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 1,439,000.0000 82,622.59 07/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 574,166.70 07/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 137,800.01 07/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 30,143.75 07/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 13,870,000.0000 805,615.79 07/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 213,165.82 07/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 59,245.00 07/31/2011 12X4225 1225303 09/30/2035 01994 6.969999600 43,000.0000 2,497.58 07/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,452,083.25 07/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 290,416.65 07/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 69,700.00 07/31/2011 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 36,302.08 07/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 24,829,000.0000 1,367,664.00 07/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 406,459.89 07/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 104,933.74 07/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 39,329,000.0000 2,087,713.89 07/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 424,666.56 07/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 159,249.96 07/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 58,391.65 07/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 187,118.70 07/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 148,309.49 07/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 235,530.69 07/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 395,523.82 07/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 90,241.64 07/31/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 07/31/2011 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 38,060.74 07/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 30,603,000.0000 1,532,699.84 07/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 230,383.27 07/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 45,074.99 07/31/2011 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,853.08 07/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 13,566.66 07/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 38,649,000.0000 1,906,683.48 07/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,233,333.00 07/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 493,333.20 07/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 29,599.99 07/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 106,436.64 07/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 184,802.62 07/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 394,666.56 07/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 24,666.66 07/31/2011 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 44,843.99 07/31/2011 12X4225 1225303 09/30/2040 01999 5.889999600 1,590,000.0000 78,042.49 07/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 2,012,416.53 07/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 785,333.28 07/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 392,666.64 07/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 147,249.99 07/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 98,166.66 07/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 35,094.58 07/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 348,491.64 07/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,828.50 07/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 42,358.91 07/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 6,822,000.0000 321,770.95 07/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,806,416.27 07/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 339,599.95 07/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 179,233.31 07/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,103.50 07/31/2011 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 9,291.83 07/31/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 170,321.25 07/31/2011 12X4225 1225303 09/30/2042 02001 4.950000000 5,877,000.0000 242,426.25 07/31/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 2,970,000.00 07/31/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 1,897,500.00 07/31/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 1,202,025.00 07/31/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 544,293.75 07/31/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 443,891.25 07/31/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 25,038.75 07/31/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 22,852.50 07/31/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 74,703.75 07/31/2011 12X4225 1225303 09/30/2051 02001 4.950000000 3,173,000.0000 130,886.25 07/31/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 232,119.94 07/31/2011 12X4225 1225303 09/30/2043 02002 4.799998800 22,385,000.0000 895,399.78 07/31/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 3,279,999.18 07/31/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 2,339,999.42 07/31/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 2,215,279.45 07/31/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 863,319.78 07/31/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 551,399.86 07/31/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 188,159.95 07/31/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 