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 118,289.82 11/30/2011 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 1,332,066.74 11/30/2011 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 574,166.70 11/30/2011 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 574.17 11/30/2011 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 62,032.97 11/30/2011 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 78,741.22 11/30/2011 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 26,044.20 11/30/2011 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 387,505.11 11/30/2011 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 8,555.08 11/30/2011 12X4226 1226301 09/30/2030 01993 6.879999600 66,000,000.0000 756,799.96 11/30/2011 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 573,333.30 11/30/2011 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 424,266.64 11/30/2011 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 91,733.33 11/30/2011 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 171,999.99 11/30/2011 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 206,399.99 11/30/2011 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 150,786.66 11/30/2011 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 102,649.59 11/30/2011 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 76,585.86 11/30/2011 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 431,031.97 11/30/2011 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 69,946.66 11/30/2011 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 882.93 11/30/2011 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 28,494.67 11/30/2011 12X4226 1226301 09/30/2031 01994 6.710000400 45,539,000.0000 509,277.85 11/30/2011 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 1,677,500.10 11/30/2011 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 335,500.02 11/30/2011 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 55,916.67 11/30/2011 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 145,383.34 11/30/2011 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 103,445.84 11/30/2011 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 143,985.43 11/30/2011 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 55,525.25 11/30/2011 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 475,839.68 11/30/2011 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 86,111.67 11/30/2011 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 950.58 11/30/2011 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 246.03 11/30/2011 12X4226 1226301 09/30/2032 01995 6.559999200 122,039,000.0000 1,334,292.90 11/30/2011 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 1,475,999.82 11/30/2011 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 240,533.30 11/30/2011 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 54,666.66 11/30/2011 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 133,386.65 11/30/2011 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 84,656.79 11/30/2011 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 79,911.72 11/30/2011 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 500,506.07 11/30/2011 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 40,453.33 11/30/2011 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 1,224.53 11/30/2011 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 87,466.66 11/30/2011 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 16,476.53 11/30/2011 12X4226 1226301 09/30/2033 01996 6.260000400 168,078,000.0000 1,753,613.91 11/30/2011 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 302,566.69 11/30/2011 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 239,966.68 11/30/2011 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 10,433.33 11/30/2011 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 79,293.34 11/30/2011 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 463,667.80 11/30/2011 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 54,138.57 11/30/2011 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 318,216.69 11/30/2011 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 38,102.54 11/30/2011 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 292.13 11/30/2011 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 80,524.47 11/30/2011 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 12,394.80 11/30/2011 12X4226 1226301 09/30/2034 01997 5.960001600 190,508,000.0000 1,892,379.97 11/30/2011 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 675,466.85 11/30/2011 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 119,200.03 11/30/2011 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 141,053.37 11/30/2011 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 1,351,281.36 11/30/2011 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 48,802.48 11/30/2011 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 471,674.53 11/30/2011 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 50,660.01 11/30/2011 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 20,730.87 11/30/2011 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 1,281.40 11/30/2011 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 1,216,897.92 11/30/2011 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 181,249.99 11/30/2011 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 270,666.65 11/30/2011 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 246,499.98 11/30/2011 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 2,221,293.51 11/30/2011 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 101,258.33 11/30/2011 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 408,213.64 11/30/2011 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 184,758.99 11/30/2011 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 35,370.33 11/30/2011 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 280.33 11/30/2011 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 13,127.33 11/30/2011 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 249,756.90 11/30/2011 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 1,764,033.08 11/30/2011 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 294,791.63 11/30/2011 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 547,133.26 11/30/2011 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 416,953.27 11/30/2011 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 602,393.71 11/30/2011 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 94,144.65 11/30/2011 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 453,309.34 11/30/2011 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 73,023.42 11/30/2011 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 106,775.88 11/30/2011 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 