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 2,847,556.50 08/31/2012 91X4253 9153 09/30/2035 01995 7.030000800 499,616,484.3400 32,196,122.61 08/31/2012 91X4253 9153 09/30/2036 01996 6.680001600 1,551,460,300.7200 95,001,108.50 08/31/2012 91X4253 9153 09/30/2037 01997 6.530000400 1,769,434,575.7000 105,915,411.13 08/31/2012 91X4253 9153 09/30/2038 01998 5.810000400 2,366,271,726.3900 126,023,697.04 08/31/2012 91X4253 9153 09/30/2039 01999 5.789998800 3,603,960,533.0000 191,280,165.65 08/31/2012 91X4253 9153 09/30/2040 02000 6.249999600 4,158,078,032.3100 238,223,205.35 08/31/2012 91X4253 9153 09/30/2041 02001 5.209999200 5,710,225,093.5500 272,710,791.55 08/31/2012 91X4253 9153 09/30/2042 02002 4.809999600 6,459,745,013.2000 284,820,900.19 08/31/2012 91X4253 9153 09/30/2043 02003 3.639999600 8,086,816,811.5700 269,830,091.29 08/31/2012 91X4253 9153 09/30/2044 02004 4.169998800 7,642,448,460.3200 292,132,508.33 08/31/2012 91X4253 9153 09/30/2045 02005 4.529998800 12,943,354,483.7800 537,472,652.56 08/31/2012 91X4253 9153 09/30/2046 02006 4.839998400 18,199,451,507.1300 807,448,731.61 08/31/2012 91X4253 9153 09/30/2047 02007 4.960000800 14,022,434,391.0600 637,553,453.14 08/31/2012 91X4253 9153 09/30/2048 02008 4.960000800 22,226,250,071.6200 1,010,553,666.25 08/31/2012 91X4253 9153 09/30/2049 02009 3.170001600 45,864,661,117.4700 1,332,751,283.65 08/31/2012 91X4253 9153 09/30/2050 02010 2.890000800 113,807,259,493.1900 3,014,944,817.33 08/31/2012 91X4253 9153 09/30/2051 02011 3.110000400 151,041,970,759.4200 4,305,955,403.55 08/31/2012 91X4253 9153 09/30/2052 02012 3.110000400 122,655,546,282.0000 3,496,705,648.33 08/31/2012 ------------------------ ---------------------- 542,653,299,339.6800 17,054,367,214.56 ======================== ====================== 542,653,299,339.6800 17,054,367,214.56 ============================================================================================================================ 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 09/30/2048 02008 08/15/2012 INT + 0.0000 4,464,000.72 487356 9153 09/30/2049 02009 07/23/2012 INT + 0.0000 4,041,957.76 487340 9153 09/30/2049 02009 08/15/2012 INT + 0.0000 1,268,000.64 487358 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 09/30/2050 02010 08/15/2012 INT + 0.0000 10,837,503.00 487360 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 9153 09/30/2051 02011 08/15/2012 INT + 0.0000 59,090,007.60 487362 ------------------------ ---------------------- 0.0000 213,700,761.65 ======================== ====================== 0.0000 213,700,761.65