Recently Called Securities

(As of 07/31/2010)

CUSIP Issue Date Maturity Date Amount Coupon Call Date (Settle) Public Notice Date Call Style
3136FJ6E6 02/12/2010 08/12/2014 250,000,000 2.700% 08/12/2010 07/31/2010 BERM
3136FJMM0 11/12/2009 05/12/2017 30,000,000 3.500% 08/12/2010 07/31/2010 BERM
3136FJLR0 11/12/2009 11/12/2024 30,000,000 3.000% 08/12/2010 07/31/2010 BERM
3136FJMS7 11/12/2009 11/12/2024 30,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136FJ2G5 02/12/2010 08/12/2013 170,000,000 2.000% 08/12/2010 07/31/2010 BERM
3136FH2T1 08/12/2009 08/12/2024 15,000,000 5.000% 08/12/2010 07/31/2010 BERM
3136F96A6 02/12/2009 02/12/2024 15,000,000 5.500% 08/12/2010 07/31/2010 BERM
3136FJ5X5 02/12/2010 02/12/2015 200,000,000 3.020% 08/12/2010 07/31/2010 BERM
3136FJLE9 11/12/2009 11/12/2024 25,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136F9A94 08/12/2008 08/12/2013 10,000,000 4.400% 08/12/2010 07/31/2010 EURO
3136FJMX6 11/12/2009 11/12/2019 15,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136FJZ46 02/12/2010 02/12/2015 50,000,000 2.500% 08/12/2010 07/31/2010 BERM
3136FJ2J9 02/12/2010 02/12/2015 50,000,000 2.250% 08/12/2010 07/31/2010 BERM
3136FMPZ1 05/12/2010 11/12/2013 50,000,000 1.250% 08/12/2010 07/31/2010 BERM
3136FJ3H2 02/12/2010 02/12/2014 100,000,000 2.400% 08/12/2010 07/31/2010 EURO
3136FH2A2 08/12/2009 08/12/2024 110,000,000 5.000% 08/12/2010 07/31/2010 BERM
3136FHY74 08/12/2009 08/12/2015 25,000,000 3.450% 08/12/2010 07/31/2010 EURO
3136FJNF4 11/12/2009 11/12/2021 40,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136FJ3B5 02/12/2010 02/12/2018 50,000,000 3.000% 08/12/2010 07/31/2010 BERM
3136FH2N4 08/12/2009 08/12/2024 25,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136F96V0 02/12/2009 02/12/2024 10,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136FJMG3 11/12/2009 11/12/2019 25,000,000 4.000% 08/12/2010 07/31/2010 BERM
3136F96R9 02/12/2009 02/12/2024 15,000,000 4.125% 08/12/2010 07/31/2010 BERM
3136FJMP3 11/12/2009 11/12/2024 60,000,000 3.000% 08/12/2010 07/31/2010 BERM
3136FH2S3 08/12/2009 08/12/2024 50,000,000 5.200% 08/12/2010 07/31/2010 BERM
3136F8V36 02/11/2008 02/11/2028 50,000,000 5.500% 08/11/2010 07/30/2010 BERM
3136FJ4R9 02/10/2010 02/10/2025 50,000,000 3.000% 08/10/2010 07/30/2010 BERM
3136FJY62 02/09/2010 08/09/2013 125,000,000 2.250% 08/09/2010 07/30/2010 BERM
3136FJNB3 11/10/2009 11/10/2014 75,000,000 3.050% 08/10/2010 07/30/2010 BERM
3136FJNQ0 11/10/2009 11/10/2016 25,000,000 3.000% 08/10/2010 07/30/2010 BERM
31398AE57 02/11/2010 02/11/2013 250,000,000 2.000% 08/11/2010 07/30/2010 BERM
3136FMLE2 04/27/2010 05/11/2015 200,000,000 3.000% 08/11/2010 07/30/2010 EURO
3136FH3A1 08/10/2009 08/10/2012 25,000,000 2.000% 08/10/2010 07/30/2010 EURO
3136F8Y82 02/11/2008 02/11/2021 50,000,000 5.000% 08/11/2010 07/30/2010 BERM
3136FJ2L4 02/10/2010 02/10/2015 50,000,000 2.500% 08/10/2010 07/30/2010 BERM
3136FJ4J7 02/11/2010 02/11/2013 50,000,000 2.300% 08/11/2010 07/30/2010 EURO
3136FJRE3 11/10/2009 11/10/2016 10,000,000 3.000% 08/10/2010 07/30/2010 BERM
3136FMQA5 05/10/2010 05/10/2012 50,000,000 0.750% 08/10/2010 07/30/2010 BERM
3136FJZ95 02/10/2010 02/10/2020 50,000,000 2.500% 08/10/2010 07/30/2010 BERM
3136FJ2D2 02/10/2010 08/10/2012 150,000,000 1.500% 08/10/2010 07/30/2010 EURO
3136FMPV0 05/10/2010 05/10/2013 50,000,000 1.600% 08/10/2010 07/30/2010 BERM
3136FJY70 02/09/2010 02/09/2015 100,000,000 3.100% 08/09/2010 07/30/2010 BERM
3136FJ2Q3 02/10/2010 02/10/2015 50,000,000 2.500% 08/10/2010 07/30/2010 BERM
3136FJ2H3 02/10/2010 02/10/2016 60,000,000 2.250% 08/10/2010 07/30/2010 BERM
3136FJ2M2 02/09/2010 02/09/2015 125,000,000 3.500% 08/09/2010 07/30/2010 EURO
3136FH2V6 08/10/2009 08/10/2016 50,000,000 4.000% 08/10/2010 07/30/2010 BERM
3136FJNA5 11/10/2009 11/10/2017 50,000,000 4.125% 08/10/2010 07/30/2010 BERM
3135A03P2 08/10/2007 08/10/2022 16,067,000 6.000% 08/10/2010 07/30/2010 AMER
3136FJ3V1 02/09/2010 02/09/2012 200,000,000 1.125% 08/09/2010 07/30/2010 BERM
3136FJW23 02/11/2010 02/11/2025 50,000,000 3.000% 08/11/2010 07/30/2010 BERM
3136FJRJ2 11/10/2009 11/10/2015 10,000,000 2.750% 08/10/2010 07/30/2010 BERM
3136F82U8 02/08/2008 02/08/2023 20,000,000 5.000% 08/08/2010 07/29/2010 BERM
3136F8P33 02/08/2008 02/08/2023 190,500,000 5.000% 08/08/2010 07/29/2010 BERM
3136FHNQ4 05/06/2009 05/06/2024 25,000,000 3.500% 08/06/2010 07/27/2010 BERM
3135A1DF1 02/22/2008 02/18/2028 25,219,000 4.750% 08/06/2010 07/27/2010 AMER
3136FH5H4 08/19/2009 08/19/2024 100,000,000 2.410% 08/19/2010 07/27/2010 BERM
3136FHMC6 05/06/2009 05/06/2024 40,000,000 4.625% 08/06/2010 07/27/2010 BERM
3136FHME2 05/06/2009 05/06/2024 50,000,000 4.500% 08/06/2010 07/27/2010 BERM
3136FH4J1 08/06/2009 08/06/2014 200,000,000 4.250% 08/06/2010 07/27/2010 EURO
3136FJMJ7 11/06/2009 11/06/2024 75,000,000 4.000% 08/06/2010 07/27/2010 BERM
3136FHMG7 05/06/2009 05/06/2024 100,000,000 4.520% 08/06/2010 07/27/2010 BERM
3136FH2L8 08/05/2009 08/05/2024 40,000,000 4.250% 08/05/2010 07/24/2010 BERM
3136FJ2Z3 02/05/2010 02/05/2013 75,000,000 2.500% 08/05/2010 07/24/2010 EURO
3136FJ2K6 02/05/2010 02/05/2014 50,000,000 2.400% 08/05/2010 07/24/2010 EURO
3136FJMR9 11/05/2009 11/05/2019 50,000,000 4.500% 08/05/2010 07/24/2010 BERM
3136FJNH0 11/05/2009 11/05/2019 25,000,000 4.000% 08/05/2010 07/24/2010 BERM
3136FJW56 02/05/2010 02/05/2015 50,000,000 2.750% 08/05/2010 07/24/2010 BERM
3136FJZ38 02/05/2010 08/05/2013 50,000,000 1.500% 08/05/2010 07/24/2010 BERM
3136FJV24 02/05/2010 02/05/2015 50,000,000 3.350% 08/05/2010 07/24/2010 AMER
3136FH2D6 08/05/2009 08/05/2014 100,000,000 3.200% 08/05/2010 07/24/2010 EURO
3136FJ2F7 02/05/2010 02/05/2013 125,000,000 1.800% 08/05/2010 07/24/2010 EURO
3136FJLK5 11/05/2009 11/05/2019 25,000,000 4.000% 08/05/2010 07/24/2010 BERM
3136FJML2 11/05/2009 11/05/2019 15,000,000 4.000% 08/05/2010 07/24/2010 BERM
3136FJY47 02/03/2010 02/03/2014 75,000,000 1.500% 08/03/2010 07/23/2010 BERM
31398AF31 02/03/2010 02/03/2012 400,000,000 1.100% 08/03/2010 07/23/2010 EURO
3136F95Q2 02/04/2009 02/04/2019 30,000,000 3.000% 08/04/2010 07/23/2010 BERM
3136FMPC2 05/04/2010 05/04/2015 75,000,000 3.250% 08/04/2010 07/23/2010 EURO
31398AF64 02/04/2010 02/04/2014 250,000,000 2.530% 08/04/2010 07/23/2010 BERM
3136FJQ61 02/04/2010 02/04/2015 50,000,000 3.400% 08/04/2010 07/23/2010 AMER
3136F95S8 02/04/2009 02/04/2019 10,000,000 3.000% 08/04/2010 07/23/2010 BERM
3136FJ3L3 02/03/2010 02/03/2016 75,000,000 3.375% 08/03/2010 07/23/2010 BERM
3136FJ3W9 02/04/2010 02/04/2015 65,000,000 2.000% 08/04/2010 07/23/2010 BERM
3136F8S63 02/04/2008 02/04/2028 15,000,000 5.550% 08/04/2010 07/23/2010 BERM
3135A03G2 08/03/2007 08/03/2022 7,812,000 6.000% 08/03/2010 07/23/2010 AMER
3136FMPN8 05/04/2010 05/04/2017 50,000,000 2.530% 08/04/2010 07/23/2010 BERM
3136FJZ61 02/04/2010 02/04/2013 100,000,000 1.900% 08/04/2010 07/23/2010 EURO
3136FMMM3 05/04/2010 05/04/2015 100,000,000 3.000% 08/04/2010 07/23/2010 EURO
3136FJS69 02/03/2010 02/03/2015 50,000,000 3.000% 08/03/2010 07/23/2010 BERM
3136FJU33 02/02/2010 02/02/2018 50,000,000 3.000% 08/02/2010 07/23/2010 BERM
3136FJQN4 11/03/2009 11/03/2015 25,000,000 3.250% 08/03/2010 07/23/2010 BERM
3136FHY66 08/03/2009 08/03/2012 65,000,000 2.000% 08/03/2010 07/23/2010 EURO
3136FJZ20 02/03/2010 02/03/2015 50,000,000 1.250% 08/03/2010 07/23/2010 BERM
31398AYP1 07/30/2009 07/30/2012 1,000,000,000 2.050% 07/30/2010 07/20/2010 EURO
