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 215,107.67 03/31/2015 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 18,258.50 03/31/2015 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 59,564.05 03/31/2015 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 24,115.00 03/31/2015 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 82,680.00 03/31/2015 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 18,086.25 03/31/2015 12X4225 1225303 09/30/2052 01992 6.890000400 580,000.0000 19,981.00 03/31/2015 12X4225 1225303 09/30/2053 01992 6.890000400 6,000.0000 206.70 03/31/2015 12X4225 1225303 09/30/2054 01992 6.890000400 5,000.0000 172.25 03/31/2015 12X4225 1225303 09/30/2036 01993 6.969999600 403,600.0000 14,065.46 03/31/2015 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 139,399.99 03/31/2015 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 41,820.00 03/31/2015 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 36,101.11 03/31/2015 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,195.55 03/31/2015 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 127,899.49 03/31/2015 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 35,547.00 03/31/2015 12X4225 1225303 09/30/2052 01993 6.969999600 311,000.0000 10,838.35 03/31/2015 12X4225 1225303 09/30/2053 01993 6.969999600 431,000.0000 15,020.35 03/31/2015 12X4225 1225303 09/30/2036 01994 6.969999600 14,782,646.0000 515,175.18 03/31/2015 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 87,125.00 03/31/2015 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,056.15 03/31/2015 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 96,708.74 03/31/2015 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 174,249.99 03/31/2015 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 41,820.00 03/31/2015 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 21,781.25 03/31/2015 12X4225 1225303 09/30/2052 01994 6.969999600 5,807,000.0000 202,373.94 03/31/2015 12X4225 1225303 09/30/2053 01994 6.969999600 22,000.0000 766.70 03/31/2015 12X4225 1225303 09/30/2054 01994 6.969999600 176,000.0000 6,133.60 03/31/2015 12X4225 1225303 09/30/2037 01995 6.609999600 4,183,055.0000 138,249.96 03/31/2015 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 545,324.97 03/31/2015 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 33,050.00 03/31/2015 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2015 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2015 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 69,603.30 03/31/2015 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 43,956.50 03/31/2015 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 68,578.75 03/31/2015 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 243,875.94 03/31/2015 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 62,960.25 03/31/2015 12X4225 1225303 09/30/2052 01995 6.609999600 3,120,000.0000 103,115.99 03/31/2015 12X4225 1225303 09/30/2053 01995 6.609999600 27,000.0000 892.35 03/31/2015 12X4225 1225303 09/30/2054 01995 6.609999600 231,000.0000 7,634.55 03/31/2015 12X4225 1225303 09/30/2038 01996 6.369998400 14,894,595.0000 474,392.73 03/31/2015 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 254,799.94 03/31/2015 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 95,549.98 03/31/2015 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2015 