Historical Callable MTN Repurchase Results As of 04/21/2018
| Repurchase Date | CUSIP | Coupon at Repurchase | Coupon Type | Maturity | First Call Date | Amount Repurchased | Amount Outstanding |
|---|---|---|---|---|---|---|---|
| 04/11/2018 | 3136G4QY2 | 1.900% | FIX | 11/24/2020 | 05/24/2018 | 80,250,000 | 19,750,000 |
| 04/11/2018 | 3136G4RE5 | 2.250% | FIX | 01/26/2021 | 07/26/2018 | 14,350,000 | 67,325,000 |
| 04/09/2018 | 3136G4PF4 | 1.800% | FIX | 10/13/2020 | 04/13/2018 | 23,910,000 | 16,090,000 |
| 04/09/2018 | 3136G4RE5 | 2.250% | FIX | 01/26/2021 | 07/26/2018 | 18,325,000 | 81,675,000 |
| 04/05/2018 | 3136G4PF4 | 1.800% | FIX | 10/13/2020 | 04/13/2018 | 25,000,000 | 40,000,000 |
| 03/15/2018 | 3136G4PF4 | 1.800% | FIX | 10/13/2020 | 04/13/2018 | 35,000,000 | 65,000,000 |
| 03/14/2018 | 3135G0K77 | 1.250% | FIX | 06/13/2019 | 12/13/2016 | 50,000,000 | 200,000,000 |
| 03/14/2018 | 3135G0N25 | 1.250% | FIX | 07/26/2019 | 01/26/2017 | 20,000,000 | 513,051,000 |
| 03/06/2018 | 3135G0N25 | 1.250% | FIX | 07/26/2019 | 01/26/2017 | 16,949,000 | 533,051,000 |
| 03/01/2018 | 3135G0J46 | 1.250% | FIX | 02/26/2019 | 08/26/2016 | 21,472,000 | 428,528,000 |
| 01/09/2018 | 3135G0J38 | 1.250% | FIX | 02/26/2019 | 08/26/2016 | 49,700,000 | 117,800,000 |
| 01/09/2018 | 3136G3AK1 | 1.200% | FIX | 02/25/2019 | 08/25/2016 | 35,000,000 | 25,000,000 |
| 12/22/2017 | 3135G0J38 | 1.250% | FIX | 02/26/2019 | 08/26/2016 | 7,500,000 | 167,500,000 |
| 12/06/2017 | 3136G33H6 | 2.100% | FIX | 08/24/2026 | 02/24/2017 | 5,850,000 | 79,150,000 |
| 11/29/2017 | 3135G0K93 | 1.250% | FIX | 06/28/2019 | 12/28/2016 | 23,000,000 | 602,000,000 |
| 11/29/2017 | 3135G0P56 | 1.250% | FIX | 09/20/2019 | 03/20/2017 | 22,000,000 | 228,000,000 |
| 11/29/2017 | 3136G4DR1 | 1.100% | FIX | 10/17/2019 | 10/17/2017 | 10,000,000 | 265,000,000 |
| 11/29/2017 | 3136G4NK5 | 1.800% | FIX | 04/27/2020 | 10/27/2017 | 40,000,000 | 260,000,000 |
| 11/27/2017 | 3136G3L29 | 2.700% | FIX | 08/08/2031 | 02/08/2017 | 43,650,000 | 6,350,000 |
| 11/24/2017 | 3136G4KM4 | 1.750% | FIX | 01/17/2020 | 07/17/2017 | 76,014,000 | 173,986,000 |
| 11/22/2017 | 3136G34K8 | 1.125% | FIX | 09/09/2019 | 03/09/2017 | 15,060,000 | 234,940,000 |
| 11/22/2017 | 3136G4PJ6 | 1.850% | FIX | 10/13/2020 | 04/13/2018 | 208,133,000 | 91,867,000 |
| 11/13/2017 | 3136G2Y92 | 1.170% | FIX | 02/08/2019 | 08/08/2016 | 15,000,000 | 0 |
| 11/09/2017 | 3135G0G64 | 1.100% | FIX | 10/29/2018 | 04/29/2016 | 20,000,000 | 230,000,000 |
| 11/09/2017 | 3135G0J38 | 1.250% | FIX | 02/26/2019 | 08/26/2016 | 75,000,000 | 175,000,000 |
| 11/09/2017 | 3136G2R90 | 1.070% | FIX | 10/29/2018 | 04/29/2016 | 20,000,000 | 5,000,000 |
| 11/09/2017 | 3136G3AG0 | 1.200% | FIX | 02/26/2019 | 08/26/2016 | 35,000,000 | 40,000,000 |
| 11/08/2017 | 3135G0L68 | 0.750% | FIX | 07/27/2018 | 07/27/2017 | 94,000,000 | 906,000,000 |
| 11/08/2017 | 3136G2RY5 | 1.260% | FIX | 04/29/2019 | 04/29/2016 | 100,000,000 | 0 |
| 11/08/2017 | 3136G2RZ2 | 1.070% | FIX | 10/29/2018 | 04/29/2016 | 40,000,000 | 0 |
| 11/07/2017 | 3135G0M42 | 0.900% | FIX | 07/13/2018 | 01/13/2017 | 10,000,000 | 240,000,000 |
| 11/07/2017 | 3136G3ZG3 | 0.950% | FIX | 07/13/2018 | 10/13/2016 | 20,000,000 | 0 |
| 11/01/2017 | 3135G0F40 | 1.160% | FIX | 10/29/2018 | 04/29/2016 | 100,000,000 | 56,400,000 |
| 10/31/2017 | 3135G0L76 | 1.075% | FIX | 07/11/2019 | 01/11/2017 | 100,000,000 | 400,000,000 |
| 10/30/2017 | 3136G3B46 | 1.190% | FIX | 07/19/2019 | 10/19/2016 | 50,000,000 | 0 |
| 10/25/2017 | 3136G2M46 | 1.220% | FIX | 09/17/2018 | 03/17/2016 | 40,000,000 | 40,000,000 |
| 10/19/2017 | 3135G0F40 | 1.160% | FIX | 10/29/2018 | 04/29/2016 | 93,600,000 | 156,400,000 |
| 08/09/2017 | 3136G2S73 | 1.070% | FIX | 11/02/2018 | 05/02/2016 | 70,000,000 | 0 |
| 05/22/2017 | 3136G2PZ4 | 1.190% | FIX | 10/29/2018 | 04/29/2016 | 80,000,000 | 20,000,000 |
| 05/25/2016 | 3136G3NY7 | 1.625% | FIX | 05/25/2021 | 11/25/2016 | 15,000,000 | 0 |
| 12/07/2015 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 28,444,000 | 913,615,000 |
| 04/14/2015 | 31398ARF1 | 5.000% | FIX | 12/06/2028 | 12/06/2018 | 50,000 | 4,950,000 |
| 03/27/2015 | 3135G0PZ0 | 1.020% | FIX | 10/17/2017 | 04/17/2013 | 250,000,000 | 350,000,000 |
| 11/25/2014 | 3135G0SD6 | 2.260% | FIX | 12/12/2022 | 12/12/2013 | 210,000,000 | 190,000,000 |
| 09/17/2014 | 3136G0Y62 | 2.040% | FIX | 11/07/2022 | 11/07/2014 | 2,400,000 | 47,600,000 |
| 07/23/2014 | 3136G15T2 | 2.500% | FIX | 12/27/2027 | 12/27/2013 | 1,000,000 | 45,350,000 |
| 07/11/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 20,000,000 | 942,059,000 |
| 06/17/2014 | 3136G15T2 | 2.500% | FIX | 12/27/2027 | 12/27/2013 | 1,150,000 | 46,350,000 |
| 06/13/2014 | 3135G0SC8 | 2.230% | FIX | 12/06/2022 | 12/06/2013 | 415,000,000 | 85,000,000 |
| 06/13/2014 | 3135G0SD6 | 2.260% | FIX | 12/12/2022 | 12/12/2013 | 100,000,000 | 400,000,000 |
| 06/05/2014 | 3135G0SS3 | 2.220% | FIX | 12/27/2022 | 12/27/2013 | 500,000,000 | 0 |
| 06/05/2014 | 3135G0SX2 | 2.210% | FIX | 12/28/2022 | 06/28/2013 | 500,000,000 | 0 |
| 06/05/2014 | 3136G06S5 | 2.500% | FIX | 11/26/2027 | 11/26/2013 | 2,000,000 | 98,000,000 |
| 06/05/2014 | 3136G15T2 | 2.500% | FIX | 12/27/2027 | 12/27/2013 | 2,500,000 | 47,500,000 |
| 06/04/2014 | 3136FTU31 | 3.200% | FIX | 02/22/2027 | 02/22/2013 | 215,000 | 139,785,000 |
| 06/04/2014 | 3136G0KU4 | 3.000% | FIX | 06/14/2027 | 06/14/2013 | 1,000,000 | 49,000,000 |
| 06/04/2014 | 3136G12P3 | 3.000% | FIX | 12/10/2030 | 12/10/2013 | 500,000 | 49,500,000 |
| 06/03/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 700,000 | 962,059,000 |
| 06/02/2014 | 3136G0TG6 | 2.000% | FIX | 07/26/2022 | 07/26/2013 | 1,700,000 | 98,300,000 |
| 04/29/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 8,150,000 | 962,759,000 |
| 04/28/2014 | 3136G0H61 | 3.400% | FIX | 09/27/2032 | 09/27/2013 | 5,000,000 | 343,900,000 |
| 04/25/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 40,751,000 | 970,909,000 |
| 04/21/2014 | 3136G02T7 | 3.000% | FIX | 11/15/2027 | 05/15/2013 | 4,400,000 | 95,600,000 |
| 04/16/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 6,500,000 | 1,011,660,000 |
| 04/15/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 25,000,000 | 1,018,160,000 |
| 04/14/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 96,000,000 | 1,043,160,000 |
| 04/14/2014 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 35,000,000 | 1,043,160,000 |
| 04/10/2014 | 3136G0PT2 | 2.000% | STEP | 07/16/2027 | 01/16/2013 | 110,000,000 | 0 |
| 04/09/2014 | 3136G0HU8 | 2.000% | STEP | 05/24/2027 | 05/24/2013 | 209,950,000 | 20,050,000 |
| 04/08/2014 | 3136G1HH5 | 2.000% | STEP | 03/27/2028 | 09/27/2013 | 50,000,000 | 100,000,000 |
| 04/04/2014 | 3136G06W6 | 2.000% | FIX | 11/20/2023 | 11/20/2013 | 18,500,000 | 81,500,000 |
| 04/04/2014 | 3136G0VE8 | 2.250% | FIX | 11/20/2024 | 08/20/2013 | 9,000,000 | 91,000,000 |
| 03/28/2014 | 3136G0WG2 | 1.750% | STEP | 08/22/2024 | 02/22/2013 | 7,750,000 | 154,365,000 |
| 03/28/2014 | 3136G0WG2 | 1.750% | STEP | 08/22/2024 | 02/22/2013 | 23,500,000 | 154,365,000 |
| 03/27/2014 | 3136G0D65 | 2.000% | FIX | 09/27/2022 | 09/27/2013 | 10,000,000 | 40,000,000 |
| 03/27/2014 | 3136G0WA5 | 2.000% | FIX | 08/23/2022 | 08/23/2013 | 11,500,000 | 84,500,000 |
| 03/27/2014 | 3136G0WG2 | 1.750% | STEP | 08/22/2024 | 02/22/2013 | 10,000,000 | 185,615,000 |
| 03/27/2014 | 3136G0WG2 | 1.750% | STEP | 08/22/2024 | 02/22/2013 | 4,385,000 | 185,615,000 |
| 03/27/2014 | 3136G12B4 | 2.250% | STEP | 12/17/2027 | 06/17/2013 | 1,000,000 | 49,000,000 |
| 03/17/2014 | 3136G0XE6 | 2.250% | STEP | 08/27/2027 | 08/27/2013 | 5,930,000 | 44,070,000 |
| 01/17/2014 | 3136G1NG0 | 3.500% | FIX | 06/20/2033 | 06/20/2014 | 14,777,000 | 35,223,000 |
| 10/17/2013 | 3135G0WD1 | 1.100% | FIX | 04/17/2018 | 04/17/2015 | 25,000,000 | 198,480,000 |
| 10/17/2013 | 3135G0WN9 | 1.000% | FIX | 04/30/2018 | 10/30/2013 | 28,054,000 | 221,946,000 |
| 10/07/2013 | 3135G0TQ6 | 1.600% | FIX | 01/30/2020 | 01/30/2014 | 33,430,000 | 216,570,000 |
| 10/03/2013 | 3136G0YX3 | 2.500% | FIX | 09/13/2022 | 03/13/2013 | 24,245,000 | 250,755,000 |
| 10/03/2013 | 3136G1FD6 | 1.750% | FIX | 03/04/2020 | 03/04/2014 | 6,150,000 | 93,850,000 |
| 10/02/2013 | 3135G0QM8 | 1.500% | FIX | 10/23/2019 | 10/23/2013 | 11,000,000 | 485,000,000 |
| 10/01/2013 | 3135G0TN3 | 2.330% | FIX | 01/23/2023 | 07/23/2013 | 61,500,000 | 144,500,000 |
| 10/01/2013 | 3136G03N9 | 2.300% | FIX | 11/01/2022 | 05/01/2013 | 67,182,000 | 32,818,000 |
| 09/30/2013 | 3135G0RK1 | 0.900% | FIX | 11/07/2017 | 05/07/2013 | 21,750,000 | 228,250,000 |
| 09/26/2013 | 3135G0PX5 | 2.630% | FIX | 10/10/2024 | 10/10/2013 | 43,545,000 | 170,355,000 |
| 09/26/2013 | 3135G0QA4 | 1.550% | FIX | 10/15/2019 | 10/15/2013 | 5,000,000 | 345,000,000 |
| 09/26/2013 | 3135G0QM8 | 1.500% | FIX | 10/23/2019 | 10/23/2013 | 4,000,000 | 496,000,000 |
| 09/25/2013 | 3136G1N62 | 0.800% | STEP | 06/13/2018 | 12/13/2013 | 10,100,000 | 39,900,000 |
| 09/18/2013 | 3136G0SC6 | 2.000% | STEP | 07/23/2024 | 07/23/2013 | 10,000,000 | 40,000,000 |
| 09/16/2013 | 3135G0RD7 | 1.550% | FIX | 10/29/2019 | 04/29/2013 | 62,550,000 | 187,450,000 |
| 09/16/2013 | 3136G1LY3 | 3.000% | FIX | 05/23/2033 | 05/23/2014 | 6,584,000 | 43,416,000 |
| 09/13/2013 | 3135G0UA9 | 0.750% | FIX | 02/06/2017 | 02/06/2014 | 82,485,000 | 167,515,000 |
| 09/13/2013 | 3136FT4X4 | 3.000% | FIX | 09/27/2024 | 03/27/2013 | 5,495,000 | 114,571,000 |
| 09/11/2013 | 3136G17D5 | 1.500% | FIX | 12/27/2019 | 12/27/2013 | 25,000,000 | 125,000,000 |
| 09/10/2013 | 3136G0V65 | 2.550% | FIX | 10/24/2024 | 10/24/2013 | 11,000,000 | 39,000,000 |
| 09/10/2013 | 3136G1C72 | 1.000% | STEP | 01/25/2028 | 07/25/2013 | 1,175,000 | 48,825,000 |
| 09/09/2013 | 3135G0XK4 | 1.050% | FIX | 05/25/2018 | 11/25/2013 | 26,000,000 | 520,490,000 |
