Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2035 01992 6.889999680 2,544,054.0000 29,214.22 11/30/2015 12X4225 1225303 09/30/2044 01992 6.889999680 530,000.0000 6,086.17 11/30/2015 12X4225 1225303 09/30/2045 01992 6.889999680 1,729,000.0000 19,854.68 11/30/2015 12X4225 1225303 09/30/2046 01992 6.889999680 700,000.0000 8,038.33 11/30/2015 12X4225 1225303 09/30/2047 01992 6.889999680 2,400,000.0000 27,560.00 11/30/2015 12X4225 1225303 09/30/2048 01992 6.889999680 525,000.0000 6,028.75 11/30/2015 12X4225 1225303 09/30/2052 01992 6.889999680 580,000.0000 6,660.33 11/30/2015 12X4225 1225303 09/30/2053 01992 6.889999680 6,000.0000 68.90 11/30/2015 12X4225 1225303 09/30/2054 01992 6.889999680 5,000.0000 57.42 11/30/2015 12X4225 1225303 09/30/2039 01993 6.969999960 600,000.0000 6,970.00 11/30/2015 12X4225 1225303 09/30/2044 01993 6.969999960 1,200,000.0000 13,940.00 11/30/2015 12X4225 1225303 09/30/2045 01993 6.969999960 1,035,900.0000 12,033.70 11/30/2015 12X4225 1225303 09/30/2046 01993 6.969999960 63,000.0000 731.85 11/30/2015 12X4225 1225303 09/30/2047 01993 6.969999960 3,670,000.0000 42,633.17 11/30/2015 12X4225 1225303 09/30/2048 01993 6.969999960 1,020,000.0000 11,849.00 11/30/2015 12X4225 1225303 09/30/2052 01993 6.969999960 311,000.0000 3,612.78 11/30/2015 12X4225 1225303 09/30/2053 01993 6.969999960 431,000.0000 5,006.78 11/30/2015 12X4225 1225303 09/30/2036 01994 6.969999960 7,082,646.0000 82,276.74 11/30/2015 12X4225 1225303 09/30/2038 01994 6.969999960 2,500,000.0000 29,041.67 11/30/2015 12X4225 1225303 09/30/2045 01994 6.969999960 59,000.0000 685.38 11/30/2015 12X4225 1225303 09/30/2046 01994 6.969999960 2,775,000.0000 32,236.25 11/30/2015 12X4225 1225303 09/30/2047 01994 6.969999960 5,000,000.0000 58,083.33 11/30/2015 12X4225 1225303 09/30/2048 01994 6.969999960 1,200,000.0000 13,940.00 11/30/2015 12X4225 1225303 09/30/2051 01994 6.969999960 625,000.0000 7,260.42 11/30/2015 12X4225 1225303 09/30/2052 01994 6.969999960 5,807,000.0000 67,457.98 11/30/2015 12X4225 1225303 09/30/2053 01994 6.969999960 22,000.0000 255.57 11/30/2015 12X4225 1225303 09/30/2054 01994 6.969999960 176,000.0000 2,044.53 11/30/2015 12X4225 1225303 09/30/2037 01995 6.609999960 24,000.0000 264.40 11/30/2015 12X4225 1225303 09/30/2038 01995 6.609999960 9,900,000.0000 109,065.00 11/30/2015 12X4225 1225303 09/30/2040 01995 6.609999960 1,000,000.0000 11,016.67 11/30/2015 12X4225 1225303 09/30/2041 01995 6.609999960 2,000,000.0000 22,033.33 11/30/2015 12X4225 1225303 09/30/2042 01995 6.609999960 2,000,000.0000 22,033.33 11/30/2015 12X4225 1225303 09/30/2044 01995 6.609999960 2,106,000.0000 23,201.10 11/30/2015 12X4225 1225303 09/30/2045 01995 6.609999960 1,330,000.0000 14,652.17 11/30/2015 12X4225 1225303 09/30/2046 01995 6.609999960 2,075,000.0000 22,859.58 11/30/2015 12X4225 1225303 09/30/2047 01995 6.609999960 7,379,000.0000 81,291.98 11/30/2015 12X4225 1225303 09/30/2048 01995 6.609999960 