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 35,034.99 03/31/2015 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 112,271.22 03/31/2015 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 88,985.69 03/31/2015 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 141,318.41 03/31/2015 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 237,314.29 03/31/2015 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 54,144.99 03/31/2015 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2015 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 22,836.44 03/31/2015 12X4225 1225303 09/30/2052 01996 6.369998400 513,000.0000 16,339.05 03/31/2015 12X4225 1225303 09/30/2053 01996 6.369998400 505,000.0000 16,084.25 03/31/2015 12X4225 1225303 09/30/2054 01996 6.369998400 377,000.0000 12,007.45 03/31/2015 12X4225 1225303 09/30/2039 01997 6.009998400 12,238,672.0000 367,772.00 03/31/2015 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 240,399.94 03/31/2015 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 180,299.95 03/31/2015 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 30,049.99 03/31/2015 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 30,711.09 03/31/2015 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,528.64 03/31/2015 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 29,148.49 03/31/2015 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 138,229.96 03/31/2015 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 27,044.99 03/31/2015 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 1,111.85 03/31/2015 12X4225 1225303 09/30/2052 01997 6.009998400 4,254,000.0000 127,832.67 03/31/2015 12X4225 1225303 09/30/2053 01997 6.009998400 33,000.0000 991.65 03/31/2015 12X4225 1225303 09/30/2037 01998 5.969998800 275,000.0000 8,208.75 03/31/2015 12X4225 1225303 09/30/2040 01998 5.969998800 5,625,653.0000 167,925.71 03/31/2015 12X4225 1225303 09/30/2041 01998 5.969998800 25,000,000.0000 746,249.85 03/31/2015 12X4225 1225303 09/30/2042 01998 5.969998800 10,000,000.0000 298,499.94 03/31/2015 12X4225 1225303 09/30/2044 01998 5.969998800 600,000.0000 17,910.00 03/31/2015 12X4225 1225303 09/30/2045 01998 5.969998800 2,157,500.0000 64,401.36 03/31/2015 12X4225 1225303 09/30/2046 01998 5.969998800 3,746,000.0000 111,818.08 03/31/2015 12X4225 1225303 09/30/2047 01998 5.969998800 8,000,000.0000 238,799.95 03/31/2015 12X4225 1225303 09/30/2048 01998 5.969998800 500,000.0000 14,925.00 03/31/2015 12X4225 1225303 09/30/2051 01998 5.969998800 909,000.0000 27,133.64 03/31/2015 12X4225 1225303 09/30/2052 01998 5.969998800 7,519,000.0000 224,442.10 03/31/2015 12X4225 1225303 09/30/2053 01998 5.969998800 997,000.0000 29,760.44 03/31/2015 12X4225 1225303 09/30/2041 01999 5.889999600 23,901,145.0000 703,888.67 03/31/2015 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 471,199.97 03/31/2015 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 235,599.98 03/31/2015 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 88,349.99 03/31/2015 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 58,900.00 03/31/2015 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 21,056.75 03/31/2015 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 209,094.99 03/31/2015 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 2,297.10 03/31/2015 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 25,415.35 