Key	CUSIP	Security Description	Security Type	Series	Interest Rate	Issue Date	1st Int. Payment Date	Original Issue Date	Standard Interest Payment	Maturity Date
39918-3.125	912828CE8	5-YEAR	NOTE	G-2009	3.125	4/15/2004	10/15/2004	N/A	15.625	4/15/2009
39933-4.5	912828GP9	2-YEAR	NOTE	Y-2009	4.5	4/30/2007	10/31/2007	N/A	22.5	4/30/2009
39948-3.875	912828CH1	5-YEAR	NOTE	H-2009	3.875	5/17/2004	11/15/2004	N/A	19.375	5/15/2009
39948-4.875	912828FE5	3-YEAR	NOTE	S-2009	4.875	5/15/2006	11/15/2006	N/A	24.375	5/15/2009
39964-4.875	912828GT1	2-YEAR	NOTE	Z-2009	4.875	5/31/2007	11/30/2007	N/A	24.375	5/31/2009
39979-4	912828CL2	5-YEAR	NOTE	J-2009	4	6/15/2004	12/15/2004	N/A	20	6/15/2009
39994-4.875	912828GV6	2-YEAR	NOTE	AA-2009	4.875	7/2/2007	12/31/2007	N/A	24.375	6/30/2009
40009-3.625	912828CN8	5-YEAR	NOTE	K-2009	3.625	7/15/2004	1/15/2005	N/A	18.125	7/15/2009
40025-4.625	912828GY0	2-YEAR	NOTE	AB-2009	4.625	7/31/2007	1/31/2008	N/A	23.125	7/31/2009
40040-3.5	912828CS7	5-YEAR	NOTE	L-2009	3.5	8/16/2004	2/15/2005	N/A	17.5	8/15/2009
40040-4.875	912828FP0	3-YEAR	NOTE	T-2009	4.875	8/15/2006	2/15/2007	N/A	24.375	8/15/2009
40040-6	9128275N8	10-YEAR	NOTE	C-2009	6	8/16/1999	2/15/2000	N/A	30	8/15/2009
40040-6	9128275N8	9-YEAR 9-MONTH	NOTE	C-2009	6	11/15/1999	2/15/2000	8/16/1999	30	8/15/2009
40056-4	912828HB9	2-YEAR	NOTE	AC-2009	4	8/31/2007	2/29/2008	N/A	20	8/31/2009
40071-3.375	912828CV0	5-YEAR	NOTE	M-2009	3.375	9/15/2004	3/15/2005	N/A	16.875	9/15/2009
40086-4	912828HD5	2-YEAR	NOTE	AD-2009	4	10/1/2007	3/31/2008	N/A	20	9/30/2009
40101-3.375	912828CX6	5-YEAR	NOTE	N-2009	3.375	10/15/2004	4/15/2005	N/A	16.875	10/15/2009
40117-3.625	912828HF0	2-YEAR	NOTE	AE-2009	3.625	10/31/2007	4/30/2008	N/A	18.125	10/31/2009
40132-3.5	912828DB3	5-YEAR	NOTE	P-2009	3.5	11/15/2004	5/15/2005	N/A	17.5	11/15/2009
40132-4.625	912828FX3	3-YEAR	NOTE	U-2009	4.625	11/15/2006	5/15/2007	N/A	23.125	11/15/2009
40147-3.125	912828HJ2	2-YEAR	NOTE	AF-2009	3.125	11/30/2007	5/31/2008	N/A	15.625	11/30/2009
40162-3.5	912828DE7	5-YEAR	NOTE	Q-2009	3.5	12/15/2004	6/15/2005	N/A	17.5	12/15/2009
40178-3.25	912828HL7	2-YEAR	NOTE	AG-2009	3.25	12/31/2007	6/30/2008	N/A	16.25	12/31/2009
40193-3.625	912828DG2	5-YEAR	NOTE	E-2010	3.625	1/18/2005	7/15/2005	N/A	18.125	1/15/2010
40209-2.125	912828HP8	2-YEAR	NOTE	U-2010	2.125	1/31/2008	7/31/2008	N/A	10.625	1/31/2010
40224-3.5	912828DL1	5-YEAR	NOTE	F-2010	3.5	2/15/2005	8/15/2005	N/A	17.5	2/15/2010
40224-4.75	912828GG9	3-YEAR	NOTE	S-2010	4.75	2/15/2007	8/15/2007	N/A	23.75	2/15/2010
40224-6.5	9128275Z1	10-YEAR	NOTE	B-2010	6.5	2/15/2000	8/15/2000	N/A	32.5	2/15/2010
40224-6.5	9128275Z1	9-YEAR 9-MONTH	NOTE	B-2010	6.5	5/15/2000	8/15/2000	2/15/2000	32.5	2/15/2010
40237-2	912828HS2	2-YEAR	NOTE	V-2010	2	2/29/2008	8/31/2008	N/A	10	2/28/2010
40252-4	912828DP2	5-YEAR	NOTE	G-2010	4	3/15/2005	9/15/2005	N/A	20	3/15/2010
40268-1.75	912828HU7	2-YEAR	NOTE	W-2010	1.75	3/31/2008	9/30/2008	N/A	8.75	3/31/2010
40283-4	912828DR8	5-YEAR	NOTE	H-2010	4	4/15/2005	10/15/2005	N/A	20	4/15/2010
40298-2.125	912828HX1	2-YEAR	NOTE	X-2010	2.125	4/30/2008	10/31/2008	N/A	10.625	4/30/2010
