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 177,434.74 12/31/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 1,998,100.12 12/31/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 861,250.05 12/31/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 861.25 12/31/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 93,049.46 12/31/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 118,111.83 12/31/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 39,066.30 12/31/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 581,257.66 12/31/2011 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 12,832.63 12/31/2011 12X4226 1226301 09/30/2030 01993 6.879999600 66,000,000.0000 1,135,199.93 12/31/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 859,999.95 12/31/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 636,399.96 12/31/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 137,599.99 12/31/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 257,999.99 12/31/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 309,599.98 12/31/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 226,179.99 12/31/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 153,974.39 12/31/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 114,878.79 12/31/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 646,547.96 12/31/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 104,919.99 12/31/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 1,324.40 12/31/2011 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 42,742.00 12/31/2011 12X4226 1226301 09/30/2031 01994 6.710000400 45,539,000.0000 763,916.77 12/31/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 2,516,250.15 12/31/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 503,250.03 12/31/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 83,875.01 12/31/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 218,075.01 12/31/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 155,168.76 12/31/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 215,978.14 12/31/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 83,287.88 12/31/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 713,759.52 12/31/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 129,167.51 12/31/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 1,425.88 12/31/2011 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 369.05 12/31/2011 12X4226 1226301 09/30/2032 01995 6.559999200 122,039,000.0000 2,001,439.36 12/31/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,213,999.73 12/31/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 360,799.96 12/31/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 81,999.99 12/31/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 200,079.98 12/31/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 126,985.18 12/31/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 119,867.59 12/31/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 750,759.11 12/31/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 60,679.99 12/31/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 1,836.80 12/31/2011 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 131,199.98 12/31/2011 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 24,714.80 12/31/2011 12X4226 1226301 09/30/2033 01996 6.260000400 168,078,000.0000 2,630,420.87 12/31/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 453,850.03 12/31/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 359,950.02 12/31/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 15,650.00 12/31/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 118,940.01 12/31/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 695,501.69 12/31/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 81,207.86 12/31/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 477,325.03 12/31/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 57,153.80 12/31/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 438.20 12/31/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 120,786.71 12/31/2011 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 18,592.20 12/31/2011 12X4226 1226301 09/30/2034 01997 5.960001600 190,508,000.0000 2,838,569.96 12/31/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,013,200.27 12/31/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 178,800.05 12/31/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 211,580.06 12/31/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,026,922.04 12/31/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 73,203.72 12/31/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 707,511.79 12/31/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 75,990.02 12/31/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 31,096.31 12/31/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 1,922.10 12/31/2011 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 1,825,346.87 12/31/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 271,874.98 12/31/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 405,999.97 12/31/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 369,749.97 12/31/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 3,331,940.27 12/31/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 151,887.49 12/31/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 612,320.46 12/31/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 277,138.48 12/31/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 53,055.50 12/31/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 420.50 12/31/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 19,691.00 12/31/2011 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 374,635.35 12/31/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 2,646,049.63 12/31/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 442,187.44 12/31/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 820,699.88 12/31/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 625,429.91 12/31/2011 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 903,590.57 12/31/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 141,216.98 12/31/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 679,964.00 12/31/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 109,535.13 12/31/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 160,163.83 12/31/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 123,402.13 12/31/2011 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 566.00 12/31/2011 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 