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 39,130,000.0000 2,246,714.30 07/31/2010 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 6,660,333.72 07/31/2010 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2010 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2010 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2010 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2010 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2010 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,937,525.53 07/31/2010 12X4226 1226301 09/30/2030 01993 6.879999600 90,992,000.0000 5,216,874.36 07/31/2010 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2010 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2010 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2010 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2010 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2010 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2010 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2010 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2010 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,155,159.87 07/31/2010 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 349,733.31 07/31/2010 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 4,414.67 07/31/2010 12X4226 1226301 09/30/2031 01994 6.710000400 78,016,000.0000 4,362,394.93 07/31/2010 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 8,387,500.50 07/31/2010 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,677,500.10 07/31/2010 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 279,583.35 07/31/2010 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 726,916.71 07/31/2010 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 517,229.20 07/31/2010 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 719,927.13 07/31/2010 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 277,626.27 07/31/2010 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,379,198.39 07/31/2010 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 430,558.36 07/31/2010 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,752.92 07/31/2010 12X4226 1226301 09/30/2032 01995 6.559999200 171,401,000.0000 9,369,920.19 07/31/2010 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2010 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2010 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2010 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2010 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2010 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2010 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,502,530.36 07/31/2010 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 202,266.64 07/31/2010 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 6,122.67 07/31/2010 12X4226 1226301 09/30/2032 01996 6.289999200 34,148,000.0000 1,789,924.11 07/31/2010 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,015,665.52 07/31/2010 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,520,083.14 07/31/2010 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,205,583.18 07/31/2010 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 52,416.66 07/31/2010 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 398,366.62 07/31/2010 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,329,448.79 07/31/2010 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 271,990.05 07/31/2010 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,598,708.13 07/31/2010 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 191,425.64 07/31/2010 12X4226 1226301 09/30/2044 01996 6.289999200 28,000.0000 1,467.67 07/31/2010 12X4226 1226301 09/30/2045 01996 6.289999200 3,718,000.0000 194,885.14 07/31/2010 12X4226 1226301 09/30/2034 01997 5.960001600 229,224,000.0000 11,384,795.06 07/31/2010 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,377,334.24 07/31/2010 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 596,000.16 07/31/2010 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 705,266.86 07/31/2010 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,756,406.81 07/31/2010 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 244,012.40 07/31/2010 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,358,372.63 07/31/2010 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 