Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 115,706,410.0000 3,986,086.06 03/31/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,722,500.10 03/31/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,722.50 03/31/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 186,098.91 03/31/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 236,223.66 03/31/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 78,132.60 03/31/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,162,515.32 03/31/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 25,665.25 03/31/2012 12X4226 1226301 09/30/2030 01993 6.879999600 63,137,330.0000 2,171,924.03 03/31/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,719,999.90 03/31/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,272,799.93 03/31/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 275,199.98 03/31/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 515,999.97 03/31/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 619,199.96 03/31/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 452,359.97 03/31/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 307,948.78 03/31/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 229,757.59 03/31/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,293,095.92 03/31/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 209,839.99 03/31/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 2,648.80 03/31/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 85,484.00 03/31/2012 12X4226 1226301 09/30/2031 01994 6.710000400 42,942,526.0000 1,440,721.83 03/31/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,032,500.30 03/31/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,006,500.06 03/31/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 167,750.01 03/31/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 436,150.03 03/31/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 310,337.52 03/31/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 431,956.28 03/31/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 166,575.76 03/31/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,427,519.04 03/31/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 258,335.02 03/31/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 2,851.75 03/31/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 738.10 03/31/2012 12X4226 1226301 09/30/2032 01995 6.559999200 109,431,519.0000 3,589,353.39 03/31/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 4,427,999.46 03/31/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 721,599.91 03/31/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 163,999.98 03/31/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 400,159.95 03/31/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 253,970.37 03/31/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 239,735.17 03/31/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,501,518.22 03/31/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 121,359.99 03/31/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 3,673.60 03/31/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 262,399.97 03/31/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 49,429.59 03/31/2012 12X4226 1226301 09/30/2033 01996 6.260000400 166,751,771.0000 5,219,330.77 03/31/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 907,700.06 03/31/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 719,900.05 03/31/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 31,300.00 03/31/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 237,880.02 03/31/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,391,003.39 03/31/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 162,415.71 03/31/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 954,650.06 03/31/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 114,307.61 03/31/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 876.40 03/31/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 241,573.42 03/31/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 37,184.40 03/31/2012 12X4226 1226301 09/30/2034 01997 5.960001600 186,901,479.0000 5,569,665.57 03/31/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,026,400.54 03/31/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 357,600.10 03/31/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 423,160.11 03/31/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,053,844.09 03/31/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 146,407.44 03/31/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,415,023.58 03/31/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 151,980.04 03/31/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 62,192.62 03/31/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 3,844.20 03/31/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 3,650,693.75 03/31/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 543,749.96 03/31/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 811,999.94 03/31/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 739,499.95 03/31/2012 12X4226 1226301 09/30/2040 01998 5.799999600 224,380,970.0000 6,507,047.68 03/31/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 303,774.98 03/31/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,224,640.92 03/31/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 554,276.96 03/31/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 106,110.99 03/31/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 841.00 03/31/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 39,382.00 03/31/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 749,270.69 03/31/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 5,292,099.25 03/31/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 884,374.88 03/31/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,641,399.77 03/31/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,250,859.82 03/31/2012 12X4226 1226301 09/30/2040 01999 5.659999200 58,107,194.0000 1,644,433.36 03/31/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 282,433.96 03/31/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,359,928.01 03/31/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 219,070.27 03/31/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 320,327.65 03/31/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 246,804.27 03/31/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,132.00 03/31/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 1,477,993.16 03/31/2012 12X4226 1226301 09/30/2036 02000 5.379998400 49,609,586.0000 1,334,497.47 03/31/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,513,124.55 03/31/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 2,985,899.11 03/31/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,466,729.27 03/31/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 971,439.41 03/31/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 698,996.29 03/31/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,130,237.27 03/31/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 406,566.48 03/31/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 18,991.39 03/31/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 283,068.62 