3136FHNK7 04/30/2009 04/30/2029 15,000,000 5.000% 07/30/2010 07/20/2010 BERM
3136FJLC3 10/30/2009 10/30/2024 50,000,000 4.000% 07/30/2010 07/20/2010 BERM
3136FJKA8 10/29/2009 10/29/2024 25,000,000 5.000% 07/30/2010 07/20/2010 AMER
3136FJJK8 10/30/2009 07/30/2012 25,000,000 1.700% 07/30/2010 07/20/2010 EURO
3136FJHJ3 10/29/2009 10/29/2024 75,000,000 5.000% 07/30/2010 07/20/2010 AMER
3136FJLU3 10/30/2009 10/30/2019 15,000,000 4.000% 07/30/2010 07/20/2010 BERM
3136FHY58 07/30/2009 07/30/2024 25,000,000 4.000% 07/30/2010 07/20/2010 BERM
31398AYR7 07/30/2009 07/30/2014 1,000,000,000 3.300% 07/30/2010 07/20/2010 EURO
3136FMNJ9 04/30/2010 04/30/2013 50,000,000 2.000% 07/30/2010 07/20/2010 BERM
3136FHV85 07/30/2009 07/30/2024 25,000,000 4.000% 07/30/2010 07/20/2010 BERM
3136FJJR3 10/30/2009 07/30/2013 50,000,000 2.200% 07/30/2010 07/20/2010 EURO
3136FHX91 07/30/2009 10/30/2012 25,000,000 2.000% 07/30/2010 07/20/2010 EURO
3136FMNK6 04/30/2010 04/30/2013 50,000,000 2.040% 07/30/2010 07/20/2010 BERM
3136FJJQ5 10/30/2009 07/30/2012 45,000,000 1.650% 07/30/2010 07/20/2010 EURO
3136FH2U8 07/30/2009 07/30/2012 271,000,000 3.000% 07/30/2010 07/20/2010 EURO
31398AWU2 04/30/2009 04/30/2029 300,000,000 5.000% 07/30/2010 07/20/2010 BERM
3136FJKW0 10/30/2009 10/30/2017 10,000,000 4.000% 07/30/2010 07/20/2010 BERM
3136FHY90 08/12/2009 08/12/2024 40,000,000 5.000% 07/30/2010 07/20/2010 AMER
3136F8M93 01/30/2008 01/30/2023 100,000,000 5.010% 07/30/2010 07/20/2010 BERM
3136FHQM0 05/28/2009 05/28/2024 215,000,000 5.000% 07/30/2010 07/20/2010 AMER
3136FH3E3 07/30/2009 07/30/2012 50,000,000 2.080% 07/30/2010 07/20/2010 EURO
3136FJLF6 10/30/2009 10/30/2019 100,000,000 4.100% 07/30/2010 07/20/2010 BERM
3136FHZ81 07/29/2009 07/29/2014 25,000,000 3.125% 07/29/2010 07/17/2010 EURO
3136FJU41 01/29/2010 01/29/2013 50,000,000 1.500% 07/29/2010 07/17/2010 BERM
3136FJT43 01/29/2010 01/29/2013 50,000,000 1.000% 07/29/2010 07/17/2010 BERM
3136FJ3Z2 01/29/2010 01/29/2015 50,000,000 2.896% 07/29/2010 07/17/2010 AMER
3136FJU90 01/29/2010 01/29/2013 150,000,000 1.250% 07/29/2010 07/17/2010 BERM
3136FHLS2 04/29/2009 04/29/2024 25,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FH2F1 07/29/2009 07/29/2019 25,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJHN4 10/29/2009 10/29/2024 15,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FHWD3 06/11/2009 06/11/2024 85,000,000 5.000% 07/29/2010 07/17/2010 AMER
3136FH2B0 07/29/2009 07/29/2014 15,000,000 3.125% 07/29/2010 07/17/2010 EURO
3136FJW31 01/29/2010 01/29/2015 100,000,000 2.500% 07/29/2010 07/17/2010 BERM
3136FMKZ6 04/29/2010 04/29/2020 100,000,000 4.550% 07/29/2010 07/17/2010 BERM
3136FJS36 01/29/2010 01/29/2015 180,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJV81 01/29/2010 01/29/2020 125,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJX89 01/29/2010 01/29/2025 50,000,000 3.250% 07/29/2010 07/17/2010 BERM
3136FHPU3 05/14/2009 05/14/2019 35,000,000 4.200% 07/29/2010 07/17/2010 AMER
3136FJW64 01/29/2010 01/29/2013 50,000,000 2.000% 07/29/2010 07/17/2010 BERM
3136FJ3X7 01/29/2010 01/29/2014 50,000,000 2.343% 07/29/2010 07/17/2010 AMER
3136FHV51 07/29/2009 07/29/2024 100,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJV32 01/29/2010 01/29/2015 50,000,000 3.250% 07/29/2010 07/17/2010 BERM
3136FJJD4 10/29/2009 10/29/2021 65,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJP70 01/29/2010 01/29/2025 50,000,000 4.250% 07/29/2010 07/17/2010 BERM
3136FJR60 01/29/2010 01/29/2015 50,000,000 2.500% 07/29/2010 07/17/2010 BERM
31398AE81 01/29/2010 01/29/2015 500,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FHKE4 04/29/2009 04/29/2019 25,000,000 3.250% 07/29/2010 07/17/2010 BERM
3136FHZ32 07/29/2009 07/29/2024 40,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJT68 01/29/2010 01/29/2015 50,000,000 3.500% 07/29/2010 07/17/2010 EURO
3136FJS44 01/29/2010 01/29/2018 55,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJW72 01/29/2010 01/29/2018 100,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FHW43 07/29/2009 07/29/2024 30,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FHV36 07/29/2009 07/29/2024 50,000,000 5.000% 07/29/2010 07/17/2010 BERM
3136FHKR5 04/29/2009 04/29/2024 25,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJR78 01/29/2010 01/29/2015 50,000,000 2.500% 07/29/2010 07/17/2010 BERM
3136FJX71 01/29/2010 01/29/2013 100,000,000 1.250% 07/29/2010 07/17/2010 BERM
3136F96U2 02/26/2009 02/26/2024 250,000,000 5.000% 07/29/2010 07/17/2010 AMER
3136FJR29 01/29/2010 07/29/2013 100,000,000 2.500% 07/29/2010 07/17/2010 BERM
3136FJP88 01/29/2010 01/29/2018 50,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJKC4 10/29/2009 10/29/2021 25,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJV40 01/29/2010 01/29/2015 75,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJQ95 01/29/2010 01/29/2013 50,000,000 2.150% 07/29/2010 07/17/2010 BERM
3136FJGQ8 10/29/2009 10/29/2018 60,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FHX59 07/29/2009 07/29/2024 100,000,000 4.250% 07/29/2010 07/17/2010 BERM
3136FJHL8 10/29/2009 10/29/2024 55,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJP62 01/29/2010 01/29/2015 50,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJS93 01/29/2010 01/29/2020 50,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJJM4 10/29/2009 10/29/2019 25,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJJW2 10/29/2009 10/29/2021 25,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJZ87 01/29/2010 01/29/2020 50,000,000 3.500% 07/29/2010 07/17/2010 BERM
3136F94N0 01/29/2009 01/29/2024 35,000,000 3.000% 07/29/2010 07/17/2010 BERM
3136FJY21 01/29/2010 01/29/2014 50,000,000 2.400% 07/29/2010 07/17/2010 EURO
3136FHW68 07/29/2009 07/29/2024 45,000,000 4.000% 07/29/2010 07/17/2010 BERM
3136FJHH7 10/29/2009 10/29/2024 50,000,000 4.000% 07/29/2010 07/17/2010 BERM
3135A0EC9 02/25/2005 02/25/2025 13,194,000 5.000% 07/29/2010 07/17/2010 AMER
3136FHZ24 07/29/2009 07/29/2014 35,000,000 3.050% 07/29/2010 07/17/2010 EURO
3136FMNH3 04/29/2010 07/29/2013 100,000,000 2.000% 07/29/2010 07/17/2010 EURO
31398AP55 04/29/2010 01/29/2013 500,000,000 1.850% 07/29/2010 07/17/2010 BERM
3136FJ3Y5 01/29/2010 07/29/2014 75,000,000 2.628% 07/29/2010 07/17/2010 AMER
3135A02Z1 07/27/2007 07/27/2022 9,915,000 6.000% 07/27/2010 07/16/2010 AMER
3136FJQ46 01/28/2010 01/28/2013 50,000,000 1.500% 07/28/2010 07/16/2010 BERM
3136FJQ87 01/27/2010 01/27/2025 50,000,000 4.000% 07/27/2010 07/16/2010 BERM
3136FJHV6 10/28/2009 10/28/2024 50,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJU82 01/26/2010 07/26/2012 100,000,000 1.550% 07/26/2010 07/16/2010 EURO
3136FJHG9 10/28/2009 10/28/2024 100,000,000 4.000% 07/28/2010 07/16/2010 BERM
31398AE65 01/26/2010 07/26/2013 250,000,000 2.750% 07/26/2010 07/16/2010 BERM
3136FJL74 01/27/2010 01/27/2015 50,000,000 3.500% 07/27/2010 07/16/2010 AMER
3136FJX97 01/26/2010 01/26/2015 275,000,000 2.250% 07/26/2010 07/16/2010 BERM
3136FJN23 01/28/2010 01/28/2015 50,000,000 3.550% 07/28/2010 07/16/2010 AMER
3136FJNJ6 10/28/2009 10/28/2019 10,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJJJ1 10/28/2009 10/28/2019 40,000,000 3.000% 07/28/2010 07/16/2010 BERM
3136FJM81 01/27/2010 01/27/2017 60,000,000 2.500% 07/27/2010 07/16/2010 BERM
3136FJQ20 01/28/2010 01/28/2020 75,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FHW84 07/27/2009 01/27/2012 100,000,000 1.520% 07/27/2010 07/16/2010 EURO