| 09/09/2013 | 3136G1JL4 | 1.500% | STEP | 03/28/2028 | 03/28/2014 | 2,310,000 | 47,690,000 |
| 09/09/2013 | 3136G1LN7 | 2.000% | STEP | 05/15/2028 | 11/15/2013 | 3,535,000 | 46,465,000 |
| 09/09/2013 | 3136G1MT3 | 2.000% | STEP | 06/12/2028 | 12/12/2013 | 3,809,000 | 96,191,000 |
| 09/05/2013 | 3136FT4X4 | 3.000% | FIX | 09/27/2024 | 03/27/2013 | 4,934,000 | 120,066,000 |
| 09/05/2013 | 3136G1MX4 | 0.750% | STEP | 06/04/2018 | 12/04/2013 | 5,750,000 | 19,700,000 |
| 09/04/2013 | 3136G06C0 | 1.500% | FIX | 12/04/2019 | 06/04/2013 | 20,000,000 | 130,000,000 |
| 09/04/2013 | 3136G0R45 | 1.375% | FIX | 04/26/2019 | 04/26/2013 | 10,000,000 | 40,000,000 |
| 09/03/2013 | 3135G0UY7 | 1.000% | FIX | 02/27/2017 | 02/27/2015 | 4,974,000 | 245,026,000 |
| 08/30/2013 | 3135G0PX5 | 2.630% | FIX | 10/10/2024 | 10/10/2013 | 11,600,000 | 213,900,000 |
| 08/30/2013 | 3136FTA33 | 2.550% | FIX | 02/03/2022 | 02/03/2014 | 15,000,000 | 35,000,000 |
| 08/30/2013 | 3136G0H61 | 3.400% | FIX | 09/27/2032 | 09/27/2013 | 1,100,000 | 348,900,000 |
| 08/30/2013 | 3136G1DQ9 | 2.000% | FIX | 08/27/2021 | 02/27/2015 | 8,750,000 | 141,250,000 |
| 08/29/2013 | 3136FTN47 | 1.750% | FIX | 02/21/2019 | 02/21/2014 | 7,155,000 | 20,620,000 |
| 08/29/2013 | 3136G0B42 | 1.000% | STEP | 09/26/2019 | 09/26/2013 | 17,235,000 | 82,765,000 |
| 08/29/2013 | 3136G1M63 | 0.750% | STEP | 05/22/2018 | 11/22/2013 | 3,000,000 | 84,126,000 |
| 08/28/2013 | 3135G0NY5 | 1.500% | FIX | 08/28/2018 | 08/28/2013 | 37,850,000 | 212,150,000 |
| 08/28/2013 | 3136G1M63 | 0.750% | STEP | 05/22/2018 | 11/22/2013 | 12,874,000 | 87,126,000 |
| 08/28/2013 | 3136G1MX4 | 0.750% | STEP | 06/04/2018 | 12/04/2013 | 24,550,000 | 25,450,000 |
| 08/27/2013 | 3135G0UD3 | 1.010% | FIX | 02/14/2018 | 02/14/2014 | 70,350,000 | 179,650,000 |
| 08/27/2013 | 3135G0XK4 | 1.050% | FIX | 05/25/2018 | 11/25/2013 | 80,760,000 | 546,490,000 |
| 08/27/2013 | 3136FTN47 | 1.750% | FIX | 02/21/2019 | 02/21/2014 | 10,000,000 | 27,775,000 |
| 08/27/2013 | 3136G03S8 | 1.650% | FIX | 05/14/2021 | 05/14/2015 | 10,175,000 | 39,825,000 |
| 08/27/2013 | 3136G1M48 | 1.370% | FIX | 11/22/2019 | 05/22/2014 | 22,045,000 | 27,955,000 |
| 08/23/2013 | 3135G0UE1 | 1.000% | FIX | 02/14/2018 | 02/14/2014 | 11,925,000 | 197,175,000 |
| 08/23/2013 | 3135G0UJ0 | 2.500% | FIX | 02/22/2023 | 08/22/2013 | 13,000,000 | 225,755,000 |
| 08/23/2013 | 3136FTN47 | 1.750% | FIX | 02/21/2019 | 02/21/2014 | 12,225,000 | 37,775,000 |
| 08/23/2013 | 3136G0E72 | 1.000% | STEP | 04/03/2020 | 10/03/2013 | 15,000,000 | 35,000,000 |
| 08/20/2013 | 3136G1KD0 | 1.000% | FIX | 04/30/2018 | 04/30/2014 | 101,827,000 | 748,173,000 |
| 08/20/2013 | 3136G1LJ6 | 0.625% | STEP | 05/08/2018 | 11/08/2013 | 12,000,000 | 29,600,000 |
| 08/16/2013 | 3135G0QK2 | 1.550% | FIX | 10/04/2019 | 04/04/2013 | 10,000,000 | 240,000,000 |
| 08/16/2013 | 3136G02R1 | 1.800% | FIX | 11/02/2020 | 05/02/2013 | 15,000,000 | 60,000,000 |
| 08/08/2013 | 3135G0MY6 | 1.625% | FIX | 08/08/2019 | 02/08/2013 | 10,505,000 | 229,495,000 |
| 08/06/2013 | 3135G0UJ0 | 2.500% | FIX | 02/22/2023 | 08/22/2013 | 11,245,000 | 238,755,000 |
| 08/05/2013 | 3135G0RU9 | 1.050% | FIX | 11/15/2017 | 11/15/2013 | 71,505,000 | 178,495,000 |
| 08/05/2013 | 3135G0TD5 | 1.000% | FIX | 12/28/2017 | 06/28/2013 | 25,707,000 | 954,793,000 |
| 08/05/2013 | 3135G0TD5 | 1.000% | FIX | 12/28/2017 | 06/28/2013 | 19,500,000 | 954,793,000 |
| 08/05/2013 | 3135G0UE1 | 1.000% | FIX | 02/14/2018 | 02/14/2014 | 25,000,000 | 209,100,000 |
| 08/05/2013 | 3136G1LV9 | 0.700% | STEP | 05/29/2018 | 11/29/2013 | 15,100,000 | 29,080,000 |
| 07/31/2013 | 3135G0RL9 | 1.550% | FIX | 10/29/2019 | 04/29/2013 | 23,225,000 | 414,275,000 |
| 07/31/2013 | 3136G1JT7 | 0.750% | STEP | 04/11/2018 | 10/11/2013 | 1,810,000 | 98,190,000 |
| 07/24/2013 | 3135G0PX5 | 2.630% | FIX | 10/10/2024 | 10/10/2013 | 24,500,000 | 225,500,000 |
| 07/23/2013 | 3135G0RQ8 | 1.000% | FIX | 11/15/2017 | 05/15/2013 | 2,500,000 | 482,840,000 |
| 07/23/2013 | 3136G1NA3 | 0.750% | FIX | 06/06/2017 | 06/06/2014 | 35,000,000 | 15,000,000 |
| 07/16/2013 | 3135G0MY6 | 1.625% | FIX | 08/08/2019 | 02/08/2013 | 10,000,000 | 240,000,000 |
| 07/12/2013 | 3136G0WA5 | 2.000% | FIX | 08/23/2022 | 08/23/2013 | 4,000,000 | 96,000,000 |
| 07/11/2013 | 3136FTE62 | 1.750% | FIX | 02/06/2019 | 02/06/2015 | 4,240,000 | 45,760,000 |
| 07/03/2013 | 3136G1AV1 | 1.000% | STEP | 01/30/2020 | 01/30/2014 | 10,700,000 | 89,300,000 |
| 07/02/2013 | 3135G0WD1 | 1.100% | FIX | 04/17/2018 | 04/17/2015 | 26,520,000 | 223,480,000 |
| 07/02/2013 | 3136G1LJ6 | 0.625% | STEP | 05/08/2018 | 11/08/2013 | 8,400,000 | 41,600,000 |
| 07/01/2013 | 3135G0RL9 | 1.550% | FIX | 10/29/2019 | 04/29/2013 | 25,000,000 | 437,500,000 |
| 07/01/2013 | 3135G0XE8 | 0.700% | FIX | 05/22/2017 | 11/22/2013 | 7,700,000 | 238,550,000 |
| 06/28/2013 | 3135G0RL9 | 1.550% | FIX | 10/29/2019 | 04/29/2013 | 37,500,000 | 462,500,000 |
| 06/28/2013 | 3135G0RQ8 | 1.000% | FIX | 11/15/2017 | 05/15/2013 | 14,660,000 | 485,340,000 |
| 06/28/2013 | 3136G1AS8 | 1.000% | STEP | 01/15/2019 | 07/15/2013 | 8,250,000 | 41,750,000 |
| 06/27/2013 | 3135G0NK5 | 1.625% | FIX | 08/28/2019 | 02/28/2013 | 2,500,000 | 247,500,000 |
| 06/27/2013 | 3135G0NT6 | 1.700% | FIX | 08/28/2019 | 02/28/2013 | 4,750,000 | 245,250,000 |
| 06/27/2013 | 3135G0TP8 | 1.250% | FIX | 01/30/2019 | 01/30/2014 | 9,000,000 | 220,700,000 |
| 06/27/2013 | 3135G0UR2 | 1.500% | FIX | 02/26/2019 | 02/26/2014 | 177,255,000 | 72,745,000 |
| 06/27/2013 | 3135G0XD0 | 1.000% | FIX | 05/21/2018 | 11/21/2013 | 15,150,000 | 234,850,000 |
| 06/27/2013 | 3136G0ZS3 | 1.750% | FIX | 09/13/2019 | 09/13/2013 | 4,750,000 | 45,250,000 |
| 06/26/2013 | 3135G0VU4 | 1.125% | FIX | 04/03/2018 | 04/03/2015 | 94,835,000 | 155,165,000 |
| 06/26/2013 | 3135G0WM1 | 1.000% | FIX | 04/30/2018 | 04/30/2015 | 48,600,000 | 201,400,000 |
| 06/26/2013 | 3136G1JU4 | 1.060% | FIX | 04/10/2018 | 04/10/2015 | 34,650,000 | 15,350,000 |
| 06/25/2013 | 3135G0TN3 | 2.330% | FIX | 01/23/2023 | 07/23/2013 | 44,000,000 | 206,000,000 |
| 06/25/2013 | 3135G0TP8 | 1.250% | FIX | 01/30/2019 | 01/30/2014 | 20,300,000 | 229,700,000 |
| 06/25/2013 | 3135G0XK4 | 1.050% | FIX | 05/25/2018 | 11/25/2013 | 122,750,000 | 627,250,000 |
| 06/25/2013 | 3135G0XU2 | 0.520% | FIX | 05/27/2016 | 11/27/2013 | 105,725,000 | 894,275,000 |
| 06/25/2013 | 3136G1LV9 | 0.700% | STEP | 05/29/2018 | 11/29/2013 | 5,820,000 | 44,180,000 |
| 06/24/2013 | 3135G0UE1 | 1.000% | FIX | 02/14/2018 | 02/14/2014 | 15,900,000 | 234,100,000 |
| 06/24/2013 | 3135G0XE8 | 0.700% | FIX | 05/22/2017 | 11/22/2013 | 3,750,000 | 246,250,000 |
| 06/24/2013 | 3135G0XR9 | 0.550% | FIX | 09/06/2016 | 12/06/2013 | 35,950,000 | 214,050,000 |
| 06/24/2013 | 3135G0XS7 | 1.125% | FIX | 06/06/2018 | 06/06/2014 | 177,610,000 | 72,390,000 |
| 06/24/2013 | 3135G0XT5 | 0.700% | FIX | 03/06/2017 | 12/06/2013 | 265,405,000 | 234,595,000 |
| 06/24/2013 | 3136G1MR7 | 0.700% | STEP | 06/04/2018 | 12/04/2013 | 26,000,000 | 24,000,000 |
| 06/06/2011 | 3136FPAJ6 | 3.000% | FIX | 08/23/2019 | 02/23/2011 | 25,000,000 | 0 |
| 06/03/2011 | 3136FPAJ6 | 3.000% | FIX | 08/23/2019 | 02/23/2011 | 25,000,000 | 25,000,000 |
| 05/12/2011 | 3136FPWX1 | 2.250% | FIX | 05/23/2017 | 11/23/2011 | 25,000,000 | 85,000,000 |
| 05/09/2011 | 3136FPDV6 | 2.400% | FIX | 09/08/2017 | 09/08/2011 | 25,000,000 | 25,000,000 |
| 04/21/2011 | 3136FPYG6 | 2.400% | FIX | 05/24/2018 | 05/24/2011 | 25,000,000 | 0 |
| 04/14/2011 | 3136FPYG6 | 2.400% | FIX | 05/24/2018 | 05/24/2011 | 25,000,000 | 25,000,000 |
| 04/08/2011 | 3136FPQT7 | 2.400% | FIX | 10/20/2017 | 04/20/2011 | 25,000,000 | 25,000,000 |
| 04/08/2011 | 3136FPXQ5 | 2.470% | FIX | 05/23/2018 | 05/23/2011 | 25,000,000 | 25,000,000 |
| 04/01/2011 | 3136FPWZ6 | 1.300% | FIX | 11/17/2014 | 05/17/2011 | 22,000,000 | 228,000,000 |
| 03/11/2011 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 79,669,000 | 1,174,160,000 |
| 03/10/2011 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 25,000,000 | 1,253,829,000 |
| 03/07/2011 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 25,000,000 | 1,278,829,000 |
| 03/07/2011 | 31398A6B3 | 1.600% | FIX | 11/23/2015 | 11/23/2011 | 37,750,000 | 962,250,000 |
| 03/07/2011 | 31398A6E7 | 1.500% | FIX | 11/23/2015 | 11/23/2011 | 97,844,000 | 704,121,000 |
| 03/03/2011 | 31398A6A5 | 1.000% | FIX | 05/16/2014 | 05/16/2011 | 62,300,000 | 187,700,000 |
| 03/02/2011 | 3136FPQY6 | 1.750% | FIX | 10/26/2015 | 10/26/2011 | 27,345,000 | 72,655,000 |
| 03/02/2011 | 31398A6E7 | 1.500% | FIX | 11/23/2015 | 11/23/2011 | 48,035,000 | 801,965,000 |
| 03/01/2011 | 3136FPE86 | 1.375% | STEP | 12/09/2015 | 06/09/2011 | 16,375,000 | 33,625,000 |
| 03/01/2011 | 3136FPHT7 | 3.000% | STEP | 09/30/2025 | 03/30/2011 | 9,006,000 | 40,994,000 |
| 03/01/2011 | 3136FPSS7 | 1.000% | STEP | 10/28/2015 | 04/28/2011 | 5,950,000 | 94,050,000 |
| 03/01/2011 | 3136FPYU5 | 1.560% | FIX | 11/23/2015 | 11/23/2011 | 13,500,000 | 36,500,000 |
| 03/01/2011 | 3136FPZF7 | 0.650% | STEP | 11/23/2015 | 08/23/2011 | 14,900,000 | 35,100,000 |
| 03/01/2011 | 31398A6C1 | 1.150% | FIX | 11/18/2014 | 05/18/2011 | 12,835,000 | 237,165,000 |
| 02/24/2011 | 3136FPCA3 | 2.000% | FIX | 02/25/2016 | 02/25/2011 | 45,200,000 | 54,800,000 |
| 02/22/2011 | 3136FPXZ5 | 1.000% | FIX | 11/18/2014 | 11/18/2011 | 24,400,000 | 125,600,000 |
| 02/22/2011 | 3136FPYB7 | 2.050% | FIX | 05/23/2017 | 05/23/2011 | 23,175,000 | 76,825,000 |
| 02/11/2011 | 31398A4S8 | 1.050% | FIX | 10/22/2013 | 04/22/2011 | 40,000,000 | 960,000,000 |
| 02/02/2011 | 3136FPYK7 | 3.000% | FIX | 11/23/2020 | 11/23/2011 | 85,540,000 | 14,460,000 |
| 01/19/2011 | 31398A4R0 | 0.625% | STEP | 04/14/2014 | 10/14/2011 | 99,930,000 | 150,070,000 |
