Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 95,006,410.0000 2,181,980.68 01/31/2013 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,148,333.40 01/31/2013 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,148.33 01/31/2013 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 124,065.94 01/31/2013 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 157,482.44 01/31/2013 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 52,088.40 01/31/2013 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 775,010.21 01/31/2013 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 17,110.17 01/31/2013 12X4226 1226301 09/30/2047 01992 6.890000400 3,213,000.0000 73,791.90 01/31/2013 12X4226 1226301 09/30/2030 01993 6.959998800 15,977,330.0000 370,673.99 01/31/2013 12X4226 1226301 09/30/2031 01993 6.959998800 50,000,000.0000 1,159,999.80 01/31/2013 12X4226 1226301 09/30/2032 01993 6.959998800 37,000,000.0000 858,399.85 01/31/2013 12X4226 1226301 09/30/2033 01993 6.959998800 8,000,000.0000 185,599.97 01/31/2013 12X4226 1226301 09/30/2034 01993 6.959998800 15,000,000.0000 347,999.94 01/31/2013 12X4226 1226301 09/30/2036 01993 6.959998800 18,000,000.0000 417,599.93 01/31/2013 12X4226 1226301 09/30/2039 01993 6.959998800 13,150,000.0000 305,079.95 01/31/2013 12X4226 1226301 09/30/2040 01993 6.959998800 8,952,000.0000 207,686.36 01/31/2013 12X4226 1226301 09/30/2041 01993 6.959998800 6,679,000.0000 154,952.77 01/31/2013 12X4226 1226301 09/30/2042 01993 6.959998800 37,590,000.0000 872,087.85 01/31/2013 12X4226 1226301 09/30/2043 01993 6.959998800 6,100,000.0000 141,519.98 01/31/2013 12X4226 1226301 09/30/2044 01993 6.959998800 77,000.0000 1,786.40 01/31/2013 12X4226 1226301 09/30/2046 01993 6.959998800 2,485,000.0000 57,651.99 01/31/2013 12X4226 1226301 09/30/2047 01993 6.959998800 4,445,000.0000 103,123.98 01/31/2013 12X4226 1226301 09/30/2031 01994 6.710000400 24,627,526.0000 550,835.70 01/31/2013 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 3,355,000.20 01/31/2013 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 671,000.04 01/31/2013 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 111,833.34 01/31/2013 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 290,766.68 01/31/2013 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 206,891.68 01/31/2013 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 287,970.85 01/31/2013 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 111,050.51 01/31/2013 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 951,679.36 01/31/2013 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 172,223.34 01/31/2013 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 1,901.17 01/31/2013 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 492.07 01/31/2013 12X4226 1226301 09/30/2047 01994 6.710000400 4,154,000.0000 92,911.14 01/31/2013 12X4226 1226301 09/30/2032 01995 6.559999200 85,221,519.0000 1,863,510.32 01/31/2013 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,951,999.64 01/31/2013 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 481,066.61 01/31/2013 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 109,333.32 01/31/2013 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 266,773.30 01/31/2013 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 169,313.58 01/31/2013 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 159,823.45 01/31/2013 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,001,012.14 01/31/2013 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 80,906.66 01/31/2013 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 2,449.07 01/31/2013 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 174,933.31 01/31/2013 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 32,953.06 01/31/2013 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 104,828.79 01/31/2013 12X4226 1226301 09/30/2033 01996 6.260000400 152,531,771.0000 