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 107,553.84 12/31/2014 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 9,129.25 12/31/2014 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 29,782.03 12/31/2014 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 12,057.50 12/31/2014 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 41,340.00 12/31/2014 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 9,043.13 12/31/2014 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 9,990.50 12/31/2014 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 103.35 12/31/2014 12X4225 1225303 09/30/2054 01992 6.890000400 5,000.0000 86.13 12/31/2014 12X4225 1225303 09/30/2036 01993 6.969999600 403,600.0000 7,032.73 12/31/2014 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 69,700.00 12/31/2014 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 20,910.00 12/31/2014 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 18,050.56 12/31/2014 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,097.77 12/31/2014 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 63,949.75 12/31/2014 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 17,773.50 12/31/2014 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 5,419.17 12/31/2014 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 7,510.17 12/31/2014 12X4225 1225303 09/30/2036 01994 6.969999600 14,782,646.0000 257,587.59 12/31/2014 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 43,562.50 12/31/2014 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,028.07 12/31/2014 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 48,354.37 12/31/2014 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 87,125.00 12/31/2014 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 20,910.00 12/31/2014 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 10,890.62 12/31/2014 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 101,186.97 12/31/2014 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 383.35 12/31/2014 12X4225 1225303 09/30/2054 01994 6.969999600 176,000.0000 3,066.80 12/31/2014 12X4225 1225303 09/30/2037 01995 6.609999600 4,183,055.0000 69,124.98 12/31/2014 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 272,662.48 12/31/2014 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 16,525.00 12/31/2014 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2014 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2014 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 34,801.65 12/31/2014 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 21,978.25 12/31/2014 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 34,289.37 12/31/2014 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 121,937.97 12/31/2014 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 31,480.12 12/31/2014 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 51,558.00 12/31/2014 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 446.17 12/31/2014 12X4225 1225303 09/30/2054 01995 6.609999600 231,000.0000 3,817.27 12/31/2014 12X4225 1225303 09/30/2038 01996 6.369998400 14,894,595.0000 237,196.37 12/31/2014 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 127,399.97 12/31/2014 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 47,774.99 12/31/2014 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2014 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 17,517.50 12/31/2014 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 56,135.61 12/31/2014 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 44,492.85 12/31/2014 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 70,659.21 12/31/2014 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 118,657.15 12/31/2014 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 27,072.49 12/31/2014 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2014 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 11,418.22 12/31/2014 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 8,169.52 12/31/2014 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 8,042.12 12/31/2014 12X4225 1225303 09/30/2054 01996 6.369998400 377,000.0000 6,003.72 12/31/2014 12X4225 1225303 09/30/2039 01997 6.009998400 12,238,672.0000 183,886.00 12/31/2014 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 120,199.97 12/31/2014 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 90,149.98 12/31/2014 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 15,025.00 12/31/2014 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 15,355.55 12/31/2014 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 764.32 12/31/2014 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 14,574.25 12/31/2014 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 69,114.98 12/31/2014 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 13,522.50 12/31/2014 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 555.92 12/31/2014 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 63,916.33 12/31/2014 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 495.82 12/31/2014 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 4,104.37 12/31/2014 12X4225 1225303 09/30/2040 01998 5.969998800 5,625,653.0000 83,962.85 12/31/2014 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 373,124.93 12/31/2014 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 149,249.97 12/31/2014 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 