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 24,130,000.0000 1,524,010.67 08/31/2010 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 7,326,367.09 08/31/2010 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 3,157,916.85 08/31/2010 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 3,157.92 08/31/2010 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 341,181.34 08/31/2010 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 433,076.72 08/31/2010 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 143,243.11 08/31/2010 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 2,131,278.08 08/31/2010 12X4226 1226301 09/30/2030 01993 6.879999600 78,992,000.0000 4,981,761.84 08/31/2010 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 3,153,333.15 08/31/2010 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,333,466.53 08/31/2010 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 504,533.30 08/31/2010 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 945,999.95 08/31/2010 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,135,199.93 08/31/2010 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 829,326.62 08/31/2010 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 564,572.77 08/31/2010 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 421,222.24 08/31/2010 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,370,675.86 08/31/2010 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 384,706.64 08/31/2010 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 4,856.13 08/31/2010 12X4226 1226301 09/30/2031 01994 6.710000400 67,016,000.0000 4,122,042.71 08/31/2010 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 9,226,250.55 08/31/2010 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,845,250.11 08/31/2010 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 307,541.69 08/31/2010 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 799,608.38 08/31/2010 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 568,952.12 08/31/2010 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 791,919.84 08/31/2010 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 305,388.89 08/31/2010 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,617,118.23 08/31/2010 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 473,614.19 08/31/2010 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 5,228.21 08/31/2010 12X4226 1226301 09/30/2032 01995 6.559999200 142,401,000.0000 8,563,045.76 08/31/2010 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 8,117,999.01 08/31/2010 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,322,933.17 08/31/2010 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 300,666.63 08/31/2010 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 733,626.58 08/31/2010 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 465,612.34 08/31/2010 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 439,514.48 08/31/2010 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,752,783.40 08/31/2010 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 222,493.31 08/31/2010 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 6,734.93 08/31/2010 12X4226 1226301 09/30/2032 01996 6.289999200 15,148,000.0000 873,408.32 08/31/2010 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,917,232.07 08/31/2010 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,672,091.45 08/31/2010 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,326,141.50 08/31/2010 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 57,658.33 08/31/2010 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 438,203.28 08/31/2010 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,562,393.67 08/31/2010 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 299,189.05 08/31/2010 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,758,578.94 08/31/2010 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 210,568.21 08/31/2010 12X4226 1226301 09/30/2044 01996 6.289999200 28,000.0000 1,614.43 08/31/2010 12X4226 1226301 09/30/2045 01996 6.289999200 3,718,000.0000 214,373.66 08/31/2010 12X4226 1226301 09/30/2034 01997 5.960001600 213,224,000.0000 11,649,140.99 08/31/2010 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,715,067.66 08/31/2010 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 655,600.18 08/31/2010 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 775,793.54 08/31/2010 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 7,432,047.50 08/31/2010 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 268,413.64 08/31/2010 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,594,209.90 