3,182,829.82 01/31/2013 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 605,133.37 01/31/2013 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 479,933.36 01/31/2013 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 20,866.67 01/31/2013 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 158,586.68 01/31/2013 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 927,335.59 01/31/2013 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 108,277.14 01/31/2013 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 636,433.37 01/31/2013 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 76,205.07 01/31/2013 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 584.27 01/31/2013 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 161,048.94 01/31/2013 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 24,789.60 01/31/2013 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 53,961.20 01/31/2013 12X4226 1226301 09/30/2034 01997 6.030000000 146,131,479.0000 2,937,242.73 01/31/2013 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 1,366,800.00 01/31/2013 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 241,200.00 01/31/2013 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 285,420.00 01/31/2013 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 2,734,303.50 01/31/2013 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 98,751.30 01/31/2013 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 954,428.40 01/31/2013 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 102,510.00 01/31/2013 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 41,948.70 01/31/2013 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 2,592.90 01/31/2013 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 91,615.80 01/31/2013 12X4226 1226301 09/30/2036 01998 5.889999600 125,886,000.0000 2,471,561.63 01/31/2013 12X4226 1226301 09/30/2037 01998 5.889999600 18,750,000.0000 368,124.98 01/31/2013 12X4226 1226301 09/30/2038 01998 5.889999600 28,000,000.0000 549,733.30 01/31/2013 12X4226 1226301 09/30/2039 01998 5.889999600 25,500,000.0000 500,649.97 01/31/2013 12X4226 1226301 09/30/2040 01998 5.889999600 191,980,970.0000 3,769,226.12 01/31/2013 12X4226 1226301 09/30/2041 01998 5.889999600 10,475,000.0000 205,659.15 01/31/2013 12X4226 1226301 09/30/2042 01998 5.889999600 42,229,000.0000 829,095.98 01/31/2013 12X4226 1226301 09/30/2043 01998 5.889999600 19,113,000.0000 375,251.87 01/31/2013 12X4226 1226301 09/30/2044 01998 5.889999600 3,659,000.0000 71,838.36 01/31/2013 12X4226 1226301 09/30/2045 01998 5.889999600 29,000.0000 569.37 01/31/2013 12X4226 1226301 09/30/2046 01998 5.889999600 1,358,000.0000 26,662.06 01/31/2013 12X4226 1226301 09/30/2047 01998 5.889999600 2,927,000.0000 57,466.76 01/31/2013 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 499,513.80 01/31/2013 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 3,528,066.17 01/31/2013 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 589,583.25 01/31/2013 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,094,266.51 01/31/2013 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 833,906.55 01/31/2013 12X4226 1226301 09/30/2040 01999 5.659999200 33,627,194.0000 634,432.97 01/31/2013 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 188,289.31 01/31/2013 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 906,618.67 01/31/2013 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 146,046.85 01/31/2013 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 213,551.77 01/31/2013 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 164,536.18 01/31/2013 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 754.67 01/31/2013 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 6,924.07 01/31/2013 12X4226 1226301 09/30/2022 02000 5.420001600 54,944,000.0000 992,655.23 01/31/2013 12X4226 1226301 09/30/2036 02000 5.420001600 28,009,586.0000 506,040.00 