Currently Callable Long Term Securities

(As of 02/09/2010)

Disclaimer: Fannie Mae makes a good faith effort to publish the data in a scheduled manner. Fannie Mae does not guarantee that it will always publish the data when scheduled, and Fannie Mae expressly disclaims any liability for any delay in publishing the data.Fannie Mae reserves the right to publish and or revise the data. This material should not be construed as an investment recommendation, an offer to buy/sell, or the solicitation of an offer to buy/sell any product or instrument. This material is based upon information, including pricing and other information that the company receives from various sources, that the company considers reliable. Although Fannie Mae reasonably attempts to ensure the accuracy of the information it publishes, the company does not represent, warrant or guarantee the accuracy of the data received from our market data sources, the accuracy of the data calculations or the accuracy of the data as published. Fannie Mae shall not have any liability or responsibility, regardless of the cause, for any errors or omissions in connection with the use misuse, release or distribution of this information.

Structure Maturity Date Issue Date Coupon CUSIP Amount First Call Call Type
7.00 NC 3.00 03/05/2014 03/05/2007 5.250% 31359M5U3 550,000,000 03/05/2010 EURO
10.00 NC 2.00 03/05/2018 03/05/2008 5.000% 3136F86V2 50,000,000 03/05/2010 EURO
5.50 NC 2.00 09/05/2013 03/05/2008 4.100% 3136F86Z3 25,000,000 03/05/2010 EURO
10.00 NC 2.00 03/05/2018 03/05/2008 5.060% 3136F9AD5 25,000,000 03/05/2010 EURO
5.00 NC 2.00 03/05/2013 03/05/2008 4.100% 3136F9AF0 50,000,000 03/05/2010 EURO
8.50 NC 1.00 09/05/2017 03/05/2009 4.540% 3136FHCD5 10,000,000 03/05/2010 EURO
7.00 NC 2.50 09/04/2014 09/04/2007 5.400% 3136F8SF3 25,000,000 03/04/2010 BERM
3.00 NC 0.50 09/04/2012 09/04/2009 2.465% 3136FH5S0 200,000,000 03/04/2010 EURO
3.00 NC 0.50 09/04/2012 09/04/2009 2.250% 3136FH7B5 25,000,000 03/04/2010 BERM
5.00 NC 1.00 03/04/2014 03/04/2009 3.200% 3136FHCH6 150,000,000 03/04/2010 EURO
2.00 NC 1.00 03/04/2011 03/04/2009 2.000% 3136FHCQ6 2,000,000,000 03/04/2010 EURO
30.00 NC 1.00 03/04/2039 03/05/2009 0.000% 3136FHEA9 100,000,000 03/04/2010 BERM
3.02 NC 0.52 09/04/2012 08/27/2009 2.250% 3136FJAQ4 100,000,000 03/04/2010 BERM
2.00 NC 1.00 03/04/2011 03/04/2009 2.040% 31398AVN9 5,000,000,000 03/04/2010 EURO
15.00 NC 2.00 03/03/2023 03/03/2008 5.210% 31398ANJ7 50,000,000 03/03/2010 EURO
2.00 NC 0.50 09/02/2011 09/02/2009 1.550% 3136FH6S9 20,000,000 03/02/2010 BERM
5.00 NC 0.50 09/02/2014 09/02/2009 3.375% 3136FH7C3 75,000,000 03/02/2010 BERM
3.00 NC 1.00 03/02/2012 03/02/2009 1.750% 3136FHBX2 60,000,000 03/02/2010 EURO
5.00 NC 0.50 09/02/2014 09/02/2009 2.000% 3136FJBH3 55,000,000 03/02/2010 BERM
2.00 NC 1.00 03/02/2011 03/02/2009 2.000% 31398AVL3 3,150,000,000 03/02/2010 EURO
3.00 NC 1.00 03/02/2012 03/02/2009 2.500% 31398AVS8 1,000,000,000 03/02/2010 EURO
2.50 NC 0.50 03/01/2012 08/31/2009 2.000% 3136FH6J9 25,000,000 03/01/2010 BERM
3.50 NC 0.50 03/01/2013 09/01/2009 2.500% 3136FH7J8 25,000,000 03/01/2010 BERM
20.00 NC 1.00 02/26/2029 02/26/2009 5.000% 3136F96S7 50,000,000 02/26/2010 AMER
15.00 NC 1.00 02/26/2024 02/26/2009 5.000% 3136F97J6 50,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH3T0 30,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH3U7 25,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH4G7 100,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 4.750% 3136FH4K8 55,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH4L6 50,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH4T9 50,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 5.550% 3136FH4V4 75,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH4W2 50,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH5A9 60,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH5B7 50,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.625% 3136FH5J0 25,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 5.625% 3136FH5K7 60,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH5M3 75,000,000 02/26/2010 BERM
12.00 NC 0.50 08/26/2021 08/26/2009 5.000% 3136FH5N1 50,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH5P6 25,000,000 02/26/2010 BERM
10.00 NC 0.50 08/26/2019 08/26/2009 4.125% 3136FH5Q4 25,000,000 02/26/2010 BERM
10.00 NC 0.50 08/26/2019 08/26/2009 4.375% 3136FH5R2 25,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.780% 3136FH5T8 50,000,000 02/26/2010 AMER
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH5U5 60,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.750% 3136FH5V3 150,000,000 02/26/2010 BERM
12.00 NC 0.50 08/26/2021 08/26/2009 5.500% 3136FH5Z4 25,000,000 02/26/2010 BERM
12.00 NC 0.50 08/26/2021 08/26/2009 5.000% 3136FH6A8 15,000,000 02/26/2010 BERM
10.00 NC 0.50 08/26/2019 08/26/2009 4.250% 3136FH6F7 25,000,000 02/26/2010 BERM
10.00 NC 0.50 08/26/2019 08/26/2009 3.000% 3136FH6H3 50,000,000 02/26/2010 BERM
7.00 NC 0.50 08/26/2016 08/26/2009 3.125% 3136FH6K6 25,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.500% 3136FH6L4 30,000,000 02/26/2010 BERM
10.00 NC 0.50 08/26/2019 08/26/2009 4.300% 3136FH6N0 15,000,000 02/26/2010 BERM
15.00 NC 0.50 08/26/2024 08/26/2009 5.000% 3136FH6P5 40,000,000 02/26/2010 BERM
12.00 NC 0.50 08/26/2021 08/26/2009 4.000% 3136FH6Q3 25,000,000 02/26/2010 BERM
5.00 NC 1.00 02/26/2014 02/26/2009 2.000% 3136FHBB0 385,000,000 02/26/2010 EURO
10.00 NC 1.00 02/26/2019 02/26/2009 3.000% 3136FHCJ2 35,000,000 02/26/2010 AMER
2.25 NC 0.76 08/26/2011 05/26/2009 1.000% 3136FHUC7 25,000,000 02/26/2010 EURO
7.00 NC 0.50 08/26/2016 08/26/2009 3.000% 3136FJAE1 25,000,000 02/26/2010 BERM
7.00 NC 0.50 08/26/2016 08/26/2009 3.250% 3136FJAK7 100,000,000 02/26/2010 BERM
5.00 NC 2.00 02/26/2013 02/28/2008 4.050% 31398APB2 75,429,000 02/26/2010 EURO
7.00 NC 2.00 02/25/2015 02/25/2008 4.200% 3136F84H5 25,000,000 02/25/2010 EURO
6.00 NC 2.00 02/25/2014 02/25/2008 4.000% 3136F84W2 25,000,000 02/25/2010 EURO
2.00 NC 1.00 02/25/2011 02/25/2009 1.250% 3136F96Q1 15,000,000 02/25/2010 EURO
2.25 NC 0.50 11/25/2011 08/25/2009 1.625% 3136FH7L3 100,000,000 02/25/2010 BERM
4.00 NC 1.00 02/25/2013 02/25/2009 2.910% 3136FHAE5 20,000,000 02/25/2010 EURO
4.00 NC 1.00 02/25/2013 02/25/2009 4.000% 3136FHCL7 25,000,000 02/25/2010 EURO
1.99 NC 0.99 02/25/2011 02/27/2009 1.875% 3136FHCZ6 50,000,000 02/25/2010 EURO
2.25 NC 0.50 11/25/2011 08/26/2009 1.630% 3136FJAY7 60,000,000 02/25/2010 BERM
