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 4,650,433.73 04/30/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,009,583.45 04/30/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,009.58 04/30/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 217,115.40 04/30/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 275,594.27 04/30/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 91,154.71 04/30/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,356,267.87 04/30/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 29,942.79 04/30/2012 12X4226 1226301 09/30/2030 01993 6.879999600 63,137,330.0000 2,533,911.36 04/30/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,006,666.55 04/30/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,484,933.25 04/30/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 321,066.65 04/30/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 601,999.97 04/30/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 722,399.96 04/30/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 527,753.30 04/30/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 359,273.58 04/30/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 268,050.52 04/30/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,508,611.91 04/30/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 244,813.32 04/30/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,090.27 04/30/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 99,731.33 04/30/2012 12X4226 1226301 09/30/2031 01994 6.710000400 42,942,526.0000 1,680,842.14 04/30/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,871,250.35 04/30/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,174,250.07 04/30/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 195,708.35 04/30/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 508,841.70 04/30/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 362,060.44 04/30/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 503,948.99 04/30/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 194,338.39 04/30/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,665,438.87 04/30/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 301,390.85 04/30/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 3,327.04 04/30/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 861.12 04/30/2012 12X4226 1226301 09/30/2032 01995 6.559999200 109,431,519.0000 4,187,578.95 04/30/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,165,999.37 04/30/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 841,866.56 04/30/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 191,333.31 04/30/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 466,853.28 04/30/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 296,298.76 04/30/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 279,691.03 04/30/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,751,771.25 04/30/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 141,586.65 04/30/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 4,285.87 04/30/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 306,133.30 04/30/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 57,667.86 04/30/2012 12X4226 1226301 09/30/2033 01996 6.260000400 166,751,771.0000 6,089,219.23 04/30/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,058,983.40 04/30/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 839,883.39 04/30/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 36,516.67 04/30/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 277,526.68 04/30/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,622,837.29 04/30/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 189,485.00 04/30/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,113,758.40 04/30/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 133,358.88 04/30/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,022.47 04/30/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 281,835.65 04/30/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 43,381.80 04/30/2012 12X4226 1226301 09/30/2034 01997 5.960001600 186,901,479.0000 6,497,943.16 04/30/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,364,133.97 04/30/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 417,200.11 04/30/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 493,686.80 04/30/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,729,484.77 04/30/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 170,808.68 04/30/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,650,860.84 04/30/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 177,310.05 04/30/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 72,558.05 04/30/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 4,484.90 04/30/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 4,259,142.71 04/30/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 634,374.96 04/30/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 947,333.27 04/30/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 862,749.94 04/30/2012 12X4226 1226301 09/30/2040 01998 5.799999600 224,380,970.0000 7,591,555.63 04/30/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 354,404.14 04/30/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,428,747.73 04/30/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 646,656.46 04/30/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 123,796.16 04/30/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 981.17 04/30/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 45,945.66 04/30/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 874,149.14 04/30/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 6,174,115.79 04/30/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,031,770.69 04/30/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,914,966.40 04/30/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,459,336.46 04/30/2012 12X4226 1226301 09/30/2040 01999 5.659999200 58,107,194.0000 1,918,505.58 04/30/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 329,506.29 04/30/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,586,582.68 04/30/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 255,581.98 04/30/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 373,715.60 04/30/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 287,938.31 04/30/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,320.67 04/30/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 1,724,325.35 04/30/2012 