U. S. Treasury Holdings in System Open Market Account as of 11/18/2009 (in thousands) U.S. Treasury Bills Maturity CUSIP Par Value % of Total Change in Par Date Outstanding from Prior Week 11/19/09 912795S51 5,937,991.0 4% 11/27/09 912795Q53 3,781,546.0 4% 12/3/09 912795Q61 6,285,071.7 7% 12/10/09 912795R37 2,418,028.0 2% 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 11/30/09 912828HJ2 3.125 3,543,435.0 14% 12/15/09 912828DE7 3.500 398,000.0 3% 12/31/09 912828HL7 3.250 3,497,220.0 13% 1/15/10 912828DG2 3.625 1,650,000.0 11% 1/31/10 912828HP8 2.125 1,922,817.0 7% 2/15/10 912828DL1 3.500 2,727,883.0 16% 2/15/10 912828GG9 4.750 1,467,760.0 8% 2/15/10 9128275Z1 6.500 4,900,500.0 21% 2/28/10 912828HS2 2.000 2,900,059.0 10% 3/15/10 912828DP2 4.000 875,500.0 6% 3/31/10 912828HU7 1.750 3,991,601.0 12% 4/15/10 912828DR8 4.000 2,031,000.0 14% 600,000.0 4/30/10 912828HX1 2.125 2,751,815.9 8% 5/15/10 912828DU1 3.875 2,858,834.0 15% 5/15/10 912828GR5 4.500 3,939,140.0 21% 5/31/10 912828JA9 2.625 2,455,496.8 8% 50,000.0 6/15/10 912828DX5 3.625 404,000.0 3% 6/30/10 912828JC5 2.875 3,216,480.0 10% 7/15/10 912828DZ0 3.875 23,000.0 0% 16,000.0 7/31/10 912828JF8 2.750 3,414,989.0 10% 8/15/10 912828ED8 4.125 1,836,881.0 12% 40,000.0 8/15/10 9128276J6 5.750 2,594,477.0 12% 8/31/10 912828JJ0 2.375 2,668,760.3 8% 9/15/10 912828EG1 3.875 833,000.0 6% 9/30/10 912828JL5 2.000 3,150,451.8 8% 10/15/10 912828EJ5 4.250 580,000.0 4% 10/31/10 912828JP6 1.500 2,029,428.0 6% 523,000.0 11/15/10 912828EM8 4.500 2,198,782.0 14% 11/30/10 912828JS0 1.250 3,900,952.6 10% 3,900,952.6 12/15/10 912828EQ9 4.375 960,000.0 7% 350,000.0 12/31/10 912828JV3 0.875 4,962,313.7 12% 4,962,313.7 1/15/11 912828ES5 4.250 50,000.0 0% 1/31/11 912828JY7 0.875 2,231,793.8 5% 2,231,793.8 2/15/11 9128276T4 5.000 1,652,010.0 7% 25,000.0 2/28/11 912828KE9 0.875 3,557,704.3 8% 3,557,704.3 2/28/11 912828EX4 4.500 2,375,000.0 14% 418,000.0 3/31/11 912828KH2 0.875 2,980,984.6 7% 2,980,984.6 3/31/11 912828FA3 4.750 1,952,000.0 11% 100,000.0 4/30/11 912828KL3 0.875 3,939,100.7 10% 3,939,100.7 4/30/11 912828FD7 4.875 2,307,000.0 13% 437,000.0 5/31/11 912828KU3 0.875 7,893,373.9 19% 7,893,373.9 5/31/11 912828FH8 4.875 1,365,182.0 8% 87,000.0 6/30/11 912828LF5 1.125 1,161,613.2 3% 1,161,613.2 6/30/11 912828FK1 5.125 2,251,000.0 13% 7/31/11 912828LG3 1.000 1,052,108.9 2% 1,052,108.9 7/31/11 912828FN5 4.875 1,895,811.0 11% 463,000.0 8/15/11 9128277B2 5.000 2,204,678.0 8% 8/31/11 912828LV0 1.000 1,263,977.8 3% 1,263,977.8 8/31/11 912828FS4 4.625 2,131,000.0 12% 631,000.0 