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 439,000.0000 27,726.51 08/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 631,583.37 08/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 151,580.01 08/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 33,158.13 08/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 11,770,000.0000 752,004.87 08/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 234,482.40 08/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 65,169.50 08/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 22,843,000.0000 1,459,477.26 08/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 319,458.32 08/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 76,670.00 08/31/2011 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 39,932.29 08/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 20,329,000.0000 1,231,767.92 08/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 447,105.88 08/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 115,427.12 08/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 33,829,000.0000 1,975,331.20 08/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 467,133.22 08/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 175,174.96 08/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 64,230.82 08/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 205,830.57 08/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 163,140.44 08/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 259,083.76 08/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 435,076.20 08/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 99,265.81 08/31/2011 12X4225 1225303 09/30/2050 01996 1.000000800 2,000,000.0000 0.00 08/31/2011 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 41,866.81 08/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 27,903,000.0000 1,537,222.37 08/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 253,421.60 08/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 49,582.49 08/31/2011 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 2,038.39 08/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 14,923.33 08/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 28,449,000.0000 1,543,831.98 08/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,356,666.30 08/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 542,666.52 08/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 32,559.99 08/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 117,080.30 08/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 203,282.88 08/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 434,133.22 08/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 27,133.33 08/31/2011 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 49,328.39 08/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 39,190,000.0000 2,115,933.27 08/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 863,866.61 08/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 431,933.30 08/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 161,974.99 08/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 107,983.33 08/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 38,604.04 08/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 383,340.81 08/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 4,211.35 08/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 46,594.81 08/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 2,322,000.0000 120,473.08 08/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 3,087,057.90 08/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 373,559.95 08/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 197,156.64 08/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,513.85 08/31/2011 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 10,221.02 08/31/2011 12X4225 1225303 09/30/2037 02001 4.950000000 4,129,000.0000 187,353.38 08/31/2011 12X4225 1225303 09/30/2043 02001 4.950000000 71,477,000.0000 3,243,268.88 08/31/2011 12X4225 1225303 09/30/2044 02001 4.950000000 46,000,000.0000 2,087,250.00 08/31/2011 12X4225 1225303 09/30/2045 02001 4.950000000 29,140,000.0000 1,322,227.50 08/31/2011 12X4225 1225303 09/30/2046 02001 4.950000000 13,195,000.0000 598,723.13 08/31/2011 12X4225 1225303 09/30/2047 02001 4.950000000 10,761,000.0000 488,280.38 08/31/2011 12X4225 1225303 09/30/2048 02001 4.950000000 607,000.0000 27,542.63 08/31/2011 12X4225 1225303 09/30/2049 02001 4.950000000 554,000.0000 25,137.75 08/31/2011 