Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 31DO SUB-COHORT 97X4166 976631DO 09/30/2049 02005 4.629999600 47,358,039.5200 2,009,953.95 08/31/2010 ------------------------ ---------------------- 47,358,039.5200 2,009,953.95 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 4.619998800 60,993,100.6900 2,583,057.14 08/31/2010 ------------------------ ---------------------- 60,993,100.6900 2,583,057.14 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,380,753.2600 689,331.76 08/31/2010 ------------------------ ---------------------- 13,380,753.2600 689,331.76 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 14,539,755.6300 749,039.69 08/31/2010 ------------------------ ---------------------- 14,539,755.6300 749,039.69 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,200,837.2000 61,532.91 08/31/2010 ------------------------ ---------------------- 1,200,837.2000 61,532.91 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,237,488.1900 745,874.88 08/31/2010 ------------------------ ---------------------- 15,237,488.1900 745,874.88 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 33,369,160.1400 1,709,891.63 08/31/2010 ------------------------ ---------------------- 33,369,160.1400 1,709,891.63 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 15,995,445.8900 721,394.79 08/31/2010 ------------------------ ---------------------- 15,995,445.8900 721,394.79 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 56,642,669.0100 2,559,775.79 08/31/2010 ------------------------ ---------------------- 56,642,669.0100 2,559,775.79 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 66,606,989.9200 2,997,869.85 08/31/2010 ------------------------ ---------------------- 66,606,989.9200 2,997,869.85 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,088,605.4300 725,268.83 08/31/2010 ------------------------ ---------------------- 17,088,605.4300 725,268.83 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 4.629999600 16,248,221.9900 689,601.56 08/31/2010 ------------------------ ---------------------- 16,248,221.9900 689,601.56 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 4.629999600 28,236,367.8400 1,198,398.41 08/31/2010 ------------------------ ---------------------- 28,236,367.8400 1,198,398.41 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,030,925.7800 447,527.63 08/31/2010 ------------------------ ---------------------- 9,030,925.7800 447,527.63 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.970001600 58,894,165.0000 2,683,120.86 08/31/2010 ------------------------ ---------------------- 58,894,165.0000 2,683,120.86 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 4.970001600 29,819,112.0000 1,358,509.48 08/31/2010 ------------------------ ---------------------- 29,819,112.0000 1,358,509.48 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 4.970001600 16,534,855.0000 753,300.68 08/31/2010 ------------------------ ---------------------- 16,534,855.0000 753,300.68 ======================== ====================== 501,176,492.4900 22,683,449.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 97X4166 976631AF 09/30/2046 02007 05/10/2010 INT + 0.0000 16,248.35 475871 976631AF 09/30/2046 02007 05/11/2010 INT + 0.0000 270.30 475874 976631AW 09/30/2050 02008 06/02/2010 INT + 0.0000 10.68 475876 976631AW 09/30/2050 02008 06/07/2010 INT + 0.0000 295,822.14 475878 976631HL 09/30/2049 02005 05/10/2010 INT + 0.0000 80,097.80 475867 976631LA 09/30/2028 01998 08/18/2010 INT + 0.0000 219,446.76 475886 976631OF 09/30/2048 02005 05/10/2010 INT + 0.0000 1,430.94 475869 ------------------------ ---------------------- 0.0000 613,326.97 ======================== ====================== 0.0000 613,326.97