9/30/11 912828LW8 1.000 761,655.2 2% 761,655.2 9/30/11 912828FU9 4.500 2,663,000.0 15% 1,902,000.0 10/31/11 912828LT5 1.000 1,084,753.4 2% 1,084,753.4 10/31/11 912828FW5 4.625 2,945,502.0 18% 699,000.0 11/15/11 912828JU5 1.750 5,509,096.5 19% 1,066,000.0 11/30/11 912828GA2 4.500 3,662,737.0 21% 626,000.0 12/15/11 912828KA7 1.125 2,415,463.7 8% 2,415,463.7 12/31/11 912828GC8 4.625 1,901,925.0 12% 746,000.0 1/15/12 912828KB5 1.125 4,569,518.9 14% 4,569,518.9 1/31/12 912828GF1 4.750 2,153,240.0 14% 71,000.0 2/15/12 912828KC3 1.375 5,999,450.2 18% 5,999,450.2 2/15/12 9128277L0 4.875 2,779,532.0 11% 318,000.0 2/29/12 912828GK0 4.625 4,630,645.0 28% 644,000.0 3/15/12 912828KG4 1.375 10,227,714.4 30% 10,227,714.4 3/31/12 912828GM6 4.500 2,495,838.0 15% 141,000.0 4/15/12 912828KK5 1.375 10,322,034.0 29% 10,322,034.0 4/30/12 912828GQ7 4.500 3,098,144.0 19% 648,000.0 5/15/12 912828KP4 1.375 8,390,338.9 20% 8,390,338.9 5/31/12 912828GU8 4.750 4,884,839.0 30% 2,649,000.0 6/15/12 912828KX7 1.875 8,498,923.2 24% 8,498,923.2 6/30/12 912828GW4 4.875 5,564,473.0 35% 3,662,000.0 7/15/12 912828LB4 1.500 6,670,644.0 19% 6,670,644.0 7/31/12 912828GZ7 4.625 4,596,502.0 29% 2,794,000.0 8/15/12 912828LH1 1.750 10,888,620.0 25% 10,888,620.0 8/15/12 912828AJ9 4.375 3,542,600.0 18% 246,000.0 8/31/12 912828HC7 4.125 4,356,344.0 27% 1,265,000.0 9/15/12 912828LM0 1.375 3,595,342.9 9% 3,595,342.9 9/30/12 912828HE3 4.250 3,668,221.0 23% 791,000.0 10/15/12 912828LR9 1.375 305,000.2 1% 305,000.2 10/31/12 912828HG8 3.875 3,469,871.0 22% 961,000.0 11/15/12 912828LX6 1.375 4,973,253.4 11% 4,973,253.4 4,973,253.4 11/15/12 912828AP5 4.000 1,054,929.0 6% 819,000.0 11/30/12 912828HK9 3.375 3,554,232.0 22% 601,000.0 12/31/12 912828HM5 3.625 2,999,447.0 19% 342,000.0 1/31/13 912828HQ6 2.875 1,901,976.0 12% 197,000.0 2/15/13 912828AU4 3.875 3,134,500.0 16% 1,465,000.0 2/28/13 912828HT0 2.750 3,238,651.0 18% 1,454,000.0 3/31/13 912828HV5 2.500 3,807,029.0 19% 1,241,000.0 4/30/13 912828HY9 3.125 2,411,816.6 12% 669,000.0 5/15/13 912828BA7 3.625 3,794,732.0 21% 3,543,000.0 5/31/13 912828JB7 3.500 3,053,481.2 15% 1,530,000.0 6/30/13 912828JD3 3.375 2,514,320.0 11% 370,000.0 7/31/13 912828JG6 3.375 4,716,379.5 20% 2,403,000.0 8/15/13 912828BH2 4.250 5,570,214.0 17% 1,116,000.0 8/31/13 912828JK7 3.125 1,858,772.7 8% 24,000.0 9/30/13 912828JM3 3.125 3,272,848.2 12% 1,049,000.0 10/31/13 912828JQ4 2.750 3,648,360.8 15% 2,585,000.0 11/15/13 912828BR0 4.250 2,987,874.0 10% 1,031,000.0 11/30/13 912828JT8 2.000 3,319,243.4 12% 3,319,243.4 12/31/13 912828JW1 1.500 