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 17,368.54 10/31/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 57,416.67 10/31/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 3,043.08 10/31/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 9,927.34 10/31/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 4,019.17 10/31/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 13,780.00 10/31/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 3,014.38 10/31/2010 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 87,827.80 10/31/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 23,233.33 10/31/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 6,970.00 10/31/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 6,016.85 10/31/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 365.92 10/31/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 21,316.58 10/31/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 5,924.50 10/31/2010 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 22,112.32 10/31/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 145,208.33 10/31/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 14,520.83 10/31/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 342.69 10/31/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 16,118.12 10/31/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 29,041.67 10/31/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 6,970.00 10/31/2010 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 148,642.37 10/31/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 90,887.49 10/31/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 5,508.33 10/31/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 11,600.55 10/31/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 7,326.08 10/31/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 11,429.79 10/31/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 40,645.99 10/31/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 10,493.37 10/31/2010 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 219,971.97 10/31/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 42,466.66 10/31/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 15,925.00 10/31/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 5,839.17 10/31/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 18,711.87 10/31/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 14,830.95 10/31/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 23,553.07 10/31/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 39,552.38 10/31/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 9,024.16 10/31/2010 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 10/31/2010 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 164,608.85 10/31/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 40,066.66 10/31/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 30,049.99 10/31/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 5,008.33 10/31/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 5,118.52 10/31/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 254.77 10/31/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 4,858.08 10/31/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 23,038.33 10/31/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 4,507.50 10/31/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 1,356.67 10/31/2010 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 8,978.66 10/31/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 197,333.28 10/31/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 123,333.30 10/31/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 49,333.32 10/31/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 2,960.00 10/31/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 10,643.66 10/31/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 18,480.26 10/31/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 39,466.66 10/31/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 2,466.67 10/31/2010 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 23,363.67 10/31/2010 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 201,241.65 10/31/2010 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 78,533.33 10/31/2010 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 39,266.66 10/31/2010 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 14,725.00 10/31/2010 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 9,816.67 10/31/2010 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 3,509.46 10/31/2010 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 34,849.16 10/31/2010 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 382.85 10/31/2010 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 4,235.89 10/31/2010 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 42,813.18 10/31/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 280,641.63 10/31/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 73,579.99 10/31/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 21,225.00 10/31/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 11,791.67 10/31/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 19,083.63 10/31/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 33,960.00 10/31/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 17,923.33 10/31/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 410.35 10/31/2010 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 17,032.13 10/31/2010 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 50,127.00 10/31/2010 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 297,000.00 10/31/2010 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 189,750.00 10/31/2010 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 120,202.50 10/31/2010 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 54,429.38 10/31/2010 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 44,389.13 10/31/2010 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 2,503.88 10/31/2010 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 2,285.25 10/31/2010 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 7,470.38 10/31/2010 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 10,741.50 10/31/2010 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 23,211.99 10/31/2010 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 114,771.97 10/31/2010 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 327,999.92 10/31/2010 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 233,999.94 10/31/2010 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 221,527.94 10/31/2010 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 86,331.98 10/31/2010 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 55,139.99 10/31/2010 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 18,816.00 10/31/2010 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 944.00 10/31/2010 12X4225 1225303 09/30/2051 02002 4.799998800 120,000.0000 480.00 10/31/2010 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 7,970.65 10/31/2010 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 142,308.59 10/31/2010 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 285,393.93 10/31/2010 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 162,221.28 10/31/2010 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 91,823.82 10/31/2010 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 32,308.82 10/31/2010 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 1,206.95 10/31/2010 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 585.55 10/31/2010 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 80,152.11 10/31/2010 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 199,817.48 10/31/2010 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 501,767.55 10/31/2010 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 271,781.64 10/31/2010 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 243,383.68 10/31/2010 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 122,455.92 10/31/2010 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 25,927.89 10/31/2010 12X4225 1225303 09/30/2051 02004 4.690000800 827,000.0000 3,232.19 10/31/2010 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 213,457.01 10/31/2010 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 381,850.39 10/31/2010 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 603,768.34 10/31/2010 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 430,769.44 10/31/2010 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 320,172.32 10/31/2010 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 139,930.99 10/31/2010 12X4225 1225303 09/30/2051 02005 4.749998400 885,000.0000 3,503.12 10/31/2010 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 80,222.46 10/31/2010 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 6,659.48 10/31/2010 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 340,717.81 10/31/2010 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 454,484.62 10/31/2010 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 184,216.11 10/31/2010 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 53,468.78 10/31/2010 12X4225 1225303 09/30/2051 02006 4.629999600 75,000.0000 289.37 10/31/2010 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 61,899.00 10/31/2010 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 388,657.50 10/31/2010 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 339,836.25 10/31/2010 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 217,961.25 10/31/2010 12X4225 1225303 09/30/2051 02007 4.500000000 1,155,000.0000 4,331.25 10/31/2010 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 132,339.29 10/31/2010 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 387,913.80 10/31/2010 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 266,225.71 10/31/2010 12X4225 1225303 09/30/2051 02008 4.659998400 10,259,000.0000 39,839.10 10/31/2010 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 437,095.74 10/31/2010 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 577,685.28 10/31/2010 12X4225 1225303 09/30/2051 02009 4.709998800 10,749,000.0000 42,189.81 10/31/2010 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 364,745.11 10/31/2010 12X4225 1225303 09/30/2051 02010 4.709998800 31,273,000.0000 122,746.49 10/31/2010 ------------------------ ---------------------- 3,275,011,248.0000 13,535,282.70 ======================== ====================== 3,275,011,248.0000 13,535,282.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00