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 14,607.11 10/31/2015 12X4225 1225303 09/30/2044 01992 6.889999680 530,000.0000 3,043.08 10/31/2015 12X4225 1225303 09/30/2045 01992 6.889999680 1,729,000.0000 9,927.34 10/31/2015 12X4225 1225303 09/30/2046 01992 6.889999680 700,000.0000 4,019.17 10/31/2015 12X4225 1225303 09/30/2047 01992 6.889999680 2,400,000.0000 13,780.00 10/31/2015 12X4225 1225303 09/30/2048 01992 6.889999680 525,000.0000 3,014.37 10/31/2015 12X4225 1225303 09/30/2052 01992 6.889999680 580,000.0000 3,330.17 10/31/2015 12X4225 1225303 09/30/2053 01992 6.889999680 6,000.0000 34.45 10/31/2015 12X4225 1225303 09/30/2054 01992 6.889999680 5,000.0000 28.71 10/31/2015 12X4225 1225303 09/30/2039 01993 6.969999960 600,000.0000 3,485.00 10/31/2015 12X4225 1225303 09/30/2044 01993 6.969999960 1,200,000.0000 6,970.00 10/31/2015 12X4225 1225303 09/30/2045 01993 6.969999960 1,035,900.0000 6,016.85 10/31/2015 12X4225 1225303 09/30/2046 01993 6.969999960 63,000.0000 365.93 10/31/2015 12X4225 1225303 09/30/2047 01993 6.969999960 3,670,000.0000 21,316.58 10/31/2015 12X4225 1225303 09/30/2048 01993 6.969999960 1,020,000.0000 5,924.50 10/31/2015 12X4225 1225303 09/30/2052 01993 6.969999960 311,000.0000 1,806.39 10/31/2015 12X4225 1225303 09/30/2053 01993 6.969999960 431,000.0000 2,503.39 10/31/2015 12X4225 1225303 09/30/2036 01994 6.969999960 7,082,646.0000 41,138.37 10/31/2015 12X4225 1225303 09/30/2038 01994 6.969999960 2,500,000.0000 14,520.83 10/31/2015 12X4225 1225303 09/30/2045 01994 6.969999960 59,000.0000 342.69 10/31/2015 12X4225 1225303 09/30/2046 01994 6.969999960 2,775,000.0000 16,118.12 10/31/2015 12X4225 1225303 09/30/2047 01994 6.969999960 5,000,000.0000 29,041.67 10/31/2015 12X4225 1225303 09/30/2048 01994 6.969999960 1,200,000.0000 6,970.00 10/31/2015 12X4225 1225303 09/30/2051 01994 6.969999960 625,000.0000 3,630.21 10/31/2015 12X4225 1225303 09/30/2052 01994 6.969999960 5,807,000.0000 33,728.99 10/31/2015 12X4225 1225303 09/30/2053 01994 6.969999960 22,000.0000 127.78 10/31/2015 12X4225 1225303 09/30/2054 01994 6.969999960 176,000.0000 1,022.27 10/31/2015 12X4225 1225303 09/30/2037 01995 6.609999960 24,000.0000 132.20 10/31/2015 12X4225 1225303 09/30/2038 01995 6.609999960 9,900,000.0000 54,532.50 10/31/2015 12X4225 1225303 09/30/2040 01995 6.609999960 1,000,000.0000 5,508.33 10/31/2015 12X4225 1225303 09/30/2041 01995 6.609999960 2,000,000.0000 11,016.67 10/31/2015 12X4225 1225303 09/30/2042 01995 6.609999960 2,000,000.0000 11,016.67 10/31/2015 12X4225 1225303 09/30/2044 01995 6.609999960 2,106,000.0000 11,600.55 10/31/2015 12X4225 1225303 09/30/2045 01995 6.609999960 1,330,000.0000 7,326.08 10/31/2015 12X4225 1225303 09/30/2046 01995 6.609999960 2,075,000.0000 11,429.79 10/31/2015 12X4225 1225303 09/30/2047 01995 6.609999960 7,379,000.0000 40,645.99 10/31/2015 12X4225 1225303 09/30/2048 01995 6.609999960 1,905,000.0000 10,493.37 