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 10,301,000.0000 59,144.91 10/31/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 666,033.37 10/31/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 287,083.35 10/31/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 287.08 10/31/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 31,016.49 10/31/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 39,370.61 10/31/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 13,022.10 10/31/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 193,752.55 10/31/2011 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 4,277.54 10/31/2011 12X4226 1226301 09/30/2030 01993 6.879999600 66,000,000.0000 378,399.98 10/31/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 286,666.65 10/31/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 212,133.32 10/31/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 45,866.66 10/31/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 86,000.00 10/31/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 103,199.99 10/31/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 75,393.33 10/31/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 51,324.80 10/31/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 38,292.93 10/31/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 215,515.99 10/31/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 34,973.33 10/31/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 441.47 10/31/2011 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 14,247.33 10/31/2011 12X4226 1226301 09/30/2031 01994 6.710000400 45,539,000.0000 254,638.92 10/31/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 838,750.05 10/31/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 167,750.01 10/31/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 27,958.34 10/31/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 72,691.67 10/31/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 51,722.92 10/31/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 71,992.71 10/31/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 27,762.63 10/31/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 237,919.84 10/31/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 43,055.84 10/31/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 475.29 10/31/2011 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 123.02 10/31/2011 12X4226 1226301 09/30/2032 01995 6.559999200 122,039,000.0000 667,146.45 10/31/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 737,999.91 10/31/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 120,266.65 10/31/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 27,333.33 10/31/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 66,693.33 10/31/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 42,328.39 10/31/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 39,955.86 10/31/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 250,253.04 10/31/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 20,226.66 10/31/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 612.27 10/31/2011 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 43,733.33 10/31/2011 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 8,238.27 10/31/2011 12X4226 1226301 09/30/2033 01996 6.260000400 168,078,000.0000 876,806.96 10/31/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 151,283.34 10/31/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 119,983.34 10/31/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 5,216.67 10/31/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 39,646.67 10/31/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 231,833.90 10/31/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 27,069.29 10/31/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 159,108.34 10/31/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 19,051.27 10/31/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 146.07 10/31/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 40,262.24 10/31/2011 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 6,197.40 10/31/2011 12X4226 1226301 09/30/2034 01997 5.960001600 190,508,000.0000 946,189.99 10/31/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 337,733.42 10/31/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 59,600.02 10/31/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 70,526.69 10/31/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 675,640.68 10/31/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 24,401.24 10/31/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 235,837.26 10/31/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 25,330.01 10/31/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 10,365.44 10/31/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 640.70 10/31/2011 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 608,448.96 10/31/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 90,624.99 10/31/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 135,333.32 10/31/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 123,249.99 10/31/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 1,110,646.76 10/31/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 50,629.16 10/31/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 204,106.82 10/31/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 92,379.49 10/31/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 17,685.17 10/31/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 140.17 10/31/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 6,563.67 10/31/2011 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 124,878.45 10/31/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 882,016.54 10/31/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 147,395.81 10/31/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 273,566.63 10/31/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 208,476.64 10/31/2011 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 301,196.86 10/31/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 47,072.33 10/31/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 226,654.67 10/31/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 36,511.71 10/31/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 53,387.94 10/31/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 