Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 5,723,264.0000 129,536.53 01/31/2015 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 64,731.33 01/31/2015 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 1,969.10 01/31/2015 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 1,561.70 01/31/2015 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 1,380.63 01/31/2015 12X4219 1219307 09/30/2044 01992 6.789999600 126,000.0000 2,851.80 01/31/2015 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 107,530.92 01/31/2015 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 27,400.00 01/31/2015 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 4,566.67 01/31/2015 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,055.00 01/31/2015 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 28,085.00 01/31/2015 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 639.33 01/31/2015 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 4,384.00 01/31/2015 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 6,096.50 01/31/2015 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 936.17 01/31/2015 12X4219 1219307 09/30/2026 01994 6.890000400 4,992,003.0000 114,649.68 01/31/2015 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 114,833.34 01/31/2015 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 64,306.67 01/31/2015 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 90,304.94 01/31/2015 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,756.00 01/31/2015 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 101,512.67 01/31/2015 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 22,966.67 01/31/2015 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 7,946.47 01/31/2015 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 18,028.83 01/31/2015 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 1,883.27 01/31/2015 12X4219 1219307 09/30/2044 01994 6.890000400 236,000.0000 5,420.13 01/31/2015 12X4219 1219307 09/30/2027 01995 6.419998800 6,773,060.0000 144,943.46 01/31/2015 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 128,399.98 01/31/2015 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2015 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2015 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 21,400.00 01/31/2015 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,354.00 01/31/2015 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,996.00 01/31/2015 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 101,649.98 01/31/2015 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 64,007.39 01/31/2015 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,583.60 01/31/2015 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 4,258.60 01/31/2015 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 11,042.40 01/31/2015 12X4219 1219307 09/30/2027 01996 6.159999600 3,064,783.0000 62,930.21 01/31/2015 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 41,066.66 01/31/2015 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 20,533.33 01/31/2015 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 20,533.33 01/31/2015 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 20,533.33 01/31/2015 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 6,160.00 01/31/2015 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 6,118.93 01/31/2015 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 22,217.07 01/31/2015 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 18,521.07 01/31/2015 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 11,806.67 01/31/2015 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 4,702.13 01/31/2015 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 657.07 01/31/2015 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 2,176.53 01/31/2015 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 5,277.07 01/31/2015 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 68,913.51 01/31/2015 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 60,400.01 01/31/2015 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2015 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2015 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 6,241.33 01/31/2015 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 7,248.00 01/31/2015 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 8,415.73 01/31/2015 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 32,736.80 01/31/2015 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 4,248.13 01/31/2015 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 6,684.27 01/31/2015 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 6,342.00 01/31/2015 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 4,489.73 01/31/2015 12X4219 1219307 09/30/2044 01997 6.040000800 96,000.0000 1,932.80 01/31/2015 12X4219 1219307 09/30/2030 01998 5.900000400 1,135,661.0000 22,334.67 01/31/2015 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 59,000.00 01/31/2015 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 39,333.34 01/31/2015 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 29,500.00 01/31/2015 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 15,733.33 01/31/2015 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 3,304.00 01/31/2015 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 33,669.34 01/31/2015 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 4,090.67 01/31/2015 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 4,916.67 01/31/2015 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 2,104.33 01/31/2015 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 157.33 01/31/2015 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 2,655.00 01/31/2015 12X4219 1219307 09/30/2044 01998 5.900000400 140,000.0000 2,753.33 01/31/2015 12X4219 1219307 09/30/2031 01999 5.910001200 3,028,465.0000 59,660.77 01/31/2015 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 59,100.01 01/31/2015 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 19,700.00 01/31/2015 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 25,216.01 01/31/2015 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 16,114.60 01/31/2015 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 7,978.50 01/31/2015 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 32,583.81 01/31/2015 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 2,817.10 01/31/2015 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 591.00 01/31/2015 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 6,244.90 01/31/2015 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 4,255.20 01/31/2015 12X4219 1219307 09/30/2044 01999 5.910001200 5,000.0000 98.50 01/31/2015 12X4219 1219307 09/30/2031 02000 5.699998800 1,140,398.0000 21,667.56 01/31/2015 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 94,999.98 01/31/2015 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 56,999.99 01/31/2015 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 31,539.99 01/31/2015 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 24,699.99 01/31/2015 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 3,268.00 01/31/2015 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 41,913.99 01/31/2015 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 3,515.00 01/31/2015 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 2,660.00 01/31/2015 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 3,002.00 01/31/2015 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 6,916.00 01/31/2015 12X4219 1219307 09/30/2033 02001 4.979998800 715,992.0000 11,885.46 01/31/2015 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 