Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2034 01992 6.890000400 3,275,000.0000 188,039.59 07/31/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 574,166.70 07/31/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 137,800.01 07/31/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 30,143.75 07/31/2010 12X4225 1225303 09/30/2036 01993 6.969999600 17,121,000.0000 994,444.69 07/31/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 213,165.82 07/31/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 59,245.00 07/31/2010 12X4225 1225303 09/30/2035 01994 6.969999600 8,807,000.0000 511,539.89 07/31/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,452,083.25 07/31/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 290,416.65 07/31/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 69,700.00 07/31/2010 12X4225 1225303 09/30/2037 01995 6.609999600 33,585,000.0000 1,849,973.64 07/31/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 406,459.89 07/31/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 104,933.74 07/31/2010 12X4225 1225303 09/30/2038 01996 6.369998400 54,439,000.0000 2,889,802.86 07/31/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 424,666.56 07/31/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 159,249.96 07/31/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 58,391.65 07/31/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 187,118.70 07/31/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 148,309.49 07/31/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 235,530.69 07/31/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 395,523.82 07/31/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 90,241.64 07/31/2010 12X4225 1225303 09/30/2039 01997 6.009998400 35,367,000.0000 1,771,296.78 07/31/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 230,383.27 07/31/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 45,074.99 07/31/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 13,566.66 07/31/2010 12X4225 1225303 09/30/2039 01998 5.919998400 12,820,000.0000 632,453.16 07/31/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,973,332.80 07/31/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,233,333.00 07/31/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 493,333.20 07/31/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 29,599.99 07/31/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 106,436.64 07/31/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 184,802.62 07/31/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 394,666.56 07/31/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 24,666.66 07/31/2010 12X4225 1225303 09/30/2040 01999 5.900000400 9,760,000.0000 479,866.70 07/31/2010 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,015,833.47 07/31/2010 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 786,666.72 07/31/2010 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 393,333.36 07/31/2010 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 147,500.01 07/31/2010 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 98,333.34 07/31/2010 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 35,154.17 07/31/2010 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 349,083.36 07/31/2010 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 3,835.00 07/31/2010 12X4225 1225303 09/30/2049 01999 5.900000400 863,000.0000 42,430.84 07/31/2010 12X4225 1225303 09/30/2041 02000 5.659999200 15,127,000.0000 713,490.07 07/31/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,806,416.27 07/31/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 339,599.95 07/31/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 179,233.31 07/31/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,103.50 07/31/2010 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 171,353.46 07/31/2010 12X4225 1225303 09/30/2042 02001 4.979998800 20,752,000.0000 861,207.79 07/31/2010 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 2,987,999.28 07/31/2010 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 1,908,999.54 07/31/2010 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 1,209,309.71 07/31/2010 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 547,592.37 07/31/2010 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 446,581.39 07/31/2010 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 25,190.49 07/31/2010 12X4225 1225303 09/30/2049 02001 4.979998800 554,000.0000 22,990.99 07/31/2010 12X4225 1225303 09/30/2050 02001 4.979998800 1,811,000.0000 75,156.48 07/31/2010 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 233,570.81 07/31/2010 12X4225 1225303 09/30/2043 02002 4.830001200 42,693,000.0000 1,718,393.68 07/31/2010 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 