3.00 NC 0.50 08/24/2012 08/24/2009 2.300% 3136FH4P7 200,000,000 02/24/2010 EURO
7.00 NC 0.50 08/24/2016 08/24/2009 3.375% 3136FH5W1 25,000,000 02/24/2010 BERM
2.50 NC 0.50 02/24/2012 08/24/2009 1.800% 3136FH7H2 100,000,000 02/24/2010 BERM
2.00 NC 1.00 02/24/2011 02/24/2009 1.250% 3136FHBZ7 15,000,000 02/24/2010 EURO
3.00 NC 1.00 02/24/2012 02/24/2009 2.330% 3136FHCG8 150,000,000 02/24/2010 EURO
20.00 NC 2.51 08/24/2027 08/24/2007 6.110% 31398AGD8 290,000,000 02/24/2010 EURO
15.00 NC 7.00 02/23/2018 02/24/2003 5.120% 31359MQW6 25,000,000 02/23/2010 EURO
15.00 NC 7.00 02/23/2018 02/24/2003 5.120% 31359MQX4 25,000,000 02/23/2010 EURO
15.00 NC 3.00 02/23/2022 02/23/2007 5.500% 3135A0K40 1,938,000 02/23/2010 AMER
30.00 NC 1.00 02/23/2039 02/23/2009 0.000% 3136FHBC8 137,000,000 02/23/2010 BERM
30.00 NC 1.00 02/23/2039 02/23/2009 0.000% 3136FHBD6 300,000,000 02/23/2010 BERM
15.00 NC 1.00 02/23/2024 02/23/2009 5.000% 3136FHBF1 60,000,000 02/23/2010 BERM
10.00 NC 2.00 02/22/2018 02/22/2008 4.500% 3136F82M6 50,000,000 02/22/2010 EURO
4.00 NC 2.00 02/22/2012 02/22/2008 3.300% 3136F82S3 50,000,000 02/22/2010 EURO
10.00 NC 2.00 02/22/2018 02/22/2008 4.500% 3136F83L7 40,000,000 02/22/2010 BERM
15.00 NC 2.00 02/22/2023 02/22/2008 5.000% 3136F83M5 10,000,000 02/22/2010 EURO
15.00 NC 2.00 02/22/2023 02/22/2008 5.000% 3136F83P8 85,000,000 02/22/2010 BERM
10.00 NC 2.00 02/22/2018 02/22/2008 4.660% 3136F84K8 15,000,000 02/22/2010 EURO
9.00 NC 2.00 02/22/2017 02/22/2008 4.600% 3136F85F8 25,000,000 02/22/2010 EURO
15.00 NC 3.00 02/16/2022 02/16/2007 5.500% 3135A0J67 3,193,000 02/16/2010 AMER
15.00 NC 0.50 08/12/2024 08/12/2009 5.500% 3136FH2Q7 50,000,000 02/12/2010 AMER
15.00 NC 0.50 08/12/2024 08/12/2009 5.000% 3136FHY90 40,000,000 02/12/2010 AMER
15.00 NC 0.50 08/12/2024 08/12/2009 5.250% 3136FHZ73 100,000,000 02/12/2010 AMER
15.00 NC 3.00 02/09/2022 02/09/2007 5.750% 3135A0H85 3,250,000 02/09/2010 AMER
15.00 NC 0.50 08/05/2024 08/05/2009 5.000% 3136FHX83 50,000,000 02/05/2010 AMER
15.00 NC 3.00 02/02/2022 02/02/2007 5.500% 3135A0G78 1,985,000 02/02/2010 AMER
5.00 NC 0.50 07/29/2014 07/29/2009 3.350% 3136FH2E4 50,000,000 01/29/2010 AMER
5.00 NC 0.50 07/29/2014 07/29/2009 3.375% 3136FH2G9 30,000,000 01/29/2010 AMER
15.00 NC 3.00 01/19/2022 01/19/2007 5.500% 3135A0F87 7,164,000 01/19/2010 AMER
10.00 NC 0.50 07/15/2019 07/15/2009 5.050% 3136FHP74 50,000,000 01/15/2010 AMER
15.00 NC 0.50 07/15/2024 07/15/2009 5.625% 3136FHP90 75,000,000 01/15/2010 AMER
15.00 NC 0.50 07/15/2024 07/15/2009 5.800% 3136FHR23 75,000,000 01/15/2010 AMER
15.00 NC 0.50 07/15/2024 07/15/2009 5.750% 3136FHR31 25,000,000 01/15/2010 AMER
15.00 NC 0.50 07/15/2024 07/15/2009 5.400% 3136FHS71 25,000,000 01/15/2010 AMER
15.00 NC 3.00 01/12/2022 01/12/2007 5.500% 3135A0F20 4,107,000 01/12/2010 AMER
15.00 NC 0.50 07/08/2024 07/08/2009 6.000% 3136FHL52 100,000,000 01/08/2010 AMER
15.00 NC 0.50 07/08/2024 07/08/2009 6.000% 3136FHL60 75,000,000 01/08/2010 AMER
15.00 NC 0.50 07/08/2024 07/08/2009 5.350% 3136FHN43 20,000,000 01/08/2010 AMER
15.00 NC 3.00 12/22/2021 12/22/2006 5.500% 3135A0D48 4,688,000 12/22/2009 AMER
15.00 NC 3.00 12/08/2021 12/08/2006 5.500% 3135A0B81 13,255,000 12/08/2009 AMER
10.00 NC 0.25 08/27/2019 08/27/2009 4.000% 3136FH4F9 80,000,000 11/27/2009 BERM
10.00 NC 0.25 08/27/2019 08/27/2009 4.000% 3136FH4M4 90,000,000 11/27/2009 BERM
10.00 NC 0.25 08/27/2019 08/27/2009 4.250% 3136FH4R3 30,000,000 11/27/2009 BERM
10.00 NC 0.25 08/27/2019 08/27/2009 4.250% 3136FH4X0 15,000,000 11/27/2009 BERM
5.67 NC 0.50 01/27/2015 05/27/2009 3.250% 3136FHRP2 20,000,000 11/27/2009 AMER
7.00 NC 0.25 08/25/2016 08/25/2009 3.250% 3136FH4Q5 25,000,000 11/25/2009 BERM
8.00 NC 0.25 08/24/2017 08/24/2009 3.750% 3136FH4Z5 25,000,000 11/24/2009 BERM
15.00 NC 0.50 05/20/2024 05/20/2009 1.269% 3136FHNX9 50,000,000 11/20/2009 BERM
15.00 NC 0.25 07/01/2024 07/01/2009 5.500% 3136FHD28 75,000,000 10/01/2009 AMER
15.00 NC 0.25 07/01/2024 07/01/2009 5.750% 3136FHE35 100,000,000 10/01/2009 AMER
10.00 NC 0.25 07/01/2019 07/01/2009 5.080% 3136FHE68 50,000,000 10/01/2009 AMER
15.00 NC 1.00 09/25/2023 09/25/2008 5.450% 3136F9H22 10,500,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.750% 3136FHA21 100,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.750% 3136FHA39 80,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.650% 3136FHA62 135,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.750% 3136FHB46 50,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.450% 3136FHC45 25,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.400% 3136FHYX7 65,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.400% 3136FHYZ2 25,000,000 09/25/2009 AMER
12.00 NC 0.25 06/25/2021 06/25/2009 5.000% 3136FHZA6 25,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.500% 3136FHZC2 125,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.500% 3136FHZP3 115,000,000 09/25/2009 AMER
12.00 NC 0.25 06/25/2021 06/25/2009 5.250% 3136FHZS7 25,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.550% 3136FHZU2 12,500,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.700% 3136FHZX6 75,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.750% 3136FHZZ1 25,000,000 09/25/2009 AMER
15.00 NC 0.25 06/25/2024 06/25/2009 5.500% 31398AXZ0 50,000,000 09/25/2009 AMER
12.00 NC 0.25 06/24/2021 06/24/2009 5.300% 3136FHB20 25,000,000 09/24/2009 AMER
7.00 NC 0.25 06/23/2016 06/23/2009 4.000% 3136FHZE8 50,000,000 09/23/2009 AMER
8.00 NC 0.25 06/22/2017 06/22/2009 4.500% 3136FHD77 10,000,000 09/22/2009 AMER
10.00 NC 0.25 06/18/2019 06/18/2009 4.490% 3136FHXN0 50,000,000 09/18/2009 AMER
10.00 NC 0.25 06/18/2019 06/18/2009 4.500% 3136FHXP5 50,000,000 09/18/2009 AMER
15.00 NC 0.25 06/18/2024 06/18/2009 5.050% 3136FHXZ3 100,000,000 09/18/2009 AMER
10.00 NC 0.25 06/18/2019 06/18/2009 4.625% 3136FHYN9 50,000,000 09/18/2009 AMER
15.00 NC 0.25 06/18/2024 06/18/2009 5.250% 3136FHYQ2 115,000,000 09/18/2009 AMER
15.00 NC 0.25 06/18/2024 06/18/2009 5.350% 3136FHYS8 25,000,000 09/18/2009 AMER
15.00 NC 0.25 06/17/2024 06/17/2009 5.000% 3136FHWX9 25,000,000 09/17/2009 AMER
15.00 NC 0.25 06/17/2024 06/17/2009 5.000% 3136FHXE0 100,000,000 09/17/2009 AMER
15.00 NC 0.25 06/17/2024 06/17/2009 5.125% 3136FHYF6 75,000,000 09/17/2009 AMER
10.00 NC 0.25 06/17/2019 06/17/2009 4.500% 3136FHYK5 25,000,000 09/17/2009 AMER
15.00 NC 0.25 06/11/2024 06/11/2009 5.000% 3136FHWD3 85,000,000 09/11/2009 AMER
15.00 NC 0.25 06/10/2024 06/10/2009 5.000% 3136FHVA0 25,000,000 09/10/2009 AMER
15.00 NC 0.25 06/10/2024 06/10/2009 5.000% 3136FHVB8 25,000,000 09/10/2009 AMER