03/31/2015 12X4225 1225303 09/30/2052 01999 5.889999600 3,658,000.0000 107,728.09 03/31/2015 12X4225 1225303 09/30/2053 01999 5.889999600 361,000.0000 10,631.45 03/31/2015 12X4225 1225303 09/30/2042 02000 5.659999200 42,771,548.0000 1,210,434.64 03/31/2015 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 441,479.94 03/31/2015 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 127,349.98 03/31/2015 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 70,749.99 03/31/2015 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 114,501.78 03/31/2015 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 203,759.97 03/31/2015 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 107,539.98 03/31/2015 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 2,462.10 03/31/2015 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 5,575.10 03/31/2015 12X4225 1225303 09/30/2052 02000 5.659999200 2,147,000.0000 60,760.09 03/31/2015 12X4225 1225303 09/30/2053 02000 5.659999200 805,000.0000 22,781.50 03/31/2015 12X4225 1225303 09/30/2054 02000 5.659999200 824,000.0000 23,319.20 03/31/2015 12X4225 1225303 09/30/2037 02001 4.870000800 4,129,000.0000 100,541.17 03/31/2015 12X4225 1225303 09/30/2043 02001 4.870000800 37,739,819.0000 918,964.74 03/31/2015 12X4225 1225303 09/30/2044 02001 4.870000800 46,000,000.0000 1,120,100.18 03/31/2015 12X4225 1225303 09/30/2045 02001 4.870000800 29,140,000.0000 709,559.12 03/31/2015 12X4225 1225303 09/30/2046 02001 4.870000800 13,195,000.0000 321,298.30 03/31/2015 12X4225 1225303 09/30/2047 02001 4.870000800 10,761,000.0000 262,030.39 03/31/2015 12X4225 1225303 09/30/2048 02001 4.870000800 607,000.0000 14,780.45 03/31/2015 12X4225 1225303 09/30/2049 02001 4.870000800 554,000.0000 13,489.90 03/31/2015 12X4225 1225303 09/30/2050 02001 4.870000800 1,811,000.0000 44,097.86 03/31/2015 12X4225 1225303 09/30/2051 02001 4.870000800 3,173,000.0000 77,262.56 03/31/2015 12X4225 1225303 09/30/2052 02001 4.870000800 7,654,000.0000 186,374.93 03/31/2015 12X4225 1225303 09/30/2053 02001 4.870000800 111,000.0000 2,702.85 03/31/2015 12X4225 1225303 09/30/2054 02001 4.870000800 31,000.0000 754.85 03/31/2015 12X4225 1225303 09/30/2037 02002 4.790001600 5,803,000.0000 138,981.90 03/31/2015 12X4225 1225303 09/30/2044 02002 4.790001600 47,907,743.0000 1,147,390.83 03/31/2015 12X4225 1225303 09/30/2045 02002 4.790001600 58,500,000.0000 1,401,075.47 03/31/2015 12X4225 1225303 09/30/2046 02002 4.790001600 55,382,000.0000 1,326,399.34 03/31/2015 12X4225 1225303 09/30/2047 02002 4.790001600 21,583,000.0000 516,913.02 03/31/2015 12X4225 1225303 09/30/2048 02002 4.790001600 13,785,000.0000 330,150.86 03/31/2015 12X4225 1225303 09/30/2049 02002 4.790001600 4,704,000.0000 112,660.84 03/31/2015 12X4225 1225303 09/30/2050 02002 4.790001600 236,000.0000 5,652.20 03/31/2015 12X4225 1225303 09/30/2051 02002 4.790001600 518,000.0000 12,406.10 03/31/2015 12X4225 1225303 09/30/2052 02002 4.790001600 3,200,000.0000 76,640.03 03/31/2015 12X4225 1225303 09/30/2053 02002 4.790001600 1,759,000.0000 42,128.06 03/31/2015 12X4225 1225303 09/30/2054 02002 4.790001600 1,593,000.0000 38,152.36 03/31/2015 12X4225 1225303 09/30/2037 02003 4.749998400 2,001,000.0000 47,523.73 03/31/2015 12X4225 1225303 09/30/2044 02003 4.749998400 410,209.0000 9,742.46 03/31/2015 12X4225 1225303 09/30/2045 02003 4.749998400 71,647,000.0000 1,701,615.68 03/31/2015 12X4225 