9,440.00 07/31/2011 12X4225 1225303 09/30/2051 02002 4.799998800 518,000.0000 20,719.99 07/31/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 79,706.51 07/31/2011 12X4225 1225303 09/30/2044 02003 4.780000800 31,895,000.0000 1,270,484.38 07/31/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 2,853,939.31 07/31/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 1,622,212.77 07/31/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 918,238.15 07/31/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 323,088.22 07/31/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 12,069.50 07/31/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 5,855.50 07/31/2011 12X4225 1225303 09/30/2051 02003 4.780000800 2,262,000.0000 90,103.02 07/31/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 801,521.14 07/31/2011 12X4225 1225303 09/30/2045 02004 4.690000800 43,464,000.0000 1,698,718.29 07/31/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 5,017,675.52 07/31/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 2,717,816.38 07/31/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 2,433,836.83 07/31/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 1,224,559.21 07/31/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 259,278.88 07/31/2011 12X4225 1225303 09/30/2051 02004 4.690000800 10,734,000.0000 419,520.57 07/31/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 2,134,570.11 07/31/2011 12X4225 1225303 09/30/2046 02005 4.749998400 82,657,500.0000 3,271,858.27 07/31/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 6,037,683.38 07/31/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 4,307,694.38 07/31/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 3,201,723.16 07/31/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 1,399,309.95 07/31/2011 12X4225 1225303 09/30/2051 02005 4.749998400 23,352,000.0000 924,349.69 07/31/2011 12X4225 1225303 09/30/2037 02006 4.629999600 16,712,000.0000 644,804.61 07/31/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 3,407,178.12 07/31/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 4,544,846.19 07/31/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 1,842,161.09 07/31/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 534,687.79 07/31/2011 12X4225 1225303 09/30/2051 02006 4.629999600 7,539,000.0000 290,879.72 07/31/2011 12X4225 1225303 09/30/2047 02007 4.500000000 7,848,400.0000 294,315.00 07/31/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 3,886,575.00 07/31/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 3,398,362.50 07/31/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 2,179,612.50 07/31/2011 12X4225 1225303 09/30/2051 02007 4.500000000 14,075,000.0000 527,812.50 07/31/2011 12X4225 1225303 09/30/2048 02008 4.659998400 27,175,800.0000 1,055,326.54 07/31/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 3,879,138.00 07/31/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 2,662,257.09 07/31/2011 12X4225 1225303 09/30/2051 02008 4.659998400 62,135,000.0000 2,412,908.34 07/31/2011 12X4225 1225303 09/30/2049 02009 4.709998800 64,386,000.0000 2,527,149.86 07/31/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 5,776,852.78 07/31/2011 12X4225 1225303 09/30/2051 02009 4.709998800 102,024,000.0000 4,004,440.98 07/31/2011 12X4225 1225303 09/30/2050 02010 4.709998800 84,747,713.0000 3,326,346.89 07/31/2011 12X4225 1225303 09/30/2051 02010 4.709998800 300,023,000.0000 11,775,899.75 07/31/2011 12X4225 1225303 09/30/2051 02011 4.709998800 12,229,000.0000 479,988.13 07/31/2011 ------------------------ ---------------------- 3,621,476,248.0000 148,650,727.92 ======================== ====================== 3,621,476,248.0000 148,650,727.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2034 01992 06/24/2011 INT + 0.0000 54,637.70 476831 1225303 09/30/2035 01994 06/24/2011 INT + 0.0000 131,175.39 476835 1225303 09/30/2036 01993 06/24/2011 INT + 0.0000 43,597.34 476833 1225303 09/30/2037 01995 06/24/2011 INT + 0.0000 71,255.79 476837 1225303 09/30/2037 02006 06/24/2011 INT + 0.0000 94,451.99 476821 1225303 09/30/2038 01996 06/24/2011 INT + 0.0000 67,203.48 476839 1225303 09/30/2039 01997 06/24/2011 INT + 0.0000 68,033.18 476841 1225303 09/30/2039 01998 06/24/2011 INT + 0.0000 53,871.98 476843 1225303 09/30/2040 01998 06/24/2011 INT + 0.0000 39,989.58 476845 1225303 09/30/2040 01999 06/24/2011 INT + 0.0000 93,356.49 476847 1225303 09/30/2041 02000 06/24/2011 INT + 0.0000 63,816.49 476805 1225303 09/30/2042 02001 06/24/2011 INT + 0.0000 155,306.25 476807 1225303 09/30/2043 02002 06/24/2011 INT + 0.0000 151,391.96 476809 1225303 09/30/2044 02003 06/24/2011 INT + 0.0000 91,560.91 476811 1225303 09/30/2045 02004 06/24/2011 INT + 0.0000 179,673.93 476813 1225303 09/30/2046 02005 06/24/2011 INT + 0.0000 327,987.38 476815 1225303 09/30/2046 02006 06/24/2011 INT + 0.0000 30,488.54 476817 1225303 09/30/2046 02006 06/24/2011 INT + 0.0000 9,468.34 476819 1225303 09/30/2047 02007 06/24/2011 INT + 0.0000 194,805.00 476823 1225303 09/30/2048 02008 06/24/2011 INT + 0.0000 160,839.84 476825 1225303 09/30/2049 02009 06/24/2011 INT + 0.0000 1,106,284.51 476827 1225303 09/30/2050 02010 06/24/2011 INT + 0.0000 192,662.50 476829 ------------------------ ---------------------- 0.0000 3,381,858.57 ======================== ====================== 0.0000 3,381,858.57