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 4,275,000.0000 98,182.51 01/31/2010 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 229,666.68 01/31/2010 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 12,172.33 01/31/2010 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 39,709.37 01/31/2010 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 16,076.67 01/31/2010 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 55,120.00 01/31/2010 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 12,057.50 01/31/2010 12X4225 1225303 09/30/2036 01993 6.969999600 18,121,000.0000 421,011.21 01/31/2010 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 92,933.33 01/31/2010 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 27,880.00 01/31/2010 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 24,067.41 01/31/2010 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,463.70 01/31/2010 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 85,266.33 01/31/2010 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 23,698.00 01/31/2010 12X4225 1225303 09/30/2035 01994 6.969999600 13,807,000.0000 320,782.61 01/31/2010 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 580,833.30 01/31/2010 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 58,083.33 01/31/2010 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,370.77 01/31/2010 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 64,472.50 01/31/2010 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 116,166.66 01/31/2010 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 27,880.00 01/31/2010 12X4225 1225303 09/30/2037 01995 6.609999600 33,585,000.0000 739,989.46 01/31/2010 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 363,549.98 01/31/2010 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 22,033.33 01/31/2010 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2010 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2010 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 46,402.20 01/31/2010 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 29,304.33 01/31/2010 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 45,719.16 01/31/2010 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 162,583.96 01/31/2010 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 41,973.50 01/31/2010 12X4225 1225303 09/30/2038 01996 6.369998400 55,939,000.0000 1,187,771.13 01/31/2010 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 169,866.62 01/31/2010 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 63,699.98 01/31/2010 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2010 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 23,356.66 01/31/2010 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 74,847.48 01/31/2010 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 59,323.80 01/31/2010 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 94,212.28 01/31/2010 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 158,209.53 01/31/2010 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 36,096.66 01/31/2010 12X4225 1225303 09/30/2039 01997 6.009998400 35,867,000.0000 718,535.38 01/31/2010 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 160,266.62 01/31/2010 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 120,199.97 01/31/2010 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 20,033.33 01/31/2010 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 20,474.06 01/31/2010 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,019.10 01/31/2010 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 19,432.33 01/31/2010 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 92,153.31 01/31/2010 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 18,030.00 01/31/2010 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 5,426.67 01/31/2010 12X4225 1225303 09/30/2039 01998 5.919998400 13,820,000.0000 272,714.59 01/31/2010 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 789,333.12 01/31/2010 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 493,333.20 01/31/2010 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 197,333.28 01/31/2010 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 11,840.00 01/31/2010 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 42,574.66 01/31/2010 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 73,921.05 01/31/2010 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 157,866.62 01/31/2010 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 9,866.66 01/31/2010 12X4225 1225303 09/30/2040 01999 5.900000400 10,260,000.0000 201,780.01 01/31/2010 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 806,333.39 01/31/2010 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 314,666.69 01/31/2010 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 157,333.34 01/31/2010 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 59,000.00 01/31/2010 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 39,333.34 01/31/2010 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 14,061.67 01/31/2010 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 139,633.34 01/31/2010 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 1,534.00 01/31/2010 12X4225 1225303 09/30/2049 01999 5.900000400 863,000.0000 16,972.33 01/31/2010 12X4225 1225303 09/30/2041 02000 