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 2,022,042.87 06/30/2010 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,994,300.35 06/30/2010 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,583,750.15 06/30/2010 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,583.75 06/30/2010 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 279,148.37 06/30/2010 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 354,335.50 06/30/2010 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 117,198.91 06/30/2010 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,743,772.98 06/30/2010 12X4226 1226301 09/30/2030 01993 6.879999600 90,992,000.0000 4,695,186.93 06/30/2010 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,579,999.85 06/30/2010 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,909,199.89 06/30/2010 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 412,799.98 06/30/2010 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 773,999.96 06/30/2010 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 928,799.95 06/30/2010 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 678,539.96 06/30/2010 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 461,923.17 06/30/2010 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 344,636.38 06/30/2010 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,939,643.89 06/30/2010 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 314,759.98 06/30/2010 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,973.20 06/30/2010 12X4226 1226301 09/30/2031 01994 6.710000400 78,016,000.0000 3,926,155.43 06/30/2010 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 7,548,750.45 06/30/2010 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,509,750.09 06/30/2010 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 251,625.02 06/30/2010 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 654,225.04 06/30/2010 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 465,506.28 06/30/2010 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 647,934.41 06/30/2010 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 249,863.64 06/30/2010 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,141,278.55 06/30/2010 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 387,502.52 06/30/2010 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,277.63 06/30/2010 12X4226 1226301 09/30/2032 01995 6.559999200 171,401,000.0000 8,432,928.17 06/30/2010 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 6,641,999.19 06/30/2010 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,082,399.87 06/30/2010 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 245,999.97 06/30/2010 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 600,239.93 06/30/2010 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 380,955.55 06/30/2010 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 359,602.76 06/30/2010 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,252,277.33 06/30/2010 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 182,039.98 06/30/2010 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 5,510.40 06/30/2010 12X4226 1226301 09/30/2032 01996 6.289999200 34,148,000.0000 1,610,931.70 06/30/2010 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 8,114,098.97 06/30/2010 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,368,074.83 06/30/2010 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,085,024.86 06/30/2010 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 47,174.99 06/30/2010 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 358,529.95 06/30/2010 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,096,503.91 06/30/2010 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 244,791.04 06/30/2010 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,438,837.32 06/30/2010 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 172,283.08 06/30/2010 12X4226 1226301 09/30/2044 01996 6.289999200 28,000.0000 1,320.90 06/30/2010 12X4226 1226301 09/30/2045 01996 6.289999200 3,718,000.0000 175,396.63 06/30/2010 12X4226 1226301 09/30/2034 01997 5.960001600 229,224,000.0000 10,246,315.55 06/30/2010 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,039,600.82 06/30/2010 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 536,400.14 06/30/2010 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 634,740.17 06/30/2010 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,080,766.13 06/30/2010 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 219,611.16 06/30/2010 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,122,535.37 06/30/2010 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 227,970.06 06/30/2010 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 93,288.93 06/30/2010 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 5,766.30 06/30/2010 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 152,293.49 06/30/2010 12X4226 1226301 09/30/2034 01998 5.799999600 30,650,000.0000 1,333,274.91 06/30/2010 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 5,567,999.62 06/30/2010 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 815,624.94 06/30/2010 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,217,999.92 06/30/2010 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,109,249.92 06/30/2010 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 9,995,820.81 06/30/2010 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 455,662.47 06/30/2010 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,836,961.37 06/30/2010 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 831,415.44 06/30/2010 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 159,166.49 06/30/2010 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,261.50 06/30/2010 12X4226 1226301 09/30/2022 01999 5.649998400 38,976,000.0000 1,651,607.53 06/30/2010 12X4226 1226301 09/30/2036 01999 5.649998400 187,000,000.0000 7,924,122.76 06/30/2010 12X4226 1226301 09/30/2037 01999 5.649998400 31,250,000.0000 1,324,218.38 06/30/2010 12X4226 1226301 09/30/2038 01999 5.649998400 