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 169,235.63 06/30/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 516,750.03 06/30/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 27,387.75 06/30/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 89,346.08 06/30/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 36,172.50 06/30/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 124,020.01 06/30/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 27,129.38 06/30/2010 12X4225 1225303 09/30/2036 01993 6.969999600 17,121,000.0000 895,000.22 06/30/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 209,099.99 06/30/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 62,730.00 06/30/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 54,151.67 06/30/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,293.32 06/30/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 191,849.24 06/30/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 53,320.50 06/30/2010 12X4225 1225303 09/30/2035 01994 6.969999600 8,807,000.0000 460,385.90 06/30/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,306,874.93 06/30/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 130,687.49 06/30/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,084.22 06/30/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 145,063.12 06/30/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 261,374.99 06/30/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 62,730.00 06/30/2010 12X4225 1225303 09/30/2037 01995 6.609999600 33,585,000.0000 1,664,976.27 06/30/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 817,987.45 06/30/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 49,575.00 06/30/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 104,404.94 06/30/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 65,934.75 06/30/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 102,868.12 06/30/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 365,813.90 06/30/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 94,440.37 06/30/2010 12X4225 1225303 09/30/2038 01996 6.369998400 54,439,000.0000 2,600,822.57 06/30/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 382,199.90 06/30/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 143,324.96 06/30/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 52,552.49 06/30/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 168,406.83 06/30/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 133,478.54 06/30/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 211,977.62 06/30/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 355,971.44 06/30/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 81,217.48 06/30/2010 12X4225 1225303 09/30/2039 01997 6.009998400 35,367,000.0000 1,594,167.10 06/30/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 360,599.90 06/30/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 270,449.93 06/30/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 45,074.99 06/30/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 46,066.64 06/30/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,292.96 06/30/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 43,722.74 06/30/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 207,344.94 06/30/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 40,567.49 06/30/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 12,210.00 06/30/2010 12X4225 1225303 09/30/2039 01998 5.919998400 12,820,000.0000 569,207.85 06/30/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,775,999.52 06/30/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,109,999.70 06/30/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 443,999.88 06/30/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 26,639.99 06/30/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 95,792.97 06/30/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 166,322.36 06/30/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 355,199.90 06/30/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 22,199.99 06/30/2010 12X4225 1225303 09/30/2040 01999 5.900000400 9,760,000.0000 431,880.03 06/30/2010 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,814,250.12 06/30/2010 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 708,000.05 06/30/2010 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 354,000.02 06/30/2010 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 132,750.01 06/30/2010 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 88,500.01 06/30/2010 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 31,638.75 06/30/2010 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 314,175.02 06/30/2010 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 3,451.50 06/30/2010 12X4225 1225303 09/30/2049 01999 5.900000400 863,000.0000 38,187.75 06/30/2010 12X4225 1225303 09/30/2041 02000 5.659999200 15,127,000.0000 642,141.06 06/30/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,525,774.64 06/30/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 662,219.91 06/30/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 191,024.97 