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 969,824.97 04/30/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 4,662,233.60 04/30/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,009,583.45 04/30/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,009.58 04/30/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 217,115.40 04/30/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 275,594.27 04/30/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 91,154.71 04/30/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,356,267.87 04/30/2011 12X4226 1226301 09/30/2030 01993 6.879999600 78,992,000.0000 3,170,212.08 04/30/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,006,666.55 04/30/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,484,933.25 04/30/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 321,066.65 04/30/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 601,999.97 04/30/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 722,399.96 04/30/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 527,753.30 04/30/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 359,273.58 04/30/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 268,050.52 04/30/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,508,611.91 04/30/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 244,813.32 04/30/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,090.27 04/30/2011 12X4226 1226301 09/30/2031 01994 6.710000400 67,016,000.0000 2,623,118.09 04/30/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,871,250.35 04/30/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,174,250.07 04/30/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 195,708.35 04/30/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 508,841.70 04/30/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 362,060.44 04/30/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 503,948.99 04/30/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 194,338.39 04/30/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,665,438.87 04/30/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 301,390.85 04/30/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 3,327.04 04/30/2011 12X4226 1226301 09/30/2032 01995 6.559999200 142,401,000.0000 5,449,210.94 04/30/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,165,999.37 04/30/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 841,866.56 04/30/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 191,333.31 04/30/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 466,853.28 04/30/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 296,298.76 04/30/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 279,691.03 04/30/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,751,771.25 04/30/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 141,586.65 04/30/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 4,285.87 04/30/2011 12X4226 1226301 09/30/2045 01995 1.000000800 8,000,000.0000 0.00 04/30/2011 12X4226 1226301 09/30/2032 01996 6.260000400 15,148,000.0000 553,154.50 04/30/2011 12X4226 1226301 09/30/2033 01996 6.260000400 172,000,000.0000 6,280,867.07 04/30/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,058,983.40 04/30/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 839,883.39 04/30/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 36,516.67 04/30/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 277,526.68 04/30/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,622,837.29 04/30/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 189,485.00 04/30/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,113,758.40 04/30/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 133,358.88 04/30/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,022.47 04/30/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 281,835.65 04/30/2011 12X4226 1226301 09/30/2034 01997 5.960001600 213,224,000.0000 7,413,089.72 04/30/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,364,133.97 04/30/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 417,200.11 04/30/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 493,686.80 04/30/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,729,484.77 04/30/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 170,808.68 04/30/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,650,860.84 04/30/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 177,310.05 04/30/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 72,558.05 04/30/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 4,484.90 04/30/2011 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 118,450.49 04/30/2011 12X4226 1226301 09/30/2034 01998 5.799999600 19,650,000.0000 664,824.95 04/30/2011 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 4,330,666.37 04/30/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 634,374.96 04/30/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 947,333.27 04/30/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 862,749.94 04/30/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 7,774,527.30 04/30/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 354,404.14 04/30/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,428,747.73 04/30/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 646,656.46 04/30/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 123,796.16 04/30/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 981.17 04/30/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 45,945.66 04/30/2011 12X4226 1226301 09/30/2022 01999 5.659999200 38,976,000.0000 1,286,857.42 04/30/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 6,174,115.79 04/30/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,031,770.69 04/30/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,914,966.40 04/30/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,459,336.46 04/30/2011 12X4226 1226301 09/30/2040 01999 5.659999200 69,117,000.0000 2,282,012.63 04/30/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 329,506.29 04/30/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,586,582.68 04/30/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 