01/31/2013 12X4226 1226301 09/30/2037 02000 5.420001600 56,250,000.0000 1,016,250.30 01/31/2013 12X4226 1226301 09/30/2038 02000 5.420001600 111,000,000.0000 2,005,400.59 01/31/2013 12X4226 1226301 09/30/2039 02000 5.420001600 91,700,000.0000 1,656,713.82 01/31/2013 12X4226 1226301 09/30/2040 02000 5.420001600 36,113,000.0000 652,441.73 01/31/2013 12X4226 1226301 09/30/2041 02000 5.420001600 25,985,000.0000 469,462.47 01/31/2013 12X4226 1226301 09/30/2042 02000 5.420001600 79,191,000.0000 1,430,717.82 01/31/2013 12X4226 1226301 09/30/2043 02000 5.420001600 15,114,000.0000 273,059.68 01/31/2013 12X4226 1226301 09/30/2044 02000 5.420001600 706,000.0000 12,755.07 01/31/2013 12X4226 1226301 09/30/2045 02000 5.420001600 10,523,000.0000 190,115.59 01/31/2013 12X4226 1226301 09/30/2046 02000 5.420001600 7,923,000.0000 143,142.24 01/31/2013 12X4226 1226301 09/30/2047 02000 5.420001600 2,544,000.0000 45,961.61 01/31/2013 12X4226 1226301 09/30/2038 02001 5.000000400 161,439,281.0000 2,690,654.90 01/31/2013 12X4226 1226301 09/30/2039 02001 5.000000400 163,000,000.0000 2,716,666.88 01/31/2013 12X4226 1226301 09/30/2040 02001 5.000000400 87,344,600.0000 1,455,743.45 01/31/2013 12X4226 1226301 09/30/2041 02001 5.000000400 48,088,000.0000 801,466.73 01/31/2013 12X4226 1226301 09/30/2042 02001 5.000000400 58,527,000.0000 975,450.08 01/31/2013 12X4226 1226301 09/30/2043 02001 5.000000400 20,095,000.0000 334,916.69 01/31/2013 12X4226 1226301 09/30/2044 02001 5.000000400 3,679,000.0000 61,316.67 01/31/2013 12X4226 1226301 09/30/2045 02001 5.000000400 3,519,000.0000 58,650.00 01/31/2013 12X4226 1226301 09/30/2046 02001 5.000000400 18,413,000.0000 306,883.36 01/31/2013 12X4226 1226301 09/30/2047 02001 5.000000400 1,435,000.0000 23,916.67 01/31/2013 12X4226 1226301 09/30/2038 02002 4.839998400 11,863,589.0000 191,399.17 01/31/2013 12X4226 1226301 09/30/2039 02002 4.839998400 251,000,000.0000 4,049,465.33 01/31/2013 12X4226 1226301 09/30/2040 02002 4.839998400 236,472,000.0000 3,815,080.34 01/31/2013 12X4226 1226301 09/30/2041 02002 4.839998400 101,381,000.0000 1,635,612.93 01/31/2013 12X4226 1226301 09/30/2042 02002 4.839998400 177,538,000.0000 2,864,278.79 01/31/2013 12X4226 1226301 09/30/2043 02002 4.839998400 42,528,000.0000 686,118.17 01/31/2013 12X4226 1226301 09/30/2044 02002 4.839998400 26,118,000.0000 421,370.26 01/31/2013 12X4226 1226301 09/30/2045 02002 4.839998400 36,708,000.0000 592,222.20 01/31/2013 12X4226 1226301 09/30/2046 02002 4.839998400 4,502,000.0000 72,632.24 01/31/2013 12X4226 1226301 09/30/2047 02002 4.839998400 8,741,000.0000 141,021.42 01/31/2013 12X4226 1226301 09/30/2048 02002 4.839998400 117,000.0000 1,887.60 01/31/2013 12X4226 1226301 09/30/2039 02003 4.759999200 15,804,524.0000 250,765.07 01/31/2013 12X4226 1226301 09/30/2040 02003 4.759999200 190,000,000.0000 3,014,666.16 01/31/2013 12X4226 1226301 09/30/2041 02003 4.759999200 118,980,000.0000 1,887,815.68 01/31/2013 12X4226 1226301 09/30/2042 02003 4.759999200 123,287,000.0000 1,956,153.40 01/31/2013 12X4226 1226301 09/30/2043 02003 4.759999200 97,576,000.0000 1,548,205.61 01/31/2013 12X4226 1226301 09/30/2044 02003 4.759999200 17,934,000.0000 284,552.75 01/31/2013 12X4226 1226301 09/30/2045 02003 4.759999200 32,073,000.0000 508,891.51 01/31/2013 12X4226 1226301 09/30/2046 02003 4.759999200 4,610,000.0000 73,145.32 01/31/2013 12X4226 1226301 09/30/2047 02003 4.759999200 4,521,000.0000 71,733.19 01/31/2013 12X4226 1226301 09/30/2040 02004 4.690000800 56,943,548.0000 890,217.62 01/31/2013 12X4226 1226301 09/30/2041 02004 4.690000800 196,549,000.0000 3,072,716.56 01/31/2013 12X4226 1226301 09/30/2042 02004 4.690000800 233,961,000.0000 3,657,590.92 01/31/2013 12X4226 1226301 09/30/2043 02004 4.690000800 112,982,000.0000 1,766,285.57 01/31/2013 12X4226 1226301 09/30/2044 02004 4.690000800 53,536,000.0000 836,946.28 01/31/2013 12X4226 1226301 09/30/2045 02004 4.690000800 14,227,000.0000 