U. S. Treasury Holdings in System Open Market Account as of 02/08/2012 (in thousands) U.S. Treasury Bills Maturity CUSIP Par Value % of Total Change in Par Date Outstanding from Prior Week 2/9/12 9127953C3 5,937,991.0 5.21% 2/16/12 912795Z20 3,781,546.0 4.21% 2/23/12 912795Z38 6,285,071.7 6.81% 3/1/12 912795Z46 2,418,028.0 2.64% 2,418,028.0 Total 18,422,636.7 U.S. Treasury Notes and Bonds Maturity CUSIP Coupon Par Value % of Total Change in Par Change in Par Date Outstanding from Prior Week from Prior Year 2/15/12 912828KC3 1.375 5,999,450.2 17.84% 2/15/12 9128277L0 4.875 2,779,532.0 11.22% 2/29/12 912828MQ0 0.875 614,378.1 1.36% -467,000.0 2/29/12 912828GK0 4.625 918,645.0 5.52% -3,712,000.0 3/15/12 912828KG4 1.375 4,582,714.4 13.24% -5,645,000.0 3/31/12 912828MU1 1.000 33,393.7 0.07% -1,455,000.0 3/31/12 912828GM6 4.500 2,316,838.0 14.17% -179,000.0 4/15/12 912828KK5 1.375 10,310,034.0 29.00% -12,000.0 4/30/12 912828NB2 1.000 604.1 0.00% -938,000.0 4/30/12 912828GQ7 4.500 3,089,144.0 18.78% -9,000.0 5/15/12 912828KP4 1.375 4,504,338.9 10.93% -1,426,000.0 -3,886,000.0 5/31/12 912828NE6 0.750 662.6 0.00% -912,000.0 5/31/12 912828GU8 4.750 839.0 0.01% -4,884,000.0 6/15/12 912828KX7 1.875 5,377,923.2 15.20% -1,916,000.0 -3,121,000.0 6/30/12 912828NS5 0.625 289.0 0.00% -1,191,000.0 6/30/12 912828GW4 4.875 1,225,473.0 7.71% -1,968,000.0 -4,348,000.0 7/15/12 912828LB4 1.500 3,170,644.0 8.91% -1,686,000.0 -3,500,000.0 7/31/12 912828NQ9 0.625 784.5 0.00% -1,524,000.0 7/31/12 912828GZ7 4.625 2,404,502.0 15.21% -8,000.0 -2,192,000.0 8/15/12 912828LH1 1.750 8,918,620.0 20.88% -85,000.0 -2,080,000.0 8/15/12 912828AJ9 4.375 2,218,600.0 11.29% -1,321,000.0 -1,324,000.0 8/31/12 912828PH7 0.375 1,084,909.6 2.86% -1,403,000.0 8/31/12 912828HC7 4.125 4,346,344.0 27.01% -4,000.0 -11,000.0 9/15/12 912828LM0 1.375 4,205,342.9 11.04% -172,000.0 -192,000.0 9/30/12 912828NX4 0.375 162.7 0.00% -1,134,000.0 9/30/12 912828HE3 4.250 3,665,221.0 23.09% -3,000.0 10/15/12 912828LR9 1.375 .2 0.00% -937,000.0 10/31/12 912828PD6 0.375 474.6 0.00% -769,000.0 10/31/12 912828HG8 3.875 871.0 0.01% -3,469,000.0 11/15/12 912828LX6 1.375 1,816,253.4 4.04% -11,000.0 -4,260,000.0 11/15/12 912828AP5 4.000 929.0 0.01% -1,054,000.0 11/30/12 912828PV6 0.500 2,110,124.8 5.80% -4,000.0 -1,801,000.0 11/30/12 912828HK9 3.375 1,512,232.0 9.48% -9,000.0 -2,042,000.0 12/15/12 912828MB3 1.125 152,135.2 0.38% -2,393,000.0 12/31/12 912828PW4 0.625 353.4 0.00% -2,004,000.0 12/31/12 912828HM5 3.625 2,405,447.0 15.36% -594,000.0 1/15/13 912828MG2 1.375 3,096,093.0 7.45% 