738,996.58 12/31/2011 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 735,983.78 12/31/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 756,562.28 12/31/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 1,492,949.56 12/31/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 1,233,364.63 12/31/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 485,719.71 12/31/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 349,498.15 12/31/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,065,118.63 12/31/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 203,283.24 12/31/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 9,495.70 12/31/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 141,534.31 12/31/2011 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 106,564.32 12/31/2011 12X4226 1226301 09/30/2047 02000 5.379998400 607,000.0000 8,164.15 12/31/2011 12X4226 1226301 09/30/2037 02001 4.989999600 17,180,000.0000 214,320.48 12/31/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 2,183,124.83 12/31/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 2,033,424.84 12/31/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 1,089,623.80 12/31/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 599,897.75 12/31/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 730,124.27 12/31/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 250,685.10 12/31/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 45,895.52 12/31/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 43,899.52 12/31/2011 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 229,702.16 12/31/2011 12X4226 1226301 09/30/2038 02002 4.799998800 35,264,000.0000 423,167.89 12/31/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 3,011,999.25 12/31/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 2,837,663.29 12/31/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 1,216,571.70 12/31/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 2,130,455.47 12/31/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 510,335.87 12/31/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 313,415.92 12/31/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 440,495.89 12/31/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 54,023.99 12/31/2011 12X4226 1226301 09/30/2047 02002 4.799998800 112,000.0000 1,344.00 12/31/2011 12X4226 1226301 09/30/2039 02003 4.730000400 50,565,000.0000 597,931.18 12/31/2011 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 2,246,750.19 12/31/2011 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 1,406,938.62 12/31/2011 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 1,457,868.90 12/31/2011 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 1,153,836.30 12/31/2011 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 212,069.57 12/31/2011 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 379,263.26 12/31/2011 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 54,513.25 12/31/2011 12X4226 1226301 09/30/2047 02003 4.730000400 736,000.0000 8,703.20 12/31/2011 12X4226 1226301 09/30/2040 02004 4.680000000 78,690,000.0000 920,673.00 12/31/2011 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 2,299,623.30 12/31/2011 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 2,737,343.70 12/31/2011 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 1,321,889.40 12/31/2011 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 626,371.20 12/31/2011 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 166,455.90 12/31/2011 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 193,143.60 12/31/2011 12X4226 1226301 09/30/2047 02004 4.680000000 1,708,000.0000 19,983.60 12/31/2011 12X4226 1226301 09/30/2041 02005 4.600000800 71,452,000.0000 821,698.14 12/31/2011 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 2,479,124.43 12/31/2011 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 2,033,959.35 12/31/2011 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 1,101,355.19 12/31/2011 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 1,201,014.21 12/31/2011 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 748,949.13 12/31/2011 12X4226 1226301 09/30/2047 02005 4.600000800 7,675,000.0000 88,262.52 12/31/2011 12X4226 1226301 09/30/2042 02006 4.410000000 159,782,400.0000 1,761,600.96 12/31/2011 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 3,198,639.15 12/31/2011 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 2,008,071.45 12/31/2011 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 1,235,439.45 12/31/2011 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 948,646.13 12/31/2011 12X4226 1226301 09/30/2047 02006 4.410000000 14,256,000.0000 157,172.40 12/31/2011 12X4226 1226301 09/30/2042 02007 4.280000400 10,300,000.0000 110,210.01 12/31/2011 12X4226 1226301 09/30/2043 02007 4.280000400 186,664,000.0000 1,997,304.99 12/31/2011 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 2,437,556.53 12/31/2011 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 2,112,511.90 12/31/2011 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 1,788,580.07 12/31/2011 12X4226 1226301 09/30/2047 02007 4.280000400 16,161,000.0000 172,922.72 12/31/2011 12X4226 1226301 09/30/2044 02008 4.399999200 139,302,000.0000 1,532,321.72 12/31/2011 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 3,258,815.41 12/31/2011 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 2,709,816.51 12/31/2011 12X4226 1226301 09/30/2047 02008 4.399999200 43,036,000.0000 473,395.91 12/31/2011 12X4226 1226301 09/30/2044 02009 4.569998400 43,877,000.0000 501,294.55 12/31/2011 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 1,778,117.46 12/31/2011 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 3,613,474.88 12/31/2011 12X4226 1226301 09/30/2047 02009 4.569998400 81,930,000.0000 936,049.92 12/31/2011 12X4226 1226301 09/30/2045 02010 3.080001600 29,247,402.0000 225,205.11 12/31/2011 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 2,579,054.74 12/31/2011 12X4226 1226301 09/30/2047 02010 3.080001600 101,949,000.0000 785,007.71 12/31/2011 12X4226 1226301 09/30/2046 02011 4.410000000 18,529,000.0000 204,282.23 12/31/2011 12X4226 1226301 09/30/2047 02011 4.410000000 25,335,000.0000 279,318.38 12/31/2011 12X4226 1226301 09/30/2047 02012 4.410000000 10,000.0000 110.25 12/31/2011 ------------------------ ---------------------- 10,603,718,370.0000 133,273,744.88 ======================== ====================== 10,603,718,370.0000 133,273,744.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00