1,905,000.0000 20,986.75 11/30/2015 12X4225 1225303 09/30/2052 01995 6.609999960 3,120,000.0000 34,372.00 11/30/2015 12X4225 1225303 09/30/2053 01995 6.609999960 27,000.0000 297.45 11/30/2015 12X4225 1225303 09/30/2054 01995 6.609999960 231,000.0000 2,544.85 11/30/2015 12X4225 1225303 09/30/2038 01996 6.369999840 11,194,595.0000 118,849.28 11/30/2015 12X4225 1225303 09/30/2040 01996 6.369999840 8,000,000.0000 84,933.33 11/30/2015 12X4225 1225303 09/30/2041 01996 6.369999840 3,000,000.0000 31,850.00 11/30/2015 12X4225 1225303 09/30/2042 01996 6.369999840 2,000,000.0000 21,233.33 11/30/2015 12X4225 1225303 09/30/2043 01996 6.369999840 1,100,000.0000 11,678.33 11/30/2015 12X4225 1225303 09/30/2044 01996 6.369999840 3,525,000.0000 37,423.75 11/30/2015 12X4225 1225303 09/30/2045 01996 6.369999840 2,793,900.0000 29,661.90 11/30/2015 12X4225 1225303 09/30/2046 01996 6.369999840 4,437,000.0000 47,106.15 11/30/2015 12X4225 1225303 09/30/2047 01996 6.369999840 7,451,000.0000 79,104.78 11/30/2015 12X4225 1225303 09/30/2048 01996 6.369999840 1,700,000.0000 18,048.33 11/30/2015 12X4225 1225303 09/30/2050 01996 6.369999840 2,000,000.0000 21,233.33 11/30/2015 12X4225 1225303 09/30/2051 01996 6.369999840 717,000.0000 7,612.15 11/30/2015 12X4225 1225303 09/30/2052 01996 6.369999840 513,000.0000 5,446.35 11/30/2015 12X4225 1225303 09/30/2053 01996 6.369999840 505,000.0000 5,361.42 11/30/2015 12X4225 1225303 09/30/2054 01996 6.369999840 377,000.0000 4,002.48 11/30/2015 12X4225 1225303 09/30/2039 01997 6.009999840 8,838,672.0000 88,534.03 11/30/2015 12X4225 1225303 09/30/2040 01997 6.009999840 8,000,000.0000 80,133.33 11/30/2015 12X4225 1225303 09/30/2041 01997 6.009999840 6,000,000.0000 60,100.00 11/30/2015 12X4225 1225303 09/30/2042 01997 6.009999840 1,000,000.0000 10,016.67 11/30/2015 12X4225 1225303 09/30/2044 01997 6.009999840 1,022,000.0000 10,237.03 11/30/2015 12X4225 1225303 09/30/2045 01997 6.009999840 50,870.0000 509.55 11/30/2015 12X4225 1225303 09/30/2046 01997 6.009999840 970,000.0000 9,716.17 11/30/2015 12X4225 1225303 09/30/2047 01997 6.009999840 4,600,000.0000 46,076.67 11/30/2015 12X4225 1225303 09/30/2048 01997 6.009999840 900,000.0000 9,015.00 11/30/2015 12X4225 1225303 09/30/2051 01997 6.009999840 37,000.0000 370.62 11/30/2015 12X4225 1225303 09/30/2052 01997 6.009999840 4,254,000.0000 42,610.90 11/30/2015 12X4225 1225303 09/30/2053 01997 6.009999840 33,000.0000 330.55 11/30/2015 12X4225 1225303 09/30/2037 01998 5.969999880 275,000.0000 2,736.25 11/30/2015 12X4225 1225303 09/30/2041 01998 5.969999880 20,900,000.0000 207,955.00 11/30/2015 12X4225 1225303 09/30/2042 01998 5.969999880 10,000,000.0000 99,500.00 11/30/2015 12X4225 1225303 09/30/2044 01998 5.969999880 600,000.0000 5,970.00 11/30/2015 12X4225 1225303 09/30/2045 01998 5.969999880 2,157,500.0000 21,467.12 11/30/2015 12X4225 1225303 09/30/2046 01998 5.969999880 3,746,000.0000 37,272.70 11/30/2015 12X4225 