Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2035 01992 6.890000400 8,490,054.0000 536,217.69 08/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 151,580.01 08/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 33,158.13 08/31/2012 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 36,631.84 08/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 335,597.35 08/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 234,482.40 08/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 65,169.50 08/31/2012 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 19,870.31 08/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 1,305,731.30 08/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 319,458.32 08/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 76,670.00 08/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 39,932.29 08/31/2012 12X4225 1225303 09/30/2052 01994 6.969999600 5,535,000.0000 353,640.35 08/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 14,803,055.0000 896,941.72 08/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 447,105.88 08/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 115,427.12 08/31/2012 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 189,045.99 08/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 28,050,595.0000 1,637,920.58 08/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 467,133.22 08/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 175,174.96 08/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 64,230.82 08/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 205,830.57 08/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 163,140.44 08/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 259,083.76 08/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 435,076.20 08/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 99,265.81 08/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 41,866.81 08/31/2012 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 29,954.92 08/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 23,347,672.0000 1,286,261.82 08/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 253,421.60 08/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 49,582.49 08/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 2,038.39 08/31/2012 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 234,359.89 08/31/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 14,923.33 08/31/2012 12X4225 1225303 09/30/2040 01998 5.919998400 18,652,653.0000 1,012,217.03 08/31/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,356,666.30 08/31/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 542,666.52 08/31/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 32,559.99 08/31/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 117,080.30 08/31/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 203,282.88 08/31/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 434,133.22 08/31/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 27,133.33 08/31/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 49,328.39 08/31/2012 12X4225 1225303 09/30/2052 01998 5.919998400 7,519,000.0000 408,030.96 08/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 34,198,145.0000 1,846,414.72 08/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 863,866.61 08/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 431,933.30 08/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 161,974.99 08/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 107,983.33 08/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 38,604.04 08/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 383,340.81 08/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 4,211.35 08/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 46,594.81 08/31/2012 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 197,501.50 08/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 54,748,548.0000 2,840,536.76 08/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 373,559.95 08/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 197,156.64 08/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,513.85 08/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 10,221.02 08/31/2012 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 111,393.50 08/31/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 184,703.99 08/31/2012 12X4225 1225303 09/30/2043 02001 4.880001600 56,381,819.0000 2,522,147.53 08/31/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 2,057,734.01 08/31/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 1,303,529.76 08/31/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 590,256.53 08/31/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 481,375.56 08/31/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 27,153.14 08/31/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 24,782.27 08/31/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 81,012.09 08/31/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 141,938.91 08/31/2012 12X4225 1225303 09/30/2052 02001 4.880001600 7,654,000.0000 342,389.05 08/31/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 253,204.19 08/31/2012 12X4225 1225303 09/30/2044 02002 4.759999200 80,161,743.0000 3,497,723.47 08/31/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 2,552,549.57 08/31/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 2,416,500.86 08/31/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 941,738.08 08/31/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 601,485.40 08/31/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 205,251.17 08/31/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 10,297.46 08/31/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 22,602.06 08/31/2012 12X4225 1225303 09/30/2052 02002 4.759999200 3,200,000.0000 139,626.64 08/31/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 86,943.47 08/31/2012 12X4225 1225303 09/30/2044 02003 4.740001200 18,162,209.0000 789,148.18 08/31/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 3,113,062.94 08/31/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 1,769,501.70 08/31/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 1,001,609.65 08/31/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 352,423.04 08/31/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 13,165.35 08/31/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 6,387.15 08/31/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 98,283.92 08/31/2012 12X4225 1225303 09/30/2052 