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 69,474.17 01/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 229,666.68 01/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 12,172.33 01/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 39,709.37 01/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 16,076.67 01/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 55,120.00 01/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 12,057.50 01/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 351,311.21 01/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 92,933.33 01/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 27,880.00 01/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 24,067.41 01/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,463.70 01/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 85,266.33 01/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 23,698.00 01/31/2011 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 88,449.29 01/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 580,833.30 01/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 58,083.33 01/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,370.77 01/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 64,472.50 01/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 116,166.66 01/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 27,880.00 01/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 594,569.46 01/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 363,549.98 01/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 22,033.33 01/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 46,402.20 01/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 29,304.33 01/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 45,719.16 01/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 162,583.96 01/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 41,973.50 01/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 879,887.88 01/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 169,866.62 01/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 63,699.98 01/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 23,356.66 01/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 74,847.48 01/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 59,323.80 01/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 94,212.28 01/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 158,209.53 01/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 36,096.66 01/31/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 01/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 658,435.39 01/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 160,266.62 01/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 120,199.97 01/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 20,033.33 01/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 20,474.06 01/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,019.10 01/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 19,432.33 01/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 92,153.31 01/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 18,030.00 01/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 5,426.67 01/31/2011 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 35,914.66 01/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 789,333.12 01/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 493,333.20 01/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 197,333.28 01/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 11,840.00 01/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 42,574.66 01/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 73,921.05 01/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 157,866.62 01/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 9,866.66 01/31/2011 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 93,454.66 01/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 804,966.61 01/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 314,133.31 01/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 157,066.66 01/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 58,900.00 01/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 39,266.66 01/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 14,037.83 01/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 139,396.66 01/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,531.40 01/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 16,943.57 01/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 171,252.71 01/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,122,566.51 01/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 294,319.96 01/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 84,899.99 01/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 47,166.66 01/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 76,334.52 01/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 135,839.98 01/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 71,693.32 01/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,641.40 01/31/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 68,128.50 01/31/2011 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 200,508.00 01/31/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 1,188,000.00 01/31/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 759,000.00 01/31/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 480,810.00 01/31/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 217,717.50 01/31/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 177,556.50 01/31/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 10,015.50 01/31/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 9,141.00 01/31/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 29,881.50 01/31/2011 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 42,966.00 01/31/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 92,847.98 01/31/2011 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 459,087.89 01/31/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 1,311,999.67 01/31/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 935,999.77 01/31/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 886,111.78 01/31/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 345,327.91 01/31/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 220,559.94 01/31/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 75,263.98 01/31/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 3,776.00 01/31/2011 12X4225 1225303 09/30/2051 02002 4.799998800 494,000.0000 7,904.00 01/31/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 31,882.61 01/31/2011 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 569,234.36 01/31/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 1,141,575.72 01/31/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 648,885.11 01/31/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 367,295.26 01/31/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 129,235.29 01/31/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 4,827.80 01/31/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 2,342.20 01/31/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 320,608.45 01/31/2011 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 799,269.94 01/31/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 2,007,070.21 01/31/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 1,087,126.55 01/31/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 973,534.73 01/31/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 489,823.68 01/31/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 103,711.55 01/31/2011 12X4225 1225303 09/30/2051 02004 4.690000800 8,942,000.0000 139,793.29 01/31/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 853,828.05 01/31/2011 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 1,527,401.57 01/31/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 2,415,073.35 01/31/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 1,723,077.75 01/31/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 1,280,689.26 01/31/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 559,723.98 01/31/2011 12X4225 1225303 09/30/2051 02005 4.749998400 19,234,000.0000 304,538.23 01/31/2011 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 320,889.84 01/31/2011 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 26,637.93 01/31/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 1,362,871.25 01/31/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 1,817,938.48 01/31/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 736,864.44 01/31/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 213,875.11 01/31/2011 12X4225 1225303 09/30/2051 02006 4.629999600 2,590,000.0000 39,972.33 01/31/2011 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 247,596.00 01/31/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 1,554,630.00 01/31/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 1,359,345.00 01/31/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 871,845.00 01/31/2011 12X4225 1225303 09/30/2051 02007 4.500000000 3,325,000.0000 49,875.00 01/31/2011 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 529,357.18 01/31/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 1,551,655.20 01/31/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 1,064,902.83 01/31/2011 12X4225 1225303 09/30/2051 02008 4.659998400 37,498,000.0000 582,468.73 01/31/2011 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 1,748,382.95 01/31/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 2,310,741.11 01/31/2011 12X4225 1225303 09/30/2051 02009 4.709998800 66,315,000.0000 1,041,145.23 01/31/2011 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 1,458,980.42 01/31/2011 12X4225 1225303 09/30/2051 02010 4.709998800 158,646,000.0000 2,490,741.57 01/31/2011 12X4225 1225303 09/30/2051 02011 4.709998800 1,333,000.0000 20,928.09 01/31/2011 ------------------------ ---------------------- 3,518,045,248.0000 57,952,051.83 ======================== ====================== 3,518,045,248.0000 57,952,051.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00