10/31/2015 12X4225 1225303 09/30/2052 01995 6.609999960 3,120,000.0000 17,186.00 10/31/2015 12X4225 1225303 09/30/2053 01995 6.609999960 27,000.0000 148.73 10/31/2015 12X4225 1225303 09/30/2054 01995 6.609999960 231,000.0000 1,272.42 10/31/2015 12X4225 1225303 09/30/2038 01996 6.369999840 11,194,595.0000 59,424.64 10/31/2015 12X4225 1225303 09/30/2040 01996 6.369999840 8,000,000.0000 42,466.67 10/31/2015 12X4225 1225303 09/30/2041 01996 6.369999840 3,000,000.0000 15,925.00 10/31/2015 12X4225 1225303 09/30/2042 01996 6.369999840 2,000,000.0000 10,616.67 10/31/2015 12X4225 1225303 09/30/2043 01996 6.369999840 1,100,000.0000 5,839.17 10/31/2015 12X4225 1225303 09/30/2044 01996 6.369999840 3,525,000.0000 18,711.87 10/31/2015 12X4225 1225303 09/30/2045 01996 6.369999840 2,793,900.0000 14,830.95 10/31/2015 12X4225 1225303 09/30/2046 01996 6.369999840 4,437,000.0000 23,553.07 10/31/2015 12X4225 1225303 09/30/2047 01996 6.369999840 7,451,000.0000 39,552.39 10/31/2015 12X4225 1225303 09/30/2048 01996 6.369999840 1,700,000.0000 9,024.17 10/31/2015 12X4225 1225303 09/30/2050 01996 6.369999840 2,000,000.0000 10,616.67 10/31/2015 12X4225 1225303 09/30/2051 01996 6.369999840 717,000.0000 3,806.07 10/31/2015 12X4225 1225303 09/30/2052 01996 6.369999840 513,000.0000 2,723.17 10/31/2015 12X4225 1225303 09/30/2053 01996 6.369999840 505,000.0000 2,680.71 10/31/2015 12X4225 1225303 09/30/2054 01996 6.369999840 377,000.0000 2,001.24 10/31/2015 12X4225 1225303 09/30/2039 01997 6.009999840 8,838,672.0000 44,267.02 10/31/2015 12X4225 1225303 09/30/2040 01997 6.009999840 8,000,000.0000 40,066.67 10/31/2015 12X4225 1225303 09/30/2041 01997 6.009999840 6,000,000.0000 30,050.00 10/31/2015 12X4225 1225303 09/30/2042 01997 6.009999840 1,000,000.0000 5,008.33 10/31/2015 12X4225 1225303 09/30/2044 01997 6.009999840 1,022,000.0000 5,118.52 10/31/2015 12X4225 1225303 09/30/2045 01997 6.009999840 50,870.0000 254.77 10/31/2015 12X4225 1225303 09/30/2046 01997 6.009999840 970,000.0000 4,858.08 10/31/2015 12X4225 1225303 09/30/2047 01997 6.009999840 4,600,000.0000 23,038.33 10/31/2015 12X4225 1225303 09/30/2048 01997 6.009999840 900,000.0000 4,507.50 10/31/2015 12X4225 1225303 09/30/2051 01997 6.009999840 37,000.0000 185.31 10/31/2015 12X4225 1225303 09/30/2052 01997 6.009999840 4,254,000.0000 21,305.45 10/31/2015 12X4225 1225303 09/30/2053 01997 6.009999840 33,000.0000 165.28 10/31/2015 12X4225 1225303 09/30/2037 01998 5.969999880 275,000.0000 1,368.12 10/31/2015 12X4225 1225303 09/30/2041 01998 5.969999880 20,900,000.0000 103,977.50 10/31/2015 12X4225 1225303 09/30/2042 01998 5.969999880 10,000,000.0000 49,750.00 10/31/2015 12X4225 1225303 09/30/2044 01998 5.969999880 600,000.0000 2,985.00 10/31/2015 12X4225 1225303 09/30/2045 01998 5.969999880 2,157,500.0000 10,733.56 10/31/2015 12X4225 1225303 09/30/2046 01998 5.969999880 3,746,000.0000 18,636.35 10/31/2015 12X4225 1225303 09/30/2047 