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 18,501,000.0000 1,062,265.81 07/31/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 6,660,333.72 07/31/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,937,525.53 07/31/2011 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 42,775.42 07/31/2011 12X4226 1226301 09/30/2030 01993 6.879999600 73,200,000.0000 4,196,799.76 07/31/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,155,159.87 07/31/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 349,733.31 07/31/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 4,414.67 07/31/2011 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 142,473.33 07/31/2011 12X4226 1226301 09/30/2031 01994 6.710000400 59,039,000.0000 3,301,264.28 07/31/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 8,387,500.50 07/31/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,677,500.10 07/31/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 279,583.35 07/31/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 726,916.71 07/31/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 517,229.20 07/31/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 719,927.13 07/31/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 277,626.27 07/31/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,379,198.39 07/31/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 430,558.36 07/31/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,752.92 07/31/2011 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 1,230.17 07/31/2011 12X4226 1226301 09/30/2032 01995 6.559999200 134,539,000.0000 7,354,797.77 07/31/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,502,530.36 07/31/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 202,266.64 07/31/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 6,122.67 07/31/2011 12X4226 1226301 09/30/2045 01995 1.000000800 8,000,000.0000 0.00 07/31/2011 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 82,382.66 07/31/2011 12X4226 1226301 09/30/2032 01996 6.260000400 9,078,000.0000 473,569.03 07/31/2011 12X4226 1226301 09/30/2033 01996 6.260000400 172,000,000.0000 8,972,667.24 07/31/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,512,833.43 07/31/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 1,199,833.41 07/31/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 52,166.67 07/31/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 396,466.69 07/31/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 2,318,338.98 07/31/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 270,692.85 07/31/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,591,083.44 07/31/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 190,512.68 07/31/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,460.67 07/31/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 402,622.36 07/31/2011 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 61,974.00 07/31/2011 12X4226 1226301 09/30/2034 01997 5.960001600 204,008,000.0000 10,132,400.05 07/31/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,377,334.24 07/31/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 596,000.16 07/31/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 705,266.86 07/31/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,756,406.81 07/31/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 244,012.40 07/31/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,358,372.63 07/31/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 253,300.07 07/31/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 103,654.36 07/31/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 6,407.00 07/31/2011 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 169,214.99 07/31/2011 12X4226 1226301 09/30/2034 01998 5.799999600 13,385,000.0000 646,941.62 07/31/2011 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 6,186,666.24 07/31/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 906,249.94 07/31/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,353,333.24 07/31/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,232,499.92 07/31/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 11,106,467.57 07/31/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 506,291.63 07/31/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 2,041,068.19 07/31/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 923,794.94 07/31/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 176,851.65 07/31/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,401.67 07/31/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 65,636.66 07/31/2011 12X4226 1226301 09/30/2022 01999 5.659999200 38,976,000.0000 1,838,367.74 07/31/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 8,820,165.42 07/31/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,473,958.13 07/31/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 2,735,666.28 07/31/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 2,084,766.37 07/31/2011 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 3,011,968.57 07/31/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 470,723.27 07/31/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 2,266,546.68 07/31/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 365,117.12 07/31/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 533,879.42 07/31/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 411,340.44 07/31/2011 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,886.67 07/31/2011 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 3,180,655.05 07/31/2011 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 2,453,279.27 07/31/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,521,874.25 07/31/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,976,498.52 07/31/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 4,111,215.44 07/31/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,619,065.69 07/31/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,164,993.82 07/31/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,550,395.44 07/31/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 677,610.80 07/31/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 31,652.32 07/31/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 471,781.03 07/31/2011 12X4226 1226301 09/30/2046 02000 5.379998400 3,923,000.0000 175,881.11 07/31/2011 12X4226 1226301 09/30/2037 02001 4.989999600 30,680,000.0000 