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 536,217.69 08/31/2013 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2013 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2013 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2013 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 151,580.01 08/31/2013 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 33,158.13 08/31/2013 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 36,631.84 08/31/2013 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 378.95 08/31/2013 12X4225 1225303 09/30/2036 01993 6.969999600 5,252,600.0000 335,597.35 08/31/2013 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2013 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2013 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2013 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2013 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 234,482.40 08/31/2013 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 65,169.50 08/31/2013 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 19,870.31 08/31/2013 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 27,537.31 08/31/2013 12X4225 1225303 09/30/2036 01994 6.969999600 20,436,646.0000 1,305,731.30 08/31/2013 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2013 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2013 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2013 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 319,458.32 08/31/2013 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 76,670.00 08/31/2013 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 39,932.29 08/31/2013 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 371,018.89 08/31/2013 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 1,405.62 08/31/2013 12X4225 1225303 09/30/2037 01995 6.609999600 13,811,055.0000 836,834.79 08/31/2013 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2013 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2013 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2013 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2013 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2013 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2013 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2013 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 447,105.88 08/31/2013 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 115,427.12 08/31/2013 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 189,045.99 08/31/2013 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 1,635.97 08/31/2013 12X4225 1225303 09/30/2038 01996 6.369998400 26,523,595.0000 1,548,756.53 08/31/2013 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 467,133.22 08/31/2013 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 175,174.96 08/31/2013 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2013 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 64,230.82 08/31/2013 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 205,830.57 08/31/2013 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 163,140.44 08/31/2013 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 259,083.76 08/31/2013 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 435,076.20 08/31/2013 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 99,265.81 08/31/2013 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2013 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 41,866.81 08/31/2013 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 29,954.92 08/31/2013 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 29,487.78 08/31/2013 12X4225 1225303 09/30/2039 01997 6.009998400 18,607,672.0000 1,025,127.39 08/31/2013 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2013 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2013 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2013 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2013 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2013 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2013 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 253,421.60 08/31/2013 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 49,582.49 08/31/2013 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 2,038.39 08/31/2013 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 234,359.89 08/31/2013 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 1,818.02 08/31/2013 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 15,049.37 08/31/2013 12X4225 1225303 09/30/2040 01998 5.969998800 16,905,653.0000 925,161.67 08/31/2013 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 1,368,124.73 08/31/2013 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 547,249.89 08/31/2013 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 32,834.99 08/31/2013 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 118,069.16 08/31/2013 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 204,999.81 08/31/2013 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 437,799.91 08/31/2013 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 27,362.49 08/31/2013 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 49,745.02 08/31/2013 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 411,477.19 08/31/2013 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 54,560.81 08/31/2013 12X4225 1225303 09/30/2041 01999 5.889999600 31,404,145.0000 1,695,562.01 08/31/2013 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 863,866.61 08/31/2013 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 431,933.30 08/31/2013 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 161,974.99 08/31/2013 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 107,983.33 08/31/2013 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 38,604.04 08/31/2013 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 383,340.81 08/31/2013 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 4,211.35 08/31/2013 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 46,594.81 08/31/2013 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 197,501.50 08/31/2013 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 19,490.99 08/31/2013 12X4225 1225303 09/30/2042 02000 5.659999200 53,946,548.0000 2,798,926.34 08/31/2013 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2013 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2013 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2013 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2013 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 373,559.95 08/31/2013 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 197,156.64 08/31/2013 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 4,513.85 08/31/2013 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 10,221.02 08/31/2013 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 111,393.50 08/31/2013 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 41,766.08 08/31/2013 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 184,325.47 08/31/2013 