01998 5.969999880 8,000,000.0000 39,800.00 10/31/2015 12X4225 1225303 09/30/2048 01998 5.969999880 500,000.0000 2,487.50 10/31/2015 12X4225 1225303 09/30/2051 01998 5.969999880 909,000.0000 4,522.27 10/31/2015 12X4225 1225303 09/30/2052 01998 5.969999880 7,519,000.0000 37,407.02 10/31/2015 12X4225 1225303 09/30/2053 01998 5.969999880 997,000.0000 4,960.07 10/31/2015 12X4225 1225303 09/30/2041 01999 5.889999960 17,701,145.0000 86,883.12 10/31/2015 12X4225 1225303 09/30/2042 01999 5.889999960 16,000,000.0000 78,533.33 10/31/2015 12X4225 1225303 09/30/2043 01999 5.889999960 8,000,000.0000 39,266.67 10/31/2015 12X4225 1225303 09/30/2044 01999 5.889999960 3,000,000.0000 14,725.00 10/31/2015 12X4225 1225303 09/30/2045 01999 5.889999960 2,000,000.0000 9,816.67 10/31/2015 12X4225 1225303 09/30/2046 01999 5.889999960 715,000.0000 3,509.46 10/31/2015 12X4225 1225303 09/30/2047 01999 5.889999960 7,100,000.0000 34,849.17 10/31/2015 12X4225 1225303 09/30/2048 01999 5.889999960 78,000.0000 382.85 10/31/2015 12X4225 1225303 09/30/2049 01999 5.889999960 863,000.0000 4,235.89 10/31/2015 12X4225 1225303 09/30/2052 01999 5.889999960 3,658,000.0000 17,954.68 10/31/2015 12X4225 1225303 09/30/2053 01999 5.889999960 361,000.0000 1,771.91 10/31/2015 12X4225 1225303 09/30/2042 02000 5.659999920 36,171,548.0000 170,609.13 10/31/2015 12X4225 1225303 09/30/2043 02000 5.659999920 15,600,000.0000 73,580.00 10/31/2015 12X4225 1225303 09/30/2044 02000 5.659999920 4,500,000.0000 21,225.00 10/31/2015 12X4225 1225303 09/30/2045 02000 5.659999920 2,500,000.0000 11,791.67 10/31/2015 12X4225 1225303 09/30/2046 02000 5.659999920 4,046,000.0000 19,083.63 10/31/2015 12X4225 1225303 09/30/2047 02000 5.659999920 7,200,000.0000 33,960.00 10/31/2015 12X4225 1225303 09/30/2048 02000 5.659999920 3,800,000.0000 17,923.33 10/31/2015 12X4225 1225303 09/30/2049 02000 5.659999920 87,000.0000 410.35 10/31/2015 12X4225 1225303 09/30/2051 02000 5.659999920 197,000.0000 929.18 10/31/2015 12X4225 1225303 09/30/2052 02000 5.659999920 2,147,000.0000 10,126.68 10/31/2015 12X4225 1225303 09/30/2053 02000 5.659999920 805,000.0000 3,796.92 10/31/2015 12X4225 1225303 09/30/2054 02000 5.659999920 824,000.0000 3,886.53 10/31/2015 12X4225 1225303 09/30/2037 02001 4.869999720 4,129,000.0000 16,756.86 10/31/2015 12X4225 1225303 09/30/2043 02001 4.869999720 21,139,819.0000 85,792.43 10/31/2015 12X4225 1225303 09/30/2044 02001 4.869999720 46,000,000.0000 186,683.33 10/31/2015 12X4225 1225303 09/30/2045 02001 4.869999720 29,140,000.0000 118,259.83 10/31/2015 12X4225 1225303 09/30/2046 02001 4.869999720 13,195,000.0000 53,549.71 10/31/2015 12X4225 1225303 09/30/2047 02001 4.869999720 10,761,000.0000 43,671.72 10/31/2015 12X4225 1225303 09/30/2048 02001 4.869999720 607,000.0000 2,463.41 10/31/2015 12X4225 1225303 09/30/2049 02001 4.869999720 554,000.0000 2,248.32 10/31/2015 12X4225 1225303 09/30/2050 02001 4.869999720 