| 01/11/2011 | 31398A6G2 | 0.750% | FIX | 11/22/2013 | 11/22/2011 | 148,725,000 | 101,275,000 |
| 01/05/2011 | 31398A6E7 | 1.500% | FIX | 11/23/2015 | 11/23/2011 | 150,000,000 | 850,000,000 |
| 11/30/2010 | 3136FPBA4 | 3.350% | FIX | 08/24/2020 | 08/24/2011 | 92,045,000 | 7,955,000 |
| 05/24/2010 | 31398AA28 | 4.550% | FIX | 11/12/2019 | 11/12/2010 | 250,000,000 | 0 |
| 04/30/2010 | 31398AF72 | 3.000% | FIX | 02/17/2015 | 02/17/2011 | 219,675,000 | 1,280,325,000 |
| 04/30/2010 | 31398AJ86 | 1.797% | FIX | 03/25/2013 | 06/25/2010 | 100,000,000 | 400,000,000 |
| 04/28/2010 | 31398AG97 | 3.000% | FIX | 03/09/2015 | 09/09/2010 | 50,000,000 | 950,000,000 |
| 04/19/2010 | 3136FMJX3 | 3.100% | FIX | 10/16/2015 | 04/16/2012 | 20,000,000 | 80,000,000 |
| 04/05/2010 | 3136FJEA5 | 2.930% | FIX | 09/29/2014 | 09/29/2010 | 100,000,000 | 0 |
| 03/17/2010 | 31398AD74 | 4.000% | FIX | 01/20/2017 | 01/20/2011 | 295,795,000 | 3,204,205,000 |
| 02/05/2010 | 31398AD66 | 1.000% | STEP | 01/15/2013 | 07/15/2010 | 200,000,000 | 175,000,000 |
| 12/22/2009 | 31398AVU3 | 3.400% | FIX | 03/10/2014 | 03/10/2010 | 400,000,000 | 220,000,000 |
| 12/22/2009 | 31398AVU3 | 3.400% | FIX | 03/10/2014 | 03/10/2010 | 80,000,000 | 220,000,000 |
| 10/29/2009 | 31398AUX8 | 2.625% | FIX | 01/28/2014 | 01/28/2011 | 100,000,000 | 80,000,000 |
| 10/07/2009 | 31398AUX8 | 2.625% | FIX | 01/28/2014 | 01/28/2011 | 390,000,000 | 180,000,000 |
| 09/04/2009 | 31398ARF1 | 5.000% | FIX | 12/06/2028 | 12/06/2018 | 245,000,000 | 5,000,000 |
| 08/27/2009 | 31398AVU3 | 3.400% | FIX | 03/10/2014 | 03/10/2010 | 700,000,000 | 700,000,000 |
| 07/22/2009 | 31398AVL3 | 2.000% | FIX | 03/02/2011 | 03/02/2010 | 100,000,000 | 3,150,000,000 |
| 07/06/2009 | 3136F8SD8 | 5.730% | FIX | 09/01/2037 | 09/01/2017 | 100,000,000 | 0 |
| 07/06/2009 | 31398ABP6 | 5.600% | FIX | 05/15/2037 | 05/15/2017 | 22,330,000 | 122,170,000 |
| 06/25/2009 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 12,250,000 | 1,303,829,000 |
| 06/24/2009 | 31398AWJ7 | 1.875% | FIX | 04/08/2011 | 04/08/2010 | 388,500,000 | 611,500,000 |
| 06/10/2009 | 31398AWH1 | 2.900% | FIX | 04/07/2014 | 04/07/2011 | 100,000,000 | 400,000,000 |
| 06/04/2009 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 84,939,000 | 1,316,079,000 |
| 06/02/2009 | 3136FHPJ8 | 3.200% | FIX | 04/27/2015 | 04/27/2010 | 100,000,000 | 15,000,000 |
| 04/28/2009 | 3136F95E9 | 2.450% | FIX | 02/04/2014 | 05/04/2009 | 14,500,000 | 500,000 |
| 04/10/2009 | 31398ARA2 | 5.270% | FIX | 11/14/2028 | 11/14/2013 | 190,000,000 | 55,000,000 |
| 04/08/2009 | 31398ARB0 | 5.253% | FIX | 11/20/2026 | 11/20/2012 | 240,000,000 | 0 |
| 03/10/2009 | 31398ALD2 | 5.245% | FIX | 01/11/2023 | 01/11/2010 | 500,000,000 | 0 |
| 03/10/2009 | 31398AMJ8 | 5.225% | FIX | 01/27/2023 | 01/27/2010 | 500,000,000 | 0 |
| 03/10/2009 | 31398ANJ7 | 5.210% | FIX | 03/03/2023 | 03/03/2010 | 450,000,000 | 50,000,000 |
| 02/26/2009 | 31398ABV3 | 5.550% | FIX | 05/18/2020 | 05/18/2010 | 135,000,000 | 115,000,000 |
| 02/25/2009 | 3136F9M34 | 5.000% | FIX | 11/13/2018 | 11/13/2013 | 11,895,000 | 11,105,000 |
| 02/23/2009 | 31398ABV3 | 5.550% | FIX | 05/18/2020 | 05/18/2010 | 100,000,000 | 250,000,000 |
| 02/20/2009 | 31398ABD3 | 5.650% | FIX | 05/17/2022 | 05/17/2010 | 34,232,000 | 215,768,000 |
| 02/20/2009 | 31398ABV3 | 5.550% | FIX | 05/18/2020 | 05/18/2010 | 100,000,000 | 350,000,000 |
| 02/18/2009 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 25,000,000 | 103,325,000 |
| 02/18/2009 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 25,000,000 | 103,325,000 |
| 02/18/2009 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 25,000,000 | 103,325,000 |
| 01/27/2009 | 3136F9F57 | 5.050% | FIX | 09/29/2023 | 09/29/2010 | 82,375,000 | 17,625,000 |
| 01/27/2009 | 31398AQB1 | 3.850% | FIX | 04/17/2013 | 04/17/2009 | 1,000,000,000 | 0 |
| 01/15/2009 | 31398ADP4 | 6.077% | FIX | 08/20/2027 | 08/20/2010 | 191,000,000 | 9,000,000 |
| 01/14/2009 | 3136F9G49 | 4.750% | FIX | 10/01/2018 | 10/01/2010 | 10,000,000 | 25,000,000 |
| 01/14/2009 | 31398ADN9 | 6.060% | FIX | 07/20/2027 | 07/20/2010 | 156,055,000 | 93,945,000 |
| 01/13/2009 | 3136F9ZN6 | 6.125% | FIX | 08/07/2023 | 08/07/2009 | 120,176,000 | 79,824,000 |
| 01/09/2009 | 3136F9G49 | 4.750% | FIX | 10/01/2018 | 10/01/2010 | 10,000,000 | 35,000,000 |
| 12/19/2008 | 31359M5V1 | 5.400% | FIX | 03/09/2017 | 03/09/2010 | 15,450,000 | 209,550,000 |
| 12/17/2008 | 3136F73E5 | 5.700% | FIX | 10/05/2021 | 10/05/2009 | 119,550,000 | 336,835,000 |
| 12/17/2008 | 31398AKJ0 | 5.280% | FIX | 12/12/2017 | 06/12/2009 | 1,100,000,000 | 400,000,000 |
| 12/17/2008 | 31398ARC8 | 4.120% | FIX | 05/06/2013 | 11/06/2009 | 1,800,000,000 | 1,200,000,000 |
| 11/26/2008 | 3136F9CT8 | 4.060% | FIX | 03/19/2013 | 06/19/2008 | 25,000,000 | 25,000,000 |
| 11/17/2008 | 3136F9B85 | 4.500% | FIX | 08/19/2013 | 08/19/2009 | 54,165,000 | 45,835,000 |
| 11/17/2008 | 3136F9F57 | 5.050% | FIX | 09/29/2023 | 09/29/2010 | 85,000,000 | 100,000,000 |
| 11/13/2008 | 31359M2B8 | 5.625% | FIX | 11/15/2021 | 11/15/2011 | 23,000,000 | 554,045,000 |
| 11/06/2008 | 3136F9G49 | 4.750% | FIX | 10/01/2018 | 10/01/2010 | 5,000,000 | 45,000,000 |
| 11/06/2008 | 31398ANB4 | 4.800% | FIX | 02/20/2018 | 02/20/2009 | 14,065,000 | 235,935,000 |
| 10/21/2008 | 31398ANU2 | 3.375% | FIX | 03/05/2010 | 06/05/2008 | 100,000,000 | 1,900,000,000 |
| 10/20/2008 | 31398AKL5 | 5.500% | FIX | 12/14/2022 | 12/14/2009 | 7,465,000 | 1,759,118,000 |
| 10/16/2008 | 31398AQD7 | 5.480% | FIX | 04/21/2028 | 04/21/2011 | 6,000,000 | 119,000,000 |
| 10/15/2008 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 6,055,000 | 1,401,018,000 |
| 10/15/2008 | 31398AAW2 | 5.750% | FIX | 05/11/2022 | 05/11/2010 | 33,770,000 | 147,576,000 |
| 10/09/2008 | 31398AAT9 | 6.000% | FIX | 04/30/2037 | 04/30/2012 | 70,000,000 | 136,497,000 |
| 10/08/2008 | 3136F9CB7 | 4.000% | FIX | 03/11/2013 | 09/11/2008 | 5,315,000 | 194,685,000 |
| 10/08/2008 | 3136F9FL2 | 4.000% | FIX | 04/15/2013 | 07/15/2008 | 2,500,000 | 22,500,000 |
| 10/08/2008 | 31398APN6 | 4.000% | FIX | 04/08/2013 | 10/08/2008 | 23,250,000 | 226,750,000 |
| 10/07/2008 | 31359MSD6 | 4.600% | FIX | 06/05/2018 | 06/05/2006 | 2,000,000 | 195,082,000 |
| 10/07/2008 | 31398AAW2 | 5.750% | FIX | 05/11/2022 | 05/11/2010 | 2,000,000 | 181,346,000 |
| 10/07/2008 | 31398ARA2 | 5.270% | FIX | 11/14/2028 | 11/14/2013 | 5,000,000 | 245,000,000 |
| 10/03/2008 | 3136F9FW8 | 3.000% | FIX | 01/14/2011 | 04/14/2009 | 115,000,000 | 460,000,000 |
| 10/02/2008 | 3136F85T8 | 4.060% | FIX | 03/04/2013 | 09/04/2008 | 5,690,000 | 44,310,000 |
| 10/02/2008 | 3136F9JT1 | 4.000% | FIX | 04/29/2013 | 07/29/2008 | 12,885,000 | 37,115,000 |
| 10/02/2008 | 3136F9PZ0 | 4.050% | FIX | 05/28/2013 | 08/28/2008 | 4,050,000 | 45,950,000 |
| 10/01/2008 | 3136F3WT9 | 5.550% | FIX | 06/26/2028 | 09/26/2003 | 38,000,000 | 12,000,000 |
| 09/30/2008 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 125,000,000 | 178,325,000 |
| 09/26/2008 | 3136F9AS2 | 4.860% | FIX | 02/28/2018 | 02/28/2011 | 25,000,000 | 0 |
| 09/26/2008 | 3136F9CS0 | 4.810% | FIX | 03/15/2018 | 03/15/2011 | 25,000,000 | 0 |
| 09/25/2008 | 3136F9CD3 | 4.050% | FIX | 03/18/2013 | 06/18/2008 | 10,000,000 | 15,000,000 |
| 09/25/2008 | 3136F9DU4 | 4.000% | FIX | 04/15/2013 | 07/15/2008 | 11,250,000 | 88,750,000 |
| 09/19/2008 | 3136F8XT7 | 5.200% | FIX | 12/11/2017 | 12/11/2009 | 75,000,000 | 25,000,000 |
| 09/19/2008 | 3136F8XX8 | 5.220% | FIX | 12/04/2017 | 06/04/2010 | 75,000,000 | 0 |
| 09/19/2008 | 3136F8YA7 | 5.090% | FIX | 12/01/2017 | 09/01/2010 | 50,000,000 | 0 |
| 09/19/2008 | 3136F8YB5 | 5.210% | FIX | 12/04/2017 | 12/04/2009 | 50,000,000 | 0 |
| 09/15/2008 | 3136F3EM4 | 5.700% | FIX | 03/24/2023 | 03/24/2004 | 36,000,000 | 14,000,000 |
| 09/15/2008 | 3136F3K88 | 5.500% | FIX | 07/17/2028 | 10/17/2003 | 20,000,000 | 5,000,000 |
| 09/15/2008 | 3136F3XB7 | 5.500% | FIX | 06/26/2028 | 12/26/2003 | 25,000,000 | 0 |
| 09/12/2008 | 31398ASQ6 | 4.000% | FIX | 07/07/2011 | 07/07/2009 | 200,000,000 | 800,000,000 |
| 09/11/2008 | 31398AND0 | 5.570% | FIX | 02/13/2023 | 02/13/2009 | 150,000,000 | 0 |
| 09/09/2008 | 31398ANG3 | 4.250% | FIX | 02/27/2013 | 05/27/2008 | 10,000,000 | 300,000,000 |
| 09/09/2008 | 31398ANG3 | 4.250% | FIX | 02/27/2013 | 05/27/2008 | 100,000,000 | 300,000,000 |
| 09/08/2008 | 3136F73B1 | 6.000% | FIX | 10/05/2026 | 10/05/2011 | 14,701,000 | 85,299,000 |
| 09/08/2008 | 3136F8H57 | 5.125% | FIX | 01/17/2018 | 04/17/2008 | 27,908,000 | 107,092,000 |
| 09/03/2008 | 3136F84V4 | 4.875% | FIX | 02/20/2018 | 02/20/2009 | 30,000,000 | 120,000,000 |
| 09/03/2008 | 3136F9CB7 | 4.000% | FIX | 03/11/2013 | 09/11/2008 | 100,000,000 | 200,000,000 |
| 09/02/2008 | 3136F9PJ6 | 5.625% | FIX | 05/15/2023 | 05/15/2009 | 21,587,000 | 78,413,000 |
| 08/29/2008 | 31398AKG6 | 5.250% | FIX | 12/21/2017 | 12/21/2009 | 197,075,000 | 802,925,000 |
| 08/29/2008 | 31398AKK7 | 4.875% | FIX | 12/17/2012 | 12/17/2008 | 50,000,000 | 200,000,000 |
| 08/29/2008 | 31398APM8 | 3.000% | FIX | 04/01/2011 | 04/01/2009 | 51,500,000 | 948,500,000 |
| 08/28/2008 | 3136F8H57 | 5.125% | FIX | 01/17/2018 | 04/17/2008 | 25,000,000 | 135,000,000 |
| 08/27/2008 | 3136F72Q9 | 6.250% | FIX | 01/21/2022 | 01/21/2009 | 50,000,000 | 0 |
| 08/27/2008 | 3136F7QC4 | 6.190% | FIX | 12/19/2025 | 12/19/2008 | 190,000,000 | 5,000,000 |
| 08/27/2008 | 3136F8LN3 | 6.140% | FIX | 11/30/2022 | 11/30/2007 | 50,000,000 | 0 |
| 08/27/2008 | 3136F8QQ1 | 6.650% | FIX | 08/08/2022 | 08/08/2008 | 50,000,000 | 0 |
| 08/27/2008 | 31398ANG3 | 4.250% | FIX | 02/27/2013 | 05/27/2008 | 90,000,000 | 410,000,000 |
| 08/25/2008 | 3136F9ZJ5 | 4.820% | FIX | 08/19/2013 | 08/19/2010 | 25,000,000 | 0 |
| 08/25/2008 | 31398AMN9 | 5.750% | FIX | 02/01/2023 | 05/01/2008 | 200,000,000 | 100,000,000 |