40313-3.875	912828DU1	5-YEAR	NOTE	J-2010	3.875	5/16/2005	11/15/2005	N/A	19.375	5/15/2010
40313-4.5	912828GR5	3-YEAR	NOTE	T-2010	4.5	5/15/2007	11/15/2007	N/A	22.5	5/15/2010
40329-2.625	912828JA9	2-YEAR	NOTE	Y-2010	2.625	6/2/2008	11/30/2008	N/A	13.125	5/31/2010
40344-3.625	912828DX5	5-YEAR	NOTE	K-2010	3.625	6/15/2005	12/15/2005	N/A	18.125	6/15/2010
40359-2.875	912828JC5	2-YEAR	NOTE	Z-2010	2.875	6/30/2008	12/31/2008	N/A	14.375	6/30/2010
40374-3.875	912828DZ0	5-YEAR	NOTE	L-2010	3.875	7/15/2005	1/15/2006	N/A	19.375	7/15/2010
40390-2.75	912828JF8	2-YEAR	NOTE	AA-2010	2.75	7/31/2008	1/31/2009	N/A	13.75	7/31/2010
40405-4.125	912828ED8	5-YEAR	NOTE	M-2010	4.125	8/15/2005	2/15/2006	N/A	20.625	8/15/2010
40405-5.75	9128276J6	10-YEAR	NOTE	C-2010	5.75	8/15/2000	2/15/2001	N/A	28.75	8/15/2010
40405-5.75	9128276J6	9-YEAR 9-MONTH	NOTE	C-2010	5.75	11/15/2000	2/15/2001	8/15/2000	28.75	8/15/2010
40421-2.375	912828JJ0	2-YEAR	NOTE	AB-2010	2.375	9/2/2008	2/28/2009	N/A	11.875	8/31/2010
40436-3.875	912828EG1	5-YEAR	NOTE	N-2010	3.875	9/15/2005	3/15/2006	N/A	19.375	9/15/2010
40451-2	912828JL5	2-YEAR	NOTE	AC-2010	2	9/30/2008	3/31/2009	N/A	10	9/30/2010
40466-4.25	912828EJ5	5-YEAR	NOTE	P-2010	4.25	10/17/2005	4/15/2006	N/A	21.25	10/15/2010
40482-1.5	912828JP6	2-YEAR	NOTE	AD-2010	1.5	10/31/2008	4/30/2009	N/A	7.5	10/31/2010
40497-4.5	912828EM8	5-YEAR	NOTE	Q-2010	4.5	11/15/2005	5/15/2006	N/A	22.5	11/15/2010
40512-1.25	912828JS0	2-YEAR	NOTE	AE-2010	1.25	12/1/2008	5/31/2009	N/A	6.25	11/30/2010
40527-4.375	912828EQ9	5-YEAR	NOTE	R-2010	4.375	12/15/2005	6/15/2006	N/A	21.875	12/15/2010
40543-0.875	912828JV3	2-YEAR	NOTE	AF-2010	0.875	12/31/2008	6/30/2009	N/A	4.375	12/31/2010
40558-4.25	912828ES5	5-YEAR	NOTE	D-2011	4.25	1/17/2006	7/15/2006	N/A	21.25	1/15/2011
40574-0.875	912828JY7	2-YEAR	NOTE	U-2011	0.875	2/2/2009	7/31/2009	N/A	4.375	1/31/2011
40589-5	9128276T4	10-YEAR	NOTE	B-2011	5	2/15/2001	8/15/2001	N/A	25	2/15/2011
40589-5	9128276T4	9-YEAR 9-MONTH	NOTE	B-2011	5	5/15/2001	8/15/2001	2/15/2001	25	2/15/2011
40602-0.875	912828KE9	2-YEAR	NOTE	V-2011	0.875	3/2/2009	8/31/2009	N/A	4.375	2/28/2011
40602-4.5	912828EX4	5-YEAR	NOTE	E-2011	4.5	2/28/2006	8/31/2006	N/A	22.5	2/28/2011
40633-0.875	912828KH2	2-YEAR	NOTE	W-2011	0.875	3/31/2009	9/30/2009	N/A	4.375	3/31/2011
40633-4.75	912828FA3	5-YEAR	NOTE	F-2011	4.75	3/31/2006	9/30/2006	N/A	23.75	3/31/2011
40663-0.875	912828KL3	2-YEAR	NOTE	X-2011	0.875	4/30/2009	10/31/2009	N/A	4.375	4/30/2011
40663-4.875	912828FD7	5-YEAR	NOTE	H-2011	4.875	5/1/2006	10/31/2006	N/A	24.375	4/30/2011
40694-0.875	912828KU3	2-YEAR	NOTE	Y-2011	0.875	6/1/2009	11/30/2009	N/A	4.375	5/31/2011
40694-4.875	912828FH8	5-YEAR	NOTE	J-2011	4.875	5/31/2006	11/30/2006	N/A	24.375	5/31/2011
40724-5.125	912828FK1	5-YEAR	NOTE	K-2011	5.125	6/30/2006	12/31/2006	N/A	25.625	6/30/2011
40755-4.875	912828FN5	5-YEAR	NOTE	L-2011	4.875	7/31/2006	1/31/2007	N/A	24.375	7/31/2011
40770-5	9128277B2	10-YEAR	NOTE	C-2011	5	8/15/2001	2/15/2002	N/A	25	8/15/2011
40770-5	9128277B2	9-YEAR 10-MONTH	NOTE	C-2011	5	10/5/2001	2/15/2002	8/15/2001	25	8/15/2011
40770-5	9128277B2	9-YEAR 9-MONTH	NOTE	C-2011	5	11/15/2001	2/15/2002	8/15/2001	25	8/15/2011