12X4225 1225303 09/30/2050 02001 4.950000000 1,811,000.0000 82,174.13 08/31/2011 12X4225 1225303 09/30/2051 02001 4.950000000 3,173,000.0000 143,974.88 08/31/2011 12X4225 1225303 09/30/2037 02002 4.799998800 5,803,000.0000 255,331.94 08/31/2011 12X4225 1225303 09/30/2043 02002 4.799998800 12,385,000.0000 544,939.86 08/31/2011 12X4225 1225303 09/30/2044 02002 4.799998800 82,000,000.0000 3,607,999.10 08/31/2011 12X4225 1225303 09/30/2045 02002 4.799998800 58,500,000.0000 2,573,999.36 08/31/2011 12X4225 1225303 09/30/2046 02002 4.799998800 55,382,000.0000 2,436,807.39 08/31/2011 12X4225 1225303 09/30/2047 02002 4.799998800 21,583,000.0000 949,651.76 08/31/2011 12X4225 1225303 09/30/2048 02002 4.799998800 13,785,000.0000 606,539.85 08/31/2011 12X4225 1225303 09/30/2049 02002 4.799998800 4,704,000.0000 206,975.95 08/31/2011 12X4225 1225303 09/30/2050 02002 4.799998800 236,000.0000 10,384.00 08/31/2011 12X4225 1225303 09/30/2051 02002 4.799998800 518,000.0000 22,791.99 08/31/2011 12X4225 1225303 09/30/2037 02003 4.780000800 2,001,000.0000 87,677.16 08/31/2011 12X4225 1225303 09/30/2044 02003 4.780000800 28,095,000.0000 1,231,029.46 08/31/2011 12X4225 1225303 09/30/2045 02003 4.780000800 71,647,000.0000 3,139,333.24 08/31/2011 12X4225 1225303 09/30/2046 02003 4.780000800 40,725,000.0000 1,784,434.05 08/31/2011 12X4225 1225303 09/30/2047 02003 4.780000800 23,052,000.0000 1,010,061.97 08/31/2011 12X4225 1225303 09/30/2048 02003 4.780000800 8,111,000.0000 355,397.04 08/31/2011 12X4225 1225303 09/30/2049 02003 4.780000800 303,000.0000 13,276.45 08/31/2011 12X4225 1225303 09/30/2050 02003 4.780000800 147,000.0000 6,441.05 08/31/2011 12X4225 1225303 09/30/2051 02003 4.780000800 2,262,000.0000 99,113.32 08/31/2011 12X4225 1225303 09/30/2037 02004 4.690000800 20,508,000.0000 881,673.25 08/31/2011 12X4225 1225303 09/30/2045 02004 4.690000800 28,464,000.0000 1,223,715.01 08/31/2011 12X4225 1225303 09/30/2046 02004 4.690000800 128,384,000.0000 5,519,443.07 08/31/2011 12X4225 1225303 09/30/2047 02004 4.690000800 69,539,000.0000 2,989,598.02 08/31/2011 12X4225 1225303 09/30/2048 02004 4.690000800 62,273,000.0000 2,677,220.52 08/31/2011 12X4225 1225303 09/30/2049 02004 4.690000800 31,332,000.0000 1,347,015.13 08/31/2011 12X4225 1225303 09/30/2050 02004 4.690000800 6,634,000.0000 285,206.77 08/31/2011 12X4225 1225303 09/30/2051 02004 4.690000800 10,734,000.0000 461,472.63 08/31/2011 12X4225 1225303 09/30/2037 02005 4.749998400 53,926,000.0000 2,348,027.13 08/31/2011 12X4225 1225303 09/30/2046 02005 4.749998400 67,657,500.0000 2,945,919.32 08/31/2011 12X4225 1225303 09/30/2047 02005 4.749998400 152,531,000.0000 6,641,451.72 08/31/2011 12X4225 1225303 09/30/2048 02005 4.749998400 108,826,000.0000 4,738,463.82 08/31/2011 12X4225 1225303 09/30/2049 02005 4.749998400 80,885,665.0000 3,521,895.48 08/31/2011 12X4225 1225303 09/30/2050 02005 4.749998400 35,351,000.0000 1,539,240.94 08/31/2011 12X4225 1225303 09/30/2051 02005 4.749998400 30,352,000.0000 1,321,576.22 08/31/2011 12X4225 1225303 09/30/2037 02006 4.629999600 13,212,000.0000 560,739.25 08/31/2011 12X4225 1225303 09/30/2047 02006 4.629999600 88,307,000.0000 3,747,895.93 08/31/2011 12X4225 1225303 09/30/2048 02006 4.629999600 117,793,000.0000 4,999,330.81 08/31/2011 12X4225 1225303 09/30/2049 02006 4.629999600 47,745,000.0000 2,026,377.20 08/31/2011 12X4225 1225303 09/30/2050 02006 4.629999600 13,858,000.0000 588,156.57 08/31/2011 12X4225 1225303 09/30/2051 02006 4.629999600 7,539,000.0000 319,967.70 08/31/2011 12X4225 1225303 09/30/2047 02007 4.500000000 3,848,400.0000 158,746.50 08/31/2011 12X4225 1225303 09/30/2048 02007 4.500000000 103,642,000.0000 4,275,232.50 08/31/2011 12X4225 1225303 09/30/2049 02007 4.500000000 90,623,000.0000 3,738,198.75 08/31/2011 12X4225 1225303 09/30/2050 02007 4.500000000 58,123,000.0000 2,397,573.75 08/31/2011 12X4225 1225303 09/30/2051 02007 4.500000000 14,075,000.0000 580,593.75 08/31/2011 12X4225 1225303 09/30/2048 02008 4.659998400 23,175,800.0000 989,992.58 08/31/2011 12X4225 1225303 09/30/2049 02008 4.659998400 99,892,000.0000 4,267,051.80 08/31/2011 12X4225 1225303 09/30/2050 02008 4.659998400 68,556,000.0000 2,928,482.79 08/31/2011 12X4225 1225303 09/30/2051 02008 4.659998400 82,135,000.0000 3,508,532.21 08/31/2011 12X4225 1225303 09/30/2049 02009 4.709998800 64,386,000.0000 2,779,864.84 08/31/2011 12X4225 1225303 09/30/2050 02009 4.709998800 147,181,000.0000 6,354,538.06 08/31/2011 12X4225 1225303 09/30/2051 02009 4.709998800 135,024,000.0000 5,829,659.71 08/31/2011 