82,268.09 11/30/2011 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 377.33 11/30/2011 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 492,664.39 11/30/2011 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 490,655.85 11/30/2011 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 504,374.85 11/30/2011 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 995,299.70 11/30/2011 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 822,243.09 11/30/2011 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 323,813.14 11/30/2011 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 232,998.76 11/30/2011 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 710,079.09 11/30/2011 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 135,522.16 11/30/2011 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 6,330.46 11/30/2011 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 94,356.21 11/30/2011 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 71,042.88 11/30/2011 12X4226 1226301 09/30/2047 02000 5.379998400 607,000.0000 5,442.77 11/30/2011 12X4226 1226301 09/30/2037 02001 4.989999600 17,180,000.0000 142,880.32 11/30/2011 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 1,455,416.55 11/30/2011 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 1,355,616.56 11/30/2011 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 726,415.87 11/30/2011 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 399,931.83 11/30/2011 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 486,749.51 11/30/2011 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 167,123.40 11/30/2011 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 30,597.01 11/30/2011 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 29,266.35 11/30/2011 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 153,134.77 11/30/2011 12X4226 1226301 09/30/2038 02002 4.799998800 35,264,000.0000 282,111.93 11/30/2011 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 2,007,999.50 11/30/2011 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 1,891,775.53 11/30/2011 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 811,047.80 11/30/2011 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 1,420,303.64 11/30/2011 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 340,223.91 11/30/2011 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 208,943.95 11/30/2011 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 293,663.93 11/30/2011 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 36,015.99 11/30/2011 12X4226 1226301 09/30/2047 02002 4.799998800 112,000.0000 896.00 11/30/2011 12X4226 1226301 09/30/2039 02003 4.730000400 50,565,000.0000 398,620.78 11/30/2011 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 1,497,833.46 11/30/2011 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 937,959.08 11/30/2011 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 971,912.60 11/30/2011 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 769,224.20 11/30/2011 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 141,379.71 11/30/2011 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 252,842.17 11/30/2011 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 36,342.17 11/30/2011 12X4226 1226301 09/30/2047 02003 4.730000400 219,000.0000 1,726.45 11/30/2011 12X4226 1226301 09/30/2040 02004 4.680000000 78,690,000.0000 613,782.00 11/30/2011 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 1,533,082.20 11/30/2011 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 1,824,895.80 11/30/2011 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 881,259.60 11/30/2011 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 417,580.80 11/30/2011 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 110,970.60 11/30/2011 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 128,762.40 11/30/2011 12X4226 1226301 09/30/2047 02004 4.680000000 924,000.0000 7,207.20 11/30/2011 12X4226 1226301 09/30/2041 02005 4.600000800 71,452,000.0000 547,798.76 11/30/2011 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 1,652,749.62 11/30/2011 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 1,355,972.90 11/30/2011 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 734,236.79 11/30/2011 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 800,676.14 11/30/2011 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 499,299.42 11/30/2011 12X4226 1226301 09/30/2047 02005 4.600000800 4,027,000.0000 30,873.67 11/30/2011 12X4226 1226301 09/30/2042 02006 4.410000000 159,782,400.0000 1,174,400.64 11/30/2011 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 2,132,426.10 11/30/2011 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 1,338,714.30 11/30/2011 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 823,626.30 11/30/2011 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 632,430.75 11/30/2011 12X4226 1226301 09/30/2047 02006 4.410000000 12,028,000.0000 88,405.80 11/30/2011 12X4226 1226301 09/30/2042 02007 4.280000400 10,300,000.0000 73,473.34 11/30/2011 12X4226 1226301 09/30/2043 02007 4.280000400 186,664,000.0000 1,331,536.66 11/30/2011 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 1,625,037.69 11/30/2011 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 1,408,341.26 11/30/2011 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 1,192,386.71 11/30/2011 12X4226 1226301 09/30/2047 02007 4.280000400 12,121,000.0000 86,463.14 11/30/2011 12X4226 1226301 09/30/2044 02008 4.399999200 139,302,000.0000 1,021,547.81 11/30/2011 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 2,172,543.60 11/30/2011 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 1,806,544.34 11/30/2011 12X4226 1226301 09/30/2047 02008 4.399999200 33,579,000.0000 246,245.96 11/30/2011 12X4226 1226301 09/30/2044 02009 4.569998400 43,877,000.0000 334,196.37 11/30/2011 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 1,185,411.64 11/30/2011 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 2,408,983.26 11/30/2011 12X4226 1226301 09/30/2047 02009 4.569998400 35,393,000.0000 269,576.59 11/30/2011 12X4226 1226301 09/30/2045 02010 3.080001600 29,247,402.0000 150,136.74 11/30/2011 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 1,719,369.83 11/30/2011 12X4226 1226301 09/30/2047 02010 3.080001600 63,301,000.0000 324,945.30 11/30/2011 12X4226 1226301 09/30/2046 02011 4.410000000 18,529,000.0000 136,188.15 11/30/2011 12X4226 1226301 09/30/2047 02011 4.410000000 13,338,000.0000 98,034.30 11/30/2011 12X4226 1226301 09/30/2047 02012 4.410000000 10,000.0000 73.50 11/30/2011 ------------------------ ---------------------- 10,485,862,370.0000 88,055,430.66 ======================== ====================== 10,485,862,370.0000 88,055,430.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00