58,000,000.0000 2,457,749.30 06/30/2010 12X4226 1226301 09/30/2039 01999 5.649998400 44,200,000.0000 1,872,974.47 06/30/2010 12X4226 1226301 09/30/2040 01999 5.649998400 83,117,000.0000 3,522,081.88 06/30/2010 12X4226 1226301 09/30/2041 01999 5.649998400 9,980,000.0000 422,902.38 06/30/2010 12X4226 1226301 09/30/2042 01999 5.649998400 48,054,000.0000 2,036,287.67 06/30/2010 12X4226 1226301 09/30/2043 01999 5.649998400 7,741,000.0000 328,024.78 06/30/2010 12X4226 1226301 09/30/2044 01999 5.649998400 11,319,000.0000 479,642.49 06/30/2010 12X4226 1226301 09/30/2045 01999 5.649998400 721,000.0000 30,552.37 06/30/2010 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 2,867,910.77 06/30/2010 12X4226 1226301 09/30/2036 02000 5.389999200 70,000,000.0000 2,829,749.58 06/30/2010 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,273,905.91 06/30/2010 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 4,487,174.33 06/30/2010 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 3,706,971.95 06/30/2010 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,459,867.81 06/30/2010 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,050,443.47 06/30/2010 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,201,295.70 06/30/2010 12X4226 1226301 09/30/2043 02000 5.389999200 15,114,000.0000 610,983.36 06/30/2010 12X4226 1226301 09/30/2044 02000 5.389999200 706,000.0000 28,540.05 06/30/2010 12X4226 1226301 09/30/2045 02000 5.389999200 523,000.0000 21,142.27 06/30/2010 12X4226 1226301 09/30/2037 02001 5.029999200 51,071,000.0000 1,926,653.17 06/30/2010 12X4226 1226301 09/30/2038 02001 5.029999200 175,000,000.0000 6,601,873.95 06/30/2010 12X4226 1226301 09/30/2039 02001 5.029999200 163,000,000.0000 6,149,174.02 06/30/2010 12X4226 1226301 09/30/2040 02001 5.029999200 87,344,600.0000 3,295,074.51 06/30/2010 12X4226 1226301 09/30/2041 02001 5.029999200 48,088,000.0000 1,814,119.51 06/30/2010 12X4226 1226301 09/30/2042 02001 5.029999200 58,527,000.0000 2,207,930.72 06/30/2010 12X4226 1226301 09/30/2043 02001 5.029999200 20,095,000.0000 758,083.75 06/30/2010 12X4226 1226301 09/30/2044 02001 5.029999200 3,679,000.0000 138,790.25 06/30/2010 12X4226 1226301 09/30/2045 02001 5.029999200 3,519,000.0000 132,754.25 06/30/2010 12X4226 1226301 09/30/2038 02002 4.849999200 70,653,000.0000 2,570,002.45 06/30/2010 12X4226 1226301 09/30/2039 02002 4.849999200 251,000,000.0000 9,130,123.49 06/30/2010 12X4226 1226301 09/30/2040 02002 4.849999200 236,472,000.0000 8,601,667.58 06/30/2010 12X4226 1226301 09/30/2041 02002 4.849999200 101,381,000.0000 3,687,733.27 06/30/2010 12X4226 1226301 09/30/2042 02002 4.849999200 177,538,000.0000 6,457,943.68 06/30/2010 12X4226 1226301 09/30/2043 02002 4.849999200 42,528,000.0000 1,546,955.74 06/30/2010 12X4226 1226301 09/30/2044 02002 4.849999200 26,118,000.0000 950,042.09 06/30/2010 12X4226 1226301 09/30/2045 02002 4.849999200 21,708,000.0000 789,628.37 06/30/2010 12X4226 1226301 09/30/2039 02003 4.799998800 75,520,000.0000 2,718,719.32 06/30/2010 12X4226 1226301 09/30/2040 02003 4.799998800 190,000,000.0000 6,839,998.29 06/30/2010 12X4226 1226301 09/30/2041 02003 4.799998800 118,980,000.0000 4,283,278.93 06/30/2010 12X4226 1226301 09/30/2042 02003 4.799998800 123,287,000.0000 4,438,330.89 06/30/2010 12X4226 1226301 09/30/2043 02003 4.799998800 97,576,000.0000 3,512,735.12 06/30/2010 12X4226 1226301 09/30/2044 02003 4.799998800 17,934,000.0000 645,623.84 06/30/2010 12X4226 1226301 09/30/2045 02003 4.799998800 11,073,000.0000 398,627.90 06/30/2010 12X4226 1226301 09/30/2040 02004 4.709998800 104,485,000.0000 3,690,931.68 06/30/2010 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 6,943,091.66 06/30/2010 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 8,264,670.22 06/30/2010 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 3,991,088.13 06/30/2010 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 1,891,158.72 06/30/2010 12X4226 1226301 09/30/2045 02004 4.709998800 9,227,000.0000 325,943.69 06/30/2010 12X4226 1226301 09/30/2041 02005 4.770000000 116,237,000.0000 4,158,378.68 06/30/2010 12X4226 1226301 09/30/2042 02005 4.770000000 215,576,000.0000 7,712,231.40 06/30/2010 12X4226 1226301 09/30/2043 02005 4.770000000 176,866,000.0000 6,327,381.15 06/30/2010 12X4226 1226301 09/30/2044 02005 4.770000000 95,770,000.0000 3,426,171.75 06/30/2010 12X4226 1226301 09/30/2045 02005 4.770000000 55,436,000.0000 1,983,222.90 06/30/2010 12X4226 1226301 09/30/2041 02006 4.610001600 24,561,400.0000 849,210.70 06/30/2010 12X4226 1226301 09/30/2042 02006 4.610001600 173,436,000.0000 5,996,551.78 06/30/2010 12X4226 1226301 09/30/2043 02006 4.610001600 290,126,000.0000 10,031,109.93 06/30/2010 12X4226 1226301 09/30/2044 02006 4.610001600 182,138,000.0000 6,297,423.54 06/30/2010 12X4226 1226301 09/30/2045 02006 4.610001600 66,058,000.0000 2,283,956.14 06/30/2010 12X4226 1226301 09/30/2042 02007 4.809999600 40,529,000.0000 1,462,083.55 06/30/2010 12X4226 1226301 09/30/2043 02007 4.809999600 186,664,000.0000 6,733,903.24 06/30/2010 12X4226 1226301 09/30/2044 02007 4.809999600 227,809,000.0000 8,218,208.99 06/30/2010 12X4226 1226301 09/30/2045 02007 4.809999600 127,431,000.0000 4,597,072.94 06/30/2010 12X4226 1226301 09/30/2043 02008 5.010001200 24,874,000.0000 934,640.77 06/30/2010 12X4226 1226301 09/30/2044 02008 5.010001200 144,101,000.0000 5,414,596.37 06/30/2010 12X4226 1226301 09/30/2045 02008 5.010001200 206,256,000.0000 7,750,071.06 06/30/2010 12X4226 1226301 09/30/2044 02009 4.910000400 48,444,000.0000 1,783,950.45 06/30/2010 12X4226 1226301 09/30/2045 02009 4.910000400 105,687,000.0000 3,891,924.09 06/30/2010 12X4226 1226301 09/30/2045 02010 4.910000400 15,620,000.0000 575,206.55 06/30/2010 ------------------------ ---------------------- 9,206,153,000.0000 369,226,306.30 ======================== ====================== 9,206,153,000.0000 369,226,306.30 ============================================================================================================================ 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