Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 18,515,229.0000 623,963.14 03/31/2014 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 546,479.14 03/31/2014 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 14,457.30 03/31/2014 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 12,367.90 03/31/2014 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 9,233.80 03/31/2014 12X4208 1208845 09/30/2028 01993 6.530000400 3,454,048.0000 112,774.67 03/31/2014 12X4208 1208845 09/30/2042 01993 6.530000400 6,825,000.0000 222,836.26 03/31/2014 12X4208 1208845 09/30/2043 01993 6.530000400 533,000.0000 17,402.45 03/31/2014 12X4208 1208845 09/30/2044 01993 6.530000400 16,561,000.0000 540,716.68 03/31/2014 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 6,791.20 03/31/2014 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 51,619.65 03/31/2014 ------------------------ ---------------------- 64,963,277.0000 2,158,642.19 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 14,971,604.0000 520,263.36 03/31/2014 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 258,887.56 03/31/2014 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 636,967.65 03/31/2014 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 83,261.02 03/31/2014 12X4208 1208840 09/30/2045 01993 7.009999200 13,660,130.0000 478,787.50 03/31/2014 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 710,007.77 03/31/2014 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 353,093.66 03/31/2014 ------------------------ ---------------------- 87,138,734.0000 3,041,268.52 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 34,457.57 03/31/2014 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 36,502.41 03/31/2014 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 22,288.23 03/31/2014 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 9,853.00 03/31/2014 12X4208 1208850 09/30/2031 01996 6.450001200 5,946,244.0000 191,766.40 03/31/2014 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,161.00 03/31/2014 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 8,062.50 03/31/2014 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 16,899.00 03/31/2014 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 143,222.28 03/31/2014 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 7,740.00 03/31/2014 12X4208 1208850 09/30/2032 01997 5.979999600 167,205.0000 4,999.43 03/31/2014 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 125.58 03/31/2014 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 10,465.00 03/31/2014 12X4208 1208850 09/30/2046 01997 5.979999600 2,044,000.0000 61,115.60 03/31/2014 12X4208 1208850 09/30/2047 01997 5.979999600 1,143,000.0000 34,175.70 03/31/2014 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 124,219.47 03/31/2014 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 75,210.02 03/31/2014 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 7,500.00 03/31/2014 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 128,400.03 03/31/2014 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 47,880.01 03/31/2014 12X4208 1208850 09/30/2034 01999 5.919998400 1,076,745.9100 31,871.67 03/31/2014 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 19,239.99 03/31/2014 12X4208 1208850 09/30/2046 01999 5.919998400 2,632,000.0000 77,907.18 03/31/2014 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 11,899.20 03/31/2014 12X4208 1208850 09/30/2035 02000 5.730001200 34,624,577.0000 991,994.34 03/31/2014 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 573.00 03/31/2014 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 12,892.50 03/31/2014 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 65,608.51 03/31/2014 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 54,807.46 03/31/2014 12X4208 1208850 09/30/2036 02001 5.000000400 4,194,791.0000 104,869.78 03/31/2014 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 80,000.01 03/31/2014 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 50,000.00 03/31/2014 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 4,275.00 03/31/2014 12X4208 1208850 09/30/2037 02002 4.790001600 4,210,453.0000 100,840.38 03/31/2014 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 112,588.99 03/31/2014 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 19,160.01 03/31/2014 12X4208 1208850 09/30/2038 02003 4.709998800 15,863,817.0000 373,592.80 03/31/2014 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 342,699.51 03/31/2014 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 78,774.73 03/31/2014 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 2,566.95 03/31/2014 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 47.10 03/31/2014 12X4208 1208850 09/30/2039 02004 4.690000800 11,236,272.0000 263,490.62 03/31/2014 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 672,381.96 03/31/2014 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 284,987.90 03/31/2014 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 62,705.31 03/31/2014 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 10,693.20 03/31/2014 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 23.45 03/31/2014 12X4208 1208850 09/30/2043 02005 4.569998400 5,036,303.0000 115,079.48 03/31/2014 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 364,114.62 03/31/2014 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 46,865.33 03/31/2014 12X4208 1208850 09/30/2043 02006 4.410000000 7,151,652.0000 157,693.93 03/31/2014 12X4208 1208850 09/30/2044 02006 4.410000000 4,822,000.0000 106,325.10 03/31/2014 12X4208 1208850 09/30/2045 02006 4.410000000 1,099,000.0000 24,232.95 03/31/2014 12X4208 1208850 09/30/2044 02007 3.449998800 4,698,057.0000 81,041.46 03/31/2014 12X4208 1208850 09/30/2045 02007 3.449998800 6,744,000.0000 116,333.96 03/31/2014 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 254,247.66 03/31/2014 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 62,117.23 03/31/2014 12X4208 1208850 09/30/2045 02008 1.829998800 13,736,142.0000 125,685.62 03/31/2014 12X4208 1208850 09/30/2046 02008 1.829998800 23,264,000.0000 212,865.46 03/31/2014 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 172,751.89 03/31/2014 12X4208 1208850 09/30/2048 02008 1.829998800 7,364,000.0000 67,380.56 03/31/2014 12X4208 1208850 09/30/2045 02009 4.619998800 576,517.0000 13,317.54 03/31/2014 12X4208 1208850 09/30/2046 02009 4.619998800 11,641,000.0000 268,907.03 03/31/2014 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 157,796.06 03/31/2014 12X4208 1208850 09/30/2048 02009 4.619998800 3,092,000.0000 71,425.18 03/31/2014 12X4208 1208850 09/30/2045 02010 2.970000000 5,051,048.0000 75,008.06 03/31/2014 12X4208 1208850 09/30/2046 02010 2.970000000 5,475,000.0000 81,303.75 03/31/2014 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 70,492.95 03/31/2014 12X4208 1208850 09/30/2045 02011 4.320000000 430.0000 9.29 03/31/2014 12X4208 1208850 09/30/2046 02011 4.320000000 1,773,000.0000 