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 692,732.12 02/28/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,330,166.86 02/28/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,435,416.75 02/28/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,435.42 02/28/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 155,082.43 02/28/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 196,853.05 02/28/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 65,110.50 02/28/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 968,762.76 02/28/2011 12X4226 1226301 09/30/2030 01993 6.879999600 78,992,000.0000 2,264,437.20 02/28/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,433,333.25 02/28/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,060,666.61 02/28/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 229,333.32 02/28/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 429,999.98 02/28/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 515,999.97 02/28/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 376,966.64 02/28/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 256,623.99 02/28/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 191,464.66 02/28/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,077,579.94 02/28/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 174,866.66 02/28/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 2,207.33 02/28/2011 12X4226 1226301 09/30/2031 01994 6.710000400 67,016,000.0000 1,873,655.78 02/28/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 4,193,750.25 02/28/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 838,750.05 02/28/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 139,791.68 02/28/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 363,458.36 02/28/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 258,614.60 02/28/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 359,963.56 02/28/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 138,813.13 02/28/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,189,599.20 02/28/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 215,279.18 02/28/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 2,376.46 02/28/2011 12X4226 1226301 09/30/2032 01995 6.559999200 142,401,000.0000 3,892,293.53 02/28/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 3,689,999.55 02/28/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 601,333.26 02/28/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 136,666.65 02/28/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 333,466.63 02/28/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 211,641.97 02/28/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 199,779.31 02/28/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,251,265.18 02/28/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 101,133.32 02/28/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 3,061.33 02/28/2011 12X4226 1226301 09/30/2045 01995 1.000000800 8,000,000.0000 0.00 02/28/2011 12X4226 1226301 09/30/2032 01996 6.260000400 15,148,000.0000 395,110.36 02/28/2011 12X4226 1226301 09/30/2033 01996 6.260000400 172,000,000.0000 4,486,333.62 02/28/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 756,416.72 02/28/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 599,916.71 02/28/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 26,083.34 02/28/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 198,233.35 02/28/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,159,169.49 02/28/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 135,346.43 02/28/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 795,541.72 02/28/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 95,256.34 02/28/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 730.33 02/28/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 201,311.18 02/28/2011 12X4226 1226301 09/30/2034 01997 5.960001600 213,224,000.0000 5,295,064.09 02/28/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,688,667.12 02/28/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 298,000.08 02/28/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 352,633.43 02/28/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 3,378,203.41 02/28/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 122,006.20 02/28/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,179,186.32 02/28/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 126,650.03 02/28/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 51,827.18 02/28/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 3,203.50 02/28/2011 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 84,607.49 02/28/2011 12X4226 1226301 09/30/2034 01998 5.799999600 19,650,000.0000 474,874.97 02/28/2011 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 3,093,333.12 02/28/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 453,124.97 02/28/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 676,666.62 02/28/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 616,249.96 02/28/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 5,553,233.78 02/28/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 253,145.82 02/28/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,020,534.10 02/28/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 461,897.47 02/28/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 88,425.83 02/28/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 700.83 02/28/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 32,818.33 02/28/2011 12X4226 1226301 09/30/2022 01999 5.659999200 38,976,000.0000 919,183.87 02/28/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 4,410,082.71 02/28/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 736,979.06 02/28/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,367,833.14 02/28/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,042,383.19 02/28/2011 12X4226 1226301 09/30/2040 01999 5.659999200 69,117,000.0000 1,630,009.02 02/28/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 235,361.63 02/28/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,133,273.34 