,875 21,541,875 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,605,076 18,605,076 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,691,076 14,691,076 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,045,194 17,045,194 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,100,130 15,100,130 0 0 912828JX9 A 2.125 912820SV0 01/15/19 14,933,285 14,933,285 0 0 912828LA6 D 1.875 912820TY3 07/15/19 15,461,223 15,461,223 0 0 912828MF4 A 1.375 912820VB0 01/15/20 19,084,248 19,084,248 0 0 912810FR4 2.375 912803CN1 01/15/25 32,311,507 32,311,507 0 0 912810FS2 2.000 912803CW1 01/15/26 21,918,528 21,918,528 0 0 912810PS1 2.375 912803CY7 01/15/27 17,777,864 17,777,864 0 0 912810PV4 1.750 912803DB6 01/15/28 16,232,898 16,232,898 0 0 912810FD5 3.625 912803BN2 04/15/28 22,571,260 22,564,536 6,724 0 912810PZ5 2.500 912803DE0 01/15/29 14,336,162 14,336,162 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 31, 2010 -- 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 Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912810FH6 3.875 912803CF8 04/15/29 25,797,134 25,631,741 165,393 0 912810FQ6 3.375 912803CL5 04/15/32 6,142,193 6,142,193 0 0 912810QF8 2.125 912803DL4 02/15/40 8,050,902 8,050,902 0 0 Total Treasury Inflation-Protected Securities........... 563,217,874 563,045,757 172,117 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828DX5 K 3.625 912820LU9 06/15/10 14,001,099 13,957,899 43,200 0 912828JC5 Z 2.875 912820QZ3 06/30/10 33,218,522 33,186,522 32,000 0 912828DZ0 L 3.875 912820LW5 07/15/10 13,000,529 13,000,249 280 0 912828JF8 AA 2.750 912820RC3 07/31/10 34,421,304 34,389,304 32,000 0 9128276J6 C 5.750 912820FT9 08/15/10 22,437,594 20,753,108 1,684,486 0 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,231,318 732,106 0 912828JJ0 AB 2.375 912820RG4 08/31/10 34,653,063 34,638,663 14,400 0 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,778,427 222,400 0 912828JL5 AC 2.000 912820RH2 09/30/10 37,148,284 37,148,284 0 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 12,930,222 70,640 0 912828JP6 AD 1.500 912820RL3 10/31/10 35,507,028 35,504,488 2,540 0 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,753,312 1,207,793 0 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,483,364 37,024 0 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 0 0 912828JV3 AF 0.875 912820ST5 12/31/10 40,776,665 40,770,265 6,400 0 912828ES5 D 4.250 912820MP9 01/15/11 13,001,339 12,999,739 1,600 0 912828JY7 U 0.875 912820SY4 01/31/11 41,698,057 41,618,857 79,200 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 21,972,625 1,463,704 3,992 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,416,938 83,200 0 912828KE9 V 0.875 912820TC1 02/28/11 42,145,087 42,138,687 6,400 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,049,061 448,800 0 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 17,406,597 94,880 0 912828KL3 X 0.875 912820TL1 04/30/11 41,386,504 41,386,504 0 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,927,952 216,640 0 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,286,531 0 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,221,883 278,400 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,162,207 0 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,432,911 397,760 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 25,162,858 1,472,458 3,500 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 43,246,821 14,760 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,338,258 161,900 0 912828LW8 AC 1.000 912820UK1 09/30/11 43,761,802 43,751,602 10,200 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,986,188 195,200 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 29,331,187 112,000 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,450 111,100 0 912828MM9 AE 0.750 912820UU9 11/30/11 45,321,257 45,300,697 20,560 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 45,309,106 0 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 14,877,137 53,084 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 23,606,133 1,173,705 70,400 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,549,412 80,160 0 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 45,081,769 45,081,769 0 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 45,488,746 0 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 41,191,736 2,020 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,158,887 77,000 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 15,885,823 17,600 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,592,401 0 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,726,399 77,280 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,298,328 1,349,648 0 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,484,780 230,000 0 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 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 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 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,149,109 963,633 14,900 912828LX6 AE 1.375 912820UT2 11/15/12 44,974,831 44,873,130 101,701 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828MB3 AF 1.125 912820UX3 12/15/12 40,217,333 40,217,333 0 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,657,080 0 0 912828MG2 U 1.375 912820VC8 01/15/13 41,551,861 41,551,861 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 31, 2010 -- 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: 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,698,214 2,000 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,627,038 871,358 0 912828MN7 V 1.375 912820VG9 02/15/13 44,497,109 44,401,429 95,680 0 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,784,087 0 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 42,928,259 0 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 17,616,167 637,386 1,120 912828NC0 Y 1.375 912820VX2 05/15/13 41,316,930 41,316,930 0 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,518,499 0 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,144,867 0 0 912828JG6 N 3.375 912820RD1 07/31/13 23,314,208 23,314,208 0 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,910,083 611,040 9,760 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,836,132 1,152 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,897 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 29,702,666 934,178 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,714,417 105,000 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,038,780 4,760 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 27,604,858 476,208 5,512 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 27,051,213 251,768 0 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 24,440,734 280,900 5,040 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 40,708,928 0 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 25,085,156 387,380 1,600 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 34,212,982 2,075 0 912828MR8 H 2.375 912820VJ3 02/28/15 43,033,093 43,033,093 0 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 34,459,049 12,800 320 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,577 1,120 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,372 400 0 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 23,292,890 800 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 22,519,871 36,800 960 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 23,292,506 1,280 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 32,948,436 0 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 22,187,361 5,400 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 25,585,501 1,040 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,668,648 5,600 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,204,109 400 0 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 34,078,060 0 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,978 0 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 36,608 912828LJ7 E 3.625 912820UD7 08/15/19 66,753,044 66,753,044 0 280,000 912828LY4 F 3.375 912820US4 11/15/19 71,036,988 71,036,988 0 374,400 912828MP2 B 3.625 912820VH7 02/15/20 71,595,465 71,595,465 0 336,000 912828ND8 C 3.500 912820VW4 05/15/20 26,093,204 26,093,204 0 350,000 Total Treasury Notes.................................... 4,701,552,342 4,683,004,725 18,547,617 1,494,112 Grand Total............................................. 6,058,460,109 5,879,346,777 179,113,332 31,336,159