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 146,241.19 12/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 9,129.25 12/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 29,782.03 12/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 12,057.50 12/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 41,340.00 12/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 9,043.13 12/31/2012 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 9,990.50 12/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 91,526.55 12/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 69,700.00 12/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 20,910.00 12/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 18,050.56 12/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,097.77 12/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 63,949.75 12/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 17,773.50 12/31/2012 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 5,419.17 12/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 356,108.54 12/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 43,562.50 12/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,028.07 12/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 48,354.37 12/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 87,125.00 12/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 20,910.00 12/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 10,890.62 12/31/2012 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 101,186.97 12/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 14,803,055.0000 244,620.47 12/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 272,662.48 12/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 16,525.00 12/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 34,801.65 12/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 21,978.25 12/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 34,289.37 12/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 121,937.97 12/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 31,480.12 12/31/2012 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 51,558.00 12/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 28,050,595.0000 446,705.61 12/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 127,399.97 12/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 47,774.99 12/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 17,517.50 12/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 56,135.61 12/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 44,492.85 12/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 70,659.21 12/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 118,657.15 12/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 27,072.49 12/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 11,418.22 12/31/2012 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 8,169.52 12/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 23,347,672.0000 350,798.68 12/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 120,199.97 12/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 90,149.98 12/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 15,025.00 12/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 15,355.55 12/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 764.32 12/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 14,574.25 12/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 69,114.98 12/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 13,522.50 12/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 555.92 12/31/2012 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 63,916.33 12/31/2012 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 4,104.37 12/31/2012 12X4225 1225303 09/30/2040 01998 5.969998800 18,652,653.0000 278,390.79 12/31/2012 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 373,124.93 12/31/2012 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 149,249.97 12/31/2012 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 8,955.00 12/31/2012 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 32,200.68 12/31/2012 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 55,909.04 12/31/2012 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 119,399.98 12/31/2012 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 7,462.50 12/31/2012 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 13,566.82 12/31/2012 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 112,221.05 12/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 34,198,145.0000 503,567.65 12/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 235,599.98 12/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 117,799.99 12/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 44,175.00 12/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 29,450.00 12/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 10,528.37 12/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 104,547.49 12/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,148.55 12/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 12,707.67 12/31/2012 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 53,864.05 12/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 54,748,548.0000 774,691.84 12/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 220,739.97 12/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 63,674.99 12/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 35,375.00 12/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 57,250.89 12/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 101,879.99 12/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 53,769.99 12/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,231.05 12/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 2,787.55 12/31/2012 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 30,380.05 12/31/2012 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 50,270.58 12/31/2012 12X4225 1225303 09/30/2043 02001 4.870000800 56,381,819.0000 686,448.76 12/31/2012 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 560,050.09 12/31/2012 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 354,779.56 12/31/2012 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 160,649.15 12/31/2012 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 131,015.20 12/31/2012 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 7,390.23 12/31/2012 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 6,744.95 12/31/2012 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 22,048.93 12/31/2012 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 38,631.28 12/31/2012 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 93,187.47 12/31/2012 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 1,351.43 12/31/2012 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 69,490.95 12/31/2012 12X4225 1225303 09/30/2044 02002 4.790001600 80,161,743.0000 959,937.19 12/31/2012 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 700,537.73 12/31/2012 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 663,199.67 12/31/2012 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 258,456.51 12/31/2012 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 165,075.43 12/31/2012 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 56,330.42 12/31/2012 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 2,826.10 12/31/2012 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 6,203.05 12/31/2012 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 38,320.01 12/31/2012 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 23,761.87 12/31/2012 12X4225 1225303 09/30/2044 02003 4.749998400 18,162,209.0000 215,676.16 12/31/2012 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 850,807.84 12/31/2012 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 483,609.21 12/31/2012 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 273,742.41 12/31/2012 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 96,318.09 12/31/2012 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 3,598.12 12/31/2012 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 1,745.62 12/31/2012 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 26,861.24 12/31/2012 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 28,452.49 12/31/2012 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 237,380.08 12/31/2012 12X4225 1225303 09/30/2045 02004 4.629999600 14,684,235.0000 169,970.01 12/31/2012 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 1,486,044.67 12/31/2012 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 804,913.86 12/31/2012 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 720,809.91 12/31/2012 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 362,667.87 12/31/2012 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 76,788.54 12/31/2012 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 124,246.04 12/31/2012 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 94,614.04 12/31/2012 12X4225 1225303 09/30/2053 02004 4.629999600 249,000.0000 2,882.17 12/31/2012 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 617,452.59 12/31/2012 12X4225 1225303 09/30/2046 02005 4.579999200 43,762,416.0000 501,079.58 12/31/2012 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 1,746,479.64 12/31/2012 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 1,246,057.48 12/31/2012 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 926,140.70 12/31/2012 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 404,768.88 12/31/2012 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 347,530.34 12/31/2012 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 318,905.34 12/31/2012 12X4225 1225303 09/30/2053 02005 4.579999200 186,000.0000 2,129.70 12/31/2012 12X4225 1225303 09/30/2047 02006 4.479998400 87,930,789.0000 984,824.49 12/31/2012 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 1,319,281.13 12/31/2012 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 534,743.81 12/31/2012 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 155,209.54 12/31/2012 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 84,436.77 12/31/2012 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 64,881.58 12/31/2012 12X4225 1225303 09/30/2053 02006 4.479998400 639,000.0000 7,156.80 12/31/2012 12X4225 1225303 09/30/2048 02007 4.150000800 95,706,368.0000 992,953.76 12/31/2012 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 940,213.81 12/31/2012 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 603,026.24 12/31/2012 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 146,028.15 12/31/2012 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 116,812.15 12/31/2012 12X4225 1225303 09/30/2053 02007 4.150000800 323,000.0000 3,351.13 12/31/2012 12X4225 1225303 09/30/2049 02008 3.700000800 94,615,064.0000 875,189.53 12/31/2012 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 634,143.14 12/31/2012 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 759,748.91 12/31/2012 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 311,466.07 12/31/2012 12X4225 1225303 09/30/2053 02008 3.700000800 807,000.0000 7,464.75 12/31/2012 12X4225 1225303 09/30/2049 02009 4.140000000 42,135,535.0000 436,102.79 12/31/2012 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 1,523,323.35 12/31/2012 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 1,397,498.40 12/31/2012 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 998,712.90 12/31/2012 12X4225 1225303 09/30/2053 02009 4.140000000 4,095,000.0000 42,383.25 12/31/2012 12X4225 1225303 09/30/2050 02010 3.189999600 53,392,603.0000 425,805.96 12/31/2012 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 3,246,008.02 12/31/2012 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 3,752,061.58 12/31/2012 12X4225 1225303 09/30/2053 02010 3.189999600 137,454,000.0000 1,096,195.51 12/31/2012 12X4225 1225303 09/30/2051 02011 4.420000800 31,828,962.0000 351,710.09 12/31/2012 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 1,112,757.30 12/31/2012 12X4225 1225303 09/30/2053 02011 4.420000800 29,375,000.0000 324,593.81 12/31/2012 12X4225 1225303 09/30/2052 02012 3.819999600 209,787,000.0000 2,003,465.64 12/31/2012 12X4225 1225303 09/30/2053 02012 3.819999600 36,279,000.0000 346,464.41 12/31/2012 12X4225 1225303 09/30/2053 02013 3.819999600 91,000.0000 869.05 12/31/2012 ------------------------ ---------------------- 4,692,304,546.0000 50,341,829.06 ======================== ====================== 4,692,304,546.0000 50,341,829.06 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00