40786-4.625	912828FS4	5-YEAR	NOTE	M-2011	4.625	8/31/2006	2/28/2007	N/A	23.125	8/31/2011
40816-4.5	912828FU9	5-YEAR	NOTE	N-2011	4.5	10/2/2006	3/31/2007	N/A	22.5	9/30/2011
40847-4.625	912828FW5	5-YEAR	NOTE	P-2011	4.625	10/31/2006	4/30/2007	N/A	23.125	10/31/2011
40862-1.75	912828JU5	3-YEAR	NOTE	S-2011	1.75	11/17/2008	5/15/2009	N/A	8.75	11/15/2011
40877-4.5	912828GA2	5-YEAR	NOTE	Q-2011	4.5	11/30/2006	5/31/2007	N/A	22.5	11/30/2011
40892-1.125	912828KA7	3-YEAR	NOTE	T-2011	1.125	12/15/2008	6/15/2009	N/A	5.625	12/15/2011
40908-4.625	912828GC8	5-YEAR	NOTE	R-2011	4.625	1/2/2007	6/30/2007	N/A	23.125	12/31/2011
40923-1.125	912828KB5	3-YEAR	NOTE	U-2012	1.125	1/15/2009	7/15/2009	N/A	5.625	1/15/2012
40939-4.75	912828GF1	5-YEAR	NOTE	F-2012	4.75	1/31/2007	7/31/2007	N/A	23.75	1/31/2012
40954-1.375	912828KC3	3-YEAR	NOTE	V-2012	1.375	2/17/2009	8/15/2009	N/A	6.875	2/15/2012
40954-4.875	9128277L0	10-YEAR	NOTE	B-2012	4.875	2/15/2002	8/15/2002	N/A	24.375	2/15/2012
40954-4.875	9128277L0	9-YEAR 9-MONTH	NOTE	B-2012	4.875	5/15/2002	8/15/2002	2/15/2002	24.375	2/15/2012
40968-4.625	912828GK0	5-YEAR	NOTE	G-2012	4.625	2/28/2007	8/31/2007	N/A	23.125	2/29/2012
40983-1.375	912828KG4	3-YEAR	NOTE	W-2012	1.375	3/16/2009	9/15/2009	N/A	6.875	3/15/2012
40999-4.5	912828GM6	5-YEAR	NOTE	H-2012	4.5	4/2/2007	9/30/2007	N/A	22.5	3/31/2012
41014-1.375	912828KK5	3-YEAR	NOTE	X-2012	1.375	4/15/2009	10/15/2009	N/A	6.875	4/15/2012
41029-4.5	912828GQ7	5-YEAR	NOTE	K-2012	4.5	4/30/2007	10/31/2007	N/A	22.5	4/30/2012
41044-1.375	912828KP4	3-YEAR	NOTE	Y-2012	1.375	5/15/2009	11/15/2009	N/A	6.875	5/15/2012
41060-4.75	912828GU8	5-YEAR	NOTE	L-2012	4.75	5/31/2007	11/30/2007	N/A	23.75	5/31/2012
41090-4.875	912828GW4	5-YEAR	NOTE	M-2012	4.875	7/2/2007	12/31/2007	N/A	24.375	6/30/2012
41121-4.625	912828GZ7	5-YEAR	NOTE	N-2012	4.625	7/31/2007	1/31/2008	N/A	23.125	7/31/2012
41136-4.375	912828AJ9	10-YEAR	NOTE	D-2012	4.375	8/15/2002	2/15/2003	N/A	21.875	8/15/2012
41152-4.125	912828HC7	5-YEAR	NOTE	P-2012	4.125	8/31/2007	2/29/2008	N/A	20.625	8/31/2012
41182-4.25	912828HE3	5-YEAR	NOTE	Q-2012	4.25	10/1/2007	3/31/2008	N/A	21.25	9/30/2012
41213-3.875	912828HG8	5-YEAR	NOTE	R-2012	3.875	10/31/2007	4/30/2008	N/A	19.375	10/31/2012
41228-4	912828AP5	10-YEAR	NOTE	E-2012	4	11/15/2002	5/15/2003	N/A	20	11/15/2012
41243-3.375	912828HK9	5-YEAR	NOTE	S-2012	3.375	11/30/2007	5/31/2008	N/A	16.875	11/30/2012
41274-3.625	912828HM5	5-YEAR	NOTE	T-2012	3.625	12/31/2007	6/30/2008	N/A	18.125	12/31/2012
41305-2.875	912828HQ6	5-YEAR	NOTE	F-2013	2.875	1/31/2008	7/31/2008	N/A	14.375	1/31/2013
41320-3.875	912828AU4	10-YEAR	NOTE	A-2013	3.875	2/18/2003	8/15/2003	N/A	19.375	2/15/2013
41333-2.75	912828HT0	5-YEAR	NOTE	G-2013	2.75	2/29/2008	8/31/2008	N/A	13.75	2/28/2013
41364-2.5	912828HV5	5-YEAR	NOTE	H-2013	2.5	3/31/2008	9/30/2008	N/A	12.5	3/31/2013
41394-3.125	912828HY9	5-YEAR	NOTE	K-2013	3.125	4/30/2008	10/31/2008	N/A	15.625	4/30/2013
41409-3.625	912828BA7	10-YEAR	NOTE	B-2013	3.625	5/15/2003	11/15/2003	N/A	18.125	5/15/2013
41425-3.5	912828JB7	5-YEAR	NOTE	L-2013	3.5	6/2/2008	11/30/2008	N/A	17.5	5/31/2013
