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 48,422,454.8400 934,553.18 03/31/2011 ------------------------ ---------------------- 48,422,454.8400 934,553.18 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 61,425,701.8100 1,730,852.93 03/31/2011 ------------------------ ---------------------- 61,425,701.8100 1,730,852.93 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,968,659.3300 392,519.30 03/31/2011 ------------------------ ---------------------- 13,968,659.3300 392,519.30 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,173,557.6600 426,376.94 03/31/2011 ------------------------ ---------------------- 15,173,557.6600 426,376.94 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,267,964.0000 35,439.60 03/31/2011 ------------------------ ---------------------- 1,267,964.0000 35,439.60 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,920,497.7200 425,077.19 03/31/2011 ------------------------ ---------------------- 15,920,497.7200 425,077.19 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 34,400,476.4800 961,493.46 03/31/2011 ------------------------ ---------------------- 34,400,476.4800 961,493.46 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,183,514.4200 398,114.55 03/31/2011 ------------------------ ---------------------- 16,183,514.4200 398,114.55 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 59,435,152.5900 1,465,076.04 03/31/2011 ------------------------ ---------------------- 59,435,152.5900 1,465,076.04 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,072,685.9400 1,671,184.58 03/31/2011 ------------------------ ---------------------- 68,072,685.9400 1,671,184.58 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,622,934.1800 407,970.89 03/31/2011 ------------------------ ---------------------- 17,622,934.1800 407,970.89 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 16,188,505.6000 455,706.47 03/31/2011 ------------------------ ---------------------- 16,188,505.6000 455,706.47 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,554,249.9500 525,398.08 03/31/2011 ------------------------ ---------------------- 28,554,249.9500 525,398.08 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,177,999.7500 248,081.39 03/31/2011 ------------------------ ---------------------- 9,177,999.7500 248,081.39 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 60,781,494.6500 1,642,924.17 03/31/2011 ------------------------ ---------------------- 60,781,494.6500 1,642,924.17 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 29,007,314.4900 507,627.89 03/31/2011 ------------------------ ---------------------- 29,007,314.4900 507,627.89 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 39,681,027.0000 765,843.66 03/31/2011 ------------------------ ---------------------- 39,681,027.0000 765,843.66 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 17,066,464.8600 298,663.07 03/31/2011 ------------------------ ---------------------- 17,066,464.8600 298,663.07 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 24,752,668.0000 482,676.88 03/31/2011 ------------------------ ---------------------- 24,752,668.0000 482,676.88 ======================== ====================== 577,103,323.2700 13,775,580.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00