15.00 NC 0.25 06/04/2024 06/04/2009 5.150% 3136FHUG8 60,000,000 09/04/2009 AMER
10.00 NC 0.25 06/04/2019 06/04/2009 3.000% 3136FHWW1 50,000,000 09/04/2009 BERM
15.00 NC 0.25 06/03/2024 06/03/2009 3.500% 3136FHXS9 10,000,000 09/03/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 5.000% 3136FHQM0 215,000,000 08/28/2009 AMER
5.50 NC 0.25 11/28/2014 05/28/2009 2.000% 3136FHQQ1 25,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.000% 3136FHRC1 90,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 5.000% 3136FHRH0 50,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 5.125% 3136FHSF3 115,000,000 08/28/2009 AMER
10.00 NC 0.25 05/28/2019 05/28/2009 4.400% 3136FHSM8 50,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.500% 3136FHSR7 75,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.500% 3136FHSZ9 30,000,000 08/28/2009 BERM
10.00 NC 0.25 05/28/2019 05/28/2009 4.500% 3136FHTB1 250,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 5.125% 3136FHTH8 30,000,000 08/28/2009 AMER
15.00 NC 0.25 05/28/2024 05/28/2009 4.000% 3136FHTJ4 75,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 3.000% 3136FHUU7 40,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.875% 3136FHUV5 150,000,000 08/28/2009 BERM
10.00 NC 0.25 05/28/2019 05/28/2009 3.250% 3136FHVF9 75,000,000 08/28/2009 BERM
5.50 NC 0.25 11/28/2014 05/28/2009 2.000% 3136FHVN2 100,000,000 08/28/2009 BERM
10.00 NC 0.25 05/28/2019 05/28/2009 3.250% 3136FHVP7 50,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.000% 3136FHVV4 60,000,000 08/28/2009 BERM
7.50 NC 0.25 11/28/2016 05/28/2009 2.500% 3136FHWC5 60,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.000% 3136FHWG6 25,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.000% 3136FHWM3 30,000,000 08/28/2009 BERM
10.00 NC 0.25 05/28/2019 05/28/2009 4.350% 3136FHWR2 100,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/28/2009 4.450% 3136FHXB6 100,000,000 08/28/2009 BERM
10.00 NC 0.25 05/28/2019 05/27/2009 4.370% 3136FHXR1 100,000,000 08/28/2009 AMER
10.00 NC 0.25 05/28/2019 05/28/2009 4.530% 3136FHYP4 200,000,000 08/28/2009 AMER
15.00 NC 0.25 05/28/2024 05/28/2009 4.375% 3136FHYW9 200,000,000 08/28/2009 BERM
15.00 NC 0.25 05/28/2024 05/29/2009 4.500% 3136FHZG3 20,000,000 08/28/2009 BERM
7.00 NC 0.25 05/27/2016 05/27/2009 3.000% 3136FHRS6 50,000,000 08/27/2009 BERM
5.00 NC 0.25 05/27/2014 05/27/2009 2.000% 3136FHWP6 25,000,000 08/27/2009 BERM
7.00 NC 0.25 05/26/2016 05/26/2009 2.500% 3136FHQD0 10,000,000 08/26/2009 BERM
7.00 NC 0.25 05/26/2016 05/26/2009 2.500% 3136FHQK4 15,000,000 08/26/2009 BERM
13.00 NC 0.25 05/26/2022 05/26/2009 3.000% 3136FHWF8 25,000,000 08/26/2009 BERM
13.00 NC 0.25 05/26/2022 05/26/2009 3.250% 3136FHWL5 26,000,000 08/26/2009 BERM
20.01 NC 1.51 02/24/2028 02/19/2008 5.850% 31398ANN8 103,325,000 08/24/2009 BERM
15.00 NC 1.50 02/21/2023 02/21/2008 5.450% 3136F84C6 50,000,000 08/21/2009 BERM
5.00 NC 0.25 05/21/2014 05/21/2009 2.000% 3136FHPY5 65,000,000 08/21/2009 BERM
9.00 NC 0.25 05/21/2018 05/21/2009 3.000% 3136FHPZ2 20,000,000 08/21/2009 BERM
7.50 NC 0.25 11/21/2016 05/21/2009 3.000% 3136FHQJ7 100,000,000 08/21/2009 BERM
10.00 NC 0.25 05/21/2019 05/21/2009 4.150% 3136FHQS7 30,000,000 08/21/2009 BERM
10.00 NC 0.25 05/21/2019 05/21/2009 3.500% 3136FHSB2 50,000,000 08/21/2009 BERM
15.00 NC 0.25 05/21/2024 05/21/2009 4.500% 3136FHSG1 40,000,000 08/21/2009 BERM
10.00 NC 0.25 05/21/2019 05/21/2009 4.365% 3136FHXQ3 100,000,000 08/21/2009 AMER
10.00 NC 0.25 05/20/2019 05/20/2009 3.000% 3136FHMQ5 25,000,000 08/20/2009 BERM
10.00 NC 0.25 05/20/2019 05/20/2009 3.250% 3136FHMY8 50,000,000 08/20/2009 BERM
15.00 NC 0.25 05/20/2024 05/20/2009 5.000% 3136FHNB7 1,000,000,000 08/20/2009 AMER
10.00 NC 0.25 05/20/2019 05/20/2009 3.000% 3136FHNE1 50,000,000 08/20/2009 BERM
10.00 NC 0.25 05/20/2019 05/20/2009 3.250% 3136FHNJ0 25,000,000 08/20/2009 BERM
7.00 NC 0.25 05/20/2016 05/20/2009 3.000% 3136FHNW1 65,000,000 08/20/2009 BERM
10.00 NC 0.25 05/20/2019 05/20/2009 3.250% 3136FHQB4 25,000,000 08/20/2009 BERM
15.00 NC 0.25 05/20/2024 05/20/2009 4.250% 3136FHQN8 50,000,000 08/20/2009 BERM
15.00 NC 0.25 05/20/2024 05/20/2009 4.000% 3136FHQR9 45,000,000 08/20/2009 BERM
10.00 NC 0.25 05/20/2019 05/20/2009 3.000% 3136FHRG2 55,000,000 08/20/2009 BERM
10.00 NC 0.25 05/20/2019 05/20/2009 4.375% 3136FHRU1 50,000,000 08/20/2009 BERM
5.59 NC 0.25 12/18/2014 05/18/2009 3.250% 3136FHRB3 10,000,000 08/18/2009 AMER
29.99 NC 0.99 08/13/2038 08/15/2008 5.750% 3135A1KW6 588,000 08/13/2009 AMER
15.00 NC 0.25 05/13/2024 05/13/2009 4.750% 3136FHLP8 25,000,000 08/13/2009 AMER
20.00 NC 1.00 08/07/2028 08/08/2008 5.000% 3135A1KR7 440,000 08/07/2009 AMER
29.99 NC 0.99 08/06/2038 08/08/2008 5.800% 3135A1KS5 932,000 08/06/2009 AMER
15.00 NC 0.25 05/06/2024 05/06/2009 5.000% 3136FHPF6 250,000,000 08/06/2009 AMER
10.00 NC 0.25 05/06/2019 05/05/2009 4.420% 3136FHSK2 100,000,000 08/06/2009 AMER
10.00 NC 0.25 04/29/2019 04/29/2009 4.300% 3136FHPC3 100,000,000 07/29/2009 AMER
6.67 NC 0.25 12/28/2015 04/28/2009 3.450% 3136FHLW3 10,000,000 07/28/2009 AMER
11.98 NC 0.98 07/24/2020 08/01/2008 4.500% 3135A1KG1 141,000 07/24/2009 AMER
19.98 NC 0.98 07/24/2028 08/01/2008 4.750% 3135A1KJ5 741,000 07/24/2009 AMER
10.00 NC 0.25 04/24/2019 04/24/2009 4.250% 3136FHMT9 125,000,000 07/24/2009 AMER
29.97 NC 0.97 07/23/2038 08/01/2008 5.750% 3135A1KK2 758,000 07/23/2009 AMER
20.00 NC 1.00 07/17/2028 07/18/2008 5.000% 3135A1KC0 1,914,000 07/17/2009 AMER
29.99 NC 0.99 07/15/2038 07/18/2008 6.000% 3135A1KB2 1,793,000 07/15/2009 AMER
20.00 NC 1.00 07/10/2028 07/11/2008 5.250% 3135A1JT5 7,404,000 07/10/2009 AMER
29.99 NC 0.99 07/09/2038 07/11/2008 6.000% 3135A1JU2 4,676,000 07/09/2009 AMER
20.00 NC 1.00 07/03/2028 07/03/2008 5.000% 3135A1JK4 6,221,000 07/03/2009 AMER
30.00 NC 1.00 07/02/2038 07/03/2008 5.750% 3135A1JM0 4,789,000 07/02/2009 AMER
20.00 NC 1.00 06/26/2028 06/27/2008 5.250% 3135A1JD0 11,404,000 06/26/2009 AMER
29.99 NC 0.99 06/25/2038 06/27/2008 5.900% 3135A1JE8 5,392,000 06/25/2009 AMER
16.00 NC 1.00 06/19/2024 06/20/2008 5.000% 3135A1HW0 10,540,000 06/19/2009 AMER
29.99 NC 0.99 06/18/2038 06/20/2008 5.700% 3135A1HX8 7,395,000 06/18/2009 AMER
12.00 NC 1.00 06/12/2020 06/13/2008 5.125% 3135A1HM2 2,642,000 06/12/2009 AMER
16.00 NC 1.00 06/12/2024 06/13/2008 5.000% 3135A1HP5 12,930,000 06/12/2009 AMER
29.99 NC 0.99 06/11/2038 06/13/2008 5.700% 3135A1HQ3 8,977,000 06/11/2009 AMER
12.00 NC 1.00 06/05/2020 06/06/2008 4.250% 3135A1HF7 5,279,000 06/05/2009 AMER
