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 138,948.34 05/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 459,333.36 05/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 24,344.67 05/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 79,418.74 05/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 32,153.34 05/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 110,240.01 05/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 24,115.00 05/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 15,121,000.0000 702,622.43 05/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 185,866.66 05/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 55,760.00 05/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 48,134.82 05/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,927.40 05/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 170,532.66 05/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 47,396.00 05/31/2011 12X4225 1225303 09/30/2035 01994 6.969999600 3,807,000.0000 176,898.59 05/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,161,666.60 05/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 116,166.66 05/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,741.53 05/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 128,944.99 05/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 232,333.32 05/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 55,760.00 05/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 26,985,000.0000 1,189,138.93 05/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 727,099.96 05/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 44,066.66 05/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 92,804.39 05/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 58,608.66 05/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 91,438.33 05/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 325,167.91 05/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 83,946.99 05/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 41,439,000.0000 1,759,775.76 05/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 339,733.25 05/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 127,399.97 05/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 46,713.32 05/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 149,694.96 05/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 118,647.59 05/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 188,424.55 05/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 316,419.05 05/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 72,193.32 05/31/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 05/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 32,867,000.0000 1,316,870.78 05/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 320,533.25 05/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 240,399.94 05/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 40,066.66 05/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 40,948.12 05/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,038.19 05/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 38,864.66 05/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 184,306.62 05/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 36,059.99 05/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 10,853.33 05/31/2011 12X4225 1225303 09/30/2039 01998 5.919998400 1,820,000.0000 71,829.31 05/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,578,666.24 05/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 986,666.40 05/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 394,666.56 05/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 23,679.99 05/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 85,149.31 05/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 147,842.09 05/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 315,733.25 05/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 19,733.33 05/31/2011 12X4225 1225303 09/30/2040 01999 5.889999600 4,760,000.0000 186,909.32 05/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 1,609,933.22 05/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 628,266.62 05/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 314,133.31 05/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 117,799.99 05/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 78,533.33 05/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 28,075.66 05/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 278,793.31 05/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,062.80 05/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 33,887.13 05/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 9,077,000.0000 342,505.42 05/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,245,133.02 05/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 588,639.92 05/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 169,799.98 05/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 94,333.32 05/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 152,669.05 05/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 271,679.96 05/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 143,386.65 05/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,282.80 05/31/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 136,257.00 05/31/2011 12X4225 1225303 09/30/2042 02001 4.950000000 12,152,000.0000 401,016.00 05/31/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 2,376,000.00 05/31/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 1,518,000.00 05/31/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 961,620.00 05/31/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 435,435.00 05/31/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 355,113.00 05/31/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 20,031.00 05/31/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 18,282.00 05/31/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 59,763.00 05/31/2011 12X4225 1225303 09/30/2051 02001 4.950000000 2,604,000.0000 85,932.00 05/31/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 185,695.95 05/31/2011 12X4225 1225303 09/30/2043 02002 4.799998800 28,693,000.0000 918,175.77 05/31/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 2,623,999.34 05/31/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 1,871,999.53 05/31/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 1,772,223.56 05/31/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 690,655.83 05/31/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 441,119.89 05/31/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 150,527.96 05/31/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 7,552.00 05/31/2011 12X4225 1225303 09/30/2051 02002 4.799998800 518,000.0000 16,576.00 05/31/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 63,765.21 05/31/2011 12X4225 1225303 09/30/2044 02003 4.780000800 35,726,000.0000 1,138,468.72 05/31/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 2,283,151.45 05/31/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 1,297,770.22 05/31/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 734,590.52 05/31/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 258,470.58 05/31/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 9,655.60 05/31/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 4,684.40 05/31/2011 12X4225 1225303 09/30/2051 02003 4.780000800 74,000.0000 2,358.13 05/31/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 641,216.91 05/31/2011 12X4225 1225303 09/30/2045 02004 4.690000800 51,126,000.0000 1,598,539.87 05/31/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 4,014,140.42 05/31/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 2,174,253.10 05/31/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 1,947,069.47 05/31/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 979,647.37 05/31/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 207,423.10 05/31/2011 12X4225 1225303 09/30/2051 02004 4.690000800 10,383,000.0000 324,641.86 05/31/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 1,707,656.09 05/31/2011 12X4225 1225303 09/30/2046 02005 4.749998400 96,467,500.0000 3,054,803.14 05/31/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 4,830,146.71 05/31/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 3,446,155.51 05/31/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 2,561,378.53 05/31/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 1,119,447.96 05/31/2011 12X4225 1225303 09/30/2051 02005 4.749998400 22,708,000.0000 719,086.42 05/31/2011 12X4225 1225303 09/30/2037 02006 4.629999600 20,792,000.0000 641,779.68 05/31/2011 12X4225 1225303 09/30/2046 02006 4.629999600 1,726,000.0000 53,275.86 05/31/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 2,725,742.50 05/31/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 3,635,876.95 05/31/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 1,473,728.87 05/31/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 427,750.23 05/31/2011 12X4225 1225303 09/30/2051 02006 4.629999600 5,095,000.0000 157,265.65 05/31/2011 12X4225 1225303 09/30/2047 02007 4.500000000 16,506,400.0000 495,192.00 05/31/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 3,109,260.00 05/31/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 2,718,690.00 05/31/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 1,743,690.00 05/31/2011 12X4225 1225303 09/30/2051 02007 4.500000000 4,344,000.0000 130,320.00 05/31/2011 12X4225 1225303 09/30/2048 02008 4.659998400 34,078,800.0000 1,058,714.36 05/31/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 3,103,310.40 05/31/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 2,129,805.67 05/31/2011 12X4225 1225303 09/30/2051 02008 4.659998400 56,249,000.0000 1,747,468.33 05/31/2011 12X4225 1225303 09/30/2049 02009 4.709998800 111,362,000.0000 3,496,765.91 05/31/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 4,621,482.22 05/31/2011 12X4225 1225303 09/30/2051 02009 4.709998800 91,263,000.0000 2,865,657.47 05/31/2011 12X4225 1225303 09/30/2050 02010 4.709998800 92,928,713.0000 2,917,960.84 05/31/2011 12X4225 1225303 09/30/2051 02010 4.709998800 266,327,000.0000 8,362,665.67 05/31/2011 12X4225 1225303 09/30/2051 02011 4.709998800 4,444,000.0000 139,541.56 05/31/2011 ------------------------ ---------------------- 3,681,073,248.0000 121,014,951.81 ======================== ====================== 3,681,073,248.0000 121,014,951.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00