08/31/2010 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 278,630.07 08/31/2010 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 114,019.80 08/31/2010 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 7,047.70 08/31/2010 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 186,136.49 08/31/2010 12X4226 1226301 09/30/2034 01998 5.799999600 19,650,000.0000 1,044,724.93 08/31/2010 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 6,805,332.86 08/31/2010 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 996,874.93 08/31/2010 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,488,666.56 08/31/2010 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,355,749.91 08/31/2010 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 12,217,114.32 08/31/2010 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 556,920.79 08/31/2010 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 2,245,175.01 08/31/2010 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 1,016,174.43 08/31/2010 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 194,536.82 08/31/2010 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,541.83 08/31/2010 12X4226 1226301 09/30/2022 01999 5.649998400 38,976,000.0000 2,018,631.43 08/31/2010 12X4226 1226301 09/30/2036 01999 5.649998400 187,000,000.0000 9,685,038.92 08/31/2010 12X4226 1226301 09/30/2037 01999 5.649998400 31,250,000.0000 1,618,489.13 08/31/2010 12X4226 1226301 09/30/2038 01999 5.649998400 58,000,000.0000 3,003,915.82 08/31/2010 12X4226 1226301 09/30/2039 01999 5.649998400 44,200,000.0000 2,289,191.02 08/31/2010 12X4226 1226301 09/30/2040 01999 5.649998400 69,117,000.0000 3,579,683.61 08/31/2010 12X4226 1226301 09/30/2041 01999 5.649998400 9,980,000.0000 516,880.69 08/31/2010 12X4226 1226301 09/30/2042 01999 5.649998400 48,054,000.0000 2,488,796.05 08/31/2010 12X4226 1226301 09/30/2043 01999 5.649998400 7,741,000.0000 400,919.18 08/31/2010 12X4226 1226301 09/30/2044 01999 5.649998400 11,319,000.0000 586,229.71 08/31/2010 12X4226 1226301 09/30/2045 01999 5.649998400 5,721,000.0000 296,300.04 08/31/2010 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 3,505,224.28 08/31/2010 12X4226 1226301 09/30/2036 02000 5.389999200 60,000,000.0000 2,964,499.56 08/31/2010 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,779,218.34 08/31/2010 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 5,484,324.19 08/31/2010 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 4,530,743.49 08/31/2010 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,784,282.88 08/31/2010 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,283,875.35 08/31/2010 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,912,694.74 08/31/2010 12X4226 1226301 09/30/2043 02000 5.389999200 15,114,000.0000 746,757.44 08/31/2010 12X4226 1226301 09/30/2044 02000 5.389999200 706,000.0000 34,882.28 08/31/2010 12X4226 1226301 09/30/2045 02000 5.389999200 10,523,000.0000 519,923.81 08/31/2010 12X4226 1226301 09/30/2037 02001 5.029999200 39,071,000.0000 1,801,498.41 08/31/2010 12X4226 1226301 09/30/2038 02001 5.029999200 175,000,000.0000 8,068,957.05 08/31/2010 12X4226 1226301 09/30/2039 02001 5.029999200 163,000,000.0000 7,515,657.14 08/31/2010 12X4226 1226301 09/30/2040 02001 5.029999200 87,344,600.0000 4,027,313.29 08/31/2010 12X4226 1226301 09/30/2041 02001 5.029999200 48,088,000.0000 2,217,257.18 08/31/2010 12X4226 1226301 09/30/2042 02001 5.029999200 58,527,000.0000 2,698,582.00 08/31/2010 12X4226 1226301 09/30/2043 02001 5.029999200 20,095,000.0000 926,546.81 08/31/2010 12X4226 1226301 09/30/2044 02001 5.029999200 3,679,000.0000 169,632.53 08/31/2010 12X4226 1226301 09/30/2045 02001 5.029999200 3,519,000.0000 162,255.20 08/31/2010 12X4226 1226301 09/30/2038 02002 4.849999200 65,653,000.0000 2,918,822.48 08/31/2010 12X4226 1226301 09/30/2039 02002 4.849999200 251,000,000.0000 11,159,039.83 08/31/2010 12X4226 1226301 09/30/2040 02002 4.849999200 236,472,000.0000 10,513,149.27 08/31/2010 12X4226 1226301 09/30/2041 02002 4.849999200 101,381,000.0000 4,507,229.55 08/31/2010 12X4226 1226301 09/30/2042 02002 4.849999200 177,538,000.0000 7,893,042.28 08/31/2010 12X4226 1226301 09/30/2043 02002 4.849999200 42,528,000.0000 1,890,723.69 08/31/2010 12X4226 1226301 09/30/2044 02002 4.849999200 26,118,000.0000 1,161,162.56 08/31/2010 12X4226 1226301 09/30/2045 02002 4.849999200 36,708,000.0000 1,631,976.23 08/31/2010 12X4226 1226301 09/30/2039 02003 4.799998800 66,520,000.0000 2,926,879.27 08/31/2010 12X4226 1226301 09/30/2040 02003 4.799998800 190,000,000.0000 8,359,997.91 08/31/2010 12X4226 1226301 