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 86,842.71 02/28/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 287,083.35 02/28/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 15,215.42 02/28/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 49,636.71 02/28/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 20,095.83 02/28/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 68,900.00 02/28/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 15,071.88 02/28/2011 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 439,139.02 02/28/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 116,166.66 02/28/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 34,850.00 02/28/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 30,084.26 02/28/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,829.62 02/28/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 106,582.91 02/28/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 29,622.50 02/28/2011 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 110,561.62 02/28/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 726,041.63 02/28/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 72,604.16 02/28/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,713.46 02/28/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 80,590.62 02/28/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 145,208.33 02/28/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 34,850.00 02/28/2011 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 743,211.83 02/28/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 454,437.47 02/28/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 27,541.67 02/28/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 58,002.75 02/28/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 36,630.41 02/28/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 57,148.95 02/28/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 203,229.95 02/28/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 52,466.87 02/28/2011 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 1,099,859.85 02/28/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 212,333.28 02/28/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 79,624.98 02/28/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 53,083.32 02/28/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 29,195.83 02/28/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 93,559.35 02/28/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 74,154.74 02/28/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 117,765.35 02/28/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 197,761.91 02/28/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 45,120.82 02/28/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 02/28/2011 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 823,044.24 02/28/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 200,333.28 02/28/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 150,249.96 02/28/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 25,041.66 02/28/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 25,592.58 02/28/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,273.87 02/28/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 24,290.41 02/28/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 115,191.64 02/28/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 22,537.49 02/28/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 6,783.33 02/28/2011 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 44,893.32 02/28/2011 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 986,666.40 02/28/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 616,666.50 02/28/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 246,666.60 02/28/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 14,800.00 02/28/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 53,218.32 02/28/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 92,401.31 02/28/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 197,333.28 02/28/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 12,333.33 02/28/2011 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 116,818.33 02/28/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 1,006,208.27 02/28/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 392,666.64 02/28/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 196,333.32 02/28/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 73,625.00 02/28/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 49,083.33 02/28/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 17,547.29 02/28/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 174,245.82 02/28/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,914.25 02/28/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 21,179.46 02/28/2011 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 214,065.89 02/28/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,403,208.14 02/28/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 367,899.95 02/28/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 106,124.99 02/28/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 58,958.33 02/28/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 95,418.15 02/28/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 169,799.98 02/28/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 89,616.65 02/28/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,051.75 02/28/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 85,160.63 02/28/2011 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 250,635.00 02/28/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 1,485,000.00 02/28/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 948,750.00 02/28/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 601,012.50 02/28/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 272,146.88 02/28/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 221,945.63 02/28/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 12,519.38 02/28/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 11,426.25 02/28/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 37,351.88 02/28/2011 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 53,707.50 02/28/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 116,059.97 02/28/2011 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 573,859.86 02/28/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 1,639,999.59 02/28/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 1,169,999.71 02/28/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 1,107,639.72 02/28/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 431,659.89 02/28/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 275,699.93 02/28/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 94,079.98 02/28/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 4,720.00 02/28/2011 12X4225 1225303 09/30/2051 02002 4.799998800 494,000.0000 9,880.00 02/28/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 39,853.26 02/28/2011 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 711,542.95 02/28/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 1,426,969.66 02/28/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 811,106.39 02/28/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 459,119.08 02/28/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 161,544.11 02/28/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 6,034.75 02/28/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 2,927.75 02/28/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 400,760.57 02/28/2011 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 999,087.42 02/28/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 2,508,837.76 02/28/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 1,358,908.19 02/28/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 1,216,918.42 02/28/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 612,279.60 02/28/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 129,639.44 02/28/2011 12X4225 1225303 09/30/2051 02004 4.690000800 8,993,000.0000 175,738.24 02/28/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 1,067,285.06 02/28/2011 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 1,909,251.96 02/28/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 3,018,841.69 02/28/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 2,153,847.19 02/28/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 1,600,861.58 02/28/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 699,654.97 02/28/2011 12X4225 1225303 09/30/2051 02005 4.749998400 19,464,000.0000 385,224.87 02/28/2011 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 401,112.30 02/28/2011 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 33,297.41 02/28/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 1,703,589.06 02/28/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 2,272,423.10 02/28/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 921,080.55 02/28/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 267,343.89 02/28/2011 12X4225 1225303 09/30/2051 02006 4.629999600 3,387,000.0000 65,340.87 02/28/2011 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 309,495.00 02/28/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 1,943,287.50 02/28/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 1,699,181.25 02/28/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 1,089,806.25 02/28/2011 12X4225 1225303 09/30/2051 02007 4.500000000 3,343,000.0000 62,681.25 02/28/2011 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 661,696.47 02/28/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 1,939,569.00 02/28/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 1,331,128.54 02/28/2011 12X4225 1225303 09/30/2051 02008 4.659998400 44,423,000.0000 862,546.29 02/28/2011 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 2,185,478.69 02/28/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 2,888,426.39 02/28/2011 12X4225 1225303 09/30/2051 02009 4.709998800 70,570,000.0000 1,384,935.90 02/28/2011 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 1,823,725.53 02/28/2011 12X4225 1225303 09/30/2051 02010 4.709998800 177,769,000.0000 3,488,715.74 02/28/2011 12X4225 1225303 09/30/2051 02011 4.709998800 4,154,000.0000 81,522.23 02/28/2011 ------------------------ ---------------------- 3,552,265,248.0000 73,109,942.16 ======================== ====================== 3,552,265,248.0000 73,109,942.16 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00