29.99 NC 0.99 06/04/2038 06/06/2008 5.500% 3135A1HH3 5,605,000 06/04/2009 AMER
15.00 NC 0.25 03/04/2024 03/04/2009 4.250% 3136FHCE3 25,000,000 06/04/2009 BERM
7.00 NC 0.25 03/02/2016 03/02/2009 3.000% 3136FHBW4 10,000,000 06/02/2009 BERM
10.00 NC 1.00 05/29/2018 05/30/2008 4.250% 3135A1GZ4 4,522,000 05/29/2009 AMER
16.00 NC 1.00 05/29/2024 05/30/2008 4.500% 3135A1HB6 6,414,000 05/29/2009 AMER
29.99 NC 0.99 05/28/2038 05/30/2008 5.400% 3135A1HD2 6,538,000 05/28/2009 AMER
14.99 NC 0.99 05/26/2023 05/30/2008 5.000% 3135A1HA8 4,518,000 05/26/2009 AMER
15.00 NC 0.24 02/26/2024 02/26/2009 5.000% 3136F96U2 250,000,000 05/26/2009 AMER
15.00 NC 0.24 02/26/2024 02/26/2009 4.000% 3136F97A5 25,000,000 05/26/2009 BERM
15.00 NC 0.24 02/26/2024 02/26/2009 4.000% 3136F97C1 26,000,000 05/26/2009 BERM
20.00 NC 1.00 05/26/2028 05/27/2008 5.750% 3136F9QC0 50,000,000 05/26/2009 BERM
20.00 NC 1.00 05/26/2028 05/27/2008 5.900% 3136F9QP1 50,000,000 05/26/2009 BERM
15.00 NC 0.24 02/26/2024 02/26/2009 5.250% 3136FHAW5 150,000,000 05/26/2009 AMER
15.00 NC 0.24 02/26/2024 02/26/2009 5.200% 3136FHAY1 10,000,000 05/26/2009 BERM
12.00 NC 0.24 02/26/2021 02/26/2009 5.000% 3136FHBH7 25,000,000 05/26/2009 AMER
15.00 NC 0.24 02/26/2024 02/26/2009 5.400% 3136FHBJ3 135,000,000 05/26/2009 AMER
10.00 NC 0.24 02/26/2019 02/26/2009 4.000% 3136FHBP9 35,000,000 05/26/2009 BERM
10.00 NC 1.00 05/22/2018 05/23/2008 4.250% 3135A1GS0 11,118,000 05/22/2009 AMER
15.00 NC 1.00 05/22/2023 05/23/2008 4.500% 3135A1GU5 4,564,000 05/22/2009 AMER
29.99 NC 0.99 05/21/2038 05/23/2008 5.400% 3135A1GW1 5,755,000 05/21/2009 AMER
13.99 NC 0.99 05/20/2022 05/23/2008 5.000% 3135A1GT8 2,927,000 05/20/2009 AMER
15.00 NC 0.24 02/20/2024 02/20/2009 5.000% 3136F96B4 50,000,000 05/20/2009 AMER
15.00 NC 0.24 02/20/2024 02/20/2009 5.100% 3136F97E7 185,000,000 05/20/2009 BERM
15.00 NC 0.24 02/20/2024 02/20/2009 4.000% 3136FHAG0 115,000,000 05/20/2009 BERM
10.00 NC 0.24 02/20/2019 02/20/2009 4.000% 3136FHAN5 25,000,000 05/20/2009 BERM
15.00 NC 0.24 02/20/2024 02/20/2009 4.250% 3136FHAP0 40,000,000 05/20/2009 BERM
15.00 NC 0.24 02/20/2024 02/20/2009 4.500% 3136FHAR6 40,000,000 05/20/2009 BERM
15.00 NC 0.24 02/20/2024 02/20/2009 4.000% 3136FHAZ8 55,000,000 05/20/2009 BERM
15.00 NC 0.24 02/20/2024 02/20/2009 4.250% 3136FHBG9 25,000,000 05/20/2009 BERM
6.00 NC 0.24 02/20/2015 02/20/2009 3.580% 3136FHCC7 105,000,000 05/20/2009 BERM
15.00 NC 1.00 05/15/2023 05/16/2008 4.500% 3135A1GM3 2,903,000 05/15/2009 AMER
12.99 NC 0.99 05/14/2021 05/16/2008 5.000% 3135A1GL5 3,340,000 05/14/2009 AMER
29.99 NC 0.99 05/13/2038 05/16/2008 5.450% 3135A1GP6 6,432,000 05/13/2009 AMER
12.00 NC 1.00 05/08/2020 05/09/2008 5.000% 3135A1GD3 12,911,000 05/08/2009 AMER
15.00 NC 1.00 05/08/2023 05/09/2008 4.750% 3135A1GE1 6,553,000 05/08/2009 AMER
30.00 NC 1.00 05/08/2038 05/09/2008 5.500% 3135A1GG6 9,245,000 05/08/2009 AMER
15.01 NC 0.25 02/05/2024 02/02/2009 5.000% 3136F96F5 20,000,000 05/05/2009 AMER
12.00 NC 1.00 05/01/2020 05/02/2008 5.050% 3135A1FW2 12,766,000 05/01/2009 AMER
15.00 NC 1.00 05/01/2023 05/02/2008 4.750% 3135A1FX0 14,857,000 05/01/2009 AMER
29.99 NC 0.99 04/30/2038 05/02/2008 5.650% 3135A1FZ5 16,522,000 04/30/2009 AMER
15.00 NC 0.25 01/29/2024 01/29/2009 5.000% 3136F96E8 50,000,000 04/29/2009 AMER
5.49 NC 0.25 07/28/2014 01/28/2009 2.900% 3136F95K5 10,000,000 04/28/2009 AMER
9.00 NC 1.00 04/24/2017 04/25/2008 4.250% 3135A1FN2 2,867,000 04/24/2009 AMER
10.00 NC 1.00 04/24/2018 04/25/2008 4.000% 3135A1FP7 11,793,000 04/24/2009 AMER
15.00 NC 1.00 04/24/2023 04/25/2008 4.500% 3135A1FQ5 8,415,000 04/24/2009 AMER
29.99 NC 0.99 04/23/2038 04/25/2008 5.250% 3135A1FS1 10,043,000 04/23/2009 AMER
10.00 NC 1.00 04/17/2018 04/18/2008 4.000% 3135A1FF9 8,992,000 04/17/2009 AMER
18.00 NC 1.00 04/17/2026 04/18/2008 5.000% 3135A1FH5 3,416,000 04/17/2009 AMER
15.00 NC 1.00 04/17/2023 04/18/2008 4.500% 3135A1FJ1 6,746,000 04/17/2009 AMER
29.99 NC 0.99 04/16/2038 04/18/2008 5.200% 3135A1FK8 6,187,000 04/16/2009 AMER
10.00 NC 1.00 04/10/2018 04/11/2008 4.000% 3135A1EY9 12,400,000 04/10/2009 AMER
15.00 NC 1.00 04/10/2023 04/11/2008 5.000% 3135A1EZ6 10,335,000 04/10/2009 AMER
20.00 NC 1.00 04/10/2028 04/11/2008 5.000% 3135A1FA0 12,437,000 04/10/2009 AMER
29.99 NC 0.99 04/09/2038 04/11/2008 5.350% 3135A1FC6 8,226,000 04/09/2009 AMER
20.00 NC 4.00 04/08/2025 04/08/2005 5.500% 3135A0FK0 5,229,000 04/08/2009 AMER
10.00 NC 1.00 04/03/2018 04/04/2008 4.000% 3135A1ET0 7,673,000 04/03/2009 AMER
29.99 NC 0.99 04/02/2038 04/04/2008 5.150% 3135A1EV5 7,303,000 04/02/2009 AMER
10.00 NC 1.00 03/27/2018 03/28/2008 4.000% 3135A1EM5 19,026,000 03/27/2009 AMER
15.00 NC 1.00 03/27/2023 03/28/2008 4.900% 3135A1EN3 5,441,000 03/27/2009 AMER
20.00 NC 1.00 03/27/2028 03/28/2008 4.500% 3135A1EP8 9,187,000 03/27/2009 AMER
29.99 NC 0.99 03/26/2038 03/28/2008 5.350% 3135A1ER4 17,688,000 03/26/2009 AMER
15.00 NC 1.00 03/24/2023 03/24/2008 4.500% 3135A1EF0 5,958,000 03/24/2009 AMER
20.00 NC 1.00 03/24/2028 03/24/2008 4.750% 3135A1EG8 8,582,000 03/24/2009 AMER
15.00 NC 1.00 03/24/2023 03/24/2008 5.350% 3136F9DR1 15,000,000 03/24/2009 AMER
15.00 NC 1.00 03/24/2023 03/24/2008 5.250% 3136F9DS9 15,000,000 03/24/2009 AMER
29.98 NC 0.99 03/19/2038 03/24/2008 5.500% 3135A1EJ2 9,817,000 03/19/2009 AMER
20.00 NC 4.00 03/18/2025 03/18/2005 5.250% 3135A0EU9 12,458,000 03/18/2009 AMER
10.00 NC 1.00 03/13/2018 03/14/2008 4.000% 3135A1DX2 28,433,000 03/13/2009 AMER
15.00 NC 1.00 03/13/2023 03/14/2008 4.500% 3135A1DY0 13,281,000 03/13/2009 AMER
20.00 NC 1.00 03/13/2028 03/14/2008 4.750% 3135A1DZ7 5,470,000 03/13/2009 AMER
29.99 NC 0.99 03/12/2038 03/14/2008 5.500% 3135A1EB9 20,876,000 03/12/2009 AMER
20.00 NC 4.00 03/11/2025 03/11/2005 5.250% 3135A0EM7 6,660,000 03/11/2009 AMER
15.00 NC 1.00 03/06/2023 03/07/2008 4.750% 3135A1DR5 11,323,000 03/06/2009 AMER
20.00 NC 1.00 03/06/2028 03/07/2008 5.000% 3135A1DS3 25,318,000 03/06/2009 AMER
29.99 NC 0.99 03/05/2038 03/07/2008 5.650% 3135A1DU8 18,045,000 03/05/2009 AMER
20.00 NC 4.00 03/04/2025 03/04/2005 5.250% 3135A0EE5 14,297,000 03/04/2009 AMER
15.00 NC 1.00 02/27/2023 02/27/2008 5.100% 3136F82R5 50,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 5.020% 3136F82X2 100,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 5.500% 3136F84U6 150,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 5.000% 3136F86D2 25,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 5.500% 3136F8V93 25,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 5.400% 3136F8Y25 25,000,000 02/27/2009 BERM