179,000.0 1/31/13 912828PR5 0.625 1,545,435.8 4.33% 848,000.0 1/31/13 912828HQ6 2.875 930,976.0 5.93% -971,000.0 2/15/13 912828MN7 1.375 6,819,922.6 15.33% -937,000.0 2/15/13 912828AU4 3.875 3,153,500.0 16.17% 19,000.0 2/28/13 912828QK9 0.625 4,735,635.8 12.83% 4,735,635.8 2/28/13 912828HT0 2.750 2,764,651.0 15.55% -474,000.0 3/15/13 912828MT4 1.375 3,736,243.3 9.23% 281,000.0 3/31/13 912828QL7 0.750 959,586.1 2.62% 959,586.1 3/31/13 912828HV5 2.500 3,114,029.0 15.14% -693,000.0 4/15/13 912828MX5 1.750 8,790,158.5 20.48% -1,192,000.0 4/30/13 912828QE3 0.625 4,726,217.5 12.70% 4,726,217.5 4/30/13 912828HY9 3.125 1,231,816.6 5.94% -1,180,000.0 5/15/13 912828NC0 1.375 5,877,833.5 14.23% -763,000.0 5/15/13 912828BA7 3.625 2,097,732.0 11.49% -1,697,000.0 5/31/13 912828QZ6 0.500 1,138,904.3 3.00% 1,138,904.3 5/31/13 912828JB7 3.500 2,473,481.2 12.05% -580,000.0 6/15/13 912828NH9 1.125 5,365,771.5 14.82% -424,000.0 6/30/13 912828RA0 0.375 806.4 0.00% 806.4 6/30/13 912828JD3 3.375 1,646,320.0 7.43% -1,057,000.0 7/15/13 912828NN6 1.000 6,113,938.4 17.46% 57,000.0 7/31/13 912828QW3 0.375 194.0 0.00% 194.0 7/31/13 912828JG6 3.375 3,566,379.5 15.30% -1,150,000.0 8/15/13 912828NU0 0.750 2,355,029.5 6.54% -1,981,000.0 8/15/13 912828BH2 4.250 6,139,214.0 18.31% -224,000.0 8/31/13 912828RD4 0.125 488.7 0.00% 488.7 8/31/13 912828JK7 3.125 1,725,772.7 7.24% -133,000.0 9/15/13 912828NY2 0.750 550,000.1 1.65% -4,717,000.0 9/30/13 912828RK8 0.125 663.1 0.00% 663.1 9/30/13 912828JM3 3.125 3,546,848.2 13.53% 274,000.0 10/15/13 912828PB0 0.500 6,154,212.2 19.06% -3,419,000.0 10/31/13 912828RN2 0.250 744.8 0.00% 744.8 10/31/13 912828JQ4 2.750 3,120,360.8 12.45% -1,499,000.0 11/15/13 912828PU8 0.500 6,749,061.4 20.54% -3,059,000.0 11/15/13 912828BR0 4.250 955,874.0 3.12% -2,032,000.0 11/30/13 912828RS1 0.250 824.1 0.00% 824.1 11/30/13 912828JT8 2.000 7,143,243.4 25.68% 1,278,000.0 12/15/13 912828PL8 0.750 9,909,454.6 30.52% -1,021,000.0 12/31/13 912828RW2 0.125 740,425.0 2.05% 740,425.0 12/31/13 912828JW1 1.500 3,876,494.3 12.90% -166,000.0 1/15/14 912828PQ7 1.000 14,268,276.4 43.63% 2,832,000.0 1/31/14 912828SB7 0.250 658,621.2 1.85% 658,621.2 1/31/14 912828JZ4 1.750 5,743,345.2 18.36% -1,280,000.0 2/15/14 912828QH6 1.250 12,948,226.7 39.56% 12,948,226.7 2/15/14 912828CA6 4.000 2,867,420.0 10.21% 540,000.0 2/28/14 912828KF6 1.875 9,438,163.4 27.99% -2,962,000.0 3/15/14 912828PZ7 1.250 9,815,000.0 30.67% 9,815,000.0 3/31/14 912828KJ8 1.750 5,017,586.8 14.09% -3,297,000.0 4/15/14 912828QC7 1.250 12,017,217.4 35.79% 12,017,217.4 4/30/14 