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 6,244,054.0000 35,851.28 10/31/2014 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 3,043.08 10/31/2014 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 9,927.34 10/31/2014 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 4,019.17 10/31/2014 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 13,780.00 10/31/2014 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 3,014.38 10/31/2014 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 3,330.17 10/31/2014 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 34.45 10/31/2014 12X4225 1225303 09/30/2054 01992 6.890000400 5,000.0000 28.71 10/31/2014 12X4225 1225303 09/30/2036 01993 6.969999600 403,600.0000 2,344.24 10/31/2014 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 23,233.33 10/31/2014 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 6,970.00 10/31/2014 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 6,016.85 10/31/2014 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 365.92 10/31/2014 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 21,316.58 10/31/2014 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 5,924.50 10/31/2014 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 1,806.39 10/31/2014 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 2,503.39 10/31/2014 12X4225 1225303 09/30/2036 01994 6.969999600 14,782,646.0000 85,862.53 10/31/2014 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 14,520.83 10/31/2014 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 342.69 10/31/2014 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 16,118.12 10/31/2014 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 29,041.67 10/31/2014 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 6,970.00 10/31/2014 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 3,630.21 10/31/2014 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 33,728.99 10/31/2014 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 127.78 10/31/2014 12X4225 1225303 09/30/2054 01994 6.969999600 176,000.0000 1,022.27 10/31/2014 12X4225 1225303 09/30/2037 01995 6.609999600 4,183,055.0000 23,041.66 10/31/2014 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 90,887.49 10/31/2014 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 5,508.33 10/31/2014 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2014 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2014 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 11,600.55 10/31/2014 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 7,326.08 10/31/2014 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 11,429.79 10/31/2014 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 40,645.99 10/31/2014 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 10,493.37 10/31/2014 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 17,186.00 10/31/2014 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 148.72 10/31/2014 12X4225 1225303 09/30/2054 01995 6.609999600 231,000.0000 1,272.42 10/31/2014 12X4225 1225303 09/30/2038 01996 6.369998400 14,894,595.0000 79,065.46 10/31/2014 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 42,466.66 10/31/2014 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 15,925.00 10/31/2014 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2014 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 5,839.17 10/31/2014 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 18,711.87 10/31/2014 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 14,830.95 10/31/2014 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 23,553.07 10/31/2014 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 39,552.38 10/31/2014 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 9,024.16 10/31/2014 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2014 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 3,806.07 10/31/2014 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 2,723.17 10/31/2014 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 2,680.71 10/31/2014 12X4225 1225303 09/30/2054 01996 6.369998400 377,000.0000 2,001.24 10/31/2014 12X4225 1225303 09/30/2039 01997 6.009998400 12,238,672.0000 61,295.33 10/31/2014 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 40,066.66 10/31/2014 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 30,049.99 10/31/2014 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 5,008.33 10/31/2014 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 5,118.52 10/31/2014 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 254.77 10/31/2014 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 4,858.08 10/31/2014 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 23,038.33 10/31/2014 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 4,507.50 10/31/2014 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 185.31 10/31/2014 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 21,305.44 10/31/2014 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 165.27 10/31/2014 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 1,368.12 10/31/2014 12X4225 1225303 09/30/2040 01998 5.969998800 5,625,653.0000 27,987.62 10/31/2014 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 124,374.98 10/31/2014 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 