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 487,470.63 07/31/2013 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2013 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2013 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2013 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 137,800.01 07/31/2013 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 30,143.75 07/31/2013 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 33,301.67 07/31/2013 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 305,088.50 07/31/2013 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2013 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2013 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2013 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2013 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 213,165.82 07/31/2013 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 59,245.00 07/31/2013 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 18,063.92 07/31/2013 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 1,187,028.45 07/31/2013 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2013 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2013 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2013 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 290,416.65 07/31/2013 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 69,700.00 07/31/2013 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 36,302.08 07/31/2013 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 337,289.90 07/31/2013 12X4225 1225303 09/30/2037 01995 6.609999600 13,811,055.0000 760,758.90 07/31/2013 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2013 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2013 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2013 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2013 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2013 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2013 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2013 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 406,459.89 07/31/2013 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 104,933.74 07/31/2013 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 171,859.99 07/31/2013 12X4225 1225303 09/30/2038 01996 6.369998400 26,523,595.0000 1,407,960.48 07/31/2013 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 424,666.56 07/31/2013 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 159,249.96 07/31/2013 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2013 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 58,391.65 07/31/2013 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 187,118.70 07/31/2013 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 148,309.49 07/31/2013 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 235,530.69 07/31/2013 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 395,523.82 07/31/2013 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 90,241.64 07/31/2013 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2013 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 38,060.74 07/31/2013 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 27,231.74 07/31/2013 12X4225 1225303 09/30/2039 01997 6.009998400 18,607,672.0000 931,933.99 07/31/2013 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2013 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2013 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2013 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2013 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2013 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2013 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 230,383.27 07/31/2013 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 45,074.99 07/31/2013 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,853.08 07/31/2013 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 213,054.44 07/31/2013 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 13,681.25 07/31/2013 12X4225 1225303 09/30/2040 01998 5.969998800 16,905,653.0000 841,056.07 07/31/2013 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 1,243,749.75 07/31/2013 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 497,499.90 07/31/2013 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 29,849.99 07/31/2013 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 107,335.60 07/31/2013 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 186,363.46 07/31/2013 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 397,999.92 07/31/2013 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 24,875.00 07/31/2013 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 45,222.74 07/31/2013 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 374,070.17 07/31/2013 12X4225 1225303 09/30/2041 01999 5.889999600 31,404,145.0000 1,541,420.01 07/31/2013 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 785,333.28 07/31/2013 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 392,666.64 07/31/2013 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 147,249.99 07/31/2013 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 98,166.66 07/31/2013 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 35,094.58 07/31/2013 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 348,491.64 07/31/2013 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 3,828.50 07/31/2013 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 42,358.91 07/31/2013 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 179,546.82 07/31/2013 12X4225 1225303 09/30/2042 02000 5.659999200 53,946,548.0000 2,544,478.49 07/31/2013 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2013 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2013 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2013 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2013 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 339,599.95 07/31/2013 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 179,233.31 07/31/2013 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,103.50 07/31/2013 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 9,291.83 07/31/2013 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 101,266.82 07/31/2013 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 167,568.61 07/31/2013 12X4225 1225303 09/30/2043 02001 4.870000800 53,233,819.0000 2,160,406.18 07/31/2013 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 1,866,833.64 07/31/2013 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 1,182,598.53 07/31/2013 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 