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 292,482.38 03/31/2014 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 18,258.50 03/31/2014 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 59,564.05 03/31/2014 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 24,115.00 03/31/2014 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 82,680.00 03/31/2014 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 18,086.25 03/31/2014 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 19,981.00 03/31/2014 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 206.70 03/31/2014 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 183,053.10 03/31/2014 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 139,399.99 03/31/2014 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 41,820.00 03/31/2014 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 36,101.11 03/31/2014 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,195.55 03/31/2014 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 127,899.49 03/31/2014 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 35,547.00 03/31/2014 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 10,838.35 03/31/2014 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 15,020.35 03/31/2014 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 712,217.07 03/31/2014 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 87,125.00 03/31/2014 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,056.15 03/31/2014 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 96,708.74 03/31/2014 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 174,249.99 03/31/2014 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 41,820.00 03/31/2014 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 21,781.25 03/31/2014 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 202,373.94 03/31/2014 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 766.70 03/31/2014 12X4225 1225303 09/30/2037 01995 6.609999600 13,811,055.0000 456,455.34 03/31/2014 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 545,324.97 03/31/2014 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 33,050.00 03/31/2014 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2014 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2014 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 69,603.30 03/31/2014 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 43,956.50 03/31/2014 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 68,578.75 03/31/2014 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 243,875.94 03/31/2014 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 62,960.25 03/31/2014 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 103,115.99 03/31/2014 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 892.35 03/31/2014 12X4225 1225303 09/30/2038 01996 6.369998400 26,523,595.0000 844,776.29 03/31/2014 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 254,799.94 03/31/2014 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 95,549.98 03/31/2014 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2014 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 35,034.99 03/31/2014 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 112,271.22 03/31/2014 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 88,985.69 03/31/2014 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 141,318.41 03/31/2014 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 237,314.29 03/31/2014 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 54,144.99 03/31/2014 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2014 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 22,836.44 03/31/2014 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 16,339.05 03/31/2014 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 16,084.25 03/31/2014 12X4225 1225303 09/30/2039 01997 6.009998400 18,607,672.0000 559,160.39 03/31/2014 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 240,399.94 03/31/2014 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 180,299.95 03/31/2014 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 30,049.99 03/31/2014 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 30,711.09 03/31/2014 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,528.64 03/31/2014 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 29,148.49 03/31/2014 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 138,229.96 03/31/2014 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 27,044.99 03/31/2014 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,111.85 03/31/2014 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 127,832.67 03/31/2014 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 991.65 03/31/2014 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 8,208.75 03/31/2014 12X4225 1225303 09/30/2040 01998 5.969998800 16,905,653.0000 504,633.64 03/31/2014 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 746,249.85 03/31/2014 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 298,499.94 03/31/2014 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 17,910.00 03/31/2014 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 64,401.36 03/31/2014 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 111,818.08 03/31/2014 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 238,799.95 03/31/2014 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 14,925.00 03/31/2014 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 27,133.64 03/31/2014 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 224,442.10 03/31/2014 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 29,760.44 03/31/2014 12X4225 1225303 09/30/2041 01999 5.889999600 31,404,145.0000 924,852.01 03/31/2014 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 471,199.97 03/31/2014 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 235,599.98 03/31/2014 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 88,349.99 03/31/2014 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 58,900.00 03/31/2014 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 21,056.75 03/31/2014 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 209,094.99 03/31/2014 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,297.10 03/31/2014 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 25,415.35 03/31/2014 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 107,728.09 03/31/2014 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 10,631.45 03/31/2014 12X4225 1225303 09/30/2042 02000 5.659999200 53,946,548.0000 1,526,687.09 03/31/2014 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 441,479.94 03/31/2014 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 127,349.98 03/31/2014 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 70,749.99 03/31/2014 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 114,501.78 03/31/2014 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 203,759.97 03/31/2014 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 107,539.98 03/31/2014 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,462.10 03/31/2014 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 5,575.10 03/31/2014 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 60,760.09 03/31/2014 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 22,781.50 03/31/2014 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 100,541.17 03/31/2014 12X4225 1225303 09/30/2043 02001 4.870000800 53,233,819.0000 1,296,243.71 03/31/2014 