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 0.00 09/30/2011 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2036 01993 6.969999600 11,770,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2036 01994 6.969999600 22,843,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 01995 6.609999600 20,329,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2038 01996 6.369998400 33,829,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2039 01997 6.009998400 27,903,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2040 01998 5.919998400 28,449,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 01999 5.889999600 39,190,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2041 02000 5.659999200 2,322,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2043 02001 4.880001600 71,477,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2043 02002 4.759999200 12,385,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2044 02003 4.740001200 28,095,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2045 02004 4.659998400 28,464,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2046 02005 4.640000400 67,657,500.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2037 02006 4.550000400 13,212,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2047 02007 4.240000800 3,848,400.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2048 02008 4.420000800 23,175,800.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2049 02009 4.460000400 64,386,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2050 02010 2.949998400 84,747,713.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 0.00 09/30/2011 12X4225 1225303 09/30/2051 02011 2.949998400 33,266,750.0000 0.00 09/30/2011 ------------------------ ---------------------- 3,711,713,998.0000 0.00 ======================== ====================== 3,711,713,998.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00