535,497.17 07/31/2013 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 436,717.32 07/31/2013 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 24,634.09 07/31/2013 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 22,483.17 07/31/2013 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 73,496.43 07/31/2013 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 128,770.94 07/31/2013 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 310,624.88 07/31/2013 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 4,504.75 07/31/2013 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 231,636.49 07/31/2013 12X4225 1225303 09/30/2044 02002 4.790001600 73,652,743.0000 2,939,972.97 07/31/2013 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 2,335,125.78 07/31/2013 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 2,210,665.57 07/31/2013 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 861,521.70 07/31/2013 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 550,251.43 07/31/2013 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 187,768.06 07/31/2013 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 9,420.34 07/31/2013 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 20,676.84 07/31/2013 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 127,733.38 07/31/2013 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 79,206.22 07/31/2013 12X4225 1225303 09/30/2044 02003 4.749998400 14,411,209.0000 570,443.50 07/31/2013 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 2,836,026.13 07/31/2013 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 1,612,030.71 07/31/2013 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 912,474.69 07/31/2013 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 321,060.31 07/31/2013 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 11,993.75 07/31/2013 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 5,818.75 07/31/2013 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 89,537.47 07/31/2013 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 94,841.63 07/31/2013 12X4225 1225303 09/30/2053 02003 4.749998400 270,000.0000 10,687.50 07/31/2013 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 791,266.93 07/31/2013 12X4225 1225303 09/30/2045 02004 4.629999600 7,958,235.0000 307,055.21 07/31/2013 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 4,953,482.24 07/31/2013 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 2,683,046.18 07/31/2013 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 2,402,699.71 07/31/2013 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 1,208,892.90 07/31/2013 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 255,961.81 07/31/2013 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 414,153.46 07/31/2013 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 315,380.14 07/31/2013 12X4225 1225303 09/30/2053 02004 4.629999600 657,000.0000 25,349.25 07/31/2013 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 2,058,175.31 07/31/2013 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 1,412,449.46 07/31/2013 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 5,821,598.82 07/31/2013 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 4,153,524.94 07/31/2013 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 3,087,135.67 07/31/2013 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 1,349,229.60 07/31/2013 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 1,158,434.46 07/31/2013 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 1,063,017.81 07/31/2013 12X4225 1225303 09/30/2053 02005 4.579999200 913,000.0000 34,846.16 07/31/2013 12X4225 1225303 09/30/2047 02006 4.479998400 82,883,789.0000 3,094,327.02 07/31/2013 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 4,397,603.76 07/31/2013 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 1,782,479.36 07/31/2013 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 517,365.15 07/31/2013 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 281,455.90 07/31/2013 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 216,271.92 07/31/2013 12X4225 1225303 09/30/2053 02006 4.479998400 1,782,000.0000 66,527.98 07/31/2013 12X4225 1225303 09/30/2048 02007 4.150000800 91,945,368.0000 3,179,777.92 07/31/2013 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 3,134,046.02 07/31/2013 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 2,010,087.47 07/31/2013 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 486,760.51 07/31/2013 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 389,373.83 07/31/2013 12X4225 1225303 09/30/2053 02007 4.150000800 457,000.0000 15,804.59 07/31/2013 12X4225 1225303 09/30/2049 02008 3.700000800 81,412,064.0000 2,510,205.85 07/31/2013 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 2,113,810.46 07/31/2013 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 2,532,496.38 07/31/2013 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 1,038,220.22 07/31/2013 12X4225 1225303 09/30/2053 02008 3.700000800 5,572,000.0000 171,803.37 07/31/2013 12X4225 1225303 09/30/2049 02009 4.140000000 26,124,535.0000 901,296.46 07/31/2013 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 5,077,744.50 07/31/2013 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 4,658,328.00 07/31/2013 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 3,329,043.00 07/31/2013 12X4225 1225303 09/30/2053 02009 4.140000000 9,289,000.0000 320,470.50 07/31/2013 12X4225 1225303 09/30/2050 02010 3.189999600 52,781,603.0000 1,403,110.77 07/31/2013 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 10,820,026.73 07/31/2013 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 12,506,871.93 07/31/2013 12X4225 1225303 09/30/2053 02010 3.189999600 372,785,000.0000 9,909,866.67 07/31/2013 12X4225 1225303 09/30/2051 02011 4.420000800 29,773,962.0000 1,096,674.47 07/31/2013 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 3,709,191.00 07/31/2013 12X4225 1225303 09/30/2053 02011 4.420000800 73,453,000.0000 2,705,519.32 07/31/2013 12X4225 1225303 09/30/2052 02012 3.819999600 103,760,000.0000 3,303,026.32 07/31/2013 12X4225 1225303 09/30/2053 02012 3.819999600 129,234,000.0000 4,113,948.57 07/31/2013 12X4225 1225303 09/30/2053 02013 3.819999600 32,829,000.0000 1,045,056.39 07/31/2013 ------------------------ ---------------------- 4,923,841,546.0000 173,680,899.21 ======================== ====================== 4,923,841,546.0000 173,680,899.21 ============================================================================================================================ 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