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 34,737.09 11/30/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 114,833.34 11/30/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 6,086.17 11/30/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 19,854.68 11/30/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 8,038.33 11/30/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 27,560.00 11/30/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 6,028.75 11/30/2010 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 175,655.61 11/30/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 46,466.66 11/30/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 13,940.00 11/30/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 12,033.70 11/30/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 731.85 11/30/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 42,633.16 11/30/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 11,849.00 11/30/2010 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 44,224.65 11/30/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 290,416.65 11/30/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 29,041.67 11/30/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 685.38 11/30/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 32,236.25 11/30/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 58,083.33 11/30/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 13,940.00 11/30/2010 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 297,284.73 11/30/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 181,774.99 11/30/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 11,016.67 11/30/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 23,201.10 11/30/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 14,652.17 11/30/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 22,859.58 11/30/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 81,291.98 11/30/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 20,986.75 11/30/2010 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 439,943.94 11/30/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 84,933.31 11/30/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 31,849.99 11/30/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 21,233.33 11/30/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 11,678.33 11/30/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 37,423.74 11/30/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 29,661.90 11/30/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 47,106.14 11/30/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 79,104.76 11/30/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 18,048.33 11/30/2010 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 11/30/2010 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 329,217.70 11/30/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 80,133.31 11/30/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 60,099.98 11/30/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 10,016.66 11/30/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 10,237.03 11/30/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 509.55 11/30/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 9,716.16 11/30/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 46,076.65 11/30/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 9,015.00 11/30/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 2,713.33 11/30/2010 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 17,957.33 11/30/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 394,666.56 11/30/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 246,666.60 11/30/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 98,666.64 11/30/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 5,920.00 11/30/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 21,287.33 11/30/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 36,960.52 11/30/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 78,933.31 11/30/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 4,933.33 11/30/2010 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 46,727.33 11/30/2010 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 402,483.31 11/30/2010 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 157,066.66 11/30/2010 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 78,533.33 11/30/2010 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 29,450.00 11/30/2010 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 19,633.33 11/30/2010 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 7,018.92 11/30/2010 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 69,698.33 11/30/2010 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 765.70 11/30/2010 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 8,471.78 11/30/2010 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 85,626.35 11/30/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 561,283.25 11/30/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 147,159.98 11/30/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 42,449.99 11/30/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 23,583.33 11/30/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 38,167.26 11/30/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 67,919.99 11/30/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 35,846.66 11/30/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 820.70 11/30/2010 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 34,064.25 11/30/2010 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 100,254.00 11/30/2010 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 594,000.00 11/30/2010 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 379,500.00 11/30/2010 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 240,405.00 11/30/2010 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 108,858.75 11/30/2010 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 88,778.25 11/30/2010 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 5,007.75 11/30/2010 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 4,570.50 11/30/2010 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 14,940.75 11/30/2010 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 21,483.00 11/30/2010 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 46,423.99 11/30/2010 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 229,543.94 11/30/2010 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 655,999.84 11/30/2010 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 467,999.88 11/30/2010 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 443,055.89 11/30/2010 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 172,663.96 11/30/2010 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 110,279.97 11/30/2010 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 37,631.99 11/30/2010 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 1,888.00 11/30/2010 12X4225 1225303 09/30/2051 02002 4.799998800 120,000.0000 960.00 11/30/2010 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 15,941.30 11/30/2010 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 284,617.18 11/30/2010 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 570,787.86 11/30/2010 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 324,442.55 11/30/2010 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 183,647.63 11/30/2010 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 64,617.64 11/30/2010 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 2,413.90 11/30/2010 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 1,171.10 11/30/2010 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 160,304.23 11/30/2010 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 399,634.97 11/30/2010 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 1,003,535.10 11/30/2010 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 543,563.28 11/30/2010 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 486,767.37 11/30/2010 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 244,911.84 11/30/2010 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 51,855.78 11/30/2010 12X4225 1225303 09/30/2051 02004 4.690000800 1,379,000.0000 10,779.19 11/30/2010 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 426,914.02 11/30/2010 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 763,700.78 11/30/2010 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 1,207,536.68 11/30/2010 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 861,538.88 11/30/2010 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 640,344.63 11/30/2010 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 279,861.99 11/30/2010 12X4225 1225303 09/30/2051 02005 4.749998400 2,792,000.0000 22,103.33 11/30/2010 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 160,444.92 11/30/2010 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 13,318.97 11/30/2010 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 681,435.62 11/30/2010 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 908,969.24 11/30/2010 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 368,432.22 11/30/2010 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 106,937.56 11/30/2010 12X4225 1225303 09/30/2051 02006 4.629999600 532,000.0000 4,105.27 11/30/2010 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 123,798.00 11/30/2010 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 777,315.00 11/30/2010 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 679,672.50 11/30/2010 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 435,922.50 11/30/2010 12X4225 1225303 09/30/2051 02007 4.500000000 2,124,000.0000 15,930.00 11/30/2010 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 264,678.59 11/30/2010 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 775,827.60 11/30/2010 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 532,451.42 11/30/2010 12X4225 1225303 09/30/2051 02008 4.659998400 22,587,000.0000 175,425.64 11/30/2010 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 874,191.48 11/30/2010 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 1,155,370.56 11/30/2010 12X4225 1225303 09/30/2051 02009 4.709998800 30,920,000.0000 242,721.94 11/30/2010 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 729,490.21 11/30/2010 12X4225 1225303 09/30/2051 02010 4.709998800 54,412,000.0000 427,134.09 11/30/2010 ------------------------ ---------------------- 3,334,534,248.0000 27,536,502.13 ======================== ====================== 3,334,534,248.0000 27,536,502.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00