1225303 09/30/2047 01998 5.969999880 8,000,000.0000 79,600.00 11/30/2015 12X4225 1225303 09/30/2048 01998 5.969999880 500,000.0000 4,975.00 11/30/2015 12X4225 1225303 09/30/2051 01998 5.969999880 909,000.0000 9,044.55 11/30/2015 12X4225 1225303 09/30/2052 01998 5.969999880 7,519,000.0000 74,814.05 11/30/2015 12X4225 1225303 09/30/2053 01998 5.969999880 997,000.0000 9,920.15 11/30/2015 12X4225 1225303 09/30/2041 01999 5.889999960 17,701,145.0000 173,766.24 11/30/2015 12X4225 1225303 09/30/2042 01999 5.889999960 16,000,000.0000 157,066.67 11/30/2015 12X4225 1225303 09/30/2043 01999 5.889999960 8,000,000.0000 78,533.33 11/30/2015 12X4225 1225303 09/30/2044 01999 5.889999960 3,000,000.0000 29,450.00 11/30/2015 12X4225 1225303 09/30/2045 01999 5.889999960 2,000,000.0000 19,633.33 11/30/2015 12X4225 1225303 09/30/2046 01999 5.889999960 715,000.0000 7,018.92 11/30/2015 12X4225 1225303 09/30/2047 01999 5.889999960 7,100,000.0000 69,698.33 11/30/2015 12X4225 1225303 09/30/2048 01999 5.889999960 78,000.0000 765.70 11/30/2015 12X4225 1225303 09/30/2049 01999 5.889999960 863,000.0000 8,471.78 11/30/2015 12X4225 1225303 09/30/2052 01999 5.889999960 3,658,000.0000 35,909.37 11/30/2015 12X4225 1225303 09/30/2053 01999 5.889999960 361,000.0000 3,543.82 11/30/2015 12X4225 1225303 09/30/2042 02000 5.659999920 36,171,548.0000 341,218.27 11/30/2015 12X4225 1225303 09/30/2043 02000 5.659999920 15,600,000.0000 147,160.00 11/30/2015 12X4225 1225303 09/30/2044 02000 5.659999920 4,500,000.0000 42,450.00 11/30/2015 12X4225 1225303 09/30/2045 02000 5.659999920 2,500,000.0000 23,583.33 11/30/2015 12X4225 1225303 09/30/2046 02000 5.659999920 4,046,000.0000 38,167.27 11/30/2015 12X4225 1225303 09/30/2047 02000 5.659999920 7,200,000.0000 67,920.00 11/30/2015 12X4225 1225303 09/30/2048 02000 5.659999920 3,800,000.0000 35,846.67 11/30/2015 12X4225 1225303 09/30/2049 02000 5.659999920 87,000.0000 820.70 11/30/2015 12X4225 1225303 09/30/2051 02000 5.659999920 197,000.0000 1,858.37 11/30/2015 12X4225 1225303 09/30/2052 02000 5.659999920 2,147,000.0000 20,253.37 11/30/2015 12X4225 1225303 09/30/2053 02000 5.659999920 805,000.0000 7,593.83 11/30/2015 12X4225 1225303 09/30/2054 02000 5.659999920 824,000.0000 7,773.07 11/30/2015 12X4225 1225303 09/30/2037 02001 4.869999720 4,129,000.0000 33,513.72 11/30/2015 12X4225 1225303 09/30/2043 02001 4.869999720 21,139,819.0000 171,584.86 11/30/2015 12X4225 1225303 09/30/2044 02001 4.869999720 46,000,000.0000 373,366.67 11/30/2015 12X4225 1225303 09/30/2045 02001 4.869999720 29,140,000.0000 236,519.67 11/30/2015 12X4225 1225303 09/30/2046 02001 4.869999720 13,195,000.0000 107,099.42 11/30/2015 12X4225 1225303 09/30/2047 02001 4.869999720 10,761,000.0000 87,343.45 11/30/2015 12X4225 1225303 09/30/2048 02001 4.869999720 607,000.0000 4,926.82 11/30/2015 12X4225 1225303 09/30/2049 02001 4.869999720 554,000.0000 4,496.63 11/30/2015 12X4225 1225303 09/30/2050 02001 4.869999720 