41455-3.375	912828JD3	5-YEAR	NOTE	M-2013	3.375	6/30/2008	12/31/2008	N/A	16.875	6/30/2013
41486-3.375	912828JG6	5-YEAR	NOTE	N-2013	3.375	7/31/2008	1/31/2009	N/A	16.875	7/31/2013
41501-12	912810DF2	29-YEAR 6-MONTH	BOND		12	2/15/1984	8/15/1984	8/15/1983	60	8/15/2013
41501-4.25	912828BH2	10-YEAR	NOTE	D-2013	4.25	8/15/2003	2/15/2004	N/A	21.25	8/15/2013
41501-4.25	912828BH2	9-YEAR 11-MONTH	NOTE	D-2013	4.25	9/15/2003	2/15/2004	8/15/2003	21.25	8/15/2013
41517-3.125	912828JK7	5-YEAR	NOTE	P-2013	3.125	9/2/2008	2/28/2009	N/A	15.625	8/31/2013
41547-3.125	912828JM3	5-YEAR	NOTE	Q-2013	3.125	9/30/2008	3/31/2009	N/A	15.625	9/30/2013
41578-2.75	912828JQ4	5-YEAR	NOTE	R-2013	2.75	10/31/2008	4/30/2009	N/A	13.75	10/31/2013
41593-4.25	912828BR0	10-YEAR	NOTE	E-2013	4.25	11/17/2003	5/15/2004	N/A	21.25	11/15/2013
41593-4.25	912828BR0	9-YEAR 11-MONTH	NOTE	E-2013	4.25	12/15/2003	5/15/2004	11/17/2003	21.25	11/15/2013
41608-2	912828JT8	5-YEAR	NOTE	S-2013	2	12/1/2008	5/31/2009	N/A	10	11/30/2013
41639-1.5	912828JW1	5-YEAR	NOTE	T-2013	1.5	12/31/2008	6/30/2009	N/A	7.5	12/31/2013
41670-1.75	912828JZ4	5-YEAR	NOTE	G-2014	1.75	2/2/2009	7/31/2009	N/A	8.75	1/31/2014
41685-4	912828CA6	10-YEAR	NOTE	B-2014	4	2/17/2004	8/15/2004	N/A	20	2/15/2014
41685-4	912828CA6	9-YEAR 11-MONTH	NOTE	B-2014	4	3/15/2004	8/15/2004	2/17/2004	20	2/15/2014
41698-1.875	912828KF6	5-YEAR	NOTE	H-2014	1.875	3/2/2009	8/31/2009	N/A	9.375	2/28/2014
41729-1.75	912828KJ8	5-YEAR	NOTE	J-2014	1.75	3/31/2009	9/30/2009	N/A	8.75	3/31/2014
41759-1.875	912828KN9	5-YEAR	NOTE	L-2014	1.875	4/30/2009	10/31/2009	N/A	9.375	4/30/2014
41774-13.25	912810DJ4	30-YEAR	BOND		13.25	5/15/1984	11/15/1984	N/A	66.25	5/15/2014
41774-4.75	912828CJ7	10-YEAR	NOTE	C-2014	4.75	5/17/2004	11/15/2004	N/A	23.75	5/15/2014
41774-4.75	912828CJ7	9-YEAR 11-MONTH	NOTE	C-2014	4.75	6/15/2004	11/15/2004	5/17/2004	23.75	5/15/2014
41790-2.25	912828KV1	5-YEAR	NOTE	M-2014	2.25	6/1/2009	11/30/2009	N/A	11.25	5/31/2014
41866-12.5	912810DL9	30-YEAR	BOND		12.5	8/15/1984	2/15/1985	N/A	62.5	8/15/2014
41866-4.25	912828CT5	10-YEAR	NOTE	E-2014	4.25	8/16/2004	2/15/2005	N/A	21.25	8/15/2014
41866-4.25	912828CT5	9-YEAR 11-MONTH	NOTE	E-2014	4.25	9/15/2004	2/15/2005	8/16/2004	21.25	8/15/2014
41958-11.75	912810DN5	30-YEAR	BOND		11.75	11/15/1984	5/15/1985	N/A	58.75	11/15/2014
41958-4.25	912828DC1	10-YEAR	NOTE	F-2014	4.25	11/15/2004	5/15/2005	N/A	21.25	11/15/2014
41958-4.25	912828DC1	9-YEAR 11-MONTH	NOTE	F-2014	4.25	12/15/2004	5/15/2005	11/15/2004	21.25	11/15/2014
42050-11.25	912810DP0	30-YEAR	BOND		11.25	2/15/1985	8/15/1985	N/A	56.25	2/15/2015
42050-11.25	912810DP0	29-YEAR 9-MONTH	BOND		11.25	5/15/1985	8/15/1985	2/15/1985	56.25	2/15/2015
42050-4	912828DM9	10-YEAR	NOTE	B-2015	4	2/15/2005	8/15/2005	N/A	20	2/15/2015
42050-4	912828DM9	9-YEAR 11-MONTH	NOTE	B-2015	4	3/15/2005	8/15/2005	2/15/2005	20	2/15/2015
42050-4	912828DM9	6-YEAR 4-MONTH	NOTE	B-2015	4	10/15/2008	2/15/2009	2/15/2005	20	2/15/2015
42139-4.125	912828DV9	10-YEAR	NOTE	C-2015	4.125	5/16/2005	11/15/2005	N/A	20.625	5/15/2015
42139-4.125	912828DV9	9-YEAR 11-MONTH	NOTE	C-2015	4.125	6/15/2005	11/15/2005	5/16/2005	20.625	5/15/2015
