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 104,211.26 03/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 344,500.02 03/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 18,258.50 03/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 59,564.05 03/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 24,115.00 03/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 82,680.00 03/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 18,086.25 03/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 526,966.82 03/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 139,399.99 03/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 41,820.00 03/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 36,101.11 03/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,195.55 03/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 127,899.49 03/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 35,547.00 03/31/2011 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 132,673.94 03/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 871,249.95 03/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 87,125.00 03/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,056.15 03/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 96,708.74 03/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 174,249.99 03/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 41,820.00 03/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 891,854.20 03/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 545,324.97 03/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 33,050.00 03/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 69,603.30 03/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 43,956.50 03/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 68,578.75 03/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 243,875.94 03/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 62,960.25 03/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 1,319,831.82 03/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 254,799.94 03/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 95,549.98 03/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 35,034.99 03/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 112,271.22 03/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 88,985.69 03/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 141,318.41 03/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 237,314.29 03/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 54,144.99 03/31/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 03/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 987,653.09 03/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 240,399.94 03/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 180,299.95 03/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 30,049.99 03/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 30,711.09 03/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,528.64 03/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 29,148.49 03/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 138,229.96 03/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 27,044.99 03/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 8,140.00 03/31/2011 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 53,871.99 03/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,183,999.68 03/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 739,999.80 03/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 295,999.92 03/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 17,760.00 03/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 63,861.98 03/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 110,881.57 03/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 236,799.94 03/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 14,800.00 03/31/2011 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 140,181.99 03/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 1,207,449.92 03/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 471,199.97 03/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 235,599.98 03/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 88,349.99 03/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 58,900.00 03/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 21,056.75 03/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 209,094.99 03/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,297.10 03/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 25,415.35 03/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 256,879.06 03/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,683,849.76 03/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 441,479.94 03/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 127,349.98 03/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 70,749.99 03/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 114,501.78 03/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 203,759.97 03/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 107,539.98 03/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,462.10 03/31/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 102,192.75 03/31/2011 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 300,762.00 03/31/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 1,782,000.00 03/31/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 1,138,500.00 03/31/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 721,215.00 03/31/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 326,576.25 03/31/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 266,334.75 03/31/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 15,023.25 03/31/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 13,711.50 03/31/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 44,822.25 03/31/2011 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 64,449.00 03/31/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 139,271.97 03/31/2011 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 688,631.83 03/31/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 1,967,999.51 03/31/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 1,403,999.65 03/31/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 1,329,167.67 03/31/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 517,991.87 03/31/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 330,839.92 03/31/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 112,895.97 03/31/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 5,664.00 03/31/2011 12X4225 1225303 09/30/2051 02002 4.799998800 494,000.0000 11,856.00 03/31/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 47,823.91 03/31/2011 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 853,851.54 03/31/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 1,712,363.59 03/31/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 973,327.66 03/31/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 550,942.89 03/31/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 193,852.93 03/31/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 7,241.70 03/31/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 3,513.30 03/31/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 480,912.68 03/31/2011 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 1,198,904.90 03/31/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 3,010,605.31 03/31/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 1,630,689.83 03/31/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 1,460,302.10 03/31/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 734,735.53 03/31/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 155,567.33 03/31/2011 12X4225 1225303 09/30/2051 02004 4.690000800 9,077,000.0000 212,855.69 03/31/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 1,280,742.07 03/31/2011 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 2,291,102.35 03/31/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 3,622,610.03 03/31/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 2,584,616.63 03/31/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 1,921,033.90 03/31/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 839,585.97 03/31/2011 12X4225 1225303 09/30/2051 02005 4.749998400 19,977,000.0000 474,453.59 03/31/2011 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 481,334.76 03/31/2011 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 39,956.90 03/31/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 2,044,306.87 03/31/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 2,726,907.71 03/31/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 1,105,296.65 03/31/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 320,812.67 03/31/2011 12X4225 1225303 09/30/2051 02006 4.629999600 3,790,000.0000 87,738.49 03/31/2011 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 371,394.00 03/31/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 2,331,945.00 03/31/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 2,039,017.50 03/31/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 1,307,767.50 03/31/2011 12X4225 1225303 09/30/2051 02007 4.500000000 3,865,000.0000 86,962.50 03/31/2011 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 794,035.77 03/31/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 2,327,482.80 03/31/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 1,597,354.25 03/31/2011 12X4225 1225303 09/30/2051 02008 4.659998400 47,220,000.0000 1,100,225.62 03/31/2011 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 2,622,574.43 03/31/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 3,466,111.67 03/31/2011 12X4225 1225303 09/30/2051 02009 4.709998800 77,385,000.0000 1,822,416.29 03/31/2011 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 2,188,470.63 03/31/2011 12X4225 1225303 09/30/2051 02010 4.709998800 210,733,000.0000 4,962,760.89 03/31/2011 12X4225 1225303 09/30/2051 02011 4.709998800 4,161,000.0000 97,991.53 03/31/2011 ------------------------ ---------------------- 3,596,370,248.0000 88,769,288.65 ======================== ====================== 3,596,370,248.0000 88,769,288.65 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00