12X4225 1225303 09/30/2050 02010 4.709998800 84,747,713.0000 3,658,981.58 08/31/2011 12X4225 1225303 09/30/2051 02010 4.709998800 407,023,000.0000 17,573,213.55 08/31/2011 12X4225 1225303 09/30/2051 02011 4.709998800 18,229,000.0000 787,036.87 08/31/2011 ------------------------ ---------------------- 3,696,676,248.0000 166,248,135.27 ======================== ====================== 3,696,676,248.0000 166,248,135.27 ============================================================================================================================ 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 09/30/2034 01992 08/26/2011 SELL -1,000,000.0000 0.00 476863 1225303 09/30/2034 01992 08/26/2011 INT + 0.0000 34,450.00 476864 1225303 09/30/2035 01994 06/24/2011 INT + 0.0000 131,175.39 476835 1225303 09/30/2035 01994 08/26/2011 SELL -43,000.0000 0.00 476867 1225303 09/30/2035 01994 08/26/2011 INT + 0.0000 1,498.54 476868 1225303 09/30/2036 01993 06/24/2011 INT + 0.0000 43,597.34 476833 1225303 09/30/2036 01993 08/26/2011 SELL -2,100,000.0000 0.00 476865 1225303 09/30/2036 01993 08/26/2011 INT + 0.0000 73,184.99 476866 1225303 09/30/2036 01994 08/26/2011 SELL -2,157,000.0000 0.00 476869 1225303 09/30/2036 01994 08/26/2011 INT + 0.0000 75,171.44 476870 1225303 09/30/2037 01995 06/24/2011 INT + 0.0000 71,255.79 476837 1225303 09/30/2037 01995 08/26/2011 SELL -4,500,000.0000 0.00 476871 1225303 09/30/2037 01995 08/26/2011 INT + 0.0000 148,724.99 476872 1225303 09/30/2037 02006 06/24/2011 INT + 0.0000 94,451.99 476821 1225303 09/30/2037 02006 08/26/2011 SELL -3,500,000.0000 0.00 476897 1225303 09/30/2037 02006 08/26/2011 INT + 0.0000 81,024.99 476898 1225303 09/30/2038 01996 06/24/2011 INT + 0.0000 67,203.48 476839 1225303 09/30/2038 01996 08/26/2011 SELL -5,500,000.0000 0.00 476873 1225303 09/30/2038 01996 08/26/2011 INT + 0.0000 175,174.95 476874 1225303 09/30/2039 01997 06/24/2011 INT + 0.0000 68,033.18 476841 1225303 09/30/2039 01997 08/26/2011 SELL -2,700,000.0000 0.00 476875 1225303 09/30/2039 01997 08/26/2011 INT + 0.0000 81,134.97 476876 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 01998 08/26/2011 SELL -10,200,000.0000 0.00 476877 1225303 09/30/2040 01998 08/26/2011 INT + 0.0000 301,919.91 476878 1225303 09/30/2040 01999 06/24/2011 INT + 0.0000 93,356.49 476847 1225303 09/30/2040 01999 08/26/2011 SELL -1,590,000.0000 0.00 476879 1225303 09/30/2040 01999 08/26/2011 INT + 0.0000 46,825.49 476880 1225303 09/30/2041 01999 08/26/2011 SELL -1,810,000.0000 0.00 476881 1225303 09/30/2041 01999 08/26/2011 INT + 0.0000 53,304.49 476882 1225303 09/30/2041 02000 06/24/2011 INT + 0.0000 63,816.49 476805 1225303 09/30/2041 02000 08/26/2011 SELL -4,500,000.0000 0.00 476883 1225303 09/30/2041 02000 08/26/2011 INT + 0.0000 127,349.98 476884 1225303 09/30/2042 02001 06/24/2011 INT + 0.0000 155,306.25 476807 1225303 09/30/2042 02001 08/26/2011 SELL -5,877,000.0000 0.00 476885 1225303 09/30/2042 02001 08/26/2011 INT + 0.0000 145,455.75 476886 1225303 09/30/2043 02001 08/26/2011 SELL -523,000.0000 0.00 476887 1225303 09/30/2043 02001 08/26/2011 INT + 0.0000 12,944.25 476888 1225303 09/30/2043 02002 06/24/2011 INT + 0.0000 151,391.96 476809 1225303 09/30/2043 02002 08/26/2011 SELL -10,000,000.0000 0.00 476889 1225303 09/30/2043 02002 08/26/2011 INT + 0.0000 239,999.94 476890 1225303 09/30/2044 02003 06/24/2011 INT + 0.0000 91,560.91 476811 1225303 09/30/2044 02003 08/26/2011 SELL -3,800,000.0000 0.00 476891 1225303 09/30/2044 02003 08/26/2011 INT + 0.0000 90,820.01 476892 1225303 09/30/2045 02004 06/24/2011 INT + 0.0000 179,673.93 476813 1225303 09/30/2045 02004 08/26/2011 SELL -15,000,000.0000 0.00 476893 1225303 09/30/2045 02004 08/26/2011 INT + 0.0000 351,750.06 476894 1225303 09/30/2046 02005 06/24/2011 INT + 0.0000 327,987.38 476815 1225303 09/30/2046 02005 08/26/2011 SELL -15,000,000.0000 0.00 476895 1225303 09/30/2046 02005 08/26/2011 INT + 0.0000 356,249.88 476896 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 09/30/2047 02007 08/26/2011 SELL -4,000,000.0000 0.00 476899 1225303 09/30/2047 02007 08/26/2011 INT + 0.0000 90,000.00 476900 1225303 09/30/2048 02008 06/24/2011 INT + 0.0000 160,839.84 476825 1225303 09/30/2048 02008 08/26/2011 SELL -4,000,000.0000 0.00 476901 1225303 09/30/2048 02008 08/26/2011 INT + 0.0000 93,199.96 476902 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 ------------------------ ---------------------- -97,800,000.0000 5,962,043.16 ======================== ====================== -97,800,000.0000 5,962,043.16