42139-4.125	912828DV9	6-YEAR 7-MONTH	NOTE	C-2015	4.125	10/15/2008	11/15/2008	5/16/2005	20.625	5/15/2015
42231-10.625	912810DS4	30-YEAR	BOND		10.625	8/15/1985	2/15/1986	N/A	53.125	8/15/2015
42231-4.25	912828EE6	10-YEAR	NOTE	E-2015	4.25	8/15/2005	2/15/2006	N/A	21.25	8/15/2015
42231-4.25	912828EE6	9-YEAR 11-MONTH	NOTE	E-2015	4.25	9/15/2005	2/15/2006	8/15/2005	21.25	8/15/2015
42231-4.25	912828EE6	6-YEAR 10-MONTH	NOTE	E-2015	4.25	10/15/2008	2/15/2009	8/15/2005	21.25	8/15/2015
42323-4.5	912828EN6	10-YEAR	NOTE	F-2015	4.5	11/15/2005	5/15/2006	N/A	22.5	11/15/2015
42323-4.5	912828EN6	9-YEAR 11-MONTH	NOTE	F-2015	4.5	12/15/2005	5/15/2006	11/15/2005	22.5	11/15/2015
42323-9.875	912810DT2	30-YEAR	BOND		9.875	11/29/1985	5/15/1986	N/A	49.375	11/15/2015
42415-4.5	912828EW6	10-YEAR	NOTE	B-2016	4.5	2/15/2006	8/15/2006	N/A	22.5	2/15/2016
42415-4.5	912828EW6	9-YEAR 11-MONTH	NOTE	B-2016	4.5	3/15/2006	8/15/2006	2/15/2006	22.5	2/15/2016
42415-9.25	912810DV7	30-YEAR	BOND		9.25	2/18/1986	8/15/1986	N/A	46.25	2/15/2016
42429-2.625	912828KS8	7-YEAR	NOTE	G-2016	2.625	3/2/2009	8/31/2009	N/A	13.125	2/29/2016
42460-2.375	912828KT6	7-YEAR	NOTE	H-2016	2.375	3/31/2009	9/30/2009	N/A	11.875	3/31/2016
42490-2.625	912828KR0	7-YEAR	NOTE	J-2016	2.625	4/30/2009	10/31/2009	N/A	13.125	4/30/2016
42505-5.125	912828FF2	10-YEAR	NOTE	C-2016	5.125	5/15/2006	11/15/2006	N/A	25.625	5/15/2016
42505-5.125	912828FF2	9-YEAR 11-MONTH	NOTE	C-2016	5.125	6/15/2006	11/15/2006	5/15/2006	25.625	5/15/2016
42505-7.25	912810DW5	30-YEAR	BOND		7.25	5/15/1986	11/15/1986	N/A	36.25	5/15/2016
42505-7.25	912810DW5	29-YEAR 9-MONTH	BOND		7.25	8/15/1986	11/15/1986	5/15/1986	36.25	5/15/2016
42521-3.25	912828KW9	7-YEAR	NOTE	K-2016	3.25	6/1/2009	11/30/2009	N/A	16.25	5/31/2016
42597-4.875	912828FQ8	10-YEAR	NOTE	E-2016	4.875	8/15/2006	2/15/2007	N/A	24.375	8/15/2016
42597-4.875	912828FQ8	9-YEAR 11-MONTH	NOTE	E-2016	4.875	9/15/2006	2/15/2007	8/15/2006	24.375	8/15/2016
42689-4.625	912828FY1	10-YEAR	NOTE	F-2016	4.625	11/15/2006	5/15/2007	N/A	23.125	11/15/2016
42689-4.625	912828FY1	9-YEAR 11-MONTH	NOTE	F-2016	4.625	12/15/2006	5/15/2007	11/15/2006	23.125	11/15/2016
42689-7.5	912810DX3	30-YEAR	BOND		7.5	11/17/1986	5/15/1987	N/A	37.5	11/15/2016
42689-7.5	912810DX3	29-YEAR 9-MONTH	BOND		7.5	2/17/1987	5/15/1987	11/17/1986	37.5	11/15/2016
42781-4.625	912828GH7	10-YEAR	NOTE	B-2017	4.625	2/15/2007	8/15/2007	N/A	23.125	2/15/2017
42781-4.625	912828GH7	9-YEAR 11-MONTH	NOTE	B-2017	4.625	3/15/2007	8/15/2007	2/15/2007	23.125	2/15/2017
42870-4.5	912828GS3	10-YEAR	NOTE	C-2017	4.5	5/15/2007	11/15/2007	N/A	22.5	5/15/2017
42870-4.5	912828GS3	9-YEAR 11-MONTH	NOTE	C-2017	4.5	6/15/2007	11/15/2007	5/15/2007	22.5	5/15/2017
42870-8.75	912810DY1	30-YEAR	BOND		8.75	5/15/1987	11/15/1987	N/A	43.75	5/15/2017
42870-8.75	912810DY1	29-YEAR 3-MONTH	BOND		8.75	2/16/1988	5/15/1988	5/15/1987	43.75	5/15/2017
42962-4.75	912828HA1	10-YEAR	NOTE	E-2017	4.75	8/15/2007	2/15/2008	N/A	23.75	8/15/2017
42962-4.75	912828HA1	9-YEAR 11-MONTH	NOTE	E-2017	4.75	9/17/2007	2/15/2008	8/15/2007	23.75	8/15/2017
42962-8.875	912810DZ8	30-YEAR	BOND		8.875	8/17/1987	2/15/1988	N/A	44.375	8/15/2017
