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 48,747.06 10/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 3,043.08 10/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 9,927.34 10/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 4,019.17 10/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 13,780.00 10/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 3,014.38 10/31/2012 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 3,330.17 10/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 30,508.85 10/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 23,233.33 10/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 6,970.00 10/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 6,016.85 10/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 365.92 10/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 21,316.58 10/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 5,924.50 10/31/2012 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 1,806.39 10/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 118,702.85 10/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 14,520.83 10/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 342.69 10/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 16,118.12 10/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 29,041.67 10/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 6,970.00 10/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 3,630.21 10/31/2012 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 33,728.99 10/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 14,803,055.0000 81,540.16 10/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 90,887.49 10/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 5,508.33 10/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 11,600.55 10/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 7,326.08 10/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 11,429.79 10/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 40,645.99 10/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 10,493.37 10/31/2012 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 17,186.00 10/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 28,050,595.0000 148,901.87 10/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 42,466.66 10/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 15,925.00 10/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 5,839.17 10/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 18,711.87 10/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 14,830.95 10/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 23,553.07 10/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 39,552.38 10/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 9,024.16 10/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 3,806.07 10/31/2012 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 2,723.17 10/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 23,347,672.0000 116,932.89 10/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 40,066.66 10/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 30,049.99 10/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 5,008.33 10/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 5,118.52 10/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 254.77 10/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 4,858.08 10/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 23,038.33 10/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 4,507.50 10/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 185.31 10/31/2012 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 21,305.44 10/31/2012 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 1,368.12 10/31/2012 12X4225 1225303 09/30/2040 01998 5.969998800 18,652,653.0000 92,796.93 10/31/2012 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 124,374.98 10/31/2012 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 49,749.99 10/31/2012 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 2,985.00 10/31/2012 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 10,733.56 10/31/2012 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 18,636.35 10/31/2012 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 39,799.99 10/31/2012 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 2,487.50 10/31/2012 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 4,522.27 10/31/2012 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 37,407.02 10/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 34,198,145.0000 167,855.88 10/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 78,533.33 10/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 39,266.66 10/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 14,725.00 10/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 9,816.67 10/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 3,509.46 10/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 34,849.16 10/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 382.85 10/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 4,235.89 10/31/2012 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 17,954.68 10/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 54,748,548.0000 258,230.61 10/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 73,579.99 10/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 21,225.00 10/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 11,791.67 10/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 19,083.63 10/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 33,960.00 10/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 17,923.33 10/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 410.35 10/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 929.18 10/31/2012 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 10,126.68 10/31/2012 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 16,756.86 10/31/2012 12X4225 1225303 09/30/2043 02001 4.870000800 56,381,819.0000 228,816.25 10/31/2012 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 186,683.36 10/31/2012 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 118,259.85 10/31/2012 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 53,549.72 10/31/2012 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 43,671.73 10/31/2012 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 2,463.41 10/31/2012 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 2,248.32 10/31/2012 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 7,349.64 10/31/2012 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 12,877.09 10/31/2012 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 31,062.49 10/31/2012 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 450.48 10/31/2012 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 23,163.65 10/31/2012 12X4225 1225303 09/30/2044 02002 4.790001600 80,161,743.0000 319,979.06 10/31/2012 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 233,512.58 10/31/2012 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 221,066.56 10/31/2012 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 86,152.17 10/31/2012 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 55,025.14 10/31/2012 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 18,776.81 10/31/2012 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 942.03 10/31/2012 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 2,067.68 10/31/2012 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 12,773.34 10/31/2012 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 7,920.62 10/31/2012 12X4225 1225303 09/30/2044 02003 4.749998400 18,162,209.0000 71,892.05 10/31/2012 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 283,602.61 10/31/2012 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 161,203.07 10/31/2012 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 91,247.47 10/31/2012 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 32,106.03 10/31/2012 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 1,199.37 10/31/2012 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 581.87 10/31/2012 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 8,953.75 10/31/2012 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 9,484.16 10/31/2012 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 79,126.69 10/31/2012 12X4225 1225303 09/30/2045 02004 4.629999600 14,684,235.0000 56,656.67 10/31/2012 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 495,348.22 10/31/2012 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 268,304.62 10/31/2012 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 240,269.97 10/31/2012 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 120,889.29 10/31/2012 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 25,596.18 10/31/2012 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 41,415.35 10/31/2012 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 31,538.01 10/31/2012 12X4225 1225303 09/30/2053 02004 4.629999600 104,000.0000 401.27 10/31/2012 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 205,817.53 10/31/2012 12X4225 1225303 09/30/2046 02005 4.579999200 43,762,416.0000 167,026.53 10/31/2012 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 582,159.88 10/31/2012 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 415,352.49 10/31/2012 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 308,713.57 10/31/2012 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 134,922.96 10/31/2012 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 115,843.45 10/31/2012 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 106,301.78 10/31/2012 12X4225 1225303 09/30/2053 02005 4.579999200 121,000.0000 461.82 10/31/2012 12X4225 1225303 09/30/2047 02006 4.479998400 87,930,789.0000 328,274.83 10/31/2012 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 439,760.38 10/31/2012 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 178,247.94 10/31/2012 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 51,736.51 10/31/2012 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 28,145.59 10/31/2012 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 21,627.19 10/31/2012 12X4225 1225303 09/30/2053 02006 4.479998400 76,000.0000 283.73 10/31/2012 12X4225 1225303 09/30/2048 02007 4.150000800 95,706,368.0000 330,984.59 10/31/2012 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 313,404.60 10/31/2012 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 201,008.75 10/31/2012 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 48,676.05 10/31/2012 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 38,937.38 10/31/2012 12X4225 1225303 09/30/2053 02007 4.150000800 323,000.0000 1,117.04 10/31/2012 12X4225 1225303 09/30/2049 02008 3.700000800 94,615,064.0000 291,729.84 10/31/2012 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 211,381.05 10/31/2012 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 253,249.64 10/31/2012 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 103,822.02 10/31/2012 12X4225 1225303 09/30/2053 02008 3.700000800 389,000.0000 1,199.42 10/31/2012 12X4225 1225303 09/30/2049 02009 4.140000000 42,135,535.0000 145,367.60 10/31/2012 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 507,774.45 10/31/2012 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 465,832.80 10/31/2012 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 332,904.30 10/31/2012 12X4225 1225303 09/30/2053 02009 4.140000000 1,279,000.0000 4,412.55 10/31/2012 12X4225 1225303 09/30/2050 02010 3.189999600 53,392,603.0000 141,935.32 10/31/2012 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 1,082,002.67 10/31/2012 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 1,250,687.19 10/31/2012 12X4225 1225303 09/30/2053 02010 3.189999600 55,393,000.0000 147,253.04 10/31/2012 12X4225 1225303 09/30/2051 02011 4.420000800 31,828,962.0000 117,236.70 10/31/2012 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 370,919.10 10/31/2012 12X4225 1225303 09/30/2053 02011 4.420000800 7,175,000.0000 26,427.92 10/31/2012 12X4225 1225303 09/30/2052 02012 3.819999600 209,787,000.0000 667,821.88 10/31/2012 12X4225 1225303 09/30/2053 02012 3.819999600 6,648,000.0000 21,162.80 10/31/2012 ------------------------ ---------------------- 4,554,314,546.0000 16,372,165.69 ======================== ====================== 4,554,314,546.0000 16,372,165.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00