2,312,494.3 8% 2,312,494.3 1/31/14 912828JZ4 1.750 6,791,345.2 22% 6,791,345.2 2/15/14 912828CA6 4.000 2,259,420.0 8% 803,000.0 2/28/14 912828KF6 1.875 11,793,163.4 35% 11,793,163.4 3/31/14 912828KJ8 1.750 7,405,586.8 21% 7,405,586.8 4/30/14 912828KN9 1.875 7,173,837.9 20% 7,173,837.9 5/15/14 912828CJ7 4.750 3,213,292.0 12% 220,000.0 5/31/14 912828KV1 2.250 8,027,077.1 22% 8,027,077.1 6/30/14 912828KY5 2.625 6,443,492.0 17% 6,443,492.0 7/31/14 912828LC2 2.625 4,036,958.1 10% 4,036,958.1 8/15/14 912828CT5 4.250 2,845,849.0 12% 1,111,000.0 8/31/14 912828LK4 2.375 1,323,693.5 3% 1,323,693.5 9/30/14 912828LQ1 2.375 1,038,516.4 3% 1,038,516.4 10/31/14 912828LS7 2.375 1,010,792.7 2% 1,010,792.7 11/15/14 912828DC1 4.250 2,512,588.0 10% 274,000.0 2/15/15 912810DP0 11.250 3,681,733.0 35% 1,766,000.0 2/15/15 912828DM9 4.000 4,461,912.0 13% 3,595,000.0 5/15/15 912828DV9 4.125 9,515,588.0 28% 7,045,000.0 8/15/15 912810DS4 10.625 1,407,400.0 35% 235,000.0 8/15/15 912828EE6 4.250 5,872,161.0 18% 4,400,000.0 11/15/15 912810DT2 9.875 1,910,500.0 34% 899,000.0 11/15/15 912828EN6 4.500 2,220,586.0 10% 2/15/16 912810DV7 9.250 1,901,000.0 35% 759,000.0 2/15/16 912828EW6 4.500 1,802,266.0 8% 961,000.0 2/29/16 912828KS8 2.625 5,561,487.3 24% 5,561,487.3 3/31/16 912828KT6 2.375 4,664,590.6 19% 4,664,590.6 4/30/16 912828KR0 2.625 9,010,965.3 33% 9,010,965.3 5/15/16 912810DW5 7.250 4,269,200.0 23% 1,931,000.0 5/15/16 912828FF2 5.125 6,378,117.0 27% 4,584,000.0 5/31/16 912828KW9 3.250 9,410,943.0 35% 9,410,943.0 6/30/16 912828KZ2 3.250 7,632,088.8 27% 7,632,088.8 7/31/16 912828LD0 3.250 5,454,405.8 19% 5,454,405.8 8/15/16 912828FQ8 4.875 6,300,557.0 28% 5,244,000.0 8/31/16 912828LL2 3.000 1,487,651.7 5% 1,487,651.7 9/30/16 912828LP3 3.000 513,674.4 2% 513,674.4 10/31/16 912828LU2 3.125 764,257.9 2% 764,257.9 11/15/16 912810DX3 7.500 6,574,000.0 35% 3,648,000.0 11/15/16 912828FY1 4.625 3,669,117.0 16% 1,875,000.0 2/15/17 912828GH7 4.625 4,383,553.0 20% 3,191,000.0 5/15/17 912810DY1 8.750 5,445,000.0 35% 3,015,000.0 5/15/17 912828GS3 4.500 8,332,342.0 33% 4,246,000.0 8/15/17 912810DZ8 8.875 3,838,000.0 35% 1,415,000.0 8/15/17 912828HA1 4.750 9,800,000.0 35% 2,800,000.0 11/15/17 912828HH6 4.250 6,831,924.0 25% 158,000.0 2/15/18 912828HR4 3.500 6,204,224.0 16% 5/15/18 912810EA2 9.125 2,350,900.0 35% 1,101,000.0 5/15/18 912828HZ6 3.875 8,076,923.0 24% 8/15/18 912828JH4 4.000 7,804,630.9 21% 11/15/18 912810EB0 9.000 2,510,000.0 35% 1,457,000.0 11/15/18 912828JR2 3.750 5,359,856.6 9% 1,805,379.6 2/15/19 912810EC8 8.875 4,573,000.0 35% 