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 16,848.84 06/30/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 516,750.03 06/30/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 27,387.75 06/30/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 89,346.08 06/30/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 36,172.50 06/30/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 124,020.01 06/30/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 27,129.38 06/30/2012 12X4225 1225303 09/30/2052 01992 6.890000400 569,000.0000 29,403.08 06/30/2012 12X4225 1225303 09/30/2036 01993 6.969999600 6,821,600.0000 356,599.12 06/30/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 209,099.99 06/30/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 62,730.00 06/30/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 54,151.67 06/30/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,293.32 06/30/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 191,849.24 06/30/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 53,320.50 06/30/2012 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 16,257.52 06/30/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,758,646.0000 1,189,708.15 06/30/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 130,687.49 06/30/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,084.22 06/30/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 145,063.12 06/30/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 261,374.99 06/30/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 62,730.00 06/30/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 32,671.87 06/30/2012 12X4225 1225303 09/30/2052 01994 6.969999600 5,535,000.0000 289,342.11 06/30/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,023,055.0000 992,642.89 06/30/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 817,987.45 06/30/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 49,575.00 06/30/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 104,404.94 06/30/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 65,934.75 06/30/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 102,868.12 06/30/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 365,813.90 06/30/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 94,440.37 06/30/2012 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 154,673.99 06/30/2012 12X4225 1225303 09/30/2038 01996 6.369998400 32,712,595.0000 1,562,843.83 06/30/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 382,199.90 06/30/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 143,324.96 06/30/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 52,552.49 06/30/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 168,406.83 06/30/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 133,478.54 06/30/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 211,977.62 06/30/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 355,971.44 06/30/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 81,217.48 06/30/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 34,254.67 06/30/2012 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 24,508.57 06/30/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,577,672.0000 1,243,063.23 06/30/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 360,599.90 06/30/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 270,449.93 06/30/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 45,074.99 06/30/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 46,066.64 06/30/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,292.96 06/30/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 43,722.74 06/30/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 207,344.94 06/30/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 40,567.49 06/30/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,667.77 06/30/2012 12X4225 1225303 09/30/2052 01997 6.009998400 4,249,000.0000 191,523.62 06/30/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 12,210.00 06/30/2012 12X4225 1225303 09/30/2040 01998 5.919998400 25,402,653.0000 1,127,877.49 06/30/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,109,999.70 06/30/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 443,999.88 06/30/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 26,639.99 06/30/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 95,792.97 06/30/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 166,322.36 06/30/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 355,199.90 06/30/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 22,199.99 06/30/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 40,359.59 06/30/2012 12X4225 1225303 09/30/2052 01998 5.919998400 7,519,000.0000 333,843.51 06/30/2012 12X4225 1225303 09/30/2041 01999 5.889999600 38,598,145.0000 1,705,072.94 06/30/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 706,799.95 06/30/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 353,399.98 06/30/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 132,524.99 06/30/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 88,349.99 06/30/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 31,585.12 06/30/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 313,642.48 06/30/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,445.65 06/30/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 38,123.02 06/30/2012 12X4225 1225303 09/30/2052 01999 5.889999600 3,638,000.0000 160,708.64 06/30/2012 12X4225 1225303 09/30/2041 02000 5.659999200 1,330,548.0000 56,481.75 06/30/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,525,774.64 06/30/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 662,219.91 06/30/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 191,024.97 06/30/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 106,124.99 06/30/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 171,752.68 06/30/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 305,639.96 06/30/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 161,309.98 06/30/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,693.15 06/30/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 