912828KN9 1.875 7,494,837.9 20.70% 280,000.0 5/15/14 912828QM5 1.000 5,812,000.0 18.16% 5,812,000.0 5/15/14 912828CJ7 4.750 2,954,292.0 10.82% -303,000.0 5/31/14 912828KV1 2.250 5,224,077.1 14.44% -2,851,000.0 6/30/14 912828KY5 2.625 87,492.0 0.23% -6,442,000.0 7/15/14 912828QU7 0.625 14,000.0 0.04% 14,000.0 7/31/14 912828LC2 2.625 6,410,958.1 16.04% 748,000.0 8/15/14 912828RB8 0.500 857.0 0.00% 857.0 8/15/14 912828CT5 4.250 3,511,849.0 14.21% 162,000.0 8/31/14 912828LK4 2.375 3,866,693.5 9.62% 1,308,000.0 9/30/14 912828LQ1 2.375 2,811,516.4 6.91% 879,000.0 10/31/14 912828LS7 2.375 5,649,792.7 13.45% 2,300,000.0 11/15/14 912828RQ5 0.375 1,816,487.4 5.27% 1,816,487.4 11/15/14 912828DC1 4.250 3,044,588.0 11.95% 525,000.0 11/30/14 912828LZ1 2.125 3,430,222.6 7.93% 1,542,000.0 12/15/14 912828RV4 0.250 3,134.0 0.01% 3,134.0 12/31/14 912828ME7 2.625 6,773,773.2 15.66% 2,270,000.0 1/15/15 912828RZ5 0.250 1,959,146.0 5.72% 1,959,146.0 1/31/15 912828MH0 2.250 4,771,392.4 11.18% 207,000.0 2/15/15 912810DP0 11.250 4,698,733.0 44.66% 129,000.0 2/15/15 912828DM9 4.000 8,358,912.0 24.43% 1,694,000.0 2/28/15 912828MR8 2.375 3,852,224.3 8.95% 2,237,000.0 3/31/15 912828MW7 2.500 2,927,739.3 6.74% 440,000.0 4/30/15 912828MZ0 2.500 6,534,940.0 15.24% 2,818,000.0 5/15/15 912828DV9 4.125 12,496,588.0 36.25% 723,000.0 5/31/15 912828NF3 2.125 7,664,202.4 18.75% 1,289,000.0 6/30/15 912828NL0 1.875 14,859,724.4 37.97% 2,528,000.0 7/31/15 912828NP1 1.750 10,467,948.0 27.39% 1,513,000.0 8/15/15 912810DS4 10.625 2,158,400.0 53.64% 143,000.0 8/15/15 912828EE6 4.250 7,356,161.0 22.66% 563,000.0 8/31/15 912828NV8 1.250 5,534,425.4 15.01% 2,675,000.0 9/30/15 912828NZ9 1.250 4,577,658.1 12.68% 2,089,000.0 10/31/15 912828PE4 1.250 4,330,474.5 12.12% 2,527,000.0 11/15/15 912810DT2 9.875 2,780,500.0 49.79% 275,000.0 11/15/15 912828EN6 4.500 2,751,586.0 11.85% 135,000.0 11/30/15 912828PJ3 1.375 6,665,124.6 18.32% 2,673,000.0 12/31/15 912828PM6 2.125 22,299,353.3 60.67% 9,437,000.0 1/31/16 912828PS3 2.000 5,838,435.5 16.36% 5,141,000.0 2/15/16 912810DV7 9.250 2,407,000.0 44.31% 54,000.0 2/15/16 912828EW6 4.500 2,461,266.0 11.27% 21,000.0 2/29/16 912828QJ2 2.125 21,168,635.6 57.33% 21,168,635.6 2/29/16 912828KS8 2.625 10,580,487.3 45.65% 2,588,000.0 3/31/16 912828QA1 2.250 14,551,586.0 39.79% 14,551,586.0 3/31/16 912828KT6 2.375 9,035,590.6 35.94% 2,182,000.0 4/30/16 912828QF0 2.000 13,795,217.4 37.08% 13,795,217.4 4/30/16 912828KR0 2.625 13,575,965.3 50.47% 2,963,000.0 5/15/16 912810DW5 7.250 5,624,200.0 29.88% 518,000.0 5/15/16 912828FF2 5.125 