Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 115,706,410.0000 6,643,476.76 07/31/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,937,525.53 07/31/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 42,775.42 07/31/2012 12X4226 1226301 09/30/2047 01992 6.890000400 3,176,000.0000 182,355.34 07/31/2012 12X4226 1226301 09/30/2030 01993 6.879999600 63,137,330.0000 3,619,873.38 07/31/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,155,159.87 07/31/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 349,733.31 07/31/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 4,414.67 07/31/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 142,473.33 07/31/2012 12X4226 1226301 09/30/2047 01993 6.879999600 4,445,000.0000 254,846.65 07/31/2012 12X4226 1226301 09/30/2031 01994 6.710000400 42,942,526.0000 2,401,203.06 07/31/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 8,387,500.50 07/31/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,677,500.10 07/31/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 279,583.35 07/31/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 726,916.71 07/31/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 517,229.20 07/31/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 719,927.13 07/31/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 277,626.27 07/31/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,379,198.39 07/31/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 430,558.36 07/31/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,752.92 07/31/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 1,230.17 07/31/2012 12X4226 1226301 09/30/2047 01994 6.710000400 4,044,000.0000 226,127.01 07/31/2012 12X4226 1226301 09/30/2032 01995 6.559999200 109,431,519.0000 5,982,255.64 07/31/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,502,530.36 07/31/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 202,266.64 07/31/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 6,122.67 07/31/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 437,333.28 07/31/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 82,382.66 07/31/2012 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 262,071.97 07/31/2012 12X4226 1226301 09/30/2033 01996 6.260000400 166,751,771.0000 8,698,884.61 07/31/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,512,833.43 07/31/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 1,199,833.41 07/31/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 52,166.67 07/31/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 396,466.69 07/31/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 2,318,338.98 07/31/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 270,692.85 07/31/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,591,083.44 07/31/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 190,512.68 07/31/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,460.67 07/31/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 402,622.36 07/31/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 61,974.00 07/31/2012 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 134,903.01 07/31/2012 12X4226 1226301 09/30/2034 01997 5.960001600 186,901,479.0000 9,282,775.95 07/31/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,377,334.24 07/31/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 596,000.16 07/31/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 705,266.86 07/31/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,756,406.81 07/31/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 244,012.40 07/31/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,358,372.63 07/31/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 253,300.07 07/31/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 103,654.36 07/31/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 6,407.00 07/31/2012 12X4226 1226301 09/30/2047 01997 5.960001600 4,524,000.0000 224,692.06 07/31/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 6,084,489.58 07/31/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 906,249.94 07/31/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,353,333.24 07/31/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,232,499.92 07/31/2012 12X4226 1226301 09/30/2040 01998 5.799999600 224,380,970.0000 10,845,079.47 07/31/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 506,291.63 07/31/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 2,041,068.19 07/31/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 923,794.94 07/31/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 176,851.65 07/31/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,401.67 07/31/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 65,636.66 07/31/2012 12X4226 1226301 09/30/2047 01998 5.799999600 2,834,000.0000 136,976.66 07/31/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 1,248,784.49 07/31/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 8,820,165.42 07/31/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,473,958.13 07/31/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 2,735,666.28 07/31/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 2,084,766.37 07/31/2012 12X4226 1226301 09/30/2040 01999 5.659999200 58,107,194.0000 2,740,722.26 07/31/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 470,723.27 07/31/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 2,266,546.68 07/31/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 365,117.12 07/31/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 533,879.42 07/31/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 411,340.44 07/31/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,886.67 07/31/2012 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 17,310.16 07/31/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 2,463,321.93 07/31/2012 12X4226 1226301 09/30/2036 02000 5.379998400 49,609,586.0000 2,224,162.44 07/31/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,521,874.25 07/31/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,976,498.52 07/31/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 4,111,215.44 07/31/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,619,065.69 07/31/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,164,993.82 07/31/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,550,395.44 07/31/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 677,610.80 07/31/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 31,652.32 07/31/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 471,781.03 07/31/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 355,214.39 07/31/2012 12X4226 1226301 09/30/2047 02000 5.379998400 2,093,000.0000 93,836.14 07/31/2012 12X4226 1226301 09/30/2037 02001 4.989999600 13,799,281.0000 573,820.06 07/31/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 7,277,082.75 07/31/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 6,778,082.79 