1,811,000.0000 7,349.64 10/31/2015 12X4225 1225303 09/30/2051 02001 4.869999720 3,173,000.0000 12,877.09 10/31/2015 12X4225 1225303 09/30/2052 02001 4.869999720 7,654,000.0000 31,062.48 10/31/2015 12X4225 1225303 09/30/2053 02001 4.869999720 111,000.0000 450.47 10/31/2015 12X4225 1225303 09/30/2054 02001 4.869999720 31,000.0000 125.81 10/31/2015 12X4225 1225303 09/30/2037 02002 4.789999800 5,803,000.0000 23,163.64 10/31/2015 12X4225 1225303 09/30/2044 02002 4.789999800 36,207,743.0000 144,529.24 10/31/2015 12X4225 1225303 09/30/2045 02002 4.789999800 58,500,000.0000 233,512.50 10/31/2015 12X4225 1225303 09/30/2046 02002 4.789999800 55,382,000.0000 221,066.48 10/31/2015 12X4225 1225303 09/30/2047 02002 4.789999800 21,583,000.0000 86,152.14 10/31/2015 12X4225 1225303 09/30/2048 02002 4.789999800 13,785,000.0000 55,025.12 10/31/2015 12X4225 1225303 09/30/2049 02002 4.789999800 4,704,000.0000 18,776.80 10/31/2015 12X4225 1225303 09/30/2050 02002 4.789999800 236,000.0000 942.03 10/31/2015 12X4225 1225303 09/30/2051 02002 4.789999800 518,000.0000 2,067.68 10/31/2015 12X4225 1225303 09/30/2052 02002 4.789999800 3,200,000.0000 12,773.33 10/31/2015 12X4225 1225303 09/30/2053 02002 4.789999800 1,759,000.0000 7,021.34 10/31/2015 12X4225 1225303 09/30/2054 02002 4.789999800 1,593,000.0000 6,358.72 10/31/2015 12X4225 1225303 09/30/2037 02003 4.749999840 2,001,000.0000 7,920.62 10/31/2015 12X4225 1225303 09/30/2045 02003 4.749999840 63,247,000.0000 250,352.71 10/31/2015 12X4225 1225303 09/30/2046 02003 4.749999840 40,725,000.0000 161,203.12 10/31/2015 12X4225 1225303 09/30/2047 02003 4.749999840 23,052,000.0000 91,247.50 10/31/2015 12X4225 1225303 09/30/2048 02003 4.749999840 8,111,000.0000 32,106.04 10/31/2015 12X4225 1225303 09/30/2049 02003 4.749999840 303,000.0000 1,199.37 10/31/2015 12X4225 1225303 09/30/2050 02003 4.749999840 147,000.0000 581.87 10/31/2015 12X4225 1225303 09/30/2051 02003 4.749999840 2,262,000.0000 8,953.75 10/31/2015 12X4225 1225303 09/30/2052 02003 4.749999840 2,396,000.0000 9,484.17 10/31/2015 12X4225 1225303 09/30/2053 02003 4.749999840 1,028,000.0000 4,069.17 10/31/2015 12X4225 1225303 09/30/2054 02003 4.749999840 161,000.0000 637.29 10/31/2015 12X4225 1225303 09/30/2055 02003 4.749999840 1,468,000.0000 5,810.83 10/31/2015 12X4225 1225303 09/30/2037 02004 4.629999960 20,508,000.0000 79,126.70 10/31/2015 12X4225 1225303 09/30/2046 02004 4.629999960 75,275,235.0000 290,436.95 10/31/2015 12X4225 1225303 09/30/2047 02004 4.629999960 69,539,000.0000 268,304.64 10/31/2015 12X4225 1225303 09/30/2048 02004 4.629999960 62,273,000.0000 240,269.99 10/31/2015 12X4225 1225303 09/30/2049 02004 4.629999960 31,332,000.0000 120,889.30 10/31/2015 12X4225 1225303 09/30/2050 02004 4.629999960 6,634,000.0000 25,596.18 10/31/2015 12X4225 1225303 09/30/2051 02004 4.629999960 10,734,000.0000 41,415.35 10/31/2015 12X4225 1225303 09/30/2052 02004 4.629999960 8,174,000.0000 