Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4253 9153 09/30/2034 01994 7.009999200 44,314,202.9100 2,588,687.72 07/31/2012 91X4253 9153 09/30/2035 01995 7.030000800 499,616,484.3400 29,269,202.37 07/31/2012 91X4253 9153 09/30/2036 01996 6.680001600 1,551,460,300.7200 86,364,644.09 07/31/2012 91X4253 9153 09/30/2037 01997 6.530000400 1,769,434,575.7000 96,286,737.39 07/31/2012 91X4253 9153 09/30/2038 01998 5.810000400 2,366,271,726.3900 114,566,997.31 07/31/2012 91X4253 9153 09/30/2039 01999 5.789998800 3,603,960,533.0000 173,891,059.68 07/31/2012 91X4253 9153 09/30/2040 02000 6.249999600 4,158,078,032.3100 216,566,550.32 07/31/2012 91X4253 9153 09/30/2041 02001 5.209999200 5,710,225,093.5500 247,918,901.41 07/31/2012 91X4253 9153 09/30/2042 02002 4.809999600 6,459,745,013.2000 258,928,091.08 07/31/2012 91X4253 9153 09/30/2043 02003 3.639999600 8,086,816,811.5700 245,300,082.99 07/31/2012 91X4253 9153 09/30/2044 02004 4.169998800 7,642,448,460.3200 265,575,007.57 07/31/2012 91X4253 9153 09/30/2045 02005 4.529998800 12,943,354,483.7800 488,611,502.33 07/31/2012 91X4253 9153 09/30/2046 02006 4.839998400 18,199,451,507.1300 734,044,301.46 07/31/2012 91X4253 9153 09/30/2047 02007 4.960000800 14,022,434,391.0600 579,594,048.31 07/31/2012 91X4253 9153 09/30/2048 02008 4.960000800 22,406,250,071.6200 926,125,152.34 07/31/2012 91X4253 9153 09/30/2049 02009 3.170001600 45,944,661,117.4700 1,213,705,410.45 07/31/2012 91X4253 9153 09/30/2050 02010 2.890000800 114,557,259,493.1900 2,758,921,429.84 07/31/2012 91X4253 9153 09/30/2051 02011 3.110000400 154,841,970,759.4200 4,012,988,258.32 07/31/2012 91X4253 9153 09/30/2052 02012 3.110000400 122,655,546,282.0000 3,178,823,316.66 07/31/2012 ------------------------ ---------------------- 547,463,299,339.6800 15,630,069,381.64 ======================== ====================== 547,463,299,339.6800 15,630,069,381.64 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4253 9153 09/30/2034 01994 07/23/2012 INT + 0.0000 8,378.11 487314 9153 09/30/2035 01995 07/23/2012 INT + 0.0000 27,747.66 487316 9153 09/30/2036 01996 07/23/2012 INT + 0.0000 69,305.38 487318 9153 09/30/2037 01997 07/23/2012 INT + 0.0000 96,775.98 487320 9153 09/30/2038 01998 07/23/2012 INT + 0.0000 141,879.86 487322 9153 09/30/2039 01999 07/11/2012 INT + 0.0000 96,426.00 487302 9153 09/30/2040 02000 07/23/2012 INT + 0.0000 782,080.20 487324 9153 09/30/2041 02001 07/23/2012 INT + 0.0000 954,525.72 487326 9153 09/30/2042 02002 07/23/2012 INT + 0.0000 782,381.55 487328 9153 09/30/2044 02004 07/11/2012 INT + 0.0000 341,140.05 487304 9153 09/30/2044 02004 07/23/2012 INT + 0.0000 1,317,923.37 487330 9153 09/30/2044 02004 07/26/2012 INT + 0.0000 4.10 487346 9153 09/30/2045 02005 07/11/2012 INT + 0.0000 2,286,319.82 487306 9153 09/30/2045 02005 07/23/2012 INT + 0.0000 2,293,468.54 487332 9153 09/30/2046 02006 07/11/2012 INT + 0.0000 1,766,111.71 487308 9153 09/30/2046 02006 07/23/2012 INT + 0.0000 3,882,518.84 487334 9153 09/30/2046 02006 07/26/2012 INT + 0.0000 34.10 487348 9153 09/30/2047 02007 07/11/2012 INT + 0.0000 633,721.42 487310 9153 09/30/2047 02007 07/23/2012 INT + 0.0000 3,114,797.79 487336 9153 09/30/2047 02007 07/26/2012 INT + 0.0000 3,776.10 487350 9153 09/30/2048 02008 07/23/2012 INT + 0.0000 4,349,720.84 487338 9153 09/30/2049 02009 07/23/2012 INT + 0.0000 4,041,957.76 487340 9153 09/30/2050 02010 07/23/2012 INT + 0.0000 2,559,493.26 487342 9153 09/30/2050 02010 07/26/2012 INT + 0.0000 2.84 487352 9153 09/30/2051 02011 07/11/2012 INT + 0.0000 104,157,115.42 487312 9153 09/30/2051 02011 07/23/2012 INT + 0.0000 4,101,269.11 487344 9153 09/30/2051 02011 07/26/2012 INT + 0.0000 232,374.16 487354 ------------------------ ---------------------- 0.0000 138,041,249.69 ======================== ====================== 0.0000 138,041,249.69