Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2039 02003 3.160000800 123,000.0000 3,562.90 08/31/2010 12X4216 1216214 09/30/2040 02003 3.160000800 105,000.0000 3,041.50 08/31/2010 12X4216 1216214 09/30/2039 02006 4.780000800 6,000.0000 262.90 08/31/2010 12X4216 1216214 09/30/2040 02006 4.780000800 7,500.0000 328.63 08/31/2010 12X4216 1216214 09/30/2039 02007 4.520001600 97,000.0000 4,019.03 08/31/2010 12X4216 1216214 09/30/2040 02007 4.520001600 240,000.0000 9,944.00 08/31/2010 ------------------------ ---------------------- 578,500.0000 21,158.96 0296 12X4216 1216204 09/30/2040 01992 7.130001600 7,500.0000 490.19 08/31/2010 ------------------------ ---------------------- 7,500.0000 490.19 0296 12X4216 1216204 09/30/2040 01993 6.680001600 50,000.0000 3,061.67 08/31/2010 ------------------------ ---------------------- 50,000.0000 3,061.67 0296 12X4216 1216204 09/30/2040 01994 6.860001600 265,000.0000 16,664.09 08/31/2010 ------------------------ ---------------------- 265,000.0000 16,664.09 0296 12X4216 1216204 09/30/2040 01995 7.229998800 650,000.0000 43,078.74 08/31/2010 ------------------------ ---------------------- 650,000.0000 43,078.74 0296 12X4216 1216204 09/30/2040 01996 6.789999600 1,300,000.0000 80,914.16 08/31/2010 ------------------------ ---------------------- 1,300,000.0000 80,914.16 0296 12X4216 1216204 09/30/2040 01997 6.599998800 1,560,000.0000 94,379.98 08/31/2010 ------------------------ ---------------------- 1,560,000.0000 94,379.98 0296 12X4216 1216204 09/30/2040 01998 5.929999200 890,000.0000 48,378.91 08/31/2010 ------------------------ ---------------------- 890,000.0000 48,378.91 0296 12X4216 1216204 09/30/2040 01999 5.929999200 565,000.0000 30,712.45 08/31/2010 ------------------------ ---------------------- 565,000.0000 30,712.45 ======================== ====================== 5,866,000.0000 338,839.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4216 1216211 09/30/2056 01996 08/30/2010 INT + 0.0000 1,233.95 432405 1216211 09/30/2056 02000 08/30/2010 INT + 0.0000 23,104.30 432407 1216211 09/30/2057 02004 08/30/2010 INT + 0.0000 300,949.97 432411 1216211 09/30/2058 02003 08/30/2010 INT + 0.0000 241,199.93 432409 1216211 09/30/2058 02004 08/30/2010 INT + 0.0000 89,127.49 432413 1216214 09/30/2039 02001 08/30/2010 INT + 0.0000 951.20 432397 1216214 09/30/2039 02002 08/30/2010 INT + 0.0000 348.99 432399 1216214 09/30/2039 02004 08/30/2010 INT + 0.0000 1,492.10 432401 1216214 09/30/2039 02005 08/30/2010 INT + 0.0000 783.90 432403 ------------------------ ---------------------- 0.0000 659,191.83 ======================== ====================== 0.0000 659,191.83