07/31/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 3,632,079.33 07/31/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,999,659.17 07/31/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 2,433,747.55 07/31/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 835,617.02 07/31/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 152,985.07 07/31/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 146,331.74 07/31/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 765,673.86 07/31/2012 12X4226 1226301 09/30/2047 02001 4.989999600 1,288,000.0000 53,559.33 07/31/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,263,589.0000 1,410,543.21 07/31/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 10,039,997.49 07/31/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 9,458,877.64 07/31/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 4,055,238.99 07/31/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 7,101,518.22 07/31/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,701,119.57 07/31/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 1,044,719.74 07/31/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,468,319.63 07/31/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 180,079.95 07/31/2012 12X4226 1226301 09/30/2047 02002 4.799998800 7,311,000.0000 292,439.93 07/31/2012 12X4226 1226301 09/30/2039 02003 4.730000400 45,054,524.0000 1,775,899.30 07/31/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 7,489,167.30 07/31/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 4,689,795.40 07/31/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 4,859,562.99 07/31/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 3,846,120.99 07/31/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 706,898.56 07/31/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 1,264,210.86 07/31/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 181,710.85 07/31/2012 12X4226 1226301 09/30/2047 02003 4.730000400 3,498,000.0000 137,879.51 07/31/2012 12X4226 1226301 09/30/2040 02004 4.680000000 76,833,548.0000 2,996,508.37 07/31/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 7,665,411.00 07/31/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 9,124,479.00 07/31/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 4,406,298.00 07/31/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 2,087,904.00 07/31/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 554,853.00 07/31/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 643,812.00 07/31/2012 12X4226 1226301 09/30/2047 02004 4.680000000 7,966,000.0000 310,674.00 07/31/2012 12X4226 1226301 09/30/2041 02005 4.600000800 68,059,153.0000 2,608,934.65 07/31/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 8,263,748.10 07/31/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 6,779,864.51 07/31/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 3,671,183.97 07/31/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 4,003,380.70 07/31/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 2,496,497.10 07/31/2012 12X4226 1226301 09/30/2047 02005 4.600000800 19,252,000.0000 737,993.46 07/31/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,196,750.0000 5,850,480.56 07/31/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 10,662,130.50 07/31/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 6,693,571.50 07/31/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 4,118,131.50 07/31/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 3,162,153.75 07/31/2012 12X4226 1226301 09/30/2047 02006 4.410000000 49,572,000.0000 1,821,771.00 07/31/2012 12X4226 1226301 09/30/2043 02007 4.280000400 172,661,882.0000 6,158,274.37 07/31/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 8,125,188.43 07/31/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 7,041,706.32 07/31/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 5,961,933.56 07/31/2012 12X4226 1226301 09/30/2047 02007 4.280000400 68,019,000.0000 2,426,011.23 07/31/2012 12X4226 1226301 09/30/2044 02008 4.399999200 95,252,546.0000 3,492,592.72 07/31/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 10,862,718.02 07/31/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 9,032,721.69 07/31/2012 12X4226 1226301 09/30/2047 02008 4.399999200 132,131,000.0000 4,844,802.45 07/31/2012 12X4226 1226301 09/30/2044 02009 4.569998400 36,439,441.0000 1,387,734.89 07/31/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 5,927,058.21 07/31/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 12,044,916.28 07/31/2012 12X4226 1226301 09/30/2047 02009 4.569998400 217,036,000.0000 8,265,451.44 07/31/2012 12X4226 1226301 09/30/2045 02010 3.080001600 11,772,950.0000 302,172.54 07/31/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 8,596,849.13 07/31/2012 12X4226 1226301 09/30/2047 02010 3.080001600 364,048,000.0000 9,343,903.52 07/31/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 603,119.02 07/31/2012 12X4226 1226301 09/30/2047 02011 4.410000000 97,288,000.0000 3,575,334.00 07/31/2012 12X4226 1226301 09/30/2047 02012 4.410000000 3,983,000.0000 146,375.25 07/31/2012 ------------------------ ---------------------- 11,150,487,419.0000 461,476,838.85 ======================== ====================== 11,150,487,419.0000 461,476,838.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/27/2012 INT + 0.0000 354,869.47 478357 1226301 09/30/2030 01992 03/27/2012 INT + 0.0000 10,114.17 478359 1226301 09/30/2030 01993 03/27/2012 INT + 0.0000 98,475.84 478361 1226301 09/30/2031 01994 03/27/2012 INT + 0.0000 87,111.70 478363 1226301 09/30/2032 01995 03/27/2012 INT + 0.0000 413,525.32 478365 1226301 09/30/2033 01996 03/27/2012 INT + 0.0000 41,510.97 478367 1226301 09/30/2034 01997 03/27/2012 INT + 0.0000 107,474.35 478369 1226301 09/30/2036 02000 03/27/2012 INT + 0.0000 137,470.09 478375 1226301 09/30/2037 02001 03/27/2012 INT + 0.0000 84,348.93 478377 1226301 09/30/2038 02002 03/27/2012 INT + 0.0000 9.86 478379 1226301 09/30/2039 02003 03/27/2012 INT + 0.0000 130,322.76 478381 1226301 09/30/2040 01998 03/27/2012 INT + 0.0000 156,832.85 478371 1226301 09/30/2040 01999 03/27/2012 INT + 0.0000 162,747.78 478373 1226301 09/30/2040 02004 03/27/2012 INT + 0.0000 43,440.97 478383 1226301 09/30/2041 02005 03/27/2012 INT + 0.0000 78,035.49 478385 1226301 09/30/2042 02006 03/27/2012 INT + 0.0000 12,913.58 478387 1226301 09/30/2042 02007 03/27/2012 INT + 0.0000 201,160.01 478389 1226301 09/30/2042 02007 03/27/2012 INT + 0.0000 19,260.00 478391 1226301 09/30/2043 02007 03/27/2012 INT + 0.0000 299,645.35 478393 1226301 09/30/2044 02008 03/27/2012 INT + 0.0000 969,087.81 478395 1226301 09/30/2044 02009 03/27/2012 INT + 0.0000 169,948.16 478397 1226301 09/30/2045 02010 03/27/2012 INT + 0.0000 269,106.70 478399 1226301 09/30/2046 02011 03/27/2012 INT + 0.0000 46,693.03 478401 ------------------------ ---------------------- 0.0000 3,894,105.19 ======================== ====================== 0.0000 3,894,105.19