Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2029 01992 6.890000400 24,130,000.0000 831,278.55 03/31/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,996,200.23 03/31/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,722,500.10 03/31/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,722.50 03/31/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 186,098.91 03/31/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 236,223.66 03/31/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 78,132.60 03/31/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,162,515.32 03/31/2011 12X4226 1226301 09/30/2030 01993 6.879999600 78,992,000.0000 2,717,324.64 03/31/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,719,999.90 03/31/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,272,799.93 03/31/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 275,199.98 03/31/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 515,999.97 03/31/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 619,199.96 03/31/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 452,359.97 03/31/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 307,948.78 03/31/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 229,757.59 03/31/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,293,095.92 03/31/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 209,839.99 03/31/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 2,648.80 03/31/2011 12X4226 1226301 09/30/2031 01994 6.710000400 67,016,000.0000 2,248,386.93 03/31/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,032,500.30 03/31/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,006,500.06 03/31/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 167,750.01 03/31/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 436,150.03 03/31/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 310,337.52 03/31/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 431,956.28 03/31/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 166,575.76 03/31/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,427,519.04 03/31/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 258,335.02 03/31/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 2,851.75 03/31/2011 12X4226 1226301 09/30/2032 01995 6.559999200 142,401,000.0000 4,670,752.23 03/31/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 4,427,999.46 03/31/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 721,599.91 03/31/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 163,999.98 03/31/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 400,159.95 03/31/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 253,970.37 03/31/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 239,735.17 03/31/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,501,518.22 03/31/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 121,359.99 03/31/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 3,673.60 03/31/2011 12X4226 1226301 09/30/2045 01995 1.000000800 8,000,000.0000 0.00 03/31/2011 12X4226 1226301 09/30/2032 01996 6.260000400 15,148,000.0000 474,132.43 03/31/2011 12X4226 1226301 09/30/2033 01996 6.260000400 172,000,000.0000 5,383,600.34 03/31/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 907,700.06 03/31/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 719,900.05 03/31/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 31,300.00 03/31/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 237,880.02 03/31/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,391,003.39 03/31/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 162,415.71 03/31/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 954,650.06 03/31/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 114,307.61 03/31/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 876.40 03/31/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 241,573.42 03/31/2011 12X4226 1226301 09/30/2034 01997 5.960001600 213,224,000.0000 6,354,076.91 03/31/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,026,400.54 03/31/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 357,600.10 03/31/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 423,160.11 03/31/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,053,844.09 03/31/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 146,407.44 03/31/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,415,023.58 03/31/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 151,980.04 03/31/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 62,192.62 03/31/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 3,844.20 03/31/2011 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 101,528.99 03/31/2011 12X4226 1226301 09/30/2034 01998 5.799999600 19,650,000.0000 569,849.96 03/31/2011 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 3,711,999.74 03/31/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 543,749.96 03/31/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 811,999.94 03/31/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 739,499.95 03/31/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 6,663,880.54 03/31/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 303,774.98 03/31/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,224,640.92 03/31/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 554,276.96 03/31/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 106,110.99 03/31/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 841.00 03/31/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 39,382.00 03/31/2011 12X4226 1226301 09/30/2022 01999 5.659999200 38,976,000.0000 1,103,020.64 03/31/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 5,292,099.25 03/31/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 884,374.88 03/31/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,641,399.77 03/31/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,250,859.82 03/31/2011 12X4226 1226301 09/30/2040 01999 5.659999200 69,117,000.0000 1,956,010.82 03/31/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 282,433.96 03/31/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,359,928.01 03/31/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 