1,811,000.0000 14,699.28 11/30/2015 12X4225 1225303 09/30/2051 02001 4.869999720 3,173,000.0000 25,754.18 11/30/2015 12X4225 1225303 09/30/2052 02001 4.869999720 7,654,000.0000 62,124.97 11/30/2015 12X4225 1225303 09/30/2053 02001 4.869999720 111,000.0000 900.95 11/30/2015 12X4225 1225303 09/30/2054 02001 4.869999720 31,000.0000 251.62 11/30/2015 12X4225 1225303 09/30/2037 02002 4.789999800 5,803,000.0000 46,327.28 11/30/2015 12X4225 1225303 09/30/2044 02002 4.789999800 36,207,743.0000 289,058.48 11/30/2015 12X4225 1225303 09/30/2045 02002 4.789999800 58,500,000.0000 467,025.00 11/30/2015 12X4225 1225303 09/30/2046 02002 4.789999800 55,382,000.0000 442,132.97 11/30/2015 12X4225 1225303 09/30/2047 02002 4.789999800 21,583,000.0000 172,304.28 11/30/2015 12X4225 1225303 09/30/2048 02002 4.789999800 13,785,000.0000 110,050.25 11/30/2015 12X4225 1225303 09/30/2049 02002 4.789999800 4,704,000.0000 37,553.60 11/30/2015 12X4225 1225303 09/30/2050 02002 4.789999800 236,000.0000 1,884.07 11/30/2015 12X4225 1225303 09/30/2051 02002 4.789999800 518,000.0000 4,135.37 11/30/2015 12X4225 1225303 09/30/2052 02002 4.789999800 3,200,000.0000 25,546.67 11/30/2015 12X4225 1225303 09/30/2053 02002 4.789999800 1,759,000.0000 14,042.68 11/30/2015 12X4225 1225303 09/30/2054 02002 4.789999800 1,593,000.0000 12,717.45 11/30/2015 12X4225 1225303 09/30/2037 02003 4.749999840 2,001,000.0000 15,841.25 11/30/2015 12X4225 1225303 09/30/2045 02003 4.749999840 63,247,000.0000 500,705.42 11/30/2015 12X4225 1225303 09/30/2046 02003 4.749999840 40,725,000.0000 322,406.25 11/30/2015 12X4225 1225303 09/30/2047 02003 4.749999840 23,052,000.0000 182,495.00 11/30/2015 12X4225 1225303 09/30/2048 02003 4.749999840 8,111,000.0000 64,212.08 11/30/2015 12X4225 1225303 09/30/2049 02003 4.749999840 303,000.0000 2,398.75 11/30/2015 12X4225 1225303 09/30/2050 02003 4.749999840 147,000.0000 1,163.75 11/30/2015 12X4225 1225303 09/30/2051 02003 4.749999840 2,262,000.0000 17,907.50 11/30/2015 12X4225 1225303 09/30/2052 02003 4.749999840 2,396,000.0000 18,968.33 11/30/2015 12X4225 1225303 09/30/2053 02003 4.749999840 1,028,000.0000 8,138.33 11/30/2015 12X4225 1225303 09/30/2054 02003 4.749999840 161,000.0000 1,274.58 11/30/2015 12X4225 1225303 09/30/2055 02003 4.749999840 1,468,000.0000 11,621.67 11/30/2015 12X4225 1225303 09/30/2037 02004 4.629999960 20,508,000.0000 158,253.40 11/30/2015 12X4225 1225303 09/30/2046 02004 4.629999960 75,275,235.0000 580,873.90 11/30/2015 12X4225 1225303 09/30/2047 02004 4.629999960 69,539,000.0000 536,609.28 11/30/2015 12X4225 1225303 09/30/2048 02004 4.629999960 62,273,000.0000 480,539.98 11/30/2015 12X4225 1225303 09/30/2049 02004 4.629999960 31,332,000.0000 241,778.60 11/30/2015 12X4225 1225303 09/30/2050 02004 4.629999960 6,634,000.0000 51,192.37 11/30/2015 12X4225 1225303 09/30/2051 02004 4.629999960 10,734,000.0000 82,830.70 11/30/2015 12X4225 1225303 09/30/2052 02004 4.629999960 