3136FJMY4 10/27/2009 04/27/2012 25,000,000 1.480% 07/27/2010 07/16/2010 EURO
3136FJN31 01/26/2010 01/26/2012 100,000,000 1.000% 07/26/2010 07/16/2010 BERM
3136F94M2 01/27/2009 01/27/2012 85,000,000 2.000% 07/27/2010 07/16/2010 EURO
3136FJR94 01/26/2010 01/26/2015 50,000,000 2.750% 07/26/2010 07/16/2010 BERM
3136FJKG5 10/28/2009 10/28/2024 25,000,000 4.500% 07/28/2010 07/16/2010 BERM
3136FJW98 01/26/2010 01/26/2017 50,000,000 3.000% 07/26/2010 07/16/2010 BERM
3136FJKR1 10/27/2009 10/27/2017 75,000,000 4.000% 07/27/2010 07/16/2010 BERM
3136FJGF2 10/28/2009 10/28/2019 85,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJJF9 10/28/2009 10/28/2024 50,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FHU86 07/28/2009 07/28/2014 25,000,000 3.250% 07/28/2010 07/16/2010 EURO
3136FJQ79 01/27/2010 01/27/2015 150,000,000 3.300% 07/27/2010 07/16/2010 BERM
3136FJKP5 10/28/2009 10/28/2019 60,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJU25 01/28/2010 01/28/2025 75,000,000 3.000% 07/28/2010 07/16/2010 BERM
3136FJT50 01/26/2010 07/26/2012 50,000,000 1.750% 07/26/2010 07/16/2010 BERM
3136FJHK0 10/28/2009 10/28/2021 10,000,000 4.200% 07/28/2010 07/16/2010 BERM
3136F9KG7 04/28/2008 04/28/2016 15,000,000 4.450% 07/28/2010 07/16/2010 EURO
3136FJS51 01/26/2010 07/26/2013 50,000,000 2.500% 07/26/2010 07/16/2010 BERM
3136FJP21 01/26/2010 01/26/2022 50,000,000 4.000% 07/26/2010 07/16/2010 BERM
3136F9MW0 04/28/2008 04/28/2023 25,000,000 5.000% 07/28/2010 07/16/2010 BERM
3136FJMN8 10/28/2009 10/28/2019 15,000,000 4.450% 07/28/2010 07/16/2010 BERM
3136FJX48 01/28/2010 01/28/2025 85,000,000 4.125% 07/28/2010 07/16/2010 BERM
3136FHKZ7 04/28/2009 04/28/2034 25,000,000 5.000% 07/28/2010 07/16/2010 BERM
3136F9KC6 04/28/2008 04/28/2021 35,000,000 5.000% 07/28/2010 07/16/2010 BERM
3136FHPJ8 04/27/2009 04/27/2015 15,000,000 3.200% 07/27/2010 07/16/2010 BERM
3136FJMW8 10/28/2009 10/28/2024 15,000,000 4.250% 07/28/2010 07/16/2010 BERM
3136FJU58 01/26/2010 01/26/2017 60,000,000 3.000% 07/26/2010 07/16/2010 BERM
3136FJM24 01/27/2010 01/27/2015 75,000,000 3.000% 07/27/2010 07/16/2010 BERM
3136FJKQ3 10/28/2009 10/28/2019 25,000,000 3.000% 07/28/2010 07/16/2010 BERM
3136FJLA7 10/28/2009 10/28/2024 70,000,000 4.250% 07/28/2010 07/16/2010 BERM
3136FJ2X8 01/28/2010 01/28/2020 50,000,000 2.000% 07/28/2010 07/16/2010 BERM
3136F95A7 01/28/2009 01/28/2039 150,000,000 0.000% 07/28/2010 07/16/2010 BERM
3136FJLJ8 10/28/2009 04/28/2017 40,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJHW4 10/28/2009 10/28/2024 25,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136F95D1 01/28/2009 01/28/2039 125,000,000 0.000% 07/28/2010 07/16/2010 BERM
3136FJT84 01/28/2010 01/28/2015 50,000,000 2.500% 07/28/2010 07/16/2010 BERM
3136FJV99 01/27/2010 01/27/2016 50,000,000 3.250% 07/27/2010 07/16/2010 EURO
3136FJN64 01/28/2010 01/28/2025 50,000,000 5.125% 07/28/2010 07/16/2010 BERM
3136FJY39 01/28/2010 01/28/2015 100,000,000 3.050% 07/28/2010 07/16/2010 BERM
31398AUZ3 01/27/2009 01/27/2016 1,000,000,000 3.220% 07/27/2010 07/16/2010 BERM
3136FJR52 01/28/2010 01/28/2015 50,000,000 2.500% 07/28/2010 07/16/2010 BERM
3136FJM32 01/27/2010 01/27/2015 50,000,000 3.500% 07/27/2010 07/16/2010 AMER
3136FJHC8 10/28/2009 10/28/2024 25,000,000 4.250% 07/28/2010 07/16/2010 BERM
3136FJM99 01/26/2010 01/26/2015 250,000,000 3.250% 07/26/2010 07/16/2010 EURO
3136FJR86 01/28/2010 01/28/2025 130,000,000 3.000% 07/28/2010 07/16/2010 BERM
3136FJN80 01/28/2010 01/28/2015 50,000,000 3.550% 07/28/2010 07/16/2010 AMER
3136FJW49 01/27/2010 01/27/2017 50,000,000 3.000% 07/27/2010 07/16/2010 BERM
3136FJX30 01/28/2010 01/28/2025 100,000,000 4.000% 07/28/2010 07/16/2010 BERM
3136FJP96 01/28/2010 01/28/2025 50,000,000 3.000% 07/28/2010 07/16/2010 BERM
3136FJL90 01/27/2010 01/27/2015 50,000,000 3.500% 07/27/2010 07/16/2010 AMER
3136FJKZ3 10/28/2009 10/28/2019 75,000,000 4.500% 07/28/2010 07/16/2010 BERM
3136FJKB6 10/28/2009 10/28/2024 25,000,000 4.125% 07/28/2010 07/16/2010 BERM
3136FJHF1 10/23/2009 10/23/2014 125,000,000 3.000% 07/23/2010 07/13/2010 BERM
3136FHNH4 04/24/2009 04/23/2029 10,000,000 5.000% 07/23/2010 07/13/2010 BERM
3136FJJZ5 10/23/2009 10/23/2024 100,000,000 5.000% 07/23/2010 07/13/2010 BERM
31398AN32 04/23/2010 04/23/2013 250,000,000 2.000% 07/23/2010 07/13/2010 EURO
3136F9YP2 07/23/2008 07/23/2012 20,000,000 4.220% 07/23/2010 07/13/2010 EURO
3136FHZ57 07/23/2009 07/23/2012 25,000,000 2.000% 07/23/2010 07/13/2010 EURO
3136FHW27 07/23/2009 01/23/2012 25,000,000 2.700% 07/23/2010 07/13/2010 EURO
31398AP48 04/23/2010 04/23/2013 1,000,000,000 2.000% 07/23/2010 07/13/2010 EURO
3136FJHM6 10/23/2009 07/23/2012 25,000,000 1.650% 07/23/2010 07/13/2010 EURO
3136FHKG9 04/23/2009 04/23/2029 75,000,000 5.000% 07/23/2010 07/13/2010 BERM
31398AE32 01/22/2010 01/22/2013 500,000,000 2.625% 07/22/2010 07/10/2010 EURO
3136FJGR6 10/22/2009 10/22/2021 25,000,000 3.250% 07/22/2010 07/10/2010 BERM
3136FJP39 01/22/2010 01/22/2013 300,000,000 2.200% 07/22/2010 07/10/2010 EURO
3136FJGD7 10/22/2009 10/22/2024 25,000,000 4.000% 07/22/2010 07/10/2010 BERM
31398AN73 04/22/2010 04/22/2013 1,000,000,000 2.075% 07/22/2010 07/10/2010 EURO
3136FHJS5 04/22/2009 04/22/2024 15,000,000 4.500% 07/22/2010 07/10/2010 BERM
3136FHJN6 04/22/2009 04/22/2024 40,000,000 4.000% 07/22/2010 07/10/2010 BERM
3136FJHY0 10/22/2009 10/22/2014 25,000,000 3.000% 07/22/2010 07/10/2010 BERM
3136FHV93 07/22/2009 07/22/2024 100,000,000 5.050% 07/22/2010 07/10/2010 BERM
31398AP30 04/22/2010 04/22/2013 500,000,000 2.018% 07/22/2010 07/10/2010 EURO
3136FHU78 07/22/2009 01/22/2013 25,000,000 2.400% 07/22/2010 07/10/2010 EURO
3136FJGK1 10/22/2009 10/22/2024 105,000,000 4.000% 07/22/2010 07/10/2010 BERM
3136FHU52 07/22/2009 07/22/2019 25,000,000 3.000% 07/22/2010 07/10/2010 BERM
3136FHZ65 07/22/2009 07/22/2024 40,000,000 3.000% 07/22/2010 07/10/2010 BERM
3136FHT54 07/22/2009 07/22/2024 25,000,000 4.250% 07/22/2010 07/10/2010 BERM
3136FJL25 01/22/2010 01/22/2015 50,000,000 3.340% 07/22/2010 07/10/2010 AMER
3136F93N1 01/22/2009 01/22/2024 15,000,000 3.250% 07/22/2010 07/10/2010 BERM
3135A02S7 07/20/2007 07/20/2022 17,943,000 6.125% 07/20/2010 07/09/2010 AMER
3136FJM73 01/19/2010 07/19/2012 50,000,000 1.500% 07/19/2010 07/09/2010 BERM
3136FJJ51 01/19/2010 01/19/2018 50,000,000 3.000% 07/19/2010 07/09/2010 BERM
3136FJJ28 01/20/2010 01/20/2015 100,000,000 3.250% 07/20/2010 07/09/2010 BERM
3136FJH61 01/20/2010 01/20/2015 100,000,000 3.300% 07/20/2010 07/09/2010 AMER
3136FJS28 01/19/2010 07/19/2012 250,000,000 2.000% 07/19/2010 07/09/2010 EURO
3136FJGA3 10/20/2009 10/20/2017 10,000,000 3.000% 07/20/2010 07/09/2010 BERM
3136FJQ53 01/21/2010 07/21/2014 50,000,000 3.030% 07/21/2010 07/09/2010 BERM
3136FJV65 01/20/2010 01/20/2022 50,000,000 2.100% 07/20/2010 07/09/2010 BERM
3136FJH95 01/21/2010 01/21/2015 50,000,000 2.000% 07/21/2010 07/09/2010 BERM
3136FJP47 01/20/2010 01/20/2017 50,000,000 3.250% 07/20/2010 07/09/2010 BERM
3136FJK34 01/19/2010 07/19/2012 50,000,000 1.700% 07/19/2010 07/09/2010 BERM
3136FJN98 01/20/2010 01/20/2015 50,000,000 3.800% 07/20/2010 07/09/2010 EURO
3136F9HA4 04/21/2008 04/21/2023 25,000,000 5.250% 07/21/2010 07/09/2010 BERM
3136FHV69 07/20/2009 07/20/2015 15,000,000 3.600% 07/20/2010 07/09/2010 BERM
31398AM41 04/19/2010 04/19/2012 250,000,000 1.400% 07/19/2010 07/09/2010 BERM
31398ADN9 06/20/2007 07/20/2027 93,945,000 6.060% 07/20/2010 07/09/2010 EURO