42962-8.875	912810DZ8	29-YEAR 9-MONTH	BOND		8.875	11/16/1987	2/15/1988	8/15/1987	44.375	8/15/2017
43054-4.25	912828HH6	10-YEAR	NOTE	F-2017	4.25	11/15/2007	5/15/2008	N/A	21.25	11/15/2017
43054-4.25	912828HH6	9-YEAR 11-MONTH	NOTE	F-2017	4.25	12/17/2007	5/15/2008	11/15/2007	21.25	11/15/2017
43146-3.5	912828HR4	10-YEAR	NOTE	B-2018	3.5	2/15/2008	8/15/2008	N/A	17.5	2/15/2018
43146-3.5	912828HR4	9-YEAR 11-MONTH	NOTE	B-2018	3.5	3/17/2008	8/15/2008	2/15/2008	17.5	2/15/2018
43146-3.5	912828HR4	9-YEAR 4-MONTH	NOTE	B-2018	3.5	10/15/2008	2/15/2009	2/15/2008	17.5	2/15/2018
43235-3.875	912828HZ6	10-YEAR	NOTE	C-2018	3.875	5/15/2008	11/15/2008	N/A	19.375	5/15/2018
43235-3.875	912828HZ6	9-YEAR 11-MONTH	NOTE	C-2018	3.875	6/16/2008	11/15/2008	5/15/2008	19.375	5/15/2018
43235-9.125	912810EA2	30-YEAR	BOND		9.125	5/16/1988	11/15/1988	N/A	45.625	5/15/2018
43327-4	912828JH4	10-YEAR	NOTE	E-2018	4	8/15/2008	2/15/2009	N/A	20	8/15/2018
43327-4	912828JH4	9-YEAR 11-MONTH	NOTE	E-2018	4	9/15/2008	2/15/2009	8/15/2008	20	8/15/2018
43419-3.75	912828JR2	10-YEAR	NOTE	F-2018	3.75	11/17/2008	5/15/2009	N/A	18.75	11/15/2018
43419-3.75	912828JR2	9-YEAR 11-MONTH	NOTE	F-2018	3.75	12/15/2008	5/15/2009	11/17/2008	18.75	11/15/2018
43419-3.75	912828JR2	9-YEAR 10-MONTH	NOTE	F-2018	3.75	1/15/2009	5/15/2009	11/17/2008	18.75	11/15/2018
43419-9	912810EB0	30-YEAR	BOND		9	11/22/1988	5/15/1989	N/A	45	11/15/2018
43511-2.75	912828KD1	10-YEAR	NOTE	B-2019	2.75	2/17/2009	8/15/2009	N/A	13.75	2/15/2019
43511-2.75	912828KD1	9-YEAR 11-MONTH	NOTE	B-2019	2.75	3/16/2009	8/15/2009	2/17/2009	13.75	2/15/2019
43511-2.75	912828KD1	9-YEAR 10-MONTH	NOTE	B-2019	2.75	4/15/2009	8/15/2009	2/17/2009	13.75	2/15/2019
43511-8.875	912810EC8	30-YEAR	BOND		8.875	2/15/1989	8/15/1989	N/A	44.375	2/15/2019
43511-8.875	912810EC8	29-YEAR 9-MONTH	BOND		8.875	5/15/1989	8/15/1989	2/15/1989	44.375	2/15/2019
43600-3.125	912828KQ2	10-YEAR	NOTE	C-2019	3.125	5/15/2009	11/15/2009	N/A	15.625	5/15/2019
43692-8.125	912810ED6	30-YEAR	BOND		8.125	8/15/1989	2/15/1990	N/A	40.625	8/15/2019
43692-8.125	912810ED6	29-YEAR 9-MONTH	BOND		8.125	11/15/1989	2/15/1990	8/15/1989	40.625	8/15/2019
43876-8.5	912810EE4	30-YEAR	BOND		8.5	2/15/1990	8/15/1990	N/A	42.5	2/15/2020
43966-8.75	912810EF1	30-YEAR	BOND		8.75	5/15/1990	11/15/1990	N/A	43.75	5/15/2020
44058-8.75	912810EG9	30-YEAR	BOND		8.75	8/15/1990	2/15/1991	N/A	43.75	8/15/2020
44058-8.75	912810EG9	29-YEAR 9-MONTH	BOND		8.75	11/15/1990	2/15/1991	8/15/1990	43.75	8/15/2020
44242-7.875	912810EH7	30-YEAR	BOND		7.875	2/15/1991	8/15/1991	N/A	39.375	2/15/2021
44331-8.125	912810EJ3	30-YEAR	BOND		8.125	5/15/1991	11/15/1991	N/A	40.625	5/15/2021
44423-8.125	912810EK0	30-YEAR	BOND		8.125	8/15/1991	2/15/1992	N/A	40.625	8/15/2021
44515-8	912810EL8	30-YEAR	BOND		8	11/15/1991	5/15/1992	N/A	40	11/15/2021
44515-8	912810EL8	29-YEAR 9-MONTH	BOND		8	2/18/1992	5/15/1992	11/15/1991	40	11/15/2021
44515-8	912810EL8	29-YEAR 6-MONTH	BOND		8	5/15/1992	11/15/1992	11/15/1991	40	11/15/2021
44788-7.25	912810EM6	30-YEAR	BOND		7.25	8/17/1992	2/15/1993	N/A	36.25	8/15/2022
44880-7.625	912810EN4	30-YEAR	BOND		7.625	11/16/1992	5/15/1993	N/A	38.125	11/15/2022