| 08/22/2008 | 31398AND0 | 5.570% | FIX | 02/13/2023 | 02/13/2009 | 150,000,000 | 150,000,000 |
| 08/21/2008 | 3136F9EX7 | 4.050% | FIX | 04/07/2014 | 04/07/2010 | 20,000,000 | 80,000,000 |
| 08/21/2008 | 3136F9HN6 | 4.000% | FIX | 04/23/2014 | 04/23/2009 | 16,285,000 | 133,715,000 |
| 08/21/2008 | 3136F9JB0 | 4.000% | FIX | 05/07/2013 | 11/07/2008 | 20,000,000 | 80,000,000 |
| 08/21/2008 | 3136F9ZJ5 | 4.820% | FIX | 08/19/2013 | 08/19/2010 | 50,000,000 | 25,000,000 |
| 08/21/2008 | 31398AKL5 | 5.500% | FIX | 12/14/2022 | 12/14/2009 | 34,417,000 | 1,766,583,000 |
| 08/20/2008 | 3136F9ZJ5 | 4.820% | FIX | 08/19/2013 | 08/19/2010 | 50,000,000 | 75,000,000 |
| 08/20/2008 | 3136F9ZJ5 | 4.820% | FIX | 08/19/2013 | 08/19/2010 | 50,000,000 | 75,000,000 |
| 08/18/2008 | 31398ARM6 | 4.350% | FIX | 05/29/2013 | 05/29/2009 | 4,000,000 | 996,000,000 |
| 08/15/2008 | 3136F8M44 | 4.000% | FIX | 01/28/2015 | 01/28/2010 | 2,000,000 | 23,000,000 |
| 08/14/2008 | 31359M5V1 | 5.400% | FIX | 03/09/2017 | 03/09/2010 | 25,000,000 | 225,000,000 |
| 08/14/2008 | 3136F9QF3 | 5.250% | FIX | 05/29/2018 | 08/29/2008 | 9,335,000 | 40,665,000 |
| 08/14/2008 | 31398AKL5 | 5.500% | FIX | 12/14/2022 | 12/14/2009 | 30,000,000 | 1,801,000,000 |
| 08/14/2008 | 31398ALJ9 | 5.000% | FIX | 01/29/2018 | 01/29/2009 | 53,650,000 | 196,350,000 |
| 08/14/2008 | 31398ANH1 | 3.250% | FIX | 02/25/2011 | 02/25/2009 | 100,000,000 | 3,050,000,000 |
| 08/13/2008 | 31359MY23 | 6.550% | FIX | 09/26/2036 | 09/26/2007 | 21,468,000 | 228,532,000 |
| 08/08/2008 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 82,896,000 | 610,924,000 |
| 08/08/2008 | 3136F9SN4 | 5.500% | STEP | 06/16/2028 | 06/16/2010 | 4,000,000 | 11,000,000 |
| 08/08/2008 | 31398AND0 | 5.570% | FIX | 02/13/2023 | 02/13/2009 | 100,000,000 | 300,000,000 |
| 08/07/2008 | 31398ADB5 | 6.008% | FIX | 06/21/2027 | 06/21/2010 | 41,700,000 | 8,300,000 |
| 08/07/2008 | 31398ART1 | 3.500% | FIX | 05/28/2010 | 08/28/2008 | 25,000,000 | 225,000,000 |
| 08/06/2008 | 3136F8RU1 | 6.180% | FIX | 08/28/2017 | 08/28/2008 | 50,000,000 | 0 |
| 08/05/2008 | 3136F9VK6 | 6.000% | FIX | 07/10/2018 | 10/10/2008 | 50,000,000 | 58,000,000 |
| 08/05/2008 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 4,000,000 | 303,325,000 |
| 08/04/2008 | 3136F9LP6 | 3.000% | FIX | 04/28/2010 | 04/28/2009 | 216,948,000 | 1,773,052,000 |
| 08/04/2008 | 31398AND0 | 5.570% | FIX | 02/13/2023 | 02/13/2009 | 100,000,000 | 400,000,000 |
| 08/04/2008 | 31398APB2 | 4.050% | FIX | 02/26/2013 | 02/26/2010 | 424,571,000 | 75,429,000 |
| 08/01/2008 | 3136F85G6 | 4.250% | FIX | 06/13/2013 | 06/13/2008 | 30,000,000 | 0 |
| 07/31/2008 | 3136F9LP6 | 3.000% | FIX | 04/28/2010 | 04/28/2009 | 10,000,000 | 1,990,000,000 |
| 07/30/2008 | 3136F2KH0 | 5.550% | FIX | 09/26/2017 | 09/26/2003 | 21,500,000 | 28,500,000 |
| 07/30/2008 | 3136F6Y29 | 5.600% | FIX | 03/28/2017 | 03/28/2007 | 8,065,000 | 26,417,000 |
| 07/28/2008 | 3136F8P33 | 5.000% | FIX | 02/08/2023 | 02/08/2010 | 4,500,000 | 190,500,000 |
| 07/28/2008 | 31398AKC5 | 5.300% | FIX | 11/27/2017 | 11/27/2009 | 500,000,000 | 0 |
| 07/25/2008 | 3136F73E5 | 5.700% | FIX | 10/05/2021 | 10/05/2009 | 208,705,000 | 456,385,000 |
| 07/24/2008 | 31398AAS1 | 5.375% | FIX | 05/04/2022 | 05/04/2012 | 10,000,000 | 83,500,000 |
| 07/23/2008 | 3136F9LP6 | 3.000% | FIX | 04/28/2010 | 04/28/2009 | 250,000,000 | 2,000,000,000 |
| 07/11/2008 | 31398APS5 | 2.750% | FIX | 04/16/2010 | 01/16/2009 | 15,000,000 | 235,000,000 |
| 06/30/2008 | 31398AQS4 | 3.500% | FIX | 04/28/2011 | 04/28/2009 | 120,000,000 | 880,000,000 |
| 06/25/2008 | 3136F9JK0 | 4.000% | STEP | 05/05/2015 | 11/05/2008 | 2,577,000 | 22,423,000 |
| 06/25/2008 | 3136F9PN7 | 4.250% | FIX | 05/19/2014 | 05/19/2010 | 2,000,000 | 23,000,000 |
| 06/23/2008 | 31398APZ9 | 2.700% | FIX | 04/28/2010 | 04/28/2009 | 200,271,000 | 149,729,000 |
| 06/17/2008 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 17,927,000 | 1,407,073,000 |
| 06/04/2008 | 31359M2B8 | 5.625% | FIX | 11/15/2021 | 11/15/2011 | 94,000,000 | 577,045,000 |
| 06/04/2008 | 31359MZ48 | 5.950% | FIX | 11/07/2036 | 11/07/2013 | 1,000,000 | 149,000,000 |
| 06/04/2008 | 31398AKL5 | 5.500% | FIX | 12/14/2022 | 12/14/2009 | 169,000,000 | 1,831,000,000 |
| 06/02/2008 | 31359M2B8 | 5.625% | FIX | 11/15/2021 | 11/15/2011 | 78,955,000 | 671,045,000 |
| 06/02/2008 | 3136F73E5 | 5.700% | FIX | 10/05/2021 | 10/05/2009 | 216,000,000 | 665,090,000 |
| 06/02/2008 | 3136F9CR2 | 4.250% | FIX | 03/19/2013 | 06/19/2008 | 15,000,000 | 585,000,000 |
| 06/02/2008 | 31398AAW2 | 5.750% | FIX | 05/11/2022 | 05/11/2010 | 66,654,000 | 183,346,000 |
| 06/02/2008 | 31398AMQ2 | 4.000% | FIX | 02/06/2013 | 02/06/2009 | 10,000,000 | 490,000,000 |
| 05/30/2008 | 31398AHW5 | 5.650% | FIX | 10/26/2017 | 10/26/2009 | 196,825,000 | 303,175,000 |
| 05/19/2008 | 31359MSD6 | 4.600% | FIX | 06/05/2018 | 06/05/2006 | 50,000,000 | 197,082,000 |
| 05/19/2008 | 3136F3ZQ2 | 4.125% | FIX | 06/30/2014 | 06/30/2004 | 10,550,000 | 39,450,000 |
| 05/16/2008 | 31359M7M9 | 5.375% | FIX | 04/11/2022 | 04/11/2012 | 275,000,000 | 725,000,000 |
| 05/01/2008 | 3136F9CB7 | 4.000% | FIX | 03/11/2013 | 09/11/2008 | 50,000,000 | 300,000,000 |
| 04/24/2008 | 3136F9CB7 | 4.000% | FIX | 03/11/2013 | 09/11/2008 | 50,000,000 | 350,000,000 |
| 04/17/2008 | 31398ALX8 | 5.080% | FIX | 01/25/2023 | 01/25/2010 | 500,000,000 | 0 |
| 04/16/2008 | 31398ANN8 | 5.850% | FIX | 02/24/2028 | 08/24/2009 | 42,675,000 | 307,325,000 |
| 04/02/2008 | 31398APM8 | 3.000% | FIX | 04/01/2011 | 04/01/2009 | 250,000,000 | 1,000,000,000 |
| 04/02/2008 | 31398APM8 | 3.000% | FIX | 04/01/2011 | 04/01/2009 | 250,000,000 | 1,000,000,000 |
| 01/15/2008 | 3136F8GT6 | 5.800% | FIX | 03/14/2017 | 03/14/2008 | 50,000,000 | 0 |
| 01/15/2008 | 3136F8GU3 | 6.030% | FIX | 03/14/2022 | 03/14/2008 | 50,000,000 | 0 |
| 01/14/2008 | 31359MYB3 | 4.720% | FIX | 03/15/2010 | 03/15/2007 | 650,000,000 | 50,000,000 |
| 01/14/2008 | 3136F73E5 | 5.700% | FIX | 10/05/2021 | 10/05/2009 | 118,910,000 | 881,090,000 |
| 01/14/2008 | 31398ABG6 | 5.500% | FIX | 05/10/2027 | 05/10/2017 | 146,350,000 | 153,650,000 |
| 01/11/2008 | 3136F8YF6 | 4.550% | FIX | 12/11/2013 | 12/11/2009 | 13,835,000 | 11,165,000 |
| 01/08/2008 | 3136F8SV8 | 5.530% | FIX | 09/25/2014 | 09/25/2008 | 15,000,000 | 235,000,000 |
| 01/04/2008 | 3136F8XQ3 | 5.000% | FIX | 06/12/2013 | 12/12/2008 | 50,000,000 | 50,000,000 |
| 12/24/2007 | 31398AKR2 | 5.500% | FIX | 12/21/2022 | 12/21/2009 | 250,000,000 | 0 |
| 12/18/2007 | 31398AAT9 | 6.000% | FIX | 04/30/2037 | 04/30/2012 | 43,503,000 | 206,497,000 |
| 12/17/2007 | 31359M2B8 | 5.625% | FIX | 11/15/2021 | 11/15/2011 | 250,000,000 | 750,000,000 |
| 12/17/2007 | 31359ML84 | 6.000% | FIX | 04/18/2036 | 04/18/2016 | 175,000,000 | 1,425,000,000 |
| 12/14/2007 | 31398AFK3 | 5.935% | FIX | 08/10/2017 | 08/10/2009 | 250,000,000 | 0 |
| 12/14/2007 | 31398AFL1 | 5.935% | FIX | 08/03/2017 | 08/03/2009 | 250,000,000 | 0 |
| 12/14/2007 | 31398AGB2 | 5.900% | FIX | 08/14/2017 | 08/14/2009 | 250,000,000 | 15,000,000 |
| 12/14/2007 | 31398AGP1 | 5.680% | FIX | 08/28/2017 | 08/28/2009 | 1,025,000,000 | 0 |
| 12/14/2007 | 31398AHF2 | 5.660% | FIX | 10/02/2017 | 10/02/2009 | 500,000,000 | 0 |
| 12/13/2007 | 31398AFE7 | 6.155% | FIX | 07/23/2027 | 07/23/2014 | 50,000,000 | 0 |
| 12/12/2007 | 3136F35P7 | 5.240% | FIX | 08/07/2018 | 08/07/2013 | 11,200,000 | 188,800,000 |
| 12/12/2007 | 31398AFG2 | 5.950% | FIX | 08/03/2017 | 08/03/2009 | 1,250,000,000 | 0 |
| 12/10/2007 | 31398AFZ0 | 5.625% | FIX | 08/21/2012 | 08/21/2008 | 38,947,000 | 261,053,000 |
| 12/10/2007 | 31398AGS5 | 5.100% | FIX | 09/10/2009 | 09/10/2008 | 59,450,000 | 940,550,000 |
| 12/10/2007 | 31398AHN5 | 5.000% | FIX | 10/15/2010 | 10/15/2008 | 25,000,000 | 950,000,000 |
| 12/05/2007 | 3136F8UZ6 | 5.210% | FIX | 10/29/2015 | 10/29/2010 | 50,000,000 | 15,000,000 |
| 12/05/2007 | 3136F8VA0 | 5.160% | FIX | 10/30/2017 | 10/30/2012 | 50,000,000 | 15,000,000 |
| 12/04/2007 | 3136F7X51 | 6.000% | FIX | 08/29/2016 | 08/28/2008 | 10,970,000 | 989,030,000 |
| 12/03/2007 | 31398AHN5 | 5.000% | FIX | 10/15/2010 | 10/15/2008 | 25,000,000 | 975,000,000 |
| 11/29/2007 | 3136F6QD4 | 4.430% | FIX | 12/07/2009 | 12/07/2005 | 50,000,000 | 0 |
| 11/29/2007 | 3136F6RR2 | 4.530% | FIX | 12/15/2009 | 12/15/2005 | 50,000,000 | 0 |
| 11/29/2007 | 3136F6VQ9 | 4.550% | FIX | 01/25/2010 | 01/25/2006 | 50,000,000 | 0 |
| 11/29/2007 | 3136F6YT0 | 4.570% | FIX | 02/17/2010 | 02/17/2006 | 47,000,000 | 3,000,000 |
| 11/29/2007 | 3136F8WW1 | 4.907% | FIX | 11/14/2012 | 11/14/2008 | 500,000,000 | 0 |
| 11/28/2007 | 3136F6GN3 | 4.500% | FIX | 10/28/2009 | 01/28/2005 | 25,000,000 | 0 |
| 11/28/2007 | 3136F6PY9 | 4.400% | FIX | 11/25/2009 | 11/25/2005 | 50,000,000 | 0 |
| 11/28/2007 | 3136F6PZ6 | 4.400% | FIX | 11/25/2009 | 11/25/2005 | 50,000,000 | 0 |
| 11/28/2007 | 3136F6Q44 | 4.750% | FIX | 03/10/2010 | 03/10/2006 | 25,000,000 | 0 |
| 11/28/2007 | 3136F6RR2 | 4.530% | FIX | 12/15/2009 | 12/15/2005 | 50,000,000 | 50,000,000 |
| 11/28/2007 | 3136F6RS0 | 4.510% | FIX | 12/15/2009 | 12/15/2005 | 50,000,000 | 0 |
| 11/28/2007 | 3136F6VN6 | 4.550% | FIX | 01/25/2010 | 01/25/2006 | 50,000,000 | 0 |
| 11/26/2007 | 31359MW66 | 6.000% | FIX | 08/22/2016 | 08/22/2008 | 93,336,000 | 1,256,664,000 |
| 11/16/2007 | 31359MZ22 | 5.450% | FIX | 10/18/2021 | 10/18/2016 | 100,000,000 | 400,000,000 |
| 11/07/2007 | 3136F8MW2 | 5.960% | FIX | 06/04/2019 | 12/04/2008 | 50,000,000 | 0 |
| 10/31/2007 | 31398ABP6 | 5.600% | FIX | 05/15/2037 | 05/15/2017 | 5,250,000 | 144,500,000 |
| 10/29/2007 | 3136F8BY0 | 5.490% | FIX | 01/11/2023 | 01/11/2013 | 100,000,000 | 0 |
| 10/29/2007 | 3136F8DJ1 | 5.620% | FIX | 04/22/2027 | 04/22/2014 | 100,000,000 | 0 |