12X4225 1225303 09/30/2043 02001 4.870000800 53,233,819.0000 2,376,446.79 08/31/2013 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 2,053,517.00 08/31/2013 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 1,300,858.38 08/31/2013 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 589,046.89 08/31/2013 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 480,389.05 08/31/2013 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 27,097.50 08/31/2013 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 24,731.49 08/31/2013 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 80,846.07 08/31/2013 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 141,648.03 08/31/2013 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 341,687.37 08/31/2013 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 4,955.23 08/31/2013 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 254,800.14 08/31/2013 12X4225 1225303 09/30/2044 02002 4.790001600 73,652,743.0000 3,233,970.27 08/31/2013 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 2,568,638.36 08/31/2013 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 2,431,732.13 08/31/2013 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 947,673.87 08/31/2013 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 605,276.58 08/31/2013 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 206,544.87 08/31/2013 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 10,362.37 08/31/2013 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 22,744.52 08/31/2013 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 140,506.71 08/31/2013 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 77,234.78 08/31/2013 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 87,126.85 08/31/2013 12X4225 1225303 09/30/2044 02003 4.749998400 14,411,209.0000 627,487.85 08/31/2013 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 3,119,628.74 08/31/2013 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 1,773,233.78 08/31/2013 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 1,003,722.16 08/31/2013 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 353,166.34 08/31/2013 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 13,193.12 08/31/2013 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 6,400.62 08/31/2013 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 98,491.22 08/31/2013 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 104,325.80 08/31/2013 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 44,760.82 08/31/2013 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 870,393.62 08/31/2013 12X4225 1225303 09/30/2045 02004 4.629999600 7,958,235.0000 337,760.73 08/31/2013 12X4225 1225303 09/30/2046 02004 4.629999600 128,384,000.0000 5,448,830.46 08/31/2013 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 2,951,350.80 08/31/2013 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 2,642,969.68 08/31/2013 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 1,329,782.19 08/31/2013 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 281,557.99 08/31/2013 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 455,568.81 08/31/2013 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 346,918.15 08/31/2013 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 40,701.55 08/31/2013 12X4225 1225303 09/30/2037 02005 4.579999200 53,926,000.0000 2,263,992.84 08/31/2013 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 1,553,694.41 08/31/2013 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 6,403,758.70 08/31/2013 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 4,568,877.44 08/31/2013 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 3,395,849.24 08/31/2013 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 1,484,152.56 08/31/2013 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 1,274,277.91 08/31/2013 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 1,169,319.60 08/31/2013 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 49,666.27 08/31/2013 12X4225 1225303 09/30/2047 02006 4.479998400 82,883,789.0000 3,403,759.72 08/31/2013 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 4,837,364.14 08/31/2013 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 1,960,727.30 08/31/2013 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 569,101.66 08/31/2013 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 309,601.49 08/31/2013 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 237,899.12 08/31/2013 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 98,970.63 08/31/2013 12X4225 1225303 09/30/2048 02007 4.150000800 91,945,368.0000 3,497,755.72 08/31/2013 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 3,447,450.62 08/31/2013 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 2,211,096.22 08/31/2013 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 535,436.56 08/31/2013 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 428,311.21 08/31/2013 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 91,452.18 08/31/2013 12X4225 1225303 09/30/2049 02008 3.700000800 81,412,064.0000 2,761,226.43 08/31/2013 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 2,325,191.50 08/31/2013 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 2,785,746.02 08/31/2013 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 1,142,042.25 08/31/2013 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 640,211.14 08/31/2013 12X4225 1225303 09/30/2049 02009 4.140000000 26,124,535.0000 991,426.10 08/31/2013 12X4225 1225303 09/30/2050 02009 4.140000000 147,181,000.0000 5,585,518.95 08/31/2013 12X4225 1225303 09/30/2051 02009 4.140000000 135,024,000.0000 5,124,160.80 08/31/2013 12X4225 1225303 09/30/2052 02009 4.140000000 96,494,000.0000 3,661,947.30 08/31/2013 12X4225 1225303 09/30/2053 02009 4.140000000 12,670,000.0000 480,826.50 08/31/2013 12X4225 1225303 09/30/2050 02010 3.189999600 52,781,603.0000 1,543,421.85 08/31/2013 12X4225 1225303 09/30/2051 02010 3.189999600 407,023,000.0000 11,902,029.40 08/31/2013 12X4225 1225303 09/30/2052 02010 3.189999600 470,478,000.0000 13,757,559.12 08/31/2013 12X4225 1225303 09/30/2053 02010 3.189999600 533,520,000.0000 15,601,012.04 08/31/2013 12X4225 1225303 09/30/2051 02011 4.420000800 29,773,962.0000 1,206,341.91 08/31/2013 12X4225 1225303 09/30/2052 02011 4.420000800 100,702,000.0000 4,080,110.11 08/31/2013 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 4,770,433.20 08/31/2013 12X4225 1225303 09/30/2052 02012 3.819999600 103,760,000.0000 3,633,328.95 08/31/2013 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 6,776,459.64 08/31/2013 12X4225 1225303 09/30/2053 02013 3.819999600 101,240,000.0000 3,545,086.96 08/31/2013 ------------------------ ---------------------- 5,287,097,546.0000 203,182,018.11 ======================== ====================== 5,287,097,546.0000 203,182,018.11 ============================================================================================================================ 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