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 5,979,129.08 06/30/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,583,750.15 06/30/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,583.75 06/30/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 279,148.37 06/30/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 354,335.50 06/30/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 117,198.91 06/30/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,743,772.98 06/30/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 38,497.88 06/30/2012 12X4226 1226301 09/30/2047 01992 6.890000400 3,176,000.0000 164,119.81 06/30/2012 12X4226 1226301 09/30/2030 01993 6.879999600 63,137,330.0000 3,257,886.04 06/30/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,579,999.85 06/30/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,909,199.89 06/30/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 412,799.98 06/30/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 773,999.96 06/30/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 928,799.95 06/30/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 678,539.96 06/30/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 461,923.17 06/30/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 344,636.38 06/30/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,939,643.89 06/30/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 314,759.98 06/30/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 3,973.20 06/30/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 128,225.99 06/30/2012 12X4226 1226301 09/30/2047 01993 6.879999600 4,445,000.0000 229,361.99 06/30/2012 12X4226 1226301 09/30/2031 01994 6.710000400 42,942,526.0000 2,161,082.75 06/30/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 7,548,750.45 06/30/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,509,750.09 06/30/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 251,625.02 06/30/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 654,225.04 06/30/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 465,506.28 06/30/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 647,934.41 06/30/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 249,863.64 06/30/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,141,278.55 06/30/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 387,502.52 06/30/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 4,277.63 06/30/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 1,107.15 06/30/2012 12X4226 1226301 09/30/2047 01994 6.710000400 4,044,000.0000 203,514.31 06/30/2012 12X4226 1226301 09/30/2032 01995 6.559999200 109,431,519.0000 5,384,030.08 06/30/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 6,641,999.19 06/30/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,082,399.87 06/30/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 245,999.97 06/30/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 600,239.93 06/30/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 380,955.55 06/30/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 359,602.76 06/30/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,252,277.33 06/30/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 182,039.98 06/30/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 5,510.40 06/30/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 393,599.95 06/30/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 74,144.39 06/30/2012 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 235,864.77 06/30/2012 12X4226 1226301 09/30/2033 01996 6.260000400 166,751,771.0000 7,828,996.15 06/30/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,361,550.09 06/30/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 1,079,850.07 06/30/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 46,950.00 06/30/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 356,820.02 06/30/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 2,086,505.08 06/30/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 243,623.57 06/30/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,431,975.09 06/30/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 171,461.41 06/30/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,314.60 06/30/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 362,360.12 06/30/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 55,776.60 06/30/2012 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 121,412.71 06/30/2012 12X4226 1226301 09/30/2034 01997 5.960001600 186,901,479.0000 8,354,498.35 06/30/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,039,600.82 06/30/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 536,400.14 06/30/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 634,740.17 06/30/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,080,766.13 06/30/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 219,611.16 06/30/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,122,535.37 06/30/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 227,970.06 06/30/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 93,288.93 06/30/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 5,766.30 06/30/2012 12X4226 1226301 09/30/2047 01997 5.960001600 4,524,000.0000 202,222.85 06/30/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 5,476,040.62 06/30/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 815,624.94 06/30/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 1,217,999.92 06/30/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 1,109,249.92 06/30/2012 12X4226 1226301 09/30/2040 01998 5.799999600 224,380,970.0000 9,760,571.52 06/30/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 455,662.47 06/30/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 1,836,961.37 06/30/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 831,415.44 06/30/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 159,166.49 06/30/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 1,261.50 06/30/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 59,073.00 06/30/2012 12X4226 1226301 09/30/2047 01998 5.799999600 2,834,000.0000 123,278.99 06/30/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 1,123,906.04 06/30/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 7,938,148.88 06/30/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,326,562.31 06/30/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 2,462,099.65 06/30/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,876,289.73 06/30/2012 12X4226 1226301 09/30/2040 01999 5.659999200 58,107,194.0000 2,466,650.04 06/30/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 423,650.94 06/30/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 2,039,892.01 06/30/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 328,605.40 06/30/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 