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 326,054.0000 13,104.65 04/30/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 401,916.69 04/30/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 21,301.58 04/30/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 69,491.40 04/30/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 28,134.17 04/30/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 96,460.01 04/30/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 21,100.63 04/30/2012 12X4225 1225303 09/30/2036 01993 6.969999600 6,821,600.0000 277,354.87 04/30/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 162,633.32 04/30/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 48,790.00 04/30/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 42,117.97 04/30/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,561.47 04/30/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 149,216.07 04/30/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 41,471.50 04/30/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,758,646.0000 925,328.56 04/30/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 101,645.83 04/30/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,398.84 04/30/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 112,826.87 04/30/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 203,291.66 04/30/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 48,790.00 04/30/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 25,411.46 04/30/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,023,055.0000 772,055.58 04/30/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 636,212.46 04/30/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 38,558.33 04/30/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 77,116.66 04/30/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 77,116.66 04/30/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 81,203.85 04/30/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 51,282.58 04/30/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 80,008.54 04/30/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 284,521.92 04/30/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 73,453.62 04/30/2012 12X4225 1225303 09/30/2038 01996 6.369998400 32,712,595.0000 1,215,545.20 04/30/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 297,266.59 04/30/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 111,474.97 04/30/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 74,316.65 04/30/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 40,874.16 04/30/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 130,983.09 04/30/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 103,816.64 04/30/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 164,871.48 04/30/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 276,866.67 04/30/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 63,169.15 04/30/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 74,316.65 04/30/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 26,642.52 04/30/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,577,672.0000 966,826.96 04/30/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 280,466.59 04/30/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 210,349.94 04/30/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 35,058.32 04/30/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 35,829.61 04/30/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,783.42 04/30/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 34,006.57 04/30/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 161,268.29 04/30/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 31,552.49 04/30/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,297.16 04/30/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 9,496.66 04/30/2012 12X4225 1225303 09/30/2040 01998 5.919998400 25,402,653.0000 877,238.05 04/30/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 863,333.10 04/30/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 345,333.24 04/30/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 20,719.99 04/30/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 74,505.65 04/30/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 129,361.83 04/30/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 276,266.59 04/30/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 17,266.66 04/30/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 31,390.79 04/30/2012 12X4225 1225303 09/30/2041 01999 5.889999600 38,598,145.0000 1,326,167.84 04/30/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 549,733.30 04/30/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 274,866.65 04/30/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 103,074.99 04/30/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 68,716.66 04/30/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 24,566.21 04/30/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 243,944.15 04/30/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,679.95 04/30/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 29,651.24 04/30/2012 12X4225 1225303 09/30/2041 02000 5.659999200 1,330,548.0000 43,930.25 04/30/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,964,491.39 04/30/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 515,059.93 04/30/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 148,574.98 04/30/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 82,541.66 04/30/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 133,585.41 04/30/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 237,719.97 04/30/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 125,463.32 04/30/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,872.45 04/30/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 6,504.28 04/30/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 117,538.91 04/30/2012 12X4225 1225303 09/30/2043 02001 4.880001600 65,827,819.0000 1,873,899.20 04/30/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 1,309,467.10 04/30/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 829,518.94 04/30/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 375,617.79 04/30/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 306,329.90 04/30/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 17,279.27 04/30/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 15,770.54 04/30/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 51,553.15 04/30/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 