3,300,500.82 07/31/2010 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 2,354,625.59 07/31/2010 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 2,229,126.05 07/31/2010 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 868,715.97 07/31/2010 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 554,846.39 07/31/2010 12X4225 1225303 09/30/2049 02002 4.830001200 4,704,000.0000 189,336.05 07/31/2010 12X4225 1225303 09/30/2050 02002 4.830001200 236,000.0000 9,499.00 07/31/2010 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 80,373.51 07/31/2010 12X4225 1225303 09/30/2044 02003 4.820000400 42,226,000.0000 1,696,077.81 07/31/2010 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 2,877,821.41 07/31/2010 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 1,635,787.64 07/31/2010 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 925,922.08 07/31/2010 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 325,791.86 07/31/2010 12X4225 1225303 09/30/2049 02003 4.820000400 303,000.0000 12,170.50 07/31/2010 12X4225 1225303 09/30/2050 02003 4.820000400 147,000.0000 5,904.50 07/31/2010 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 815,193.00 07/31/2010 12X4225 1225303 09/30/2045 02004 4.770000000 58,126,000.0000 2,310,508.50 07/31/2010 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 5,103,264.00 07/31/2010 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 2,764,175.25 07/31/2010 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 2,475,351.75 07/31/2010 12X4225 1225303 09/30/2049 02004 4.770000000 31,332,000.0000 1,245,447.00 07/31/2010 12X4225 1225303 09/30/2050 02004 4.770000000 3,858,000.0000 153,355.50 07/31/2010 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 2,233,435.89 07/31/2010 12X4225 1225303 09/30/2046 02005 4.970001600 103,467,500.0000 4,285,280.34 07/31/2010 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 6,317,327.62 07/31/2010 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 4,507,211.62 07/31/2010 12X4225 1225303 09/30/2049 02005 4.970001600 80,885,665.0000 3,350,015.70 07/31/2010 12X4225 1225303 09/30/2050 02005 4.970001600 21,670,000.0000 897,499.46 07/31/2010 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 836,878.21 07/31/2010 12X4225 1225303 09/30/2046 02006 4.830001200 7,976,000.0000 321,034.08 07/31/2010 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 3,554,357.63 07/31/2010 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 4,741,169.43 07/31/2010 12X4225 1225303 09/30/2049 02006 4.830001200 47,745,000.0000 1,921,736.73 07/31/2010 12X4225 1225303 09/30/2050 02006 4.830001200 7,158,000.0000 288,109.57 07/31/2010 12X4225 1225303 09/30/2047 02007 5.060001600 23,506,400.0000 991,186.85 07/31/2010 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 4,370,239.05 07/31/2010 12X4225 1225303 09/30/2049 02007 5.060001600 90,623,000.0000 3,821,271.04 07/31/2010 12X4225 1225303 09/30/2050 02007 5.060001600 37,326,000.0000 1,573,913.50 07/31/2010 12X4225 1225303 09/30/2048 02008 4.809999600 38,078,800.0000 1,526,325.11 07/31/2010 12X4225 1225303 09/30/2049 02008 4.809999600 99,892,000.0000 4,004,004.00 07/31/2010 12X4225 1225303 09/30/2050 02008 4.809999600 44,793,000.0000 1,795,452.60 07/31/2010 12X4225 1225303 09/30/2049 02009 4.809999600 121,362,000.0000 4,864,593.10 07/31/2010 12X4225 1225303 09/30/2050 02009 4.809999600 106,935,000.0000 4,286,310.89 07/31/2010 12X4225 1225303 09/30/2050 02010 4.809999600 41,454,000.0000 1,661,614.36 07/31/2010 ------------------------ ---------------------- 3,177,376,535.0000 135,839,843.66 ======================== ====================== 3,177,376,535.0000 135,839,843.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2034 01992 06/30/2010 INT + 0.0000 34,450.00 476370 1225303 09/30/2035 01994 06/30/2010 INT + 0.0000 174,249.99 476374 1225303 09/30/2036 01993 06/30/2010 INT + 0.0000 34,849.99 476372 1225303 09/30/2037 02007 06/30/2010 INT + 0.0000 1,593.90 476364 1225303 09/30/2038 01996 06/30/2010 INT + 0.0000 47,774.98 476376 1225303 09/30/2039 01997 06/30/2010 INT + 0.0000 15,024.99 476378 1225303 09/30/2039 01998 06/30/2010 INT + 0.0000 29,599.99 476380 1225303 09/30/2040 01999 06/30/2010 INT + 0.0000 14,750.00 476382 1225303 09/30/2042 02001 06/30/2010 INT + 0.0000 87,921.87 476384 1225303 09/30/2045 02004 06/30/2010 INT + 0.0000 179,805.15 476386 1225303 09/30/2046 02005 06/30/2010 INT + 0.0000 211,175.36 476388 1225303 09/30/2047 02007 06/30/2010 INT + 0.0000 141,442.22 476366 1225303 09/30/2048 02008 06/30/2010 INT + 0.0000 31,366.00 476368 ------------------------ ---------------------- 0.0000 1,004,004.44 ======================== ====================== 0.0000 1,004,004.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================