15.00 NC 1.00 02/27/2023 02/27/2008 8.450% 31398ANE8 100,000,000 02/27/2009 BERM
29.99 NC 0.99 02/26/2038 02/29/2008 5.625% 3135A1DM6 18,841,000 02/26/2009 AMER
10.00 NC 1.00 02/26/2018 02/26/2008 5.000% 3136F87D1 15,000,000 02/26/2009 BERM
20.00 NC 4.00 02/25/2025 02/25/2005 5.000% 3135A0EC9 13,204,000 02/25/2009 AMER
19.99 NC 0.99 02/25/2028 02/29/2008 5.000% 3135A1DK0 51,364,000 02/25/2009 AMER
20.00 NC 1.00 02/25/2028 02/25/2008 5.000% 3136F84X0 25,000,000 02/25/2009 BERM
10.00 NC 1.00 02/20/2018 02/22/2008 4.500% 3135A1DD6 23,039,000 02/20/2009 AMER
11.99 NC 1.00 02/20/2020 02/22/2008 4.500% 3135A1DE4 23,219,000 02/20/2009 AMER
12.50 NC 1.00 08/20/2020 02/20/2008 5.100% 3136F83F0 35,000,000 02/20/2009 BERM
29.99 NC 0.99 02/19/2038 02/22/2008 5.500% 3135A1DH7 23,911,000 02/19/2009 AMER
20.00 NC 4.00 02/18/2025 02/18/2005 5.000% 3135A0DX4 9,471,000 02/18/2009 AMER
19.99 NC 0.99 02/18/2028 02/22/2008 4.750% 3135A1DF1 25,419,000 02/18/2009 AMER
11.00 NC 1.00 02/13/2019 02/15/2008 4.500% 3135A1CX3 23,277,000 02/13/2009 AMER
29.99 NC 0.99 02/12/2038 02/15/2008 5.350% 3135A1DA2 35,980,000 02/12/2009 AMER
19.99 NC 0.99 02/11/2028 02/15/2008 4.750% 3135A1CZ8 30,661,000 02/11/2009 AMER
11.99 NC 1.00 02/06/2020 02/08/2008 4.500% 3135A1CQ8 60,634,000 02/06/2009 AMER
29.99 NC 0.99 02/05/2038 02/08/2008 5.500% 3135A1CT2 75,646,000 02/05/2009 AMER
19.99 NC 0.99 02/04/2028 02/08/2008 5.000% 3135A1CS4 177,717,000 02/04/2009 AMER
15.00 NC 3.00 02/03/2021 02/03/2006 5.250% 3135A0QW2 1,575,000 02/03/2009 AMER
11.99 NC 0.99 01/28/2020 02/01/2008 4.250% 3135A1CJ4 29,466,000 01/28/2009 AMER
19.99 NC 0.99 01/28/2028 02/01/2008 4.750% 3135A1CL9 21,741,000 01/28/2009 AMER
11.99 NC 1.00 01/23/2020 01/25/2008 4.500% 3135A1CD7 39,843,000 01/23/2009 AMER
29.99 NC 0.99 01/22/2038 01/25/2008 5.500% 3135A1CG0 27,764,000 01/22/2009 AMER
19.99 NC 0.99 01/21/2028 01/25/2008 5.000% 3135A1CF2 57,210,000 01/21/2009 AMER
11.99 NC 1.00 01/16/2020 01/18/2008 4.500% 3135A1BW6 31,236,000 01/16/2009 AMER
29.99 NC 0.99 01/15/2038 01/18/2008 5.550% 3135A1BZ9 8,197,000 01/15/2009 AMER
19.99 NC 0.99 01/14/2028 01/18/2008 5.000% 3135A1BY2 33,210,000 01/14/2009 AMER
15.00 NC 1.00 01/09/2023 01/09/2008 5.500% 3136F8C60 10,000,000 01/09/2009 AMER
19.99 NC 0.99 01/07/2028 01/11/2008 5.250% 3135A1BS5 11,764,000 01/07/2009 AMER
11.99 NC 1.00 01/02/2020 01/04/2008 5.125% 3135A1BL0 480,000 01/02/2009 AMER
19.99 NC 0.99 12/30/2027 01/04/2008 5.250% 3135A1BM8 2,540,000 12/30/2008 AMER
29.99 NC 0.99 12/30/2037 01/04/2008 5.750% 3135A1BN6 1,705,000 12/30/2008 AMER
15.00 NC 0.25 09/29/2023 09/29/2008 5.700% 3136F9G64 10,000,000 12/29/2008 AMER
19.99 NC 0.99 12/24/2027 12/28/2007 5.250% 3135A1BH9 13,934,000 12/24/2008 AMER
29.99 NC 0.99 12/24/2037 12/28/2007 5.750% 3135A1BJ5 10,225,000 12/24/2008 AMER
29.99 NC 0.99 12/18/2037 12/21/2007 5.700% 3135A1BB2 5,333,000 12/18/2008 AMER
19.99 NC 0.99 12/17/2027 12/21/2007 5.125% 3135A1BA4 10,032,000 12/17/2008 AMER
29.99 NC 0.99 12/11/2037 12/14/2007 5.650% 3135A1AU1 9,021,000 12/11/2008 AMER
19.99 NC 0.99 12/10/2027 12/14/2007 5.000% 3135A1AT4 11,584,000 12/10/2008 AMER
29.99 NC 0.99 12/04/2037 12/07/2007 5.750% 3135A1AK3 8,552,000 12/04/2008 AMER
19.99 NC 0.99 12/03/2027 12/07/2007 5.250% 3135A1AJ6 10,178,000 12/03/2008 AMER
29.97 NC 0.97 11/13/2037 11/23/2007 5.875% 3135A07M5 8,243,000 11/13/2008 AMER
19.97 NC 0.97 11/12/2027 11/23/2007 5.250% 3135A07L7 10,989,000 11/12/2008 AMER
29.99 NC 0.99 11/06/2037 11/09/2007 6.000% 3135A07E3 22,460,000 11/06/2008 AMER
19.99 NC 0.99 11/05/2027 11/09/2007 5.250% 3135A07D5 38,804,000 11/05/2008 AMER
29.99 NC 0.99 10/30/2037 11/02/2007 6.000% 3135A06X2 20,400,000 10/30/2008 AMER
19.99 NC 0.99 10/29/2027 11/02/2007 5.250% 3135A06W4 7,101,000 10/29/2008 AMER
29.99 NC 0.99 10/23/2037 10/26/2007 6.050% 3135A06Q7 6,362,000 10/23/2008 AMER
29.99 NC 0.99 10/16/2037 10/19/2007 6.000% 3135A06H7 19,406,000 10/16/2008 AMER
29.99 NC 0.99 10/09/2037 10/12/2007 6.000% 3135A06D6 7,711,000 10/09/2008 AMER
14.98 NC 2.98 10/07/2020 10/14/2005 5.125% 3135A0ML0 2,575,000 10/07/2008 AMER
29.99 NC 0.99 10/02/2037 10/05/2007 6.250% 3135A05W5 12,641,000 10/02/2008 AMER
15.00 NC 3.00 09/30/2020 09/30/2005 5.125% 3135A0ME6 2,995,000 09/30/2008 AMER
29.99 NC 0.99 09/25/2037 09/28/2007 6.000% 3135A05P0 13,310,000 09/25/2008 AMER
20.00 NC 4.00 09/23/2024 09/24/2004 5.250% 3135A0AK5 3,646,000 09/23/2008 AMER
15.00 NC 3.00 09/23/2020 09/23/2005 5.000% 3135A0LX5 3,257,000 09/23/2008 AMER
24.99 NC 0.99 09/17/2032 09/21/2007 5.250% 3135A05F2 885,000 09/17/2008 AMER
29.99 NC 0.99 09/11/2037 09/14/2007 6.125% 3135A04Z9 4,947,000 09/11/2008 AMER
15.00 NC 0.25 06/09/2023 06/09/2008 5.625% 3136F9RX3 12,000,000 09/09/2008 AMER
29.99 NC 0.99 09/04/2037 09/07/2007 6.125% 3135A04V8 3,684,000 09/04/2008 AMER
19.99 NC 0.99 09/03/2027 09/07/2007 6.000% 3135A04U0 3,864,000 09/03/2008 AMER
15.00 NC 0.25 06/02/2023 06/02/2008 5.750% 3136F9QL0 50,000,000 09/02/2008 AMER
29.99 NC 0.99 08/28/2037 08/31/2007 6.300% 3135A04N6 9,732,000 08/28/2008 AMER
15.00 NC 3.00 08/26/2020 08/26/2005 5.250% 3135A0LB3 3,491,000 08/26/2008 AMER
29.99 NC 0.99 08/14/2037 08/17/2007 6.250% 3135A03Y3 18,506,000 08/14/2008 AMER
15.00 NC 3.00 08/12/2020 08/12/2005 5.125% 3135A0KQ1 1,486,000 08/12/2008 AMER
29.99 NC 0.99 08/07/2037 08/10/2007 6.500% 3135A03R8 5,015,000 08/07/2008 AMER
15.00 NC 3.00 08/05/2020 08/05/2005 5.125% 3135A0KJ7 5,862,000 08/05/2008 AMER
29.99 NC 0.99 07/30/2037 08/03/2007 6.500% 3135A03J6 9,977,000 07/30/2008 AMER
15.00 NC 3.00 07/29/2020 07/29/2005 5.125% 3135A0KC2 7,846,000 07/29/2008 AMER
29.99 NC 0.99 07/24/2037 07/27/2007 6.500% 3135A03B3 15,407,000 07/24/2008 AMER
15.00 NC 0.25 04/24/2023 04/24/2008 5.500% 3136F9HK2 95,000,000 07/24/2008 AMER
15.00 NC 3.00 07/22/2020 07/22/2005 5.000% 3135A0JW0 8,233,000 07/22/2008 AMER
29.99 NC 0.99 07/17/2037 07/20/2007 6.500% 3135A02U2 9,463,000 07/17/2008 AMER
29.99 NC 0.99 07/10/2037 07/13/2007 6.250% 3135A02M0 4,507,000 07/10/2008 AMER
15.00 NC 3.00 07/08/2020 07/08/2005 4.750% 3135A0JN0 848,000 07/08/2008 AMER
29.99 NC 0.99 07/03/2037 07/06/2007 6.500% 3135A02H1 9,068,000 07/03/2008 AMER
15.00 NC 3.00 07/01/2020 07/01/2005 5.000% 3135A0JG5 8,129,000 07/01/2008 AMER
29.99 NC 0.99 06/26/2037 06/29/2007 6.500% 3135A0Z93 17,477,000 06/26/2008 AMER
15.00 NC 3.00 06/24/2020 06/24/2005 5.000% 3135A0JA8 10,918,000 06/24/2008 AMER
15.00 NC 3.00 06/17/2020 06/17/2005 4.750% 3135A0HU6 1,998,000 06/17/2008 AMER
19.99 NC 0.99 06/11/2027 06/15/2007 6.000% 3135A0Y37 7,217,000 06/11/2008 AMER
