Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 31DO SUB-COHORT 97X4166 976631DO 09/30/2049 02005 3.859999200 48,527,757.7900 936,585.53 03/31/2012 ------------------------ ---------------------- 48,527,757.7900 936,585.53 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 78,387,154.8300 1,512,871.77 03/31/2012 ------------------------ ---------------------- 78,387,154.8300 1,512,871.77 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,664,633.4500 412,076.17 03/31/2012 ------------------------ ---------------------- 14,664,633.4500 412,076.17 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,963,842.9800 448,583.96 03/31/2012 ------------------------ ---------------------- 15,963,842.9800 448,583.96 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,368,198.5100 38,241.15 03/31/2012 ------------------------ ---------------------- 1,368,198.5100 38,241.15 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,079,469.4800 429,321.74 03/31/2012 ------------------------ ---------------------- 16,079,469.4800 429,321.74 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,433,662.7700 990,371.02 03/31/2012 ------------------------ ---------------------- 35,433,662.7700 990,371.02 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,409,542.9900 403,674.86 03/31/2012 ------------------------ ---------------------- 16,409,542.9900 403,674.86 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 61,951,349.6600 1,527,100.27 03/31/2012 ------------------------ ---------------------- 61,951,349.6600 1,527,100.27 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,610,369.7800 1,684,384.72 03/31/2012 ------------------------ ---------------------- 68,610,369.7800 1,684,384.72 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,314,438.8700 423,979.22 03/31/2012 ------------------------ ---------------------- 18,314,438.8700 423,979.22 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,308,447.5900 569,550.58 03/31/2012 ------------------------ ---------------------- 20,308,447.5900 569,550.58 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,603,873.3800 507,911.16 03/31/2012 ------------------------ ---------------------- 27,603,873.3800 507,911.16 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,779,245.5100 264,333.06 03/31/2012 ------------------------ ---------------------- 9,779,245.5100 264,333.06 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 77,639,891.3800 2,106,369.94 03/31/2012 ------------------------ ---------------------- 77,639,891.3800 2,106,369.94 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 39,470,943.6900 1,024,112.79 03/31/2012 ------------------------ ---------------------- 39,470,943.6900 1,024,112.79 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 81,668,112.0500 2,125,616.46 03/31/2012 ------------------------ ---------------------- 81,668,112.0500 2,125,616.46 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 5.204098800 40,122,832.3400 1,044,015.92 03/31/2012 ------------------------ ---------------------- 40,122,832.3400 1,044,015.92 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 31,814,714.7400 556,757.38 03/31/2012 ------------------------ ---------------------- 31,814,714.7400 556,757.38 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 1,364,271.79 03/31/2012 ------------------------ ---------------------- 50,472,492.9000 1,364,271.79 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 86,436,410.8400 2,336,376.70 03/31/2012 ------------------------ ---------------------- 86,436,410.8400 2,336,376.70 ======================== ====================== 841,027,385.5300 20,706,506.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00