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 14,976.75 05/31/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 459,333.36 05/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 24,344.67 05/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 79,418.74 05/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 32,153.34 05/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 110,240.01 05/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 24,115.00 05/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 6,821,600.0000 316,977.00 05/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 185,866.66 05/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 55,760.00 05/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 48,134.82 05/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,927.40 05/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 170,532.66 05/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 47,396.00 05/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,758,646.0000 1,057,518.36 05/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 116,166.66 05/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,741.53 05/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 128,944.99 05/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 232,333.32 05/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 55,760.00 05/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 29,041.67 05/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,023,055.0000 882,349.24 05/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 727,099.96 05/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 44,066.66 05/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 92,804.39 05/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 58,608.66 05/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 91,438.33 05/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 325,167.91 05/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 83,946.99 05/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 32,712,595.0000 1,389,194.52 05/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 339,733.25 05/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 127,399.97 05/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 46,713.32 05/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 149,694.96 05/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 118,647.59 05/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 188,424.55 05/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 316,419.05 05/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 72,193.32 05/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 30,448.59 05/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,577,672.0000 1,104,945.10 05/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 320,533.25 05/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 240,399.94 05/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 40,066.66 05/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 40,948.12 05/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,038.19 05/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 38,864.66 05/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 184,306.62 05/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 36,059.99 05/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,482.47 05/31/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 10,853.33 05/31/2012 12X4225 1225303 09/30/2040 01998 5.919998400 25,402,653.0000 1,002,557.77 05/31/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 986,666.40 05/31/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 394,666.56 05/31/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 23,679.99 05/31/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 85,149.31 05/31/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 147,842.09 05/31/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 315,733.25 05/31/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 19,733.33 05/31/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 35,875.19 05/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 38,598,145.0000 1,515,620.39 05/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 628,266.62 05/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 314,133.31 05/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 117,799.99 05/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 78,533.33 05/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 28,075.66 05/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 278,793.31 05/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,062.80 05/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 33,887.13 05/31/2012 12X4225 1225303 09/30/2041 02000 5.659999200 1,330,548.0000 50,206.00 05/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,245,133.02 05/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 588,639.92 05/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 169,799.98 05/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 94,333.32 05/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 152,669.05 05/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 271,679.96 05/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 143,386.65 05/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,282.80 05/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 7,433.47 05/31/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 134,330.18 05/31/2012 12X4225 1225303 09/30/2043 02001 4.880001600 65,827,819.0000 2,141,599.08 05/31/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 1,496,533.82 05/31/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 948,021.64 05/31/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 429,277.47 05/31/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 350,091.31 05/31/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 19,747.74 05/31/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 18,023.47 05/31/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 58,917.89 05/31/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 103,228.30 05/31/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 184,148.50 05/31/2012 12X4225 1225303 09/30/2043 02002 4.759999200 10,352,743.0000 328,526.99 05/31/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 2,602,132.90 05/31/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 1,856,399.69 05/31/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 1,757,455.17 05/31/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 684,900.42 05/31/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 437,443.93 05/31/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 149,273.57 05/31/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 7,489.07 05/31/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 16,437.86 05/31/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 63,231.62 05/31/2012 12X4225 1225303 09/30/2044 02003 4.740001200 25,632,209.0000 809,978.01 05/31/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 2,264,045.77 05/31/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 1,286,910.33 05/31/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 728,443.38 05/31/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 256,307.66 05/31/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 9,574.80 05/31/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 4,645.20 05/31/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 71,479.22 05/31/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,797,000.0000 56,785.21 05/31/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 637,114.98 05/31/2012 12X4225 1225303 09/30/2045 02004 4.659998400 26,474,235.0000 822,465.95 05/31/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 3,988,461.56 05/31/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 2,160,344.19 05/31/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 1,934,613.87 05/31/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 973,380.47 05/31/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 206,096.20 05/31/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 333,469.49 05/31/2012 12X4225 1225303 09/30/2052 02004 4.659998400 569,000.0000 17,676.93 05/31/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 1,668,111.08 05/31/2012 12X4225 1225303 09/30/2046 02005 4.640000400 54,715,416.0000 1,692,530.35 05/31/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 4,718,292.67 05/31/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 3,366,351.22 05/31/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 2,502,063.45 05/31/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 1,093,524.36 05/31/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 938,888.61 05/31/2012 12X4225 1225303 09/30/2052 02005 4.640000400 13,542,000.0000 418,899.24 05/31/2012 12X4225 1225303 09/30/2037 02006 4.550000400 11,305,789.0000 342,942.30 05/31/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 2,678,645.90 05/31/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 3,573,054.65 05/31/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 1,448,265.13 05/31/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 420,359.37 05/31/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 228,683.02 05/31/2012 12X4225 1225303 09/30/2052 02006 4.550000400 3,647,000.0000 110,625.68 05/31/2012 12X4225 1225303 09/30/2047 02007 4.240000800 1,334,368.0000 37,718.14 05/31/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 2,929,614.42 05/31/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 2,561,610.62 05/31/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 1,642,943.78 05/31/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 397,853.41 05/31/2012 12X4225 1225303 09/30/2052 02007 4.240000800 5,072,000.0000 143,368.56 05/31/2012 12X4225 1225303 09/30/2048 02008 4.420000800 3,258,064.0000 96,004.30 05/31/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 2,943,484.80 05/31/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 2,020,117.17 05/31/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 2,420,245.10 05/31/2012 12X4225 1225303 09/30/2052 02008 4.420000800 12,804,000.0000 377,291.27 05/31/2012 12X4225 1225303 09/30/2049 02009 4.460000400 51,630,535.0000 1,535,148.05 05/31/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 4,376,182.13 05/31/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 4,014,713.96 05/31/2012 12X4225 1225303 09/30/2052 02009 4.460000400 60,390,000.0000 1,795,596.16 05/31/2012 12X4225 1225303 09/30/2050 02010 2.949998400 53,392,603.0000 1,050,053.96 05/31/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 8,004,781.33 05/31/2012 12X4225 1225303 09/30/2052 02010 2.949998400 260,189,000.0000 5,117,047.56 05/31/2012 12X4225 1225303 09/30/2051 02011 2.949998400 31,828,962.0000 625,969.25 05/31/2012 12X4225 1225303 09/30/2052 02011 2.949998400 65,511,000.0000 1,288,382.30 05/31/2012 12X4225 1225303 09/30/2052 02012 2.949998400 15,038,000.0000 295,747.17 05/31/2012 ------------------------ ---------------------- 4,043,787,546.0000 119,606,420.72 ======================== ====================== 4,043,787,546.0000 119,606,420.72 ============================================================================================================================ 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