31,538.02 10/31/2015 12X4225 1225303 09/30/2053 02004 4.629999960 959,000.0000 3,700.14 10/31/2015 12X4225 1225303 09/30/2054 02004 4.629999960 1,985,000.0000 7,658.79 10/31/2015 12X4225 1225303 09/30/2037 02005 4.579999920 9,266,000.0000 35,365.23 10/31/2015 12X4225 1225303 09/30/2046 02005 4.579999920 11,907,416.0000 45,446.64 10/31/2015 12X4225 1225303 09/30/2047 02005 4.579999920 152,531,000.0000 582,159.98 10/31/2015 12X4225 1225303 09/30/2048 02005 4.579999920 108,826,000.0000 415,352.57 10/31/2015 12X4225 1225303 09/30/2049 02005 4.579999920 80,885,665.0000 308,713.62 10/31/2015 12X4225 1225303 09/30/2050 02005 4.579999920 35,351,000.0000 134,922.98 10/31/2015 12X4225 1225303 09/30/2051 02005 4.579999920 30,352,000.0000 115,843.47 10/31/2015 12X4225 1225303 09/30/2052 02005 4.579999920 27,852,000.0000 106,301.80 10/31/2015 12X4225 1225303 09/30/2053 02005 4.579999920 1,183,000.0000 4,515.12 10/31/2015 12X4225 1225303 09/30/2054 02005 4.579999920 1,881,000.0000 7,179.15 10/31/2015 12X4225 1225303 09/30/2047 02006 4.479999840 45,956,789.0000 171,572.01 10/31/2015 12X4225 1225303 09/30/2048 02006 4.479999840 117,793,000.0000 439,760.53 10/31/2015 12X4225 1225303 09/30/2049 02006 4.479999840 47,745,000.0000 178,248.00 10/31/2015 12X4225 1225303 09/30/2050 02006 4.479999840 13,858,000.0000 51,736.53 10/31/2015 12X4225 1225303 09/30/2051 02006 4.479999840 7,539,000.0000 28,145.60 10/31/2015 12X4225 1225303 09/30/2052 02006 4.479999840 5,793,000.0000 21,627.20 10/31/2015 12X4225 1225303 09/30/2053 02006 4.479999840 2,410,000.0000 8,997.33 10/31/2015 12X4225 1225303 09/30/2054 02006 4.479999840 1,761,000.0000 6,574.40 10/31/2015 12X4225 1225303 09/30/2055 02006 4.479999840 29,000.0000 108.27 10/31/2015 12X4225 1225303 09/30/2056 02006 4.479999840 8,000.0000 29.87 10/31/2015 12X4225 1225303 09/30/2048 02007 4.149999720 67,547,368.0000 233,601.31 10/31/2015 12X4225 1225303 09/30/2049 02007 4.149999720 90,623,000.0000 313,404.54 10/31/2015 12X4225 1225303 09/30/2050 02007 4.149999720 58,123,000.0000 201,008.71 10/31/2015 12X4225 1225303 09/30/2051 02007 4.149999720 14,075,000.0000 48,676.04 10/31/2015 12X4225 1225303 09/30/2052 02007 4.149999720 11,259,000.0000 38,937.37 10/31/2015 12X4225 1225303 09/30/2053 02007 4.149999720 2,404,000.0000 8,313.83 10/31/2015 12X4225 1225303 09/30/2054 02007 4.149999720 76,000.0000 262.83 10/31/2015 12X4225 1225303 09/30/2055 02007 4.149999720 229,000.0000 791.96 10/31/2015 12X4225 1225303 09/30/2049 02008 3.699999720 51,710,064.0000 159,439.36 10/31/2015 12X4225 1225303 09/30/2050 02008 3.699999720 68,556,000.0000 211,381.00 10/31/2015 12X4225 1225303 09/30/2051 02008 3.699999720 82,135,000.0000 253,249.58 10/31/2015 12X4225 1225303 09/30/2052 02008 3.699999720 33,672,000.0000 103,822.00 10/31/2015 12X4225 1225303 09/30/2053 02008 3.699999720 18,876,000.0000 58,201.00 10/31/2015 12X4225 1225303 09/30/2054 02008 