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 326,054.0000 11,232.56 03/31/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 344,500.02 03/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 18,258.50 03/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 59,564.05 03/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 24,115.00 03/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 82,680.00 03/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 18,086.25 03/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 6,821,600.0000 237,732.75 03/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 139,399.99 03/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 41,820.00 03/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 36,101.11 03/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,195.55 03/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 127,899.49 03/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 35,547.00 03/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,758,646.0000 793,138.77 03/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 87,125.00 03/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,056.15 03/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 96,708.74 03/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 174,249.99 03/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 41,820.00 03/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 21,781.25 03/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,023,055.0000 661,761.93 03/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 545,324.97 03/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 33,050.00 03/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 69,603.30 03/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 43,956.50 03/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 68,578.75 03/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 243,875.94 03/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 62,960.25 03/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 32,712,595.0000 1,041,895.89 03/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 254,799.94 03/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 95,549.98 03/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 35,034.99 03/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 112,271.22 03/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 88,985.69 03/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 141,318.41 03/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 237,314.29 03/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 54,144.99 03/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 22,836.44 03/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,577,672.0000 828,708.82 03/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 240,399.94 03/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 180,299.95 03/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 30,049.99 03/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 30,711.09 03/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,528.64 03/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 29,148.49 03/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 138,229.96 03/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 27,044.99 03/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,111.85 03/31/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 8,140.00 03/31/2012 12X4225 1225303 09/30/2040 01998 5.919998400 25,402,653.0000 751,918.33 03/31/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 739,999.80 03/31/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 295,999.92 03/31/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 17,760.00 03/31/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 63,861.98 03/31/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 110,881.57 03/31/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 236,799.94 03/31/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 14,800.00 03/31/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 26,906.39 03/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 38,598,145.0000 1,136,715.29 03/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 471,199.97 03/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 235,599.98 03/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 88,349.99 03/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 58,900.00 03/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 21,056.75 03/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 209,094.99 03/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,297.10 03/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 25,415.35 03/31/2012 12X4225 1225303 09/30/2041 02000 5.659999200 1,330,548.0000 37,654.50 03/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,683,849.76 03/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 441,479.94 03/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 127,349.98 03/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 70,749.99 03/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 114,501.78 03/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 203,759.97 03/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 107,539.98 03/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,462.10 03/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 5,575.10 03/31/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 100,747.63 03/31/2012 12X4225 1225303 09/30/2043 02001 4.880001600 65,827,819.0000 1,606,199.31 03/31/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 1,122,400.37 03/31/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 711,016.23 03/31/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 321,958.11 03/31/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 262,568.49 03/31/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 14,810.80 03/31/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 13,517.60 03/31/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 44,188.41 03/31/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 77,421.23 03/31/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 138,111.38 03/31/2012 12X4225 1225303 09/30/2043 02002 4.759999200 10,352,743.0000 246,395.24 03/31/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 