Margaret Ask: The box "include sources" is checked. I don't see a box that says "include all sources.
This was a problem for me when I first upgraded to FTM 2012. With the your report displayed, look in the "Report Options" on the right of the screen. In the row of icons at the top of that pane, click on the far left one "Items to Include".
In the right of the "Items to Include" pane there are several check boxes to select what notes you want and the option to include all sources.
There is another parameter that is cleverly hidden in the + (Plus sign) in the top middle of the "Items to Include" pane. (It took me a couple of days to find it.)
Click the plus sign and the "Select Facts" pane pops up. At the bottom is the "Select All" button. Click button and say "OK"
All of the facts that have text will appear in that report.