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 1,644,507.78 06/30/2010 ------------------------ ---------------------- 47,358,039.5200 1,644,507.78 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 4.619998800 60,993,100.6900 2,113,410.39 06/30/2010 ------------------------ ---------------------- 60,993,100.6900 2,113,410.39 31LA SUB-COHORT 97X4166 976631LA 09/30/2028 01998 5.619999600 7,809,493.8200 329,170.14 06/30/2010 ------------------------ ---------------------- 7,809,493.8200 329,170.14 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,380,753.2600 563,998.71 06/30/2010 ------------------------ ---------------------- 13,380,753.2600 563,998.71 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 14,539,755.6300 612,850.66 06/30/2010 ------------------------ ---------------------- 14,539,755.6300 612,850.66 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,200,837.2000 50,345.11 06/30/2010 ------------------------ ---------------------- 1,200,837.2000 50,345.11 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,237,488.1900 610,261.26 06/30/2010 ------------------------ ---------------------- 15,237,488.1900 610,261.26 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 33,369,160.1400 1,399,002.24 06/30/2010 ------------------------ ---------------------- 33,369,160.1400 1,399,002.24 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 15,995,445.8900 590,232.10 06/30/2010 ------------------------ ---------------------- 15,995,445.8900 590,232.10 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 56,642,669.0100 2,094,362.01 06/30/2010 ------------------------ ---------------------- 56,642,669.0100 2,094,362.01 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 66,606,989.9200 2,452,802.60 06/30/2010 ------------------------ ---------------------- 66,606,989.9200 2,452,802.60 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,088,605.4300 593,401.77 06/30/2010 ------------------------ ---------------------- 17,088,605.4300 593,401.77 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 4.629999600 13,325,301.9900 462,721.07 06/30/2010 ------------------------ ---------------------- 13,325,301.9900 462,721.07 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 4.629999600 28,236,367.8400 980,507.79 06/30/2010 ------------------------ ---------------------- 28,236,367.8400 980,507.79 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,030,925.7800 366,158.97 06/30/2010 ------------------------ ---------------------- 9,030,925.7800 366,158.97 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.970001600 49,028,263.0000 1,827,529.09 06/30/2010 ------------------------ ---------------------- 49,028,263.0000 1,827,529.09 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 4.970001600 29,819,112.0000 1,111,507.76 06/30/2010 ------------------------ ---------------------- 29,819,112.0000 1,111,507.76 ======================== ====================== 479,662,309.3100 17,802,769.45 ============================================================================================================================ 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 976631OF 09/30/2048 02005 05/10/2010 INT + 0.0000 1,430.94 475869 ------------------------ ---------------------- 0.0000 393,880.21 ======================== ====================== 0.0000 393,880.21