12X4226 1226301 09/30/2036 02000 5.379998400 49,609,586.0000 1,556,913.71 04/30/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,765,311.98 04/30/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 3,483,548.96 04/30/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,877,850.81 04/30/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,133,345.98 04/30/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 815,495.67 04/30/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,485,276.81 04/30/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 474,327.56 04/30/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 22,156.63 04/30/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 330,246.72 04/30/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 248,650.08 04/30/2012 12X4226 1226301 09/30/2047 02000 5.379998400 1,065,000.0000 33,423.24 04/30/2012 12X4226 1226301 09/30/2037 02001 4.989999600 13,799,281.0000 401,674.04 04/30/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 5,093,957.93 04/30/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 4,744,657.95 04/30/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 2,542,455.53 04/30/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,399,761.42 04/30/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,703,623.29 04/30/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 584,931.91 04/30/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 107,089.55 04/30/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 102,432.22 04/30/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 535,971.70 04/30/2012 12X4226 1226301 09/30/2047 02001 4.989999600 233,000.0000 6,782.24 04/30/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,263,589.0000 987,380.25 04/30/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 7,027,998.24 04/30/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 6,621,214.34 04/30/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 2,838,667.29 04/30/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 4,971,062.76 04/30/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,190,783.70 04/30/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 731,303.82 04/30/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,027,823.74 04/30/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 126,055.97 04/30/2012 12X4226 1226301 09/30/2047 02002 4.799998800 6,565,000.0000 183,819.95 04/30/2012 12X4226 1226301 09/30/2039 02003 4.730000400 45,054,524.0000 1,243,129.51 04/30/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 5,242,417.11 04/30/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 3,282,856.78 04/30/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 3,401,694.10 04/30/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 2,692,284.69 04/30/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 494,828.99 04/30/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 884,947.60 04/30/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 127,197.59 04/30/2012 12X4226 1226301 09/30/2047 02003 4.730000400 1,295,000.0000 35,731.21 04/30/2012 12X4226 1226301 09/30/2040 02004 4.680000000 76,833,548.0000 2,097,555.86 04/30/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 5,365,787.70 04/30/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 6,387,135.30 04/30/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 3,084,408.60 04/30/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 1,461,532.80 04/30/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 388,397.10 04/30/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 450,668.40 04/30/2012 12X4226 1226301 09/30/2047 02004 4.680000000 3,624,000.0000 98,935.20 04/30/2012 12X4226 1226301 09/30/2041 02005 4.600000800 68,059,153.0000 1,826,254.26 04/30/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 5,784,623.67 04/30/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 4,745,905.16 04/30/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 2,569,828.78 04/30/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 2,802,366.49 04/30/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 1,747,547.97 04/30/2012 12X4226 1226301 09/30/2047 02005 4.600000800 12,914,000.0000 346,525.73 04/30/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,196,750.0000 4,095,336.39 04/30/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 7,463,491.35 04/30/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 4,685,500.05 04/30/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 2,882,692.05 04/30/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 2,213,507.63 04/30/2012 12X4226 1226301 09/30/2047 02006 4.410000000 28,246,000.0000 726,628.35 04/30/2012 12X4226 1226301 09/30/2043 02007 4.280000400 172,661,882.0000 4,310,792.06 04/30/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 5,687,631.90 04/30/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 4,929,194.43 04/30/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 4,173,353.49 04/30/2012 12X4226 1226301 09/30/2047 02007 4.280000400 27,582,000.0000 688,630.66 04/30/2012 12X4226 1226301 09/30/2044 02008 4.399999200 95,252,546.0000 2,444,814.90 04/30/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 7,603,902.62 04/30/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 6,322,905.18 04/30/2012 12X4226 1226301 09/30/2047 02008 4.399999200 90,789,000.0000 2,330,250.58 04/30/2012 12X4226 1226301 09/30/2044 02009 4.569998400 36,439,441.0000 971,414.42 04/30/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 4,148,940.74 04/30/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 8,431,441.40 04/30/2012 12X4226 1226301 09/30/2047 02009 4.569998400 165,559,000.0000 4,413,525.46 04/30/2012 12X4226 1226301 09/30/2045 02010 3.080001600 11,772,950.0000 211,520.78 04/30/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 6,017,794.39 04/30/2012 12X4226 1226301 09/30/2047 02010 3.080001600 212,613,000.0000 3,819,948.88 04/30/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 422,183.32 04/30/2012 12X4226 1226301 09/30/2047 02011 4.410000000 62,856,000.0000 1,616,970.60 04/30/2012 12X4226 1226301 09/30/2047 02012 4.410000000 521,000.0000 13,402.73 04/30/2012 ------------------------ ---------------------- 10,764,094,419.0000 313,905,842.18 ======================== ====================== 10,764,094,419.0000 313,905,842.18 ============================================================================================================================ 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