06/30/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 106,124.99 06/30/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 171,752.68 06/30/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 305,639.96 06/30/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 161,309.98 06/30/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,693.15 06/30/2010 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 154,218.11 06/30/2010 12X4225 1225303 09/30/2042 02001 4.979998800 20,752,000.0000 775,087.01 06/30/2010 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 2,689,199.35 06/30/2010 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 1,718,099.59 06/30/2010 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 1,088,378.74 06/30/2010 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 492,833.13 06/30/2010 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 401,923.25 06/30/2010 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 22,671.44 06/30/2010 12X4225 1225303 09/30/2049 02001 4.979998800 554,000.0000 20,691.90 06/30/2010 12X4225 1225303 09/30/2050 02001 4.979998800 1,811,000.0000 67,640.83 06/30/2010 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 210,213.73 06/30/2010 12X4225 1225303 09/30/2043 02002 4.830001200 42,693,000.0000 1,546,554.31 06/30/2010 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 2,970,450.74 06/30/2010 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 2,119,163.03 06/30/2010 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 2,006,213.45 06/30/2010 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 781,844.37 06/30/2010 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 499,361.75 06/30/2010 12X4225 1225303 09/30/2049 02002 4.830001200 4,704,000.0000 170,402.44 06/30/2010 12X4225 1225303 09/30/2050 02002 4.830001200 236,000.0000 8,549.10 06/30/2010 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 72,336.16 06/30/2010 12X4225 1225303 09/30/2044 02003 4.820000400 42,226,000.0000 1,526,470.03 06/30/2010 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 2,590,039.26 06/30/2010 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 1,472,208.87 06/30/2010 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 833,329.87 06/30/2010 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 293,212.67 06/30/2010 12X4225 1225303 09/30/2049 02003 4.820000400 303,000.0000 10,953.45 06/30/2010 12X4225 1225303 09/30/2050 02003 4.820000400 147,000.0000 5,314.05 06/30/2010 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 733,673.70 06/30/2010 12X4225 1225303 09/30/2045 02004 4.770000000 58,126,000.0000 2,079,457.65 06/30/2010 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 4,592,937.60 06/30/2010 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 2,487,757.73 06/30/2010 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 2,227,816.58 06/30/2010 12X4225 1225303 09/30/2049 02004 4.770000000 31,332,000.0000 1,120,902.30 06/30/2010 12X4225 1225303 09/30/2050 02004 4.770000000 3,858,000.0000 138,019.95 06/30/2010 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 2,010,092.30 06/30/2010 12X4225 1225303 09/30/2046 02005 4.970001600 103,467,500.0000 3,856,752.30 06/30/2010 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 5,685,594.86 06/30/2010 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 4,056,490.46 06/30/2010 12X4225 1225303 09/30/2049 02005 4.970001600 80,885,665.0000 3,015,014.13 06/30/2010 12X4225 1225303 09/30/2050 02005 4.970001600 21,670,000.0000 807,749.51 06/30/2010 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 753,190.39 06/30/2010 12X4225 1225303 09/30/2046 02006 4.830001200 7,976,000.0000 288,930.67 06/30/2010 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 3,198,921.87 06/30/2010 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 4,267,052.49 06/30/2010 12X4225 1225303 09/30/2049 02006 4.830001200 47,745,000.0000 1,729,563.05 06/30/2010 12X4225 1225303 09/30/2050 02006 4.830001200 7,158,000.0000 259,298.61 06/30/2010 12X4225 1225303 09/30/2047 02007 5.060001600 23,506,400.0000 892,068.16 06/30/2010 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 3,933,215.14 06/30/2010 12X4225 1225303 09/30/2049 02007 5.060001600 90,623,000.0000 3,439,143.94 06/30/2010 12X4225 1225303 09/30/2050 02007 5.060001600 37,326,000.0000 1,416,522.15 06/30/2010 12X4225 1225303 09/30/2048 02008 4.809999600 38,078,800.0000 1,373,692.60 06/30/2010 12X4225 1225303 09/30/2049 02008 4.809999600 99,892,000.0000 3,603,603.60 06/30/2010 12X4225 1225303 09/30/2050 02008 4.809999600 44,793,000.0000 1,615,907.34 06/30/2010 12X4225 1225303 09/30/2049 02009 4.809999600 121,362,000.0000 4,378,133.79 06/30/2010 12X4225 1225303 09/30/2050 02009 4.809999600 106,935,000.0000 3,857,679.80 06/30/2010 12X4225 1225303 09/30/2050 02010 4.809999600 41,454,000.0000 1,495,452.93 06/30/2010 ------------------------ ---------------------- 3,177,376,535.0000 122,255,859.24 ======================== ====================== 3,177,376,535.0000 122,255,859.24 ============================================================================================================================ 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