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 5,314,781.41 05/31/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,296,666.80 05/31/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,296.67 05/31/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 248,131.88 05/31/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 314,964.88 05/31/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 104,176.81 05/31/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,550,020.42 05/31/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 34,220.34 05/31/2012 12X4226 1226301 09/30/2030 01993 6.879999600 63,137,330.0000 2,895,898.70 05/31/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,293,333.20 05/31/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,697,066.57 05/31/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 366,933.31 05/31/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 687,999.96 05/31/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 825,599.95 05/31/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 603,146.63 05/31/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 410,598.38 05/31/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 306,343.45 05/31/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,724,127.90 05/31/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 279,786.65 05/31/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,531.73 05/31/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 113,978.66 05/31/2012 12X4226 1226301 09/30/2031 01994 6.710000400 42,942,526.0000 1,920,962.44 05/31/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 6,710,000.40 05/31/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,342,000.08 05/31/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 223,666.68 05/31/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 581,533.37 05/31/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 413,783.36 05/31/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 575,941.70 05/31/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 222,101.01 05/31/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,903,358.71 05/31/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 344,446.69 05/31/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 3,802.33 05/31/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 984.13 05/31/2012 12X4226 1226301 09/30/2032 01995 6.559999200 109,431,519.0000 4,785,804.51 05/31/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,903,999.28 05/31/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 962,133.22 05/31/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 218,666.64 05/31/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 533,546.60 05/31/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 338,627.16 05/31/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 319,646.89 05/31/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,002,024.29 05/31/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 161,813.31 05/31/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 4,898.13 05/31/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 349,866.62 05/31/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 65,906.13 05/31/2012 12X4226 1226301 09/30/2033 01996 6.260000400 166,751,771.0000 6,959,107.69 05/31/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,210,266.74 05/31/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 959,866.73 05/31/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 41,733.34 05/31/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 317,173.35 05/31/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,854,671.19 05/31/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 216,554.28 05/31/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,272,866.75 05/31/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 152,410.14 05/31/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,168.53 05/31/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 322,097.89 05/31/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 49,579.20 05/31/2012 12X4226 1226301 09/30/2034 01997 5.960001600 186,901,479.0000 7,426,220.76 05/31/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,701,867.39 05/31/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 476,800.13 05/31/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 564,213.48 05/31/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 5,405,125.45 05/31/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 195,209.92 05/31/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,886,698.11 05/31/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 202,640.05 05/31/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 82,923.49 05/31/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 5,125.60 05/31/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 4,867,591.66 05/31/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 724,999.95 05/31/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,082,666.59 05/31/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 985,999.93 05/31/2012 12X4226 1226301 09/30/2040 01998 5.799999600 224,380,970.0000 8,676,063.57 05/31/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 405,033.31 05/31/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,632,854.55 05/31/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 739,035.95 05/31/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 141,481.32 05/31/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,121.33 05/31/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 52,509.33 05/31/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 999,027.59 05/31/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 7,056,132.34 05/31/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,179,166.50 05/31/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 2,188,533.02 05/31/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,667,813.10 05/31/2012 12X4226 1226301 09/30/2040 01999 5.659999200 58,107,194.0000 2,192,577.81 05/31/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 376,578.61 05/31/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,813,237.34 05/31/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 292,093.69 05/31/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 427,103.54 05/31/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 329,072.35 05/31/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,509.33 05/31/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 1,970,657.55 05/31/2012 