5.659999200 15,127,000.0000 285,396.03 01/31/2010 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,122,566.51 01/31/2010 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 294,319.96 01/31/2010 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 84,899.99 01/31/2010 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 47,166.66 01/31/2010 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 76,334.52 01/31/2010 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 135,839.98 01/31/2010 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 71,693.32 01/31/2010 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,641.40 01/31/2010 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 68,541.38 01/31/2010 12X4225 1225303 09/30/2042 02001 4.979998800 24,283,000.0000 403,097.70 01/31/2010 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 1,195,199.71 01/31/2010 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 763,599.82 01/31/2010 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 483,723.88 01/31/2010 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 219,036.95 01/31/2010 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 178,632.56 01/31/2010 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 10,076.20 01/31/2010 12X4225 1225303 09/30/2049 02001 4.979998800 554,000.0000 9,196.40 01/31/2010 12X4225 1225303 09/30/2050 02001 4.979998800 3,622,000.0000 60,125.19 01/31/2010 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 93,428.32 01/31/2010 12X4225 1225303 09/30/2043 02002 4.830001200 42,693,000.0000 687,357.47 01/31/2010 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 1,320,200.33 01/31/2010 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 941,850.23 01/31/2010 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 891,650.42 01/31/2010 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 347,486.39 01/31/2010 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 221,938.56 01/31/2010 12X4225 1225303 09/30/2049 02002 4.830001200 4,704,000.0000 75,734.42 01/31/2010 12X4225 1225303 09/30/2050 02002 4.830001200 260,000.0000 4,186.00 01/31/2010 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 32,149.40 01/31/2010 12X4225 1225303 09/30/2044 02003 4.820000400 42,226,000.0000 678,431.12 01/31/2010 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 1,151,128.56 01/31/2010 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 654,315.05 01/31/2010 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 370,368.83 01/31/2010 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 130,316.74 01/31/2010 12X4225 1225303 09/30/2049 02003 4.820000400 303,000.0000 4,868.20 01/31/2010 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 326,077.20 01/31/2010 12X4225 1225303 09/30/2045 02004 4.770000000 65,665,000.0000 1,044,073.50 01/31/2010 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 2,041,305.60 01/31/2010 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 1,105,670.10 01/31/2010 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 990,140.70 01/31/2010 12X4225 1225303 09/30/2049 02004 4.770000000 31,332,000.0000 498,178.80 01/31/2010 12X4225 1225303 09/30/2050 02004 4.770000000 2,661,000.0000 42,309.90 01/31/2010 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 893,374.35 01/31/2010 12X4225 1225303 09/30/2046 02005 4.970001600 111,965,500.0000 1,854,895.71 01/31/2010 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 2,526,931.05 01/31/2010 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 1,802,884.65 01/31/2010 12X4225 1225303 09/30/2049 02005 4.970001600 80,885,665.0000 1,340,006.28 01/31/2010 12X4225 1225303 09/30/2050 02005 4.970001600 22,970,000.0000 380,536.46 01/31/2010 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 334,751.28 01/31/2010 12X4225 1225303 09/30/2046 02006 4.830001200 7,976,000.0000 128,413.63 01/31/2010 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 1,421,743.05 01/31/2010 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 1,896,467.77 01/31/2010 12X4225 1225303 09/30/2049 02006 4.830001200 47,745,000.0000 768,694.69 01/31/2010 12X4225 1225303 09/30/2050 02006 4.830001200 5,100,000.0000 82,110.02 01/31/2010 12X4225 1225303 09/30/2037 02007 5.060001600 63,000.0000 1,062.60 01/31/2010 12X4225 1225303 09/30/2047 02007 5.060001600 29,097,000.0000 490,769.56 01/31/2010 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 1,748,095.62 01/31/2010 12X4225 1225303 09/30/2049 02007 5.060001600 90,623,000.0000 1,528,508.42 01/31/2010 12X4225 1225303 09/30/2050 02007 5.060001600 27,321,000.0000 460,814.35 01/31/2010 12X4225 1225303 09/30/2048 02008 4.809999600 39,383,000.0000 631,440.71 01/31/2010 12X4225 1225303 09/30/2049 02008 4.809999600 99,892,000.0000 1,601,601.60 01/31/2010 12X4225 1225303 09/30/2050 02008 4.809999600 36,421,000.0000 583,949.98 01/31/2010 12X4225 1225303 09/30/2049 02009 4.809999600 121,362,000.0000 1,945,837.24 01/31/2010 12X4225 1225303 09/30/2050 02009 4.809999600 70,179,000.0000 1,125,203.21 01/31/2010 12X4225 1225303 09/30/2050 02010 4.809999600 5,177,000.0000 83,004.56 01/31/2010 ------------------------ ---------------------- 3,122,725,335.0000 53,528,787.10 ======================== ====================== 3,122,725,335.0000 53,528,787.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00