8,955.00 12/31/2014 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 32,200.68 12/31/2014 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 55,909.04 12/31/2014 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 119,399.98 12/31/2014 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 7,462.50 12/31/2014 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 13,566.82 12/31/2014 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 112,221.05 12/31/2014 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 14,880.22 12/31/2014 12X4225 1225303 09/30/2041 01999 5.889999600 23,901,145.0000 351,944.34 12/31/2014 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 235,599.98 12/31/2014 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 117,799.99 12/31/2014 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 44,175.00 12/31/2014 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 29,450.00 12/31/2014 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 10,528.37 12/31/2014 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 104,547.49 12/31/2014 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,148.55 12/31/2014 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 12,707.67 12/31/2014 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 53,864.05 12/31/2014 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 5,315.72 12/31/2014 12X4225 1225303 09/30/2042 02000 5.659999200 42,771,548.0000 605,217.32 12/31/2014 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 220,739.97 12/31/2014 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 63,674.99 12/31/2014 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 35,375.00 12/31/2014 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 57,250.89 12/31/2014 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 101,879.99 12/31/2014 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 53,769.99 12/31/2014 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,231.05 12/31/2014 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 2,787.55 12/31/2014 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 30,380.05 12/31/2014 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 11,390.75 12/31/2014 12X4225 1225303 09/30/2054 02000 5.659999200 824,000.0000 11,659.60 12/31/2014 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 50,270.58 12/31/2014 12X4225 1225303 09/30/2043 02001 4.870000800 37,739,819.0000 459,482.37 12/31/2014 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 560,050.09 12/31/2014 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 354,779.56 12/31/2014 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 160,649.15 12/31/2014 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 131,015.20 12/31/2014 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 7,390.23 12/31/2014 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 6,744.95 12/31/2014 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 22,048.93 12/31/2014 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 38,631.28 12/31/2014 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 93,187.47 12/31/2014 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 1,351.43 12/31/2014 12X4225 1225303 09/30/2054 02001 4.870000800 31,000.0000 377.43 12/31/2014 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 69,490.95 12/31/2014 12X4225 1225303 09/30/2044 02002 4.790001600 47,907,743.0000 573,695.41 12/31/2014 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 700,537.73 12/31/2014 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 663,199.67 12/31/2014 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 258,456.51 12/31/2014 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 165,075.43 12/31/2014 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 56,330.42 12/31/2014 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 2,826.10 12/31/2014 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 6,203.05 12/31/2014 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 38,320.01 12/31/2014 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 21,064.03 12/31/2014 12X4225 1225303 09/30/2054 02002 4.790001600 1,593,000.0000 19,076.18 12/31/2014 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 23,761.87 12/31/2014 12X4225 1225303 09/30/2044 02003 4.749998400 410,209.0000 4,871.23 12/31/2014 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 850,807.84 12/31/2014 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 483,609.21 12/31/2014 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 273,742.41 12/31/2014 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 96,318.09 12/31/2014 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 3,598.12 12/31/2014 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 1,745.62 12/31/2014 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 26,861.24 12/31/2014 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 28,452.49 12/31/2014 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 12,207.50 12/31/2014 12X4225 1225303 09/30/2054 02003 4.749998400 161,000.0000 1,911.87 12/31/2014 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 237,380.08 12/31/2014 12X4225 1225303 09/30/2046 02004 4.629999600 91,075,235.0000 1,054,195.75 12/31/2014 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 804,913.86 12/31/2014 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 