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 194,988.25 01/31/2013 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 12,172.33 01/31/2013 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 39,709.37 01/31/2013 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 16,076.67 01/31/2013 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 55,120.00 01/31/2013 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 12,057.50 01/31/2013 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 13,320.67 01/31/2013 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 122,035.40 01/31/2013 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 92,933.33 01/31/2013 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 27,880.00 01/31/2013 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 24,067.41 01/31/2013 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,463.70 01/31/2013 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 85,266.33 01/31/2013 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 23,698.00 01/31/2013 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 7,225.57 01/31/2013 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 474,811.38 01/31/2013 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 58,083.33 01/31/2013 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,370.77 01/31/2013 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 64,472.50 01/31/2013 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 116,166.66 01/31/2013 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 27,880.00 01/31/2013 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 14,520.83 01/31/2013 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 134,915.96 01/31/2013 12X4225 1225303 09/30/2037 01995 6.609999600 14,803,055.0000 326,160.63 01/31/2013 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 363,549.98 01/31/2013 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 22,033.33 01/31/2013 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2013 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2013 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 46,402.20 01/31/2013 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 29,304.33 01/31/2013 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 45,719.16 01/31/2013 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 162,583.96 01/31/2013 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 41,973.50 01/31/2013 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 68,744.00 01/31/2013 12X4225 1225303 09/30/2038 01996 6.369998400 28,050,595.0000 595,607.48 01/31/2013 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 169,866.62 01/31/2013 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 63,699.98 01/31/2013 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2013 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 23,356.66 01/31/2013 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 74,847.48 01/31/2013 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 59,323.80 01/31/2013 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 94,212.28 01/31/2013 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 158,209.53 01/31/2013 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 36,096.66 01/31/2013 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2013 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 15,224.30 01/31/2013 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 10,892.70 01/31/2013 12X4225 1225303 09/30/2039 01997 6.009998400 23,347,672.0000 467,731.57 01/31/2013 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 160,266.62 01/31/2013 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 120,199.97 01/31/2013 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 20,033.33 01/31/2013 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 20,474.06 01/31/2013 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,019.10 01/31/2013 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 19,432.33 01/31/2013 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 92,153.31 01/31/2013 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 18,030.00 01/31/2013 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 741.23 01/31/2013 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 85,221.78 01/31/2013 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 5,472.50 01/31/2013 12X4225 1225303 09/30/2040 01998 5.969998800 18,652,653.0000 371,187.72 01/31/2013 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 497,499.90 01/31/2013 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 198,999.96 01/31/2013 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 11,940.00 01/31/2013 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 42,934.24 01/31/2013 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 74,545.39 01/31/2013 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 159,199.97 01/31/2013 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 9,950.00 01/31/2013 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 18,089.10 01/31/2013 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 149,628.07 01/31/2013 12X4225 1225303 09/30/2041 01999 5.889999600 34,198,145.0000 671,423.53 01/31/2013 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 314,133.31 01/31/2013 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 157,066.66 01/31/2013 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 58,900.00 01/31/2013 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 39,266.66 01/31/2013 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 14,037.83 01/31/2013 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 139,396.66 01/31/2013 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,531.40 01/31/2013 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 16,943.57 01/31/2013 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 71,818.73 01/31/2013 12X4225 1225303 09/30/2042 02000 5.659999200 54,748,548.0000 1,032,922.46 01/31/2013 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 294,319.96 01/31/2013 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 84,899.99 01/31/2013 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 47,166.66 01/31/2013 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 76,334.52 01/31/2013 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 135,839.98 01/31/2013 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 71,693.32 01/31/2013 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,641.40 01/31/2013 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 3,716.73 01/31/2013 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 40,506.73 01/31/2013 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 67,027.44 01/31/2013 12X4225 