Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2029 01992 6.890000400 44,130,000.0000 1,013,519.06 01/31/2010 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 2,664,133.49 01/31/2010 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,148,333.40 01/31/2010 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,148.33 01/31/2010 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 124,065.94 01/31/2010 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 157,482.44 01/31/2010 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 52,088.40 01/31/2010 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 775,010.21 01/31/2010 12X4226 1226301 09/30/2030 01993 6.879999600 91,992,000.0000 2,109,683.08 01/31/2010 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,146,666.60 01/31/2010 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 848,533.28 01/31/2010 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 183,466.66 01/31/2010 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 343,999.98 01/31/2010 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 412,799.98 01/31/2010 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 301,573.32 01/31/2010 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 205,299.19 01/31/2010 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 153,171.72 01/31/2010 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 862,063.95 01/31/2010 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 139,893.33 01/31/2010 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 1,765.87 01/31/2010 12X4226 1226301 09/30/2031 01994 6.710000400 78,016,000.0000 1,744,957.97 01/31/2010 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 3,355,000.20 01/31/2010 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 671,000.04 01/31/2010 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 111,833.34 01/31/2010 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 290,766.68 01/31/2010 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 206,891.68 01/31/2010 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 287,970.85 01/31/2010 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 111,050.51 01/31/2010 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 951,679.36 01/31/2010 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 172,223.34 01/31/2010 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 1,901.17 01/31/2010 12X4226 1226301 09/30/2032 01995 6.559999200 171,401,000.0000 3,747,968.08 01/31/2010 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,951,999.64 01/31/2010 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 481,066.61 01/31/2010 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 109,333.32 01/31/2010 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 266,773.30 01/31/2010 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 169,313.58 01/31/2010 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 159,823.45 01/31/2010 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,001,012.14 01/31/2010 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 80,906.66 01/31/2010 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 2,449.07 01/31/2010 12X4226 1226301 09/30/2032 01996 6.289999200 34,148,000.0000 715,969.64 01/31/2010 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 3,606,266.21 01/31/2010 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 608,033.26 01/31/2010 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 482,233.27 01/31/2010 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 20,966.66 01/31/2010 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 159,346.65 01/31/2010 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 931,779.51 01/31/2010 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 108,796.02 01/31/2010 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 639,483.25 01/31/2010 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 76,570.26 01/31/2010 12X4226 1226301 09/30/2044 01996 6.289999200 28,000.0000 587.07 01/31/2010 