15.00 NC 3.00 06/10/2020 06/10/2005 5.000% 3135A0HM4 6,093,000 06/10/2008 AMER
29.99 NC 0.99 06/05/2037 06/08/2007 6.000% 3135A0X46 7,231,000 06/05/2008 AMER
15.00 NC 3.00 06/03/2020 06/03/2005 5.000% 3135A0HK8 6,148,000 06/03/2008 AMER
29.99 NC 0.99 05/28/2037 06/01/2007 6.000% 3135A0W88 7,978,000 05/28/2008 AMER
15.00 NC 3.00 05/27/2020 05/27/2005 5.000% 3135A0HD4 5,870,000 05/27/2008 AMER
29.99 NC 0.99 05/22/2037 05/25/2007 6.000% 3135A0V97 8,637,000 05/22/2008 AMER
15.00 NC 0.25 02/21/2023 02/21/2008 4.500% 3136F82Q7 25,000,000 05/21/2008 BERM
15.00 NC 0.25 02/21/2023 02/21/2008 5.000% 3136F83H6 25,000,000 05/21/2008 BERM
15.00 NC 0.25 02/21/2023 02/21/2008 5.100% 3136F83N3 10,000,000 05/21/2008 BERM
15.00 NC 3.00 05/20/2020 05/20/2005 5.125% 3135A0GX1 10,194,000 05/20/2008 AMER
29.99 NC 0.99 05/15/2037 05/18/2007 6.000% 3135A0V22 6,087,000 05/15/2008 AMER
15.00 NC 3.00 05/13/2020 05/13/2005 5.000% 3135A0GR4 2,978,000 05/13/2008 AMER
29.99 NC 0.99 05/08/2037 05/11/2007 6.000% 3135A0U31 10,179,000 05/08/2008 AMER
19.99 NC 0.99 05/07/2027 05/11/2007 5.750% 3135A0U23 1,802,000 05/07/2008 AMER
15.00 NC 3.00 05/06/2020 05/06/2005 5.125% 3135A0GK9 2,935,000 05/06/2008 AMER
29.99 NC 0.99 05/01/2037 05/04/2007 6.100% 3135A0T41 4,997,000 05/01/2008 AMER
15.00 NC 3.00 04/29/2020 04/29/2005 5.125% 3135A0GD5 3,749,000 04/29/2008 AMER
29.99 NC 0.99 04/24/2037 04/27/2007 6.100% 3135A0S59 6,736,000 04/24/2008 AMER
15.00 NC 0.25 01/18/2023 01/18/2008 5.500% 3136F8G74 25,000,000 04/18/2008 AMER
15.00 NC 0.25 01/18/2023 01/18/2008 5.500% 3136F8H40 25,000,000 04/18/2008 AMER
29.99 NC 0.99 04/17/2037 04/20/2007 6.100% 3135A0R68 3,887,000 04/17/2008 AMER
29.99 NC 0.99 04/10/2037 04/13/2007 6.100% 3135A0Q85 8,607,000 04/10/2008 AMER
30.00 NC 1.00 04/09/2037 04/09/2007 5.750% 3135A0Q36 2,397,000 04/09/2008 AMER
29.99 NC 0.99 03/27/2037 03/30/2007 5.750% 3135A0P45 3,405,000 03/27/2008 AMER
29.99 NC 0.99 03/20/2037 03/23/2007 5.800% 3135A0N54 5,252,000 03/20/2008 AMER
29.99 NC 0.99 03/13/2037 03/16/2007 5.800% 3135A0M63 5,179,000 03/13/2008 AMER
29.99 NC 0.99 03/06/2037 03/09/2007 6.000% 3135A0L72 7,199,000 03/06/2008 AMER
25.00 NC 1.00 03/05/2032 03/05/2007 6.125% 3136F8FU4 25,000,000 03/05/2008 AMER
20.00 NC 4.00 03/04/2024 03/04/2004 5.500% 3136F5BP5 50,000,000 03/04/2008 BERM
29.99 NC 0.99 02/27/2037 03/02/2007 6.000% 3135A0K99 3,274,000 02/27/2008 AMER
24.99 NC 0.99 02/20/2032 02/23/2007 5.875% 3135A0K57 1,239,000 02/20/2008 AMER
29.99 NC 0.99 02/13/2037 02/16/2007 6.000% 3135A0J75 7,519,000 02/13/2008 AMER
15.00 NC 3.00 02/11/2020 02/11/2005 5.000% 3135A0DR7 6,184,000 02/11/2008 AMER
24.99 NC 0.99 02/06/2032 02/09/2007 6.000% 3135A0H93 11,485,000 02/06/2008 AMER
29.99 NC 0.99 01/30/2037 02/02/2007 6.000% 3135A0H28 9,509,000 01/30/2008 AMER
29.99 NC 0.99 01/23/2037 01/26/2007 6.000% 3135A0G52 10,905,000 01/23/2008 AMER
29.99 NC 0.99 01/16/2037 01/19/2007 6.000% 3135A0F95 14,511,000 01/16/2008 AMER
29.99 NC 0.99 01/09/2037 01/12/2007 6.000% 3135A0F38 7,240,000 01/09/2008 AMER
20.00 NC 1.00 01/04/2027 01/05/2007 5.750% 3135A0E70 2,083,000 01/04/2008 AMER
29.99 NC 0.99 12/26/2036 12/29/2006 5.750% 3135A0E39 5,660,000 12/26/2007 AMER
25.00 NC 1.00 12/26/2031 12/26/2006 6.125% 3136F8BH7 15,000,000 12/26/2007 AMER
29.99 NC 0.99 12/19/2036 12/22/2006 6.000% 3135A0D55 14,636,000 12/19/2007 AMER
25.00 NC 1.00 12/18/2031 12/18/2006 6.125% 3136F8AX3 35,000,000 12/18/2007 AMER
29.99 NC 0.99 12/12/2036 12/15/2006 6.000% 3135A0C72 14,153,000 12/12/2007 AMER
29.99 NC 0.99 12/05/2036 12/08/2006 6.000% 3135A0B99 17,479,000 12/05/2007 AMER
29.99 NC 0.99 11/28/2036 12/01/2006 6.000% 3135A0B24 16,052,000 11/28/2007 AMER
29.99 NC 0.99 11/21/2036 11/24/2006 6.000% 3135A0A74 18,563,000 11/21/2007 AMER
29.99 NC 0.99 11/14/2036 11/17/2006 6.125% 3135A0ZZ5 17,321,000 11/14/2007 AMER
29.99 NC 0.99 11/07/2036 11/10/2006 6.000% 3135A0ZT9 13,765,000 11/07/2007 AMER
15.00 NC 3.00 11/05/2019 11/05/2004 5.000% 3135A0BN8 2,828,000 11/05/2007 AMER
15.00 NC 3.00 10/29/2019 10/29/2004 5.000% 3135A0BF5 5,124,000 10/29/2007 AMER
29.99 NC 0.99 10/24/2036 10/27/2006 6.250% 3135A0ZF9 22,728,000 10/24/2007 AMER
29.97 NC 0.97 10/24/2036 11/03/2006 6.250% 3135A0ZM4 18,609,000 10/24/2007 AMER
29.99 NC 0.99 10/17/2036 10/20/2006 6.250% 3135A0YZ6 12,625,000 10/17/2007 AMER
29.99 NC 0.99 10/10/2036 10/13/2006 6.250% 3135A0YV5 10,884,000 10/10/2007 AMER
29.99 NC 0.99 10/03/2036 10/06/2006 6.250% 3135A0YP8 30,617,000 10/03/2007 AMER
14.98 NC 2.98 10/01/2019 10/08/2004 5.000% 3135A0AQ2 3,744,000 10/01/2007 AMER
29.99 NC 0.99 09/26/2036 09/29/2006 6.250% 3135A0YH6 13,349,000 09/26/2007 AMER
29.99 NC 0.99 09/19/2036 09/22/2006 6.250% 3135A0YB9 9,403,000 09/19/2007 AMER
29.99 NC 0.99 09/12/2036 09/15/2006 6.250% 3135A0XV6 9,905,000 09/12/2007 AMER
29.99 NC 0.99 09/05/2036 09/08/2006 6.250% 3135A0XR5 8,709,000 09/05/2007 AMER
29.99 NC 0.99 08/27/2036 09/01/2006 6.250% 3135A0XK0 9,698,000 08/27/2007 AMER
29.99 NC 0.99 08/22/2036 08/25/2006 6.375% 3135A0XD6 14,340,000 08/22/2007 AMER
29.00 NC 1.00 08/17/2035 08/18/2006 6.375% 3135A0WX3 9,834,000 08/17/2007 AMER
28.00 NC 1.00 08/10/2034 08/11/2006 6.500% 3135A0WR6 14,530,000 08/10/2007 AMER
24.99 NC 0.99 05/16/2031 05/19/2006 6.250% 3135A0UH0 10,523,000 05/16/2007 AMER
24.99 NC 0.99 05/02/2031 05/05/2006 6.250% 3135A0TV1 15,582,000 05/02/2007 AMER
23.00 NC 1.00 04/27/2029 04/28/2006 6.250% 3135A0TN9 5,275,000 04/27/2007 AMER
24.99 NC 0.99 04/18/2031 04/21/2006 6.250% 3135A0TJ8 7,683,000 04/18/2007 AMER
24.99 NC 0.99 04/04/2031 04/07/2006 6.000% 3135A0SW0 5,248,000 04/04/2007 AMER
24.99 NC 0.99 03/28/2031 03/31/2006 6.000% 3135A0SQ3 7,057,000 03/28/2007 AMER
22.00 NC 1.00 03/16/2028 03/17/2006 6.000% 3135A0SC4 8,219,000 03/16/2007 AMER
24.99 NC 0.99 03/14/2031 03/17/2006 5.750% 3135A0SB6 5,046,000 03/14/2007 AMER
24.99 NC 0.99 03/05/2031 03/10/2006 6.000% 3135A0RV3 16,300,000 03/05/2007 AMER
24.99 NC 0.99 02/21/2031 02/24/2006 6.000% 3135A0RT8 9,546,000 02/21/2007 AMER
30.00 NC 1.00 02/21/2036 02/21/2006 6.460% 3136F7SL2 150,000,000 02/21/2007 BERM
21.99 NC 0.99 02/15/2028 02/17/2006 6.000% 3135A0RL5 13,659,000 02/15/2007 AMER
24.99 NC 0.99 02/14/2031 02/17/2006 5.750% 3135A0RM3 6,847,000 02/14/2007 AMER
24.99 NC 0.99 02/07/2031 02/10/2006 6.000% 3135A0RE1 28,023,000 02/07/2007 AMER
20.00 NC 1.00 02/02/2026 02/03/2006 5.250% 3135A0QX0 2,562,000 02/02/2007 AMER
24.99 NC 0.99 01/30/2031 02/03/2006 5.750% 3135A0QY8 3,901,000 01/30/2007 AMER