3.699999720 1,369,000.0000 4,221.08 10/31/2015 12X4225 1225303 09/30/2055 02008 3.699999720 826,000.0000 2,546.83 10/31/2015 12X4225 1225303 09/30/2050 02009 3.409999920 118,781,000.0000 337,536.01 10/31/2015 12X4225 1225303 09/30/2051 02009 3.409999920 135,024,000.0000 383,693.20 10/31/2015 12X4225 1225303 09/30/2052 02009 3.409999920 96,494,000.0000 274,203.78 10/31/2015 12X4225 1225303 09/30/2053 02009 3.409999920 12,670,000.0000 36,003.92 10/31/2015 12X4225 1225303 09/30/2054 02009 3.409999920 34,950,000.0000 99,316.25 10/31/2015 12X4225 1225303 09/30/2055 02009 3.409999920 693,000.0000 1,969.27 10/31/2015 12X4225 1225303 09/30/2051 02010 2.949999840 323,983,603.0000 796,459.69 10/31/2015 12X4225 1225303 09/30/2052 02010 2.949999840 470,478,000.0000 1,156,591.75 10/31/2015 12X4225 1225303 09/30/2053 02010 2.949999840 533,520,000.0000 1,311,570.00 10/31/2015 12X4225 1225303 09/30/2054 02010 2.949999840 135,356,000.0000 332,750.17 10/31/2015 12X4225 1225303 09/30/2055 02010 2.949999840 71,746,000.0000 176,375.58 10/31/2015 12X4225 1225303 09/30/2056 02010 2.949999840 236,000.0000 580.17 10/31/2015 12X4225 1225303 09/30/2052 02011 4.419999720 57,607,962.0000 212,189.33 10/31/2015 12X4225 1225303 09/30/2053 02011 4.419999720 117,740,000.0000 433,675.67 10/31/2015 12X4225 1225303 09/30/2054 02011 4.419999720 81,694,000.0000 300,906.23 10/31/2015 12X4225 1225303 09/30/2055 02011 4.419999720 5,049,000.0000 18,597.15 10/31/2015 12X4225 1225303 09/30/2056 02011 4.419999720 296,000.0000 1,090.27 10/31/2015 12X4225 1225303 09/30/2052 02012 3.819999960 34,477,000.0000 109,751.78 10/31/2015 12X4225 1225303 09/30/2053 02012 3.819999960 193,521,000.0000 616,041.85 10/31/2015 12X4225 1225303 09/30/2054 02012 3.819999960 212,433,000.0000 676,245.05 10/31/2015 12X4225 1225303 09/30/2055 02012 3.819999960 366,149,000.0000 1,165,574.32 10/31/2015 12X4225 1225303 09/30/2056 02012 3.819999960 6,695,000.0000 21,312.42 10/31/2015 12X4225 1225303 09/30/2053 02013 3.739999680 66,545,000.0000 207,398.58 10/31/2015 12X4225 1225303 09/30/2054 02013 3.739999680 164,984,000.0000 514,200.13 10/31/2015 12X4225 1225303 09/30/2055 02013 3.739999680 323,530,000.0000 1,008,335.17 10/31/2015 12X4225 1225303 09/30/2056 02013 3.739999680 49,624,000.0000 154,661.45 10/31/2015 12X4225 1225303 09/30/2054 02014 2.639999880 59,064,000.0000 129,940.80 10/31/2015 12X4225 1225303 09/30/2055 02014 2.639999880 396,204,000.0000 871,648.80 10/31/2015 12X4225 1225303 09/30/2056 02014 2.639999880 9,017,000.0000 19,837.40 10/31/2015 12X4225 1225303 09/30/2055 02015 3.569999760 40,960,000.0000 121,856.00 10/31/2015 12X4225 1225303 09/30/2056 02015 3.569999760 13,712,000.0000 40,793.20 10/31/2015 ------------------------ ---------------------- 6,465,202,494.0000 20,692,345.30 ======================== ====================== 6,465,202,494.0000 20,692,345.30 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00