31398AC91 01/20/2010 01/20/2012 500,000,000 1.500% 07/20/2010 07/09/2010 BERM
3136FJN72 01/20/2010 07/20/2012 50,000,000 1.750% 07/20/2010 07/09/2010 EURO
3136FJFT3 10/21/2009 10/21/2019 10,000,000 4.000% 07/21/2010 07/09/2010 BERM
3136FJRV5 11/20/2009 11/20/2014 10,000,000 2.375% 07/20/2010 07/09/2010 BERM
3136FJFS5 10/21/2009 10/21/2019 10,000,000 4.000% 07/21/2010 07/09/2010 BERM
3136FJP54 01/19/2010 07/19/2012 250,000,000 1.750% 07/19/2010 07/09/2010 EURO
3136FJFR7 10/21/2009 10/21/2019 10,000,000 4.000% 07/21/2010 07/09/2010 BERM
3136FJX22 01/20/2010 07/20/2012 50,000,000 1.500% 07/20/2010 07/09/2010 EURO
31398AD41 01/21/2010 01/21/2025 1,000,000,000 6.000% 07/21/2010 07/09/2010 BERM
3136FJK26 01/21/2010 01/21/2015 50,000,000 3.400% 07/21/2010 07/09/2010 AMER
3136F9GX5 04/17/2008 04/17/2023 90,000,000 5.000% 07/17/2010 07/07/2010 BERM
31398AM58 04/16/2010 04/16/2013 500,000,000 2.020% 07/16/2010 07/03/2010 EURO
3136FHN27 07/16/2009 07/16/2012 75,000,000 2.125% 07/16/2010 07/03/2010 EURO
3136FJGP0 10/16/2009 10/16/2014 80,000,000 3.125% 07/16/2010 07/03/2010 BERM
3136FJH79 01/14/2010 01/14/2025 50,000,000 5.250% 07/16/2010 07/03/2010 AMER
3136FHP33 07/16/2009 07/16/2012 35,000,000 2.250% 07/16/2010 07/03/2010 EURO
3136F8DV4 01/16/2007 01/16/2037 165,000,000 0.000% 07/16/2010 07/03/2010 BERM
3136FJDR9 09/16/2009 07/16/2012 65,000,000 1.630% 07/16/2010 07/03/2010 EURO
31398AZL9 10/16/2009 10/16/2024 300,000,000 5.000% 07/16/2010 07/03/2010 BERM
31398AN40 04/16/2010 04/16/2013 1,000,000,000 2.010% 07/16/2010 07/03/2010 EURO
31398AM66 04/16/2010 04/16/2013 500,000,000 2.000% 07/16/2010 07/03/2010 EURO
3136FMLF9 04/16/2010 04/16/2015 50,000,000 2.450% 07/16/2010 07/03/2010 BERM
31398AM82 04/16/2010 07/16/2012 250,000,000 1.500% 07/16/2010 07/03/2010 BERM
3136F8DU6 01/16/2007 01/16/2037 205,000,000 0.000% 07/16/2010 07/03/2010 BERM
31398AN24 04/16/2010 04/16/2013 1,000,000,000 1.975% 07/16/2010 07/03/2010 EURO
3136FJL66 01/15/2010 01/15/2015 75,000,000 2.000% 07/15/2010 07/02/2010 BERM
3136FJFG1 10/15/2009 10/15/2024 75,000,000 4.500% 07/15/2010 07/02/2010 BERM
3136FJG21 01/13/2010 01/13/2015 50,000,000 2.500% 07/13/2010 07/02/2010 BERM
3136FJG62 01/12/2010 04/12/2012 75,000,000 1.375% 07/12/2010 07/02/2010 BERM
31398AZP0 10/13/2009 04/12/2013 300,000,000 2.150% 07/12/2010 07/02/2010 BERM
3136FHS48 07/15/2009 07/15/2024 100,000,000 5.250% 07/15/2010 07/02/2010 BERM
3136FJC41 01/13/2010 01/13/2015 50,000,000 3.150% 07/13/2010 07/02/2010 AMER
3136FHQ57 07/15/2009 07/15/2019 25,000,000 5.000% 07/15/2010 07/02/2010 BERM
31398AD25 01/15/2010 01/15/2013 550,000,000 2.250% 07/15/2010 07/02/2010 BERM
3136FJFX4 10/15/2009 10/15/2021 15,000,000 4.680% 07/15/2010 07/02/2010 BERM
3136FJF30 01/13/2010 01/13/2017 50,000,000 2.000% 07/13/2010 07/02/2010 BERM
3136F3F68 07/14/2003 07/14/2023 25,000,000 5.000% 07/14/2010 07/02/2010 BERM
3136FJK83 01/15/2010 01/15/2015 100,000,000 3.300% 07/15/2010 07/02/2010 AMER
3136FHN76 07/15/2009 07/15/2024 25,000,000 4.000% 07/15/2010 07/02/2010 BERM
3136F9FN8 04/14/2008 04/14/2023 25,000,000 5.000% 07/14/2010 07/02/2010 BERM
3136FJD65 01/14/2010 01/14/2015 50,000,000 3.250% 07/14/2010 07/02/2010 AMER
31398AC83 01/15/2010 01/15/2013 500,000,000 2.000% 07/15/2010 07/02/2010 EURO
3136FJF71 01/13/2010 01/13/2015 75,000,000 3.150% 07/13/2010 07/02/2010 BERM
3136FJK42 01/13/2010 01/13/2015 50,000,000 3.310% 07/13/2010 07/02/2010 BERM
3136FMJG0 04/13/2010 01/13/2014 100,000,000 2.350% 07/13/2010 07/02/2010 BERM
3136FJD40 01/13/2010 01/13/2015 50,000,000 3.200% 07/13/2010 07/02/2010 AMER
3136FJFJ5 10/15/2009 10/15/2012 20,000,000 2.550% 07/15/2010 07/02/2010 EURO
3136FHT96 07/15/2009 07/15/2024 70,000,000 4.250% 07/15/2010 07/02/2010 BERM
3135A02L2 07/13/2007 07/13/2022 8,309,000 6.000% 07/13/2010 07/02/2010 AMER
3136FHP25 07/13/2009 07/13/2011 25,000,000 1.500% 07/13/2010 07/02/2010 EURO
3136FJJ93 01/15/2010 01/15/2020 50,000,000 4.000% 07/15/2010 07/02/2010 BERM
3136FJG39 01/13/2010 01/13/2012 100,000,000 1.250% 07/13/2010 07/02/2010 BERM
3136F9GG2 04/14/2008 04/14/2023 25,000,000 5.250% 07/14/2010 07/02/2010 BERM
3136FJFP1 10/15/2009 10/15/2024 50,000,000 5.200% 07/15/2010 07/02/2010 BERM
3136FHQ32 07/13/2009 07/13/2011 15,000,000 1.550% 07/13/2010 07/02/2010 EURO
3136FJJ69 01/14/2010 01/14/2020 50,000,000 4.000% 07/14/2010 07/02/2010 BERM
3136FJG88 01/14/2010 01/14/2015 50,000,000 3.100% 07/14/2010 07/02/2010 BERM
3136FJFE6 10/15/2009 10/15/2024 75,000,000 4.250% 07/15/2010 07/02/2010 BERM
31398AD66 01/15/2010 01/15/2013 175,000,000 2.550% 07/15/2010 07/02/2010 EURO
3136FJJ36 01/12/2010 01/12/2017 50,000,000 4.000% 07/12/2010 07/02/2010 BERM
3136FHJR7 04/15/2009 04/15/2019 15,000,000 4.000% 07/15/2010 07/02/2010 BERM
3136FHXE0 06/17/2009 06/17/2024 100,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FHUN3 05/27/2009 05/27/2020 15,000,000 4.420% 07/12/2010 07/01/2010 AMER
3135A1KK2 08/01/2008 07/23/2038 758,000 5.750% 07/12/2010 07/01/2010 AMER
3136FHWX9 06/17/2009 06/17/2024 25,000,000 5.000% 07/12/2010 07/01/2010 AMER
3135A1DU8 03/07/2008 03/05/2038 18,000,000 5.650% 07/12/2010 07/01/2010 AMER
3135A0DX4 02/18/2005 02/18/2025 9,446,000 5.000% 07/12/2010 07/01/2010 AMER
3135A1HQ3 06/13/2008 06/11/2038 8,977,000 5.700% 07/12/2010 07/01/2010 AMER
3136F96E8 01/29/2009 01/29/2024 50,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FHX83 08/05/2009 08/05/2024 50,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FHVB8 06/10/2009 06/10/2024 25,000,000 5.000% 07/12/2010 07/01/2010 AMER
3135A1EN3 03/28/2008 03/27/2023 5,441,000 4.900% 07/12/2010 07/01/2010 AMER
3136FHVA0 06/10/2009 06/10/2024 25,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FHYG4 06/18/2009 06/18/2024 50,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FJGE5 10/23/2009 10/23/2024 25,000,000 5.000% 07/12/2010 07/01/2010 AMER
3136FJSD4 11/13/2009 11/13/2023 15,515,000 5.000% 07/12/2010 06/30/2010 AMER
3135A1EG8 03/24/2008 03/24/2028 8,567,000 4.750% 07/12/2010 06/30/2010 AMER
3135A1CS4 02/08/2008 02/04/2028 177,472,000 5.000% 07/09/2010 06/29/2010 AMER
3136FJEK3 10/09/2009 10/09/2024 50,000,000 4.000% 07/09/2010 06/29/2010 BERM
3136FHPC3 04/29/2009 04/29/2019 100,000,000 4.300% 07/09/2010 06/29/2010 AMER
3136FMKP8 04/09/2010 04/09/2012 50,000,000 1.280% 07/09/2010 06/29/2010 BERM
3135A1KW6 08/15/2008 08/13/2038 588,000 5.750% 07/09/2010 06/29/2010 AMER
31398AM33 04/09/2010 04/09/2013 1,000,000,000 2.020% 07/09/2010 06/29/2010 EURO
3136FHMT9 04/24/2009 04/24/2019 125,000,000 4.250% 07/09/2010 06/29/2010 AMER
3135A1HX8 06/20/2008 06/18/2038 7,392,000 5.700% 07/09/2010 06/29/2010 AMER
3136FHV44 07/09/2009 07/09/2012 100,000,000 2.750% 07/09/2010 06/29/2010 EURO
3136F96F5 02/02/2009 02/05/2024 20,000,000 5.000% 07/09/2010 06/29/2010 AMER
3136FJFZ9 10/09/2009 10/09/2019 100,000,000 4.000% 07/09/2010 06/29/2010 BERM
3135A0MA4 09/23/2005 09/20/2030 6,272,000 5.500% 07/09/2010 06/29/2010 AMER
3135A1KS5 08/08/2008 08/06/2038 932,000 5.800% 07/09/2010 06/29/2010 AMER
3135A1FQ5 04/25/2008 04/24/2023 8,315,000 4.500% 07/09/2010 06/29/2010 AMER
3135A0LK3 09/02/2005 09/05/2030 9,876,000 5.500% 07/09/2010 06/29/2010 AMER
3135A1BB2 12/21/2007 12/18/2037 5,328,000 5.700% 07/09/2010 06/29/2010 AMER
3135A1AK3 12/07/2007 12/04/2037 8,552,000 5.750% 07/09/2010 06/29/2010 AMER
3135A0Q36 04/09/2007 04/09/2037 2,397,000 5.750% 07/09/2010 06/29/2010 AMER
3135A0FX2 04/22/2005 04/20/2035 3,135,000 5.750% 07/09/2010 06/29/2010 AMER