8,174,000.0000 63,076.03 11/30/2015 12X4225 1225303 09/30/2053 02004 4.629999960 959,000.0000 7,400.28 11/30/2015 12X4225 1225303 09/30/2054 02004 4.629999960 1,985,000.0000 15,317.58 11/30/2015 12X4225 1225303 09/30/2037 02005 4.579999920 9,266,000.0000 70,730.47 11/30/2015 12X4225 1225303 09/30/2046 02005 4.579999920 11,907,416.0000 90,893.28 11/30/2015 12X4225 1225303 09/30/2047 02005 4.579999920 152,531,000.0000 1,164,319.97 11/30/2015 12X4225 1225303 09/30/2048 02005 4.579999920 108,826,000.0000 830,705.13 11/30/2015 12X4225 1225303 09/30/2049 02005 4.579999920 80,885,665.0000 617,427.24 11/30/2015 12X4225 1225303 09/30/2050 02005 4.579999920 35,351,000.0000 269,845.97 11/30/2015 12X4225 1225303 09/30/2051 02005 4.579999920 30,352,000.0000 231,686.93 11/30/2015 12X4225 1225303 09/30/2052 02005 4.579999920 27,852,000.0000 212,603.60 11/30/2015 12X4225 1225303 09/30/2053 02005 4.579999920 1,183,000.0000 9,030.23 11/30/2015 12X4225 1225303 09/30/2054 02005 4.579999920 1,881,000.0000 14,358.30 11/30/2015 12X4225 1225303 09/30/2047 02006 4.479999840 45,956,789.0000 343,144.02 11/30/2015 12X4225 1225303 09/30/2048 02006 4.479999840 117,793,000.0000 879,521.07 11/30/2015 12X4225 1225303 09/30/2049 02006 4.479999840 47,745,000.0000 356,496.00 11/30/2015 12X4225 1225303 09/30/2050 02006 4.479999840 13,858,000.0000 103,473.07 11/30/2015 12X4225 1225303 09/30/2051 02006 4.479999840 7,539,000.0000 56,291.20 11/30/2015 12X4225 1225303 09/30/2052 02006 4.479999840 5,793,000.0000 43,254.40 11/30/2015 12X4225 1225303 09/30/2053 02006 4.479999840 2,410,000.0000 17,994.67 11/30/2015 12X4225 1225303 09/30/2054 02006 4.479999840 1,761,000.0000 13,148.80 11/30/2015 12X4225 1225303 09/30/2055 02006 4.479999840 29,000.0000 216.53 11/30/2015 12X4225 1225303 09/30/2056 02006 4.479999840 30,000.0000 224.00 11/30/2015 12X4225 1225303 09/30/2048 02007 4.149999720 67,547,368.0000 467,202.63 11/30/2015 12X4225 1225303 09/30/2049 02007 4.149999720 90,623,000.0000 626,809.08 11/30/2015 12X4225 1225303 09/30/2050 02007 4.149999720 58,123,000.0000 402,017.42 11/30/2015 12X4225 1225303 09/30/2051 02007 4.149999720 14,075,000.0000 97,352.08 11/30/2015 12X4225 1225303 09/30/2052 02007 4.149999720 11,259,000.0000 77,874.75 11/30/2015 12X4225 1225303 09/30/2053 02007 4.149999720 2,404,000.0000 16,627.67 11/30/2015 12X4225 1225303 09/30/2054 02007 4.149999720 76,000.0000 525.67 11/30/2015 12X4225 1225303 09/30/2055 02007 4.149999720 229,000.0000 1,583.92 11/30/2015 12X4225 1225303 09/30/2049 02008 3.699999720 51,710,064.0000 318,878.73 11/30/2015 12X4225 1225303 09/30/2050 02008 3.699999720 68,556,000.0000 422,762.00 11/30/2015 12X4225 1225303 09/30/2051 02008 3.699999720 82,135,000.0000 506,499.17 11/30/2015 12X4225 1225303 09/30/2052 02008 3.699999720 33,672,000.0000 207,644.00 11/30/2015 12X4225 1225303 09/30/2053 02008 3.699999720 18,876,000.0000 116,402.00 11/30/2015 12X4225 1225303 09/30/2054 02008 