1,996,000.0 2/15/19 912828KD1 2.750 2,675,943.8 5% 2,675,943.8 5/15/19 912828KQ2 3.125 4,413,691.9 7% 4,413,691.9 8/15/19 912810ED6 8.125 6,629,100.0 35% 3,788,000.0 8/15/19 912828LJ7 3.625 3,751,027.1 6% 3,751,027.1 11/15/19 912828LY4 3.375 3,108,283.3 11% 3,108,283.3 3,108,283.3 2/15/20 912810EE4 8.500 3,314,079.0 35% 1,828,000.0 5/15/20 912810EF1 8.750 2,652,600.0 35% 1,151,000.0 8/15/20 912810EG9 8.750 5,970,100.0 35% 3,331,000.0 2/15/21 912810EH7 7.875 1,931,600.0 19% 402,000.0 5/15/21 912810EJ3 8.125 3,519,500.0 35% 1,902,000.0 8/15/21 912810EK0 8.125 2,951,000.0 31% 868,000.0 11/15/21 912810EL8 8.000 8,270,900.0 27% 3,675,000.0 8/15/22 912810EM6 7.250 2,041,500.0 20% 533,000.0 11/15/22 912810EN4 7.625 2,597,000.0 35% 996,000.0 2/15/23 912810EP9 7.125 5,522,500.0 35% 2,807,000.0 8/15/23 912810EQ7 6.250 4,801,500.0 21% 1,909,000.0 11/15/24 912810ES3 7.500 1,980,100.0 21% 365,000.0 2/15/25 912810ET1 7.625 2,052,500.0 22% 334,000.0 8/15/25 912810EV6 6.875 1,969,500.0 18% 2/15/26 912810EW4 6.000 1,967,000.0 15% 292,000.0 8/15/26 912810EX2 6.750 3,083,000.0 35% 1,219,000.0 11/15/26 912810EY0 6.500 3,800,000.0 35% 2,076,000.0 2/15/27 912810EZ7 6.625 3,293,000.0 35% 1,808,000.0 8/15/27 912810FA1 6.375 3,214,500.0 35% 1,525,000.0 11/15/27 912810FB9 6.125 5,789,500.0 26% 2,441,000.0 8/15/28 912810FE3 5.500 2,583,808.0 22% 669,000.0 11/15/28 912810FF0 5.250 1,688,000.0 15% 77,000.0 2/15/29 912810FG8 5.250 2,160,000.0 19% 490,000.0 8/15/29 912810FJ2 6.125 2,907,000.0 26% 762,000.0 5/15/30 912810FM5 6.250 2,832,700.0 17% 609,000.0 2/15/31 912810FP8 5.375 2,395,740.0 15% 973,000.0 2/15/36 912810FT0 4.500 2,603,823.0 10% 206,000.0 2/15/37 912810PT9 4.750 2,915,591.0 18% 326,000.0 5/15/37 912810PU6 5.000 7,483,046.0 35% 70,000.0 2/15/38 912810PW2 4.375 7,791,000.2 35% 265,000.0 5/15/38 912810PX0 4.500 5,732,256.6 22% 227,000.0 2/15/39 912810QA9 3.500 1,799,527.1 7% 1,799,527.1 5/15/39 912810QB7 4.250 5,361,742.2 14% 5,361,742.2 8/15/39 912810QC5 4.500 3,529,955.3 9% 3,529,955.3 11/15/39 912810QD3 4.375 1,989,301.3 11% 1,989,301.3 1,989,301.3 Total 707,648,521.1 10,070,838.0 385,318,753.1 U.S. Treasury Inflation-Indexed Securities Maturity CUSIP Coupon Par Value Inflation % of Total Change in Par Change in Par Date Compensation Outstanding from Prior Week from Prior Year 1/15/10 9128275W8 4.250 1,253,789.0 355,248.6 11% 4/15/10 912828CZ1 0.875 3,472,000.0 485,107.8 12% 2,209,000.0 1/15/11 9128276R8 3.500 1,111,000.0 267,273.3 10% 568,000.0 4/15/11 912828FB1 2.375 2,921,502.0 256,537.1 14% 42,000.0 1/15/12 9128277J5 3.375 