8,397,117.0 36.05% 487,000.0 5/31/16 912828QP8 1.750 14,667,904.1 38.65% 14,667,904.1 5/31/16 912828KW9 3.250 10,567,943.0 39.29% 456,000.0 6/30/16 912828QR4 1.500 3,855,806.2 10.67% 3,855,806.2 6/30/16 912828KZ2 3.250 9,711,088.8 34.95% 239,000.0 7/31/16 912828QX1 1.500 1,042,193.9 2.89% 1,042,193.9 7/31/16 912828LD0 3.250 6,136,405.8 21.38% 37,000.0 8/15/16 912828FQ8 4.875 6,350,557.0 28.15% 49,000.0 8/31/16 912828RF9 1.000 1,070,488.4 2.97% 1,070,488.4 8/31/16 912828LL2 3.000 5,903,651.7 20.47% 977,000.0 9/30/16 912828RJ1 1.000 1,089,663.0 3.02% 1,089,663.0 9/30/16 912828LP3 3.000 5,737,674.4 19.44% 1,973,000.0 10/31/16 912828RM4 1.000 1,330,744.7 3.66% 1,330,744.7 10/31/16 912828LU2 3.125 5,198,257.9 16.37% 2,127,000.0 11/15/16 912810DX3 7.500 8,566,000.0 45.59% 867,000.0 11/15/16 912828FY1 4.625 5,007,117.0 21.50% 1,310,000.0 11/30/16 912828RU6 0.875 1,585,823.8 4.33% 1,585,823.8 11/30/16 912828MA5 2.750 8,950,931.5 27.16% 2,696,000.0 12/31/16 912828RX0 0.875 1,133,424.8 3.14% 1,133,424.8 12/31/16 912828MD9 3.250 10,568,398.6 32.08% 2,542,000.0 1/31/17 912828SC5 0.875 658,621.0 1.85% 658,621.0 1/31/17 912828MK3 3.125 6,087,441.8 18.72% 2,250,000.0 2/15/17 912828GH7 4.625 7,069,553.0 31.86% 854,000.0 2/28/17 912828MS6 3.000 10,952,456.6 33.41% 2,265,000.0 3/31/17 912828MV9 3.250 10,381,468.0 31.38% 2,225,000.0 4/30/17 912828NA4 3.125 11,645,620.9 35.63% 1,928,000.0 5/15/17 912810DY1 8.750 6,867,000.0 44.13% 221,000.0 5/15/17 912828GS3 4.500 12,618,342.0 49.32% 899,000.0 5/31/17 912828NG1 2.750 11,175,631.8 35.28% 2,329,000.0 6/30/17 912828NK2 2.500 10,353,466.6 33.51% 2,753,000.0 7/31/17 912828NR7 2.375 6,689,256.5 22.33% 2,207,000.0 8/15/17 912810DZ8 8.875 5,928,000.0 54.05% 841,000.0 8/15/17 912828HA1 4.750 12,249,000.0 43.75% 2,059,000.0 8/31/17 912828NW6 1.875 1,861,037.1 6.26% 1,135,000.0 9/30/17 912828PA2 1.875 4,610,631.0 15.41% 2,697,000.0 10/31/17 912828PF1 1.875 2,014,478.9 6.81% 1,185,000.0 11/15/17 912828HH6 4.250 9,957,924.0 35.98% 9,000.0 11/30/17 912828PK0 2.250 7,022,703.2 23.30% 1,712,000.0 12/31/17 912828PN4 2.750 13,207,607.0 43.37% 1,030,000.0 1/31/18 912828PT1 2.625 13,274,875.1 44.88% 7,489,000.0 2/15/18 912828HR4 3.500 12,994,224.0 33.14% 915,000.0 2/28/18 912828PY0 2.750 17,305,040.9 56.57% 17,305,040.9 3/31/18 912828QB9 2.875 14,453,514.1 47.70% 14,453,514.1 4/30/18 912828QG8 2.625 17,259,665.8 55.98% 17,259,665.8 5/15/18 912810EA2 9.125 3,357,900.0 49.99% 473,000.0 5/15/18 912828HZ6 3.875 20,989,923.0 61.59% 7,026,000.0 5/31/18 912828QQ6 2.375 16,349,892.0 52.00% 16,349,892.0 6/30/18 