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 121,579.80 04/30/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 401,916.69 04/30/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 21,301.58 04/30/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 69,491.40 04/30/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 28,134.17 04/30/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 96,460.01 04/30/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 21,100.63 04/30/2011 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 614,794.62 04/30/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 162,633.32 04/30/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 48,790.00 04/30/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 42,117.97 04/30/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,561.47 04/30/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 149,216.07 04/30/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 41,471.50 04/30/2011 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 154,786.27 04/30/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,016,458.28 04/30/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 101,645.83 04/30/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,398.84 04/30/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 112,826.87 04/30/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 203,291.66 04/30/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 48,790.00 04/30/2011 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 1,040,496.56 04/30/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 636,212.46 04/30/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 38,558.33 04/30/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 77,116.66 04/30/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 77,116.66 04/30/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 81,203.85 04/30/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 51,282.58 04/30/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 80,008.54 04/30/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 284,521.92 04/30/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 73,453.62 04/30/2011 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 1,539,803.79 04/30/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 297,266.59 04/30/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 111,474.97 04/30/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 74,316.65 04/30/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 40,874.16 04/30/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 130,983.09 04/30/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 103,816.64 04/30/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 164,871.48 04/30/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 276,866.67 04/30/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 63,169.15 04/30/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 04/30/2011 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 1,152,261.93 04/30/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 280,466.59 04/30/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 210,349.94 04/30/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 35,058.32 04/30/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 35,829.61 04/30/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,783.42 04/30/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 34,006.57 04/30/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 161,268.29 04/30/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 31,552.49 04/30/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 9,496.66 04/30/2011 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 62,850.65 04/30/2011 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,381,332.96 04/30/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 863,333.10 04/30/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 345,333.24 04/30/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 20,719.99 04/30/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 74,505.65 04/30/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 129,361.83 04/30/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 276,266.59 04/30/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 17,266.66 04/30/2011 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 163,545.66 04/30/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 1,408,691.57 04/30/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 549,733.30 04/30/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 274,866.65 04/30/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 103,074.99 04/30/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 68,716.66 04/30/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 24,566.21 04/30/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 243,944.15 04/30/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,679.95 04/30/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 29,651.24 04/30/2011 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 299,692.24 04/30/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,964,491.39 04/30/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 515,059.93 04/30/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 148,574.98 04/30/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 82,541.66 04/30/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 133,585.41 04/30/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 237,719.97 04/30/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 125,463.32 04/30/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,872.45 04/30/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 119,224.88 04/30/2011 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 350,889.00 04/30/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 2,079,000.00 04/30/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 1,328,250.00 04/30/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 841,417.50 04/30/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 381,005.63 04/30/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 310,723.88 04/30/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 17,527.13 04/30/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 15,996.75 04/30/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 52,292.63 04/30/2011 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 75,190.50 04/30/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 162,483.96 04/30/2011 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 803,403.80 04/30/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 2,295,999.43 04/30/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 1,637,999.59 04/30/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 1,550,695.61 04/30/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 604,323.85 04/30/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 385,979.90 04/30/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 131,711.97 04/30/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 6,608.00 04/30/2011 12X4225 1225303 09/30/2051 02002 4.799998800 518,000.0000 14,504.00 04/30/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 55,794.56 04/30/2011 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 996,160.13 04/30/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 1,997,757.52 04/30/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 1,135,548.94 04/30/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 642,766.71 04/30/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 226,161.75 04/30/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 8,448.65 04/30/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 4,098.85 04/30/2011 12X4225 1225303 09/30/2051 02003 4.780000800 25,000.0000 697.08 04/30/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 561,064.80 04/30/2011 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 1,398,722.39 04/30/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 3,512,372.87 04/30/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 1,902,471.47 04/30/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 1,703,685.78 04/30/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 857,191.45 04/30/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 181,495.21 04/30/2011 12X4225 1225303 09/30/2051 02004 4.690000800 10,363,000.0000 283,514.46 04/30/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 1,494,199.08 04/30/2011 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 2,672,952.75 04/30/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 4,226,378.37 04/30/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 3,015,386.07 04/30/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 2,241,206.21 04/30/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 979,516.96 04/30/2011 12X4225 1225303 09/30/2051 02005 4.749998400 21,954,000.0000 608,308.55 04/30/2011 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 561,557.22 04/30/2011 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 46,616.38 04/30/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 2,385,024.69 04/30/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 3,181,392.33 04/30/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 1,289,512.76 04/30/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 374,281.45 04/30/2011 12X4225 1225303 09/30/2051 02006 4.629999600 4,597,000.0000 124,157.30 04/30/2011 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 433,293.00 04/30/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 2,720,602.50 04/30/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 2,378,853.75 04/30/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 1,525,728.75 04/30/2011 12X4225 1225303 09/30/2051 02007 4.500000000 4,050,000.0000 106,312.50 04/30/2011 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 926,375.06 04/30/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 2,715,396.60 04/30/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 1,863,579.96 04/30/2011 12X4225 1225303 09/30/2051 02008 4.659998400 49,043,000.0000 1,333,151.76 04/30/2011 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 3,059,670.17 04/30/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 4,043,796.94 04/30/2011 12X4225 1225303 09/30/2051 02009 4.709998800 83,108,000.0000 2,283,391.72 04/30/2011 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 2,553,215.74 04/30/2011 12X4225 1225303 09/30/2051 02010 4.709998800 237,003,000.0000 6,511,655.77 04/30/2011 12X4225 1225303 09/30/2051 02011 4.709998800 4,167,000.0000 114,488.30 04/30/2011 ------------------------ ---------------------- 3,634,496,248.0000 104,610,880.84 ======================== ====================== 3,634,496,248.0000 104,610,880.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00