1225303 09/30/2043 02001 4.870000800 56,381,819.0000 915,265.01 01/31/2013 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 746,733.46 01/31/2013 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 473,039.41 01/31/2013 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 214,198.87 01/31/2013 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 174,686.93 01/31/2013 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 9,853.63 01/31/2013 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 8,993.27 01/31/2013 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 29,398.57 01/31/2013 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 51,508.38 01/31/2013 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 124,249.95 01/31/2013 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 1,801.90 01/31/2013 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 92,654.60 01/31/2013 12X4225 1225303 09/30/2044 02002 4.790001600 80,161,743.0000 1,279,916.26 01/31/2013 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 934,050.31 01/31/2013 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 884,266.23 01/31/2013 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 344,608.68 01/31/2013 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 220,100.57 01/31/2013 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 75,107.23 01/31/2013 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 3,768.13 01/31/2013 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 8,270.74 01/31/2013 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 51,093.35 01/31/2013 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 31,682.49 01/31/2013 12X4225 1225303 09/30/2044 02003 4.749998400 18,162,209.0000 287,568.21 01/31/2013 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 1,134,410.45 01/31/2013 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 644,812.28 01/31/2013 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 364,989.88 01/31/2013 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 128,424.12 01/31/2013 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 4,797.50 01/31/2013 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 2,327.50 01/31/2013 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 35,814.99 01/31/2013 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 37,936.65 01/31/2013 12X4225 1225303 09/30/2053 02003 4.749998400 270,000.0000 4,275.00 01/31/2013 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 316,506.77 01/31/2013 12X4225 1225303 09/30/2045 02004 4.629999600 14,684,235.0000 226,626.67 01/31/2013 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 1,981,392.90 01/31/2013 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 1,073,218.47 01/31/2013 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 961,079.88 01/31/2013 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 483,557.16 01/31/2013 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 102,384.72 01/31/2013 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 165,661.39 01/31/2013 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 126,152.06 01/31/2013 12X4225 1225303 09/30/2053 02004 4.629999600 272,000.0000 4,197.87 01/31/2013 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 823,270.12 01/31/2013 12X4225 1225303 09/30/2046 02005 4.579999200 43,762,416.0000 668,106.10 01/31/2013 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 2,328,639.53 01/31/2013 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 1,661,409.98 01/31/2013 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 1,234,854.27 01/31/2013 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 539,691.84 01/31/2013 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 463,373.79 01/31/2013 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 425,207.13 01/31/2013 12X4225 1225303 09/30/2053 02005 4.579999200 396,000.0000 6,045.60 01/31/2013 12X4225 1225303 09/30/2047 02006 4.479998400 87,930,789.0000 1,313,099.31 01/31/2013 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 1,759,041.51 01/31/2013 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 712,991.75 01/31/2013 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 206,946.06 01/31/2013 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 112,582.36 01/31/2013 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 86,508.77 01/31/2013 12X4225 1225303 09/30/2053 02006 4.479998400 754,000.0000 11,259.73 01/31/2013 12X4225 1225303 09/30/2048 02007 4.150000800 95,706,368.0000 1,323,938.35 01/31/2013 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 1,253,618.41 01/31/2013 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 804,034.99 01/31/2013 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 194,704.20 01/31/2013 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 155,749.53 01/31/2013 12X4225 1225303 09/30/2053 02007 4.150000800 388,000.0000 5,367.33 01/31/2013 12X4225 1225303 09/30/2049 02008 3.700000800 94,615,064.0000 1,166,919.37 01/31/2013 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 845,524.18 01/31/2013 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 1,012,998.55 01/31/2013 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 415,288.09 01/31/2013 12X4225 1225303 09/30/2053 02008 3.700000800 1,131,000.0000 13,949.00 01/31/2013 12X4225 1225303 09/30/2049 02009 4.140000000 42,135,535.0000 581,470.38 01/31/2013 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 2,031,097.80 01/31/2013 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 1,863,331.20 01/31/2013 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 1,331,617.20 01/31/2013 12X4225 1225303 09/30/2053 02009 4.140000000 4,547,000.0000 62,748.60 01/31/2013 12X4225 1225303 09/30/2050 02010 3.189999600 53,392,603.0000 567,741.27 01/31/2013 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 4,328,010.69 01/31/2013 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 5,002,748.77 01/31/2013 12X4225 1225303 09/30/2053 02010 3.189999600 151,116,000.0000 1,606,866.60 01/31/2013 12X4225 1225303 09/30/2051 02011 4.420000800 31,828,962.0000 468,946.79 01/31/2013 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 1,483,676.40 01/31/2013 12X4225 1225303 09/30/2053 02011 4.420000800 39,198,000.0000 577,517.30 01/31/2013 12X4225 1225303 09/30/2052 02012 3.819999600 209,787,000.0000 2,671,287.52 01/31/2013 12X4225 1225303 09/30/2053 02012 3.819999600 66,495,000.0000 846,702.91 01/31/2013 12X4225 1225303 09/30/2053 02013 3.819999600 384,000.0000 4,889.60 01/31/2013 ------------------------ ---------------------- 4,747,757,546.0000 67,821,604.19 ======================== ====================== 4,747,757,546.0000 67,821,604.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00