253,300.07 07/31/2010 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 103,654.36 07/31/2010 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 6,407.00 07/31/2010 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 169,214.99 07/31/2010 12X4226 1226301 09/30/2034 01998 5.799999600 30,650,000.0000 1,481,416.56 07/31/2010 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 6,186,666.24 07/31/2010 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 906,249.94 07/31/2010 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,353,333.24 07/31/2010 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,232,499.92 07/31/2010 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 11,106,467.57 07/31/2010 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 506,291.63 07/31/2010 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 2,041,068.19 07/31/2010 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 923,794.94 07/31/2010 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 176,851.65 07/31/2010 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,401.67 07/31/2010 12X4226 1226301 09/30/2022 01999 5.649998400 38,976,000.0000 1,835,119.48 07/31/2010 12X4226 1226301 09/30/2036 01999 5.649998400 187,000,000.0000 8,804,580.84 07/31/2010 12X4226 1226301 09/30/2037 01999 5.649998400 31,250,000.0000 1,471,353.75 07/31/2010 12X4226 1226301 09/30/2038 01999 5.649998400 58,000,000.0000 2,730,832.56 07/31/2010 12X4226 1226301 09/30/2039 01999 5.649998400 44,200,000.0000 2,081,082.74 07/31/2010 12X4226 1226301 09/30/2040 01999 5.649998400 83,117,000.0000 3,913,424.31 07/31/2010 12X4226 1226301 09/30/2041 01999 5.649998400 9,980,000.0000 469,891.53 07/31/2010 12X4226 1226301 09/30/2042 01999 5.649998400 48,054,000.0000 2,262,541.86 07/31/2010 12X4226 1226301 09/30/2043 01999 5.649998400 7,741,000.0000 364,471.98 07/31/2010 12X4226 1226301 09/30/2044 01999 5.649998400 11,319,000.0000 532,936.10 07/31/2010 12X4226 1226301 09/30/2045 01999 5.649998400 721,000.0000 33,947.07 07/31/2010 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 3,186,567.53 07/31/2010 12X4226 1226301 09/30/2036 02000 5.389999200 70,000,000.0000 3,144,166.20 07/31/2010 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,526,562.13 07/31/2010 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 4,985,749.26 07/31/2010 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 4,118,857.72 07/31/2010 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,622,075.34 07/31/2010 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,167,159.41 07/31/2010 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,556,995.22 07/31/2010 12X4226 1226301 09/30/2043 02000 5.389999200 15,114,000.0000 678,870.40 07/31/2010 12X4226 1226301 09/30/2044 02000 5.389999200 706,000.0000 31,711.16 07/31/2010 12X4226 1226301 09/30/2045 02000 5.389999200 523,000.0000 23,491.41 07/31/2010 12X4226 1226301 09/30/2037 02001 5.029999200 51,071,000.0000 2,140,725.74 07/31/2010 12X4226 1226301 09/30/2038 02001 5.029999200 175,000,000.0000 7,335,415.50 07/31/2010 12X4226 1226301 09/30/2039 02001 5.029999200 163,000,000.0000 6,832,415.58 07/31/2010 12X4226 1226301 09/30/2040 02001 5.029999200 87,344,600.0000 3,661,193.90 07/31/2010 12X4226 1226301 09/30/2041 02001 5.029999200 48,088,000.0000 2,015,688.35 07/31/2010 12X4226 1226301 09/30/2042 02001 5.029999200 58,527,000.0000 2,453,256.36 07/31/2010 12X4226 1226301 09/30/2043 02001 5.029999200 20,095,000.0000 842,315.28 07/31/2010 12X4226 1226301 09/30/2044 02001 5.029999200 3,679,000.0000 154,211.39 07/31/2010 12X4226 1226301 09/30/2045 02001 5.029999200 3,519,000.0000 147,504.73 07/31/2010 12X4226 1226301 09/30/2038 02002 4.849999200 70,653,000.0000 2,855,558.28 07/31/2010 12X4226 1226301 09/30/2039 02002 4.849999200 251,000,000.0000 10,144,581.66 07/31/2010 12X4226 1226301 09/30/2040 02002 4.849999200 236,472,000.0000 9,557,408.42 07/31/2010 12X4226 1226301 09/30/2041 02002 4.849999200 101,381,000.0000 4,097,481.41 07/31/2010 12X4226 1226301 09/30/2042 02002 4.849999200 177,538,000.0000 7,175,492.98 07/31/2010 12X4226 1226301 09/30/2043 02002 4.849999200 42,528,000.0000 1,718,839.72 07/31/2010 12X4226 1226301 09/30/2044 02002 4.849999200 26,118,000.0000 1,055,602.33 07/31/2010 12X4226 1226301 09/30/2045 02002 4.849999200 21,708,000.0000 