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 18,501,000.0000 956,039.23 06/30/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,994,300.35 06/30/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,583,750.15 06/30/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,583.75 06/30/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 279,148.37 06/30/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 354,335.50 06/30/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 117,198.91 06/30/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,743,772.98 06/30/2011 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 38,497.88 06/30/2011 12X4226 1226301 09/30/2030 01993 6.879999600 73,200,000.0000 3,777,119.78 06/30/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,579,999.85 06/30/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,909,199.89 06/30/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 412,799.98 06/30/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 773,999.96 06/30/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 928,799.95 06/30/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 678,539.96 06/30/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 461,923.17 06/30/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 344,636.38 06/30/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,939,643.89 06/30/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 314,759.98 06/30/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,973.20 06/30/2011 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 128,225.99 06/30/2011 12X4226 1226301 09/30/2031 01994 6.710000400 59,039,000.0000 2,971,137.85 06/30/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 7,548,750.45 06/30/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,509,750.09 06/30/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 251,625.02 06/30/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 654,225.04 06/30/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 465,506.28 06/30/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 647,934.41 06/30/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 249,863.64 06/30/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,141,278.55 06/30/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 387,502.52 06/30/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,277.63 06/30/2011 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 1,107.15 06/30/2011 12X4226 1226301 09/30/2032 01995 6.559999200 134,539,000.0000 6,619,317.99 06/30/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 6,641,999.19 06/30/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,082,399.87 06/30/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 245,999.97 06/30/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 600,239.93 06/30/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 380,955.55 06/30/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 359,602.76 06/30/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,252,277.33 06/30/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 182,039.98 06/30/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 5,510.40 06/30/2011 12X4226 1226301 09/30/2045 01995 1.000000800 8,000,000.0000 0.00 06/30/2011 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 74,144.39 06/30/2011 12X4226 1226301 09/30/2032 01996 6.260000400 9,078,000.0000 426,212.13 06/30/2011 12X4226 1226301 09/30/2033 01996 6.260000400 172,000,000.0000 8,075,400.52 06/30/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,361,550.09 06/30/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 1,079,850.07 06/30/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 46,950.00 06/30/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 356,820.02 06/30/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 2,086,505.08 06/30/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 243,623.57 06/30/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,431,975.09 06/30/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 171,461.41 06/30/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,314.60 06/30/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 362,360.12 06/30/2011 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 55,776.60 06/30/2011 12X4226 1226301 09/30/2034 01997 5.960001600 204,008,000.0000 9,119,160.05 06/30/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,039,600.82 06/30/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 536,400.14 06/30/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 634,740.17 06/30/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,080,766.13 06/30/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 219,611.16 