912828QT0 2.375 10,147,639.4 33.90% 10,147,639.4 7/31/18 912828QY9 2.250 11,899,532.0 39.85% 11,899,532.0 8/15/18 912828JH4 4.000 22,604,630.9 61.42% 10,170,000.0 8/31/18 912828RE2 1.500 4,349,976.1 14.55% 4,349,976.1 9/30/18 912828RH5 1.375 3,608,863.6 12.07% 3,608,863.6 10/31/18 912828RP7 1.750 11,473,617.0 38.11% 11,473,617.0 11/15/18 912810EB0 9.000 3,596,000.0 50.12% 272,000.0 11/15/18 912828JR2 3.750 27,107,856.6 47.27% 15,806,000.0 11/30/18 912828RT9 1.375 9,012,968.3 29.73% 9,012,968.3 12/31/18 912828RY8 1.375 10,474,123.4 34.98% 10,474,123.4 1/31/19 912828SD3 1.250 545,714.5 1.85% 545,714.5 2/15/19 912810EC8 8.875 6,844,000.0 52.28% 1,534,000.0 2/15/19 912828KD1 2.750 27,310,943.8 46.54% 20,098,000.0 5/15/19 912828KQ2 3.125 24,952,691.9 38.74% 12,587,000.0 8/15/19 912810ED6 8.125 11,717,100.0 61.86% 2,043,000.0 8/15/19 912828LJ7 3.625 35,983,027.1 53.90% 15,836,000.0 11/15/19 912828LY4 3.375 31,736,602.9 44.68% 19,145,000.0 2/15/20 912810EE4 8.500 6,633,079.0 70.00% 1,069,000.0 2/15/20 912828MP2 3.625 15,185,187.4 21.21% 10,480,000.0 5/15/20 912810EF1 8.750 5,305,600.0 69.97% 625,000.0 5/15/20 912828ND8 3.500 21,351,847.2 31.30% 1,000.0 17,333,000.0 8/15/20 912810EG9 8.750 11,941,100.0 70.00% 1,456,000.0 8/15/20 912828NT3 2.625 16,656,924.3 24.55% 1,003,000.0 14,808,000.0 11/15/20 912828PC8 2.625 2,219,213.0 3.29% 2,000.0 810,000.0 2/15/21 912810EH7 7.875 7,052,600.0 70.00% 5,061,000.0 2/15/21 912828PX2 3.625 4,978,406.2 7.37% 112,000.0 4,978,406.2 5/15/21 912810EJ3 8.125 7,046,500.0 70.00% 2,376,000.0 5/15/21 912828QN3 3.125 14,792,000.0 22.41% 3,830,000.0 14,792,000.0 8/15/21 912810EK0 8.125 6,417,000.0 67.50% 3,095,000.0 8/15/21 912828RC6 2.125 879,892.6 1.32% 879,892.6 11/15/21 912810EL8 8.000 20,368,900.0 66.50% 3,000.0 5,987,000.0 11/15/21 912828RR3 2.000 4,096,361.5 5.84% 1,000.0 4,096,361.5 8/15/22 912810EM6 7.250 2,274,500.0 22.46% 21,000.0 231,000.0 11/15/22 912810EN4 7.625 3,059,000.0 41.21% 77,000.0 387,000.0 2/15/23 912810EP9 7.125 7,811,500.0 49.50% 114,000.0 1,725,000.0 8/15/23 912810EQ7 6.250 5,415,500.0 23.90% 157,000.0 526,000.0 11/15/24 912810ES3 7.500 3,409,100.0 35.50% 108,000.0 989,000.0 2/15/25 912810ET1 7.625 4,012,500.0 42.20% 124,000.0 1,935,000.0 8/15/25 912810EV6 6.875 4,260,500.0 38.08% 258,000.0 2,164,000.0 2/15/26 912810EW4 6.000 2,485,000.0 19.36% 52,000.0 518,000.0 8/15/26 912810EX2 6.750 4,591,000.0 52.11% 134,000.0 1,508,000.0 11/15/26 912810EY0 6.500 4,579,000.0 42.16% 109,000.0 779,000.0 2/15/27 912810EZ7 6.625 3,686,000.0 38.71% 34,000.0 162,000.0 8/15/27 912810FA1 