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 3,025,000.0000 191,053.97 08/31/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 631,583.37 08/31/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 151,580.01 08/31/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 33,158.13 08/31/2010 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 966,105.84 08/31/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 234,482.40 08/31/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 65,169.50 08/31/2010 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 243,235.56 08/31/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,597,291.58 08/31/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 319,458.32 08/31/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 76,670.00 08/31/2010 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 1,635,066.03 08/31/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 447,105.88 08/31/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 115,427.12 08/31/2010 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 2,419,691.67 08/31/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 467,133.22 08/31/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 175,174.96 08/31/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 64,230.82 08/31/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 205,830.57 08/31/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 163,140.44 08/31/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 259,083.76 08/31/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 435,076.20 08/31/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 99,265.81 08/31/2010 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 1,810,697.33 08/31/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 253,421.60 08/31/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 49,582.49 08/31/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 14,923.33 08/31/2010 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 98,765.31 08/31/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 2,170,666.08 08/31/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,356,666.30 08/31/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 542,666.52 08/31/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 32,559.99 08/31/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 117,080.30 08/31/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 203,282.88 08/31/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 434,133.22 08/31/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 27,133.33 08/31/2010 12X4225 1225303 09/30/2040 01999 5.900000400 4,760,000.0000 257,436.68 08/31/2010 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,217,416.82 08/31/2010 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 865,333.39 08/31/2010 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 432,666.70 08/31/2010 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 162,250.01 08/31/2010 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 108,166.67 08/31/2010 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 38,669.59 08/31/2010 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 383,991.69 08/31/2010 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 4,218.50 08/31/2010 12X4225 1225303 09/30/2049 01999 5.900000400 863,000.0000 46,673.92 08/31/2010 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 470,944.95 08/31/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 3,087,057.90 08/31/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 373,559.95 08/31/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 197,156.64 08/31/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,513.85 08/31/2010 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 188,488.80 08/31/2010 12X4225 1225303 09/30/2042 02001 4.979998800 12,152,000.0000 554,738.67 08/31/2010 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 3,286,799.21 08/31/2010 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 2,099,899.49 08/31/2010 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 1,330,240.68 08/31/2010 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 602,351.60 08/31/2010 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 491,239.53 08/31/2010 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 27,709.54 08/31/2010 12X4225 1225303 09/30/2049 02001 4.979998800 554,000.0000 25,290.09 08/31/2010 12X4225 1225303 09/30/2050 02001 4.979998800 1,811,000.0000 82,672.13 08/31/2010 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 256,927.89 08/31/2010 12X4225 1225303 09/30/2043 02002 4.830001200 28,693,000.0000 1,270,382.89 08/31/2010 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 3,630,550.90 08/31/2010 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 2,590,088.14 08/31/2010 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 2,452,038.66 08/31/2010 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 955,587.56 08/31/2010 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 610,331.03 08/31/2010 12X4225 1225303 09/30/2049 02002 4.830001200 4,704,000.0000 208,269.65 08/31/2010 12X4225 1225303 09/30/2050 02002 4.830001200 236,000.0000 10,448.90 08/31/2010 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 88,410.86 08/31/2010 12X4225 