90,324.76 04/30/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 161,129.94 04/30/2012 12X4225 1225303 09/30/2043 02002 4.759999200 10,352,743.0000 287,461.12 04/30/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 2,276,866.28 04/30/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 1,624,349.73 04/30/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 1,537,773.27 04/30/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 599,287.87 04/30/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 382,763.44 04/30/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 130,614.38 04/30/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 6,552.93 04/30/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 14,383.13 04/30/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 55,327.66 04/30/2012 12X4225 1225303 09/30/2044 02003 4.740001200 25,632,209.0000 708,730.76 04/30/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 1,981,040.05 04/30/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 1,126,046.54 04/30/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 637,387.96 04/30/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 224,269.21 04/30/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 8,377.95 04/30/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 4,064.55 04/30/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 62,544.32 04/30/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,797,000.0000 49,687.06 04/30/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 557,475.61 04/30/2012 12X4225 1225303 09/30/2045 02004 4.659998400 26,474,235.0000 719,657.71 04/30/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 3,489,903.87 04/30/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 1,890,301.17 04/30/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 1,692,787.14 04/30/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 851,707.91 04/30/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 180,334.17 04/30/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 291,785.80 04/30/2012 12X4225 1225303 09/30/2052 02004 4.659998400 475,000.0000 12,912.08 04/30/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 1,459,597.19 04/30/2012 12X4225 1225303 09/30/2046 02005 4.640000400 54,715,416.0000 1,480,964.05 04/30/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 4,128,506.09 04/30/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 2,945,557.32 04/30/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 2,189,305.52 04/30/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 956,833.82 04/30/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 821,527.54 04/30/2012 12X4225 1225303 09/30/2052 02005 4.640000400 13,246,000.0000 358,525.10 04/30/2012 12X4225 1225303 09/30/2037 02006 4.550000400 11,305,789.0000 300,074.51 04/30/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 2,343,815.16 04/30/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 3,126,422.82 04/30/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,267,231.99 04/30/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 367,814.45 04/30/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 200,097.64 04/30/2012 12X4225 1225303 09/30/2052 02006 4.550000400 3,469,000.0000 92,073.05 04/30/2012 12X4225 1225303 09/30/2047 02007 4.240000800 1,334,368.0000 33,003.37 04/30/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 2,563,412.62 04/30/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 2,241,409.29 04/30/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 1,437,575.80 04/30/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 348,121.73 04/30/2012 12X4225 1225303 09/30/2052 02007 4.240000800 4,781,000.0000 118,250.09 04/30/2012 12X4225 1225303 09/30/2048 02008 4.420000800 3,258,064.0000 84,003.77 04/30/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 2,575,549.20 04/30/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 1,767,602.52 04/30/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 2,117,714.47 04/30/2012 12X4225 1225303 09/30/2052 02008 4.420000800 12,477,000.0000 321,698.71 04/30/2012 12X4225 1225303 09/30/2049 02009 4.460000400 51,630,535.0000 1,343,254.54 04/30/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 3,829,159.36 04/30/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 3,512,874.72 04/30/2012 12X4225 1225303 09/30/2052 02009 4.460000400 56,221,000.0000 1,462,683.15 04/30/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 918,797.21 04/30/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 7,004,183.66 04/30/2012 12X4225 1225303 09/30/2052 02010 2.949998400 212,119,000.0000 3,650,212.48 04/30/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 547,723.09 04/30/2012 12X4225 1225303 09/30/2052 02011 2.949998400 51,764,000.0000 890,771.68 04/30/2012 12X4225 1225303 09/30/2052 02012 2.949998400 10,574,000.0000 181,960.82 04/30/2012 ------------------------ ---------------------- 3,972,151,546.0000 103,375,649.76 ======================== ====================== 3,972,151,546.0000 103,375,649.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2034 01992 03/27/2012 INT + 0.0000 3,890.98 478002 1225303 09/30/2036 01993 03/27/2012 INT + 0.0000 172,451.73 478004 1225303 09/30/2036 01994 03/27/2012 INT + 0.0000 2,939.73 478006 1225303 09/30/2037 01995 03/27/2012 INT + 0.0000 10,111.48 478008 1225303 09/30/2037 02006 03/27/2012 INT + 0.0000 43,366.30 478030 1225303 09/30/2038 01996 03/27/2012 INT + 0.0000 35,557.49 478010 1225303 09/30/2039 01997 03/27/2012 INT + 0.0000 9,776.10 478012 1225303 09/30/2040 01998 03/27/2012 INT + 0.0000 90,171.84 478014 1225303 09/30/2041 01999 03/27/2012 INT + 0.0000 17,430.12 478016 1225303 09/30/2041 02000 03/27/2012 INT + 0.0000 28,058.08 478018 1225303 09/30/2043 02001 03/27/2012 INT + 0.0000 137,840.06 478020 1225303 09/30/2043 02002 03/27/2012 INT + 0.0000 48,367.70 478022 1225303 09/30/2044 02003 03/27/2012 INT + 0.0000 58,368.16 478024 1225303 09/30/2045 02004 03/27/2012 INT + 0.0000 46,361.50 478026 1225303 09/30/2046 02005 03/27/2012 INT + 0.0000 300,256.37 478028 1225303 09/30/2047 02007 03/27/2012 INT + 0.0000 53,297.48 478032 1225303 09/30/2048 02008 03/27/2012 INT + 0.0000 440,182.04 478034 1225303 09/30/2049 02009 03/27/2012 INT + 0.0000 284,446.89 478036 1225303 09/30/2050 02010 03/27/2012 INT + 0.0000 462,487.62 478038 1225303 09/30/2051 02011 03/27/2012 INT + 0.0000 21,207.36 478040 ------------------------ ---------------------- 0.0000 2,266,569.03 ======================== ====================== 0.0000 2,266,569.03