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 74,360.33 06/30/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 516,750.03 06/30/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 27,387.75 06/30/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 89,346.08 06/30/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 36,172.50 06/30/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 124,020.01 06/30/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 27,129.38 06/30/2011 12X4225 1225303 09/30/2036 01993 6.969999600 13,870,000.0000 725,054.21 06/30/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 209,099.99 06/30/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 62,730.00 06/30/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 54,151.67 06/30/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,293.32 06/30/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 191,849.24 06/30/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 53,320.50 06/30/2011 12X4225 1225303 09/30/2035 01994 6.969999600 43,000.0000 2,247.82 06/30/2011 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,306,874.93 06/30/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 130,687.49 06/30/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,084.22 06/30/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 145,063.12 06/30/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 261,374.99 06/30/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 62,730.00 06/30/2011 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 32,671.87 06/30/2011 12X4225 1225303 09/30/2037 01995 6.609999600 24,829,000.0000 1,230,897.60 06/30/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 817,987.45 06/30/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 49,575.00 06/30/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 104,404.94 06/30/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 65,934.75 06/30/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 102,868.12 06/30/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 365,813.90 06/30/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 94,440.37 06/30/2011 12X4225 1225303 09/30/2038 01996 6.369998400 39,329,000.0000 1,878,942.50 06/30/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 382,199.90 06/30/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 143,324.96 06/30/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 52,552.49 06/30/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 168,406.83 06/30/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 133,478.54 06/30/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 211,977.62 06/30/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 355,971.44 06/30/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 81,217.48 06/30/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 06/30/2011 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 34,254.67 06/30/2011 12X4225 1225303 09/30/2039 01997 6.009998400 30,603,000.0000 1,379,429.86 06/30/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 360,599.90 06/30/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 270,449.93 06/30/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 45,074.99 06/30/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 46,066.64 06/30/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,292.96 06/30/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 43,722.74 06/30/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 207,344.94 06/30/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 40,567.49 06/30/2011 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,667.77 06/30/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 12,210.00 06/30/2011 12X4225 1225303 09/30/2040 01998 5.919998400 38,649,000.0000 1,716,015.14 06/30/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,109,999.70 06/30/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 443,999.88 06/30/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 26,639.99 06/30/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 95,792.97 06/30/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 166,322.36 06/30/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 355,199.90 06/30/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 22,199.99 06/30/2011 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 40,359.59 06/30/2011 12X4225 1225303 09/30/2040 01999 5.889999600 1,590,000.0000 70,238.25 06/30/2011 12X4225 1225303 09/30/2041 01999 5.889999600 41,000,000.0000 1,811,174.88 06/30/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 706,799.95 06/30/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 353,399.98 06/30/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 132,524.99 06/30/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 88,349.99 06/30/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 31,585.12 06/30/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 313,642.48 06/30/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,445.65 06/30/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 38,123.02 06/30/2011 12X4225 1225303 09/30/2041 02000 5.659999200 6,822,000.0000 289,593.86 06/30/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,525,774.64 06/30/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 662,219.91 06/30/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 191,024.97 06/30/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 106,124.99 06/30/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 171,752.68 06/30/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 305,639.96 06/30/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 161,309.98 06/30/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,693.15 06/30/2011 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 8,362.65 06/30/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 153,289.13 06/30/2011 12X4225 1225303 09/30/2042 02001 4.950000000 5,877,000.0000 218,183.63 06/30/2011 12X4225 1225303 09/30/2043 02001 4.950000000 72,000,000.0000 2,673,000.00 06/30/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 1,707,750.00 06/30/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 1,081,822.50 06/30/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 489,864.38 06/30/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 399,502.13 06/30/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 22,534.88 06/30/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 20,567.25 06/30/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 67,233.38 06/30/2011 12X4225 1225303 09/30/2051 02001 4.950000000 3,173,000.0000 117,797.63 06/30/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 208,907.95 06/30/2011 12X4225 1225303 09/30/2043 02002 4.799998800 22,385,000.0000 805,859.80 06/30/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 2,951,999.26 06/30/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 2,105,999.47 06/30/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 1,993,751.50 06/30/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 776,987.81 06/30/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 496,259.88 06/30/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 169,343.96 06/30/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 8,496.00 06/30/2011 12X4225 1225303 09/30/2051 02002 4.799998800 518,000.0000 18,648.00 06/30/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 71,735.86 06/30/2011 12X4225 1225303 09/30/2044 02003 4.780000800 31,895,000.0000 1,143,435.94 06/30/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 2,568,545.38 06/30/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 1,459,991.49 06/30/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 826,414.34 06/30/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 290,779.40 06/30/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 10,862.55 06/30/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 5,269.95 06/30/2011 12X4225 1225303 09/30/2051 02003 4.780000800 2,262,000.0000 81,092.71 06/30/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 721,369.02 06/30/2011 12X4225 1225303 09/30/2045 02004 4.690000800 43,464,000.0000 1,528,846.46 06/30/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 4,515,907.97 06/30/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 2,446,034.74 06/30/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 2,190,453.15 06/30/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 1,102,103.29 06/30/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 233,350.99 06/30/2011 12X4225 1225303 09/30/2051 02004 4.690000800 10,734,000.0000 377,568.51 06/30/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 1,921,113.10 06/30/2011 12X4225 1225303 09/30/2046 02005 4.749998400 82,657,500.0000 2,944,672.45 06/30/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 5,433,915.04 06/30/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 3,876,924.94 06/30/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 2,881,550.84 06/30/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 1,259,378.95 06/30/2011 12X4225 1225303 09/30/2051 02005 4.749998400 23,352,000.0000 831,914.72 06/30/2011 12X4225 1225303 09/30/2037 02006 4.629999600 16,712,000.0000 580,324.15 06/30/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 3,066,460.31 06/30/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 4,090,361.57 06/30/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 1,657,944.98 06/30/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 481,219.01 06/30/2011 12X4225 1225303 09/30/2051 02006 4.629999600 7,539,000.0000 261,791.75 06/30/2011 12X4225 1225303 09/30/2047 02007 4.500000000 7,848,400.0000 264,883.50 06/30/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 3,497,917.50 06/30/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 3,058,526.25 06/30/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 1,961,651.25 06/30/2011 12X4225 1225303 09/30/2051 02007 4.500000000 14,075,000.0000 475,031.25 06/30/2011 12X4225 1225303 09/30/2048 02008 4.659998400 27,175,800.0000 949,793.88 06/30/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 3,491,224.20 06/30/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 2,396,031.38 06/30/2011 12X4225 1225303 09/30/2051 02008 4.659998400 62,135,000.0000 2,171,617.50 06/30/2011 12X4225 1225303 09/30/2049 02009 4.709998800 64,386,000.0000 2,274,434.87 06/30/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 5,199,167.50 06/30/2011 12X4225 1225303 09/30/2051 02009 4.709998800 102,024,000.0000 3,603,996.88 06/30/2011 12X4225 1225303 09/30/2050 02010 4.709998800 84,747,713.0000 2,993,712.20 06/30/2011 12X4225 1225303 09/30/2051 02010 4.709998800 300,023,000.0000 10,598,309.77 06/30/2011 12X4225 1225303 09/30/2051 02011 4.709998800 12,229,000.0000 431,989.31 06/30/2011 ------------------------ ---------------------- 3,621,476,248.0000 133,785,655.15 ======================== ====================== 3,621,476,248.0000 133,785,655.15 ============================================================================================================================ 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