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2017-01-31 N N N 200000000.00 199996274.02 0.0103 - N/A - N 200042800.00 200042800.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.249 912828TK6 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-08-17 2015-08-17 N N N 784000000.00 784439574.40 0.0405 - N/A - N 784428848.00 784428848.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.247 912828TT7 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-10-15 2015-10-15 N N N 100000000.00 100070333.24 0.0052 - N/A - N 100054700.00 100054700.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.249 912828SU5 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-05-15 2015-05-15 N N N 160300000.00 160340215.18 0.0083 - N/A - N 160337510.20 160337510.20 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.371 912828SP6 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-04-15 2015-04-15 N N N 650000000.00 650079338.41 0.0335 - N/A - N 650076050.00 650076050.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-1.346 912828PJ3 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-11-30 2015-11-30 N N N 40000000.00 40318225.86 0.0021 - N/A - N 40312480.00 40312480.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-1.760 912828NP1 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-07-31 2015-07-31 N N N 314000000.00 315708807.23 0.0163 - N/A - N 315766250.00 315766250.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-2.102 912828NF3 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-06-01 2015-06-01 N N N 515000000.00 516730320.19 0.0267 - N/A - N 516649545.00 516649545.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-4.227 912828EE6 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-08-17 2015-08-17 N N N 415000000.00 421453370.45 0.0217 - N/A - N 421419635.00 421419635.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.371 912828SZ4 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-06-15 2015-06-15 N N N 250000000.00 250140625.00 0.0129 - N/A - N 250175750.00 250175750.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-1.243 912828PE4 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-11-02 2015-11-02 N N N 550000000.00 553529600.15 0.0286 - N/A - N 553437500.00 553437500.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-2.486 912828MZ0 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-04-30 2015-04-30 N N N 1082000000.00 1084113735.34 0.0559 - N/A - N 1084113146.00 1084113146.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-1.865 912828NL0 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-06-30 2015-06-30 N N N 61000000.00 61279355.55 0.0032 - N/A - N 61266875.00 61266875.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.246 912828VY3 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-09-30 2015-09-30 N N N 600000000.00 600385438.86 0.0310 - N/A - N 600328200.00 600328200.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.373 912828VH0 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-06-30 2015-06-30 N N N 128000000.00 128103309.78 0.0066 - N/A - N 128089984.00 128089984.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-1.230 912828NZ9 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-09-30 2015-09-30 N N N 109000000.00 109612925.44 0.0057 - N/A - N 109604623.00 109604623.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.373 912828TX8 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-11-16 2015-11-16 N N N 240000000.00 240307457.05 0.0124 - N/A - N 240262560.00 240262560.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.247 912828UC2 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-12-15 2015-12-15 N N N 350000000.00 350191458.10 0.0181 - N/A - N 350109200.00 350109200.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.124 912828UY4 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-04-30 2015-04-30 N N N 434000000.00 434016186.71 0.0224 - N/A - N 433966148.00 433966148.00 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.243 912828VD9 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-06-01 2015-06-01 N N N 6500000.00 6502238.25 0.0003 - N/A - N 6502238.25 6502238.25 U.S. TREASURY NOTES U.S. TREASURY NOTES-0.245 912828A26 Treasury Debt N First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2015-11-30 2015-11-30 N N N 47000000.00 47029461.51 0.0024 - N/A - N 47014664.00 47014664.00