41,134.04 10/31/2011 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 188.67 10/31/2011 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 246,332.19 10/31/2011 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 245,327.93 10/31/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 252,187.43 10/31/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 497,649.85 10/31/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 411,121.54 10/31/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 161,906.57 10/31/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 116,499.38 10/31/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 355,039.54 10/31/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 67,761.08 10/31/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 3,165.23 10/31/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 47,178.10 10/31/2011 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 35,521.44 10/31/2011 12X4226 1226301 09/30/2037 02001 4.989999600 17,180,000.0000 71,440.16 10/31/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 727,708.28 10/31/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 677,808.28 10/31/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 363,207.93 10/31/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 199,965.92 10/31/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 243,374.76 10/31/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 83,561.70 10/31/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 15,298.51 10/31/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 14,633.17 10/31/2011 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 76,567.39 10/31/2011 12X4226 1226301 09/30/2038 02002 4.799998800 35,264,000.0000 141,055.96 10/31/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 1,003,999.75 10/31/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 945,887.76 10/31/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 405,523.90 10/31/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 710,151.82 10/31/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 170,111.96 10/31/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 104,471.97 10/31/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 146,831.96 10/31/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 18,008.00 10/31/2011 12X4226 1226301 09/30/2039 02003 4.730000400 50,565,000.0000 199,310.39 10/31/2011 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 748,916.73 10/31/2011 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 468,979.54 10/31/2011 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 485,956.30 10/31/2011 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 384,612.10 10/31/2011 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 70,689.86 10/31/2011 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 126,421.09 10/31/2011 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 18,171.08 10/31/2011 12X4226 1226301 09/30/2047 02003 4.730000400 79,000.0000 311.39 10/31/2011 12X4226 1226301 09/30/2040 02004 4.680000000 78,690,000.0000 306,891.00 10/31/2011 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 766,541.10 10/31/2011 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 912,447.90 10/31/2011 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 440,629.80 10/31/2011 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 208,790.40 10/31/2011 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 55,485.30 10/31/2011 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 64,381.20 10/31/2011 12X4226 1226301 09/30/2047 02004 4.680000000 266,000.0000 1,037.40 10/31/2011 12X4226 1226301 09/30/2041 02005 4.600000800 71,452,000.0000 273,899.38 10/31/2011 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 826,374.81 10/31/2011 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 677,986.45 10/31/2011 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 367,118.40 10/31/2011 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 400,338.07 10/31/2011 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 249,649.71 10/31/2011 12X4226 1226301 09/30/2047 02005 4.600000800 869,000.0000 3,331.17 10/31/2011 12X4226 1226301 09/30/2042 02006 4.410000000 159,782,400.0000 587,200.32 10/31/2011 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 1,066,213.05 10/31/2011 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 669,357.15 10/31/2011 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 411,813.15 10/31/2011 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 316,215.38 10/31/2011 12X4226 1226301 09/30/2047 02006 4.410000000 4,870,000.0000 17,897.25 10/31/2011 12X4226 1226301 09/30/2042 02007 4.280000400 10,300,000.0000 36,736.67 10/31/2011 12X4226 1226301 09/30/2043 02007 4.280000400 186,664,000.0000 665,768.33 10/31/2011 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 812,518.84 10/31/2011 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 704,170.63 10/31/2011 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 596,193.36 10/31/2011 12X4226 1226301 09/30/2047 02007 4.280000400 4,784,000.0000 17,062.93 10/31/2011 12X4226 1226301 09/30/2044 02008 4.399999200 139,302,000.0000 510,773.91 10/31/2011 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 1,086,271.80 10/31/2011 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 903,272.17 10/31/2011 12X4226 1226301 09/30/2047 02008 4.399999200 18,860,000.0000 69,153.32 10/31/2011 12X4226 1226301 09/30/2044 02009 4.569998400 43,877,000.0000 167,098.18 10/31/2011 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 592,705.82 10/31/2011 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 1,204,491.63 10/31/2011 12X4226 1226301 09/30/2047 02009 4.569998400 22,363,000.0000 85,165.73 10/31/2011 12X4226 1226301 09/30/2045 02010 3.080001600 29,247,402.0000 75,068.37 10/31/2011 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 859,684.91 10/31/2011 12X4226 1226301 09/30/2047 02010 3.080001600 30,757,000.0000 78,943.01 10/31/2011 12X4226 1226301 09/30/2046 02011 4.410000000 18,529,000.0000 68,094.08 10/31/2011 12X4226 1226301 09/30/2047 02011 4.410000000 5,845,000.0000 21,480.38 10/31/2011 ------------------------ ---------------------- 10,398,896,370.0000 43,742,152.64 ======================== ====================== 10,398,896,370.0000 43,742,152.64 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00