44972-7.125	912810EP9	30-YEAR	BOND		7.125	2/16/1993	8/15/1993	N/A	35.625	2/15/2023
44972-7.125	912810EP9	29-YEAR 9-MONTH	BOND		7.125	5/17/1993	8/15/1993	2/16/1993	35.625	2/15/2023
45153-6.25	912810EQ7	30-YEAR	BOND		6.25	8/16/1993	2/15/1994	N/A	31.25	8/15/2023
45153-6.25	912810EQ7	29-YEAR 6-MONTH	BOND		6.25	2/15/1994	8/15/1994	8/15/1993	31.25	8/15/2023
45611-7.5	912810ES3	30-YEAR 3-MONTH	BOND		7.5	8/15/1994	11/15/1994	N/A	37.5	11/15/2024
45703-7.625	912810ET1	30-YEAR	BOND		7.625	2/15/1995	8/15/1995	N/A	38.125	2/15/2025
45884-6.875	912810EV6	30-YEAR	BOND		6.875	8/15/1995	2/15/1996	N/A	34.375	8/15/2025
46068-6	912810EW4	30-YEAR	BOND		6	2/15/1996	8/15/1996	N/A	30	2/15/2026
46249-6.75	912810EX2	30-YEAR	BOND		6.75	8/15/1996	2/15/1997	N/A	33.75	8/15/2026
46341-6.5	912810EY0	30-YEAR	BOND		6.5	11/15/1996	5/15/1997	N/A	32.5	11/15/2026
46433-6.625	912810EZ7	30-YEAR	BOND		6.625	2/18/1997	8/15/1997	N/A	33.125	2/15/2027
46614-6.375	912810FA1	30-YEAR	BOND		6.375	8/15/1997	2/15/1998	N/A	31.875	8/15/2027
46706-6.125	912810FB9	30-YEAR	BOND		6.125	11/17/1997	5/15/1998	N/A	30.625	11/15/2027
46706-6.125	912810FB9	29-YEAR 9-MONTH	BOND		6.125	2/17/1998	5/15/1998	11/17/1997	30.625	11/15/2027
46980-5.5	912810FE3	30-YEAR	BOND		5.5	8/17/1998	2/15/1999	N/A	27.5	8/15/2028
47072-5.25	912810FF0	30-YEAR	BOND		5.25	11/16/1998	5/15/1999	N/A	26.25	11/15/2028
47164-5.25	912810FG8	30-YEAR	BOND		5.25	2/16/1999	8/15/1999	N/A	26.25	2/15/2029
47345-6.125	912810FJ2	30-YEAR	BOND		6.125	8/16/1999	2/15/2000	N/A	30.625	8/15/2029
47618-6.25	912810FM5	30-YEAR 3-MONTH	BOND		6.25	2/15/2000	5/15/2000	N/A	31.25	5/15/2030
47618-6.25	912810FM5	29-YEAR 9-MONTH	BOND		6.25	8/15/2000	11/15/2000	2/15/2000	31.25	5/15/2030
47894-5.375	912810FP8	30-YEAR	BOND		5.375	2/15/2001	8/15/2001	N/A	26.875	2/15/2031
47894-5.375	912810FP8	29-YEAR 6-MONTH	BOND		5.375	8/15/2001	2/15/2002	2/15/2001	26.875	2/15/2031
49720-4.5	912810FT0	30-YEAR	BOND		4.5	2/15/2006	8/15/2006	N/A	22.5	2/15/2036
49720-4.5	912810FT0	29-YEAR 6-MONTH	BOND		4.5	8/15/2006	2/15/2007	2/15/2006	22.5	2/15/2036
50086-4.75	912810PT9	30-YEAR	BOND		4.75	2/15/2007	8/15/2007	N/A	23.75	2/15/2037
50086-4.75	912810PT9	29-YEAR 9-MONTH	BOND		4.75	5/15/2007	8/15/2007	2/15/2007	23.75	2/15/2037
50175-5	912810PU6	29-YEAR 9-MONTH	BOND		5	8/15/2007	11/15/2007	N/A	25	5/15/2037
50175-5	912810PU6	29-YEAR 6-MONTH	BOND		5	11/15/2007	5/15/2008	8/15/2007	25	5/15/2037
50451-4.375	912810PW2	30-YEAR	BOND		4.375	2/15/2008	8/15/2008	N/A	21.875	2/15/2038
50451-4.375	912810PW2	29-YEAR 9-MONTH	BOND	Bonds of February 2038	4.375	5/15/2008	8/15/2008	2/15/2008	21.875	2/15/2038
50540-4.5	912810PX0	29-YEAR 9-MONTH	BOND	Bonds of May 2038	4.5	8/15/2008	11/15/2008	N/A	22.5	5/15/2038
50540-4.5	912810PX0	29-YEAR 6-MONTH	BOND	Bonds of May 2038	4.5	11/17/2008	5/15/2009	8/15/2008	22.5	5/15/2038
50816-3.5	912810QA9	30-YEAR	BOND	Bonds of February 2039	3.5	2/17/2009	8/15/2009	N/A	17.5	2/15/2039
50816-3.5	912810QA9	29-YEAR 11-MONTH	BOND	Bonds of February 2039	3.5	3/16/2009	8/15/2009	2/17/2009	17.5	2/15/2039
50905-4.25	912810QB7	30-YEAR	BOND	Bonds of May 2039	4.25	5/15/2009	11/15/2009	N/A	21.25	5/15/2039