| 10/26/2007 | 3136F76Q5 | 5.680% | FIX | 01/22/2027 | 01/22/2013 | 50,000,000 | 0 |
| 10/05/2007 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 8,100,000 | 223,430,000 |
| 10/05/2007 | 31359MZ48 | 5.950% | FIX | 11/07/2036 | 11/07/2013 | 250,000,000 | 150,000,000 |
| 10/03/2007 | 31359MD34 | 4.900% | FIX | 06/01/2015 | 06/01/2007 | 250,000,000 | 0 |
| 10/03/2007 | 3136F3AM8 | 4.200% | FIX | 09/10/2009 | 09/10/2003 | 60,000,000 | 15,000,000 |
| 10/03/2007 | 3136F5JG7 | 4.000% | FIX | 03/22/2010 | 06/22/2004 | 15,000,000 | 60,000,000 |
| 10/01/2007 | 3136F7JJ7 | 5.340% | FIX | 08/08/2025 | 08/08/2011 | 25,000,000 | 0 |
| 09/26/2007 | 31398ABP6 | 5.600% | FIX | 05/15/2037 | 05/15/2017 | 100,250,000 | 149,750,000 |
| 09/25/2007 | 31359MXX6 | 5.000% | FIX | 03/02/2015 | 03/02/2007 | 36,678,000 | 383,322,000 |
| 09/07/2007 | 31359MA52 | 5.000% | FIX | 04/19/2010 | 04/19/2006 | 30,000,000 | 207,957,000 |
| 09/07/2007 | 3136F7JW8 | 5.000% | FIX | 08/24/2010 | 08/24/2007 | 30,000,000 | 70,000,000 |
| 09/04/2007 | 31359MXX6 | 5.000% | FIX | 03/02/2015 | 03/02/2007 | 80,000,000 | 420,000,000 |
| 08/28/2007 | 31359MN25 | 6.035% | FIX | 05/09/2016 | 05/09/2008 | 275,000,000 | 0 |
| 08/28/2007 | 31359MW66 | 6.000% | FIX | 08/22/2016 | 08/22/2008 | 750,000,000 | 1,350,000,000 |
| 08/23/2007 | 31398AEG3 | 5.800% | FIX | 07/02/2012 | 07/02/2008 | 86,460,000 | 213,540,000 |
| 08/20/2007 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 24,450,000 | 231,530,000 |
| 08/14/2007 | 3136F5KT7 | 3.400% | FIX | 03/24/2009 | 03/24/2005 | 12,750,000 | 87,250,000 |
| 08/10/2007 | 3136F8KN4 | 5.250% | FIX | 04/16/2014 | 04/16/2010 | 12,095,000 | 37,905,000 |
| 08/09/2007 | 31398AAS1 | 5.375% | FIX | 05/04/2022 | 05/04/2012 | 56,500,000 | 93,500,000 |
| 08/08/2007 | 31359MZ55 | 5.750% | FIX | 11/16/2026 | 11/16/2011 | 98,490,000 | 55,310,000 |
| 08/08/2007 | 31398AAS1 | 5.375% | FIX | 05/04/2022 | 05/04/2012 | 100,000,000 | 150,000,000 |
| 08/06/2007 | 3136F2WV6 | 6.140% | FIX | 12/16/2022 | 12/16/2005 | 25,000,000 | 0 |
| 08/06/2007 | 3136F2WV6 | 6.140% | FIX | 12/16/2022 | 12/16/2005 | 25,000,000 | 0 |
| 08/06/2007 | 3136F2WW4 | 6.130% | FIX | 12/16/2022 | 12/16/2005 | 50,000,000 | 0 |
| 08/06/2007 | 3136F7Z75 | 5.800% | FIX | 09/08/2016 | 09/08/2009 | 14,304,000 | 35,696,000 |
| 08/02/2007 | 3136F3TQ9 | 3.750% | FIX | 05/27/2010 | 05/27/2005 | 11,405,000 | 38,595,000 |
| 07/30/2007 | 31359M4M2 | 6.000% | FIX | 01/25/2017 | 01/25/2008 | 90,000,000 | 160,000,000 |
| 07/30/2007 | 31359M7N7 | 5.600% | FIX | 04/20/2017 | 04/20/2009 | 224,125,000 | 25,875,000 |
| 07/30/2007 | 3136F8NH4 | 6.250% | FIX | 06/06/2022 | 09/06/2007 | 86,285,000 | 13,715,000 |
| 07/27/2007 | 31359M5J8 | 6.000% | FIX | 02/28/2017 | 02/28/2008 | 108,225,000 | 391,775,000 |
| 07/27/2007 | 31359M5X7 | 6.000% | FIX | 03/15/2017 | 06/15/2007 | 197,015,000 | 52,985,000 |
| 07/26/2007 | 3136F3EE2 | 5.300% | FIX | 03/26/2018 | 03/26/2004 | 10,000,000 | 65,000,000 |
| 07/26/2007 | 3136F3N51 | 5.250% | FIX | 07/16/2018 | 01/16/2004 | 10,000,000 | 65,000,000 |
| 07/26/2007 | 3136F4PG3 | 5.000% | FIX | 10/20/2011 | 10/20/2004 | 10,000,000 | 40,000,000 |
| 07/26/2007 | 3136F4RB2 | 5.125% | FIX | 05/04/2012 | 11/04/2004 | 10,000,000 | 65,000,000 |
| 07/26/2007 | 3136F5JE2 | 5.540% | FIX | 03/11/2019 | 06/11/2004 | 15,000,000 | 85,000,000 |
| 07/26/2007 | 3136F7CA3 | 5.750% | FIX | 07/07/2020 | 10/07/2005 | 15,000,000 | 60,000,000 |
| 07/24/2007 | 31359M5B5 | 5.750% | FIX | 02/13/2017 | 08/13/2008 | 219,992,000 | 780,008,000 |
| 07/23/2007 | 3136F5LU3 | 3.500% | FIX | 04/06/2009 | 10/06/2004 | 7,000,000 | 93,000,000 |
| 07/20/2007 | 31359M4Y6 | 5.600% | FIX | 02/01/2017 | 02/01/2010 | 50,000,000 | 510,000,000 |
| 07/20/2007 | 3136F7YV3 | 6.000% | FIX | 04/28/2016 | 04/28/2008 | 100,000,000 | 250,000,000 |
| 07/19/2007 | 31359M4Y6 | 5.600% | FIX | 02/01/2017 | 02/01/2010 | 100,000,000 | 560,000,000 |
| 07/17/2007 | 31359MRB1 | 5.000% | FIX | 04/07/2016 | 04/07/2004 | 6,537,000 | 343,463,000 |
| 07/17/2007 | 3136F8CY9 | 5.700% | FIX | 12/20/2013 | 12/20/2007 | 18,385,000 | 11,615,000 |
| 07/16/2007 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 16,180,000 | 693,820,000 |
| 07/12/2007 | 3136F6NQ8 | 5.000% | FIX | 12/08/2011 | 03/08/2005 | 5,000,000 | 22,838,000 |
| 07/12/2007 | 31398ACF7 | 5.550% | FIX | 06/04/2010 | 09/04/2007 | 400,000,000 | 600,000,000 |
| 07/02/2007 | 31359M6J7 | 5.400% | FIX | 03/26/2012 | 03/26/2008 | 510,010,000 | 389,990,000 |
| 06/28/2007 | 31359M6J7 | 5.400% | FIX | 03/26/2012 | 03/26/2008 | 100,000,000 | 900,000,000 |
| 06/26/2007 | 3136F3D52 | 5.000% | FIX | 07/09/2018 | 07/09/2004 | 11,225,000 | 178,775,000 |
| 06/26/2007 | 3136F3G83 | 5.510% | FIX | 07/07/2028 | 07/07/2004 | 21,000,000 | 4,000,000 |
| 06/25/2007 | 31398ADB5 | 6.008% | FIX | 06/21/2027 | 06/21/2010 | 200,000,000 | 50,000,000 |
| 06/22/2007 | 31359M7Z0 | 5.500% | FIX | 05/10/2017 | 05/10/2010 | 226,950,000 | 23,050,000 |
| 06/22/2007 | 3136F2XX1 | 5.650% | FIX | 12/19/2017 | 12/19/2007 | 24,953,000 | 25,047,000 |
| 06/22/2007 | 3136F46B5 | 4.450% | FIX | 08/25/2009 | 05/25/2004 | 10,000,000 | 140,000,000 |
| 06/21/2007 | 31359M5P4 | 5.375% | FIX | 03/02/2012 | 09/02/2008 | 700,000,000 | 300,000,000 |
| 06/21/2007 | 31398ACW0 | 5.944% | FIX | 06/15/2027 | 06/15/2012 | 250,000,000 | 0 |
| 06/20/2007 | 31359MZ55 | 5.750% | FIX | 11/16/2026 | 11/16/2011 | 96,200,000 | 153,800,000 |
| 06/19/2007 | 31359M7G2 | 6.000% | FIX | 04/12/2017 | 10/12/2007 | 250,000,000 | 500,000,000 |
| 06/19/2007 | 31359M7U1 | 6.000% | FIX | 04/18/2017 | 04/18/2008 | 400,000,000 | 100,000,000 |
| 06/18/2007 | 3136F3D52 | 5.000% | FIX | 07/09/2018 | 07/09/2004 | 10,000,000 | 190,000,000 |
| 06/18/2007 | 3136F3K54 | 5.125% | FIX | 07/16/2018 | 10/16/2003 | 10,300,000 | 139,700,000 |
| 06/18/2007 | 3136F3R81 | 5.375% | FIX | 07/16/2018 | 10/16/2003 | 5,000,000 | 245,000,000 |
| 06/18/2007 | 3136F3VP8 | 5.000% | FIX | 06/04/2018 | 06/04/2004 | 12,460,000 | 37,692,000 |
| 06/18/2007 | 3136F8GS8 | 6.250% | FIX | 03/29/2022 | 06/29/2007 | 150,355,000 | 699,645,000 |
| 06/15/2007 | 3136F5NQ0 | 4.010% | FIX | 10/01/2009 | 07/01/2004 | 5,000,000 | 95,000,000 |
| 06/08/2007 | 3136F3VN3 | 4.400% | FIX | 06/03/2013 | 06/03/2004 | 3,395,000 | 123,605,000 |
| 06/08/2007 | 3136F5NA5 | 4.030% | FIX | 03/30/2010 | 06/30/2004 | 3,226,000 | 46,774,000 |
| 06/07/2007 | 3136F3VP8 | 5.000% | FIX | 06/04/2018 | 06/04/2004 | 49,848,000 | 50,152,000 |
| 05/15/2007 | 3136F2XY9 | 5.670% | FIX | 12/19/2017 | 12/19/2007 | 50,000,000 | 0 |
| 05/11/2007 | 31359MZ48 | 5.950% | FIX | 11/07/2036 | 11/07/2013 | 100,000,000 | 400,000,000 |
| 05/11/2007 | 3136F5AK7 | 4.000% | STEP | 02/25/2014 | 02/25/2005 | 5,500,000 | 19,500,000 |
| 05/08/2007 | 3136F7J65 | 6.500% | FIX | 06/27/2036 | 06/27/2011 | 10,000,000 | 46,620,000 |
| 04/23/2007 | 3136F3VN3 | 4.400% | FIX | 06/03/2013 | 06/03/2004 | 23,000,000 | 127,000,000 |
| 04/16/2007 | 3136F5HH7 | 4.300% | FIX | 03/09/2010 | 06/09/2004 | 13,510,000 | 69,430,000 |
| 04/13/2007 | 3136F5KP5 | 5.450% | FIX | 04/12/2019 | 07/12/2004 | 35,000,000 | 65,000,000 |
| 04/12/2007 | 3136F6V48 | 5.090% | STEP | 03/24/2015 | 06/24/2005 | 10,000,000 | 15,000,000 |
| 03/30/2007 | 31359MS87 | 5.875% | FIX | 06/27/2013 | 06/27/2008 | 108,578,000 | 141,422,000 |
| 03/19/2007 | 3136F7AK3 | 4.450% | FIX | 06/16/2010 | 06/16/2006 | 55,000,000 | 0 |
| 03/16/2007 | 3136F7W78 | 5.550% | FIX | 08/25/2011 | 08/25/2008 | 76,310,000 | 119,250,000 |
| 03/02/2007 | 3136F75F0 | 6.125% | FIX | 11/02/2026 | 11/02/2010 | 48,450,000 | 1,550,000 |
| 02/23/2007 | 3136F6VT3 | 5.410% | FIX | 01/27/2025 | 01/27/2012 | 94,000,000 | 6,000,000 |
| 02/15/2007 | 3136F6UQ0 | 4.250% | FIX | 10/28/2008 | 04/28/2005 | 11,290,000 | 38,710,000 |
| 02/02/2007 | 31359MN74 | 6.070% | FIX | 05/12/2016 | 05/12/2008 | 172,291,000 | 1,027,049,000 |
| 02/01/2007 | 31359MYB3 | 4.720% | FIX | 03/15/2010 | 03/15/2007 | 50,000,000 | 700,000,000 |
| 01/31/2007 | 31359MK36 | 5.600% | FIX | 03/29/2011 | 03/29/2007 | 68,590,000 | 431,410,000 |
| 01/31/2007 | 31359ML92 | 5.670% | FIX | 04/26/2011 | 04/26/2007 | 273,772,000 | 726,228,000 |
| 01/09/2007 | 31359MP80 | 5.750% | FIX | 06/09/2011 | 06/09/2008 | 150,000,000 | 350,000,000 |
| 01/02/2007 | 3136F5DE8 | 4.125% | FIX | 08/27/2009 | 05/27/2004 | 100,000,000 | 195,000,000 |
| 12/28/2006 | 3136F2EJ3 | 5.690% | FIX | 08/28/2017 | 08/28/2007 | 100,000,000 | 0 |
| 12/28/2006 | 3136F2ES3 | 5.720% | FIX | 08/28/2017 | 08/28/2006 | 100,000,000 | 10,000,000 |
| 12/21/2006 | 3136F2XG8 | 5.980% | FIX | 12/19/2022 | 12/19/2006 | 40,000,000 | 0 |
| 12/21/2006 | 3136F2XG8 | 5.980% | FIX | 12/19/2022 | 12/19/2006 | 60,000,000 | 0 |
| 12/19/2006 | 3136F2D47 | 5.540% | FIX | 12/30/2022 | 12/30/2009 | 60,000,000 | 0 |
| 12/06/2006 | 3136F23S5 | 4.500% | FIX | 02/26/2010 | 08/26/2003 | 95,945,000 | 4,055,000 |
| 12/06/2006 | 3136F34K9 | 3.650% | FIX | 08/04/2008 | 02/04/2005 | 225,000,000 | 25,000,000 |
| 12/06/2006 | 3136F3S80 | 3.800% | FIX | 07/14/2010 | 07/14/2005 | 200,000,000 | 50,000,000 |
| 12/06/2006 | 3136F3U20 | 4.020% | FIX | 07/16/2010 | 07/16/2004 | 100,000,000 | 0 |
| 12/05/2006 | 3136F7W78 | 5.550% | FIX | 08/25/2011 | 08/25/2008 | 54,440,000 | 195,560,000 |
| 11/30/2006 | 31359MN74 | 6.070% | FIX | 05/12/2016 | 05/12/2008 | 200,660,000 | 1,199,340,000 |
| 11/24/2006 | 3136F4US1 | 4.500% | STEP | 11/21/2016 | 11/21/2007 | 20,000,000 | 0 |
| 11/22/2006 | 3136F7J65 | 6.500% | FIX | 06/27/2036 | 06/27/2011 | 243,380,000 | 56,620,000 |
| 11/16/2006 | 3136F3PD2 | 3.660% | FIX | 04/30/2008 | 04/30/2004 | 11,698,000 | 138,302,000 |
| 11/06/2006 | 3136F7SB4 | 5.430% | FIX | 01/27/2011 | 04/27/2006 | 50,000,000 | 0 |
| 11/03/2006 | 31359MH30 | 5.500% | FIX | 02/22/2011 | 02/22/2007 | 50,000,000 | 950,000,000 |
