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 179,256.39 02/28/2015 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 15,215.42 02/28/2015 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 49,636.71 02/28/2015 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 20,095.83 02/28/2015 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 68,900.00 02/28/2015 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 15,071.88 02/28/2015 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 16,650.83 02/28/2015 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 172.25 02/28/2015 12X4225 1225303 09/30/2054 01992 6.890000400 5,000.0000 143.54 02/28/2015 12X4225 1225303 09/30/2036 01993 6.969999600 403,600.0000 11,721.22 02/28/2015 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 116,166.66 02/28/2015 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 34,850.00 02/28/2015 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 30,084.26 02/28/2015 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,829.62 02/28/2015 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 106,582.91 02/28/2015 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 29,622.50 02/28/2015 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 9,031.96 02/28/2015 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 12,516.96 02/28/2015 12X4225 1225303 09/30/2036 01994 6.969999600 14,782,646.0000 429,312.65 02/28/2015 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 72,604.16 02/28/2015 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,713.46 02/28/2015 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 80,590.62 02/28/2015 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 145,208.33 02/28/2015 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 34,850.00 02/28/2015 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 18,151.04 02/28/2015 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 168,644.95 02/28/2015 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 638.92 02/28/2015 12X4225 1225303 09/30/2054 01994 6.969999600 176,000.0000 5,111.33 02/28/2015 12X4225 1225303 09/30/2037 01995 6.609999600 4,183,055.0000 115,208.30 02/28/2015 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 454,437.47 02/28/2015 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 27,541.67 02/28/2015 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2015 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2015 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 58,002.75 02/28/2015 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 36,630.41 02/28/2015 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 57,148.95 02/28/2015 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 203,229.95 02/28/2015 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 52,466.87 02/28/2015 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 85,929.99 02/28/2015 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 743.62 02/28/2015 12X4225 1225303 09/30/2054 01995 6.609999600 231,000.0000 6,362.12 02/28/2015 12X4225 1225303 09/30/2038 01996 6.369998400 14,894,595.0000 395,327.28 02/28/2015 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 212,333.28 02/28/2015 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 79,624.98 02/28/2015 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 53,083.32 02/28/2015 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 29,195.83 02/28/2015 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 93,559.35 02/28/2015 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 74,154.74 02/28/2015 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 117,765.35 02/28/2015 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 197,761.91 02/28/2015 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 45,120.82 02/28/2015 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 53,083.32 02/28/2015 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 19,030.37 02/28/2015 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 13,615.87 02/28/2015 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 13,403.54 02/28/2015 12X4225 1225303 09/30/2054 01996 6.369998400 377,000.0000 10,006.21 02/28/2015 12X4225 1225303 09/30/2039 01997 6.009998400 12,238,672.0000 306,476.66 02/28/2015 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 200,333.28 02/28/2015 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 150,249.96 02/28/2015 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 25,041.66 02/28/2015 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 25,592.58 02/28/2015 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,273.87 02/28/2015 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 24,290.41 02/28/2015 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 115,191.64 02/28/2015 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 22,537.49 02/28/2015 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 926.54 02/28/2015 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 106,527.22 02/28/2015 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 826.37 02/28/2015 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 6,840.62 02/28/2015 12X4225 1225303 09/30/2040 01998 5.969998800 5,625,653.0000 139,938.09 02/28/2015 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 621,874.88 02/28/2015 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 248,749.95 02/28/2015 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 