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 18,720.93 07/31/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 574,166.70 07/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 137,800.01 07/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 30,143.75 07/31/2012 12X4225 1225303 09/30/2052 01992 6.890000400 569,000.0000 32,670.09 07/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 6,821,600.0000 396,221.24 07/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 213,165.82 07/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 59,245.00 07/31/2012 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 18,063.92 07/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,758,646.0000 1,321,897.95 07/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 290,416.65 07/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 69,700.00 07/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 36,302.08 07/31/2012 12X4225 1225303 09/30/2052 01994 6.969999600 5,535,000.0000 321,491.23 07/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,023,055.0000 1,102,936.55 07/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 406,459.89 07/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 104,933.74 07/31/2012 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 171,859.99 07/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 32,712,595.0000 1,736,493.15 07/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 424,666.56 07/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 159,249.96 07/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 58,391.65 07/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 187,118.70 07/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 148,309.49 07/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 235,530.69 07/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 395,523.82 07/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 90,241.64 07/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 38,060.74 07/31/2012 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 27,231.74 07/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,577,672.0000 1,381,181.37 07/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 230,383.27 07/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 45,074.99 07/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,853.08 07/31/2012 12X4225 1225303 09/30/2052 01997 6.009998400 4,249,000.0000 212,804.03 07/31/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 13,566.66 07/31/2012 12X4225 1225303 09/30/2040 01998 5.919998400 25,402,653.0000 1,253,197.21 07/31/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,233,333.00 07/31/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 493,333.20 07/31/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 29,599.99 07/31/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 106,436.64 07/31/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 184,802.62 07/31/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 394,666.56 07/31/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 24,666.66 07/31/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 44,843.99 07/31/2012 12X4225 1225303 09/30/2052 01998 5.919998400 7,519,000.0000 370,937.23 07/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 38,598,145.0000 1,894,525.49 07/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 785,333.28 07/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 392,666.64 07/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 147,249.99 07/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 98,166.66 07/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 35,094.58 07/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 348,491.64 07/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,828.50 07/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 42,358.91 07/31/2012 12X4225 1225303 09/30/2052 01999 5.889999600 3,638,000.0000 178,565.15 07/31/2012 12X4225 1225303 09/30/2041 02000 5.659999200 1,330,548.0000 62,757.51 07/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,806,416.27 07/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 339,599.95 07/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 179,233.31 07/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,103.50 07/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 9,291.83 07/31/2012 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 101,266.82 07/31/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 167,912.72 07/31/2012 12X4225 1225303 09/30/2043 02001 4.880001600 65,827,819.0000 2,676,998.85 07/31/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 1,870,667.28 07/31/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 1,185,027.06 07/31/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 536,596.84 07/31/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 437,614.14 07/31/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 24,684.67 07/31/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 22,529.34 07/31/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 73,647.36 07/31/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 129,035.38 07/31/2012 12X4225 1225303 09/30/2052 02001 4.880001600 7,258,000.0000 295,158.76 07/31/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 230,185.63 07/31/2012 12X4225 1225303 09/30/2043 02002 4.759999200 10,352,743.0000 410,658.74 07/31/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 3,252,666.12 07/31/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 2,320,499.61 07/31/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 2,196,818.96 07/31/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 856,125.52 07/31/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 546,804.91 07/31/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 186,591.97 07/31/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 9,361.33 07/31/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 20,547.33 07/31/2012 12X4225 1225303 09/30/2052 02002 4.759999200 3,032,000.0000 120,269.31 07/31/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 79,039.52 07/31/2012 12X4225 1225303 09/30/2044 02003 4.740001200 25,632,209.0000 1,012,472.51 07/31/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 2,830,057.22 07/31/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 1,608,637.91 07/31/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 910,554.23 07/31/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 320,384.58 07/31/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 11,968.50 07/31/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 5,806.50 07/31/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 89,349.02 07/31/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,797,000.0000 70,981.52 07/31/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 796,393.73 07/31/2012 12X4225 1225303 09/30/2045 02004 4.659998400 26,474,235.0000 1,028,082.44 07/31/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 4,985,576.95 07/31/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 2,700,430.24 07/31/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 2,418,267.34 07/31/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 1,216,725.58 07/31/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 257,620.24 07/31/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 416,836.86 07/31/2012 12X4225 1225303 09/30/2052 02004 4.659998400 7,168,000.0000 278,357.24 07/31/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 2,085,138.85 07/31/2012 12X4225 1225303 09/30/2046 02005 4.640000400 54,715,416.0000 2,115,662.93 07/31/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 5,897,865.84 07/31/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 4,207,939.03 07/31/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 3,127,579.32 07/31/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 1,366,905.45 07/31/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 1,173,610.77 07/31/2012 12X4225 1225303 09/30/2052 02005 4.640000400 24,471,000.0000 946,212.08 07/31/2012 12X4225 1225303 09/30/2037 02006 4.550000400 11,305,789.0000 428,677.87 07/31/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 3,348,307.38 07/31/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 4,466,318.31 07/31/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,810,331.41 07/31/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 525,449.21 07/31/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 285,853.78 07/31/2012 12X4225 1225303 09/30/2052 02006 4.550000400 4,357,000.0000 165,202.93 07/31/2012 12X4225 1225303 09/30/2047 02007 4.240000800 1,334,368.0000 47,147.68 07/31/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 3,662,018.02 07/31/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 3,202,013.27 07/31/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 2,053,679.72 07/31/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 497,316.76 07/31/2012 12X4225 1225303 09/30/2052 02007 4.240000800 8,719,000.0000 308,071.39 07/31/2012 12X4225 1225303 09/30/2048 02008 4.420000800 3,258,064.0000 120,005.38 07/31/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 3,679,356.00 07/31/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 2,525,146.46 07/31/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 3,025,306.38 07/31/2012 12X4225 1225303 09/30/2052 02008 4.420000800 27,211,000.0000 1,002,272.01 07/31/2012 12X4225 1225303 09/30/2049 02009 4.460000400 51,630,535.0000 1,918,935.06 07/31/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 5,470,227.66 07/31/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 5,018,392.45 07/31/2012 12X4225 1225303 09/30/2052 02009 4.460000400 74,445,000.0000 2,766,872.75 07/31/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 1,312,567.45 07/31/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 10,005,976.66 07/31/2012 12X4225 1225303 09/30/2052 02010 2.949998400 344,013,000.0000 8,456,981.66 07/31/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 782,461.56 07/31/2012 12X4225 1225303 09/30/2052 02011 2.949998400 74,552,000.0000 1,832,735.67 07/31/2012 12X4225 1225303 09/30/2052 02012 2.949998400 72,994,000.0000 1,794,434.86 07/31/2012 ------------------------ ---------------------- 4,282,846,546.0000 156,953,691.14 ======================== ====================== 4,282,846,546.0000 156,953,691.14 ============================================================================================================================ 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