6.375 3,438,500.0 37.39% 139,000.0 11/15/27 912810FB9 6.125 6,908,500.0 31.37% 28,000.0 629,000.0 8/15/28 912810FE3 5.500 4,468,808.0 37.95% 25,000.0 835,000.0 11/15/28 912810FF0 5.250 2,147,000.0 19.61% 18,000.0 289,000.0 2/15/29 912810FG8 5.250 2,628,000.0 23.15% 173,000.0 350,000.0 8/15/29 912810FJ2 6.125 5,242,000.0 46.89% 86,000.0 1,372,000.0 5/15/30 912810FM5 6.250 7,090,700.0 41.60% 228,000.0 2,542,000.0 2/15/31 912810FP8 5.375 2,500,740.0 15.22% 24,000.0 2/15/36 912810FT0 4.500 6,767,823.0 25.64% 187,000.0 4,147,000.0 2/15/37 912810PT9 4.750 6,258,591.0 37.73% 199,000.0 3,312,000.0 5/15/37 912810PU6 5.000 7,483,046.0 34.95% 2/15/38 912810PW2 4.375 9,241,000.2 41.03% 3,000.0 1,301,000.0 5/15/38 912810PX0 4.500 8,811,256.6 34.55% 3,000.0 2,162,000.0 2/15/39 912810QA9 3.500 2,402,527.1 9.27% 406,000.0 5/15/39 912810QB7 4.250 12,262,742.2 31.62% 101,000.0 4,388,000.0 8/15/39 912810QC5 4.500 16,030,955.3 38.69% 161,000.0 9,604,000.0 11/15/39 912810QD3 4.375 8,541,975.3 19.17% 116,000.0 5,203,000.0 2/15/40 912810QE1 4.625 10,533,224.4 23.46% 88,000.0 7,347,000.0 5/15/40 912810QH4 4.375 6,217,176.0 14.30% 76,000.0 4,516,000.0 8/15/40 912810QK7 3.875 10,781,010.1 24.95% 392,000.0 9,438,000.0 11/15/40 912810QL5 4.250 6,091,015.0 14.20% 123,000.0 4,741,000.0 2/15/41 912810QN1 4.750 9,578,045.2 22.27% 156,000.0 9,578,045.2 5/15/41 912810QQ4 4.375 3,498,000.0 8.33% 208,000.0 3,498,000.0 8/15/41 912810QS0 3.750 1,655,928.4 3.90% 1,655,928.4 11/15/41 912810QT8 3.125 2,760,669.6 6.19% 2,760,669.6 1,565,805,789.8 -99,000.0 548,876,139.0 U.S. Treasury Inflation-Protected Securities Maturity CUSIP Coupon Par Value Inflation % of Total Change in Par Change in Par Date Compensation Outstanding from Prior Week from Prior Year 4/15/12 912828GN4 2.000 1,518,105.0 173,231.0 8.78% -1,773,000.0 7/15/12 912828AF7 3.000 1,694,394.0 436,103.1 7.36% -668,000.0 -1,170,000.0 4/15/13 912828HW3 0.625 142,657.7 9,927.5 0.95% -2,000.0 -857,000.0 1/15/14 912828BW9 2.000 1,587,000.0 354,742.1 7.55% -31,000.0 803,000.0 4/15/14 912828KM1 1.250 230,220.1 15,712.5 1.51% -25,000.0 -47,000.0 1/15/15 912828DH0 1.625 1,497,000.0 275,418.1 7.88% -604,000.0 938,000.0 4/15/15 912828MY3 0.500 234,650.9 10,139.3 1.10% 7/15/15 912828EA4 1.875 358,000.0 58,099.8 2.11% 1/15/16 912828ET3 2.000 513,000.0 71,332.7 3.02% 64,000.0 4/15/16 912828QD5 0.125 367,024.6 8,889.3 0.96% 367,024.6 7/15/16 912828FL9 2.500 3,073,000.0 367,100.6 15.36% 12,000.0 1/15/17 912828GD6 2.375 2,590,507.0 313,580.9 15.01% 276,000.0 7/15/17 912828GX2 2.625 1,083,000.0 98,336.4 7.73% 