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 389,976.50 05/31/2013 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 24,344.67 05/31/2013 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 79,418.74 05/31/2013 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 32,153.34 05/31/2013 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 110,240.01 05/31/2013 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 24,115.00 05/31/2013 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 26,641.33 05/31/2013 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 244,070.80 05/31/2013 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 185,866.66 05/31/2013 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 55,760.00 05/31/2013 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 48,134.82 05/31/2013 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,927.40 05/31/2013 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 170,532.66 05/31/2013 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 47,396.00 05/31/2013 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 14,451.13 05/31/2013 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 949,622.76 05/31/2013 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 116,166.66 05/31/2013 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,741.53 05/31/2013 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 128,944.99 05/31/2013 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 232,333.32 05/31/2013 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 55,760.00 05/31/2013 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 29,041.67 05/31/2013 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 269,831.92 05/31/2013 12X4225 1225303 09/30/2037 01995 6.609999600 13,811,055.0000 608,607.12 05/31/2013 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 727,099.96 05/31/2013 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 44,066.66 05/31/2013 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2013 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2013 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 92,804.39 05/31/2013 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 58,608.66 05/31/2013 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 91,438.33 05/31/2013 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 325,167.91 05/31/2013 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 83,946.99 05/31/2013 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 137,487.99 05/31/2013 12X4225 1225303 09/30/2038 01996 6.369998400 26,523,595.0000 1,126,368.38 05/31/2013 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 339,733.25 05/31/2013 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 127,399.97 05/31/2013 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2013 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 46,713.32 05/31/2013 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 149,694.96 05/31/2013 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 118,647.59 05/31/2013 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 188,424.55 05/31/2013 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 316,419.05 05/31/2013 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 72,193.32 05/31/2013 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2013 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 30,448.59 05/31/2013 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 21,785.39 05/31/2013 12X4225 1225303 09/30/2039 01997 6.009998400 18,607,672.0000 745,547.19 05/31/2013 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 320,533.25 05/31/2013 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 240,399.94 05/31/2013 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 40,066.66 05/31/2013 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 40,948.12 05/31/2013 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,038.19 05/31/2013 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 38,864.66 05/31/2013 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 184,306.62 05/31/2013 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 36,059.99 05/31/2013 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,482.47 05/31/2013 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 170,443.55 05/31/2013 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 10,945.00 05/31/2013 12X4225 1225303 09/30/2040 01998 5.969998800 16,905,653.0000 672,844.85 05/31/2013 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 994,999.80 05/31/2013 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 397,999.92 05/31/2013 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 23,880.00 05/31/2013 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 85,868.48 05/31/2013 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 149,090.77 05/31/2013 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 318,399.94 05/31/2013 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 19,900.00 05/31/2013 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 36,178.19 05/31/2013 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 299,256.14 05/31/2013 12X4225 1225303 09/30/2041 01999 5.889999600 31,404,145.0000 1,233,136.01 05/31/2013 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 628,266.62 05/31/2013 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 314,133.31 05/31/2013 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 117,799.99 05/31/2013 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 78,533.33 05/31/2013 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 28,075.66 05/31/2013 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 278,793.31 05/31/2013 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,062.80 05/31/2013 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 33,887.13 05/31/2013 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 143,637.46 05/31/2013 12X4225 1225303 09/30/2042 02000 5.659999200 53,946,548.0000 2,035,582.79 05/31/2013 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 588,639.92 05/31/2013 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 169,799.98 05/31/2013 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 94,333.32 05/31/2013 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 152,669.05 05/31/2013 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 271,679.96 05/31/2013 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 143,386.65 05/31/2013 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 3,282.80 05/31/2013 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 7,433.47 05/31/2013 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 81,013.46 05/31/2013 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 134,054.89 05/31/2013 12X4225 1225303 09/30/2043 02001 4.870000800 53,233,819.0000 1,728,324.94 05/31/2013 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 1,493,466.91 05/31/2013 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 946,078.82 05/31/2013 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 428,397.74 05/31/2013 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 349,373.86 05/31/2013 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 19,707.27 05/31/2013 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 17,986.54 05/31/2013 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 58,797.14 05/31/2013 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 