3135A1FJ1 04/18/2008 04/17/2023 6,746,000 4.500% 07/09/2010 06/29/2010 AMER
3135A0KL2 08/12/2005 08/10/2030 3,234,000 5.500% 07/09/2010 06/29/2010 AMER
3135A0LR8 09/09/2005 09/06/2030 7,055,000 5.500% 07/09/2010 06/29/2010 AMER
31398AYL0 07/09/2009 07/09/2012 250,000,000 2.150% 07/09/2010 06/29/2010 EURO
3136FJUQ2 11/27/2009 05/27/2015 50,000,000 3.000% 07/09/2010 06/29/2010 AMER
3136FHPF6 05/06/2009 05/06/2024 250,000,000 5.000% 07/09/2010 06/29/2010 AMER
3135A1CF2 01/25/2008 01/21/2028 57,210,000 5.000% 07/09/2010 06/29/2010 AMER
3136F96B4 02/20/2009 02/20/2024 50,000,000 5.000% 07/09/2010 06/29/2010 AMER
3135A0N54 03/23/2007 03/20/2037 5,252,000 5.800% 07/09/2010 06/29/2010 AMER
3135A0LU1 09/16/2005 09/13/2030 3,750,000 5.500% 07/09/2010 06/29/2010 AMER
3136FHN35 07/08/2009 07/08/2024 25,000,000 4.600% 07/08/2010 06/26/2010 BERM
3136FHU94 07/08/2009 07/08/2024 50,000,000 4.850% 07/08/2010 06/26/2010 BERM
3136FHPH2 05/08/2009 09/08/2011 20,000,000 1.750% 07/08/2010 06/26/2010 EURO
3135A0MN6 10/14/2005 10/04/2030 9,765,000 5.500% 07/08/2010 06/26/2010 AMER
3135A1BN6 01/04/2008 12/30/2037 1,705,000 5.750% 07/08/2010 06/26/2010 AMER
3136F3U38 08/04/2003 08/04/2028 30,000,000 5.500% 07/08/2010 06/26/2010 AMER
3135A0P45 03/30/2007 03/27/2037 3,405,000 5.750% 07/08/2010 06/26/2010 AMER
3136F9YL1 07/08/2008 07/08/2015 50,000,000 4.875% 07/08/2010 06/26/2010 EURO
3136FHU60 07/08/2009 07/08/2024 200,000,000 4.800% 07/08/2010 06/26/2010 BERM
31398AL83 04/08/2010 04/08/2013 1,250,000,000 2.000% 07/08/2010 06/26/2010 BERM
3136FHL86 07/08/2009 07/08/2019 25,000,000 5.200% 07/08/2010 06/26/2010 AMER
3136FJL82 01/06/2010 01/06/2025 200,000,000 6.500% 07/06/2010 06/25/2010 BERM
31398AC75 01/06/2010 01/06/2012 250,000,000 1.250% 07/06/2010 06/25/2010 BERM
3136FHXR1 05/27/2009 05/28/2019 100,000,000 4.370% 07/06/2010 06/25/2010 AMER
3135A02F5 07/06/2007 07/06/2022 17,978,000 6.000% 07/06/2010 06/25/2010 AMER
3136F3VC7 06/19/2003 06/19/2028 60,000,000 5.500% 07/06/2010 06/25/2010 AMER
3135A0LD9 08/26/2005 08/23/2030 6,945,000 5.625% 07/06/2010 06/25/2010 AMER
3136F9YJ6 07/03/2008 07/06/2028 20,000,000 5.920% 07/06/2010 06/25/2010 BERM
3135A0M63 03/16/2007 03/13/2037 5,179,000 5.800% 07/06/2010 06/25/2010 AMER
3136FHNB7 05/20/2009 05/20/2024 1,000,000,000 5.000% 07/06/2010 06/25/2010 AMER
3136FHU45 07/06/2009 10/06/2011 85,000,000 2.200% 07/06/2010 06/25/2010 EURO
3136FJZQ7 01/07/2010 01/07/2013 50,000,000 1.750% 07/07/2010 06/25/2010 EURO
3136FJKY6 11/12/2009 11/12/2024 50,000,000 5.150% 07/06/2010 06/25/2010 AMER
3136FJB83 01/07/2010 01/07/2015 50,000,000 3.100% 07/07/2010 06/25/2010 AMER
3135A1BJ5 12/28/2007 12/24/2037 10,175,000 5.750% 07/06/2010 06/25/2010 AMER
3136FJA76 01/06/2010 01/06/2014 50,000,000 2.300% 07/06/2010 06/25/2010 EURO
3136FHXQ3 05/21/2009 05/21/2019 100,000,000 4.365% 07/06/2010 06/25/2010 AMER
3136FHXZ3 06/18/2009 06/18/2024 100,000,000 5.050% 07/06/2010 06/25/2010 AMER
31398AYJ5 07/06/2009 07/06/2012 250,000,000 2.375% 07/06/2010 06/25/2010 EURO
3136FJNX5 11/19/2009 11/19/2024 130,000,000 5.250% 07/06/2010 06/25/2010 AMER
3136F3EH5 04/07/2003 04/07/2028 35,000,000 5.500% 07/06/2010 06/25/2010 AMER
3135A1EZ6 04/11/2008 04/10/2023 10,335,000 5.000% 07/06/2010 06/25/2010 AMER
3136F3VJ2 06/19/2003 06/19/2028 25,000,000 5.500% 07/06/2010 06/25/2010 AMER
3136FHTH8 05/28/2009 05/28/2024 30,000,000 5.125% 07/06/2010 06/25/2010 AMER
3136F3ZS8 06/30/2003 06/30/2028 150,000,000 5.400% 07/06/2010 06/25/2010 AMER
3136FHU37 07/06/2009 07/06/2012 200,000,000 3.125% 07/06/2010 06/25/2010 EURO
3136FJJ85 01/06/2010 01/06/2025 50,000,000 4.400% 07/06/2010 06/25/2010 BERM
3135A0EM7 03/11/2005 03/11/2025 6,620,000 5.250% 07/06/2010 06/25/2010 AMER
3135A0FA2 03/24/2005 03/23/2035 4,644,000 5.800% 07/06/2010 06/25/2010 AMER
3136FJC58 01/06/2010 01/06/2012 100,000,000 1.125% 07/06/2010 06/25/2010 EURO
3136F3UK0 06/05/2003 06/05/2028 25,000,000 5.500% 07/06/2010 06/25/2010 AMER
3135A1DZ7 03/14/2008 03/13/2028 5,470,000 4.750% 07/06/2010 06/25/2010 AMER
3136FMKT0 04/06/2010 04/06/2020 600,000,000 5.000% 07/06/2010 06/25/2010 AMER
3136FHUG8 06/04/2009 06/04/2024 60,000,000 5.150% 07/06/2010 06/25/2010 AMER
3136FJKL4 11/12/2009 11/12/2024 25,000,000 5.125% 07/06/2010 06/25/2010 AMER
3136F3G83 07/07/2003 07/07/2028 4,000,000 5.510% 07/07/2010 06/25/2010 BERM
3135A1DK0 02/29/2008 02/25/2028 51,234,000 5.000% 07/06/2010 06/25/2010 AMER
3136FJFM8 10/06/2009 10/06/2011 25,000,000 1.500% 07/06/2010 06/25/2010 EURO
3136FJGJ4 10/06/2009 01/06/2012 25,000,000 1.380% 07/06/2010 06/25/2010 EURO
3136F7BK2 06/14/2005 06/14/2035 51,500,000 5.740% 07/06/2010 06/25/2010 AMER
3136FJKX8 11/12/2009 11/12/2024 25,000,000 5.150% 07/06/2010 06/25/2010 AMER
3136FJJ77 01/06/2010 01/06/2025 50,000,000 4.730% 07/06/2010 06/25/2010 BERM
3135A1JM0 07/03/2008 07/02/2038 4,689,000 5.750% 07/06/2010 06/25/2010 AMER
3136F3P83 07/11/2003 07/12/2023 16,388,000 5.000% 07/06/2010 06/25/2010 AMER
3136FJH87 01/06/2010 01/06/2025 100,000,000 4.250% 07/06/2010 06/25/2010 BERM
3136F3C61 06/30/2003 06/30/2028 150,000,000 5.450% 07/06/2010 06/25/2010 AMER
3136FHSF3 05/28/2009 05/28/2024 115,000,000 5.125% 07/06/2010 06/25/2010 AMER
3135A1HA8 05/30/2008 05/26/2023 4,518,000 5.000% 07/06/2010 06/25/2010 AMER
3136F3E28 07/07/2003 07/07/2028 25,000,000 5.500% 07/06/2010 06/25/2010 AMER
3136F3TW6 05/23/2003 05/21/2025 30,849,000 5.250% 07/06/2010 06/25/2010 AMER
3135A1KJ5 08/01/2008 07/24/2028 741,000 4.750% 07/06/2010 06/24/2010 AMER
3136FJSA0 11/25/2009 11/25/2024 35,000,000 5.210% 07/06/2010 06/24/2010 AMER
3136FHSK2 05/05/2009 05/06/2019 100,000,000 4.420% 07/06/2010 06/24/2010 AMER
3136F3DD5 03/21/2003 03/19/2024 51,661,000 5.250% 07/06/2010 06/24/2010 AMER
3135A1GT8 05/23/2008 05/20/2022 2,927,000 5.000% 07/06/2010 06/24/2010 AMER
3135A0EE5 03/04/2005 03/04/2025 14,252,000 5.250% 07/06/2010 06/24/2010 AMER
3136FHYF6 06/17/2009 06/17/2024 75,000,000 5.125% 07/06/2010 06/24/2010 AMER
3135A07M5 11/23/2007 11/13/2037 8,093,000 5.875% 07/06/2010 06/23/2010 AMER
3135A1DS3 03/07/2008 03/06/2028 25,268,000 5.000% 07/06/2010 06/23/2010 AMER
3135A0EU9 03/18/2005 03/18/2025 12,446,000 5.250% 07/06/2010 06/23/2010 AMER
3135A0AK5 09/24/2004 09/23/2024 3,646,000 5.250% 07/06/2010 06/23/2010 AMER
3136FHXN0 06/18/2009 06/18/2019 50,000,000 4.490% 07/06/2010 06/23/2010 AMER
3136F3B54 07/10/2003 07/10/2023 25,000,000 5.125% 07/06/2010 06/23/2010 AMER
3135A0NB1 11/04/2005 11/01/2030 2,954,000 5.750% 07/06/2010 06/23/2010 AMER
3136FJMA6 11/12/2009 11/12/2024 50,000,000 5.250% 07/06/2010 06/23/2010 AMER
3135A1DY0 03/14/2008 03/13/2023 13,281,000 4.500% 07/06/2010 06/23/2010 AMER
3136F5KJ9 04/05/2004 04/05/2029 55,000,000 5.625% 07/06/2010 06/23/2010 AMER
3135A1BM8 01/04/2008 12/30/2027 2,540,000 5.250% 07/06/2010 06/23/2010 AMER
3135A1HB6 05/30/2008 05/29/2024 6,414,000 4.500% 07/06/2010 06/23/2010 AMER
3135A1GU5 05/23/2008 05/22/2023 4,564,000 4.500% 07/06/2010 06/23/2010 AMER
3136FHYQ2 06/18/2009 06/18/2024 115,000,000 5.250% 07/06/2010 06/23/2010 AMER
3136FHZ73 08/12/2009 08/12/2024 100,000,000 5.250% 07/06/2010 06/23/2010 AMER
3135A0E39 12/29/2006 12/26/2036 5,660,000 5.750% 07/06/2010 06/23/2010 AMER
3136FHXP5 06/18/2009 06/18/2019 50,000,000 4.500% 07/06/2010 06/23/2010 AMER
3136F3YC4 06/26/2003 06/26/2028 50,000,000 5.520% 07/06/2010 06/23/2010 AMER
3136F3RA6 05/09/2003 05/05/2023 10,968,000 5.200% 07/06/2010 06/23/2010 AMER