3.699999720 1,369,000.0000 8,442.17 11/30/2015 12X4225 1225303 09/30/2055 02008 3.699999720 826,000.0000 5,093.67 11/30/2015 12X4225 1225303 09/30/2050 02009 3.409999920 118,781,000.0000 675,072.02 11/30/2015 12X4225 1225303 09/30/2051 02009 3.409999920 135,024,000.0000 767,386.40 11/30/2015 12X4225 1225303 09/30/2052 02009 3.409999920 96,494,000.0000 548,407.57 11/30/2015 12X4225 1225303 09/30/2053 02009 3.409999920 12,670,000.0000 72,007.83 11/30/2015 12X4225 1225303 09/30/2054 02009 3.409999920 34,950,000.0000 198,632.50 11/30/2015 12X4225 1225303 09/30/2055 02009 3.409999920 693,000.0000 3,938.55 11/30/2015 12X4225 1225303 09/30/2051 02010 2.949999840 323,983,603.0000 1,592,919.38 11/30/2015 12X4225 1225303 09/30/2052 02010 2.949999840 470,478,000.0000 2,313,183.50 11/30/2015 12X4225 1225303 09/30/2053 02010 2.949999840 533,520,000.0000 2,623,140.00 11/30/2015 12X4225 1225303 09/30/2054 02010 2.949999840 135,356,000.0000 665,500.33 11/30/2015 12X4225 1225303 09/30/2055 02010 2.949999840 71,746,000.0000 352,751.17 11/30/2015 12X4225 1225303 09/30/2056 02010 2.949999840 958,000.0000 4,710.17 11/30/2015 12X4225 1225303 09/30/2052 02011 4.419999720 57,607,962.0000 424,378.65 11/30/2015 12X4225 1225303 09/30/2053 02011 4.419999720 117,740,000.0000 867,351.33 11/30/2015 12X4225 1225303 09/30/2054 02011 4.419999720 81,694,000.0000 601,812.47 11/30/2015 12X4225 1225303 09/30/2055 02011 4.419999720 5,049,000.0000 37,194.30 11/30/2015 12X4225 1225303 09/30/2056 02011 4.419999720 330,000.0000 2,431.00 11/30/2015 12X4225 1225303 09/30/2052 02012 3.819999960 34,477,000.0000 219,503.57 11/30/2015 12X4225 1225303 09/30/2053 02012 3.819999960 193,521,000.0000 1,232,083.70 11/30/2015 12X4225 1225303 09/30/2054 02012 3.819999960 212,433,000.0000 1,352,490.10 11/30/2015 12X4225 1225303 09/30/2055 02012 3.819999960 366,149,000.0000 2,331,148.63 11/30/2015 12X4225 1225303 09/30/2056 02012 3.819999960 13,453,000.0000 85,650.77 11/30/2015 12X4225 1225303 09/30/2053 02013 3.739999680 66,545,000.0000 414,797.17 11/30/2015 12X4225 1225303 09/30/2054 02013 3.739999680 164,984,000.0000 1,028,400.27 11/30/2015 12X4225 1225303 09/30/2055 02013 3.739999680 323,530,000.0000 2,016,670.33 11/30/2015 12X4225 1225303 09/30/2056 02013 3.739999680 79,055,000.0000 492,776.12 11/30/2015 12X4225 1225303 09/30/2054 02014 2.639999880 59,064,000.0000 259,881.60 11/30/2015 12X4225 1225303 09/30/2055 02014 2.639999880 396,204,000.0000 1,743,297.60 11/30/2015 12X4225 1225303 09/30/2056 02014 2.639999880 17,969,000.0000 79,063.60 11/30/2015 12X4225 1225303 09/30/2055 02015 3.569999760 40,960,000.0000 243,712.00 11/30/2015 12X4225 1225303 09/30/2056 02015 3.569999760 57,826,000.0000 344,064.68 11/30/2015 ------------------------ ---------------------- 6,555,235,494.0000 41,917,001.70 ======================== ====================== 6,555,235,494.0000 41,917,001.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00