12X4226 1226301 09/30/2045 01996 6.289999200 2,245,000.0000 47,070.16 01/31/2010 12X4226 1226301 09/30/2033 01997 5.960001600 3,424,000.0000 68,023.48 01/31/2010 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 4,585,227.90 01/31/2010 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,350,933.70 01/31/2010 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 238,400.06 01/31/2010 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 282,106.74 01/31/2010 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,702,562.73 01/31/2010 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 97,604.96 01/31/2010 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 943,349.05 01/31/2010 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 101,320.03 01/31/2010 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 41,461.74 01/31/2010 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 67,686.00 01/31/2010 12X4226 1226301 09/30/2034 01998 5.799999600 32,650,000.0000 631,233.29 01/31/2010 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 2,474,666.50 01/31/2010 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 362,499.98 01/31/2010 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 541,333.30 01/31/2010 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 492,999.97 01/31/2010 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 4,442,587.03 01/31/2010 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 202,516.65 01/31/2010 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 816,427.28 01/31/2010 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 369,517.97 01/31/2010 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 70,740.66 01/31/2010 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 560.67 01/31/2010 12X4226 1226301 09/30/2022 01999 5.649998400 38,976,000.0000 734,047.79 01/31/2010 12X4226 1226301 09/30/2036 01999 5.649998400 187,000,000.0000 3,521,832.34 01/31/2010 12X4226 1226301 09/30/2037 01999 5.649998400 31,250,000.0000 588,541.50 01/31/2010 12X4226 1226301 09/30/2038 01999 5.649998400 58,000,000.0000 1,092,333.02 01/31/2010 12X4226 1226301 09/30/2039 01999 5.649998400 44,200,000.0000 832,433.10 01/31/2010 12X4226 1226301 09/30/2040 01999 5.649998400 85,117,000.0000 1,603,036.38 01/31/2010 12X4226 1226301 09/30/2041 01999 5.649998400 9,980,000.0000 187,956.61 01/31/2010 12X4226 1226301 09/30/2042 01999 5.649998400 48,054,000.0000 905,016.74 01/31/2010 12X4226 1226301 09/30/2043 01999 5.649998400 7,741,000.0000 145,788.79 01/31/2010 12X4226 1226301 09/30/2044 01999 5.649998400 11,319,000.0000 213,174.44 01/31/2010 12X4226 1226301 09/30/2045 01999 5.649998400 721,000.0000 13,578.83 01/31/2010 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 1,274,627.01 01/31/2010 12X4226 1226301 09/30/2036 02000 5.389999200 72,000,000.0000 1,293,599.81 01/31/2010 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 1,010,624.85 01/31/2010 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 1,994,299.70 01/31/2010 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 1,647,543.09 01/31/2010 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 648,830.14 01/31/2010 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 466,863.76 01/31/2010 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 1,422,798.09 01/31/2010 12X4226 1226301 09/30/2043 02000 5.389999200 15,114,000.0000 271,548.16 01/31/2010 12X4226 1226301 09/30/2044 02000 5.389999200 706,000.0000 12,684.46 01/31/2010 12X4226 1226301 09/30/2045 02000 5.389999200 300,000.0000 5,390.00 01/31/2010 12X4226 1226301 09/30/2037 02001 5.029999200 51,071,000.0000 856,290.30 01/31/2010 12X4226 1226301 09/30/2038 02001 5.029999200 175,000,000.0000 2,934,166.20 01/31/2010 12X4226 1226301 09/30/2039 02001 5.029999200 163,000,000.0000 2,732,966.23 01/31/2010 12X4226 1226301 09/30/2040 02001 5.029999200 87,344,600.0000 1,464,477.56 01/31/2010 12X4226 1226301 09/30/2041 02001 5.029999200 48,088,000.0000 806,275.34 01/31/2010 12X4226 1226301 09/30/2042 02001 5.029999200 