06/30/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,122,535.37 06/30/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 227,970.06 06/30/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 93,288.93 06/30/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 5,766.30 06/30/2011 12X4226 1226301 09/30/2022 01998 5.799999600 3,501,000.0000 152,293.49 06/30/2011 12X4226 1226301 09/30/2034 01998 5.799999600 13,385,000.0000 582,247.46 06/30/2011 12X4226 1226301 09/30/2036 01998 5.799999600 128,000,000.0000 5,567,999.62 06/30/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 815,624.94 06/30/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,217,999.92 06/30/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,109,249.92 06/30/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 9,995,820.81 06/30/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 455,662.47 06/30/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,836,961.37 06/30/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 831,415.44 06/30/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 159,166.49 06/30/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,261.50 06/30/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 59,073.00 06/30/2011 12X4226 1226301 09/30/2022 01999 5.659999200 38,976,000.0000 1,654,530.97 06/30/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 7,938,148.88 06/30/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,326,562.31 06/30/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 2,462,099.65 06/30/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,876,289.73 06/30/2011 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 2,710,771.72 06/30/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 423,650.94 06/30/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 2,039,892.01 06/30/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 328,605.40 06/30/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 480,491.48 06/30/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 370,206.40 06/30/2011 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,698.00 06/30/2011 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 2,862,589.55 06/30/2011 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 2,207,951.34 06/30/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,269,686.83 06/30/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,478,848.67 06/30/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 3,700,093.90 06/30/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,457,159.12 06/30/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,048,494.44 06/30/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,195,355.90 06/30/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 609,849.72 06/30/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 28,487.09 06/30/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 424,602.92 06/30/2011 12X4226 1226301 09/30/2046 02000 5.379998400 3,923,000.0000 158,293.00 06/30/2011 12X4226 1226301 09/30/2037 02001 4.989999600 30,680,000.0000 1,148,198.91 06/30/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 6,549,374.48 06/30/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 6,100,274.51 06/30/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 3,268,871.39 06/30/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,799,693.26 06/30/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 2,190,372.80 06/30/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 752,055.31 06/30/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 137,686.56 06/30/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 131,698.56 06/30/2011 12X4226 1226301 09/30/2046 02001 4.989999600 8,413,000.0000 314,856.50 06/30/2011 12X4226 1226301 09/30/2038 02002 4.799998800 53,264,000.0000 1,917,503.52 06/30/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 9,035,997.74 06/30/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 8,512,989.87 06/30/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 3,649,715.09 06/30/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 6,391,366.40 06/30/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,531,007.62 06/30/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 940,247.76 06/30/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,321,487.67 06/30/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 162,071.96 06/30/2011 12X4226 1226301 09/30/2039 02003 4.740001200 61,065,000.0000 2,170,861.30 06/30/2011 12X4226 1226301 09/30/2040 02003 4.740001200 190,000,000.0000 6,754,501.71 06/30/2011 12X4226 1226301 09/30/2041 02003 4.740001200 118,980,000.0000 4,229,740.07 06/30/2011 12X4226 1226301 09/30/2042 02003 4.740001200 123,287,000.0000 4,382,853.96 06/30/2011 12X4226 1226301 09/30/2043 02003 