| 11/03/2006 | 3136F7WN3 | 5.750% | FIX | 03/17/2036 | 03/17/2016 | 30,000,000 | 0 |
| 10/31/2006 | 31359MA52 | 5.000% | FIX | 04/19/2010 | 04/19/2006 | 12,043,000 | 237,957,000 |
| 10/31/2006 | 31359MA78 | 4.450% | FIX | 04/11/2008 | 04/11/2006 | 95,525,000 | 188,502,000 |
| 10/31/2006 | 31359MA94 | 4.750% | FIX | 04/20/2010 | 04/20/2006 | 38,254,000 | 211,746,000 |
| 10/31/2006 | 31359MB77 | 4.650% | FIX | 05/17/2010 | 05/17/2006 | 11,395,000 | 238,605,000 |
| 10/31/2006 | 31359MB93 | 4.300% | FIX | 05/05/2008 | 05/05/2006 | 48,460,000 | 363,127,000 |
| 10/31/2006 | 31359MC50 | 4.625% | FIX | 06/01/2010 | 06/01/2006 | 305,551,000 | 824,449,000 |
| 10/31/2006 | 31359MD26 | 4.200% | FIX | 06/16/2008 | 06/16/2006 | 29,954,000 | 220,046,000 |
| 10/31/2006 | 31359MD59 | 4.125% | FIX | 06/16/2008 | 06/16/2006 | 78,777,000 | 171,223,000 |
| 10/31/2006 | 31359ME25 | 4.300% | FIX | 06/30/2008 | 06/30/2006 | 47,699,000 | 202,301,000 |
| 10/31/2006 | 31359MF81 | 5.050% | FIX | 02/07/2011 | 08/07/2006 | 19,600,000 | 230,400,000 |
| 10/31/2006 | 31359MSD6 | 4.600% | FIX | 06/05/2018 | 06/05/2006 | 77,918,000 | 247,082,000 |
| 10/31/2006 | 31359MWP4 | 4.010% | FIX | 10/21/2009 | 10/21/2005 | 47,843,000 | 242,947,000 |
| 10/31/2006 | 31359MXG3 | 4.000% | FIX | 07/25/2008 | 01/25/2006 | 58,291,000 | 491,709,000 |
| 10/31/2006 | 31359MXS7 | 4.300% | FIX | 02/17/2010 | 02/17/2006 | 44,237,000 | 355,763,000 |
| 10/31/2006 | 31359MXV0 | 4.400% | FIX | 03/08/2010 | 03/08/2006 | 219,179,000 | 280,821,000 |
| 10/31/2006 | 31359MYA5 | 4.200% | FIX | 03/24/2008 | 03/24/2006 | 193,320,000 | 806,680,000 |
| 10/31/2006 | 31359MYF4 | 4.400% | FIX | 07/28/2008 | 07/28/2006 | 19,200,000 | 230,800,000 |
| 10/31/2006 | 31359MYL1 | 4.700% | FIX | 07/28/2010 | 07/28/2006 | 6,850,000 | 243,150,000 |
| 10/31/2006 | 31359MYM9 | 4.500% | FIX | 08/04/2008 | 08/04/2006 | 286,768,000 | 463,232,000 |
| 10/31/2006 | 31359MYT4 | 4.500% | FIX | 08/15/2008 | 08/15/2006 | 48,903,000 | 451,097,000 |
| 10/31/2006 | 31359MYV9 | 4.875% | FIX | 08/11/2010 | 08/11/2006 | 107,293,000 | 142,707,000 |
| 10/31/2006 | 31359MYY3 | 4.750% | FIX | 08/25/2008 | 08/25/2006 | 361,677,000 | 638,323,000 |
| 10/31/2006 | 31359MZE6 | 4.570% | FIX | 06/15/2009 | 12/15/2005 | 2,500,000 | 297,500,000 |
| 10/31/2006 | 3136F5C90 | 5.200% | STEP | 06/02/2008 | 06/02/2006 | 465,000 | 249,535,000 |
| 10/31/2006 | 3136F6C49 | 4.000% | FIX | 03/10/2008 | 03/10/2006 | 31,420,000 | 218,580,000 |
| 10/31/2006 | 3136F6DJ5 | 4.150% | FIX | 09/10/2009 | 03/10/2006 | 4,700,000 | 245,300,000 |
| 10/31/2006 | 3136F7EZ6 | 4.500% | FIX | 07/27/2009 | 07/27/2006 | 12,205,000 | 237,795,000 |
| 10/30/2006 | 3136F3VS2 | 3.000% | FIX | 06/04/2008 | 06/04/2004 | 64,000,000 | 86,000,000 |
| 10/30/2006 | 3136F7JX6 | 4.700% | FIX | 09/02/2008 | 03/02/2006 | 17,750,000 | 32,250,000 |
| 10/24/2006 | 3136F7YJ0 | 6.000% | FIX | 04/07/2010 | 04/07/2008 | 63,455,000 | 36,545,000 |
| 10/23/2006 | 3136F7M38 | 5.810% | FIX | 01/05/2009 | 01/05/2007 | 50,000,000 | 50,000,000 |
| 10/23/2006 | 3136F7ZL4 | 5.625% | FIX | 05/19/2011 | 05/19/2008 | 130,850,000 | 369,150,000 |
| 10/19/2006 | 3136F6YU7 | 4.680% | FIX | 02/15/2012 | 02/15/2007 | 200,000,000 | 0 |
| 10/18/2006 | 31359MZX4 | 5.000% | FIX | 07/03/2008 | 01/03/2007 | 250,000,000 | 250,000,000 |
| 10/13/2006 | 3136F7E45 | 5.650% | FIX | 06/06/2011 | 06/06/2008 | 100,000,000 | 0 |
| 10/11/2006 | 31359MD67 | 4.200% | FIX | 06/08/2009 | 06/08/2007 | 25,750,000 | 573,199,000 |
| 09/25/2006 | 31359MB69 | 5.000% | FIX | 04/26/2017 | 04/26/2010 | 70,000,000 | 330,000,000 |
| 09/25/2006 | 3136F3WW2 | 3.000% | FIX | 06/11/2008 | 06/11/2004 | 10,000,000 | 130,000,000 |
| 09/18/2006 | 31359MB69 | 5.000% | FIX | 04/26/2017 | 04/26/2010 | 100,000,000 | 400,000,000 |
| 09/18/2006 | 31359ME66 | 4.875% | FIX | 01/11/2008 | 01/11/2007 | 26,020,000 | 873,980,000 |
| 09/18/2006 | 31359MF99 | 5.250% | FIX | 02/23/2011 | 02/23/2007 | 15,400,000 | 234,600,000 |
| 09/18/2006 | 31359MH55 | 5.170% | FIX | 02/23/2009 | 02/23/2007 | 36,148,000 | 463,852,000 |
| 09/18/2006 | 31359MZK2 | 4.900% | FIX | 11/28/2007 | 11/28/2006 | 51,000,000 | 949,000,000 |
| 09/13/2006 | 3136F6DW6 | 4.000% | STEP | 09/30/2009 | 03/30/2005 | 10,000,000 | 90,000,000 |
| 09/08/2006 | 3136F7C88 | 6.000% | FIX | 06/05/2013 | 06/05/2007 | 56,735,000 | 43,265,000 |
| 09/05/2006 | 31359MD75 | 4.000% | FIX | 06/23/2008 | 06/23/2006 | 45,000,000 | 148,385,000 |
| 08/29/2006 | 3136F32S4 | 3.875% | STEP | 07/28/2008 | 07/28/2004 | 25,000,000 | 25,000,000 |
| 08/22/2006 | 3136F2D39 | 5.260% | FIX | 12/29/2017 | 12/29/2009 | 25,000,000 | 0 |
| 08/18/2006 | 31359MC76 | 4.500% | FIX | 06/01/2010 | 06/01/2007 | 807,794,000 | 192,206,000 |
| 08/09/2006 | 3136F5DE8 | 4.125% | FIX | 08/27/2009 | 05/27/2004 | 5,000,000 | 295,000,000 |
| 08/09/2006 | 3136F6VR7 | 4.550% | FIX | 01/28/2010 | 07/28/2005 | 9,947,000 | 40,053,000 |
| 08/09/2006 | 3136F7CK1 | 4.375% | FIX | 06/23/2008 | 12/23/2005 | 10,000,000 | 40,000,000 |
| 08/09/2006 | 3136F7GJ0 | 4.540% | FIX | 08/01/2008 | 02/01/2006 | 10,000,000 | 10,000,000 |
| 08/09/2006 | 3136F7PE1 | 4.875% | FIX | 12/28/2007 | 12/28/2006 | 150,000,000 | 100,000,000 |
| 08/03/2006 | 3136F7TZ0 | 6.500% | FIX | 03/02/2021 | 06/02/2006 | 82,535,000 | 17,465,000 |
| 07/31/2006 | 3136F4Q64 | 4.040% | FIX | 01/20/2009 | 01/20/2005 | 50,000,000 | 4,000 |
| 07/31/2006 | 3136F4Q64 | 4.040% | FIX | 01/20/2009 | 01/20/2005 | 49,996,000 | 4,000 |
| 07/28/2006 | 31359MF24 | 5.080% | FIX | 01/27/2009 | 07/27/2006 | 140,000,000 | 160,000,000 |
| 07/26/2006 | 3136F7QW0 | 6.250% | FIX | 01/25/2021 | 04/25/2006 | 41,363,000 | 258,637,000 |
| 07/26/2006 | 3136F7YW1 | 5.550% | FIX | 11/10/2008 | 08/10/2006 | 25,499,000 | 99,501,000 |
| 07/19/2006 | 31359MZV8 | 5.125% | FIX | 01/18/2008 | 04/18/2006 | 60,000,000 | 412,561,000 |
| 07/11/2006 | 3136F6F95 | 6.000% | FIX | 03/07/2025 | 09/07/2005 | 25,000,000 | 0 |
| 07/11/2006 | 3136F6XF1 | 6.000% | FIX | 02/03/2020 | 08/03/2005 | 28,660,000 | 71,340,000 |
| 07/10/2006 | 31359MZG1 | 4.710% | FIX | 10/06/2008 | 10/06/2006 | 1,100,000,000 | 0 |
| 07/07/2006 | 31359MZV8 | 5.125% | FIX | 01/18/2008 | 04/18/2006 | 127,439,000 | 472,561,000 |
| 07/05/2006 | 3136F3PY6 | 5.280% | FIX | 04/30/2018 | 04/30/2007 | 57,025,000 | 17,975,000 |
| 06/30/2006 | 31359MZA4 | 5.625% | FIX | 09/01/2015 | 09/01/2006 | 816,318,000 | 183,682,000 |
| 06/30/2006 | 3136F7PM3 | 5.250% | FIX | 12/15/2008 | 03/15/2006 | 21,773,000 | 278,227,000 |
| 06/23/2006 | 3136F7LX3 | 6.250% | FIX | 10/27/2025 | 04/27/2006 | 26,780,000 | 73,220,000 |
| 06/15/2006 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 50,000,000 | 255,980,000 |
| 06/12/2006 | 3136F7JS7 | 5.000% | FIX | 08/25/2010 | 08/25/2006 | 29,950,000 | 120,050,000 |
| 06/09/2006 | 3136F3VH6 | 5.250% | FIX | 06/09/2028 | 06/09/2004 | 10,000,000 | 65,000,000 |
| 06/08/2006 | 3136F3B62 | 5.000% | FIX | 07/07/2028 | 07/07/2004 | 17,012,000 | 22,988,000 |
| 06/02/2006 | 31359MF73 | 5.500% | FIX | 02/09/2011 | 05/09/2006 | 61,585,000 | 188,415,000 |
| 06/01/2006 | 31359MC50 | 4.625% | FIX | 06/01/2010 | 06/01/2006 | 870,000,000 | 1,130,000,000 |
| 05/25/2006 | 31359MJ61 | 5.375% | FIX | 03/15/2010 | 03/15/2007 | 81,875,000 | 168,125,000 |
| 05/15/2006 | 31359MC50 | 4.625% | FIX | 06/01/2010 | 06/01/2006 | 500,000,000 | 2,000,000,000 |
| 05/15/2006 | 31359MXF5 | 3.830% | FIX | 01/18/2008 | 01/18/2006 | 1,300,000,000 | 354,735,000 |
| 05/05/2006 | 3136F7GN1 | 5.600% | FIX | 07/27/2015 | 10/27/2005 | 85,680,000 | 279,320,000 |
| 05/05/2006 | 3136F7UW5 | 5.450% | FIX | 08/24/2009 | 05/24/2006 | 35,815,000 | 64,185,000 |
| 04/25/2006 | 31359ME82 | 4.875% | FIX | 01/11/2008 | 01/11/2007 | 64,604,000 | 185,396,000 |
| 04/25/2006 | 3136F6ZY8 | 4.210% | FIX | 02/22/2010 | 02/22/2007 | 46,000,000 | 54,000,000 |
| 04/24/2006 | 31359MF99 | 5.250% | FIX | 02/23/2011 | 02/23/2007 | 250,000,000 | 250,000,000 |
| 04/18/2006 | 3136F6ED7 | 5.000% | FIX | 09/14/2012 | 12/14/2004 | 10,000,000 | 90,000,000 |
| 04/17/2006 | 3136F5PT2 | 5.400% | FIX | 04/08/2014 | 07/08/2004 | 25,000,000 | 125,000,000 |
| 04/11/2006 | 3136F3SD9 | 5.375% | FIX | 05/30/2023 | 05/30/2007 | 13,910,000 | 36,090,000 |
| 04/11/2006 | 3136F6D48 | 5.650% | FIX | 03/09/2020 | 06/09/2005 | 5,050,000 | 44,950,000 |
| 04/11/2006 | 3136F6XE4 | 5.700% | FIX | 02/18/2020 | 05/18/2005 | 6,513,000 | 68,487,000 |
| 03/24/2006 | 3136F6TF6 | 5.000% | FIX | 06/21/2013 | 03/21/2005 | 19,150,000 | 5,850,000 |
| 03/23/2006 | 3136F4Z98 | 4.050% | FIX | 01/16/2009 | 04/16/2004 | 27,140,000 | 22,860,000 |
| 03/23/2006 | 3136F5KR1 | 4.280% | FIX | 03/30/2011 | 06/30/2004 | 50,000,000 | 250,000,000 |
| 03/20/2006 | 31364KD56 | 4.680% | FLO | 12/20/2007 | 03/20/2001 | 9,650,000 | 151,008,000 |
| 03/17/2006 | 31359MD67 | 4.200% | FIX | 06/08/2009 | 06/08/2007 | 31,581,000 | 598,949,000 |
| 03/13/2006 | 3136F6UW7 | 4.000% | FIX | 01/18/2008 | 04/18/2005 | 34,376,000 | 15,624,000 |
| 03/13/2006 | 3136F6XQ7 | 4.000% | FIX | 02/11/2008 | 05/11/2005 | 20,000,000 | 0 |
| 03/08/2006 | 3136F6MY2 | 4.000% | STEP | 11/23/2011 | 02/23/2005 | 40,000,000 | 85,000,000 |
| 02/21/2006 | 31359MD67 | 4.200% | FIX | 06/08/2009 | 06/08/2007 | 176,470,000 | 630,530,000 |
| 02/03/2006 | 3136F6Y29 | 5.600% | FIX | 03/28/2017 | 03/28/2007 | 15,518,000 | 34,482,000 |
| 01/27/2006 | 3136F3J72 | 5.000% | FIX | 07/02/2018 | 07/02/2004 | 2,000,000 | 98,000,000 |
| 01/27/2006 | 3136F3RG3 | 5.400% | FIX | 05/14/2018 | 05/14/2004 | 3,000,000 | 47,000,000 |
| 01/27/2006 | 3136F3UJ3 | 5.050% | FIX | 05/21/2018 | 11/21/2003 | 1,000,000 | 99,000,000 |
| 01/24/2006 | 3136F66X2 | 5.750% | FIX | 06/08/2020 | 09/08/2005 | 9,289,000 | 66,311,000 |
| 01/20/2006 | 3136F6UH0 | 4.000% | FIX | 02/01/2008 | 08/01/2005 | 70,000,000 | 80,000,000 |