49,749.99 10/31/2014 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 2,985.00 10/31/2014 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 10,733.56 10/31/2014 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 18,636.35 10/31/2014 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 39,799.99 10/31/2014 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 2,487.50 10/31/2014 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 4,522.27 10/31/2014 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 37,407.02 10/31/2014 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 4,960.07 10/31/2014 12X4225 1225303 09/30/2041 01999 5.889999600 23,901,145.0000 117,314.78 10/31/2014 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 78,533.33 10/31/2014 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 39,266.66 10/31/2014 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 14,725.00 10/31/2014 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 9,816.67 10/31/2014 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 3,509.46 10/31/2014 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 34,849.16 10/31/2014 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 382.85 10/31/2014 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 4,235.89 10/31/2014 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 17,954.68 10/31/2014 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 1,771.91 10/31/2014 12X4225 1225303 09/30/2042 02000 5.659999200 42,771,548.0000 201,739.11 10/31/2014 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 73,579.99 10/31/2014 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 21,225.00 10/31/2014 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 11,791.67 10/31/2014 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 19,083.63 10/31/2014 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 33,960.00 10/31/2014 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 17,923.33 10/31/2014 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 410.35 10/31/2014 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 929.18 10/31/2014 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 10,126.68 10/31/2014 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 3,796.92 10/31/2014 12X4225 1225303 09/30/2054 02000 5.659999200 824,000.0000 3,886.53 10/31/2014 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 16,756.86 10/31/2014 12X4225 1225303 09/30/2043 02001 4.870000800 37,739,819.0000 153,160.79 10/31/2014 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 186,683.36 10/31/2014 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 118,259.85 10/31/2014 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 53,549.72 10/31/2014 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 43,671.73 10/31/2014 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 2,463.41 10/31/2014 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 2,248.32 10/31/2014 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 7,349.64 10/31/2014 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 12,877.09 10/31/2014 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 31,062.49 10/31/2014 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 450.48 10/31/2014 12X4225 1225303 09/30/2054 02001 4.870000800 31,000.0000 125.81 10/31/2014 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 23,163.65 10/31/2014 12X4225 1225303 09/30/2044 02002 4.790001600 47,907,743.0000 191,231.80 10/31/2014 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 233,512.58 10/31/2014 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 221,066.56 10/31/2014 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 86,152.17 10/31/2014 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 55,025.14 10/31/2014 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 18,776.81 10/31/2014 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 942.03 10/31/2014 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 2,067.68 10/31/2014 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 12,773.34 10/31/2014 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 7,021.34 10/31/2014 12X4225 1225303 09/30/2054 02002 4.790001600 1,593,000.0000 6,358.73 10/31/2014 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 7,920.62 10/31/2014 12X4225 1225303 09/30/2044 02003 4.749998400 410,209.0000 1,623.74 10/31/2014 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 283,602.61 10/31/2014 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 161,203.07 10/31/2014 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 91,247.47 10/31/2014 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 32,106.03 10/31/2014 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 1,199.37 10/31/2014 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 581.87 10/31/2014 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 8,953.75 10/31/2014 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 9,484.16 10/31/2014 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 4,069.17 10/31/2014 12X4225 1225303 09/30/2054 02003 4.749998400 161,000.0000 637.29 10/31/2014 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 79,126.69 10/31/2014 12X4225 1225303 09/30/2046 02004 4.629999600 91,075,235.0000 351,398.58 10/31/2014 