Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2034 01992 6.890000400 3,025,000.0000 52,105.63 12/31/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 172,250.01 12/31/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 9,129.25 12/31/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 29,782.03 12/31/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 12,057.50 12/31/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 41,340.00 12/31/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 9,043.13 12/31/2010 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 263,483.41 12/31/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 69,700.00 12/31/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 20,910.00 12/31/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 18,050.56 12/31/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,097.77 12/31/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 63,949.75 12/31/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 17,773.50 12/31/2010 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 66,336.97 12/31/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 435,624.98 12/31/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 43,562.50 12/31/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,028.07 12/31/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 48,354.37 12/31/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 87,125.00 12/31/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 20,910.00 12/31/2010 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 445,927.10 12/31/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 272,662.48 12/31/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 16,525.00 12/31/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 34,801.65 12/31/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 21,978.25 12/31/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 34,289.37 12/31/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 121,937.97 12/31/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 31,480.12 12/31/2010 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 659,915.91 12/31/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 127,399.97 12/31/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 47,774.99 12/31/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 17,517.50 12/31/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 56,135.61 12/31/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 44,492.85 12/31/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 70,659.21 12/31/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 118,657.15 12/31/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 27,072.49 12/31/2010 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 12/31/2010 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 493,826.54 12/31/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 120,199.97 12/31/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 90,149.98 12/31/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 15,025.00 12/31/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 15,355.55 12/31/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 764.32 12/31/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 14,574.25 12/31/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 69,114.98 12/31/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 13,522.50 12/31/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 4,070.00 12/31/2010 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 26,935.99 12/31/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 591,999.84 12/31/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 369,999.90 12/31/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 147,999.96 12/31/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 8,880.00 12/31/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 31,930.99 12/31/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 55,440.79 12/31/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 118,399.97 12/31/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 7,400.00 12/31/2010 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 70,091.00 12/31/2010 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 603,724.96 12/31/2010 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 235,599.98 12/31/2010 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 117,799.99 12/31/2010 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 44,175.00 12/31/2010 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 29,450.00 12/31/2010 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 10,528.37 12/31/2010 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 104,547.49 12/31/2010 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,148.55 12/31/2010 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 12,707.67 12/31/2010 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 128,439.53 12/31/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 841,924.88 12/31/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 220,739.97 12/31/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 63,674.99 12/31/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 35,375.00 12/31/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 57,250.89 12/31/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 101,879.99 12/31/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 53,769.99 12/31/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,231.05 12/31/2010 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 51,096.38 12/31/2010 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 150,381.00 12/31/2010 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 891,000.00 12/31/2010 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 569,250.00 12/31/2010 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 360,607.50 12/31/2010 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 163,288.13 12/31/2010 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 133,167.38 12/31/2010 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 7,511.63 12/31/2010 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 6,855.75 12/31/2010 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 22,411.13 12/31/2010 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 32,224.50 12/31/2010 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 69,635.98 12/31/2010 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 344,315.91 12/31/2010 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 983,999.75 12/31/2010 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 701,999.82 12/31/2010 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 664,583.83 12/31/2010 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 258,995.94 12/31/2010 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 165,419.96 12/31/2010 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 56,447.99 12/31/2010 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 2,832.00 12/31/2010 12X4225 1225303 09/30/2051 02002 4.799998800 120,000.0000 1,440.00 12/31/2010 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 23,911.95 12/31/2010 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 426,925.77 12/31/2010 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 856,181.79 12/31/2010 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 486,663.83 12/31/2010 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 275,471.45 12/31/2010 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 96,926.47 12/31/2010 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 3,620.85 12/31/2010 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 1,756.65 12/31/2010 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 240,456.34 12/31/2010 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 599,452.45 12/31/2010 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 1,505,302.66 12/31/2010 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 815,344.91 12/31/2010 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 730,151.05 12/31/2010 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 367,367.76 12/31/2010 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 77,783.66 12/31/2010 12X4225 1225303 09/30/2051 02004 4.690000800 8,794,000.0000 103,109.67 12/31/2010 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 640,371.03 12/31/2010 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 1,145,551.18 12/31/2010 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 1,811,305.01 12/31/2010 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 1,292,308.31 12/31/2010 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 960,516.95 12/31/2010 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 419,792.98 12/31/2010 12X4225 1225303 09/30/2051 02005 4.749998400 17,782,000.0000 211,161.18 12/31/2010 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 240,667.38 12/31/2010 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 19,978.45 12/31/2010 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 1,022,153.44 12/31/2010 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 1,363,453.86 12/31/2010 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 552,648.33 12/31/2010 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 160,406.34 12/31/2010 12X4225 1225303 09/30/2051 02006 4.629999600 2,248,000.0000 26,020.60 12/31/2010 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 185,697.00 12/31/2010 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 1,165,972.50 12/31/2010 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 1,019,508.75 12/31/2010 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 653,883.75 12/31/2010 12X4225 1225303 09/30/2051 02007 4.500000000 2,920,000.0000 32,850.00 12/31/2010 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 397,017.88 12/31/2010 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 1,163,741.40 12/31/2010 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 798,677.13 12/31/2010 12X4225 1225303 09/30/2051 02008 4.659998400 34,573,000.0000 402,775.31 12/31/2010 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 1,311,287.22 12/31/2010 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 1,733,055.83 12/31/2010 12X4225 1225303 09/30/2051 02009 4.709998800 60,808,000.0000 716,014.02 12/31/2010 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 1,094,235.32 12/31/2010 12X4225 1225303 09/30/2051 02010 4.709998800 148,303,000.0000 1,746,267.38 12/31/2010 12X4225 1225303 09/30/2051 02011 4.709998800 1,099,000.0000 12,940.72 12/31/2010 ------------------------ ---------------------- 3,496,315,248.0000 43,208,592.96 ======================== ====================== 3,496,315,248.0000 43,208,592.96 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00