90,000.0 19,438.2 1% 4/15/12 912828GN4 2.000 3,291,105.0 210,729.5 19% 10,000.0 7/15/12 912828AF7 3.000 2,386,394.0 479,331.1 10% 4/15/13 912828HW3 0.625 999,657.7 21,512.6 7% 7/15/13 912828BD1 1.875 293,000.0 51,447.9 1% 1/15/14 912828BW9 2.000 732,000.0 123,364.0 3% 67,000.0 4/15/14 912828KM1 1.250 277,220.1 5,608.2 2% 277,220.1 7/15/14 912828CP3 2.000 50,000.0 7,273.0 0% 50,000.0 1/15/15 912828DH0 1.625 135,000.0 17,654.0 1% 135,000.0 7/15/15 912828EA4 1.875 208,000.0 22,890.4 1% 1/15/16 912828ET3 2.000 335,000.0 29,433.1 2% 110,000.0 7/15/16 912828FL9 2.500 3,061,000.0 211,637.5 15% 1/15/17 912828GD6 2.375 2,274,507.0 160,716.7 13% 25,000.0 7/15/17 912828GX2 2.625 250,000.0 10,445.0 2% 250,000.0 1/15/18 912828HN3 1.625 2,411,955.0 73,902.3 15% 7/15/18 912828JE1 1.375 974,000.0 1,246.7 7% 1/15/19 912828JX9 2.125 757,763.1 4,288.9 5% 757,763.1 7/15/19 912828LA6 1.875 189,976.3 2,133.4 1% 189,976.3 1/15/25 912810FR4 2.375 3,763,899.0 547,496.7 13% 604,000.0 1/15/26 912810FS2 2.000 2,999,993.0 263,579.4 15% 1/15/27 912810PS1 2.375 2,482,379.0 175,404.9 15% 1/15/28 912810PV4 1.750 1,635,237.5 50,103.7 10% 4/15/28 912810FD5 3.625 2,837,000.0 950,253.2 17% 300,000.0 1/15/29 912810PZ5 2.500 150,301.2 850.7 1% 150,301.2 4/15/29 912810FH6 3.875 3,033,000.0 950,542.2 16% 182,000.0 4/15/32 912810FQ6 3.375 266,000.0 57,567.7 5% Total 44,642,678.9 5,813,017.7 5,927,260.7 Federal Agency Securities Maturity CUSIP Issuer Coupon Par Value Change in Par Change in Par Date From Prior Week From Prior Year 12/10/09 31398AJX1 FNMA 3.875 30,000.0 30,000.0 1/15/10 3133X9VB3 FHLB 3.875 3,000.0 3,000.0 1/15/10 31359MFG3 FNMA 7.250 65,000.0 65,000.0 2/9/10 3137EAAP4 FHLMC 4.875 360,000.0 360,000.0 2/10/10 31398AKX9 FNMA 3.250 453,000.0 453,000.0 2/15/10 31359MXH1 FNMA 3.875 710,000.0 710,000.0 3/12/10 31359M5Z2 FNMA 4.750 878,000.0 878,000.0 3/15/10 3134A33L8 FHLMC 7.000 399,000.0 399,000.0 3/17/10 3133XBB20 FHLB 4.375 246,000.0 246,000.0 4/9/10 31398AMV1 FNMA 2.500 85,000.0 85,000.0 4/30/10 3133XQ5C2 FHLB 2.375 262,000.0 262,000.0 4/30/10 3137EABG3 FHLMC 2.875 529,000.0 529,000.0 5/14/10 3133XKXD2 FHLB 4.875 316,000.0 316,000.0 5/15/10 31359MC92 FNMA 4.125 219,000.0 219,000.0 5/20/10 31398APV8 FNMA 2.375 200,000.0 200,000.0 5/28/10 3137EABH1 FHLMC 2.375 662,000.0 662,000.0 6/15/10 31359MFS7 FNMA 7.125 509,000.0 509,000.0 6/18/10 3133XQU26 FHLB 2.750 592,000.0 592,000.0 6/28/10 3137EABL2 FHLMC 2.875 852,000.0 852,000.0 7/12/10 3134A4VB7 FHLMC 4.125 1,621,000.0 1,621,000.0 7/12/10 31398ASC7 FNMA 3.000 1,030,000.0 1,030,000.0 