12X4226 1226301 09/30/2036 02000 5.379998400 49,609,586.0000 1,779,329.96 05/31/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,017,499.40 05/31/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 3,981,198.82 05/31/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 3,288,972.36 05/31/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,295,252.55 05/31/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 931,995.06 05/31/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,840,316.36 05/31/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 542,088.64 05/31/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 25,321.86 05/31/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 377,424.82 05/31/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 284,171.52 05/31/2012 12X4226 1226301 09/30/2047 02000 5.379998400 1,240,000.0000 44,474.65 05/31/2012 12X4226 1226301 09/30/2037 02001 4.989999600 13,799,281.0000 459,056.04 05/31/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 5,821,666.20 05/31/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 5,422,466.23 05/31/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 2,905,663.46 05/31/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,599,727.34 05/31/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 1,946,998.04 05/31/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 668,493.61 05/31/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 122,388.06 05/31/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 117,065.39 05/31/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 612,539.08 05/31/2012 12X4226 1226301 09/30/2047 02001 4.989999600 233,000.0000 7,751.13 05/31/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,263,589.0000 1,128,434.57 05/31/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 8,031,997.99 05/31/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 7,567,102.11 05/31/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 3,244,191.19 05/31/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 5,681,214.58 05/31/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,360,895.66 05/31/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 835,775.79 05/31/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,174,655.71 05/31/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 144,063.96 05/31/2012 12X4226 1226301 09/30/2047 02002 4.799998800 6,626,000.0000 212,031.95 05/31/2012 12X4226 1226301 09/30/2039 02003 4.730000400 45,054,524.0000 1,420,719.44 05/31/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 5,991,333.84 05/31/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 3,751,836.32 05/31/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 3,887,650.40 05/31/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 3,076,896.79 05/31/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 565,518.85 05/31/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 1,011,368.69 05/31/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 145,368.68 05/31/2012 12X4226 1226301 09/30/2047 02003 4.730000400 1,295,000.0000 40,835.67 05/31/2012 12X4226 1226301 09/30/2040 02004 4.680000000 76,833,548.0000 2,397,206.70 05/31/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 6,132,328.80 05/31/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 7,299,583.20 05/31/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 3,525,038.40 05/31/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 1,670,323.20 05/31/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 443,882.40 05/31/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 515,049.60 05/31/2012 12X4226 1226301 09/30/2047 02004 4.680000000 3,780,000.0000 117,936.00 05/31/2012 12X4226 1226301 09/30/2041 02005 4.600000800 68,059,153.0000 2,087,147.72 05/31/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 6,610,998.48 05/31/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 5,423,891.61 05/31/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 2,936,947.18 05/31/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 3,202,704.56 05/31/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 1,997,197.68 05/31/2012 12X4226 1226301 09/30/2047 02005 4.600000800 13,603,000.0000 417,158.74 05/31/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,196,750.0000 4,680,384.45 05/31/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 8,529,704.40 05/31/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 5,354,857.20 05/31/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 3,294,505.20 05/31/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 2,529,723.00 05/31/2012 12X4226 1226301 09/30/2047 02006 4.410000000 29,592,000.0000 870,004.80 05/31/2012 12X4226 1226301 09/30/2043 02007 4.280000400 172,661,882.0000 4,926,619.49 05/31/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 6,500,150.74 05/31/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 5,633,365.06 05/31/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 4,769,546.85 05/31/2012 12X4226 1226301 09/30/2047 02007 4.280000400 34,105,000.0000 973,129.42 05/31/2012 12X4226 1226301 09/30/2044 02008 4.399999200 95,252,546.0000 2,794,074.17 05/31/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 8,690,174.42 05/31/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 7,226,177.35 05/31/2012 12X4226 1226301 09/30/2047 02008 4.399999200 106,916,000.0000 3,136,202.10 05/31/2012 12X4226 1226301 09/30/2044 02009 4.569998400 36,439,441.0000 1,110,187.91 05/31/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 4,741,646.56 05/31/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 9,635,933.03 05/31/2012 12X4226 1226301 09/30/2047 02009 4.569998400 178,836,000.0000 5,448,534.89 05/31/2012 12X4226 1226301 09/30/2045 02010 3.080001600 11,772,950.0000 241,738.03 05/31/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 6,877,479.31 05/31/2012 12X4226 1226301 09/30/2047 02010 3.080001600 285,914,000.0000 5,870,770.52 05/31/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 482,495.22 05/31/2012 12X4226 1226301 09/30/2047 02011 4.410000000 72,762,000.0000 2,139,202.80 05/31/2012 12X4226 1226301 09/30/2047 02012 4.410000000 1,953,000.0000 57,418.20 05/31/2012 ------------------------ ---------------------- 10,887,087,419.0000 361,725,470.61 ======================== ====================== 10,887,087,419.0000 361,725,470.61 ============================================================================================================================ 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