14,925.00 02/28/2015 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 53,667.80 02/28/2015 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 93,181.73 02/28/2015 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 198,999.96 02/28/2015 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 12,437.50 02/28/2015 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 22,611.37 02/28/2015 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 187,035.09 02/28/2015 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 24,800.37 02/28/2015 12X4225 1225303 09/30/2041 01999 5.889999600 23,901,145.0000 586,573.89 02/28/2015 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 392,666.64 02/28/2015 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 196,333.32 02/28/2015 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 73,625.00 02/28/2015 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 49,083.33 02/28/2015 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 17,547.29 02/28/2015 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 174,245.82 02/28/2015 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,914.25 02/28/2015 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 21,179.46 02/28/2015 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 89,773.41 02/28/2015 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 8,859.54 02/28/2015 12X4225 1225303 09/30/2042 02000 5.659999200 42,771,548.0000 1,008,695.53 02/28/2015 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 367,899.95 02/28/2015 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 106,124.99 02/28/2015 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 58,958.33 02/28/2015 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 95,418.15 02/28/2015 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 169,799.98 02/28/2015 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 89,616.65 02/28/2015 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,051.75 02/28/2015 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 4,645.92 02/28/2015 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 50,633.41 02/28/2015 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 18,984.58 02/28/2015 12X4225 1225303 09/30/2054 02000 5.659999200 824,000.0000 19,432.66 02/28/2015 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 83,784.31 02/28/2015 12X4225 1225303 09/30/2043 02001 4.870000800 37,739,819.0000 765,803.95 02/28/2015 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 933,416.82 02/28/2015 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 591,299.26 02/28/2015 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 267,748.59 02/28/2015 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 218,358.66 02/28/2015 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 12,317.04 02/28/2015 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 11,241.59 02/28/2015 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 36,748.21 02/28/2015 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 64,385.47 02/28/2015 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 155,312.44 02/28/2015 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 2,252.38 02/28/2015 12X4225 1225303 09/30/2054 02001 4.870000800 31,000.0000 629.04 02/28/2015 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 115,818.25 02/28/2015 12X4225 1225303 09/30/2044 02002 4.790001600 47,907,743.0000 956,159.02 02/28/2015 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 1,167,562.89 02/28/2015 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 1,105,332.79 02/28/2015 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 430,760.85 02/28/2015 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 275,125.72 02/28/2015 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 93,884.03 02/28/2015 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 4,710.17 02/28/2015 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 10,338.42 02/28/2015 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 63,866.69 02/28/2015 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 35,106.72 02/28/2015 12X4225 1225303 09/30/2054 02002 4.790001600 1,593,000.0000 31,793.64 02/28/2015 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 39,603.11 02/28/2015 12X4225 1225303 09/30/2044 02003 4.749998400 410,209.0000 8,118.72 02/28/2015 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 1,418,013.06 02/28/2015 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 806,015.35 02/28/2015 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 456,237.35 02/28/2015 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 160,530.15 02/28/2015 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 5,996.87 02/28/2015 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 2,909.37 02/28/2015 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 44,768.73 02/28/2015 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 47,420.82 02/28/2015 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 20,345.83 02/28/2015 12X4225 1225303 09/30/2054 02003 4.749998400 161,000.0000 3,186.46 02/28/2015 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 395,633.47 02/28/2015 12X4225 1225303 09/30/2046 02004 4.629999600 91,075,235.0000 1,756,992.92 02/28/2015 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 1,341,523.09 02/28/2015 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 1,201,349.85 02/28/2015 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 