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 71,702.56 11/30/2014 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 6,086.17 11/30/2014 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 19,854.68 11/30/2014 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 8,038.33 11/30/2014 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 27,560.00 11/30/2014 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 6,028.75 11/30/2014 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 6,660.33 11/30/2014 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 68.90 11/30/2014 12X4225 1225303 09/30/2054 01992 6.890000400 5,000.0000 57.42 11/30/2014 12X4225 1225303 09/30/2036 01993 6.969999600 403,600.0000 4,688.49 11/30/2014 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 46,466.66 11/30/2014 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 13,940.00 11/30/2014 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 12,033.70 11/30/2014 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 731.85 11/30/2014 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 42,633.16 11/30/2014 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 11,849.00 11/30/2014 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 3,612.78 11/30/2014 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 5,006.78 11/30/2014 12X4225 1225303 09/30/2036 01994 6.969999600 14,782,646.0000 171,725.06 11/30/2014 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 29,041.67 11/30/2014 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 685.38 11/30/2014 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 32,236.25 11/30/2014 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 58,083.33 11/30/2014 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 13,940.00 11/30/2014 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 7,260.42 11/30/2014 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 67,457.98 11/30/2014 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 255.57 11/30/2014 12X4225 1225303 09/30/2054 01994 6.969999600 176,000.0000 2,044.53 11/30/2014 12X4225 1225303 09/30/2037 01995 6.609999600 4,183,055.0000 46,083.32 11/30/2014 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 181,774.99 11/30/2014 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 11,016.67 11/30/2014 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2014 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2014 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 23,201.10 11/30/2014 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 14,652.17 11/30/2014 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 22,859.58 11/30/2014 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 81,291.98 11/30/2014 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 20,986.75 11/30/2014 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 34,372.00 11/30/2014 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 297.45 11/30/2014 12X4225 1225303 09/30/2054 01995 6.609999600 231,000.0000 2,544.85 11/30/2014 12X4225 1225303 09/30/2038 01996 6.369998400 14,894,595.0000 158,130.91 11/30/2014 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 84,933.31 11/30/2014 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 31,849.99 11/30/2014 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 21,233.33 11/30/2014 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 11,678.33 11/30/2014 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 37,423.74 11/30/2014 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 29,661.90 11/30/2014 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 47,106.14 11/30/2014 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 79,104.76 11/30/2014 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 18,048.33 11/30/2014 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 21,233.33 11/30/2014 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 7,612.15 11/30/2014 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 5,446.35 11/30/2014 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 5,361.42 11/30/2014 12X4225 1225303 09/30/2054 01996 6.369998400 377,000.0000 4,002.48 11/30/2014 12X4225 1225303 09/30/2039 01997 6.009998400 12,238,672.0000 122,590.67 11/30/2014 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 80,133.31 11/30/2014 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 60,099.98 11/30/2014 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 10,016.66 11/30/2014 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 10,237.03 11/30/2014 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 509.55 11/30/2014 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 9,716.16 11/30/2014 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 46,076.65 11/30/2014 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 9,015.00 11/30/2014 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 370.62 11/30/2014 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 42,610.89 11/30/2014 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 330.55 11/30/2014 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 2,736.25 11/30/2014 12X4225 1225303 09/30/2040 01998 5.969998800 5,625,653.0000 55,975.24 11/30/2014 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 248,749.95 11/30/2014 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 99,499.98 11/30/2014 