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 1,120,100.18 03/31/2014 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 709,559.12 03/31/2014 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 321,298.30 03/31/2014 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 262,030.39 03/31/2014 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 14,780.45 03/31/2014 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 13,489.90 03/31/2014 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 44,097.86 03/31/2014 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 77,262.56 03/31/2014 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 186,374.93 03/31/2014 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 2,702.85 03/31/2014 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 138,981.90 03/31/2014 12X4225 1225303 09/30/2044 02002 4.790001600 73,652,743.0000 1,763,983.78 03/31/2014 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 1,401,075.47 03/31/2014 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 1,326,399.34 03/31/2014 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 516,913.02 03/31/2014 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 330,150.86 03/31/2014 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 112,660.84 03/31/2014 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 5,652.20 03/31/2014 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 12,406.10 03/31/2014 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 76,640.03 03/31/2014 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 42,128.06 03/31/2014 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 47,523.73 03/31/2014 12X4225 1225303 09/30/2044 02003 4.749998400 14,411,209.0000 342,266.10 03/31/2014 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 1,701,615.68 03/31/2014 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 967,218.42 03/31/2014 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 547,484.82 03/31/2014 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 192,636.19 03/31/2014 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 7,196.25 03/31/2014 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 3,491.25 03/31/2014 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 53,722.48 03/31/2014 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 56,904.98 03/31/2014 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 24,414.99 03/31/2014 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 474,760.16 03/31/2014 12X4225 1225303 09/30/2045 02004 4.629999600 7,958,235.0000 184,233.12 03/31/2014 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 2,972,089.34 03/31/2014 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 1,609,827.71 03/31/2014 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 1,441,619.83 03/31/2014 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 725,335.74 03/31/2014 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 153,577.09 03/31/2014 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 248,492.08 03/31/2014 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 189,228.08 03/31/2014 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 22,200.85 03/31/2014 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 1,234,905.18 03/31/2014 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 847,469.68 03/31/2014 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 3,492,959.29 03/31/2014 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 2,492,114.96 03/31/2014 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 1,852,281.40 03/31/2014 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 809,537.76 03/31/2014 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 695,060.68 03/31/2014 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 637,810.69 03/31/2014 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 27,090.70 03/31/2014 12X4225 1225303 09/30/2054 02005 4.479998400 176,000.0000 3,942.40 03/31/2014 12X4225 1225303 09/30/2047 02006 4.479998400 82,883,789.0000 1,856,596.21 03/31/2014 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 2,638,562.26 03/31/2014 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 1,069,487.62 03/31/2014 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 310,419.09 03/31/2014 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 168,873.54 03/31/2014 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 129,763.15 03/31/2014 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 53,983.98 03/31/2014 12X4225 1225303 09/30/2054 02006 4.479998400 736,000.0000 16,486.39 03/31/2014 12X4225 1225303 09/30/2048 02007 4.150000800 91,945,368.0000 1,907,866.75 03/31/2014 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 1,880,427.61 03/31/2014 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 1,206,052.48 03/31/2014 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 292,056.31 03/31/2014 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 233,624.30 03/31/2014 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 49,883.01 03/31/2014 12X4225 1225303 09/30/2049 02008 3.700000800 81,412,064.0000 1,506,123.51 03/31/2014 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 1,268,286.27 03/31/2014 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 1,519,497.83 03/31/2014 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 622,932.13 03/31/2014 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 349,206.08 03/31/2014 12X4225 1225303 09/30/2054 02008 3.700000800 628,000.0000 11,618.00 03/31/2014 12X4225 1225303 09/30/2049 02009 3.510000000 26,124,535.0000 458,485.59 03/31/2014 12X4225 1225303 09/30/2050 02009 3.510000000 147,181,000.0000 2,583,026.55 03/31/2014 12X4225 1225303 09/30/2051 02009 3.510000000 135,024,000.0000 2,369,671.20 03/31/2014 12X4225 1225303 09/30/2052 02009 3.510000000 96,494,000.0000 1,693,469.70 03/31/2014 12X4225 1225303 09/30/2053 02009 3.510000000 12,670,000.0000 222,358.50 03/31/2014 12X4225 1225303 09/30/2054 02009 3.510000000 3,743,000.0000 65,689.65 03/31/2014 12X4225 1225303 09/30/2050 02010 3.189999600 52,781,603.0000 841,866.46 03/31/2014 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 6,492,016.04 03/31/2014 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 7,504,123.16 03/31/2014 12X4225 1225303 09/30/2053 02010 3.189999600 533,520,000.0000 8,509,642.93 03/31/2014 12X4225 1225303 09/30/2054 02010 3.189999600 79,327,000.0000 1,265,265.49 03/31/2014 12X4225 1225303 09/30/2051 02011 4.420000800 29,773,962.0000 658,004.68 03/31/2014 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 2,225,514.60 03/31/2014 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 2,602,054.47 03/31/2014 12X4225 1225303 09/30/2054 02011 4.420000800 43,180,000.0000 954,278.17 03/31/2014 12X4225 1225303 09/30/2052 02012 3.819999600 103,760,000.0000 1,981,815.79 03/31/2014 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 3,696,250.71 03/31/2014 12X4225 1225303 09/30/2054 02012 3.819999600 99,736,000.0000 1,904,957.40 03/31/2014 12X4225 1225303 09/30/2053 02013 3.740000400 101,240,000.0000 1,893,188.20 03/31/2014 12X4225 1225303 09/30/2054 02013 3.740000400 75,929,000.0000 1,419,872.45 03/31/2014 12X4225 1225303 09/30/2054 02014 3.740000400 794,000.0000 14,847.80 03/31/2014 ------------------------ ---------------------- 5,591,346,546.0000 115,127,912.82 ======================== ====================== 5,591,346,546.0000 115,127,912.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00