09/30/2041 02003 4.799998800 118,980,000.0000 5,235,118.69 08/31/2010 12X4226 1226301 09/30/2042 02003 4.799998800 123,287,000.0000 5,424,626.64 08/31/2010 12X4226 1226301 09/30/2043 02003 4.799998800 97,576,000.0000 4,293,342.93 08/31/2010 12X4226 1226301 09/30/2044 02003 4.799998800 17,934,000.0000 789,095.80 08/31/2010 12X4226 1226301 09/30/2045 02003 4.799998800 32,073,000.0000 1,411,211.65 08/31/2010 12X4226 1226301 09/30/2040 02004 4.709998800 101,485,000.0000 4,381,613.76 08/31/2010 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 8,486,000.91 08/31/2010 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 10,101,263.60 08/31/2010 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 4,877,996.61 08/31/2010 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 2,311,416.21 08/31/2010 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 614,250.57 08/31/2010 12X4226 1226301 09/30/2041 02005 4.770000000 106,237,000.0000 4,645,212.83 08/31/2010 12X4226 1226301 09/30/2042 02005 4.770000000 215,576,000.0000 9,426,060.60 08/31/2010 12X4226 1226301 09/30/2043 02005 4.770000000 176,866,000.0000 7,733,465.85 08/31/2010 12X4226 1226301 09/30/2044 02005 4.770000000 95,770,000.0000 4,187,543.25 08/31/2010 12X4226 1226301 09/30/2045 02005 4.770000000 104,436,000.0000 4,566,464.10 08/31/2010 12X4226 1226301 09/30/2041 02006 4.610001600 9,561,400.0000 404,048.97 08/31/2010 12X4226 1226301 09/30/2042 02006 4.610001600 173,436,000.0000 7,329,118.84 08/31/2010 12X4226 1226301 09/30/2043 02006 4.610001600 290,126,000.0000 12,260,245.47 08/31/2010 12X4226 1226301 09/30/2044 02006 4.610001600 182,138,000.0000 7,696,850.99 08/31/2010 12X4226 1226301 09/30/2045 02006 4.610001600 112,058,000.0000 4,735,385.96 08/31/2010 12X4226 1226301 09/30/2042 02007 4.809999600 40,529,000.0000 1,786,991.01 08/31/2010 12X4226 1226301 09/30/2043 02007 4.809999600 186,664,000.0000 8,230,326.18 08/31/2010 12X4226 1226301 09/30/2044 02007 4.809999600 227,809,000.0000 10,044,477.66 08/31/2010 12X4226 1226301 09/30/2045 02007 4.809999600 197,431,000.0000 8,705,061.12 08/31/2010 12X4226 1226301 09/30/2043 02008 5.010001200 24,874,000.0000 1,142,338.72 08/31/2010 12X4226 1226301 09/30/2044 02008 5.010001200 144,101,000.0000 6,617,840.01 08/31/2010 12X4226 1226301 09/30/2045 02008 5.010001200 296,256,000.0000 13,605,560.06 08/31/2010 12X4226 1226301 09/30/2044 02009 4.910000400 48,444,000.0000 2,180,383.88 08/31/2010 12X4226 1226301 09/30/2045 02009 4.910000400 145,687,000.0000 6,557,129.59 08/31/2010 12X4226 1226301 09/30/2045 02010 4.910000400 20,830,000.0000 937,523.66 08/31/2010 ------------------------ ---------------------- 9,371,363,000.0000 456,906,774.80 ======================== ====================== 9,371,363,000.0000 456,906,774.80 ============================================================================================================================ 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 09/30/2029 01992 08/30/2010 INT + 0.0000 516,750.03 477398 1226301 09/30/2030 01993 06/30/2010 INT + 0.0000 34,399.99 477361 1226301 09/30/2030 01993 08/30/2010 INT + 0.0000 412,799.97 477400 1226301 09/30/2031 01994 08/30/2010 INT + 0.0000 369,050.02 477402 1226301 09/30/2032 01995 08/30/2010 INT + 0.0000 951,199.88 477404 1226301 09/30/2032 01996 08/30/2010 INT + 0.0000 597,549.92 477406 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 01997 08/30/2010 INT + 0.0000 476,800.12 477408 1226301 09/30/2034 01998 06/30/2010 INT + 0.0000 57,999.99 477367 1226301 09/30/2034 01998 08/30/2010 INT + 0.0000 318,999.97 477410 1226301 09/30/2036 02000 06/30/2010 INT + 0.0000 53,899.99 477371 1226301 09/30/2036 02000 08/30/2010 INT + 0.0000 269,499.96 477414 1226301 09/30/2037 02001 08/30/2010 INT + 0.0000 301,799.95 477416 1226301 09/30/2038 02002 06/30/2010 INT + 0.0000 242,499.96 477373 1226301 09/30/2038 02002 08/30/2010 INT + 0.0000 121,249.98 477418 1226301 09/30/2039 02003 08/30/2010 INT + 0.0000 215,999.94 477420 1226301 09/30/2040 01999 06/30/2010 INT + 0.0000 56,499.98 477369 1226301 09/30/2040 01999 08/30/2010 INT + 0.0000 395,499.88 477412 1226301 09/30/2040 02004 06/30/2010 INT + 0.0000 188,399.95 477375 1226301 09/30/2040 02004 08/30/2010 INT + 0.0000 70,649.98 477422 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 02005 08/30/2010 INT + 0.0000 238,500.00 477424 1226301 09/30/2041 02006 06/30/2010 INT + 0.0000 164,752.23 477381 1226301 09/30/2041 02006 08/30/2010 INT + 0.0000 345,750.12 477426 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 7,475,351.88 ======================== ====================== 0.0000 7,475,351.88