3135A0KV0 08/19/2005 08/16/2030 3,325,000 5.625% 07/06/2010 06/23/2010 AMER
3135A1JE8 06/27/2008 06/25/2038 5,392,000 5.900% 07/06/2010 06/23/2010 AMER
3135A06X2 11/02/2007 10/30/2037 20,400,000 6.000% 07/06/2010 06/23/2010 AMER
3135A1BY2 01/18/2008 01/14/2028 33,200,000 5.000% 07/06/2010 06/23/2010 AMER
3136F3K96 07/14/2003 07/14/2028 50,000,000 5.500% 07/06/2010 06/23/2010 AMER
3136F6U49 03/16/2005 03/16/2035 15,000,000 5.800% 07/06/2010 06/23/2010 AMER
3135A0MG1 09/30/2005 09/27/2030 8,385,000 5.625% 07/06/2010 06/23/2010 AMER
3136F5JU6 03/16/2004 03/16/2029 150,000,000 5.650% 07/06/2010 06/23/2010 AMER
3136F3K88 07/17/2003 07/17/2028 5,000,000 5.500% 07/06/2010 06/23/2010 AMER
3135A1KB2 07/18/2008 07/15/2038 1,793,000 6.000% 07/06/2010 06/23/2010 AMER
3136F3ZD1 06/30/2003 06/30/2028 50,000,000 5.500% 07/06/2010 06/23/2010 AMER
3136FHYK5 06/17/2009 06/17/2019 25,000,000 4.500% 07/02/2010 06/22/2010 AMER
3135A0HU6 06/17/2005 06/17/2020 1,998,000 4.750% 07/02/2010 06/22/2010 AMER
3135A0QY8 02/03/2006 01/30/2031 3,851,000 5.750% 07/02/2010 06/22/2010 AMER
3135A0K99 03/02/2007 02/27/2037 3,224,000 6.000% 07/02/2010 06/22/2010 AMER
3135A0C72 12/15/2006 12/12/2036 13,953,000 6.000% 07/02/2010 06/22/2010 AMER
3135A0W88 06/01/2007 05/28/2037 7,878,000 6.000% 07/02/2010 06/22/2010 AMER
3136FHG66 07/02/2009 07/02/2024 51,000,000 5.750% 07/02/2010 06/22/2010 BERM
3135A04Z9 09/14/2007 09/11/2037 4,947,000 6.125% 07/01/2010 06/19/2010 AMER
3136F3BG0 03/17/2003 03/17/2028 25,000,000 5.625% 07/01/2010 06/19/2010 AMER
3135A0D55 12/22/2006 12/19/2036 14,611,000 6.000% 07/01/2010 06/19/2010 AMER
3136F3WT9 06/26/2003 06/26/2028 12,000,000 5.550% 07/01/2010 06/19/2010 AMER
3136FHE76 07/01/2009 07/01/2016 50,000,000 4.100% 07/01/2010 06/19/2010 EURO
3135A1FG7 04/18/2008 04/16/2018 3,915,000 4.250% 07/01/2010 06/19/2010 AMER
3135A06D6 10/12/2007 10/09/2037 7,673,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0MR7 10/21/2005 10/18/2030 4,872,000 5.750% 07/01/2010 06/19/2010 AMER
3135A07E3 11/09/2007 11/06/2037 22,410,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0V22 05/18/2007 05/15/2037 6,007,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0B24 12/01/2006 11/28/2036 15,952,000 6.000% 07/01/2010 06/19/2010 AMER
3136FHS71 07/15/2009 07/15/2024 25,000,000 5.400% 07/01/2010 06/19/2010 AMER
3135A0F38 01/12/2007 01/09/2037 7,090,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0H28 02/02/2007 01/30/2037 9,509,000 6.000% 07/01/2010 06/19/2010 AMER
3135A05P0 09/28/2007 09/25/2037 13,035,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0L72 03/09/2007 03/06/2037 7,199,000 6.000% 07/01/2010 06/19/2010 AMER
3135A06H7 10/19/2007 10/16/2037 19,406,000 6.000% 07/01/2010 06/19/2010 AMER
3136F33J3 08/01/2003 07/30/2025 15,748,000 5.500% 07/01/2010 06/19/2010 AMER
3135A0B99 12/08/2006 12/05/2036 17,205,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0X46 06/08/2007 06/05/2037 7,231,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0F95 01/19/2007 01/16/2037 14,476,000 6.000% 07/01/2010 06/19/2010 AMER
3136FHYS8 06/18/2009 06/18/2024 25,000,000 5.350% 07/01/2010 06/19/2010 AMER
3135A1GM3 05/16/2008 05/15/2023 2,903,000 4.500% 07/01/2010 06/19/2010 AMER
3136F3XF8 06/26/2003 06/26/2028 40,000,000 5.550% 07/01/2010 06/19/2010 AMER
3135A0V97 05/25/2007 05/22/2037 8,637,000 6.000% 07/01/2010 06/19/2010 AMER
3135A0J75 02/16/2007 02/13/2037 7,519,000 6.000% 07/01/2010 06/19/2010 AMER
3136F9XC2 07/01/2008 07/01/2011 50,000,000 4.250% 07/01/2010 06/19/2010 EURO
3136F4WH3 11/28/2003 11/26/2031 2,486,000 5.750% 07/01/2010 06/19/2010 AMER
3135A0U31 05/11/2007 05/08/2037 10,179,000 6.000% 07/01/2010 06/19/2010 AMER
3135A1JU2 07/11/2008 07/09/2038 4,676,000 6.000% 07/01/2010 06/19/2010 AMER
3136F3F92 07/10/2003 07/10/2028 100,000,000 5.550% 07/01/2010 06/19/2010 AMER
3136FJDU2 09/29/2009 06/29/2012 100,000,000 1.720% 06/29/2010 06/18/2010 EURO
31398AK27 03/26/2010 03/28/2013 1,000,000,000 1.826% 06/28/2010 06/18/2010 EURO
3135A04V8 09/07/2007 09/04/2037 3,684,000 6.125% 06/28/2010 06/18/2010 AMER
3135A1AJ6 12/07/2007 12/03/2027 10,178,000 5.250% 06/28/2010 06/18/2010 AMER
3136F3A89 06/30/2003 06/30/2023 50,000,000 5.000% 06/30/2010 06/18/2010 BERM
3136FJZA2 12/30/2009 12/30/2014 100,000,000 3.050% 06/30/2010 06/18/2010 BERM
3136FJC66 12/28/2009 12/28/2012 50,000,000 1.125% 06/28/2010 06/18/2010 BERM
3136FJG47 12/28/2009 12/28/2012 100,000,000 1.800% 06/28/2010 06/18/2010 BERM
3136FJA68 12/29/2009 12/29/2014 50,000,000 2.750% 06/29/2010 06/18/2010 BERM
3136FJA43 12/30/2009 12/30/2019 50,000,000 3.000% 06/30/2010 06/18/2010 BERM
3135A1KC0 07/18/2008 07/17/2028 1,914,000 5.000% 06/28/2010 06/18/2010 AMER
3136F3VW3 06/12/2003 06/12/2028 40,000,000 5.600% 06/28/2010 06/18/2010 AMER
3136F3PQ3 05/02/2003 05/03/2024 15,118,000 5.350% 06/28/2010 06/18/2010 AMER
3136F6HW2 10/19/2004 10/19/2034 25,000,000 6.100% 06/28/2010 06/18/2010 AMER
31398AL26 03/29/2010 03/28/2013 500,000,000 1.890% 06/28/2010 06/18/2010 EURO
3136FJK67 12/30/2009 12/30/2014 175,000,000 2.750% 06/30/2010 06/18/2010 BERM
3136FHBH7 02/26/2009 02/26/2021 25,000,000 5.000% 06/28/2010 06/18/2010 AMER
3136FJYM7 12/28/2009 06/28/2017 125,000,000 4.000% 06/28/2010 06/18/2010 BERM
3136FJDH1 09/30/2009 09/30/2024 25,000,000 4.250% 06/30/2010 06/18/2010 BERM
3136F92Q5 12/30/2008 12/30/2016 20,000,000 2.750% 06/30/2010 06/18/2010 BERM
3136FJA35 12/30/2009 12/30/2019 50,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FMHV9 03/29/2010 03/29/2019 50,000,000 4.000% 06/29/2010 06/18/2010 BERM
3136F3XG6 06/26/2003 06/26/2028 25,000,000 5.600% 06/28/2010 06/18/2010 AMER
3135A0SW0 04/07/2006 04/04/2031 5,248,000 6.000% 06/28/2010 06/18/2010 AMER
3135A0RV3 03/10/2006 03/05/2031 16,267,000 6.000% 06/28/2010 06/18/2010 AMER
3136F4TM6 11/14/2003 11/10/2033 6,887,000 6.000% 06/28/2010 06/18/2010 AMER
3136FJD24 12/30/2009 12/30/2014 50,000,000 2.500% 06/30/2010 06/18/2010 BERM
3136FJZB0 12/30/2009 12/30/2014 50,000,000 2.500% 06/30/2010 06/18/2010 BERM
3136FJZR5 12/30/2009 12/30/2014 50,000,000 2.000% 06/30/2010 06/18/2010 BERM
3136FJYS4 12/29/2009 12/29/2021 90,000,000 4.000% 06/29/2010 06/18/2010 BERM
3135A0R68 04/20/2007 04/17/2037 3,887,000 6.100% 06/28/2010 06/18/2010 AMER
3136FJZG9 12/30/2009 12/30/2024 125,000,000 4.000% 06/30/2010 06/18/2010 BERM
3136F3Y26 07/25/2003 07/21/2023 13,730,000 5.250% 06/28/2010 06/18/2010 AMER
3136FJSG7 11/25/2009 11/25/2014 25,000,000 3.000% 06/28/2010 06/18/2010 AMER
3136FHPP4 04/28/2009 06/29/2011 10,000,000 1.570% 06/29/2010 06/18/2010 EURO
3136FJA27 12/28/2009 06/28/2013 100,000,000 2.000% 06/28/2010 06/18/2010 EURO
3136F9DR1 03/24/2008 03/24/2023 15,000,000 5.350% 06/28/2010 06/18/2010 AMER
3135A0NZ8 12/02/2005 11/29/2030 8,304,000 6.000% 06/28/2010 06/18/2010 AMER
3136FJE72 12/30/2009 12/30/2014 50,000,000 2.250% 06/30/2010 06/18/2010 BERM
3136FJYY1 12/30/2009 12/30/2019 50,000,000 3.125% 06/30/2010 06/18/2010 BERM
3136FJC82 12/30/2009 12/30/2016 50,000,000 2.250% 06/30/2010 06/18/2010 BERM
3136FJXV8 12/30/2009 12/30/2014 25,000,000 2.250% 06/30/2010 06/18/2010 BERM
3135A1GL5 05/16/2008 05/14/2021 3,315,000 5.000% 06/28/2010 06/18/2010 AMER
3136FJWX5 12/30/2009 12/30/2019 25,000,000 2.000% 06/30/2010 06/18/2010 BERM
3135A0T41 05/04/2007 05/01/2037 4,997,000 6.100% 06/28/2010 06/18/2010 AMER
3135A1BA4 12/21/2007 12/17/2027 10,032,000 5.125% 06/28/2010 06/18/2010 AMER