4.740001200 97,576,000.0000 3,468,827.68 06/30/2011 12X4226 1226301 09/30/2044 02003 4.740001200 17,934,000.0000 637,553.86 06/30/2011 12X4226 1226301 09/30/2045 02003 4.740001200 32,073,000.0000 1,140,195.44 06/30/2011 12X4226 1226301 09/30/2046 02003 4.740001200 4,610,000.0000 163,885.54 06/30/2011 12X4226 1226301 09/30/2040 02004 4.709998800 91,690,000.0000 3,238,948.42 06/30/2011 12X4226 1226301 09/30/2041 02004 4.709998800 196,549,000.0000 6,943,091.66 06/30/2011 12X4226 1226301 09/30/2042 02004 4.709998800 233,961,000.0000 8,264,670.22 06/30/2011 12X4226 1226301 09/30/2043 02004 4.709998800 112,982,000.0000 3,991,088.13 06/30/2011 12X4226 1226301 09/30/2044 02004 4.709998800 53,536,000.0000 1,891,158.72 06/30/2011 12X4226 1226301 09/30/2045 02004 4.709998800 14,227,000.0000 502,568.65 06/30/2011 12X4226 1226301 09/30/2046 02004 4.709998800 16,508,000.0000 583,144.95 06/30/2011 12X4226 1226301 09/30/2041 02005 4.650001200 79,452,000.0000 2,770,889.22 06/30/2011 12X4226 1226301 09/30/2042 02005 4.650001200 215,576,000.0000 7,518,214.94 06/30/2011 12X4226 1226301 09/30/2043 02005 4.650001200 176,866,000.0000 6,168,203.34 06/30/2011 12X4226 1226301 09/30/2044 02005 4.650001200 95,770,000.0000 3,339,979.61 06/30/2011 12X4226 1226301 09/30/2045 02005 4.650001200 104,436,000.0000 3,642,206.44 06/30/2011 12X4226 1226301 09/30/2046 02005 4.650001200 34,126,000.0000 1,190,144.56 06/30/2011 12X4226 1226301 09/30/2042 02006 4.500000000 169,782,400.0000 5,730,156.00 06/30/2011 12X4226 1226301 09/30/2043 02006 4.500000000 290,126,000.0000 9,791,752.50 06/30/2011 12X4226 1226301 09/30/2044 02006 4.500000000 182,138,000.0000 6,147,157.50 06/30/2011 12X4226 1226301 09/30/2045 02006 4.500000000 112,058,000.0000 3,781,957.50 06/30/2011 12X4226 1226301 09/30/2046 02006 4.500000000 71,045,000.0000 2,397,768.75 06/30/2011 12X4226 1226301 09/30/2042 02007 4.520001600 15,300,000.0000 518,670.18 06/30/2011 12X4226 1226301 09/30/2043 02007 4.520001600 186,664,000.0000 6,327,911.84 06/30/2011 12X4226 1226301 09/30/2044 02007 4.520001600 227,809,000.0000 7,722,727.83 06/30/2011 12X4226 1226301 09/30/2045 02007 4.520001600 197,431,000.0000 6,692,913.27 06/30/2011 12X4226 1226301 09/30/2046 02007 4.520001600 132,157,000.0000 4,480,123.89 06/30/2011 12X4226 1226301 09/30/2044 02008 4.709998800 139,302,000.0000 4,920,841.90 06/30/2011 12X4226 1226301 09/30/2045 02008 4.709998800 296,256,000.0000 10,465,240.53 06/30/2011 12X4226 1226301 09/30/2046 02008 4.709998800 186,347,000.0000 6,582,706.10 06/30/2011 12X4226 1226301 09/30/2044 02009 4.870000800 43,877,000.0000 1,602,607.69 06/30/2011 12X4226 1226301 09/30/2045 02009 4.870000800 155,633,968.0000 5,684,531.62 06/30/2011 12X4226 1226301 09/30/2046 02009 4.870000800 234,278,000.0000 8,557,005.36 06/30/2011 12X4226 1226301 09/30/2045 02010 2.940001200 29,247,402.0000 644,905.48 06/30/2011 12X4226 1226301 09/30/2046 02010 2.940001200 217,942,000.0000 4,805,623.06 06/30/2011 12X4226 1226301 09/30/2046 02011 2.940001200 3,649,000.0000 80,460.48 06/30/2011 ------------------------ ---------------------- 10,134,723,370.0000 392,002,729.73 ======================== ====================== 10,134,723,370.0000 392,002,729.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 06/22/2011 INT + 0.0000 193,919.06 477683 1226301 09/30/2030 01993 06/22/2011 INT + 0.0000 199,244.78 477685 1226301 09/30/2031 01994 06/22/2011 INT + 0.0000 267,628.36 477687 1226301 09/30/2032 01995 06/22/2011 INT + 0.0000 257,873.56 477689 1226301 09/30/2032 01996 06/22/2011 INT + 0.0000 189,991.01 477691 1226301 09/30/2034 01997 06/22/2011 INT + 0.0000 274,636.87 477693 1226301 09/30/2034 01998 06/22/2011 INT + 0.0000 181,684.98 477695 1226301 09/30/2036 02000 06/22/2011 INT + 0.0000 142,031.95 477699 1226301 09/30/2037 02001 06/22/2011 INT + 0.0000 209,355.43 477701 1226301 09/30/2038 02002 06/22/2011 INT + 0.0000 297,335.92 477703 1226301 09/30/2039 02003 06/22/2011 INT + 0.0000 129,283.53 477705 1226301 09/30/2040 01999 06/22/2011 INT + 0.0000 148,829.67 477697 1226301 09/30/2040 02004 06/22/2011 INT + 0.0000 230,672.19 477707 1226301 09/30/2041 02005 06/22/2011 INT + 0.0000 622,751.41 477709 1226301 09/30/2041 02006 06/22/2011 INT + 0.0000 215,131.50 477711 1226301 09/30/2042 02006 06/22/2011 INT + 0.0000 82,206.00 477713 1226301 09/30/2042 02007 06/22/2011 INT + 0.0000 570,175.60 477715 1226301 09/30/2043 02008 06/22/2011 INT + 0.0000 585,782.55 477717 1226301 09/30/2044 02008 06/22/2011 INT + 0.0000 113,016.42 477719 1226301 09/30/2044 02009 06/22/2011 INT + 0.0000 111,206.46 477721 1226301 09/30/2045 02010 06/22/2011 INT + 0.0000 105,766.54 477723 ------------------------ ---------------------- 0.0000 5,128,523.79 ======================== ====================== 0.0000 5,128,523.79