1225303 09/30/2044 02003 4.820000400 35,726,000.0000 1,578,493.90 08/31/2010 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 3,165,603.55 08/31/2010 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 1,799,366.40 08/31/2010 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 1,018,514.28 08/31/2010 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 358,371.05 08/31/2010 12X4225 1225303 09/30/2049 02003 4.820000400 303,000.0000 13,387.55 08/31/2010 12X4225 1225303 09/30/2050 02003 4.820000400 147,000.0000 6,494.95 08/31/2010 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 896,712.30 08/31/2010 12X4225 1225303 09/30/2045 02004 4.770000000 51,126,000.0000 2,235,484.35 08/31/2010 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 5,613,590.40 08/31/2010 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 3,040,592.78 08/31/2010 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 2,722,886.93 08/31/2010 12X4225 1225303 09/30/2049 02004 4.770000000 31,332,000.0000 1,369,991.70 08/31/2010 12X4225 1225303 09/30/2050 02004 4.770000000 6,634,000.0000 290,071.65 08/31/2010 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 2,456,779.47 08/31/2010 12X4225 1225303 09/30/2046 02005 4.970001600 96,467,500.0000 4,394,899.94 08/31/2010 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 6,949,060.38 08/31/2010 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 4,957,932.78 08/31/2010 12X4225 1225303 09/30/2049 02005 4.970001600 80,885,665.0000 3,685,017.27 08/31/2010 12X4225 1225303 09/30/2050 02005 4.970001600 35,351,000.0000 1,610,533.16 08/31/2010 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 920,566.03 08/31/2010 12X4225 1225303 09/30/2046 02006 4.830001200 1,726,000.0000 76,418.67 08/31/2010 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 3,909,793.40 08/31/2010 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 5,215,286.37 08/31/2010 12X4225 1225303 09/30/2049 02006 4.830001200 47,745,000.0000 2,113,910.40 08/31/2010 12X4225 1225303 09/30/2050 02006 4.830001200 13,858,000.0000 613,563.10 08/31/2010 12X4225 1225303 09/30/2047 02007 5.060001600 16,506,400.0000 765,622.10 08/31/2010 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 4,807,262.95 08/31/2010 12X4225 1225303 09/30/2049 02007 5.060001600 90,623,000.0000 4,203,398.15 08/31/2010 12X4225 1225303 09/30/2050 02007 5.060001600 58,123,000.0000 2,695,939.34 08/31/2010 12X4225 1225303 09/30/2048 02008 4.809999600 34,078,800.0000 1,502,590.97 08/31/2010 12X4225 1225303 09/30/2049 02008 4.809999600 99,892,000.0000 4,404,404.40 08/31/2010 12X4225 1225303 09/30/2050 02008 4.809999600 63,556,000.0000 2,802,289.73 08/31/2010 12X4225 1225303 09/30/2049 02009 4.809999600 111,362,000.0000 4,910,135.78 08/31/2010 12X4225 1225303 09/30/2050 02009 4.809999600 147,181,000.0000 6,489,455.05 08/31/2010 12X4225 1225303 09/30/2050 02010 4.809999600 55,323,000.0000 2,439,283.07 08/31/2010 ------------------------ ---------------------- 3,172,458,535.0000 148,558,780.15 ======================== ====================== 3,172,458,535.0000 148,558,780.15 ============================================================================================================================ 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 09/30/2034 01992 08/30/2010 INT + 0.0000 8,612.50 476398 1225303 09/30/2035 01994 06/30/2010 INT + 0.0000 174,249.99 476374 1225303 09/30/2035 01994 08/30/2010 INT + 0.0000 174,249.99 476402 1225303 09/30/2036 01993 06/30/2010 INT + 0.0000 34,849.99 476372 1225303 09/30/2036 01993 08/30/2010 INT + 0.0000 69,699.99 476400 1225303 09/30/2037 01995 08/30/2010 INT + 0.0000 218,129.98 476404 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 09/30/2038 01996 08/30/2010 INT + 0.0000 414,049.89 476406 1225303 09/30/2039 01997 06/30/2010 INT + 0.0000 15,024.99 476378 1225303 09/30/2039 01997 08/30/2010 INT + 0.0000 75,124.98 476408 1225303 09/30/2039 01998 06/30/2010 INT + 0.0000 29,599.99 476380 1225303 09/30/2039 01998 08/30/2010 INT + 0.0000 325,599.91 476410 1225303 09/30/2040 01999 06/30/2010 INT + 0.0000 14,750.00 476382 1225303 09/30/2040 01999 08/30/2010 INT + 0.0000 147,500.01 476412 1225303 09/30/2041 02000 08/30/2010 INT + 0.0000 171,214.97 476414 1225303 09/30/2042 02001 06/30/2010 INT + 0.0000 87,921.87 476384 1225303 09/30/2042 02001 08/30/2010 INT + 0.0000 214,139.94 476416 1225303 09/30/2043 02002 08/30/2010 INT + 0.0000 338,100.08 476418 1225303 09/30/2044 02003 08/30/2010 INT + 0.0000 156,650.01 476420 1225303 09/30/2045 02004 06/30/2010 INT + 0.0000 179,805.15 476386 1225303 09/30/2045 02004 08/30/2010 INT + 0.0000 166,950.00 476422 1225303 09/30/2046 02005 06/30/2010 INT + 0.0000 211,175.36 476388 1225303 09/30/2046 02005 08/30/2010 INT + 0.0000 173,950.05 476424 1225303 09/30/2046 02006 08/30/2010 INT + 0.0000 150,937.53 476426 1225303 09/30/2047 02007 06/30/2010 INT + 0.0000 141,442.22 476366 1225303 09/30/2047 02007 08/30/2010 INT + 0.0000 177,100.05 476428 1225303 09/30/2048 02008 06/30/2010 INT + 0.0000 31,366.00 476368 1225303 09/30/2048 02008 08/30/2010 INT + 0.0000 96,199.99 476430 1225303 09/30/2049 02009 08/30/2010 INT + 0.0000 240,499.98 476432 ------------------------ ---------------------- 0.0000 4,322,714.29 ======================== ====================== 0.0000 4,322,714.29