3135A03Y3 08/17/2007 08/14/2037 18,476,000 6.250% 06/28/2010 06/18/2010 AMER
3136FJH20 12/28/2009 06/28/2013 75,000,000 2.050% 06/28/2010 06/18/2010 EURO
3136F3G26 06/30/2003 06/30/2028 50,000,000 5.570% 06/30/2010 06/18/2010 BERM
3136F4MU5 10/17/2003 10/15/2026 5,835,000 5.750% 06/28/2010 06/18/2010 AMER
3136FJYL9 12/30/2009 12/30/2014 125,000,000 2.500% 06/30/2010 06/18/2010 BERM
3136FJZP9 12/30/2009 12/30/2016 50,000,000 1.500% 06/30/2010 06/18/2010 BERM
3136FJA92 12/30/2009 12/30/2011 50,000,000 1.170% 06/30/2010 06/18/2010 BERM
3136FJZL8 12/30/2009 12/30/2019 50,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136F3UX2 05/30/2003 12/03/2018 14,032,000 4.500% 06/28/2010 06/18/2010 AMER
3136FHD28 07/01/2009 07/01/2024 75,000,000 5.500% 06/28/2010 06/18/2010 AMER
3136F3ZB5 06/26/2003 06/26/2023 25,000,000 5.250% 06/28/2010 06/18/2010 AMER
3136FH2Q7 08/12/2009 08/12/2024 50,000,000 5.500% 06/28/2010 06/18/2010 AMER
3136F4RZ9 11/07/2003 11/03/2028 2,922,000 5.875% 06/28/2010 06/18/2010 AMER
3136F6PQ6 12/14/2004 12/14/2029 25,000,000 6.000% 06/28/2010 06/18/2010 AMER
3136F7LQ8 11/01/2005 11/01/2030 20,000,000 6.000% 06/28/2010 06/18/2010 AMER
3136F66J3 05/16/2005 05/16/2025 20,000,000 5.670% 06/28/2010 06/18/2010 AMER
3136FJK59 12/30/2009 12/30/2016 50,000,000 3.250% 06/30/2010 06/18/2010 BERM
3135A05F2 09/21/2007 09/17/2032 885,000 5.250% 06/28/2010 06/18/2010 AMER
3136FJYK1 12/30/2009 12/30/2016 125,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJZV6 12/30/2009 12/30/2014 125,000,000 2.300% 06/30/2010 06/18/2010 BERM
3135A0EG0 03/04/2005 03/01/2030 15,529,000 5.500% 06/28/2010 06/18/2010 AMER
3136F3LM6 04/17/2003 04/16/2024 25,524,000 5.500% 06/28/2010 06/18/2010 AMER
3136FHLW3 04/28/2009 12/28/2015 10,000,000 3.450% 06/28/2010 06/18/2010 AMER
3136F26D5 03/03/2003 03/03/2028 30,000,000 5.750% 06/28/2010 06/18/2010 AMER
3135A0S59 04/27/2007 04/24/2037 6,736,000 6.100% 06/28/2010 06/18/2010 AMER
3135A0ZT9 11/10/2006 11/07/2036 13,720,000 6.000% 06/28/2010 06/18/2010 AMER
3136F4JD7 09/26/2003 09/24/2030 3,979,000 5.875% 06/28/2010 06/18/2010 AMER
3135A1CX3 02/15/2008 02/13/2019 23,277,000 4.500% 06/28/2010 06/18/2010 AMER
3136FJH46 12/30/2009 12/30/2013 50,000,000 2.460% 06/30/2010 06/18/2010 BERM
3136FJB75 12/29/2009 12/29/2015 50,000,000 2.000% 06/29/2010 06/18/2010 BERM
31398AL34 03/29/2010 03/28/2013 500,000,000 1.919% 06/28/2010 06/18/2010 EURO
3136FMFT6 03/26/2010 03/28/2013 200,000,000 1.820% 06/28/2010 06/18/2010 EURO
3136FHC45 06/25/2009 06/25/2024 25,000,000 5.450% 06/28/2010 06/18/2010 AMER
3135A0K57 02/23/2007 02/20/2032 1,239,000 5.875% 06/28/2010 06/18/2010 AMER
3136FJE98 12/30/2009 12/30/2015 50,000,000 3.500% 06/30/2010 06/18/2010 BERM
3136FJC74 12/29/2009 12/29/2014 50,000,000 2.800% 06/29/2010 06/18/2010 BERM
3136FJE80 12/30/2009 12/30/2019 100,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJYT2 12/30/2009 12/30/2024 25,000,000 2.500% 06/30/2010 06/18/2010 BERM
3135A0FK0 04/08/2005 04/08/2025 5,214,000 5.500% 06/28/2010 06/18/2010 AMER
3136FJXN6 12/30/2009 12/30/2024 40,000,000 4.000% 06/30/2010 06/18/2010 BERM
3136FJJT9 11/05/2009 11/05/2014 10,000,000 3.000% 06/28/2010 06/18/2010 AMER
31398AYK2 06/29/2009 06/29/2012 250,000,000 3.250% 06/29/2010 06/18/2010 EURO
3135A0E70 01/05/2007 01/04/2027 2,083,000 5.750% 06/28/2010 06/18/2010 AMER
3135A1GE1 05/09/2008 05/08/2023 6,553,000 4.750% 06/28/2010 06/18/2010 AMER
3135A1JK4 07/03/2008 07/03/2028 6,221,000 5.000% 06/28/2010 06/18/2010 AMER
3136FJD99 12/30/2009 12/30/2014 125,000,000 3.100% 06/30/2010 06/18/2010 BERM
3135A1BH9 12/28/2007 12/24/2027 13,934,000 5.250% 06/28/2010 06/18/2010 AMER
3136FJXU0 12/30/2009 12/30/2014 100,000,000 2.300% 06/30/2010 06/18/2010 BERM
3135A1DE4 02/22/2008 02/20/2020 23,219,000 4.500% 06/28/2010 06/18/2010 AMER
3136FJH53 12/30/2009 12/30/2024 50,000,000 4.000% 06/30/2010 06/18/2010 BERM
3136FHYX7 06/25/2009 06/25/2024 65,000,000 5.400% 06/28/2010 06/18/2010 AMER
3136FJE56 12/30/2009 06/30/2017 50,000,000 4.000% 06/30/2010 06/18/2010 AMER
3135A0Z77 06/29/2007 06/29/2022 15,803,000 6.125% 06/29/2010 06/18/2010 AMER
3136F4AU8 08/22/2003 08/18/2028 4,890,000 5.875% 06/28/2010 06/18/2010 AMER
3136FHE92 06/29/2009 12/29/2011 25,000,000 1.700% 06/29/2010 06/18/2010 EURO
3136F7FH5 08/01/2005 08/01/2030 30,000,000 6.000% 06/28/2010 06/18/2010 AMER
3136F3B70 06/30/2003 06/30/2023 50,000,000 5.125% 06/30/2010 06/18/2010 BERM
3136FJYQ8 12/30/2009 12/30/2014 25,000,000 2.250% 06/30/2010 06/18/2010 BERM
3136FJZJ3 12/30/2009 12/30/2014 175,000,000 2.125% 06/30/2010 06/18/2010 BERM
31398AB92 12/30/2009 12/30/2011 800,000,000 1.250% 06/30/2010 06/18/2010 BERM
3136FJA50 12/29/2009 12/29/2014 50,000,000 2.750% 06/29/2010 06/18/2010 BERM
3136FJB42 12/30/2009 12/30/2019 300,000,000 2.000% 06/30/2010 06/18/2010 BERM
3136FHN43 07/08/2009 07/08/2024 20,000,000 5.350% 06/28/2010 06/18/2010 AMER
3136FHYN9 06/18/2009 06/18/2019 50,000,000 4.625% 06/28/2010 06/18/2010 AMER
3135A0G52 01/26/2007 01/23/2037 10,896,000 6.000% 06/28/2010 06/18/2010 AMER
3136F35L6 08/08/2003 08/04/2028 8,450,000 5.750% 06/28/2010 06/18/2010 AMER
3136FJZW4 12/30/2009 12/30/2014 100,000,000 2.500% 06/30/2010 06/18/2010 BERM
3135A1AT4 12/14/2007 12/10/2027 11,584,000 5.000% 06/28/2010 06/18/2010 AMER
3135A06Q7 10/26/2007 10/23/2037 6,362,000 6.050% 06/28/2010 06/18/2010 AMER
3135A0MX4 10/28/2005 10/25/2030 7,883,000 5.750% 06/28/2010 06/18/2010 AMER
3135A0H93 02/09/2007 02/06/2032 11,431,000 6.000% 06/28/2010 06/18/2010 AMER
3135A0Q85 04/13/2007 04/10/2037 8,597,000 6.100% 06/28/2010 06/18/2010 AMER
3135A0U23 05/11/2007 05/07/2027 1,802,000 5.750% 06/28/2010 06/18/2010 AMER
3136FJYW5 12/28/2009 12/28/2012 70,000,000 1.500% 06/28/2010 06/18/2010 BERM
3135A1FF9 04/18/2008 04/17/2018 8,992,000 4.000% 06/28/2010 06/18/2010 AMER
3136FJDF5 09/30/2009 09/30/2019 25,000,000 4.500% 06/30/2010 06/18/2010 BERM
3136FJZE4 12/28/2009 12/28/2016 150,000,000 3.000% 06/28/2010 06/18/2010 BERM
3136F3FP6 03/28/2003 03/24/2023 17,871,000 5.300% 06/28/2010 06/18/2010 AMER
3135A1EF0 03/24/2008 03/24/2023 5,958,000 4.500% 06/28/2010 06/18/2010 AMER
3135A0JN0 07/08/2005 07/08/2020 848,000 4.750% 06/28/2010 06/18/2010 AMER
3136F5JS1 04/05/2004 04/05/2029 150,000,000 5.680% 06/28/2010 06/18/2010 AMER
31398ADX7 06/28/2007 06/28/2022 100,000,000 6.150% 06/28/2010 06/18/2010 EURO
3136F94R1 01/28/2009 06/28/2012 15,000,000 2.000% 06/28/2010 06/18/2010 EURO
3136F6H51 03/15/2005 03/15/2030 25,000,000 6.000% 06/28/2010 06/18/2010 AMER
3136FJD81 12/30/2009 12/30/2014 75,000,000 2.000% 06/30/2010 06/18/2010 BERM
3135A0ZZ5 11/17/2006 11/14/2036 17,296,000 6.125% 06/28/2010 06/18/2010 AMER
31398AB84 12/30/2009 12/30/2014 1,000,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJXQ9 12/28/2009 12/28/2015 50,000,000 3.300% 06/28/2010 06/18/2010 BERM
3136FJYC9 12/30/2009 12/30/2014 25,000,000 2.500% 06/30/2010 06/18/2010 BERM
3136FJXG1 12/29/2009 12/29/2017 75,000,000 2.000% 06/29/2010 06/18/2010 BERM
3136FJWV9 12/29/2009 12/29/2016 40,000,000 2.375% 06/29/2010 06/18/2010 BERM
3136FHR56 06/30/2009 12/30/2011 25,000,000 2.000% 06/30/2010 06/18/2010 EURO
3136FJF55 12/29/2009 06/29/2012 150,000,000 1.500% 06/29/2010 06/18/2010 EURO
3135A0QN2 01/20/2006 01/17/2031 14,831,000 6.000% 06/28/2010 06/18/2010 AMER
3136FJYN5 12/30/2009 12/30/2014 150,000,000 3.125% 06/30/2010 06/18/2010 BERM
3136FHBJ3 02/26/2009 02/26/2024 135,000,000 5.400% 06/28/2010 06/18/2010 AMER