58,527,000.0000 981,302.54 01/31/2010 12X4226 1226301 09/30/2043 02001 5.029999200 20,095,000.0000 336,926.11 01/31/2010 12X4226 1226301 09/30/2044 02001 5.029999200 3,679,000.0000 61,684.56 01/31/2010 12X4226 1226301 09/30/2045 02001 5.029999200 1,902,000.0000 31,890.19 01/31/2010 12X4226 1226301 09/30/2038 02002 4.849999200 80,653,000.0000 1,303,889.95 01/31/2010 12X4226 1226301 09/30/2039 02002 4.849999200 251,000,000.0000 4,057,832.66 01/31/2010 12X4226 1226301 09/30/2040 02002 4.849999200 236,472,000.0000 3,822,963.37 01/31/2010 12X4226 1226301 09/30/2041 02002 4.849999200 101,381,000.0000 1,638,992.56 01/31/2010 12X4226 1226301 09/30/2042 02002 4.849999200 177,538,000.0000 2,870,197.19 01/31/2010 12X4226 1226301 09/30/2043 02002 4.849999200 42,528,000.0000 687,535.89 01/31/2010 12X4226 1226301 09/30/2044 02002 4.849999200 26,118,000.0000 422,240.93 01/31/2010 12X4226 1226301 09/30/2045 02002 4.849999200 14,121,000.0000 228,289.46 01/31/2010 12X4226 1226301 09/30/2039 02003 4.799998800 75,520,000.0000 1,208,319.70 01/31/2010 12X4226 1226301 09/30/2040 02003 4.799998800 190,000,000.0000 3,039,999.24 01/31/2010 12X4226 1226301 09/30/2041 02003 4.799998800 118,980,000.0000 1,903,679.52 01/31/2010 12X4226 1226301 09/30/2042 02003 4.799998800 123,287,000.0000 1,972,591.51 01/31/2010 12X4226 1226301 09/30/2043 02003 4.799998800 97,576,000.0000 1,561,215.61 01/31/2010 12X4226 1226301 09/30/2044 02003 4.799998800 17,934,000.0000 286,943.93 01/31/2010 12X4226 1226301 09/30/2045 02003 4.799998800 3,118,000.0000 49,887.99 01/31/2010 12X4226 1226301 09/30/2040 02004 4.709998800 112,485,000.0000 1,766,014.05 01/31/2010 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 3,085,818.51 01/31/2010 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 3,673,186.76 01/31/2010 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 1,773,816.95 01/31/2010 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 840,514.99 01/31/2010 12X4226 1226301 09/30/2045 02004 4.709998800 5,458,000.0000 85,690.58 01/31/2010 12X4226 1226301 09/30/2040 02005 4.770000000 1,991,000.0000 31,656.90 01/31/2010 12X4226 1226301 09/30/2041 02005 4.770000000 124,246,000.0000 1,975,511.40 01/31/2010 12X4226 1226301 09/30/2042 02005 4.770000000 215,576,000.0000 3,427,658.40 01/31/2010 12X4226 1226301 09/30/2043 02005 4.770000000 176,866,000.0000 2,812,169.40 01/31/2010 12X4226 1226301 09/30/2044 02005 4.770000000 95,770,000.0000 1,522,743.00 01/31/2010 12X4226 1226301 09/30/2045 02005 4.770000000 47,047,000.0000 748,047.30 01/31/2010 12X4226 1226301 09/30/2041 02006 4.610001600 31,709,000.0000 487,261.80 01/31/2010 12X4226 1226301 09/30/2042 02006 4.610001600 173,436,000.0000 2,665,134.12 01/31/2010 12X4226 1226301 09/30/2043 02006 4.610001600 290,126,000.0000 4,458,271.08 01/31/2010 12X4226 1226301 09/30/2044 02006 4.610001600 182,138,000.0000 2,798,854.90 01/31/2010 12X4226 1226301 09/30/2045 02006 4.610001600 45,939,000.0000 705,929.55 01/31/2010 12X4226 1226301 09/30/2042 02007 4.809999600 41,529,000.0000 665,848.24 01/31/2010 12X4226 1226301 09/30/2043 02007 4.809999600 186,664,000.0000 2,992,845.88 01/31/2010 12X4226 1226301 09/30/2044 02007 4.809999600 227,809,000.0000 3,652,537.33 01/31/2010 12X4226 1226301 09/30/2045 02007 4.809999600 84,757,000.0000 1,358,937.12 01/31/2010 12X4226 1226301 09/30/2043 02008 5.010001200 24,874,000.0000 415,395.90 01/31/2010 12X4226 1226301 09/30/2044 02008 5.010001200 144,101,000.0000 2,406,487.28 01/31/2010 12X4226 1226301 09/30/2045 02008 5.010001200 144,925,000.0000 2,420,248.08 01/31/2010 12X4226 1226301 09/30/2044 02009 4.910000400 68,444,000.0000 1,120,200.22 01/31/2010 12X4226 1226301 09/30/2045 02009 4.910000400 41,292,000.0000 675,812.46 01/31/2010 12X4226 1226301 09/30/2045 02010 4.910000400 205,000.0000 3,355.17 01/31/2010 ------------------------ ---------------------- 9,044,224,600.0000 161,518,535.39 ======================== ====================== 9,044,224,600.0000 161,518,535.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00