8,362.65 06/30/2012 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 91,140.14 06/30/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 151,121.45 06/30/2012 12X4225 1225303 09/30/2043 02001 4.880001600 65,827,819.0000 2,409,298.97 06/30/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 1,683,600.55 06/30/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 1,066,524.35 06/30/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 482,937.16 06/30/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 393,852.73 06/30/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 22,216.21 06/30/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 20,276.41 06/30/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 66,282.62 06/30/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 116,131.84 06/30/2012 12X4225 1225303 09/30/2052 02001 4.880001600 7,258,000.0000 265,642.89 06/30/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 207,167.07 06/30/2012 12X4225 1225303 09/30/2043 02002 4.759999200 10,352,743.0000 369,592.86 06/30/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 2,927,399.51 06/30/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 2,088,449.65 06/30/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 1,977,137.07 06/30/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 770,512.97 06/30/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 492,124.42 06/30/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 167,932.77 06/30/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 8,425.20 06/30/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 18,492.60 06/30/2012 12X4225 1225303 09/30/2052 02002 4.759999200 3,032,000.0000 108,242.38 06/30/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 71,135.57 06/30/2012 12X4225 1225303 09/30/2044 02003 4.740001200 25,632,209.0000 911,225.26 06/30/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 2,547,051.49 06/30/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 1,447,774.12 06/30/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 819,498.81 06/30/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 288,346.12 06/30/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 10,771.65 06/30/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 5,225.85 06/30/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 80,414.12 06/30/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,797,000.0000 63,883.37 06/30/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 716,754.35 06/30/2012 12X4225 1225303 09/30/2045 02004 4.659998400 26,474,235.0000 925,274.20 06/30/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 4,487,019.26 06/30/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 2,430,387.22 06/30/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 2,176,440.60 06/30/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 1,095,053.02 06/30/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 231,858.22 06/30/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 375,153.17 06/30/2012 12X4225 1225303 09/30/2052 02004 4.659998400 7,168,000.0000 250,521.51 06/30/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 1,876,624.96 06/30/2012 12X4225 1225303 09/30/2046 02005 4.640000400 54,715,416.0000 1,904,096.64 06/30/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 5,308,079.26 06/30/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 3,787,145.13 06/30/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 2,814,821.38 06/30/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 1,230,214.91 06/30/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 1,056,249.69 06/30/2012 12X4225 1225303 09/30/2052 02005 4.640000400 24,471,000.0000 851,590.87 06/30/2012 12X4225 1225303 09/30/2037 02006 4.550000400 11,305,789.0000 385,810.08 06/30/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 3,013,476.64 06/30/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 4,019,686.48 06/30/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,629,298.27 06/30/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 472,904.29 06/30/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 257,268.40 06/30/2012 12X4225 1225303 09/30/2052 02006 4.550000400 4,357,000.0000 148,682.64 06/30/2012 12X4225 1225303 09/30/2047 02007 4.240000800 1,334,368.0000 42,432.91 06/30/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 3,295,816.22 06/30/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 2,881,811.94 06/30/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 1,848,311.75 06/30/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 447,585.08 06/30/2012 12X4225 1225303 09/30/2052 02007 4.240000800 8,719,000.0000 277,264.25 06/30/2012 12X4225 1225303 09/30/2048 02008 4.420000800 3,258,064.0000 108,004.84 06/30/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 3,311,420.40 06/30/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 2,272,631.81 06/30/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 2,722,775.74 06/30/2012 12X4225 1225303 09/30/2052 02008 4.420000800 27,211,000.0000 902,044.81 06/30/2012 12X4225 1225303 09/30/2049 02009 4.460000400 51,630,535.0000 1,727,041.55 06/30/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 4,923,204.89 06/30/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 4,516,553.21 06/30/2012 12X4225 1225303 09/30/2052 02009 4.460000400 74,445,000.0000 2,490,185.47 06/30/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 1,181,310.70 06/30/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 9,005,378.99 06/30/2012 12X4225 1225303 09/30/2052 02010 2.949998400 344,013,000.0000 7,611,283.50 06/30/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 704,215.40 06/30/2012 12X4225 1225303 09/30/2052 02011 2.949998400 74,552,000.0000 1,649,462.11 06/30/2012 12X4225 1225303 09/30/2052 02012 2.949998400 72,994,000.0000 1,614,991.37 06/30/2012 ------------------------ ---------------------- 4,282,846,546.0000 141,258,322.00 ======================== ====================== 4,282,846,546.0000 141,258,322.00 ============================================================================================================================ 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