3136FJD57 12/28/2009 12/28/2012 50,000,000 1.900% 06/28/2010 06/18/2010 BERM
3136FJZF1 12/30/2009 12/30/2015 50,000,000 2.500% 06/30/2010 06/18/2010 BERM
3136FJF63 12/28/2009 12/28/2016 50,000,000 3.000% 06/28/2010 06/18/2010 BERM
3136FJZN4 12/30/2009 12/30/2014 50,000,000 2.000% 06/30/2010 06/18/2010 BERM
3135A1BS5 01/11/2008 01/07/2028 11,764,000 5.250% 06/28/2010 06/18/2010 AMER
3136FJE49 12/30/2009 12/30/2024 100,000,000 4.125% 06/30/2010 06/18/2010 BERM
3136FJB26 12/28/2009 12/28/2021 50,000,000 3.125% 06/28/2010 06/18/2010 BERM
3135A1FX0 05/02/2008 05/01/2023 14,857,000 4.750% 06/28/2010 06/18/2010 AMER
3136FHAW5 02/26/2009 02/26/2024 150,000,000 5.250% 06/28/2010 06/18/2010 AMER
3135A07L7 11/23/2007 11/12/2027 10,989,000 5.250% 06/28/2010 06/18/2010 AMER
3136FJC33 12/28/2009 06/28/2013 75,000,000 2.100% 06/28/2010 06/18/2010 EURO
3136FJD73 12/30/2009 03/30/2017 50,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJYP0 12/30/2009 12/30/2014 30,000,000 2.250% 06/30/2010 06/18/2010 BERM
3136FJE64 12/30/2009 12/30/2014 50,000,000 2.000% 06/30/2010 06/18/2010 BERM
3136FJG96 12/30/2009 12/30/2014 50,000,000 2.375% 06/30/2010 06/18/2010 BERM
3136FJB59 12/28/2009 06/28/2012 200,000,000 1.500% 06/28/2010 06/18/2010 BERM
3136FJA84 12/29/2009 12/29/2014 50,000,000 2.750% 06/29/2010 06/18/2010 BERM
3136FJXA4 12/29/2009 12/29/2014 105,000,000 2.125% 06/29/2010 06/18/2010 BERM
3136FJDS7 09/30/2009 09/30/2024 55,000,000 4.000% 06/30/2010 06/18/2010 BERM
3136FHYZ2 06/25/2009 06/25/2024 25,000,000 5.400% 06/28/2010 06/18/2010 AMER
3136F9DS9 03/24/2008 03/24/2023 15,000,000 5.250% 06/28/2010 06/18/2010 AMER
3136F5PJ4 04/05/2004 04/05/2029 100,000,000 5.900% 06/28/2010 06/18/2010 AMER
3136FHPQ2 04/28/2009 06/28/2012 10,000,000 2.060% 06/28/2010 06/18/2010 EURO
3136FJYV7 12/30/2009 12/30/2011 35,000,000 1.125% 06/30/2010 06/18/2010 EURO
3135A0A74 11/24/2006 11/21/2036 18,538,000 6.000% 06/28/2010 06/18/2010 AMER
3136FJE31 12/28/2009 12/28/2016 300,000,000 3.000% 06/28/2010 06/18/2010 BERM
3136FHCJ2 02/26/2009 02/26/2019 35,000,000 3.000% 06/28/2010 06/18/2010 AMER
3136FJB91 12/29/2009 12/29/2014 75,000,000 2.400% 06/29/2010 06/18/2010 BERM
3136FJYG0 12/30/2009 12/30/2019 65,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJXP1 12/29/2009 12/29/2017 190,000,000 3.000% 06/29/2010 06/18/2010 BERM
3136FJWQ0 12/29/2009 12/29/2014 60,000,000 2.000% 06/29/2010 06/18/2010 BERM
3135A1ET0 04/04/2008 04/03/2018 7,673,000 4.000% 06/28/2010 06/18/2010 AMER
3136F3SC1 05/16/2003 05/12/2023 21,604,000 5.250% 06/28/2010 06/18/2010 AMER
3136FHZA6 06/25/2009 06/25/2021 25,000,000 5.000% 06/28/2010 06/18/2010 AMER
3136F6BK4 09/14/2004 09/14/2029 30,000,000 6.000% 06/28/2010 06/18/2010 AMER
3136FHT62 06/29/2009 06/29/2012 50,000,000 2.150% 06/29/2010 06/18/2010 EURO
3136FH2R5 07/29/2009 06/28/2013 25,000,000 2.500% 06/28/2010 06/18/2010 BERM
31398AYD8 06/30/2009 06/30/2014 50,000,000 3.350% 06/30/2010 06/18/2010 BERM
3136F3H66 07/03/2003 07/02/2018 19,488,000 4.500% 06/28/2010 06/18/2010 AMER
3136FJC90 12/30/2009 12/30/2013 50,000,000 2.000% 06/30/2010 06/18/2010 BERM
3136FJZU8 12/29/2009 06/29/2015 75,000,000 3.125% 06/29/2010 06/18/2010 BERM
3136FHYP4 05/28/2009 05/28/2019 200,000,000 4.530% 06/28/2010 06/18/2010 AMER
3136FJZS3 12/30/2009 12/30/2024 75,000,000 3.000% 06/30/2010 06/18/2010 BERM
3136FJXS5 12/30/2009 12/30/2024 50,000,000 4.000% 06/30/2010 06/18/2010 BERM
3136FJWH0 12/29/2009 12/29/2017 25,000,000 3.000% 06/29/2010 06/18/2010 BERM
3135A1KR7 08/08/2008 08/07/2028 440,000 5.000% 06/28/2010 06/18/2010 AMER
3136F3TV8 05/23/2003 05/21/2020 27,254,000 5.000% 06/28/2010 06/17/2010 AMER
3136FJRX1 11/24/2009 11/24/2015 25,000,000 3.560% 06/28/2010 06/17/2010 AMER
3135A05W5 10/05/2007 10/02/2037 12,516,000 6.250% 06/28/2010 06/17/2010 AMER
3136F4LU6 10/10/2003 10/06/2023 3,464,000 5.500% 06/28/2010 06/17/2010 AMER
3136FHZC2 06/25/2009 06/25/2024 125,000,000 5.500% 06/28/2010 06/17/2010 AMER
3135A0RT8 02/24/2006 02/21/2031 9,531,000 6.000% 06/28/2010 06/17/2010 AMER
3135A1CJ4 02/01/2008 01/28/2020 29,466,000 4.250% 06/28/2010 06/17/2010 AMER
31398AXZ0 06/25/2009 06/25/2024 50,000,000 5.500% 06/28/2010 06/17/2010 AMER
3136FHZP3 06/25/2009 06/25/2024 115,000,000 5.500% 06/28/2010 06/17/2010 AMER
3136F3KA3 04/11/2003 04/12/2024 28,160,000 5.450% 06/28/2010 06/17/2010 AMER
3136F3CC8 03/14/2003 03/11/2022 58,694,000 5.250% 06/28/2010 06/17/2010 AMER
3135A0EN5 03/11/2005 03/08/2030 6,840,000 5.500% 06/28/2010 06/17/2010 AMER
3135A1JT5 07/11/2008 07/10/2028 7,404,000 5.250% 06/28/2010 06/17/2010 AMER
3135A1HW0 06/20/2008 06/19/2024 10,540,000 5.000% 06/28/2010 06/17/2010 AMER
3135A0LX5 09/23/2005 09/23/2020 3,257,000 5.000% 06/28/2010 06/17/2010 AMER
3136FH4G7 08/26/2009 08/26/2024 100,000,000 5.500% 06/28/2010 06/17/2010 AMER
3135A1JD0 06/27/2008 06/26/2028 11,404,000 5.250% 06/28/2010 06/17/2010 AMER
3136FHA70 06/25/2009 06/25/2024 105,000,000 5.500% 06/28/2010 06/17/2010 AMER
3136FHZU2 06/25/2009 06/25/2024 12,500,000 5.550% 06/28/2010 06/17/2010 AMER
3135A1FP7 04/25/2008 04/24/2018 11,793,000 4.000% 06/28/2010 06/17/2010 AMER
3136F3SM9 05/22/2003 05/22/2028 25,000,000 5.850% 06/28/2010 06/17/2010 AMER
3136FH4L6 08/26/2009 08/26/2024 50,000,000 5.500% 06/28/2010 06/17/2010 AMER
3135A0RE1 02/10/2006 02/07/2031 27,930,000 6.000% 06/28/2010 06/17/2010 AMER
3136F9H22 09/25/2008 09/25/2023 10,500,000 5.450% 06/28/2010 06/17/2010 AMER
3136F3NG7 04/25/2003 04/23/2024 34,509,000 5.500% 06/28/2010 06/17/2010 AMER
3136FH3U7 08/26/2009 08/26/2024 25,000,000 5.500% 06/28/2010 06/17/2010 AMER
3136F9DQ3 03/27/2008 03/27/2023 115,000,000 5.000% 06/27/2010 06/17/2010 BERM
3136FH4T9 08/26/2009 08/26/2024 50,000,000 5.500% 06/28/2010 06/17/2010 AMER
3136F6E96 03/07/2005 03/07/2030 75,000,000 6.000% 06/28/2010 06/16/2010 AMER
3136F3ZT6 06/26/2003 06/26/2023 25,000,000 5.160% 06/26/2010 06/16/2010 BERM
3135A0NK1 11/10/2005 11/08/2030 7,205,000 6.000% 06/28/2010 06/16/2010 AMER
3136F6F20 03/07/2005 03/07/2030 50,000,000 6.000% 06/28/2010 06/16/2010 AMER
3136FHB95 06/25/2009 06/25/2019 25,000,000 4.900% 06/25/2010 06/15/2010 BERM
3136F9UH4 06/25/2008 06/25/2012 25,000,000 4.000% 06/25/2010 06/15/2010 EURO
31398AJ78 03/24/2010 03/25/2013 500,000,000 1.832% 06/25/2010 06/15/2010 EURO
3136FHF34 06/25/2009 06/25/2014 25,000,000 3.500% 06/25/2010 06/15/2010 BERM
31398AYA4 06/25/2009 06/25/2024 250,000,000 5.375% 06/25/2010 06/15/2010 BERM
3136FJCQ2 09/25/2009 09/25/2017 110,000,000 3.250% 06/25/2010 06/15/2010 BERM
31398AJ60 03/24/2010 03/25/2013 500,000,000 1.851% 06/25/2010 06/15/2010 EURO
3136FHEL5 03/25/2009 03/25/2024 40,000,000 5.000% 06/25/2010 06/15/2010 BERM
31398AJ86 03/25/2010 03/25/2013 400,000,000 1.797% 06/25/2010 06/15/2010 EURO
3136FHF67 06/25/2009 06/25/2019 100,000,000 5.050% 06/25/2010 06/15/2010 BERM
3135A0JA8 06/24/2005 06/24/2020 10,918,000 5.000% 06/25/2010 06/15/2010 AMER
3136FHM36 06/25/2009 06/25/2019 25,000,000 5.170% 06/25/2010 06/15/2010 BERM
3136FHEG6 03/25/2009 03/25/2024 100,000,000 5.000% 06/25/2010 06/15/2010 BERM
3136FHD85 06/25/2009 06/25/2024 25,000,000 5.000% 06/25/2010 06/15/2010 BERM
3136FHF26 06/25/2009 06/25/2019 35,000,000 5.000% 06/25/2010 06/15/2010 BERM
3136F9HK2 04/24/2008 04/24/2023 95,000,000 5.500% 06/25/2010 06/15/2010 AMER
3136FHZQ1 06/25/2009 06/25/2024 35,000,000 4.250% 06/25/2010 06/15/2010 BERM
3136FJZX2 12/24/2009 12/24/2014 50,000,000 2.000%