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 5,970.00 11/30/2014 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 21,467.12 11/30/2014 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 37,272.69 11/30/2014 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 79,599.98 11/30/2014 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 4,975.00 11/30/2014 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 9,044.55 11/30/2014 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 74,814.03 11/30/2014 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 9,920.15 11/30/2014 12X4225 1225303 09/30/2041 01999 5.889999600 23,901,145.0000 234,629.56 11/30/2014 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 157,066.66 11/30/2014 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 78,533.33 11/30/2014 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 29,450.00 11/30/2014 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 19,633.33 11/30/2014 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 7,018.92 11/30/2014 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 69,698.33 11/30/2014 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 765.70 11/30/2014 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 8,471.78 11/30/2014 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 35,909.36 11/30/2014 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 3,543.82 11/30/2014 12X4225 1225303 09/30/2042 02000 5.659999200 42,771,548.0000 403,478.21 11/30/2014 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 147,159.98 11/30/2014 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 42,449.99 11/30/2014 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 23,583.33 11/30/2014 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 38,167.26 11/30/2014 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 67,919.99 11/30/2014 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 35,846.66 11/30/2014 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 820.70 11/30/2014 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 1,858.37 11/30/2014 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 20,253.36 11/30/2014 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 7,593.83 11/30/2014 12X4225 1225303 09/30/2054 02000 5.659999200 824,000.0000 7,773.07 11/30/2014 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 33,513.72 11/30/2014 12X4225 1225303 09/30/2043 02001 4.870000800 37,739,819.0000 306,321.58 11/30/2014 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 373,366.73 11/30/2014 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 236,519.71 11/30/2014 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 107,099.43 11/30/2014 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 87,343.46 11/30/2014 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 4,926.82 11/30/2014 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 4,496.63 11/30/2014 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 14,699.29 11/30/2014 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 25,754.19 11/30/2014 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 62,124.98 11/30/2014 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 900.95 11/30/2014 12X4225 1225303 09/30/2054 02001 4.870000800 31,000.0000 251.62 11/30/2014 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 46,327.30 11/30/2014 12X4225 1225303 09/30/2044 02002 4.790001600 47,907,743.0000 382,463.61 11/30/2014 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 467,025.16 11/30/2014 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 442,133.11 11/30/2014 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 172,304.34 11/30/2014 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 110,050.29 11/30/2014 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 37,553.61 11/30/2014 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 1,884.07 11/30/2014 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 4,135.37 11/30/2014 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 25,546.68 11/30/2014 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 14,042.69 11/30/2014 12X4225 1225303 09/30/2054 02002 4.790001600 1,593,000.0000 12,717.45 11/30/2014 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 15,841.24 11/30/2014 12X4225 1225303 09/30/2044 02003 4.749998400 410,209.0000 3,247.49 11/30/2014 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 567,205.23 11/30/2014 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 322,406.14 11/30/2014 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 182,494.94 11/30/2014 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 64,212.06 11/30/2014 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 2,398.75 11/30/2014 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 1,163.75 11/30/2014 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 17,907.49 11/30/2014 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 18,968.33 11/30/2014 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 8,138.33 11/30/2014 12X4225 1225303 09/30/2054 02003 4.749998400 161,000.0000 1,274.58 11/30/2014 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 158,253.39 11/30/2014 12X4225 1225303 09/30/2046 02004 4.629999600 91,075,235.0000 702,797.17 11/30/2014 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 536,609.24 11/30/2014 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 