1,275,776.56 07/31/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 7,277,082.75 07/31/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 6,778,082.79 07/31/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 3,632,079.33 07/31/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,999,659.17 07/31/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 2,433,747.55 07/31/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 835,617.02 07/31/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 152,985.07 07/31/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 146,331.74 07/31/2011 12X4226 1226301 09/30/2046 02001 4.989999600 8,413,000.0000 349,840.56 07/31/2011 12X4226 1226301 09/30/2038 02002 4.799998800 53,264,000.0000 2,130,559.47 07/31/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 10,039,997.49 07/31/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 9,458,877.64 07/31/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 4,055,238.99 07/31/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 7,101,518.22 07/31/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,701,119.57 07/31/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 1,044,719.74 07/31/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,468,319.63 07/31/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 180,079.95 07/31/2011 12X4226 1226301 09/30/2039 02003 4.740001200 61,065,000.0000 2,412,068.11 07/31/2011 12X4226 1226301 09/30/2040 02003 4.740001200 190,000,000.0000 7,505,001.90 07/31/2011 12X4226 1226301 09/30/2041 02003 4.740001200 118,980,000.0000 4,699,711.19 07/31/2011 12X4226 1226301 09/30/2042 02003 4.740001200 123,287,000.0000 4,869,837.73 07/31/2011 12X4226 1226301 09/30/2043 02003 4.740001200 97,576,000.0000 3,854,252.98 07/31/2011 12X4226 1226301 09/30/2044 02003 4.740001200 17,934,000.0000 708,393.18 07/31/2011 12X4226 1226301 09/30/2045 02003 4.740001200 32,073,000.0000 1,266,883.82 07/31/2011 12X4226 1226301 09/30/2046 02003 4.740001200 4,610,000.0000 182,095.05 07/31/2011 12X4226 1226301 09/30/2040 02004 4.709998800 91,690,000.0000 3,598,831.58 07/31/2011 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 7,714,546.28 07/31/2011 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 9,182,966.91 07/31/2011 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 4,434,542.37 07/31/2011 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 2,101,287.46 07/31/2011 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 558,409.61 07/31/2011 12X4226 1226301 09/30/2046 02004 4.709998800 16,508,000.0000 647,938.83 07/31/2011 12X4226 1226301 09/30/2041 02005 4.650001200 79,452,000.0000 3,078,765.79 07/31/2011 12X4226 1226301 09/30/2042 02005 4.650001200 215,576,000.0000 8,353,572.16 07/31/2011 12X4226 1226301 09/30/2043 02005 4.650001200 176,866,000.0000 6,853,559.27 07/31/2011 12X4226 1226301 09/30/2044 02005 4.650001200 95,770,000.0000 3,711,088.46 07/31/2011 12X4226 1226301 09/30/2045 02005 4.650001200 104,436,000.0000 4,046,896.04 07/31/2011 12X4226 1226301 09/30/2046 02005 4.650001200 34,126,000.0000 1,322,382.84 07/31/2011 12X4226 1226301 09/30/2042 02006 4.500000000 169,782,400.0000 6,366,840.00 07/31/2011 12X4226 1226301 09/30/2043 02006 4.500000000 290,126,000.0000 10,879,725.00 07/31/2011 12X4226 1226301 09/30/2044 02006 4.500000000 182,138,000.0000 6,830,175.00 07/31/2011 12X4226 1226301 09/30/2045 02006 4.500000000 112,058,000.0000 4,202,175.00 07/31/2011 12X4226 1226301 09/30/2046 02006 4.500000000 71,045,000.0000 2,664,187.50 07/31/2011 12X4226 1226301 09/30/2042 02007 4.520001600 15,300,000.0000 576,300.20 07/31/2011 12X4226 1226301 09/30/2043 02007 4.520001600 186,664,000.0000 7,031,013.16 07/31/2011 12X4226 1226301 09/30/2044 02007 4.520001600 227,809,000.0000 8,580,808.70 07/31/2011 12X4226 1226301 09/30/2045 02007 4.520001600 197,431,000.0000 7,436,570.30 07/31/2011 12X4226 1226301 09/30/2046 02007 4.520001600 132,157,000.0000 4,977,915.43 07/31/2011 12X4226 1226301 09/30/2044 02008 4.709998800 139,302,000.0000 5,467,602.11 07/31/2011 12X4226 1226301 09/30/2045 02008 4.709998800 296,256,000.0000 11,628,045.04 07/31/2011 12X4226 1226301 09/30/2046 02008 4.709998800 186,347,000.0000 7,314,117.89 07/31/2011 12X4226 1226301 09/30/2044 02009 4.870000800 43,877,000.0000 1,780,675.21 07/31/2011 12X4226 1226301 09/30/2045 02009 4.870000800 155,633,968.0000 6,316,146.24 07/31/2011 12X4226 1226301 09/30/2046 02009 4.870000800 234,278,000.0000 9,507,783.73 07/31/2011 12X4226 1226301 09/30/2045 02010 2.940001200 29,247,402.0000 716,561.64 07/31/2011 12X4226 1226301 09/30/2046 02010 2.940001200 217,942,000.0000 5,339,581.18 07/31/2011 12X4226 1226301 09/30/2046 02011 2.940001200 3,649,000.0000 89,400.54 07/31/2011 ------------------------ ---------------------- 10,134,723,370.0000 435,558,588.56 ======================== ====================== 10,134,723,370.0000 435,558,588.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 06/22/2011 INT + 0.0000 193,919.06 477683 1226301 09/30/2030 01993 06/22/2011 INT + 0.0000 199,244.78 477685 1226301 09/30/2031 01994 06/22/2011 INT + 0.0000 267,628.36 477687 1226301 09/30/2032 01995 06/22/2011 INT + 0.0000 257,873.56 477689 1226301 09/30/2032 01996 06/22/2011 INT + 0.0000 189,991.01 477691 1226301 09/30/2034 01997 06/22/2011 INT + 0.0000 274,636.87 477693 1226301 09/30/2034 01998 06/22/2011 INT + 0.0000 181,684.98 477695 1226301 09/30/2036 02000 06/22/2011 INT + 0.0000 142,031.95 477699 1226301 09/30/2037 02001 06/22/2011 INT + 0.0000 209,355.43 477701 1226301 09/30/2038 02002 06/22/2011 INT + 0.0000 297,335.92 477703 1226301 09/30/2039 02003 06/22/2011 INT + 0.0000 129,283.53 477705 1226301 09/30/2040 01999 06/22/2011 INT + 0.0000 148,829.67 477697 1226301 09/30/2040 02004 06/22/2011 INT + 0.0000 230,672.19 477707 1226301 09/30/2041 02005 06/22/2011 INT + 0.0000 622,751.41 477709 1226301 09/30/2041 02006 06/22/2011 INT + 0.0000 215,131.50 477711 1226301 09/30/2042 02006 06/22/2011 INT + 0.0000 82,206.00 477713 1226301 09/30/2042 02007 06/22/2011 INT + 0.0000 570,175.60 477715 1226301 09/30/2043 02008 06/22/2011 INT + 0.0000 585,782.55 477717 1226301 09/30/2044 02008 06/22/2011 INT + 0.0000 113,016.42 477719 1226301 09/30/2044 02009 06/22/2011 INT + 0.0000 111,206.46 477721 1226301 09/30/2045 02010 06/22/2011 INT + 0.0000 105,766.54 477723 ------------------------ ---------------------- 0.0000 5,128,523.79 ======================== ====================== 0.0000 5,128,523.79