720,809.91 12/31/2014 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 362,667.87 12/31/2014 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 76,788.54 12/31/2014 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 124,246.04 12/31/2014 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 94,614.04 12/31/2014 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 11,100.42 12/31/2014 12X4225 1225303 09/30/2054 02004 4.629999600 1,985,000.0000 22,976.37 12/31/2014 12X4225 1225303 09/30/2037 02005 4.579999200 9,266,000.0000 106,095.68 12/31/2014 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 423,734.84 12/31/2014 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 1,746,479.64 12/31/2014 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 1,246,057.48 12/31/2014 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 926,140.70 12/31/2014 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 404,768.88 12/31/2014 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 347,530.34 12/31/2014 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 318,905.34 12/31/2014 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 13,545.35 12/31/2014 12X4225 1225303 09/30/2054 02005 4.579999200 1,881,000.0000 21,537.45 12/31/2014 12X4225 1225303 09/30/2047 02006 4.479998400 63,956,789.0000 716,315.78 12/31/2014 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 1,319,281.13 12/31/2014 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 534,743.81 12/31/2014 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 155,209.54 12/31/2014 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 84,436.77 12/31/2014 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 64,881.58 12/31/2014 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 26,991.99 12/31/2014 12X4225 1225303 09/30/2054 02006 4.479998400 1,761,000.0000 19,723.19 12/31/2014 12X4225 1225303 09/30/2055 02006 4.479998400 19,000.0000 212.80 12/31/2014 12X4225 1225303 09/30/2048 02007 4.150000800 80,247,368.0000 832,566.60 12/31/2014 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 940,213.81 12/31/2014 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 603,026.24 12/31/2014 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 146,028.15 12/31/2014 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 116,812.15 12/31/2014 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 24,941.50 12/31/2014 12X4225 1225303 09/30/2054 02007 4.150000800 76,000.0000 788.50 12/31/2014 12X4225 1225303 09/30/2049 02008 3.700000800 62,910,064.0000 581,918.22 12/31/2014 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 634,143.14 12/31/2014 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 759,748.91 12/31/2014 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 311,466.07 12/31/2014 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 174,603.04 12/31/2014 12X4225 1225303 09/30/2054 02008 3.700000800 1,369,000.0000 12,663.25 12/31/2014 12X4225 1225303 09/30/2055 02008 3.700000800 354,000.0000 3,274.50 12/31/2014 12X4225 1225303 09/30/2049 02009 3.409999200 4,999,535.0000 42,621.03 12/31/2014 12X4225 1225303 09/30/2050 02009 3.409999200 147,181,000.0000 1,254,717.73 12/31/2014 12X4225 1225303 09/30/2051 02009 3.409999200 135,024,000.0000 1,151,079.33 12/31/2014 12X4225 1225303 09/30/2052 02009 3.409999200 96,494,000.0000 822,611.16 12/31/2014 12X4225 1225303 09/30/2053 02009 3.409999200 12,670,000.0000 108,011.72 12/31/2014 12X4225 1225303 09/30/2054 02009 3.409999200 34,950,000.0000 297,948.68 12/31/2014 12X4225 1225303 09/30/2055 02009 3.409999200 9,000.0000 76.72 12/31/2014 12X4225 1225303 09/30/2051 02010 2.949998400 377,083,603.0000 2,780,990.06 12/31/2014 12X4225 1225303 09/30/2052 02010 2.949998400 470,478,000.0000 3,469,773.37 12/31/2014 12X4225 1225303 09/30/2053 02010 2.949998400 533,520,000.0000 3,934,707.87 12/31/2014 12X4225 1225303 09/30/2054 02010 2.949998400 135,356,000.0000 998,249.96 12/31/2014 12X4225 1225303 09/30/2055 02010 2.949998400 29,717,000.0000 219,162.76 12/31/2014 12X4225 1225303 09/30/2052 02011 4.420000800 92,707,962.0000 1,024,423.17 12/31/2014 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 1,301,027.24 12/31/2014 12X4225 1225303 09/30/2054 02011 4.420000800 81,694,000.0000 902,718.86 12/31/2014 12X4225 1225303 09/30/2055 02011 4.420000800 3,797,000.0000 41,956.86 12/31/2014 12X4225 1225303 09/30/2052 02012 3.819999600 52,877,000.0000 504,975.30 12/31/2014 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 1,848,125.36 12/31/2014 12X4225 1225303 09/30/2054 02012 3.819999600 212,433,000.0000 2,028,734.94 12/31/2014 12X4225 1225303 09/30/2055 02012 3.819999600 105,344,000.0000 1,006,035.09 12/31/2014 12X4225 1225303 09/30/2053 02013 3.740000400 67,145,000.0000 627,805.82 12/31/2014 12X4225 1225303 09/30/2054 02013 3.740000400 164,984,000.0000 1,542,600.56 12/31/2014 12X4225 1225303 09/30/2055 02013 3.740000400 57,454,000.0000 537,194.96 12/31/2014 12X4225 1225303 09/30/2054 02014 2.639998800 73,164,000.0000 482,882.18 12/31/2014 12X4225 1225303 09/30/2055 02014 2.639998800 80,205,000.0000 529,352.76 12/31/2014 12X4225 1225303 09/30/2055 02015 2.639998800 15,000.0000 99.00 12/31/2014 ------------------------ ---------------------- 5,785,843,546.0000 57,153,125.34 ======================== ====================== 5,785,843,546.0000 57,153,125.34 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00