7/16/10 3133XRN22 FHLB 3.500 1,754,000.0 1,754,000.0 7/16/10 3137EABQ1 FHLMC 3.250 976,000.0 976,000.0 8/12/10 31398ASU7 FNMA 3.250 811,000.0 811,000.0 8/13/10 3133XRWL0 FHLB 3.375 845,000.0 845,000.0 8/15/10 31359MYN7 FNMA 4.250 514,000.0 514,000.0 8/23/10 3137EAAX7 FHLMC 5.125 709,000.0 709,000.0 9/13/10 31398AGU0 FNMA 4.375 374,000.0 374,000.0 9/15/10 3134A35H5 FHLMC 6.875 1,609,000.0 1,609,000.0 9/17/10 3133XCQZ9 FHLB 4.375 414,000.0 414,000.0 10/12/10 31398ATZ5 FNMA 2.875 1,923,000.0 1,923,000.0 10/18/10 3134A4VE1 FHLMC 4.125 252,000.0 252,000.0 10/20/10 3133XSCT3 FHLB 3.375 1,187,000.0 1,187,000.0 10/22/10 3133XMES6 FHLB 4.375 253,000.0 253,000.0 10/25/10 3137EABU2 FHLMC 3.125 809,000.0 809,000.0 11/15/10 31359MGJ6 FNMA 6.625 687,000.0 687,000.0 11/23/10 3137EABV0 FHLMC 2.875 816,000.0 816,000.0 12/15/10 31359MZL0 FNMA 4.750 294,000.0 294,000.0 12/17/10 3133XNHZ5 FHLB 3.625 424,000.0 424,000.0 1/7/11 3137EABW8 FHLMC 1.500 1,129,000.0 1,129,000.0 1/18/11 3134A4VJ0 FHLMC 4.750 445,000.0 445,000.0 1/21/11 3133XSVR6 FHLB 1.625 1,261,000.0 1,261,000.0 2/15/11 31359MF40 FNMA 4.500 139,000.0 139,000.0 2/18/11 3133XECU1 FHLB 4.625 89,000.0 89,000.0 2/25/11 3137EABF5 FHLMC 3.250 867,000.0 19,000.0 867,000.0 3/15/11 3134A4DY7 FHLMC 5.625 1,191,000.0 1,191,000.0 3/15/11 31359MHK2 FNMA 5.500 752,000.0 752,000.0 3/16/11 3133XT4D5 FHLB 1.625 1,152,000.0 19,000.0 1,152,000.0 3/23/11 31398AVQ2 FNMA 1.750 7,499,000.0 7,499,000.0 4/11/11 3137EABK4 FHLMC 2.750 777,000.0 777,000.0 4/11/11 31398APG1 FNMA 2.750 788,000.0 59,000.0 788,000.0 4/15/11 31359MM26 FNMA 5.125 781,000.0 87,000.0 781,000.0 4/18/11 3137EAAB5 FHLMC 5.125 1,381,000.0 1,381,000.0 4/26/11 3137EABZ1 FHLMC 1.625 1,839,000.0 85,000.0 1,839,000.0 4/28/11 31398AWQ1 FNMA 1.375 922,000.0 194,000.0 922,000.0 5/15/11 31359MJH7 FNMA 6.000 3,239,000.0 119,000.0 3,239,000.0 5/16/11 3133XTJ64 FHLB 1.375 988,000.0 28,000.0 988,000.0 5/19/11 31398ARH7 FNMA 3.375 849,000.0 194,000.0 849,000.0 5/20/11 3133XQQQ8 FHLB 2.625 683,000.0 22,000.0 683,000.0 6/15/11 3134A4FM1 FHLMC 6.000 564,000.0 22,000.0 564,000.0 6/24/11 3133XRCW8 FHLB 3.375 581,000.0 130,000.0 581,000.0 6/29/11 3137EABN8 FHLMC 3.875 440,000.0 70,000.0 440,000.0 7/1/11 3133XRRU6 FHLB 3.625 1,514,000.0 34,000.0 1,514,000.0 7/18/11 3137EAAF6 FHLMC 5.250 971,000.0 67,000.0 971,000.0 7/27/11 3133XTXH4 FHLB 1.625 1,318,000.0 562,000.0 1,318,000.0 8/15/11 31398ATL6 FNMA 3.625 1,769,000.0 10,000.0 1,769,000.0 8/19/11 3133XGDD3 FHLB 5.375 880,000.0 53,000.0 880,000.0 9/15/11 3134A4HF4 FHLMC 5.500 140,000.0 2,000.0 