1225303 09/30/2046 02003 4.749998400 40,725,000.0000 967,218.42 03/31/2015 12X4225 1225303 09/30/2047 02003 4.749998400 23,052,000.0000 547,484.82 03/31/2015 12X4225 1225303 09/30/2048 02003 4.749998400 8,111,000.0000 192,636.19 03/31/2015 12X4225 1225303 09/30/2049 02003 4.749998400 303,000.0000 7,196.25 03/31/2015 12X4225 1225303 09/30/2050 02003 4.749998400 147,000.0000 3,491.25 03/31/2015 12X4225 1225303 09/30/2051 02003 4.749998400 2,262,000.0000 53,722.48 03/31/2015 12X4225 1225303 09/30/2052 02003 4.749998400 2,396,000.0000 56,904.98 03/31/2015 12X4225 1225303 09/30/2053 02003 4.749998400 1,028,000.0000 24,414.99 03/31/2015 12X4225 1225303 09/30/2054 02003 4.749998400 161,000.0000 3,823.75 03/31/2015 12X4225 1225303 09/30/2037 02004 4.629999600 20,508,000.0000 474,760.16 03/31/2015 12X4225 1225303 09/30/2046 02004 4.629999600 91,075,235.0000 2,108,391.51 03/31/2015 12X4225 1225303 09/30/2047 02004 4.629999600 69,539,000.0000 1,609,827.71 03/31/2015 12X4225 1225303 09/30/2048 02004 4.629999600 62,273,000.0000 1,441,619.83 03/31/2015 12X4225 1225303 09/30/2049 02004 4.629999600 31,332,000.0000 725,335.74 03/31/2015 12X4225 1225303 09/30/2050 02004 4.629999600 6,634,000.0000 153,577.09 03/31/2015 12X4225 1225303 09/30/2051 02004 4.629999600 10,734,000.0000 248,492.08 03/31/2015 12X4225 1225303 09/30/2052 02004 4.629999600 8,174,000.0000 189,228.08 03/31/2015 12X4225 1225303 09/30/2053 02004 4.629999600 959,000.0000 22,200.85 03/31/2015 12X4225 1225303 09/30/2054 02004 4.629999600 1,985,000.0000 45,952.75 03/31/2015 12X4225 1225303 09/30/2037 02005 4.579999200 9,266,000.0000 212,191.36 03/31/2015 12X4225 1225303 09/30/2046 02005 4.579999200 37,007,416.0000 847,469.68 03/31/2015 12X4225 1225303 09/30/2047 02005 4.579999200 152,531,000.0000 3,492,959.29 03/31/2015 12X4225 1225303 09/30/2048 02005 4.579999200 108,826,000.0000 2,492,114.96 03/31/2015 12X4225 1225303 09/30/2049 02005 4.579999200 80,885,665.0000 1,852,281.40 03/31/2015 12X4225 1225303 09/30/2050 02005 4.579999200 35,351,000.0000 809,537.76 03/31/2015 12X4225 1225303 09/30/2051 02005 4.579999200 30,352,000.0000 695,060.68 03/31/2015 12X4225 1225303 09/30/2052 02005 4.579999200 27,852,000.0000 637,810.69 03/31/2015 12X4225 1225303 09/30/2053 02005 4.579999200 1,183,000.0000 27,090.70 03/31/2015 12X4225 1225303 09/30/2054 02005 4.579999200 1,881,000.0000 43,074.89 03/31/2015 12X4225 1225303 09/30/2047 02006 4.479998400 63,956,789.0000 1,432,631.56 03/31/2015 12X4225 1225303 09/30/2048 02006 4.479998400 117,793,000.0000 2,638,562.26 03/31/2015 12X4225 1225303 09/30/2049 02006 4.479998400 47,745,000.0000 1,069,487.62 03/31/2015 12X4225 1225303 09/30/2050 02006 4.479998400 13,858,000.0000 310,419.09 03/31/2015 12X4225 1225303 09/30/2051 02006 4.479998400 7,539,000.0000 168,873.54 03/31/2015 12X4225 1225303 09/30/2052 02006 4.479998400 5,793,000.0000 129,763.15 03/31/2015 12X4225 1225303 09/30/2053 02006 4.479998400 2,410,000.0000 53,983.98 03/31/2015 12X4225 1225303 09/30/2054 02006 4.479998400 1,761,000.0000 39,446.39 03/31/2015 12X4225 1225303 09/30/2055 02006 4.479998400 19,000.0000 425.60 03/31/2015 12X4225 1225303 09/30/2048 02007 4.150000800 80,247,368.0000 1,665,133.21 03/31/2015 12X4225 1225303 09/30/2049 02007 4.150000800 90,623,000.0000 1,880,427.61 03/31/2015 12X4225 1225303 09/30/2050 02007 4.150000800 58,123,000.0000 1,206,052.48 03/31/2015 12X4225 