39828-3.875	9128274Y5	9-YEAR 6-MONTH	NOTE	A-2009	3.875	7/15/1999	1/15/2000	1/15/1999	0	1/15/2009
40193-4.25	9128275W8	10-YEAR	NOTE	A-2010	4.25	1/18/2000	7/15/2000	N/A	0	1/15/2010
40283-0.875	912828CZ1	5-YEAR 6-MONTH	NOTE	D-2010	0.875	10/29/2004	4/15/2005	N/A	0	4/15/2010
40283-0.875	912828CZ1	5-YEAR	NOTE	D-2010	0.875	4/29/2005	10/15/2005	10/29/2004	0	4/15/2010
40283-0.875	912828CZ1	4-YEAR 6-MONTH	NOTE	D-2010	0.875	10/28/2005	4/15/2006	10/29/2004	0	4/15/2010
40558-3.5	9128276R8	10-YEAR	NOTE	A-2011	3.5	1/16/2001	7/15/2001	N/A	0	1/15/2011
40648-2.375	912828FB1	5-YEAR	NOTE	G-2011	2.375	4/28/2006	10/15/2006	N/A	0	4/15/2011
40648-2.375	912828FB1	4-YEAR 6-MONTH	NOTE	G-2011	2.375	10/31/2006	4/15/2007	4/28/2006	0	4/15/2011
40923-3.375	9128277J5	10-YEAR	NOTE	A-2012	3.375	1/15/2002	7/15/2002	N/A	0	1/15/2012
41014-2	912828GN4	5-YEAR	NOTE	J-2012	2	4/30/2007	10/15/2007	N/A	0	4/15/2012
41014-2	912828GN4	4-YEAR 6-MONTH	NOTE	J-2012	2	10/31/2007	4/15/2008	4/30/2007	0	4/15/2012
41105-3	912828AF7	10-YEAR	NOTE	C-2012	3	7/15/2002	1/15/2003	N/A	0	7/15/2012
41379-0.625	912828HW3	5-YEAR	NOTE	J-2013	0.625	4/30/2008	10/15/2008	N/A	0	4/15/2013
41379-0.625	912828HW3	4-YEAR 6-MONTH	NOTE	J-2013	0.625	10/31/2008	4/15/2009	4/30/2008	0	4/15/2013
41470-1.875	912828BD1	10-YEAR	NOTE	C-2013	1.875	7/15/2003	1/15/2004	N/A	0	7/15/2013
41654-2	912828BW9	10-YEAR	NOTE	A-2014	2	1/15/2004	7/15/2004	N/A	0	1/15/2014
41744-1.25	912828KM1	5-YEAR	NOTE	K-2014	1.25	4/30/2009	10/15/2009	N/A	0	4/15/2014
41835-2	912828CP3	10-YEAR	NOTE	D-2014	2	7/15/2004	1/15/2005	N/A	0	7/15/2014
42019-1.625	912828DH0	10-YEAR	NOTE	A-2015	1.625	1/18/2005	7/15/2005	N/A	0	1/15/2015
42200-1.875	912828EA4	10-YEAR	NOTE	D-2015	1.875	7/15/2005	1/15/2006	N/A	0	7/15/2015
42384-2	912828ET3	10-YEAR	NOTE	A-2016	2	1/17/2006	7/15/2006	N/A	0	1/15/2016
42566-2.5	912828FL9	10-YEAR	NOTE	D-2016	2.5	7/17/2006	1/15/2007	N/A	0	7/15/2016
42750-2.375	912828GD6	10-YEAR	NOTE	A-2017	2.375	1/16/2007	7/15/2007	N/A	0	1/15/2017
42931-2.625	912828GX2	10-YEAR	NOTE	D-2017	2.625	7/16/2007	1/15/2008	N/A	0	7/15/2017
43115-1.625	912828HN3	10-YEAR	NOTE	A-2018	1.625	1/15/2008	7/15/2008	N/A	0	1/15/2018
43296-1.375	912828JE1	10-YEAR	NOTE	D-2018	1.375	7/15/2008	1/15/2009	N/A	0	7/15/2018
43480-2.125	912828JX9	10-YEAR	NOTE	A-2019	2.125	1/15/2009	7/15/2009	N/A	0	1/15/2019
45672-2.375	912810FR4	20-YEAR 6-MONTH	BOND	TIPS of January 2025	2.375	7/30/2004	1/15/2005	N/A	0	1/15/2025
46037-2	912810FS2	20-YEAR	BOND	TIPS of January 2026	2	1/31/2006	7/15/2006	N/A	0	1/15/2026
46402-2.375	912810PS1	20-YEAR	BOND	TIPS of January 2027	2.375	1/31/2007	7/15/2007	N/A	0	1/15/2027
46767-1.75	912810PV4	20-YEAR	BOND	TIPS of January 2028	1.75	1/31/2008	7/15/2008	N/A	0	1/15/2028
46858-3.625	912810FD5	30-YEAR	BOND	TIPS of April 2028	3.625	4/15/1998	10/15/1998	N/A	0	4/15/2028
47133-2.5	912810PZ5	20-YEAR	BOND	TIPS of January 2029	2.5	1/30/2009	7/15/2009	N/A	0	1/15/2029
47223-3.875	912810FH6	30-YEAR	BOND	TIPS of April 2029	3.875	4/15/1999	10/15/1999	N/A	0	4/15/2029
48319-3.375	912810FQ6	30-YEAR 6-MONTH	BOND	TIPS of April 2032	3.375	10/15/2001	4/15/2002	N/A	0	4/15/2032