495,000.0 1/15/18 912828HN3 1.625 2,630,955.0 208,213.8 16.02% 120,000.0 7/15/18 912828JE1 1.375 974,000.0 47,141.6 6.50% 1/15/19 912828JX9 2.125 1,750,763.1 92,772.9 11.87% 81,000.0 7/15/19 912828LA6 1.875 527,976.3 31,050.3 3.48% 6,000.0 1/15/20 912828MF4 1.375 979,904.9 44,546.5 5.16% 6,000.0 7/15/20 912828NM8 1.250 4,492,733.3 164,613.7 13.87% 865,000.0 1/15/21 912828PP9 1.125 4,549,201.3 152,307.3 12.40% 3,899,153.9 7/15/21 912828QV5 0.625 840,867.2 2,581.5 2.35% 840,867.2 1/15/22 912828SA9 0.125 282,266.1 -321.8 1.84% 282,266.1 1/15/25 912810FR4 2.375 6,458,899.0 1,287,646.1 23.06% 1,605,000.0 1/15/26 912810FS2 2.000 3,532,993.0 491,262.7 17.66% 304,000.0 1/15/27 912810PS1 2.375 3,048,379.0 369,006.3 18.49% 396,000.0 1/15/28 912810PV4 1.750 1,637,237.5 129,571.0 10.47% 4/15/28 912810FD5 3.625 4,158,000.0 1,653,927.7 24.77% 1,144,000.0 1/15/29 912810PZ5 2.500 282,301.2 14,959.1 1.99% 4/15/29 912810FH6 3.875 4,412,000.0 1,655,426.5 22.62% 904,000.0 4/15/32 912810FQ6 3.375 401,000.0 109,741.7 8.00% 101,000.0 2/15/40 912810QF8 2.125 5,365,388.2 246,646.9 35.36% 3,209,000.0 2/15/41 912810QP6 2.125 6,156,902.1 199,175.8 25.66% 6,156,902.1 67,370,326.5 9,092,882.7 -1,330,000.0 19,028,213.9 Federal Agency Securities Maturity CUSIP Issuer Coupon Par Value Change in Par Change in Par Date From Prior Week From Prior Year 2/16/12 31359M5H2 FNMA 5.000 681,000.0 3/5/12 3137EAAR0 FHLMC 4.750 1,014,000.0 3/15/12 31359MMQ3 FNMA 6.125 811,000.0 3/23/12 3137EABY4 FHLMC 2.125 2,514,000.0 4/13/12 3133XTAW6 FHLB 2.250 1,278,000.0 4/20/12 31398AWK4 FNMA 1.875 629,000.0 5/15/12 3133MNVV0 FHLB 5.750 405,000.0 5/18/12 31398ABX9 FNMA 4.875 914,000.0 6/15/12 3137EACC1 FHLMC 1.750 1,139,000.0 6/20/12 3133XTS49 FHLB 1.875 629,000.0 7/15/12 3134A4QD9 FHLMC 5.125 455,000.0 8/10/12 31398AYM8 FNMA 1.750 1,928,000.0 8/20/12 3137EAAV1 FHLMC 5.500 1,133,000.0 8/22/12 3133XUE41 FHLB 1.750 758,000.0 9/15/12 31359MPF4 FNMA 4.375 112,000.0 9/21/12 3137EACE7 FHLMC 2.125 2,521,000.0 9/26/12 3133XUUJ0 FHLB 1.625 1,172,000.0 10/10/12 3133XML66 FHLB 4.625 659,000.0 10/25/12 3137EAAZ2 FHLMC 4.625 844,000.0 11/15/12 3133MTZL5 FHLB 4.500 850,000.0 11/19/12 31398AHZ8 FNMA 4.750 975,000.0 11/21/12 3133XVEM9 FHLB 1.625 794,000.0 12/21/12 3137EABE8 FHLMC 4.125 2,500,000.0 1/9/13 3137EACG2 FHLMC 1.375 422,000.0 1/15/13 3134A4SA3 FHLMC 4.500 1,143,000.0 1/16/13 3133XW7L7 FHLB 1.500 107,000.0 2/12/13 31398AKY7 FNMA 3.625 498,000.0 2/22/13 31398AE24 FNMA 1.750 603,000.0 2/27/13 3133XP2W3 FHLB 3.375 422,000.0 3/15/13 31359MRG0 FNMA 4.375 756,000.0 3/20/13 3133XX7F8 