02/28/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 182,558.56 02/28/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 266,939.71 02/28/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 205,670.22 02/28/2011 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 1,590,327.53 02/28/2011 12X4226 1226301 09/30/2036 02000 5.379998400 60,000,000.0000 1,344,999.60 02/28/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,260,937.13 02/28/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 2,488,249.26 02/28/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,055,607.72 02/28/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 809,532.84 02/28/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 582,496.91 02/28/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,775,197.72 02/28/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 338,805.40 02/28/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 15,826.16 02/28/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 235,890.51 02/28/2011 12X4226 1226301 09/30/2046 02000 5.379998400 3,923,000.0000 87,940.56 02/28/2011 12X4226 1226301 09/30/2037 02001 4.989999600 39,071,000.0000 812,351.14 02/28/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 3,638,541.38 02/28/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 3,389,041.40 02/28/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 1,816,039.66 02/28/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 999,829.59 02/28/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,216,873.78 02/28/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 417,808.51 02/28/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 76,492.54 02/28/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 73,165.87 02/28/2011 12X4226 1226301 09/30/2038 02002 4.799998800 65,653,000.0000 1,313,059.67 02/28/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 5,019,998.75 02/28/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 4,729,438.82 02/28/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 2,027,619.49 02/28/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 3,550,759.11 02/28/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 850,559.79 02/28/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 522,359.87 02/28/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 734,159.82 02/28/2011 12X4226 1226301 09/30/2046 02002 4.799998800 1,703,000.0000 34,059.99 02/28/2011 12X4226 1226301 09/30/2039 02003 4.740001200 66,520,000.0000 1,313,770.33 02/28/2011 12X4226 1226301 09/30/2040 02003 4.740001200 190,000,000.0000 3,752,500.95 02/28/2011 12X4226 1226301 09/30/2041 02003 4.740001200 118,980,000.0000 2,349,855.59 02/28/2011 12X4226 1226301 09/30/2042 02003 4.740001200 123,287,000.0000 2,434,918.87 02/28/2011 12X4226 1226301 09/30/2043 02003 4.740001200 97,576,000.0000 1,927,126.49 02/28/2011 12X4226 1226301 09/30/2044 02003 4.740001200 17,934,000.0000 354,196.59 02/28/2011 12X4226 1226301 09/30/2045 02003 4.740001200 32,073,000.0000 633,441.91 02/28/2011 12X4226 1226301 09/30/2046 02003 4.740001200 3,584,000.0000 70,784.02 02/28/2011 12X4226 1226301 09/30/2040 02004 4.709998800 101,485,000.0000 1,991,642.62 02/28/2011 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 3,857,273.14 02/28/2011 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 4,591,483.46 02/28/2011 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 2,217,271.19 02/28/2011 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 1,050,643.73 02/28/2011 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 279,204.80 02/28/2011 12X4226 1226301 09/30/2046 02004 4.709998800 5,781,000.0000 113,452.10 02/28/2011 12X4226 1226301 09/30/2041 02005 4.650001200 106,237,000.0000 2,058,342.41 02/28/2011 12X4226 1226301 09/30/2042 02005 4.650001200 215,576,000.0000 4,176,786.08 02/28/2011 12X4226 1226301 09/30/2043 02005 4.650001200 176,866,000.0000 3,426,779.63 02/28/2011 12X4226 1226301 09/30/2044 02005 4.650001200 95,770,000.0000 1,855,544.23 02/28/2011 12X4226 1226301 09/30/2045 02005 4.650001200 104,436,000.0000 2,023,448.02 02/28/2011 12X4226 1226301 09/30/2046 02005 4.650001200 19,234,000.0000 372,658.85 02/28/2011 12X4226 1226301 09/30/2041 02006 4.500000000 9,561,400.0000 179,276.25 02/28/2011 12X4226 1226301 09/30/2042 02006 4.500000000 173,436,000.0000 3,251,925.00 02/28/2011 12X4226 1226301 09/30/2043 02006 4.500000000 290,126,000.0000 5,439,862.50 02/28/2011 12X4226 1226301 09/30/2044 02006 4.500000000 182,138,000.0000 3,415,087.50 02/28/2011 12X4226 1226301 09/30/2045 02006 4.500000000 112,058,000.0000 2,101,087.50 02/28/2011 12X4226 1226301 09/30/2046 02006 4.500000000 27,930,000.0000 523,687.50 02/28/2011 12X4226 1226301 09/30/2042 02007 4.520001600 40,529,000.0000 763,296.44 02/28/2011 12X4226 1226301 09/30/2043 02007 4.520001600 186,664,000.0000 3,515,506.58 02/28/2011 12X4226 1226301 09/30/2044 02007 4.520001600 227,809,000.0000 4,290,404.35 02/28/2011 12X4226 1226301 09/30/2045 02007 4.520001600 197,431,000.0000 3,718,285.15 02/28/2011 12X4226 1226301 09/30/2046 02007 4.520001600 65,824,000.0000 1,239,685.77 02/28/2011 12X4226 1226301 09/30/2043 02008 4.709998800 24,874,000.0000 488,152.13 02/28/2011 12X4226 1226301 09/30/2044 02008 4.709998800 144,101,000.0000 2,827,981.40 02/28/2011 12X4226 1226301 09/30/2045 02008 4.709998800 296,256,000.0000 5,814,022.52 02/28/2011 12X4226 1226301 09/30/2046 02008 4.709998800 119,615,000.0000 2,347,443.78 02/28/2011 12X4226 1226301 09/30/2044 02009 4.870000800 48,444,000.0000 983,009.66 02/28/2011 12X4226 1226301 09/30/2045 02009 4.870000800 155,633,968.0000 3,158,073.12 02/28/2011 12X4226 1226301 09/30/2046 02009 4.870000800 161,691,000.0000 3,280,980.41 02/28/2011 12X4226 1226301 09/30/2045 02010 2.940001200 36,442,402.0000 446,419.61 02/28/2011 12X4226 1226301 09/30/2046 02010 2.940001200 109,225,000.0000 1,338,006.80 02/28/2011 12X4226 1226301 09/30/2046 02011 2.940001200 655,000.0000 8,023.75 02/28/2011 ------------------------ ---------------------- 9,932,445,370.0000 214,927,824.36 ======================== ====================== 9,932,445,370.0000 214,927,824.36 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00