74,699.98 01/31/2015 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 33,199.99 01/31/2015 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 30,743.19 01/31/2015 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 40,902.39 01/31/2015 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 21,463.79 01/31/2015 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 21,015.59 01/31/2015 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 2,988.00 01/31/2015 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 2,423.60 01/31/2015 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 5,411.60 01/31/2015 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 4,946.80 01/31/2015 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 84,259.71 01/31/2015 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 34,231.16 01/31/2015 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 37,726.43 01/31/2015 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 32,868.33 01/31/2015 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 23,023.86 01/31/2015 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 12,954.93 01/31/2015 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 4,248.83 01/31/2015 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 929.93 01/31/2015 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 2,918.07 01/31/2015 12X4219 1219307 09/30/2034 02003 4.799998800 2,538,109.0000 40,609.73 01/31/2015 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 80,559.98 01/31/2015 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 65,135.98 01/31/2015 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 65,519.98 01/31/2015 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 23,887.99 01/31/2015 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 18,864.00 01/31/2015 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 9,072.00 01/31/2015 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 5,744.00 01/31/2015 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 1,728.00 01/31/2015 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 2,496.00 01/31/2015 12X4219 1219307 09/30/2044 02003 4.799998800 3,000.0000 48.00 01/31/2015 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 44,499.83 01/31/2015 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 71,494.80 01/31/2015 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 64,615.20 01/31/2015 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 18,751.20 01/31/2015 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 15,116.40 01/31/2015 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 9,048.00 01/31/2015 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 7,425.60 01/31/2015 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 5,694.00 01/31/2015 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 4,227.60 01/31/2015 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 2,386.80 01/31/2015 12X4219 1219307 09/30/2045 02004 4.680000000 18,000.0000 280.80 01/31/2015 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 54,531.63 01/31/2015 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 86,408.40 01/31/2015 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 36,504.00 01/31/2015 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 29,796.00 01/31/2015 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 19,406.40 01/31/2015 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 16,052.40 01/31/2015 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 3,120.00 01/31/2015 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 5,990.40 01/31/2015 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 46.80 01/31/2015 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 24,841.09 01/31/2015 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 53,705.17 01/31/2015 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 83,841.34 01/31/2015 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 54,827.50 01/31/2015 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 20,808.67 01/31/2015 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 11,739.00 01/31/2015 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 10,677.33 01/31/2015 12X4219 1219307 09/30/2044 02006 4.550000400 408,000.0000 6,188.00 01/31/2015 12X4219 1219307 09/30/2038 02007 4.089999600 4,552,441.0000 62,064.94 01/31/2015 12X4219 1219307 09/30/2039 02007 4.089999600 4,136,000.0000 56,387.46 01/31/2015 12X4219 1219307 09/30/2040 02007 4.089999600 4,483,000.0000 61,118.23 01/31/2015 12X4219 1219307 09/30/2041 02007 4.089999600 2,193,000.0000 29,897.90 01/31/2015 12X4219 1219307 09/30/2042 02007 4.089999600 1,129,000.0000 15,392.03 01/31/2015 12X4219 1219307 09/30/2043 02007 4.089999600 859,000.0000 11,711.03 01/31/2015 12X4219 1219307 09/30/2044 02007 4.089999600 1,181,000.0000 16,100.97 01/31/2015 12X4219 1219307 09/30/2045 02007 4.089999600 9,000.0000 122.70 01/31/2015 12X4219 1219307 09/30/2039 02008 3.679999200 5,463,938.0000 67,024.29 01/31/2015 12X4219 1219307 09/30/2040 02008 3.679999200 5,423,000.0000 66,522.12 01/31/2015 12X4219 1219307 09/30/2041 02008 3.679999200 4,351,000.0000 53,372.26 01/31/2015 12X4219 1219307 09/30/2042 02008 3.679999200 1,987,000.0000 24,373.86 01/31/2015 12X4219 1219307 09/30/2043 02008 3.679999200 975,000.0000 11,960.00 01/31/2015 12X4219 1219307 09/30/2044 02008 3.679999200 1,777,000.0000 21,797.86 01/31/2015 12X4219 1219307 09/30/2045 02008 3.679999200 243,000.0000 2,980.80 01/31/2015 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 86,424.18 01/31/2015 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 61,360.78 01/31/2015 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 40,448.39 01/31/2015 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 35,283.19 01/31/2015 12X4219 1219307 09/30/2044 02009 4.439998800 545,000.0000 8,066.00 01/31/2015 12X4219 1219307 09/30/2045 02009 4.439998800 147,000.0000 2,175.60 01/31/2015 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 65,952.11 01/31/2015 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 48,880.01 01/31/2015 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 40,950.01 01/31/2015 12X4219 1219307 09/30/2044 02010 3.250000800 2,182,000.0000 23,638.34 01/31/2015 12X4219 1219307 09/30/2045 02010 3.250000800 864,000.0000 9,360.00 01/31/2015 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 1,098.97 01/31/2015 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 37,330.15 01/31/2015 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 38,422.88 01/31/2015 12X4219 1219307 09/30/2044 02011 4.430001600 1,097,000.0000 16,199.04 01/31/2015 12X4219 1219307 09/30/2045 02011 4.430001600 443,000.0000 6,541.64 01/31/2015 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 570.53 01/31/2015 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 32,598.21 01/31/2015 12X4219 1219307 09/30/2044 02012 3.890001600 3,666,000.0000 47,535.82 01/31/2015 12X4219 1219307 09/30/2045 02012 3.890001600 432,000.0000 5,601.60 01/31/2015 12X4219 1219307 09/30/2043 02013 3.780000000 25,000.0000 315.00 01/31/2015 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 48,220.20 01/31/2015 12X4219 1219307 09/30/2045 02013 3.780000000 1,399,000.0000 17,627.40 01/31/2015 12X4219 1219307 09/30/2044 02014 3.780000000 818,000.0000 10,306.80 01/31/2015 12X4219 1219307 09/30/2045 02014 3.780000000 826,000.0000 10,407.60 01/31/2015 ------------------------ ---------------------- 320,496,462.0000 5,487,488.60 ======================== ====================== 320,496,462.0000 5,487,488.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00