| 01/19/2006 | 3136F6T82 | 5.400% | FIX | 03/28/2013 | 06/28/2005 | 10,000,000 | 40,000,000 |
| 01/18/2006 | 3136F3KK1 | 5.500% | FIX | 04/16/2018 | 04/16/2004 | 15,000,000 | 135,000,000 |
| 01/13/2006 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 40,000,000 | 710,000,000 |
| 01/12/2006 | 31359MD67 | 4.200% | FIX | 06/08/2009 | 06/08/2007 | 193,000,000 | 807,000,000 |
| 01/09/2006 | 31359MB51 | 4.000% | FIX | 05/23/2007 | 05/23/2006 | 63,588,000 | 1,186,412,000 |
| 01/09/2006 | 31359MD42 | 4.000% | FIX | 06/07/2007 | 06/07/2006 | 52,575,000 | 197,425,000 |
| 12/30/2005 | 31359MA37 | 5.000% | FIX | 04/06/2010 | 04/06/2006 | 65,000,000 | 235,000,000 |
| 12/30/2005 | 3136F65F2 | 4.520% | FIX | 05/10/2010 | 05/10/2007 | 50,000,000 | 0 |
| 12/30/2005 | 3136F6YU7 | 4.680% | FIX | 02/15/2012 | 02/15/2007 | 50,000,000 | 200,000,000 |
| 12/30/2005 | 3136F7MN4 | 4.500% | STEP | 11/21/2008 | 02/21/2006 | 43,528,000 | 6,472,000 |
| 12/29/2005 | 31359MXR9 | 3.550% | FIX | 02/16/2007 | 02/16/2006 | 146,677,000 | 353,323,000 |
| 12/29/2005 | 3136F4W91 | 3.500% | STEP | 01/24/2008 | 01/24/2005 | 5,000,000 | 145,000,000 |
| 12/29/2005 | 3136F5WV9 | 4.200% | STEP | 05/13/2009 | 05/13/2005 | 20,000,000 | 180,000,000 |
| 12/29/2005 | 3136F6EL9 | 4.125% | STEP | 09/28/2012 | 12/28/2004 | 15,000,000 | 10,000,000 |
| 12/29/2005 | 3136F6LZ0 | 4.920% | FIX | 11/16/2011 | 02/16/2005 | 50,000,000 | 25,000,000 |
| 12/27/2005 | 3136F3XT8 | 4.300% | FIX | 06/17/2013 | 06/17/2004 | 25,000,000 | 125,000,000 |
| 12/27/2005 | 3136F5HH7 | 4.300% | FIX | 03/09/2010 | 06/09/2004 | 17,060,000 | 82,940,000 |
| 12/22/2005 | 3136F3UE4 | 4.000% | FIX | 05/20/2010 | 08/20/2003 | 100,000,000 | 25,000,000 |
| 12/20/2005 | 3136F3D29 | 2.650% | FIX | 06/30/2008 | 06/30/2006 | 107,000,000 | 85,130,000 |
| 12/20/2005 | 3136F5DS7 | 4.180% | FIX | 08/27/2009 | 05/27/2004 | 25,000,000 | 100,000,000 |
| 12/16/2005 | 31359MWP4 | 4.010% | FIX | 10/21/2009 | 10/21/2005 | 78,975,000 | 290,790,000 |
| 12/16/2005 | 3136F66X2 | 5.750% | FIX | 06/08/2020 | 09/08/2005 | 24,400,000 | 75,600,000 |
| 12/16/2005 | 3136F6LL1 | 4.000% | FIX | 11/09/2009 | 11/09/2005 | 40,329,000 | 209,671,000 |
| 12/15/2005 | 31359MB93 | 4.300% | FIX | 05/05/2008 | 05/05/2006 | 64,625,000 | 411,587,000 |
| 12/15/2005 | 31359MWC3 | 3.410% | FIX | 08/30/2007 | 09/01/2005 | 29,629,000 | 717,049,000 |
| 12/15/2005 | 31359MWS8 | 3.375% | FIX | 11/09/2007 | 11/09/2005 | 350,000,000 | 241,995,000 |
| 12/15/2005 | 31359MWU3 | 3.550% | FIX | 11/16/2007 | 11/16/2005 | 450,000,000 | 375,325,000 |
| 12/15/2005 | 31359MWW9 | 3.650% | FIX | 11/30/2007 | 11/30/2005 | 540,000,000 | 460,000,000 |
| 12/15/2005 | 3136F6GK9 | 5.000% | FIX | 10/28/2011 | 01/28/2005 | 46,570,000 | 53,430,000 |
| 12/15/2005 | 3136F6NQ8 | 5.000% | FIX | 12/08/2011 | 03/08/2005 | 22,162,000 | 27,838,000 |
| 12/15/2005 | 3136F7JC2 | 4.520% | FIX | 02/15/2008 | 11/15/2005 | 52,730,000 | 47,270,000 |
| 12/14/2005 | 31359MWD1 | 3.000% | FIX | 03/02/2007 | 03/02/2006 | 219,500,000 | 1,729,312,000 |
| 12/13/2005 | 31359MXT5 | 3.860% | FIX | 02/22/2008 | 02/22/2006 | 40,105,000 | 372,415,000 |
| 12/13/2005 | 3136F3D29 | 2.650% | FIX | 06/30/2008 | 06/30/2006 | 50,000,000 | 192,130,000 |
| 12/13/2005 | 3136F64W6 | 4.590% | FIX | 05/03/2010 | 05/03/2006 | 15,275,000 | 9,725,000 |
| 12/13/2005 | 3136F6TV1 | 3.800% | FIX | 01/18/2008 | 01/18/2006 | 49,910,000 | 950,090,000 |
| 12/13/2005 | 3136F6YZ6 | 3.750% | FIX | 08/15/2007 | 02/15/2006 | 26,510,000 | 123,490,000 |
| 12/12/2005 | 3136F5KR1 | 4.280% | FIX | 03/30/2011 | 06/30/2004 | 50,000,000 | 300,000,000 |
| 12/07/2005 | 31359MC84 | 5.750% | FIX | 06/15/2020 | 09/15/2005 | 129,000,000 | 121,000,000 |
| 12/07/2005 | 3136F4N91 | 5.210% | FIX | 12/27/2018 | 12/27/2011 | 80,000,000 | 0 |
| 12/01/2005 | 31359MWD1 | 3.000% | FIX | 03/02/2007 | 03/02/2006 | 51,188,000 | 1,948,812,000 |
| 11/30/2005 | 3136F5DP3 | 3.740% | FIX | 02/24/2009 | 02/24/2005 | 245,000,000 | 255,000,000 |
| 11/29/2005 | 3136F4UB8 | 4.500% | STEP | 11/14/2007 | 11/14/2005 | 375,000,000 | 0 |
| 11/23/2005 | 31359MA78 | 4.450% | FIX | 04/11/2008 | 04/11/2006 | 215,973,000 | 284,027,000 |
| 11/17/2005 | 31359MYH0 | 4.125% | FIX | 01/26/2007 | 01/26/2006 | 313,367,000 | 686,633,000 |
| 11/15/2005 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 6,075,000 | 305,980,000 |
| 11/14/2005 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 240,000,000 | 312,055,000 |
| 11/09/2005 | 3136F2ET1 | 5.600% | FIX | 08/28/2017 | 08/28/2008 | 110,000,000 | 0 |
| 11/04/2005 | 3136F5MG3 | 3.310% | FIX | 03/30/2009 | 03/30/2005 | 4,000,000 | 146,000,000 |
| 11/01/2005 | 31359MZD8 | 4.250% | FIX | 09/28/2007 | 09/28/2006 | 61,825,000 | 188,175,000 |
| 11/01/2005 | 3136F2D39 | 5.260% | FIX | 12/29/2017 | 12/29/2009 | 30,000,000 | 25,000,000 |
| 11/01/2005 | 3136F5GP0 | 4.040% | FIX | 03/16/2009 | 06/16/2004 | 8,500,000 | 116,500,000 |
| 10/28/2005 | 3136F7AP2 | 4.000% | FIX | 06/29/2007 | 09/29/2005 | 25,000,000 | 125,000,000 |
| 10/27/2005 | 31359MXK4 | 3.750% | FIX | 07/25/2008 | 01/25/2006 | 76,040,000 | 773,960,000 |
| 10/27/2005 | 31359MYQ0 | 5.000% | FIX | 08/02/2012 | 08/02/2007 | 60,935,000 | 189,065,000 |
| 10/26/2005 | 3136F3WW2 | 3.000% | FIX | 06/11/2008 | 06/11/2004 | 10,000,000 | 140,000,000 |
| 10/24/2005 | 31359MUW1 | 3.850% | FIX | 04/14/2009 | 04/14/2005 | 25,000,000 | 362,781,000 |
| 10/24/2005 | 3136F3V86 | 3.210% | FIX | 07/23/2008 | 07/23/2004 | 25,000,000 | 175,000,000 |
| 10/24/2005 | 3136F3VE3 | 3.150% | FIX | 05/27/2009 | 05/27/2005 | 10,000,000 | 40,000,000 |
| 10/19/2005 | 3136F7LA3 | 5.040% | FIX | 04/12/2011 | 01/12/2006 | 15,730,000 | 34,270,000 |
| 10/06/2005 | 31359MXP3 | 3.875% | FIX | 02/01/2008 | 02/01/2006 | 1,000,000,000 | 1,000,000,000 |
| 10/04/2005 | 31359MB85 | 5.050% | FIX | 04/28/2015 | 04/28/2008 | 100,000,000 | 325,000,000 |
| 09/29/2005 | 31359MYU1 | 4.790% | FIX | 08/04/2010 | 08/04/2006 | 360,000,000 | 0 |
| 09/28/2005 | 31359MSC8 | 3.250% | STEP | 06/04/2008 | 06/04/2004 | 40,217,000 | 378,150,000 |
| 09/28/2005 | 31359MUC5 | 3.660% | FIX | 02/25/2009 | 02/25/2005 | 43,811,000 | 256,189,000 |
| 09/28/2005 | 31359MUW1 | 3.850% | FIX | 04/14/2009 | 04/14/2005 | 112,219,000 | 387,781,000 |
| 09/28/2005 | 31359MVB6 | 3.125% | FIX | 05/04/2007 | 05/04/2005 | 292,880,000 | 707,120,000 |
| 09/28/2005 | 31359MWC3 | 3.410% | FIX | 08/30/2007 | 09/01/2005 | 1,253,322,000 | 746,678,000 |
| 09/28/2005 | 31359MWL3 | 3.100% | FIX | 04/04/2007 | 04/04/2005 | 644,912,000 | 55,088,000 |
| 09/28/2005 | 3136F3C87 | 2.750% | FIX | 06/30/2008 | 06/30/2004 | 33,085,000 | 316,915,000 |
| 09/28/2005 | 3136F3SP2 | 3.000% | FIX | 05/28/2007 | 05/28/2004 | 51,520,000 | 198,480,000 |
| 09/28/2005 | 3136F46R0 | 3.000% | FIX | 02/26/2007 | 08/26/2004 | 64,469,000 | 379,931,000 |
| 09/28/2005 | 3136F4NA8 | 3.050% | FIX | 04/20/2007 | 10/20/2004 | 32,912,000 | 217,088,000 |
| 09/28/2005 | 3136F52L4 | 3.500% | FIX | 07/20/2007 | 07/20/2005 | 17,575,000 | 332,425,000 |
| 09/28/2005 | 3136F53F6 | 3.500% | FIX | 07/27/2007 | 07/27/2005 | 7,255,000 | 242,745,000 |
| 09/28/2005 | 3136F5EH0 | 3.150% | STEP | 10/23/2009 | 07/23/2004 | 200,000,000 | 100,000,000 |
| 09/28/2005 | 3136F5FX4 | 2.625% | FIX | 03/16/2007 | 03/16/2005 | 29,165,000 | 220,835,000 |
| 09/28/2005 | 3136F5QA2 | 2.760% | FIX | 04/13/2007 | 04/13/2005 | 7,300,000 | 242,700,000 |
| 09/28/2005 | 3136F5RC7 | 2.875% | FIX | 04/26/2007 | 04/26/2005 | 39,550,000 | 560,450,000 |
| 09/28/2005 | 3136F5RK9 | 3.125% | FIX | 10/26/2007 | 04/26/2005 | 8,123,000 | 241,877,000 |
| 09/28/2005 | 3136F5TJ0 | 3.100% | FIX | 04/27/2007 | 04/27/2005 | 11,793,000 | 288,207,000 |
| 09/28/2005 | 3136F5TX9 | 3.375% | FIX | 10/29/2007 | 04/29/2005 | 1,060,000 | 298,940,000 |
| 09/28/2005 | 3136F5X89 | 3.800% | FIX | 07/06/2007 | 07/06/2005 | 5,222,000 | 244,778,000 |
| 09/28/2005 | 3136F5XX4 | 3.350% | FIX | 05/10/2007 | 05/10/2005 | 73,682,000 | 176,318,000 |
| 09/28/2005 | 3136F6B32 | 3.650% | FIX | 02/23/2007 | 05/23/2005 | 21,500,000 | 28,500,000 |
| 09/28/2005 | 3136F6CP2 | 3.100% | FIX | 03/14/2007 | 09/14/2005 | 98,985,000 | 151,015,000 |
| 09/28/2005 | 3136F6MP1 | 3.750% | FIX | 12/03/2007 | 03/03/2005 | 35,920,000 | 114,080,000 |
| 09/28/2005 | 3136F6ZV4 | 3.700% | STEP | 08/18/2008 | 05/18/2005 | 20,400,000 | 29,600,000 |
| 09/23/2005 | 31359MC43 | 5.125% | FIX | 05/27/2015 | 05/27/2008 | 22,945,000 | 552,055,000 |
| 09/13/2005 | 3136F6WS4 | 4.000% | FIX | 07/28/2008 | 04/28/2005 | 25,000,000 | 25,000,000 |
| 09/01/2005 | 31359MB69 | 5.000% | FIX | 04/26/2017 | 04/26/2010 | 500,000,000 | 500,000,000 |
| 08/26/2005 | 31359MB93 | 4.300% | FIX | 05/05/2008 | 05/05/2006 | 173,788,000 | 476,212,000 |
| 08/26/2005 | 31359MXT5 | 3.860% | FIX | 02/22/2008 | 02/22/2006 | 87,480,000 | 412,520,000 |
| 08/25/2005 | 31359ME58 | 5.250% | FIX | 07/14/2015 | 07/14/2006 | 60,000,000 | 190,000,000 |
| 08/22/2005 | 31359MD75 | 4.000% | FIX | 06/23/2008 | 06/23/2006 | 56,615,000 | 193,385,000 |
| 08/19/2005 | 31359MXF5 | 3.830% | FIX | 01/18/2008 | 01/18/2006 | 45,265,000 | 1,654,735,000 |
| 08/19/2005 | 3136F5BN0 | 3.000% | CFIX | 03/15/2007 | 03/15/2005 | 65,000,000 | 207,000,000 |
| 08/18/2005 | 3136F3US3 | 3.250% | FIX | 12/09/2009 | 06/09/2006 | 10,000,000 | 40,000,000 |
| 08/15/2005 | 31359MD75 | 4.000% | FIX | 06/23/2008 | 06/23/2006 | 50,000,000 | 250,000,000 |
| 08/12/2005 | 3136F5BN0 | 3.000% | CFIX | 03/15/2007 | 03/15/2005 | 50,000,000 | 272,000,000 |
| 08/09/2005 | 31359MYB3 | 4.720% | FIX | 03/15/2010 | 03/15/2007 | 250,000,000 | 750,000,000 |
| 08/05/2005 | 31359MWS8 | 3.375% | FIX | 11/09/2007 | 11/09/2005 | 24,585,000 | 591,995,000 |
| 08/05/2005 | 31359MWS8 | 3.375% | FIX | 11/09/2007 | 11/09/2005 | 308,420,000 | 591,995,000 |
| 08/05/2005 | 3136F3D29 | 2.650% | FIX | 06/30/2008 | 06/30/2006 | 7,870,000 | 242,130,000 |