140,000.0 9/16/11 3133XS4S4 FHLB 3.625 1,305,000.0 1,305,000.0 10/15/11 31359MZ30 FNMA 5.000 550,000.0 69,000.0 550,000.0 11/15/11 31359MLS0 FNMA 5.375 169,000.0 169,000.0 11/18/11 3133XHPH9 FHLB 4.875 531,000.0 531,000.0 11/23/11 31398AZN5 FNMA 1.000 190,000.0 190,000.0 12/15/11 3137EACF4 FHLMC 1.125 421,000.0 421,000.0 1/9/12 31398AUU4 FNMA 2.000 1,099,000.0 1,099,000.0 1/15/12 3134A4JT2 FHLMC 5.750 610,000.0 610,000.0 2/16/12 31359M5H2 FNMA 5.000 463,000.0 463,000.0 3/5/12 3137EAAR0 FHLMC 4.750 770,000.0 770,000.0 3/15/12 31359MMQ3 FNMA 6.125 794,000.0 794,000.0 3/23/12 3137EABY4 FHLMC 2.125 1,647,000.0 1,647,000.0 4/13/12 3133XTAW6 FHLB 2.250 1,205,000.0 1,205,000.0 4/20/12 31398AWK4 FNMA 1.875 598,000.0 598,000.0 5/15/12 3133MNVV0 FHLB 5.750 399,000.0 399,000.0 5/18/12 31398ABX9 FNMA 4.875 843,000.0 843,000.0 6/15/12 3137EACC1 FHLMC 1.750 1,057,000.0 1,057,000.0 6/20/12 3133XTS49 FHLB 1.875 583,000.0 583,000.0 7/15/12 3134A4QD9 FHLMC 5.125 455,000.0 455,000.0 8/10/12 31398AYM8 FNMA 1.750 1,725,000.0 1,725,000.0 8/20/12 3137EAAV1 FHLMC 5.500 985,000.0 985,000.0 8/22/12 3133XUE41 FHLB 1.750 619,000.0 619,000.0 9/15/12 31359MPF4 FNMA 4.375 103,000.0 103,000.0 9/21/12 3137EACE7 FHLMC 2.125 2,346,000.0 2,346,000.0 9/26/12 3133XUUJ0 FHLB 1.625 691,000.0 691,000.0 10/10/12 3133XML66 FHLB 4.625 475,000.0 475,000.0 10/25/12 3137EAAZ2 FHLMC 4.625 536,000.0 536,000.0 11/15/12 3133MTZL5 FHLB 4.500 693,000.0 693,000.0 11/19/12 31398AHZ8 FNMA 4.750 792,000.0 792,000.0 11/21/12 3133XVEM9 FHLB 1.625 274,000.0 274,000.0 12/21/12 3137EABE8 FHLMC 4.125 2,500,000.0 2,500,000.0 1/15/13 3134A4SA3 FHLMC 4.500 927,000.0 927,000.0 2/12/13 31398AKY7 FNMA 3.625 246,000.0 246,000.0 2/27/13 3133XP2W3 FHLB 3.375 80,000.0 80,000.0 3/15/13 31359MRG0 FNMA 4.375 518,000.0 518,000.0 4/9/13 31398AMW9 FNMA 3.250 255,000.0 255,000.0 5/29/13 3133XQU34 FHLB 3.625 637,000.0 637,000.0 5/29/13 3137EABJ7 FHLMC 3.500 236,000.0 236,000.0 6/14/13 31339X2M5 FHLB 3.875 232,000.0 232,000.0 6/28/13 3137EABM0 FHLMC 3.750 1,420,000.0 1,420,000.0 7/12/13 31398ASD5 FNMA 3.875 2,266,000.0 2,266,000.0 7/15/13 3134A4TZ7 FHLMC 4.500 166,000.0 166,000.0 8/14/13 3133XGVF8 FHLB 5.125 688,000.0 688,000.0 9/6/13 3133XRX88 FHLB 4.000 1,497,000.0 1,497,000.0 9/16/13 3133X1BV8 FHLB 4.500 560,000.0 560,000.0 9/27/13 3137EABS7 FHLMC 4.125 3,000,000.0 3,000,000.0 10/15/13 31359MTG8 FNMA 4.625 227,000.0 227,000.0 10/18/13 3133XSAE8 FHLB 3.625 761,000.0 761,000.0 11/15/13 3134A4UK8 FHLMC 4.875 502,000.0 502,000.0 12/11/13 31398AUJ9 FNMA 2.875 1,028,000.0 1,028,000.0 1/7/14 