103,016.75 05/31/2013 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 248,499.91 05/31/2013 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 3,603.80 05/31/2013 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 185,309.20 05/31/2013 12X4225 1225303 09/30/2044 02002 4.790001600 73,652,743.0000 2,351,978.38 05/31/2013 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 1,868,100.62 05/31/2013 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 1,768,532.46 05/31/2013 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 689,217.36 05/31/2013 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 440,201.15 05/31/2013 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 150,214.45 05/31/2013 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 7,536.27 05/31/2013 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 16,541.47 05/31/2013 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 102,186.70 05/31/2013 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 63,364.98 05/31/2013 12X4225 1225303 09/30/2044 02003 4.749998400 14,411,209.0000 456,354.80 05/31/2013 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 2,268,820.90 05/31/2013 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 1,289,624.57 05/31/2013 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 729,979.75 05/31/2013 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 256,848.25 05/31/2013 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 9,595.00 05/31/2013 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 4,655.00 05/31/2013 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 71,629.98 05/31/2013 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 75,873.31 05/31/2013 12X4225 1225303 09/30/2053 02003 4.749998400 270,000.0000 8,550.00 05/31/2013 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 633,013.55 05/31/2013 12X4225 1225303 09/30/2045 02004 4.629999600 7,958,235.0000 245,644.17 05/31/2013 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 3,962,785.79 05/31/2013 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 2,146,436.95 05/31/2013 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 1,922,159.77 05/31/2013 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 967,114.32 05/31/2013 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 204,769.45 05/31/2013 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 331,322.77 05/31/2013 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 252,304.11 05/31/2013 12X4225 1225303 09/30/2053 02004 4.629999600 657,000.0000 20,279.40 05/31/2013 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 1,646,540.25 05/31/2013 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 1,129,959.57 05/31/2013 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 4,657,279.05 05/31/2013 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 3,322,819.95 05/31/2013 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 2,469,708.54 05/31/2013 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 1,079,383.68 05/31/2013 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 926,747.57 05/31/2013 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 850,414.25 05/31/2013 12X4225 1225303 09/30/2053 02005 4.579999200 913,000.0000 27,876.93 05/31/2013 12X4225 1225303 09/30/2047 02006 4.479998400 82,883,789.0000 2,475,461.61 05/31/2013 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 3,518,083.01 05/31/2013 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 1,425,983.49 05/31/2013 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 413,892.12 05/31/2013 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 225,164.72 05/31/2013 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 173,017.54 05/31/2013 12X4225 1225303 09/30/2053 02006 4.479998400 1,771,000.0000 52,893.85 05/31/2013 12X4225 1225303 09/30/2048 02007 4.150000800 91,945,368.0000 2,543,822.34 05/31/2013 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 2,507,236.82 05/31/2013 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 1,608,069.98 05/31/2013 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 389,408.41 05/31/2013 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 311,499.06 05/31/2013 12X4225 1225303 09/30/2053 02007 4.150000800 445,000.0000 12,311.67 05/31/2013 12X4225 1225303 09/30/2049 02008 3.700000800 81,412,064.0000 2,008,164.68 05/31/2013 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 1,691,048.37 05/31/2013 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 2,025,997.10 05/31/2013 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 830,576.18 05/31/2013 12X4225 1225303 09/30/2053 02008 3.700000800 5,462,000.0000 134,729.36 05/31/2013 12X4225 1225303 09/30/2049 02009 4.140000000 26,124,535.0000 721,037.17 05/31/2013 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 4,062,195.60 05/31/2013 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 3,726,662.40 05/31/2013 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 2,663,234.40 05/31/2013 12X4225 1225303 09/30/2053 02009 4.140000000 9,182,000.0000 253,423.20 05/31/2013 12X4225 1225303 09/30/2050 02010 3.189999600 52,781,603.0000 1,122,488.62 05/31/2013 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 8,656,021.38 05/31/2013 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 10,005,497.55 05/31/2013 12X4225 1225303 09/30/2053 02010 3.189999600 368,054,000.0000 7,827,280.75 05/31/2013 12X4225 1225303 09/30/2051 02011 4.420000800 29,773,962.0000 877,339.57 05/31/2013 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 2,967,352.80 05/31/2013 12X4225 1225303 09/30/2053 02011 4.420000800 70,172,000.0000 2,067,735.31 05/31/2013 12X4225 1225303 09/30/2052 02012 3.819999600 103,760,000.0000 2,642,421.06 05/31/2013 12X4225 1225303 09/30/2053 02012 3.819999600 114,950,000.0000 2,927,393.03 05/31/2013 12X4225 1225303 09/30/2053 02013 3.819999600 23,972,000.0000 610,486.87 05/31/2013 ------------------------ ---------------------- 4,892,448,546.0000 138,151,775.58 ======================== ====================== 4,892,448,546.0000 138,151,775.58 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 01995 04/19/2013 INT + 0.0000 32,785.60 478411 1225303 09/30/2038 01996 04/19/2013 INT + 0.0000 48,634.94 478413 1225303 09/30/2039 01997 04/19/2013 INT + 0.0000 142,436.96 478415 1225303 09/30/2040 01998 04/19/2013 INT + 0.0000 52,147.94 478417 1225303 09/30/2041 01999 04/19/2013 INT + 0.0000 82,283.29 478419 1225303 09/30/2042 02000 04/19/2013 INT + 0.0000 22,696.60 478421 1225303 09/30/2043 02001 04/19/2013 INT + 0.0000 76,653.81 478423 1225303 09/30/2044 02002 04/19/2013 INT + 0.0000 155,890.60 478425 1225303 09/30/2044 02003 04/19/2013 INT + 0.0000 89,086.22 478427 1225303 09/30/2045 02004 04/19/2013 INT + 0.0000 155,706.89 478429 1225303 09/30/2046 02005 04/19/2013 INT + 0.0000 154,689.47 478431 1225303 09/30/2047 02006 04/19/2013 INT + 0.0000 113,052.76 478433 1225303 09/30/2048 02007 04/19/2013 INT + 0.0000 78,040.77 478435 1225303 09/30/2049 02008 04/19/2013 INT + 0.0000 244,255.55 478437 1225303 09/30/2049 02009 04/19/2013 INT + 0.0000 331,427.70 478439 1225303 09/30/2050 02010 04/19/2013 INT + 0.0000 9,745.45 478441 1225303 09/30/2051 02011 04/19/2013 INT + 0.0000 45,415.51 478443 1225303 09/30/2052 02012 04/19/2013 INT + 0.0000 2,025,115.49 478445 ------------------------ ---------------------- 0.0000 3,860,065.55 ======================== ====================== 0.0000 3,860,065.55