1,951,599.67 03/31/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 1,392,299.77 03/31/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 1,318,091.38 03/31/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 513,675.31 03/31/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 328,082.94 03/31/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 111,955.18 03/31/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 5,616.80 03/31/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 12,328.40 03/31/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 47,423.71 03/31/2012 12X4225 1225303 09/30/2044 02003 4.740001200 25,632,209.0000 607,483.51 03/31/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 1,698,034.33 03/31/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 965,182.74 03/31/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 546,332.54 03/31/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 192,230.75 03/31/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 7,181.10 03/31/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 3,483.90 03/31/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 53,609.41 03/31/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,782,000.0000 42,233.41 03/31/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 477,836.24 03/31/2012 12X4225 1225303 09/30/2045 02004 4.659998400 26,474,235.0000 616,849.46 03/31/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 2,991,346.17 03/31/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 1,620,258.14 03/31/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 1,450,960.40 03/31/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 730,035.35 03/31/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 154,572.15 03/31/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 250,102.11 03/31/2012 12X4225 1225303 09/30/2052 02004 4.659998400 369,000.0000 8,597.70 03/31/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 1,251,083.31 03/31/2012 12X4225 1225303 09/30/2046 02005 4.640000400 54,715,416.0000 1,269,397.76 03/31/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 3,538,719.51 03/31/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 2,524,763.42 03/31/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 1,876,547.59 03/31/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 820,143.27 03/31/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 704,166.46 03/31/2012 12X4225 1225303 09/30/2052 02005 4.640000400 13,195,000.0000 306,124.03 03/31/2012 12X4225 1225303 09/30/2037 02006 4.550000400 11,305,789.0000 257,206.72 03/31/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 2,008,984.43 03/31/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 2,679,790.99 03/31/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,086,198.85 03/31/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 315,269.53 03/31/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 171,512.27 03/31/2012 12X4225 1225303 09/30/2052 02006 4.550000400 3,214,000.0000 73,118.51 03/31/2012 12X4225 1225303 09/30/2047 02007 4.240000800 1,334,368.0000 28,288.61 03/31/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 2,197,210.81 03/31/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 1,921,207.96 03/31/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 1,232,207.83 03/31/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 298,390.06 03/31/2012 12X4225 1225303 09/30/2052 02007 4.240000800 4,737,000.0000 100,424.42 03/31/2012 12X4225 1225303 09/30/2048 02008 4.420000800 3,258,064.0000 72,003.23 03/31/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 2,207,613.60 03/31/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 1,515,087.87 03/31/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 1,815,183.83 03/31/2012 12X4225 1225303 09/30/2052 02008 4.420000800 10,562,000.0000 233,420.24 03/31/2012 12X4225 1225303 09/30/2049 02009 4.460000400 51,630,535.0000 1,151,361.03 03/31/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 3,282,136.59 03/31/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 3,011,035.47 03/31/2012 12X4225 1225303 09/30/2052 02009 4.460000400 51,602,000.0000 1,150,724.70 03/31/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 787,540.47 03/31/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 6,003,585.99 03/31/2012 12X4225 1225303 09/30/2052 02010 2.949998400 174,809,000.0000 2,578,431.35 03/31/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 469,476.93 03/31/2012 12X4225 1225303 09/30/2052 02011 2.949998400 46,683,000.0000 688,573.88 03/31/2012 12X4225 1225303 09/30/2052 02012 2.949998400 10,514,000.0000 155,081.42 03/31/2012 ------------------------ ---------------------- 3,922,695,546.0000 87,825,480.09 ======================== ====================== 3,922,695,546.0000 87,825,480.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2034 01992 03/27/2012 INT + 0.0000 3,890.98 478002 1225303 09/30/2036 01993 03/27/2012 INT + 0.0000 172,451.73 478004 1225303 09/30/2036 01994 03/27/2012 INT + 0.0000 2,939.73 478006 1225303 09/30/2037 01995 03/27/2012 INT + 0.0000 10,111.48 478008 1225303 09/30/2037 02006 03/27/2012 INT + 0.0000 43,366.30 478030 1225303 09/30/2038 01996 03/27/2012 INT + 0.0000 35,557.49 478010 1225303 09/30/2039 01997 03/27/2012 INT + 0.0000 9,776.10 478012 1225303 09/30/2040 01998 03/27/2012 INT + 0.0000 90,171.84 478014 1225303 09/30/2041 01999 03/27/2012 INT + 0.0000 17,430.12 478016 1225303 09/30/2041 02000 03/27/2012 INT + 0.0000 28,058.08 478018 1225303 09/30/2043 02001 03/27/2012 INT + 0.0000 137,840.06 478020 1225303 09/30/2043 02002 03/27/2012 INT + 0.0000 48,367.70 478022 1225303 09/30/2044 02003 03/27/2012 INT + 0.0000 58,368.16 478024 1225303 09/30/2045 02004 03/27/2012 INT + 0.0000 46,361.50 478026 1225303 09/30/2046 02005 03/27/2012 INT + 0.0000 300,256.37 478028 1225303 09/30/2047 02007 03/27/2012 INT + 0.0000 53,297.48 478032 1225303 09/30/2048 02008 03/27/2012 INT + 0.0000 440,182.04 478034 1225303 09/30/2049 02009 03/27/2012 INT + 0.0000 284,446.89 478036 1225303 09/30/2050 02010 03/27/2012 INT + 0.0000 462,487.62 478038 1225303 09/30/2051 02011 03/27/2012 INT + 0.0000 21,207.36 478040 ------------------------ ---------------------- 0.0000 2,266,569.03 ======================== ====================== 0.0000 2,266,569.03