222,415.47 01/31/2013 12X4226 1226301 09/30/2046 02004 4.690000800 16,508,000.0000 258,075.11 01/31/2013 12X4226 1226301 09/30/2047 02004 4.690000800 10,433,000.0000 163,102.59 01/31/2013 12X4226 1226301 09/30/2048 02004 4.690000800 706,000.0000 11,037.14 01/31/2013 12X4226 1226301 09/30/2041 02005 4.520001600 53,704,153.0000 809,142.86 01/31/2013 12X4226 1226301 09/30/2042 02005 4.520001600 215,576,000.0000 3,248,012.88 01/31/2013 12X4226 1226301 09/30/2043 02005 4.520001600 176,866,000.0000 2,664,782.01 01/31/2013 12X4226 1226301 09/30/2044 02005 4.520001600 95,770,000.0000 1,442,935.18 01/31/2013 12X4226 1226301 09/30/2045 02005 4.520001600 104,436,000.0000 1,573,502.96 01/31/2013 12X4226 1226301 09/30/2046 02005 4.520001600 65,126,000.0000 981,232.08 01/31/2013 12X4226 1226301 09/30/2047 02005 4.520001600 25,193,000.0000 379,574.67 01/31/2013 12X4226 1226301 09/30/2048 02005 4.520001600 7,996,000.0000 120,473.11 01/31/2013 12X4226 1226301 09/30/2042 02006 4.340001600 146,416,750.0000 2,118,163.10 01/31/2013 12X4226 1226301 09/30/2043 02006 4.340001600 290,126,000.0000 4,197,157.68 01/31/2013 12X4226 1226301 09/30/2044 02006 4.340001600 182,138,000.0000 2,634,930.70 01/31/2013 12X4226 1226301 09/30/2045 02006 4.340001600 112,058,000.0000 1,621,106.33 01/31/2013 12X4226 1226301 09/30/2046 02006 4.340001600 86,045,000.0000 1,244,784.79 01/31/2013 12X4226 1226301 09/30/2047 02006 4.340001600 63,962,000.0000 925,317.27 01/31/2013 12X4226 1226301 09/30/2048 02006 4.340001600 7,247,000.0000 104,839.97 01/31/2013 12X4226 1226301 09/30/2043 02007 3.930001200 162,041,882.0000 2,122,749.30 01/31/2013 12X4226 1226301 09/30/2044 02007 3.930001200 227,809,000.0000 2,984,298.81 01/31/2013 12X4226 1226301 09/30/2045 02007 3.930001200 197,431,000.0000 2,586,346.89 01/31/2013 12X4226 1226301 09/30/2046 02007 3.930001200 167,157,000.0000 2,189,757.37 01/31/2013 12X4226 1226301 09/30/2047 02007 3.930001200 82,700,000.0000 1,083,370.33 01/31/2013 12X4226 1226301 09/30/2048 02007 3.930001200 13,766,000.0000 180,334.66 01/31/2013 12X4226 1226301 09/30/2044 02008 4.399999200 89,852,546.0000 1,317,837.10 01/31/2013 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 4,345,087.21 01/31/2013 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 3,613,088.68 01/31/2013 12X4226 1226301 09/30/2047 02008 4.399999200 171,083,000.0000 2,509,216.88 01/31/2013 12X4226 1226301 09/30/2048 02008 4.399999200 42,931,000.0000 629,654.55 01/31/2013 12X4226 1226301 09/30/2044 02009 4.569998400 28,789,441.0000 438,559.00 01/31/2013 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 2,370,823.28 01/31/2013 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 4,817,966.51 01/31/2013 12X4226 1226301 09/30/2047 02009 4.569998400 289,781,000.0000 4,414,329.02 01/31/2013 12X4226 1226301 09/30/2048 02009 4.569998400 62,411,000.0000 950,727.23 01/31/2013 12X4226 1226301 09/30/2045 02010 3.080001600 10,532,950.0000 108,138.34 01/31/2013 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 3,438,739.65 01/31/2013 12X4226 1226301 09/30/2047 02010 3.080001600 532,002,000.0000 5,461,890.04 01/31/2013 12X4226 1226301 09/30/2048 02010 3.080001600 160,085,000.0000 1,643,540.19 01/31/2013 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 241,247.61 01/31/2013 12X4226 1226301 09/30/2047 02011 4.410000000 200,575,000.0000 2,948,452.50 01/31/2013 12X4226 1226301 09/30/2048 02011 4.410000000 71,508,000.0000 1,051,167.60 01/31/2013 12X4226 1226301 09/30/2047 02012 4.410000000 8,890,000.0000 130,683.00 01/31/2013 12X4226 1226301 09/30/2048 02012 4.410000000 14,636,000.0000 215,149.20 01/31/2013 12X4226 1226301 09/30/2048 02013 4.410000000 15,000.0000 220.50 01/31/2013 ------------------------ ---------------------- 11,564,754,419.0000 186,868,879.31 ======================== ====================== 11,564,754,419.0000 186,868,879.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00