20.00 NC 1.00 01/26/2026 01/27/2006 5.750% 3135A0QQ5 4,730,000 01/26/2007 AMER
24.99 NC 0.99 01/17/2031 01/20/2006 6.000% 3135A0QN2 14,861,000 01/17/2007 AMER
20.00 NC 1.00 01/12/2026 01/13/2006 5.750% 3135A0QG7 3,987,000 01/12/2007 AMER
20.01 NC 1.00 01/08/2026 01/06/2006 5.750% 3135A0QD4 3,705,000 01/08/2007 AMER
19.99 NC 0.99 12/26/2025 12/30/2005 5.750% 3135A0PZ6 6,376,000 12/26/2006 AMER
21.99 NC 0.99 12/20/2027 12/23/2005 6.000% 3135A0PT0 13,161,000 12/20/2006 AMER
25.00 NC 1.00 12/18/2030 12/16/2005 6.000% 3135A0PM5 8,734,000 12/18/2006 AMER
20.02 NC 1.02 12/15/2025 12/09/2005 5.750% 3135A0PF0 3,846,000 12/15/2006 AMER
24.99 NC 0.99 11/29/2030 12/02/2005 6.000% 3135A0NZ8 8,314,000 11/29/2006 AMER
24.99 NC 0.99 11/22/2030 11/25/2005 6.000% 3135A0NW5 13,669,000 11/22/2006 AMER
23.00 NC 1.00 11/17/2028 11/18/2005 6.000% 3135A0NT2 9,677,000 11/17/2006 AMER
24.99 NC 0.99 11/08/2030 11/10/2005 6.000% 3135A0NK1 7,225,000 11/08/2006 AMER
24.99 NC 0.99 11/01/2030 11/04/2005 5.750% 3135A0NB1 2,984,000 11/01/2006 AMER
25.00 NC 1.00 11/01/2030 11/01/2005 6.000% 3136F7LQ8 20,000,000 11/01/2006 AMER
24.99 NC 0.99 10/25/2030 10/28/2005 5.750% 3135A0MX4 7,883,000 10/25/2006 AMER
24.99 NC 0.99 10/18/2030 10/21/2005 5.750% 3135A0MR7 4,872,000 10/18/2006 AMER
19.98 NC 0.98 10/06/2025 10/14/2005 5.250% 3135A0MM8 5,558,000 10/06/2006 AMER
24.97 NC 0.97 10/04/2030 10/14/2005 5.500% 3135A0MN6 9,775,000 10/04/2006 AMER
20.00 NC 1.00 09/29/2025 09/30/2005 5.250% 3135A0MF3 5,931,000 09/29/2006 AMER
24.99 NC 0.99 09/27/2030 09/30/2005 5.625% 3135A0MG1 8,385,000 09/27/2006 AMER
20.00 NC 1.00 09/22/2025 09/23/2005 5.000% 3135A0LZ0 5,756,000 09/22/2006 AMER
24.99 NC 0.99 09/20/2030 09/23/2005 5.500% 3135A0MA4 6,272,000 09/20/2006 AMER
24.99 NC 0.99 09/13/2030 09/16/2005 5.500% 3135A0LU1 3,750,000 09/13/2006 AMER
20.00 NC 1.00 09/08/2025 09/09/2005 5.000% 3135A0LQ0 4,197,000 09/08/2006 AMER
24.99 NC 0.99 09/06/2030 09/09/2005 5.500% 3135A0LR8 7,115,000 09/06/2006 AMER
20.01 NC 1.01 09/05/2025 09/02/2005 5.000% 3135A0LJ6 7,231,000 09/05/2006 AMER
25.01 NC 1.01 09/05/2030 09/02/2005 5.500% 3135A0LK3 9,899,000 09/05/2006 AMER
24.99 NC 0.99 08/23/2030 08/26/2005 5.625% 3135A0LD9 6,950,000 08/23/2006 AMER
24.99 NC 0.99 08/16/2030 08/19/2005 5.625% 3135A0KV0 3,325,000 08/16/2006 AMER
24.99 NC 0.99 08/10/2030 08/12/2005 5.500% 3135A0KL2 3,235,000 08/10/2006 AMER
20.00 NC 1.00 08/04/2025 08/05/2005 5.000% 3135A0KK4 9,703,000 08/04/2006 AMER
25.00 NC 1.00 08/01/2030 08/01/2005 6.000% 3136F7FH5 30,000,000 08/01/2006 AMER
20.00 NC 1.00 07/28/2025 07/29/2005 4.875% 3135A0KD0 5,221,000 07/28/2006 AMER
25.00 NC 1.00 06/28/2030 06/28/2005 6.000% 3136F7CR6 30,000,000 06/28/2006 AMER
30.00 NC 1.00 06/14/2035 06/14/2005 5.740% 3136F7BK2 51,500,000 06/14/2006 AMER
29.99 NC 0.99 04/20/2035 04/22/2005 5.750% 3135A0FX2 3,135,000 04/20/2006 AMER
24.99 NC 0.99 04/12/2030 04/15/2005 5.125% 3135A0FQ7 2,473,000 04/12/2006 AMER
24.99 NC 0.99 03/29/2030 04/01/2005 5.000% 3135A0FF1 3,203,000 03/29/2006 AMER
25.00 NC 1.00 03/28/2030 03/28/2005 6.000% 3136F6P78 25,000,000 03/28/2006 AMER
30.00 NC 1.00 03/23/2035 03/24/2005 5.800% 3135A0FA2 4,644,000 03/23/2006 AMER
20.00 NC 3.00 03/20/2023 03/21/2003 5.500% 3136F3DC7 8,739,000 03/20/2006 AMER
24.99 NC 0.99 03/15/2030 03/18/2005 5.000% 3135A0EP0 7,742,000 03/15/2006 AMER
25.00 NC 1.00 03/15/2030 03/15/2005 6.000% 3136F6H51 25,000,000 03/15/2006 AMER
24.99 NC 0.99 03/08/2030 03/11/2005 5.000% 3135A0EN5 6,840,000 03/08/2006 AMER
25.00 NC 1.00 03/07/2030 03/07/2005 6.000% 3136F6E96 75,000,000 03/07/2006 AMER
25.00 NC 1.00 03/07/2030 03/07/2005 6.000% 3136F6F20 50,000,000 03/07/2006 AMER
24.99 NC 0.99 03/01/2030 03/04/2005 5.000% 3135A0EG0 15,529,000 03/01/2006 AMER
20.00 NC 1.00 02/28/2025 02/28/2005 5.840% 3136F6D97 50,000,000 02/28/2006 BERM
20.00 NC 1.00 02/24/2025 02/24/2005 5.750% 3136F6C80 50,000,000 02/24/2006 BERM
25.00 NC 1.00 12/14/2029 12/14/2004 6.000% 3136F6PQ6 25,000,000 12/14/2005 AMER
20.00 NC 0.50 05/16/2025 05/16/2005 5.670% 3136F66J3 20,000,000 11/16/2005 AMER
25.00 NC 1.00 10/25/2029 10/25/2004 6.000% 3136F6HB8 25,000,000 10/25/2005 AMER
30.00 NC 1.00 10/19/2034 10/19/2004 6.100% 3136F6HW2 25,000,000 10/19/2005 AMER
25.00 NC 1.00 09/14/2029 09/14/2004 6.000% 3136F6BK4 30,000,000 09/14/2005 AMER
25.00 NC 1.00 08/24/2029 08/24/2004 6.060% 3136F57L9 50,000,000 08/24/2005 BERM
18.00 NC 1.00 08/19/2022 08/20/2004 5.500% 3136F56N6 4,800,000 08/19/2005 AMER
25.00 NC 1.00 08/03/2029 08/03/2004 6.125% 3136F53P4 45,000,000 08/03/2005 AMER
15.50 NC 1.00 10/08/2019 04/08/2004 5.000% 3136F5NN7 11,452,000 04/08/2005 AMER
25.00 NC 1.00 04/05/2029 04/05/2004 5.680% 3136F5JS1 150,000,000 04/05/2005 AMER
25.00 NC 1.00 04/05/2029 04/05/2004 5.625% 3136F5KJ9 55,000,000 04/05/2005 AMER
25.00 NC 1.00 04/05/2029 04/05/2004 5.900% 3136F5PJ4 100,000,000 04/05/2005 AMER
16.00 NC 1.00 04/01/2020 04/02/2004 5.000% 3136F5LP4 19,468,000 04/01/2005 AMER
16.25 NC 1.00 06/25/2020 03/26/2004 5.000% 3136F5KD2 23,635,000 03/25/2005 AMER
16.00 NC 1.00 03/18/2020 03/19/2004 5.000% 3136F5HZ7 15,075,000 03/18/2005 AMER
25.00 NC 1.00 03/16/2029 03/16/2004 5.650% 3136F5JU6 150,000,000 03/16/2005 AMER
17.00 NC 1.00 02/04/2021 02/06/2004 5.250% 3136F44U5 7,015,000 02/04/2005 AMER
25.00 NC 1.00 01/26/2029 01/26/2004 6.010% 3136F4R48 25,000,000 01/26/2005 AMER
18.00 NC 1.00 01/24/2022 01/23/2004 5.500% 3136F4Y81 8,131,000 01/24/2005 AMER
21.00 NC 1.00 12/10/2024 12/12/2003 5.750% 3136F4YV0 2,004,000 12/10/2004 AMER
27.99 NC 1.00 11/26/2031 11/28/2003 5.750% 3136F4WH3 2,486,000 11/26/2004 AMER
24.99 NC 0.99 11/17/2028 11/21/2003 6.000% 3136F4VQ4 8,359,000 11/17/2004 AMER
29.99 NC 0.99 11/10/2033 11/14/2003 6.000% 3136F4TM6 6,887,000 11/10/2004 AMER
25.00 NC 1.00 11/03/2028 11/03/2003 6.000% 3136F4NC4 30,000,000 11/03/2004 AMER
24.99 NC 0.99 11/03/2028 11/07/2003 5.875% 3136F4RZ9 2,922,000 11/03/2004 AMER
25.00 NC 1.00 10/27/2028 10/27/2003 5.875% 3136F4MJ0 25,000,000 10/27/2004 AMER
23.00 NC 1.00 10/15/2026 10/17/2003 5.750% 3136F4MU5 5,835,000 10/15/2004 AMER
19.99 NC 0.99 10/06/2023 10/10/2003 5.500% 3136F4LU6 3,464,000 10/06/2004 AMER
18.00 NC 1.00 10/01/2021 10/03/2003 5.500% 3136F4KQ6 8,893,000 10/01/2004 AMER
20.00 NC 0.51 03/27/2024 03/26/2004 5.650% 3136F5MP3 50,000,000 09/27/2004 AMER
27.00 NC 1.00 09/24/2030 09/26/2003 5.875% 3136F4JD7 3,979,000 09/24/2004 AMER
23.00 NC 1.00 09/17/2026 09/19/2003 6.000% 3136F4GS7 13,060,000 09/17/2004 AMER
23.00 NC 1.00 09/10/2026 09/12/2003 6.000% 3136F4FD1 4,728,000 09/10/2004 AMER