604,446.45 02/28/2015 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 127,980.91 02/28/2015 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 207,076.73 02/28/2015 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 157,690.07 02/28/2015 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 18,500.71 02/28/2015 12X4225 1225303 09/30/2054 02004 4.629999600 1,985,000.0000 38,293.96 02/28/2015 12X4225 1225303 09/30/2037 02005 4.579999200 9,266,000.0000 176,826.14 02/28/2015 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 706,224.73 02/28/2015 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 2,910,799.41 02/28/2015 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 2,076,762.47 02/28/2015 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 1,543,567.84 02/28/2015 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 674,614.80 02/28/2015 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 579,217.23 02/28/2015 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 531,508.91 02/28/2015 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 22,575.58 02/28/2015 12X4225 1225303 09/30/2054 02005 4.579999200 1,881,000.0000 35,895.74 02/28/2015 12X4225 1225303 09/30/2047 02006 4.479998400 63,956,789.0000 1,193,859.63 02/28/2015 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 2,198,801.88 02/28/2015 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 891,239.68 02/28/2015 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 258,682.57 02/28/2015 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 140,727.95 02/28/2015 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 108,135.96 02/28/2015 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 44,986.65 02/28/2015 12X4225 1225303 09/30/2054 02006 4.479998400 1,761,000.0000 32,871.99 02/28/2015 12X4225 1225303 09/30/2055 02006 4.479998400 19,000.0000 354.67 02/28/2015 12X4225 1225303 09/30/2048 02007 4.150000800 80,247,368.0000 1,387,611.01 02/28/2015 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 1,567,023.01 02/28/2015 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 1,005,043.74 02/28/2015 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 243,380.26 02/28/2015 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 194,686.91 02/28/2015 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 41,569.17 02/28/2015 12X4225 1225303 09/30/2054 02007 4.150000800 76,000.0000 1,314.17 02/28/2015 12X4225 1225303 09/30/2055 02007 4.150000800 148,000.0000 2,559.17 02/28/2015 12X4225 1225303 09/30/2049 02008 3.700000800 62,910,064.0000 969,863.70 02/28/2015 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 1,056,905.23 02/28/2015 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 1,266,248.19 02/28/2015 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 519,110.11 02/28/2015 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 291,005.06 02/28/2015 12X4225 1225303 09/30/2054 02008 3.700000800 1,369,000.0000 21,105.42 02/28/2015 12X4225 1225303 09/30/2055 02008 3.700000800 354,000.0000 5,457.50 02/28/2015 12X4225 1225303 09/30/2049 02009 3.409999200 4,999,535.0000 71,035.04 02/28/2015 12X4225 1225303 09/30/2050 02009 3.409999200 147,181,000.0000 2,091,196.22 02/28/2015 12X4225 1225303 09/30/2051 02009 3.409999200 135,024,000.0000 1,918,465.55 02/28/2015 12X4225 1225303 09/30/2052 02009 3.409999200 96,494,000.0000 1,371,018.60 02/28/2015 12X4225 1225303 09/30/2053 02009 3.409999200 12,670,000.0000 180,019.54 02/28/2015 12X4225 1225303 09/30/2054 02009 3.409999200 34,950,000.0000 496,581.13 02/28/2015 12X4225 1225303 09/30/2055 02009 3.409999200 9,000.0000 127.87 02/28/2015 12X4225 1225303 09/30/2051 02010 2.949998400 377,083,603.0000 4,634,983.44 02/28/2015 12X4225 1225303 09/30/2052 02010 2.949998400 470,478,000.0000 5,782,955.61 02/28/2015 12X4225 1225303 09/30/2053 02010 2.949998400 533,520,000.0000 6,557,846.44 02/28/2015 12X4225 1225303 09/30/2054 02010 2.949998400 135,356,000.0000 1,663,749.93 02/28/2015 12X4225 1225303 09/30/2055 02010 2.949998400 31,120,000.0000 382,516.46 02/28/2015 12X4225 1225303 09/30/2052 02011 4.420000800 92,707,962.0000 1,707,371.94 02/28/2015 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 2,168,378.73 02/28/2015 12X4225 1225303 09/30/2054 02011 4.420000800 81,694,000.0000 1,504,531.44 02/28/2015 12X4225 1225303 09/30/2055 02011 4.420000800 4,318,000.0000 79,523.18 02/28/2015 12X4225 1225303 09/30/2052 02012 3.819999600 52,877,000.0000 841,625.50 02/28/2015 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 3,080,208.93 02/28/2015 12X4225 1225303 09/30/2054 02012 3.819999600 212,433,000.0000 3,381,224.90 02/28/2015 12X4225 1225303 09/30/2055 02012 3.819999600 129,426,000.0000 2,060,030.28 02/28/2015 12X4225 1225303 09/30/2053 02013 3.740000400 67,145,000.0000 1,046,343.03 02/28/2015 12X4225 1225303 09/30/2054 02013 3.740000400 164,984,000.0000 2,571,000.94 02/28/2015 12X4225 1225303 09/30/2055 02013 3.740000400 79,073,000.0000 1,232,221.05 02/28/2015 12X4225 1225303 09/30/2054 02014 2.639998800 73,164,000.0000 804,803.63 02/28/2015 12X4225 1225303 09/30/2055 02014 2.639998800 95,694,000.0000 1,052,633.52 02/28/2015 12X4225 1225303 09/30/2055 02015 2.639998800 1,198,000.0000 13,177.99 02/28/2015 ------------------------ ---------------------- 5,850,288,546.0000 96,188,201.52 ======================== ====================== 5,850,288,546.0000 96,188,201.52 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00