219,070.27 03/31/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 320,327.65 03/31/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 246,804.27 03/31/2011 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 1,908,393.03 03/31/2011 12X4226 1226301 09/30/2036 02000 5.379998400 60,000,000.0000 1,613,999.52 03/31/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,513,124.55 03/31/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 2,985,899.11 03/31/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,466,729.27 03/31/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 971,439.41 03/31/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 698,996.29 03/31/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,130,237.27 03/31/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 406,566.48 03/31/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 18,991.39 03/31/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 283,068.62 03/31/2011 12X4226 1226301 09/30/2046 02000 5.379998400 3,923,000.0000 105,528.67 03/31/2011 12X4226 1226301 09/30/2037 02001 4.989999600 39,071,000.0000 974,821.37 03/31/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 4,366,249.65 03/31/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 4,066,849.67 03/31/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 2,179,247.60 03/31/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,199,795.50 03/31/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,460,248.53 03/31/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 501,370.21 03/31/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 91,791.04 03/31/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 87,799.04 03/31/2011 12X4226 1226301 09/30/2046 02001 4.989999600 46,000.0000 1,147.70 03/31/2011 12X4226 1226301 09/30/2038 02002 4.799998800 65,653,000.0000 1,575,671.61 03/31/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 6,023,998.49 03/31/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 5,675,326.58 03/31/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 2,433,143.39 03/31/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 4,260,910.93 03/31/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,020,671.74 03/31/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 626,831.84 03/31/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 880,991.78 03/31/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,311,000.0000 103,463.97 03/31/2011 12X4226 1226301 09/30/2039 02003 4.740001200 66,520,000.0000 1,576,524.40 03/31/2011 12X4226 1226301 09/30/2040 02003 4.740001200 190,000,000.0000 4,503,001.14 03/31/2011 12X4226 1226301 09/30/2041 02003 4.740001200 118,980,000.0000 2,819,826.71 03/31/2011 12X4226 1226301 09/30/2042 02003 4.740001200 123,287,000.0000 2,921,902.64 03/31/2011 12X4226 1226301 09/30/2043 02003 4.740001200 97,576,000.0000 2,312,551.79 03/31/2011 12X4226 1226301 09/30/2044 02003 4.740001200 17,934,000.0000 425,035.91 03/31/2011 12X4226 1226301 09/30/2045 02003 4.740001200 32,073,000.0000 760,130.29 03/31/2011 12X4226 1226301 09/30/2046 02003 4.740001200 4,034,000.0000 95,605.82 03/31/2011 12X4226 1226301 09/30/2040 02004 4.709998800 101,485,000.0000 2,389,971.14 03/31/2011 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 4,628,727.77 03/31/2011 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 5,509,780.15 03/31/2011 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 2,660,725.42 03/31/2011 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 1,260,772.48 03/31/2011 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 335,045.76 03/31/2011 12X4226 1226301 09/30/2046 02004 4.709998800 9,129,000.0000 214,987.90 03/31/2011 12X4226 1226301 09/30/2041 02005 4.650001200 106,237,000.0000 2,470,010.89 03/31/2011 12X4226 1226301 09/30/2042 02005 4.650001200 215,576,000.0000 5,012,143.29 03/31/2011 12X4226 1226301 09/30/2043 02005 4.650001200 176,866,000.0000 4,112,135.56 03/31/2011 12X4226 1226301 09/30/2044 02005 4.650001200 95,770,000.0000 2,226,653.07 03/31/2011 12X4226 1226301 09/30/2045 02005 4.650001200 104,436,000.0000 2,428,137.63 03/31/2011 12X4226 1226301 09/30/2046 02005 4.650001200 23,542,000.0000 547,351.64 03/31/2011 12X4226 1226301 09/30/2041 02006 4.500000000 9,561,400.0000 215,131.50 03/31/2011 12X4226 1226301 09/30/2042 02006 4.500000000 173,436,000.0000 3,902,310.00 03/31/2011 12X4226 1226301 09/30/2043 02006 4.500000000 290,126,000.0000 6,527,835.00 03/31/2011 12X4226 1226301 09/30/2044 02006 4.500000000 182,138,000.0000 4,098,105.00 03/31/2011 12X4226 1226301 09/30/2045 02006 4.500000000 112,058,000.0000 2,521,305.00 03/31/2011 12X4226 1226301 09/30/2046 02006 4.500000000 30,979,000.0000 697,027.50 03/31/2011 12X4226 1226301 09/30/2042 02007 4.520001600 40,529,000.0000 915,955.72 03/31/2011 12X4226 1226301 09/30/2043 02007 4.520001600 186,664,000.0000 4,218,607.89 03/31/2011 12X4226 1226301 09/30/2044 02007 4.520001600 227,809,000.0000 5,148,485.22 03/31/2011 12X4226 1226301 09/30/2045 02007 4.520001600 197,431,000.0000 4,461,942.18 03/31/2011 12X4226 1226301 09/30/2046 02007 4.520001600 78,683,000.0000 1,778,236.43 03/31/2011 12X4226 1226301 09/30/2043 02008 4.709998800 24,874,000.0000 585,782.55 03/31/2011 12X4226 1226301 09/30/2044 02008 4.709998800 144,101,000.0000 3,393,577.69 03/31/2011 12X4226 1226301 09/30/2045 02008 4.709998800 296,256,000.0000 6,976,827.02 03/31/2011 12X4226 1226301 09/30/2046 02008 4.709998800 138,762,000.0000 3,267,844.27 03/31/2011 12X4226 1226301 09/30/2044 02009 4.870000800 48,444,000.0000 1,179,611.59 03/31/2011 12X4226 1226301 09/30/2045 02009 4.870000800 155,633,968.0000 3,789,687.74 03/31/2011 12X4226 1226301 09/30/2046 02009 4.870000800 181,674,000.0000 4,423,762.63 03/31/2011 12X4226 1226301 09/30/2045 02010 2.940001200 36,442,402.0000 535,703.53 03/31/2011 12X4226 1226301 09/30/2046 02010 2.940001200 133,211,000.0000 1,958,202.50 03/31/2011 12X4226 1226301 09/30/2046 02011 2.940001200 2,037,000.0000 29,943.91 03/31/2011 ------------------------ ---------------------- 10,023,611,370.0000 259,836,423.79 ======================== ====================== 10,023,611,370.0000 259,836,423.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00