Historical Callable MTN Repurchase Results As of 11/21/2014

Repurchase Date CUSIP Coupon at Repurchase Coupon Type Maturity First Call Date Amount Repurchased Amount Outstanding
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 49,996,000 4,000
07/31/2006 3136F4Q64 4.040% FIX 01/20/2009 01/20/2005 50,000,000 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 308,420,000 591,995,000
08/05/2005 31359MWS8 3.375% FIX 11/09/2007 11/09/2005 24,585,000 591,995,000
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 788 74,377,691,000 207,983,583,000