02003 4.740001200 2,396,000.0000 104,106.23 08/31/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 876,033.10 08/31/2012 12X4225 1225303 09/30/2045 02004 4.659998400 14,684,235.0000 627,261.36 08/31/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 5,484,134.65 08/31/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 2,970,473.26 08/31/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 2,660,094.07 08/31/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 1,338,398.14 08/31/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 283,382.27 08/31/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 458,520.54 08/31/2012 12X4225 1225303 09/30/2052 02004 4.659998400 8,174,000.0000 349,165.91 08/31/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 2,293,652.73 08/31/2012 12X4225 1225303 09/30/2046 02005 4.640000400 43,762,416.0000 1,861,361.59 08/31/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 6,487,652.43 08/31/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 4,628,732.93 08/31/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 3,440,337.25 08/31/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 1,503,596.00 08/31/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 1,290,971.84 08/31/2012 12X4225 1225303 09/30/2052 02005 4.640000400 27,852,000.0000 1,184,638.50 08/31/2012 12X4225 1225303 09/30/2047 02006 4.550000400 87,930,789.0000 3,667,446.98 08/31/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 4,912,950.14 08/31/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,991,364.55 08/31/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 577,994.13 08/31/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 314,439.15 08/31/2012 12X4225 1225303 09/30/2052 02006 4.550000400 5,793,000.0000 241,616.40 08/31/2012 12X4225 1225303 09/30/2048 02007 4.240000800 95,706,368.0000 3,719,788.20 08/31/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 3,522,214.60 08/31/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 2,259,047.69 08/31/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 547,048.44 08/31/2012 12X4225 1225303 09/30/2052 02007 4.240000800 11,259,000.0000 437,599.88 08/31/2012 12X4225 1225303 09/30/2049 02008 4.420000800 94,615,064.0000 3,833,487.70 08/31/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 2,777,661.10 08/31/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 3,327,837.02 08/31/2012 12X4225 1225303 09/30/2052 02008 4.420000800 33,672,000.0000 1,364,277.45 08/31/2012 12X4225 1225303 09/30/2049 02009 4.460000400 42,135,535.0000 1,722,641.28 08/31/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 6,017,250.42 08/31/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 5,520,231.70 08/31/2012 12X4225 1225303 09/30/2052 02009 4.460000400 96,494,000.0000 3,944,996.72 08/31/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 1,443,824.19 08/31/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 11,006,574.32 08/31/2012 12X4225 1225303 09/30/2052 02010 2.949998400 442,792,000.0000 11,973,827.17 08/31/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 860,707.71 08/31/2012 12X4225 1225303 09/30/2052 02011 2.949998400 100,702,000.0000 2,723,148.44 08/31/2012 12X4225 1225303 09/30/2052 02012 2.949998400 209,787,000.0000 5,672,987.05 08/31/2012 ------------------------ ---------------------- 4,454,737,546.0000 175,352,576.11 ======================== ====================== 4,454,737,546.0000 175,352,576.11 ============================================================================================================================ 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 09/30/2034 01992 08/29/2012 INT + 0.0000 11,232.56 478108 1225303 09/30/2035 01992 08/29/2012 INT + 0.0000 52,017.64 478110 1225303 09/30/2036 01993 03/27/2012 INT + 0.0000 172,451.73 478004 1225303 09/30/2036 01993 08/29/2012 INT + 0.0000 54,679.65 478112 1225303 09/30/2036 01994 03/27/2012 INT + 0.0000 2,939.73 478006 1225303 09/30/2036 01994 08/29/2012 INT + 0.0000 80,921.70 478114 1225303 09/30/2037 01995 03/27/2012 INT + 0.0000 10,111.48 478008 1225303 09/30/2037 01995 08/29/2012 INT + 0.0000 172,520.99 478116 1225303 09/30/2037 02006 03/27/2012 INT + 0.0000 43,366.30 478030 1225303 09/30/2037 02006 08/29/2012 INT + 0.0000 257,206.72 478140 1225303 09/30/2038 01996 03/27/2012 INT + 0.0000 35,557.49 478010 1225303 09/30/2038 01996 08/29/2012 INT + 0.0000 148,484.66 478118 1225303 09/30/2039 01997 03/27/2012 INT + 0.0000 9,776.10 478012 1225303 09/30/2039 01997 08/29/2012 INT + 0.0000 127,111.47 478120 1225303 09/30/2040 01998 03/27/2012 INT + 0.0000 90,171.84 478014 1225303 09/30/2040 01998 08/29/2012 INT + 0.0000 199,799.95 478122 1225303 09/30/2041 01999 03/27/2012 INT + 0.0000 17,430.12 478016 1225303 09/30/2041 01999 08/29/2012 INT + 0.0000 129,579.99 478124 1225303 09/30/2041 02000 03/27/2012 INT + 0.0000 28,058.08 478018 1225303 09/30/2041 02000 08/29/2012 INT + 0.0000 37,654.50 478126 1225303 09/30/2042 02000 08/29/2012 INT + 0.0000 134,466.07 478156 1225303 09/30/2043 02001 03/27/2012 INT + 0.0000 137,840.06 478020 1225303 09/30/2043 02001 08/29/2012 INT + 0.0000 230,482.48 478128 1225303 09/30/2043 02002 03/27/2012 INT + 0.0000 48,367.70 478022 1225303 09/30/2043 02002 08/29/2012 INT + 0.0000 246,395.24 478130 1225303 09/30/2044 02002 08/29/2012 INT + 0.0000 43,750.51 478132 1225303 09/30/2044 02003 03/27/2012 INT + 0.0000 58,368.16 478024 1225303 09/30/2044 02003 08/29/2012 INT + 0.0000 177,039.04 478134 1225303 09/30/2045 02004 03/27/2012 INT + 0.0000 46,361.50 478026 1225303 09/30/2045 02004 08/29/2012 INT + 0.0000 274,706.91 478136 1225303 09/30/2046 02005 03/27/2012 INT + 0.0000 300,256.37 478028 1225303 09/30/2046 02005 08/29/2012 INT + 0.0000 254,109.62 478138 1225303 09/30/2047 02006 08/29/2012 INT + 0.0000 8,558.80 478142 1225303 09/30/2047 02007 03/27/2012 INT + 0.0000 53,297.48 478032 1225303 09/30/2047 02007 08/29/2012 INT + 0.0000 28,288.61 478144 1225303 09/30/2048 02007 08/29/2012 INT + 0.0000 168,235.43 478146 1225303 09/30/2048 02008 03/27/2012 INT + 0.0000 440,182.04 478034 1225303 09/30/2048 02008 08/29/2012 INT + 0.0000 43,273.22 478148 1225303 09/30/2048 02008 08/29/2012 INT + 0.0000 28,730.01 478150 1225303 09/30/2049 02008 08/29/2012 INT + 0.0000 116,620.31 478152 1225303 09/30/2049 02009 03/27/2012 INT + 0.0000 284,446.89 478036 1225303 09/30/2049 02009 08/29/2012 INT + 0.0000 211,738.52 478154 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 5,504,173.63 ======================== ====================== 0.0000 5,504,173.63