| 08/05/2005 | 3136F6JE0 | 3.300% | FIX | 11/01/2007 | 11/01/2005 | 153,115,000 | 46,885,000 |
| 08/01/2005 | 31359MWL3 | 3.100% | FIX | 04/04/2007 | 04/04/2005 | 300,000,000 | 700,000,000 |
| 06/14/2005 | 31359MXB4 | 3.600% | FIX | 12/21/2007 | 12/21/2005 | 11,500,000 | 211,325,000 |
| 05/26/2005 | 3136F6TX7 | 4.500% | FIX | 02/17/2010 | 05/17/2005 | 34,060,000 | 15,940,000 |
| 05/25/2005 | 3136F3M29 | 4.620% | FIX | 07/10/2018 | 10/10/2003 | 50,000,000 | 0 |
| 05/24/2005 | 3136F6WQ8 | 4.000% | STEP | 02/07/2013 | 02/07/2006 | 30,000,000 | 45,000,000 |
| 05/13/2005 | 3136F3UN4 | 3.350% | FIX | 11/28/2008 | 11/28/2003 | 31,195,000 | 118,805,000 |
| 05/06/2005 | 31359MWS8 | 3.375% | FIX | 11/09/2007 | 11/09/2005 | 75,000,000 | 925,000,000 |
| 05/06/2005 | 3136F6JE0 | 3.300% | FIX | 11/01/2007 | 11/01/2005 | 50,000,000 | 200,000,000 |
| 05/04/2005 | 3136F6QX0 | 3.550% | FIX | 03/20/2007 | 06/20/2005 | 12,400,000 | 37,600,000 |
| 05/04/2005 | 3136F6WW5 | 4.000% | FIX | 02/25/2008 | 05/25/2005 | 74,155,000 | 100,845,000 |
| 05/02/2005 | 3136F3V78 | 5.000% | FIX | 07/29/2019 | 10/29/2003 | 29,700,000 | 22,000,000 |
| 04/29/2005 | 3136F63R8 | 4.375% | STEP | 10/28/2009 | 04/28/2006 | 25,000,000 | 75,000,000 |
| 04/28/2005 | 3136F3M29 | 4.620% | FIX | 07/10/2018 | 10/10/2003 | 50,000,000 | 50,000,000 |
| 04/28/2005 | 3136F6XR5 | 3.875% | STEP | 02/09/2010 | 02/09/2007 | 22,880,000 | 27,120,000 |
| 04/19/2005 | 31359MWP4 | 4.010% | FIX | 10/21/2009 | 10/21/2005 | 130,235,000 | 369,765,000 |
| 04/12/2005 | 3136F6XW4 | 4.000% | FIX | 08/08/2008 | 02/08/2006 | 100,000,000 | 125,000,000 |
| 04/11/2005 | 31359MWU3 | 3.550% | FIX | 11/16/2007 | 11/16/2005 | 63,675,000 | 825,325,000 |
| 04/11/2005 | 31359MXB4 | 3.600% | FIX | 12/21/2007 | 12/21/2005 | 27,175,000 | 222,825,000 |
| 04/08/2005 | 3136F3V78 | 5.000% | FIX | 07/29/2019 | 10/29/2003 | 8,300,000 | 51,700,000 |
| 04/05/2005 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 250,000,000 | 750,000,000 |
| 04/05/2005 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 250,000,000 | 750,000,000 |
| 04/05/2005 | 31359MTM5 | 4.610% | FIX | 10/10/2013 | 10/10/2006 | 250,000,000 | 750,000,000 |
| 03/18/2005 | 31359MWU3 | 3.550% | FIX | 11/16/2007 | 11/16/2005 | 111,000,000 | 889,000,000 |
| 02/28/2005 | 31359MWT6 | 3.375% | FIX | 05/15/2007 | 05/15/2006 | 92,459,000 | 657,541,000 |
| 02/08/2005 | 31359MWT6 | 3.375% | FIX | 05/15/2007 | 05/15/2006 | 250,000,000 | 750,000,000 |
| 01/28/2005 | 3136F5U90 | 4.750% | FIX | 07/13/2009 | 07/13/2005 | 181,645,000 | 68,355,000 |
| 01/19/2005 | 3136F3ML7 | 4.100% | FIX | 04/28/2010 | 04/28/2004 | 10,000,000 | 0 |
| 01/18/2005 | 3136F54B4 | 3.310% | FIX | 01/26/2007 | 01/26/2005 | 1,500,000,000 | 500,000,000 |
| 11/19/2004 | 3136F3C95 | 3.120% | FIX | 12/30/2008 | 09/30/2004 | 42,250,000 | 7,750,000 |
| 11/19/2004 | 3136F3RH1 | 5.330% | FIX | 05/12/2023 | 05/12/2009 | 75,000,000 | 0 |
| 11/12/2004 | 31359MVB6 | 3.125% | FIX | 05/04/2007 | 05/04/2005 | 750,000,000 | 1,000,000,000 |
| 10/01/2004 | 3136F3V78 | 5.000% | FIX | 07/29/2019 | 10/29/2003 | 40,000,000 | 60,000,000 |
| 09/30/2004 | 3136F43N2 | 5.200% | FIX | 02/04/2019 | 05/04/2004 | 23,800,000 | 1,200,000 |
| 09/29/2004 | 31359MVB6 | 3.125% | FIX | 05/04/2007 | 05/04/2005 | 250,000,000 | 1,750,000,000 |
| 09/21/2004 | 3136F5EF4 | 4.670% | FIX | 03/17/2014 | 06/17/2004 | 25,000,000 | 0 |
| 09/07/2004 | 3136F6BF5 | 3.375% | FIX | 09/07/2007 | 09/07/2005 | 107,000,000 | 143,000,000 |
| 08/27/2004 | 3136F5XC0 | 3.000% | STEP | 05/13/2009 | 05/13/2005 | 11,780,000 | 28,220,000 |
| 08/11/2004 | 31359MMF7 | 5.625% | FIX | 02/28/2012 | 02/28/2007 | 36,705,000 | 263,295,000 |
| 07/29/2004 | 3136F3SY3 | 3.250% | FIX | 05/16/2008 | 05/16/2006 | 17,900,000 | 182,100,000 |
| 07/29/2004 | 3136F5PC9 | 2.500% | FIX | 04/19/2007 | 04/19/2005 | 32,310,000 | 212,456,000 |
| 07/26/2004 | 3136F5MD0 | 2.125% | STEP | 04/12/2007 | 04/12/2005 | 24,186,000 | 45,814,000 |
| 07/23/2004 | 3136F5XY2 | 5.375% | FIX | 05/20/2014 | 05/20/2005 | 80,490,000 | 19,510,000 |
| 07/07/2004 | 3136F4V50 | 3.520% | FIX | 01/28/2008 | 01/28/2005 | 25,000,000 | 125,000,000 |
| 06/30/2004 | 3136F4TZ7 | 5.375% | FIX | 11/26/2013 | 11/26/2004 | 265,280,000 | 34,720,000 |
| 06/30/2004 | 3136F5JN2 | 4.250% | FIX | 04/07/2011 | 07/07/2004 | 49,597,000 | 50,403,000 |
| 06/30/2004 | 3136F5KS9 | 4.520% | FIX | 03/30/2012 | 06/30/2004 | 26,755,000 | 48,245,000 |
| 06/29/2004 | 3136F5TH4 | 2.500% | STEP | 05/04/2007 | 05/04/2005 | 35,393,000 | 14,607,000 |
| 06/25/2004 | 3136F3R99 | 3.100% | FIX | 07/21/2008 | 07/21/2004 | 103,325,000 | 106,675,000 |
| 06/25/2004 | 3136F5RY9 | 2.875% | FIX | 04/27/2007 | 10/27/2004 | 61,125,000 | 38,875,000 |
| 06/24/2004 | 3136F46R0 | 3.000% | FIX | 02/26/2007 | 08/26/2004 | 55,600,000 | 444,400,000 |
| 06/24/2004 | 3136F5MD0 | 2.125% | STEP | 04/12/2007 | 04/12/2005 | 30,000,000 | 70,000,000 |
| 06/24/2004 | 3136F5PC9 | 2.500% | FIX | 04/19/2007 | 04/19/2005 | 55,234,000 | 244,766,000 |
| 06/23/2004 | 3136F3SU1 | 3.950% | FIX | 05/20/2010 | 05/20/2005 | 124,295,000 | 25,705,000 |
| 05/26/2004 | 3136F5EP2 | 3.625% | FIX | 03/16/2009 | 03/16/2005 | 189,235,000 | 60,765,000 |
| 05/24/2004 | 3136F5HE4 | 5.250% | FIX | 03/18/2019 | 03/18/2009 | 99,500,000 | 500,000 |
| 05/20/2004 | 3136F5HS3 | 4.625% | FIX | 03/18/2014 | 03/18/2005 | 77,020,000 | 22,980,000 |
| 04/27/2004 | 3136F4M84 | 3.000% | FIX | 01/12/2007 | 01/12/2005 | 57,670,000 | 192,330,000 |
| 04/15/2004 | 3136F5MX6 | 3.500% | FIX | 10/15/2009 | 10/15/2004 | 20,000,000 | 30,000,000 |
| 02/09/2004 | 3136F3YQ3 | 3.000% | STEP | 06/26/2018 | 12/26/2003 | 100,000 | 19,870,000 |
| 01/23/2004 | 3136F3YU4 | 3.410% | CFIX | 06/24/2008 | 12/24/2003 | 50,000,000 | 0 |
| 01/15/2004 | 3136F3YQ3 | 3.000% | STEP | 06/26/2018 | 12/26/2003 | 5,000,000 | 19,970,000 |
| 01/15/2004 | 3136F3YQ3 | 3.000% | STEP | 06/26/2018 | 12/26/2003 | 30,000 | 19,970,000 |
| 12/24/2003 | 3136F2VK1 | 5.160% | FIX | 11/29/2017 | 11/29/2010 | 80,000,000 | 0 |
| 12/20/2003 | 31364KD56 | 0.920% | FLO | 12/20/2007 | 03/20/2001 | 3,472,000 | 160,658,000 |
| 11/26/2003 | 3136F3VU7 | 3.000% | STEP | 06/13/2018 | 06/13/2006 | 223,685,000 | 26,315,000 |
| 09/22/2003 | 31364KD56 | 0.890% | FLO | 12/20/2007 | 03/20/2001 | 1,742,000 | 164,130,000 |
| 08/26/2003 | 3136F3U79 | 2.950% | FIX | 07/21/2008 | 07/21/2006 | 48,000,000 | 52,000,000 |
| 08/22/2003 | 31359MSC8 | 2.000% | STEP | 06/04/2008 | 06/04/2004 | 81,633,000 | 418,367,000 |
| 08/20/2003 | 3136F3B47 | 3.270% | FIX | 06/30/2010 | 06/30/2004 | 26,995,000 | 73,005,000 |
| 08/15/2003 | 3136F3Y59 | 2.600% | FIX | 07/30/2007 | 07/30/2004 | 75,000,000 | 125,000,000 |
| 06/20/2003 | 31364KD56 | 0.815% | FLO | 12/20/2007 | 03/20/2001 | 3,331,000 | 165,872,000 |
| 03/20/2003 | 31364KD56 | 1.020% | FLO | 12/20/2007 | 03/20/2001 | 18,921,000 | 169,203,000 |
| 12/20/2002 | 31364KD56 | 1.160% | FLO | 12/20/2007 | 03/20/2001 | 7,946,000 | 188,124,000 |
| 09/20/2002 | 31364KD56 | 1.570% | FLO | 12/20/2007 | 03/20/2001 | 8,653,000 | 196,070,000 |
| 03/20/2002 | 31364KD56 | 1.760% | FLO | 12/20/2007 | 03/20/2001 | 8,276,000 | 204,723,000 |
| 03/20/2002 | 31364KD56 | 1.760% | FLO | 12/20/2007 | 03/20/2001 | 2,702,000 | 204,723,000 |
| 12/20/2001 | 31364KD56 | 1.660% | FLO | 12/20/2007 | 03/20/2001 | 2,991,000 | 215,701,000 |
| 09/20/2001 | 31364KD56 | 2.715% | FLO | 12/20/2007 | 03/20/2001 | 6,308,000 | 218,692,000 |
| 02/07/2001 | 31364KQ86 | 6.650% | FIX | 02/07/2011 | 02/07/2002 | 28,735,000 | 71,265,000 |
| 05/18/2000 | 31364FLW9 | 6.400% | FIX | 12/27/2007 | 12/27/2002 | 30,000,000 | 20,000,000 |
| 05/16/2000 | 31364GVM8 | 6.410% | FIX | 02/24/2014 | 02/24/2004 | 42,000,000 | 38,000,000 |
| 05/10/2000 | 31364F4T5 | 6.140% | FIX | 08/18/2008 | 08/18/2003 | 55,000,000 | 45,000,000 |
| 05/01/2000 | 31364FD32 | 6.510% | FIX | 05/06/2008 | 05/06/2003 | 11,900,000 | 188,100,000 |
| 04/26/2000 | 31364FGR6 | 6.650% | FIX | 11/14/2007 | 11/14/2002 | 35,010,000 | 164,990,000 |
| 04/24/2000 | 31364GXQ7 | 6.420% | FIX | 03/09/2009 | 03/09/2004 | 36,000,000 | 114,000,000 |
| 04/14/2000 | 31364FX30 | 6.160% | FIX | 07/09/2008 | 07/09/2003 | 50,000,000 | 50,000,000 |
| 04/13/2000 | 31364FYA3 | 6.230% | FIX | 04/16/2008 | 04/16/2003 | 30,200,000 | 119,800,000 |
| 04/07/2000 | 31364C2R8 | 6.600% | FIX | 07/16/2007 | 07/16/2004 | 26,925,000 | 173,075,000 |
| 04/07/2000 | 31364FPJ4 | 6.750% | FIX | 02/04/2028 | 02/04/2003 | 45,827,000 | 154,173,000 |
| 04/07/2000 | 31364GFT1 | 6.010% | FIX | 11/13/2008 | 11/13/2000 | 31,745,000 | 193,255,000 |
| 04/06/2000 | 31364GVM8 | 6.410% | FIX | 02/24/2014 | 02/24/2004 | 20,000,000 | 80,000,000 |
| 04/05/2000 | 31364F4C2 | 6.200% | FIX | 08/12/2008 | 08/12/2003 | 74,875,000 | 125,125,000 |
| 04/05/2000 | 31364F4Q1 | 6.150% | FIX | 08/18/2008 | 08/18/2003 | 24,000,000 | 126,000,000 |
| 04/05/2000 | 31364FLT6 | 6.400% | FIX | 12/26/2007 | 12/26/2002 | 31,250,000 | 168,750,000 |
| 12/23/1997 | 31364CC22 | 7.500% | FIX | 04/09/2007 | 04/09/2002 | 30,760,000 | 153,825,000 |
| 12/19/1997 | 31364CG85 | 7.450% | FIX | 04/30/2007 | 04/30/2002 | 9,000,000 | 91,000,000 |
| 12/18/1997 | 31364C7K8 | 6.940% | FIX | 09/05/2007 | 09/05/2002 | 13,950,000 | 86,050,000 |
| 12/18/1997 | 31364CA32 | 7.330% | FIX | 04/02/2007 | 04/02/2002 | 15,305,000 | 184,695,000 |
| 12/18/1997 | 31364CC22 | 7.500% | FIX | 04/09/2007 | 04/09/2002 | 10,000,000 | 184,585,000 |
| 12/18/1997 | 31364CC22 | 7.500% | FIX | 04/09/2007 | 04/09/2002 | 5,415,000 | 184,585,000 |
| 12/18/1997 | 31364CZ43 | 7.020% | FIX | 07/03/2007 | 07/03/2002 | 20,240,000 | 104,760,000 |
| 06/26/1995 | 31364AT44 | 8.500% | FIX | 05/20/2024 | 05/20/1999 | 20,000,000 | 80,000,000 |
| Total | 832 | 76,684,948,000 | 215,927,011,000 |