480,539.94 11/30/2014 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 241,778.58 11/30/2014 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 51,192.36 11/30/2014 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 82,830.69 11/30/2014 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 63,076.03 11/30/2014 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 7,400.28 11/30/2014 12X4225 1225303 09/30/2054 02004 4.629999600 1,985,000.0000 15,317.58 11/30/2014 12X4225 1225303 09/30/2037 02005 4.579999200 9,266,000.0000 70,730.45 11/30/2014 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 282,489.89 11/30/2014 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 1,164,319.76 11/30/2014 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 830,704.99 11/30/2014 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 617,427.13 11/30/2014 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 269,845.92 11/30/2014 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 231,686.89 11/30/2014 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 212,603.56 11/30/2014 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 9,030.23 11/30/2014 12X4225 1225303 09/30/2054 02005 4.579999200 1,881,000.0000 14,358.30 11/30/2014 12X4225 1225303 09/30/2047 02006 4.479998400 63,956,789.0000 477,543.85 11/30/2014 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 879,520.75 11/30/2014 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 356,495.87 11/30/2014 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 103,473.03 11/30/2014 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 56,291.18 11/30/2014 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 43,254.38 11/30/2014 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 17,994.66 11/30/2014 12X4225 1225303 09/30/2054 02006 4.479998400 1,761,000.0000 13,148.80 11/30/2014 12X4225 1225303 09/30/2055 02006 4.479998400 19,000.0000 141.87 11/30/2014 12X4225 1225303 09/30/2048 02007 4.150000800 80,247,368.0000 555,044.40 11/30/2014 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 626,809.20 11/30/2014 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 402,017.49 11/30/2014 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 97,352.10 11/30/2014 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 77,874.77 11/30/2014 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 16,627.67 11/30/2014 12X4225 1225303 09/30/2054 02007 4.150000800 76,000.0000 525.67 11/30/2014 12X4225 1225303 09/30/2049 02008 3.700000800 62,910,064.0000 387,945.48 11/30/2014 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 422,762.09 11/30/2014 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 506,499.28 11/30/2014 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 207,644.04 11/30/2014 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 116,402.03 11/30/2014 12X4225 1225303 09/30/2054 02008 3.700000800 1,369,000.0000 8,442.17 11/30/2014 12X4225 1225303 09/30/2055 02008 3.700000800 14,000.0000 86.33 11/30/2014 12X4225 1225303 09/30/2049 02009 3.409999200 4,999,535.0000 28,414.02 11/30/2014 12X4225 1225303 09/30/2050 02009 3.409999200 147,181,000.0000 836,478.49 11/30/2014 12X4225 1225303 09/30/2051 02009 3.409999200 135,024,000.0000 767,386.22 11/30/2014 12X4225 1225303 09/30/2052 02009 3.409999200 96,494,000.0000 548,407.44 11/30/2014 12X4225 1225303 09/30/2053 02009 3.409999200 12,670,000.0000 72,007.82 11/30/2014 12X4225 1225303 09/30/2054 02009 3.409999200 34,950,000.0000 198,632.45 11/30/2014 12X4225 1225303 09/30/2055 02009 3.409999200 9,000.0000 51.15 11/30/2014 12X4225 1225303 09/30/2051 02010 2.949998400 377,083,603.0000 1,853,993.38 11/30/2014 12X4225 1225303 09/30/2052 02010 2.949998400 470,478,000.0000 2,313,182.25 11/30/2014 12X4225 1225303 09/30/2053 02010 2.949998400 533,520,000.0000 2,623,138.58 11/30/2014 12X4225 1225303 09/30/2054 02010 2.949998400 135,356,000.0000 665,499.97 11/30/2014 12X4225 1225303 09/30/2055 02010 2.949998400 27,512,000.0000 135,267.26 11/30/2014 12X4225 1225303 09/30/2052 02011 4.420000800 92,707,962.0000 682,948.78 11/30/2014 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 867,351.49 11/30/2014 12X4225 1225303 09/30/2054 02011 4.420000800 81,694,000.0000 601,812.58 11/30/2014 12X4225 1225303 09/30/2055 02011 4.420000800 3,312,000.0000 24,398.40 11/30/2014 12X4225 1225303 09/30/2052 02012 3.819999600 52,877,000.0000 336,650.20 11/30/2014 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 1,232,083.57 11/30/2014 12X4225 1225303 09/30/2054 02012 3.819999600 212,433,000.0000 1,352,489.96 11/30/2014 12X4225 1225303 09/30/2055 02012 3.819999600 86,570,000.0000 551,162.28 11/30/2014 12X4225 1225303 09/30/2053 02013 3.740000400 67,145,000.0000 418,537.21 11/30/2014 12X4225 1225303 09/30/2054 02013 3.740000400 164,984,000.0000 1,028,400.38 11/30/2014 12X4225 1225303 09/30/2055 02013 3.740000400 22,790,000.0000 142,057.68 11/30/2014 12X4225 1225303 09/30/2054 02014 2.639998800 73,164,000.0000 321,921.45 11/30/2014 12X4225 1225303 09/30/2055 02014 2.639998800 76,106,000.0000 334,866.25 11/30/2014 12X4225 1225303 09/30/2055 02015 2.639998800 8,000.0000 35.20 11/30/2014 ------------------------ ---------------------- 5,725,269,546.0000 37,731,906.36 ======================== ====================== 5,725,269,546.0000 37,731,906.36 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00