1225303 09/30/2051 02007 4.150000800 14,075,000.0000 292,056.31 03/31/2015 12X4225 1225303 09/30/2052 02007 4.150000800 11,259,000.0000 233,624.30 03/31/2015 12X4225 1225303 09/30/2053 02007 4.150000800 2,404,000.0000 49,883.01 03/31/2015 12X4225 1225303 09/30/2054 02007 4.150000800 76,000.0000 1,577.00 03/31/2015 12X4225 1225303 09/30/2055 02007 4.150000800 148,000.0000 3,071.00 03/31/2015 12X4225 1225303 09/30/2049 02008 3.700000800 62,910,064.0000 1,163,836.44 03/31/2015 12X4225 1225303 09/30/2050 02008 3.700000800 68,556,000.0000 1,268,286.27 03/31/2015 12X4225 1225303 09/30/2051 02008 3.700000800 82,135,000.0000 1,519,497.83 03/31/2015 12X4225 1225303 09/30/2052 02008 3.700000800 33,672,000.0000 622,932.13 03/31/2015 12X4225 1225303 09/30/2053 02008 3.700000800 18,876,000.0000 349,206.08 03/31/2015 12X4225 1225303 09/30/2054 02008 3.700000800 1,369,000.0000 25,326.51 03/31/2015 12X4225 1225303 09/30/2055 02008 3.700000800 354,000.0000 6,549.00 03/31/2015 12X4225 1225303 09/30/2049 02009 3.409999200 4,999,535.0000 85,242.05 03/31/2015 12X4225 1225303 09/30/2050 02009 3.409999200 147,181,000.0000 2,509,435.46 03/31/2015 12X4225 1225303 09/30/2051 02009 3.409999200 135,024,000.0000 2,302,158.66 03/31/2015 12X4225 1225303 09/30/2052 02009 3.409999200 96,494,000.0000 1,645,222.31 03/31/2015 12X4225 1225303 09/30/2053 02009 3.409999200 12,670,000.0000 216,023.45 03/31/2015 12X4225 1225303 09/30/2054 02009 3.409999200 34,950,000.0000 595,897.36 03/31/2015 12X4225 1225303 09/30/2055 02009 3.409999200 9,000.0000 153.45 03/31/2015 12X4225 1225303 09/30/2051 02010 2.949998400 377,083,603.0000 5,561,980.13 03/31/2015 12X4225 1225303 09/30/2052 02010 2.949998400 470,478,000.0000 6,939,546.74 03/31/2015 12X4225 1225303 09/30/2053 02010 2.949998400 533,520,000.0000 7,869,415.73 03/31/2015 12X4225 1225303 09/30/2054 02010 2.949998400 135,356,000.0000 1,996,499.92 03/31/2015 12X4225 1225303 09/30/2055 02010 2.949998400 59,094,000.0000 871,636.03 03/31/2015 12X4225 1225303 09/30/2052 02011 4.420000800 92,707,962.0000 2,048,846.33 03/31/2015 12X4225 1225303 09/30/2053 02011 4.420000800 117,740,000.0000 2,602,054.47 03/31/2015 12X4225 1225303 09/30/2054 02011 4.420000800 81,694,000.0000 1,805,437.73 03/31/2015 12X4225 1225303 09/30/2055 02011 4.420000800 4,362,000.0000 96,400.22 03/31/2015 12X4225 1225303 09/30/2052 02012 3.819999600 52,877,000.0000 1,009,950.59 03/31/2015 12X4225 1225303 09/30/2053 02012 3.819999600 193,521,000.0000 3,696,250.71 03/31/2015 12X4225 1225303 09/30/2054 02012 3.819999600 212,433,000.0000 4,057,469.88 03/31/2015 12X4225 1225303 09/30/2055 02012 3.819999600 163,902,000.0000 3,130,527.87 03/31/2015 12X4225 1225303 09/30/2053 02013 3.740000400 67,145,000.0000 1,255,611.63 03/31/2015 12X4225 1225303 09/30/2054 02013 3.740000400 164,984,000.0000 3,085,201.13 03/31/2015 12X4225 1225303 09/30/2055 02013 3.740000400 137,721,000.0000 2,575,382.98 03/31/2015 12X4225 1225303 09/30/2054 02014 2.639998800 73,164,000.0000 965,764.36 03/31/2015 12X4225 1225303 09/30/2055 02014 2.639998800 99,194,000.0000 1,309,360.20 03/31/2015 12X4225 1225303 09/30/2055 02015 2.639998800 5,618,000.0000 74,157.57 03/31/2015 ------------------------ ---------------------- 5,979,350,546.0000 117,699,183.72 ======================== ====================== 5,979,350,546.0000 117,699,183.72 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00