255,581.98 04/30/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 373,715.60 04/30/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 287,938.31 04/30/2011 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 2,226,458.54 04/30/2011 12X4226 1226301 09/30/2036 02000 5.379998400 60,000,000.0000 1,882,999.44 04/30/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,765,311.98 04/30/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 3,483,548.96 04/30/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,877,850.81 04/30/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,133,345.98 04/30/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 815,495.67 04/30/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,485,276.81 04/30/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 474,327.56 04/30/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 22,156.63 04/30/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 330,246.72 04/30/2011 12X4226 1226301 09/30/2046 02000 5.379998400 3,923,000.0000 123,116.78 04/30/2011 12X4226 1226301 09/30/2037 02001 4.989999600 39,071,000.0000 1,137,291.60 04/30/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 5,093,957.93 04/30/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 4,744,657.95 04/30/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 2,542,455.53 04/30/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,399,761.42 04/30/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,703,623.29 04/30/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 584,931.91 04/30/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 107,089.55 04/30/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 102,432.22 04/30/2011 12X4226 1226301 09/30/2046 02001 4.989999600 46,000.0000 1,338.98 04/30/2011 12X4226 1226301 09/30/2038 02002 4.799998800 65,653,000.0000 1,838,283.54 04/30/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 7,027,998.24 04/30/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 6,621,214.34 04/30/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 2,838,667.29 04/30/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 4,971,062.76 04/30/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,190,783.70 04/30/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 731,303.82 04/30/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,027,823.74 04/30/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,382,000.0000 122,695.97 04/30/2011 12X4226 1226301 09/30/2039 02003 4.740001200 66,520,000.0000 1,839,278.47 04/30/2011 12X4226 1226301 09/30/2040 02003 4.740001200 190,000,000.0000 5,253,501.33 04/30/2011 12X4226 1226301 09/30/2041 02003 4.740001200 118,980,000.0000 3,289,797.83 04/30/2011 12X4226 1226301 09/30/2042 02003 4.740001200 123,287,000.0000 3,408,886.41 04/30/2011 12X4226 1226301 09/30/2043 02003 4.740001200 97,576,000.0000 2,697,977.08 04/30/2011 12X4226 1226301 09/30/2044 02003 4.740001200 17,934,000.0000 495,875.23 04/30/2011 12X4226 1226301 09/30/2045 02003 4.740001200 32,073,000.0000 886,818.67 04/30/2011 12X4226 1226301 09/30/2046 02003 4.740001200 4,261,000.0000 117,816.68 04/30/2011 12X4226 1226301 09/30/2040 02004 4.709998800 101,485,000.0000 2,788,299.66 04/30/2011 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 5,400,182.40 04/30/2011 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 6,428,076.84 04/30/2011 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 3,104,179.66 04/30/2011 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 1,470,901.23 04/30/2011 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 390,886.73 04/30/2011 12X4226 1226301 09/30/2046 02004 4.709998800 11,708,000.0000 321,677.22 04/30/2011 12X4226 1226301 09/30/2041 02005 4.650001200 106,237,000.0000 2,881,679.37 04/30/2011 12X4226 1226301 09/30/2042 02005 4.650001200 215,576,000.0000 5,847,500.51 04/30/2011 12X4226 1226301 09/30/2043 02005 4.650001200 176,866,000.0000 4,797,491.49 04/30/2011 12X4226 1226301 09/30/2044 02005 4.650001200 95,770,000.0000 2,597,761.92 04/30/2011 12X4226 1226301 09/30/2045 02005 4.650001200 104,436,000.0000 2,832,827.23 04/30/2011 12X4226 1226301 09/30/2046 02005 4.650001200 24,559,000.0000 666,163.05 04/30/2011 12X4226 1226301 09/30/2041 02006 4.500000000 9,561,400.0000 250,986.75 04/30/2011 12X4226 1226301 09/30/2042 02006 4.500000000 173,436,000.0000 4,552,695.00 04/30/2011 12X4226 1226301 09/30/2043 02006 4.500000000 290,126,000.0000 7,615,807.50 04/30/2011 12X4226 1226301 09/30/2044 02006 4.500000000 182,138,000.0000 4,781,122.50 04/30/2011 12X4226 1226301 09/30/2045 02006 4.500000000 112,058,000.0000 2,941,522.50 04/30/2011 12X4226 1226301 09/30/2046 02006 4.500000000 34,209,000.0000 897,986.25 04/30/2011 12X4226 1226301 09/30/2042 02007 4.520001600 40,529,000.0000 1,068,615.01 04/30/2011 12X4226 1226301 09/30/2043 02007 4.520001600 186,664,000.0000 4,921,709.21 04/30/2011 12X4226 1226301 09/30/2044 02007 4.520001600 227,809,000.0000 6,006,566.09 04/30/2011 12X4226 1226301 09/30/2045 02007 4.520001600 197,431,000.0000 5,205,599.21 04/30/2011 12X4226 1226301 09/30/2046 02007 4.520001600 83,142,000.0000 2,192,178.18 04/30/2011 12X4226 1226301 09/30/2043 02008 4.709998800 24,874,000.0000 683,412.98 04/30/2011 12X4226 1226301 09/30/2044 02008 4.709998800 144,101,000.0000 3,959,173.97 04/30/2011 12X4226 1226301 09/30/2045 02008 4.709998800 296,256,000.0000 8,139,631.53 04/30/2011 12X4226 1226301 09/30/2046 02008 4.709998800 148,280,000.0000 4,073,991.96 04/30/2011 12X4226 1226301 09/30/2044 02009 4.870000800 48,444,000.0000 1,376,213.53 04/30/2011 12X4226 1226301 09/30/2045 02009 4.870000800 155,633,968.0000 4,421,302.37 04/30/2011 12X4226 1226301 09/30/2046 02009 4.870000800 197,652,000.0000 5,614,964.82 04/30/2011 12X4226 1226301 09/30/2045 02010 2.940001200 36,442,402.0000 624,987.45 04/30/2011 12X4226 1226301 09/30/2046 02010 2.940001200 154,503,000.0000 2,649,727.53 04/30/2011 12X4226 1226301 09/30/2046 02011 2.940001200 2,119,000.0000 36,340.86 04/30/2011 ------------------------ ---------------------- 10,082,064,370.0000 304,533,539.38 ======================== ====================== 10,082,064,370.0000 304,533,539.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00