29.99 NC 0.99 09/02/2033 09/05/2003 6.250% 3136F4DX9 7,932,000 09/02/2004 AMER
24.99 NC 0.99 08/18/2028 08/22/2003 5.875% 3136F4AU8 4,890,000 08/18/2004 AMER
18.99 NC 0.99 08/05/2022 08/08/2003 5.500% 3136F35K8 12,607,000 08/05/2004 AMER
24.99 NC 0.99 08/04/2028 08/08/2003 5.750% 3136F35L6 8,450,000 08/04/2004 AMER
25.00 NC 1.00 08/04/2028 08/04/2003 5.500% 3136F3U38 30,000,000 08/04/2004 AMER
22.00 NC 1.00 07/30/2025 08/01/2003 5.500% 3136F33J3 15,748,000 07/30/2004 AMER
16.50 NC 1.00 01/23/2020 07/25/2003 5.000% 3136F3X92 6,681,000 07/23/2004 AMER
25.00 NC 1.00 07/21/2028 07/21/2003 5.250% 3136F3L53 25,000,000 07/21/2004 AMER
19.99 NC 0.99 07/21/2023 07/25/2003 5.250% 3136F3Y26 13,730,000 07/21/2004 AMER
15.99 NC 1.00 07/16/2019 07/18/2003 5.000% 3136F3T30 33,926,000 07/16/2004 AMER
20.00 NC 1.00 07/12/2023 07/11/2003 5.000% 3136F3P83 16,388,000 07/12/2004 AMER
25.00 NC 1.00 07/07/2028 07/07/2003 5.000% 3136F3B62 22,988,000 07/07/2004 AMER
15.00 NC 1.00 07/02/2018 07/03/2003 4.500% 3136F3H66 19,488,000 07/02/2004 AMER
22.00 NC 1.00 07/02/2025 07/03/2003 5.000% 3136F3H74 24,038,000 07/02/2004 AMER
25.00 NC 1.00 06/28/2028 06/27/2003 4.750% 3136F3A22 9,074,000 06/28/2004 AMER
15.99 NC 0.99 06/24/2019 06/27/2003 5.000% 3136F3YN0 25,000,000 06/24/2004 AMER
12.99 NC 0.99 06/24/2016 06/27/2003 4.000% 3136F3ZY5 19,853,000 06/24/2004 AMER
18.99 NC 0.99 06/24/2022 06/27/2003 4.500% 3136F3ZZ2 11,747,000 06/24/2004 AMER
14.50 NC 1.00 12/18/2017 06/20/2003 4.500% 3136F3ZK5 42,737,000 06/18/2004 AMER
24.99 NC 0.99 06/16/2028 06/20/2003 5.000% 3136F3ZL3 33,464,000 06/16/2004 AMER
25.00 NC 1.00 06/14/2028 06/13/2003 5.000% 3136F3YA8 29,175,000 06/14/2004 AMER
15.00 NC 1.00 06/11/2018 06/13/2003 4.500% 3136F3XZ4 28,738,000 06/11/2004 AMER
25.00 NC 1.00 06/09/2028 06/09/2003 5.250% 3136F3VH6 65,000,000 06/09/2004 AMER
27.99 NC 1.00 06/04/2031 06/06/2003 5.000% 3136F3WK8 17,212,000 06/04/2004 AMER
15.51 NC 1.01 12/03/2018 05/30/2003 4.500% 3136F3UX2 14,032,000 06/03/2004 AMER
23.01 NC 1.01 06/03/2026 05/30/2003 5.000% 3136F3UY0 45,149,000 06/03/2004 AMER
17.00 NC 1.00 05/21/2020 05/23/2003 5.000% 3136F3TV8 27,254,000 05/21/2004 AMER
22.00 NC 1.00 05/21/2025 05/23/2003 5.250% 3136F3TW6 30,849,000 05/21/2004 AMER
15.99 NC 1.00 05/14/2019 05/16/2003 5.000% 3136F3SB3 16,303,000 05/14/2004 AMER
19.99 NC 0.99 05/12/2023 05/16/2003 5.250% 3136F3SC1 21,604,000 05/12/2004 AMER
15.99 NC 0.99 05/06/2019 05/09/2003 5.000% 3136F3QZ2 8,201,000 05/06/2004 AMER
19.99 NC 0.99 05/05/2023 05/09/2003 5.200% 3136F3RA6 10,968,000 05/05/2004 AMER
21.00 NC 1.00 05/03/2024 05/02/2003 5.350% 3136F3PQ3 15,118,000 05/03/2004 AMER
21.00 NC 1.00 04/23/2024 04/25/2003 5.500% 3136F3NG7 34,509,000 04/23/2004 AMER
21.00 NC 1.00 04/16/2024 04/17/2003 5.500% 3136F3LM6 25,524,000 04/16/2004 AMER
20.00 NC 1.00 04/14/2023 04/14/2003 5.750% 3136F3JE7 15,000,000 04/14/2004 AMER
21.00 NC 1.00 04/12/2024 04/11/2003 5.450% 3136F3KA3 28,160,000 04/12/2004 AMER
25.00 NC 1.00 04/07/2028 04/07/2003 5.500% 3136F3EH5 35,000,000 04/07/2004 AMER
20.00 NC 1.00 04/05/2023 04/04/2003 5.625% 3136F3HQ2 32,475,000 04/05/2004 AMER
19.99 NC 0.99 03/24/2023 03/28/2003 5.300% 3136F3FP6 17,871,000 03/24/2004 AMER
21.00 NC 1.00 03/19/2024 03/21/2003 5.250% 3136F3DD5 51,661,000 03/19/2004 AMER
25.00 NC 1.00 03/17/2028 03/17/2003 5.625% 3136F3BG0 25,000,000 03/17/2004 AMER
18.99 NC 0.99 03/11/2022 03/14/2003 5.250% 3136F3CC8 58,694,000 03/11/2004 AMER
18.00 NC 1.00 03/05/2021 03/07/2003 5.250% 3136F3AX4 36,919,000 03/05/2004 AMER
25.00 NC 1.00 03/03/2028 03/03/2003 5.750% 3136F26D5 30,000,000 03/03/2004 AMER
18.99 NC 0.99 02/25/2022 02/28/2003 5.375% 3136F26Z6 25,907,000 02/25/2004 AMER
19.00 NC 0.99 02/19/2022 02/21/2003 5.375% 3136F24V7 22,363,000 02/19/2004 AMER
18.00 NC 0.99 02/12/2021 02/14/2003 5.375% 3136F23G1 13,404,000 02/12/2004 AMER
21.00 NC 1.00 01/30/2024 01/31/2003 5.625% 3136F2T32 20,192,000 01/30/2004 AMER
25.00 NC 1.00 01/28/2028 01/28/2003 5.875% 3136F2L55 20,000,000 01/28/2004 AMER
21.00 NC 1.00 01/23/2024 01/24/2003 5.650% 3136F2N46 16,538,000 01/23/2004 AMER
21.00 NC 1.00 01/16/2024 01/17/2003 5.600% 3136F2H50 33,432,000 01/16/2004 AMER
20.61 NC 0.61 01/16/2024 06/06/2003 5.600% 3136F3XR2 10,000,000 01/16/2004 AMER
20.00 NC 1.00 12/26/2022 12/27/2002 5.500% 3136F2ZT8 25,022,000 12/26/2003 AMER
19.49 NC 0.99 06/17/2022 12/20/2002 5.500% 3136F2YP7 19,768,000 12/17/2003 AMER
19.01 NC 1.00 12/01/2021 11/29/2002 5.500% 3136F2UZ9 28,539,000 12/01/2003 AMER
18.00 NC 0.99 11/20/2020 11/22/2002 5.250% 3136F2TS7 17,434,000 11/20/2003 AMER
20.00 NC 0.25 08/14/2023 08/14/2003 5.750% 3136F3Y91 25,000,000 11/14/2003 AMER
25.00 NC 0.25 08/04/2028 08/04/2003 6.050% 3136F3Z74 65,000,000 11/04/2003 AMER
20.00 NC 0.25 07/21/2023 07/21/2003 5.580% 3136F3R32 75,000,000 10/21/2003 AMER
25.00 NC 0.25 07/17/2028 07/17/2003 5.500% 3136F3K88 5,000,000 10/17/2003 AMER
25.00 NC 0.25 07/14/2028 07/14/2003 5.500% 3136F3K96 50,000,000 10/14/2003 AMER
20.00 NC 0.25 07/10/2023 07/10/2003 5.125% 3136F3B54 25,000,000 10/10/2003 AMER
25.00 NC 0.25 07/10/2028 07/10/2003 5.550% 3136F3F92 100,000,000 10/10/2003 AMER
25.00 NC 0.25 07/07/2028 07/07/2003 5.500% 3136F3E28 25,000,000 10/07/2003 AMER
25.00 NC 0.25 06/30/2028 06/30/2003 5.450% 3136F3C61 150,000,000 09/30/2003 AMER
25.00 NC 0.25 06/30/2028 06/30/2003 5.500% 3136F3ZD1 50,000,000 09/30/2003 AMER
25.00 NC 0.25 06/30/2028 06/30/2003 5.400% 3136F3ZS8 150,000,000 09/30/2003 AMER
25.00 NC 0.25 06/26/2028 06/26/2003 5.550% 3136F3WT9 12,000,000 09/26/2003 AMER
25.00 NC 0.25 06/26/2028 06/26/2003 5.550% 3136F3XF8 40,000,000 09/26/2003 AMER
25.00 NC 0.25 06/26/2028 06/26/2003 5.600% 3136F3XG6 25,000,000 09/26/2003 AMER
25.00 NC 0.25 06/26/2028 06/26/2003 5.520% 3136F3YC4 50,000,000 09/26/2003 AMER
20.00 NC 0.25 06/26/2023 06/26/2003 5.250% 3136F3ZB5 25,000,000 09/26/2003 AMER
25.00 NC 0.25 06/19/2028 06/19/2003 5.500% 3136F3VC7 60,000,000 09/19/2003 AMER
25.00 NC 0.25 06/19/2028 06/19/2003 5.500% 3136F3VJ2 25,000,000 09/19/2003 AMER
25.00 NC 0.25 06/12/2028 06/12/2003 5.600% 3136F3VW3 40,000,000 09/12/2003 AMER
25.00 NC 0.25 06/05/2028 06/05/2003 5.500% 3136F3UK0 25,000,000 09/05/2003 AMER
23.99 NC 0.99 08/28/2026 08/30/2002 6.000% 3136F2FS2 34,229,000 08/28/2003 AMER
25.00 NC 0.25 05/22/2028 05/22/2003 5.850% 3136F3SM9 25,000,000 08/22/2003 AMER
24.99 NC 0.99 08/20/2027 08/23/2002 6.000% 3136F2EQ7 18,710,000 08/20/2003 AMER
20.00 NC 0.25 03/27/2023 03/27/2003 5.700% 3136F3EQ5 100,000,000 06/27/2003 AMER
Total: 641 34,500,671,000