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 268,304.62 10/31/2014 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 240,269.97 10/31/2014 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 120,889.29 10/31/2014 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 25,596.18 10/31/2014 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 41,415.35 10/31/2014 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 31,538.01 10/31/2014 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 3,700.14 10/31/2014 12X4225 1225303 09/30/2054 02004 4.629999600 1,985,000.0000 7,658.79 10/31/2014 12X4225 1225303 09/30/2037 02005 4.579999200 9,266,000.0000 35,365.23 10/31/2014 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 141,244.95 10/31/2014 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 582,159.88 10/31/2014 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 415,352.49 10/31/2014 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 308,713.57 10/31/2014 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 134,922.96 10/31/2014 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 115,843.45 10/31/2014 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 106,301.78 10/31/2014 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 4,515.12 10/31/2014 12X4225 1225303 09/30/2054 02005 4.579999200 1,881,000.0000 7,179.15 10/31/2014 12X4225 1225303 09/30/2047 02006 4.479998400 63,956,789.0000 238,771.93 10/31/2014 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 439,760.38 10/31/2014 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 178,247.94 10/31/2014 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 51,736.51 10/31/2014 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 28,145.59 10/31/2014 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 21,627.19 10/31/2014 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 8,997.33 10/31/2014 12X4225 1225303 09/30/2054 02006 4.479998400 1,761,000.0000 6,574.40 10/31/2014 12X4225 1225303 09/30/2048 02007 4.150000800 80,247,368.0000 277,522.20 10/31/2014 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 313,404.60 10/31/2014 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 201,008.75 10/31/2014 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 48,676.05 10/31/2014 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 38,937.38 10/31/2014 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 8,313.83 10/31/2014 12X4225 1225303 09/30/2054 02007 4.150000800 76,000.0000 262.83 10/31/2014 12X4225 1225303 09/30/2049 02008 3.700000800 62,910,064.0000 193,972.74 10/31/2014 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 211,381.05 10/31/2014 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 253,249.64 10/31/2014 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 103,822.02 10/31/2014 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 58,201.01 10/31/2014 12X4225 1225303 09/30/2054 02008 3.700000800 1,369,000.0000 4,221.08 10/31/2014 12X4225 1225303 09/30/2055 02008 3.700000800 14,000.0000 43.17 10/31/2014 12X4225 1225303 09/30/2049 02009 3.409999200 4,999,535.0000 14,207.01 10/31/2014 12X4225 1225303 09/30/2050 02009 3.409999200 147,181,000.0000 418,239.24 10/31/2014 12X4225 1225303 09/30/2051 02009 3.409999200 135,024,000.0000 383,693.11 10/31/2014 12X4225 1225303 09/30/2052 02009 3.409999200 96,494,000.0000 274,203.72 10/31/2014 12X4225 1225303 09/30/2053 02009 3.409999200 12,670,000.0000 36,003.91 10/31/2014 12X4225 1225303 09/30/2054 02009 3.409999200 34,950,000.0000 99,316.23 10/31/2014 12X4225 1225303 09/30/2051 02010 2.949998400 377,083,603.0000 926,996.69 10/31/2014 12X4225 1225303 09/30/2052 02010 2.949998400 470,478,000.0000 1,156,591.12 10/31/2014 12X4225 1225303 09/30/2053 02010 2.949998400 533,520,000.0000 1,311,569.29 10/31/2014 12X4225 1225303 09/30/2054 02010 2.949998400 135,356,000.0000 332,749.99 10/31/2014 12X4225 1225303 09/30/2055 02010 2.949998400 25,090,000.0000 61,679.55 10/31/2014 12X4225 1225303 09/30/2052 02011 4.420000800 92,707,962.0000 341,474.39 10/31/2014 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 433,675.75 10/31/2014 12X4225 1225303 09/30/2054 02011 4.420000800 81,694,000.0000 300,906.29 10/31/2014 12X4225 1225303 09/30/2055 02011 4.420000800 2,381,000.0000 8,770.02 10/31/2014 12X4225 1225303 09/30/2052 02012 3.819999600 52,877,000.0000 168,325.10 10/31/2014 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 616,041.79 10/31/2014 12X4225 1225303 09/30/2054 02012 3.819999600 212,433,000.0000 676,244.98 10/31/2014 12X4225 1225303 09/30/2055 02012 3.819999600 43,329,000.0000 137,930.64 10/31/2014 12X4225 1225303 09/30/2053 02013 3.740000400 67,145,000.0000 209,268.61 10/31/2014 12X4225 1225303 09/30/2054 02013 3.740000400 164,984,000.0000 514,200.19 10/31/2014 12X4225 1225303 09/30/2055 02013 3.740000400 10,418,000.0000 32,469.44 10/31/2014 12X4225 1225303 09/30/2054 02014 2.639998800 73,164,000.0000 160,960.73 10/31/2014 12X4225 1225303 09/30/2055 02014 2.639998800 62,275,000.0000 137,004.94 10/31/2014 12X4225 1225303 09/30/2055 02015 2.639998800 8,000.0000 17.60 10/31/2014 ------------------------ ---------------------- 5,652,444,546.0000 18,649,835.30 ======================== ====================== 5,652,444,546.0000 18,649,835.30 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00