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 2,520.59 10/31/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 57,416.67 10/31/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 3,043.08 10/31/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 9,927.34 10/31/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 4,019.17 10/31/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 13,780.00 10/31/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 3,014.38 10/31/2011 12X4225 1225303 09/30/2036 01993 6.969999600 11,770,000.0000 68,364.08 10/31/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 23,233.33 10/31/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 6,970.00 10/31/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 6,016.85 10/31/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 365.92 10/31/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 21,316.58 10/31/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 5,924.50 10/31/2011 12X4225 1225303 09/30/2036 01994 6.969999600 22,843,000.0000 132,679.75 10/31/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 14,520.83 10/31/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 342.69 10/31/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 16,118.12 10/31/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 29,041.67 10/31/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 6,970.00 10/31/2011 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 3,630.21 10/31/2011 12X4225 1225303 09/30/2037 01995 6.609999600 20,329,000.0000 111,978.90 10/31/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 90,887.49 10/31/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 5,508.33 10/31/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 11,600.55 10/31/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 7,326.08 10/31/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 11,429.79 10/31/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 40,645.99 10/31/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 10,493.37 10/31/2011 12X4225 1225303 09/30/2038 01996 6.369998400 33,829,000.0000 179,575.56 10/31/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 42,466.66 10/31/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 15,925.00 10/31/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 5,839.17 10/31/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 18,711.87 10/31/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 14,830.95 10/31/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 23,553.07 10/31/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 39,552.38 10/31/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 9,024.16 10/31/2011 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2011 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 3,806.07 10/31/2011 12X4225 1225303 09/30/2039 01997 6.009998400 27,903,000.0000 139,747.49 10/31/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 40,066.66 10/31/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 30,049.99 10/31/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 5,008.33 10/31/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 5,118.52 10/31/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 254.77 10/31/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 4,858.08 10/31/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 23,038.33 10/31/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 4,507.50 10/31/2011 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 185.31 10/31/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 1,356.67 10/31/2011 12X4225 1225303 09/30/2040 01998 5.919998400 28,449,000.0000 140,348.36 10/31/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 123,333.30 10/31/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 49,333.32 10/31/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 2,960.00 10/31/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 10,643.66 10/31/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 18,480.26 10/31/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 39,466.66 10/31/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 2,466.67 10/31/2011 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 4,484.40 10/31/2011 12X4225 1225303 09/30/2041 01999 5.889999600 39,190,000.0000 192,357.57 10/31/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 78,533.33 10/31/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 39,266.66 10/31/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 14,725.00 10/31/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 9,816.67 10/31/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 3,509.46 10/31/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 34,849.16 10/31/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 382.85 10/31/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 4,235.89 10/31/2011 12X4225 1225303 09/30/2041 02000 5.659999200 2,322,000.0000 10,952.10 10/31/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 280,641.63 10/31/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 73,579.99 10/31/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 21,225.00 10/31/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 11,791.67 10/31/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 19,083.63 10/31/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 33,960.00 10/31/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 17,923.33 10/31/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 410.35 10/31/2011 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 929.18 10/31/2011 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 16,791.27 10/31/2011 12X4225 1225303 09/30/2043 02001 4.880001600 71,477,000.0000 290,673.23 10/31/2011 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 187,066.73 10/31/2011 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 118,502.71 10/31/2011 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 53,659.68 10/31/2011 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 43,761.41 10/31/2011 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 2,468.47 10/31/2011 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 2,252.93 10/31/2011 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 7,364.74 10/31/2011 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 12,903.54 10/31/2011 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 23,018.56 10/31/2011 12X4225 1225303 09/30/2043 02002 4.759999200 12,385,000.0000 49,127.16 10/31/2011 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 325,266.61 10/31/2011 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 232,049.96 10/31/2011 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 219,681.90 10/31/2011 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 85,612.55 10/31/2011 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 54,680.49 10/31/2011 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 18,659.20 10/31/2011 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 936.13 10/31/2011 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 2,054.73 10/31/2011 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 7,903.95 10/31/2011 12X4225 1225303 09/30/2044 02003 4.740001200 28,095,000.0000 110,975.28 10/31/2011 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 283,005.72 10/31/2011 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 160,863.79 10/31/2011 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 91,055.42 10/31/2011 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 32,038.46 10/31/2011 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 1,196.85 10/31/2011 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 580.65 10/31/2011 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 8,934.90 10/31/2011 12X4225 1225303 09/30/2052 02003 4.740001200 1,782,000.0000 7,038.90 10/31/2011 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 79,639.37 10/31/2011 12X4225 1225303 09/30/2045 02004 4.659998400 28,464,000.0000 110,535.16 10/31/2011 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 498,557.70 10/31/2011 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 270,043.02 10/31/2011 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 241,826.73 10/31/2011 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 121,672.56 10/31/2011 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 25,762.02 10/31/2011 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 41,683.69 10/31/2011 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 208,513.88 10/31/2011 12X4225 1225303 09/30/2046 02005 4.640000400 67,657,500.0000 261,609.02 10/31/2011 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 589,786.58 10/31/2011 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 420,793.90 10/31/2011 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 312,757.93 10/31/2011 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 136,690.55 10/31/2011 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 117,361.08 10/31/2011 12X4225 1225303 09/30/2052 02005 4.640000400 10,892,000.0000 42,115.74 10/31/2011 12X4225 1225303 09/30/2037 02006 4.550000400 13,212,000.0000 50,095.50 10/31/2011 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 334,830.74 10/31/2011 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 446,631.83 10/31/2011 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 181,033.14 10/31/2011 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 52,544.92 10/31/2011 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 28,585.38 10/31/2011 12X4225 1225303 09/30/2052 02006 4.550000400 408,000.0000 1,547.00 10/31/2011 12X4225 1225303 09/30/2047 02007 4.240000800 3,848,400.0000 13,597.68 10/31/2011 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 366,201.80 10/31/2011 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 320,201.33 10/31/2011 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 205,367.97 10/31/2011 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 49,731.68 10/31/2011 12X4225 1225303 09/30/2052 02007 4.240000800 1,305,000.0000 4,611.00 10/31/2011 12X4225 1225303 09/30/2048 02008 4.420000800 23,175,800.0000 85,364.21 10/31/2011 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 367,935.60 10/31/2011 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 252,514.65 10/31/2011 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 302,530.64 10/31/2011 12X4225 1225303 09/30/2052 02008 4.420000800 6,682,000.0000 24,612.04 10/31/2011 12X4225 1225303 09/30/2049 02009 4.460000400 64,386,000.0000 239,301.32 10/31/2011 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 547,022.77 10/31/2011 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 501,839.25 10/31/2011 12X4225 1225303 09/30/2052 02009 4.460000400 9,907,000.0000 36,821.02 10/31/2011 12X4225 1225303 09/30/2050 02010 2.949998400 84,747,713.0000 208,338.01 10/31/2011 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 1,000,597.67 10/31/2011 12X4225 1225303 09/30/2052 02010 2.949998400 26,210,000.0000 64,432.88 10/31/2011 12X4225 1225303 09/30/2051 02011 2.949998400 33,266,750.0000 81,780.72 10/31/2011 12X4225 1225303 09/30/2052 02011 2.949998400 11,435,000.0000 28,111.03 10/31/2011 ------------------------ ---------------------- 3,780,334,998.0000 14,335,176.19 ======================== ====================== 3,780,334,998.0000 14,335,176.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00