Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4253 9153 09/30/2034 01994 7.009999200 23,093,296.9700 1,349,033.28 07/31/2010 91X4253 9153 09/30/2035 01995 7.030000800 417,863,009.9500 24,479,810.79 07/31/2010 91X4253 9153 09/30/2036 01996 6.680001600 1,459,999,781.5200 81,273,340.64 07/31/2010 91X4253 9153 09/30/2037 01997 6.530000400 1,757,617,694.6200 95,643,702.07 07/31/2010 91X4253 9153 09/30/2038 01998 5.810000400 2,523,535,951.8000 122,181,207.41 07/31/2010 91X4253 9153 09/30/2039 01999 5.789998800 3,660,761,586.8100 176,631,709.96 07/31/2010 91X4253 9153 09/30/2040 02000 6.249999600 4,439,951,511.3600 231,247,459.75 07/31/2010 91X4253 9153 09/30/2041 02001 5.209999200 6,027,777,741.8700 261,705,976.77 07/31/2010 91X4253 9153 09/30/2042 02002 4.420000800 7,132,586,801.1500 262,716,994.73 07/31/2010 91X4253 9153 09/30/2043 02003 3.639999600 8,726,277,743.1200 264,697,062.45 07/31/2010 91X4253 9153 09/30/2044 02004 4.169998800 8,433,605,178.8600 293,067,695.63 07/31/2010 91X4253 9153 09/30/2045 02005 4.529998800 14,315,872,614.5000 540,424,048.04 07/31/2010 91X4253 9153 09/30/2046 02006 4.960000800 19,808,299,857.4100 818,743,192.83 07/31/2010 91X4253 9153 09/30/2047 02007 4.529998800 15,510,914,230.8600 585,536,857.11 07/31/2010 91X4253 9153 09/30/2048 02008 4.799998800 27,954,327,691.2700 1,118,172,828.11 07/31/2010 91X4253 9153 09/30/2049 02009 2.779999200 44,816,600,928.6800 1,038,250,956.07 07/31/2010 91X4253 9153 09/30/2010 02010 2.779999200 3,233,894,199.0000 74,918,527.38 07/31/2010 91X4253 9153 09/30/2050 02010 2.779999200 61,959,353,876.0000 1,435,391,285.06 07/31/2010 ------------------------ ---------------------- 232,202,333,695.7500 7,426,431,688.08 ======================== ====================== 232,202,333,695.7500 7,426,431,688.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4253 9153 09/30/2034 01994 07/21/2010 INT + 0.0000 73,582.73 486967 9153 09/30/2035 01995 07/21/2010 INT + 0.0000 302,949.76 486969 9153 09/30/2036 01996 07/21/2010 INT + 0.0000 956,459.69 486971 9153 09/30/2037 01997 07/21/2010 INT + 0.0000 1,267,543.99 486973 9153 09/30/2038 01998 07/21/2010 INT + 0.0000 1,206,533.96 486975 9153 09/30/2039 01999 07/21/2010 INT + 0.0000 2,315,666.39 486977 9153 09/30/2040 02000 07/21/2010 INT + 0.0000 1,635,223.92 486979 9153 09/30/2041 02001 07/21/2010 INT + 0.0000 1,581,948.26 486981 9153 09/30/2043 02003 07/21/2010 INT + 0.0000 1,063,938.79 486983 9153 09/30/2044 02004 07/21/2010 INT + 0.0000 1,376,781.73 486985 9153 09/30/2045 02005 07/21/2010 INT + 0.0000 2,088,302.22 486987 9153 09/30/2046 02006 07/21/2010 INT + 0.0000 2,931,537.74 486989 9153 09/30/2047 02007 06/30/2010 INT + 0.0000 16,020,024.67 486963 9153 09/30/2047 02007 07/21/2010 INT + 0.0000 2,175,884.17 486991 9153 09/30/2048 02008 07/21/2010 INT + 0.0000 1,249,074.95 486993 9153 09/30/2049 02009 06/30/2010 INT + 0.0000 38,566,554.86 486965 9153 09/30/2049 02009 07/21/2010 INT + 0.0000 1,806,895.00 486995 ------------------------ ---------------------- 0.0000 76,618,902.83 ======================== ====================== 0.0000 76,618,902.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================