FHLB 1.625 409,000.0 4/9/13 31398AMW9 FNMA 3.250 370,000.0 5/29/13 3133XQU34 FHLB 3.625 812,000.0 5/29/13 3137EABJ7 FHLMC 3.500 351,000.0 6/14/13 31339X2M5 FHLB 3.875 232,000.0 6/28/13 3137EABM0 FHLMC 3.750 1,478,000.0 7/12/13 31398ASD5 FNMA 3.875 2,486,000.0 7/15/13 3134A4TZ7 FHLMC 4.500 173,000.0 8/14/13 3133XGVF8 FHLB 5.125 808,000.0 9/6/13 3133XRX88 FHLB 4.000 1,497,000.0 9/16/13 3133X1BV8 FHLB 4.500 564,000.0 9/27/13 3137EABS7 FHLMC 4.125 3,000,000.0 10/15/13 31359MTG8 FNMA 4.625 487,000.0 10/18/13 3133XSAE8 FHLB 3.625 1,085,000.0 11/15/13 3134A4UK8 FHLMC 4.875 708,000.0 12/11/13 31398AUJ9 FNMA 2.875 1,151,000.0 1/7/14 3137EABX6 FHLMC 2.500 1,564,000.0 1/15/14 3134A4UM4 FHLMC 4.500 746,000.0 2/5/14 31398AVD1 FNMA 2.750 3,500,000.0 3/13/14 31398AVZ2 FNMA 2.750 4,068,000.0 4/15/14 31359MUT8 FNMA 4.125 749,000.0 4/23/14 3137EACB3 FHLMC 2.500 1,629,000.0 5/15/14 31398AXJ6 FNMA 2.500 883,000.0 6/18/14 3133X7FK5 FHLB 5.250 423,000.0 7/15/14 3134A4UU6 FHLMC 5.000 1,009,000.0 7/28/14 3137EACD9 FHLMC 3.000 523,000.0 8/13/14 3133XLJP9 FHLB 5.500 565,000.0 9/16/14 31398AYY2 FNMA 3.000 1,556,000.0 10/15/14 31359MWJ8 FNMA 4.625 306,000.0 11/20/14 31398AZV7 FNMA 2.625 1,023,000.0 1/15/15 3134A4UX0 FHLMC 4.500 1,089,000.0 2/9/15 3137EACH0 FHLMC 2.875 711,000.0 4/15/15 31359MA45 FNMA 5.000 982,000.0 7/17/15 3134A4VC5 FHLMC 4.375 802,000.0 10/15/15 31359MZC0 FNMA 4.375 947,000.0 11/17/15 3134A4VG6 FHLMC 4.750 1,202,000.0 1/19/16 3134A4ZT4 FHLMC 4.750 1,626,000.0 3/15/16 31359MH89 FNMA 5.000 2,061,000.0 4/18/16 3137EAAD1 FHLMC 5.250 2,161,000.0 5/18/16 3133XFJF4 FHLB 5.375 2,000,000.0 7/15/16 31359MS61 FNMA 5.375 1,035,000.0 7/18/16 3137EAAG4 FHLMC 5.500 1,569,000.0 9/15/16 31359MW41 FNMA 5.250 2,000,000.0 10/18/16 3137EAAJ8 FHLMC 5.125 1,999,000.0 12/15/16 31359M2D4 FNMA 4.875 1,044,000.0 12/16/16 3133XHZK1 FHLB 4.750 1,269,000.0 2/13/17 31359M4D2 FNMA 5.000 1,351,000.0 2/16/17 3137EAAM1 FHLMC 5.000 1,500,000.0 4/18/17 3137EAAS8 FHLMC 5.000 1,500,000.0 5/11/17 31359M7X5 FNMA 5.000 1,495,000.0 5/17/17 3133XKQX6 FHLB 4.875 1,500,000.0 6/12/17 31398ADM1 FNMA 5.375 737,000.0 8/23/17 3137EAAY5 FHLMC 5.500 1,340,000.0 11/17/17 3133XMQ87 FHLB 5.000 923,000.0 11/17/17 3137EABA6 FHLMC 5.125 1,443,000.0 6/13/18 3137EABP3 FHLMC 4.875 1,982,000.0 3/27/19 3137EACA5 FHLMC 3.750 62,000.0 5/15/29 31359MEU3 FNMA 6.250 486,000.0 1/15/30 31359MFJ7 FNMA 7.125 665,000.0 5/15/30 31359MFP3 FNMA 7.250 285,000.0 11/15/30 31359MGK3 FNMA 6.625 382,000.0 3/15/31 3134A4AA2 FHLMC 6.750 316,000.0 7/15/32 3134A4KX1 FHLMC 6.250 213,000.0 101,498,000.0