480,491.48 06/30/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 370,206.40 06/30/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 1,698.00 06/30/2012 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 15,579.15 06/30/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 2,216,989.74 06/30/2012 12X4226 1226301 09/30/2036 02000 5.379998400 49,609,586.0000 2,001,746.20 06/30/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,269,686.83 06/30/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,478,848.67 06/30/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 3,700,093.90 06/30/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,457,159.12 06/30/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,048,494.44 06/30/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,195,355.90 06/30/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 609,849.72 06/30/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 28,487.09 06/30/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 424,602.92 06/30/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 319,692.95 06/30/2012 12X4226 1226301 09/30/2047 02000 5.379998400 2,093,000.0000 84,452.52 06/30/2012 12X4226 1226301 09/30/2037 02001 4.989999600 13,799,281.0000 516,438.05 06/30/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 6,549,374.48 06/30/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 6,100,274.51 06/30/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 3,268,871.39 06/30/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 1,799,693.26 06/30/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 2,190,372.80 06/30/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 752,055.31 06/30/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 137,686.56 06/30/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 131,698.56 06/30/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 689,106.47 06/30/2012 12X4226 1226301 09/30/2047 02001 4.989999600 1,288,000.0000 48,203.40 06/30/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,263,589.0000 1,269,488.89 06/30/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 9,035,997.74 06/30/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 8,512,989.87 06/30/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 3,649,715.09 06/30/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 6,391,366.40 06/30/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 1,531,007.62 06/30/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 940,247.76 06/30/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 1,321,487.67 06/30/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 162,071.96 06/30/2012 12X4226 1226301 09/30/2047 02002 4.799998800 7,311,000.0000 263,195.93 06/30/2012 12X4226 1226301 09/30/2039 02003 4.730000400 45,054,524.0000 1,598,309.37 06/30/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 6,740,250.57 06/30/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 4,220,815.86 06/30/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 4,373,606.69 06/30/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 3,461,508.89 06/30/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 636,208.70 06/30/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 1,137,789.77 06/30/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 163,539.76 06/30/2012 12X4226 1226301 09/30/2047 02003 4.730000400 3,498,000.0000 124,091.56 06/30/2012 12X4226 1226301 09/30/2040 02004 4.680000000 76,833,548.0000 2,696,857.53 06/30/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 6,898,869.90 06/30/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 8,212,031.10 06/30/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 3,965,668.20 06/30/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 1,879,113.60 06/30/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 499,367.70 06/30/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 579,430.80 06/30/2012 12X4226 1226301 09/30/2047 02004 4.680000000 7,966,000.0000 279,606.60 06/30/2012 12X4226 1226301 09/30/2041 02005 4.600000800 68,059,153.0000 2,348,041.19 06/30/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 7,437,373.29 06/30/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 6,101,878.06 06/30/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 3,304,065.57 06/30/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 3,603,042.63 06/30/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 2,246,847.39 06/30/2012 12X4226 1226301 09/30/2047 02005 4.600000800 19,252,000.0000 664,194.12 06/30/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,196,750.0000 5,265,432.51 06/30/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 9,595,917.45 06/30/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 6,024,214.35 06/30/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 3,706,318.35 06/30/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 2,845,938.38 06/30/2012 12X4226 1226301 09/30/2047 02006 4.410000000 49,572,000.0000 1,639,593.90 06/30/2012 12X4226 1226301 09/30/2043 02007 4.280000400 172,661,882.0000 5,542,446.93 06/30/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 7,312,669.58 06/30/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 6,337,535.69 06/30/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 5,365,740.20 06/30/2012 12X4226 1226301 09/30/2047 02007 4.280000400 68,019,000.0000 2,183,410.10 06/30/2012 12X4226 1226301 09/30/2044 02008 4.399999200 95,252,546.0000 3,143,333.45 06/30/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 9,776,446.22 06/30/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 8,129,449.52 06/30/2012 12X4226 1226301 09/30/2047 02008 4.399999200 132,131,000.0000 4,360,322.21 06/30/2012 12X4226 1226301 09/30/2044 02009 4.569998400 36,439,441.0000 1,248,961.40 06/30/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 5,334,352.39 06/30/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 10,840,424.65 06/30/2012 12X4226 1226301 09/30/2047 02009 4.569998400 217,036,000.0000 7,438,906.30 06/30/2012 12X4226 1226301 09/30/2045 02010 3.080001600 11,772,950.0000 271,955.29 06/30/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 7,737,164.22 06/30/2012 12X4226 1226301 09/30/2047 02010 3.080001600 364,048,000.0000 8,409,513.17 06/30/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 542,807.12 06/30/2012 12X4226 1226301 09/30/2047 02011 4.410000000 97,288,000.0000 3,217,800.60 06/30/2012 12X4226 1226301 09/30/2047 02012 4.410000000 3,983,000.0000 131,737.73 06/30/2012 ------------------------ ---------------------- 11,150,487,419.0000 415,329,154.95 ======================== ====================== 11,150,487,419.0000 415,329,154.95 ============================================================================================================================ 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