877,364.86 07/31/2010 12X4226 1226301 09/30/2039 02003 4.799998800 75,520,000.0000 3,020,799.24 07/31/2010 12X4226 1226301 09/30/2040 02003 4.799998800 190,000,000.0000 7,599,998.10 07/31/2010 12X4226 1226301 09/30/2041 02003 4.799998800 118,980,000.0000 4,759,198.81 07/31/2010 12X4226 1226301 09/30/2042 02003 4.799998800 123,287,000.0000 4,931,478.77 07/31/2010 12X4226 1226301 09/30/2043 02003 4.799998800 97,576,000.0000 3,903,039.02 07/31/2010 12X4226 1226301 09/30/2044 02003 4.799998800 17,934,000.0000 717,359.82 07/31/2010 12X4226 1226301 09/30/2045 02003 4.799998800 11,073,000.0000 442,919.89 07/31/2010 12X4226 1226301 09/30/2040 02004 4.709998800 104,485,000.0000 4,101,035.21 07/31/2010 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 7,714,546.28 07/31/2010 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 9,182,966.91 07/31/2010 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 4,434,542.37 07/31/2010 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 2,101,287.46 07/31/2010 12X4226 1226301 09/30/2045 02004 4.709998800 9,227,000.0000 362,159.66 07/31/2010 12X4226 1226301 09/30/2041 02005 4.770000000 116,237,000.0000 4,620,420.75 07/31/2010 12X4226 1226301 09/30/2042 02005 4.770000000 215,576,000.0000 8,569,146.00 07/31/2010 12X4226 1226301 09/30/2043 02005 4.770000000 176,866,000.0000 7,030,423.50 07/31/2010 12X4226 1226301 09/30/2044 02005 4.770000000 95,770,000.0000 3,806,857.50 07/31/2010 12X4226 1226301 09/30/2045 02005 4.770000000 55,436,000.0000 2,203,581.00 07/31/2010 12X4226 1226301 09/30/2041 02006 4.610001600 24,561,400.0000 943,567.44 07/31/2010 12X4226 1226301 09/30/2042 02006 4.610001600 173,436,000.0000 6,662,835.31 07/31/2010 12X4226 1226301 09/30/2043 02006 4.610001600 290,126,000.0000 11,145,677.70 07/31/2010 12X4226 1226301 09/30/2044 02006 4.610001600 182,138,000.0000 6,997,137.26 07/31/2010 12X4226 1226301 09/30/2045 02006 4.610001600 66,058,000.0000 2,537,729.05 07/31/2010 12X4226 1226301 09/30/2042 02007 4.809999600 40,529,000.0000 1,624,537.28 07/31/2010 12X4226 1226301 09/30/2043 02007 4.809999600 186,664,000.0000 7,482,114.71 07/31/2010 12X4226 1226301 09/30/2044 02007 4.809999600 227,809,000.0000 9,131,343.32 07/31/2010 12X4226 1226301 09/30/2045 02007 4.809999600 127,431,000.0000 5,107,858.83 07/31/2010 12X4226 1226301 09/30/2043 02008 5.010001200 24,874,000.0000 1,038,489.75 07/31/2010 12X4226 1226301 09/30/2044 02008 5.010001200 144,101,000.0000 6,016,218.19 07/31/2010 12X4226 1226301 09/30/2045 02008 5.010001200 206,256,000.0000 8,611,190.06 07/31/2010 12X4226 1226301 09/30/2044 02009 4.910000400 48,444,000.0000 1,982,167.16 07/31/2010 12X4226 1226301 09/30/2045 02009 4.910000400 105,687,000.0000 4,324,360.10 07/31/2010 12X4226 1226301 09/30/2045 02010 4.910000400 15,620,000.0000 639,118.39 07/31/2010 ------------------------ ---------------------- 9,206,153,000.0000 410,251,451.44 ======================== ====================== 9,206,153,000.0000 410,251,451.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 06/30/2010 INT + 0.0000 172,250.01 477359 1226301 09/30/2030 01993 06/30/2010 INT + 0.0000 34,399.99 477361 1226301 09/30/2033 01997 06/30/2010 INT + 0.0000 102,035.22 477363 1226301 09/30/2034 01997 06/30/2010 INT + 0.0000 46,964.81 477365 1226301 09/30/2034 01998 06/30/2010 INT + 0.0000 57,999.99 477367 1226301 09/30/2036 02000 06/30/2010 INT + 0.0000 53,899.99 477371 1226301 09/30/2038 02002 06/30/2010 INT + 0.0000 242,499.96 477373 1226301 09/30/2040 01999 06/30/2010 INT + 0.0000 56,499.98 477369 1226301 09/30/2040 02004 06/30/2010 INT + 0.0000 188,399.95 477375 1226301 09/30/2040 02005 06/30/2010 INT + 0.0000 47,485.35 477377 1226301 09/30/2041 02005 06/30/2010 INT + 0.0000 191,014.65 477379 1226301 09/30/2041 02006 06/30/2010 INT + 0.0000 164,752.23 477381 1226301 09/30/2042 02007 06/30/2010 INT + 0.0000 24,049.99 477383 1226301 09/30/2044 02009 06/30/2010 INT + 0.0000 491,000.04 477385 ------------------------ ---------------------- 0.0000 1,873,252.16 ======================== ====================== 0.0000 1,873,252.16 ============================================================================================================================ TRANSACTIONS ============================================================================================================================