3137EABX6 FHLMC 2.500 1,426,000.0 1,426,000.0 1/15/14 3134A4UM4 FHLMC 4.500 734,000.0 734,000.0 2/5/14 31398AVD1 FNMA 2.750 3,500,000.0 3,500,000.0 3/13/14 31398AVZ2 FNMA 2.750 3,964,000.0 3,964,000.0 4/15/14 31359MUT8 FNMA 4.125 745,000.0 745,000.0 4/23/14 3137EACB3 FHLMC 2.500 1,472,000.0 1,472,000.0 5/15/14 31398AXJ6 FNMA 2.500 788,000.0 788,000.0 6/18/14 3133X7FK5 FHLB 5.250 423,000.0 423,000.0 7/15/14 3134A4UU6 FHLMC 5.000 900,000.0 900,000.0 7/28/14 3137EACD9 FHLMC 3.000 484,000.0 484,000.0 8/13/14 3133XLJP9 FHLB 5.500 565,000.0 565,000.0 9/16/14 31398AYY2 FNMA 3.000 1,166,000.0 1,166,000.0 10/15/14 31359MWJ8 FNMA 4.625 223,000.0 223,000.0 11/20/14 31398AZV7 FNMA 2.625 923,000.0 923,000.0 1/15/15 3134A4UX0 FHLMC 4.500 936,000.0 936,000.0 4/15/15 31359MA45 FNMA 5.000 931,000.0 931,000.0 7/17/15 3134A4VC5 FHLMC 4.375 642,000.0 642,000.0 10/15/15 31359MZC0 FNMA 4.375 947,000.0 947,000.0 11/17/15 3134A4VG6 FHLMC 4.750 1,132,000.0 1,132,000.0 1/19/16 3134A4ZT4 FHLMC 4.750 1,584,000.0 1,584,000.0 3/15/16 31359MH89 FNMA 5.000 2,061,000.0 2,061,000.0 4/18/16 3137EAAD1 FHLMC 5.250 2,052,000.0 2,052,000.0 5/18/16 3133XFJF4 FHLB 5.375 2,000,000.0 2,000,000.0 7/15/16 31359MS61 FNMA 5.375 1,033,000.0 86,000.0 1,033,000.0 7/18/16 3137EAAG4 FHLMC 5.500 1,568,000.0 147,000.0 1,568,000.0 9/15/16 31359MW41 FNMA 5.250 2,000,000.0 2,000,000.0 10/18/16 3137EAAJ8 FHLMC 5.125 1,610,000.0 74,000.0 1,610,000.0 12/15/16 31359M2D4 FNMA 4.875 1,044,000.0 64,000.0 1,044,000.0 12/16/16 3133XHZK1 FHLB 4.750 1,269,000.0 1,269,000.0 2/13/17 31359M4D2 FNMA 5.000 1,226,000.0 150,000.0 1,226,000.0 2/16/17 3137EAAM1 FHLMC 5.000 1,500,000.0 11,000.0 1,500,000.0 4/18/17 3137EAAS8 FHLMC 5.000 1,500,000.0 218,000.0 1,500,000.0 5/11/17 31359M7X5 FNMA 5.000 1,458,000.0 272,000.0 1,458,000.0 5/17/17 3133XKQX6 FHLB 4.875 1,500,000.0 1,500,000.0 6/12/17 31398ADM1 FNMA 5.375 469,000.0 61,000.0 469,000.0 8/23/17 3137EAAY5 FHLMC 5.500 1,209,000.0 116,000.0 1,209,000.0 11/17/17 3133XMQ87 FHLB 5.000 562,000.0 155,000.0 562,000.0 11/17/17 3137EABA6 FHLMC 5.125 1,430,000.0 116,000.0 1,430,000.0 6/13/18 3137EABP3 FHLMC 4.875 1,670,000.0 50,000.0 1,670,000.0 3/27/19 3137EACA5 FHLMC 3.750 62,000.0 62,000.0 5/15/29 31359MEU3 FNMA 6.250 486,000.0 486,000.0 1/15/30 31359MFJ7 FNMA 7.125 424,000.0 424,000.0 5/15/30 31359MFP3 FNMA 7.250 255,000.0 255,000.0 11/15/30 31359MGK3 FNMA 6.625 382,000.0 382,000.0 3/15/31 3134A4AA2 FHLMC 6.750 316,000.0 7,000.0 316,000.0 7/15/32 3134A4KX1 FHLMC 6.250 184,000.0 4,000.0 184,000.0 Total 153,049,000.0 3,376,000.0 153,049,000.0