03/31/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 213,128.64 03/31/2012 12X4226 1226301 09/30/2047 02000 5.379998400 930,000.0000 25,016.99 03/31/2012 12X4226 1226301 09/30/2037 02001 4.989999600 13,799,281.0000 344,292.03 03/31/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 4,366,249.65 03/31/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 4,066,849.67 03/31/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 2,179,247.60 03/31/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,199,795.50 03/31/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,460,248.53 03/31/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 501,370.21 03/31/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 91,791.04 03/31/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 87,799.04 03/31/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 459,404.31 03/31/2012 12X4226 1226301 09/30/2047 02001 4.989999600 233,000.0000 5,813.35 03/31/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,263,589.0000 846,325.92 03/31/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 6,023,998.49 03/31/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 5,675,326.58 03/31/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 2,433,143.39 03/31/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 4,260,910.93 03/31/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,020,671.74 03/31/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 626,831.84 03/31/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 880,991.78 03/31/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 108,047.97 03/31/2012 12X4226 1226301 09/30/2047 02002 4.799998800 6,379,000.0000 153,095.96 03/31/2012 12X4226 1226301 09/30/2039 02003 4.730000400 45,054,524.0000 1,065,539.58 03/31/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 4,493,500.38 03/31/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 2,813,877.24 03/31/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 2,915,737.80 03/31/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 2,307,672.60 03/31/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 424,139.14 03/31/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 758,526.51 03/31/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 109,026.51 03/31/2012 12X4226 1226301 09/30/2047 02003 4.730000400 1,264,000.0000 29,893.60 03/31/2012 12X4226 1226301 09/30/2040 02004 4.680000000 76,833,548.0000 1,797,905.02 03/31/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 4,599,246.60 03/31/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 5,474,687.40 03/31/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 2,643,778.80 03/31/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 1,252,742.40 03/31/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 332,911.80 03/31/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 386,287.20 03/31/2012 12X4226 1226301 09/30/2047 02004 4.680000000 2,781,000.0000 65,075.40 03/31/2012 12X4226 1226301 09/30/2041 02005 4.600000800 68,059,153.0000 1,565,360.79 03/31/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 4,958,248.86 03/31/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 4,067,918.71 03/31/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 2,202,710.38 03/31/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 2,402,028.42 03/31/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 1,497,898.26 03/31/2012 12X4226 1226301 09/30/2047 02005 4.600000800 11,116,000.0000 255,668.04 03/31/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,196,750.0000 3,510,288.34 03/31/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 6,397,278.30 03/31/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 4,016,142.90 03/31/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 2,470,878.90 03/31/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 1,897,292.25 03/31/2012 12X4226 1226301 09/30/2047 02006 4.410000000 27,488,000.0000 606,110.40 03/31/2012 12X4226 1226301 09/30/2043 02007 4.280000400 172,661,882.0000 3,694,964.62 03/31/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 4,875,113.06 03/31/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 4,225,023.79 03/31/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 3,577,160.13 03/31/2012 12X4226 1226301 09/30/2047 02007 4.280000400 25,447,000.0000 544,565.85 03/31/2012 12X4226 1226301 09/30/2044 02008 4.399999200 95,252,546.0000 2,095,555.63 03/31/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 6,517,630.81 03/31/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 5,419,633.01 03/31/2012 12X4226 1226301 09/30/2047 02008 4.399999200 77,628,000.0000 1,707,815.69 03/31/2012 12X4226 1226301 09/30/2044 02009 4.569998400 36,439,441.0000 832,640.94 03/31/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 3,556,234.92 03/31/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 7,226,949.77 03/31/2012 12X4226 1226301 09/30/2047 02009 4.569998400 137,815,000.0000 3,149,071.65 03/31/2012 12X4226 1226301 09/30/2045 02010 3.080001600 11,772,950.0000 181,303.52 03/31/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 5,158,109.48 03/31/2012 12X4226 1226301 09/30/2047 02010 3.080001600 182,510,000.0000 2,810,655.46 03/31/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 361,871.41 03/31/2012 12X4226 1226301 09/30/2047 02011 4.410000000 49,642,000.0000 1,094,606.10 03/31/2012 12X4226 1226301 09/30/2047 02012 4.410000000 288,000.0000 6,350.40 03/31/2012 ------------------------ ---------------------- 10,673,753,419.0000 267,246,253.71 ======================== ====================== 10,673,753,419.0000 267,246,253.71 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/27/2012 INT + 0.0000 354,869.47 478357 1226301 09/30/2030 01992 03/27/2012 INT + 0.0000 10,114.17 478359 1226301 09/30/2030 01993 03/27/2012 INT + 0.0000 98,475.84 478361 1226301 09/30/2031 01994 03/27/2012 INT + 0.0000 87,111.70 478363 1226301 09/30/2032 01995 03/27/2012 INT + 0.0000 413,525.32 478365 1226301 09/30/2033 01996 03/27/2012 INT + 0.0000 41,510.97 478367 1226301 09/30/2034 01997 03/27/2012 INT + 0.0000 107,474.35 478369 1226301 09/30/2036 02000 03/27/2012 INT + 0.0000 137,470.09 478375 1226301 09/30/2037 02001 03/27/2012 INT + 0.0000 84,348.93 478377 1226301 09/30/2038 02002 03/27/2012 INT + 0.0000 9.86 478379 1226301 09/30/2039 02003 03/27/2012 INT + 0.0000 130,322.76 478381 1226301 09/30/2040 01998 03/27/2012 INT + 0.0000 156,832.85 478371 1226301 09/30/2040 01999 03/27/2012 INT + 0.0000 162,747.78 478373 1226301 09/30/2040 02004 03/27/2012 INT + 0.0000 43,440.97 478383 1226301 09/30/2041 02005 03/27/2012 INT + 0.0000 78,035.49 478385 1226301 09/30/2042 02006 03/27/2012 INT + 0.0000 12,913.58 478387 1226301 09/30/2042 02007 03/27/2012 INT + 0.0000 201,160.01 478389 1226301 09/30/2042 02007 03/27/2012 INT + 0.0000 19,260.00 478391 1226301 09/30/2043 02007 03/27/2012 INT + 0.0000 299,645.35 478393 1226301 09/30/2044 02008 03/27/2012 INT + 0.0000 969,087.81 478395 1226301 09/30/2044 02009 03/27/2012 INT + 0.0000 169,948.16 478397 1226301 09/30/2045 02010 03/27/2012 INT + 0.0000 269,106.70 478399 1226301 09/30/2046 02011 03/27/2012 INT + 0.0000 46,693.03 478401 ------------------------ ---------------------- 0.0000 3,894,105.19 ======================== ====================== 0.0000 3,894,105.19