38,296.80 03/31/2014 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 58,255.20 03/31/2014 12X4208 1208850 09/30/2048 02011 4.320000000 3,223,000.0000 69,616.80 03/31/2014 ------------------------ ---------------------- 357,526,322.2200 7,607,698.69 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 130,261,475.0000 4,500,532.92 03/31/2014 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 473,334.89 03/31/2014 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 51,755.89 03/31/2014 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 27,639.99 03/31/2014 12X4208 1208810 09/30/2030 01995 6.580000800 176,994,728.0000 5,823,127.26 03/31/2014 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 503,370.06 03/31/2014 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 6,843.20 03/31/2014 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 125,085.82 03/31/2014 12X4208 1208810 09/30/2031 01996 6.320001600 258,815,192.0000 8,178,562.14 03/31/2014 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 284,400.07 03/31/2014 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 211,720.05 03/31/2014 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 58,460.01 03/31/2014 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 41,459.21 03/31/2014 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 84,719.62 03/31/2014 12X4208 1208810 09/30/2032 01997 6.140001600 239,124,806.0000 7,341,133.46 03/31/2014 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 331,560.09 03/31/2014 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 135,080.04 03/31/2014 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 46,080.71 03/31/2014 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 13,600.10 03/31/2014 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 90,073.82 03/31/2014 12X4208 1208810 09/30/2033 01998 5.919998400 274,738,273.0000 8,132,250.68 03/31/2014 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 219,039.94 03/31/2014 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 250,119.93 03/31/2014 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 39,249.59 03/31/2014 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 7,222.40 03/31/2014 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 59.20 03/31/2014 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 151,551.96 03/31/2014 12X4208 1208810 09/30/2034 01999 5.889999600 157,287,006.0000 4,632,102.01 03/31/2014 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 70,680.00 03/31/2014 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 182,589.99 03/31/2014 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 73,566.10 03/31/2014 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 117.80 03/31/2014 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 54,835.90 03/31/2014 12X4208 1208810 09/30/2035 02000 5.879998800 184,347,131.0000 5,419,804.55 03/31/2014 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 208,739.96 03/31/2014 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 171,989.96 03/31/2014 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 66,826.19 03/31/2014 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 54,713.39 03/31/2014 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 25,930.79 03/31/2014 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 46,892.99 03/31/2014 12X4208 1208810 09/30/2036 02001 5.150001600 169,632,036.0000 4,368,026.28 03/31/2014 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 66,950.02 03/31/2014 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 177,675.06 03/31/2014 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 56,006.27 03/31/2014 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 18,565.76 03/31/2014 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 14,085.25 03/31/2014 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 29,200.51 03/31/2014 12X4208 1208810 09/30/2037 02002 4.680000000 361,891,171.0000 8,468,253.40 03/31/2014 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 131,063.40 03/31/2014 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 43,477.20 03/31/2014 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 13,782.60 03/31/2014 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 10,179.00 03/31/2014 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 23,704.20 03/31/2014 12X4208 1208810 09/30/2038 02003 4.719999600 51,298,507.0000 1,210,644.66 03/31/2014 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 194,487.58 03/31/2014 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 285,135.18 03/31/2014 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 1,486.80 03/31/2014 12X4208 1208810 09/30/2039 02004 4.579999200 327,869,181.0000 7,508,202.93 03/31/2014 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,906,676.57 03/31/2014 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,767,833.89 03/31/2014 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 355,339.24 03/31/2014 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 58,738.49 03/31/2014 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 36,914.79 03/31/2014 12X4208 1208810 09/30/2040 02005 4.500000000 27,976,149.0000 629,463.35 03/31/2014 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 483,120.00 03/31/2014 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 350,370.00 03/31/2014 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 197,325.00 03/31/2014 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 61,357.50 03/31/2014 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 8,415.00 03/31/2014 12X4208 1208810 09/30/2041 02006 4.430001600 31,949,391.0000 707,679.27 03/31/2014 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 450,021.71 03/31/2014 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 287,551.40 03/31/2014 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 427,450.85 03/31/2014 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 29,592.41 03/31/2014 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 32,981.36 03/31/2014 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 8,815.70 03/31/2014 12X4208 1208810 09/30/2042 02007 4.160001600 31,552,245.0000 656,286.95 03/31/2014 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 561,974.62 03/31/2014 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 171,641.67 03/31/2014 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 295,859.31 03/31/2014 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 116,168.04 03/31/2014 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 100,838.44 03/31/2014 ------------------------ ---------------------- 2,944,507,291.0000 80,460,164.34 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 6,941,798.0000 224,914.26 03/31/2014 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 65,707.20 03/31/2014 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 4,730.40 03/31/2014 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 6,577.20 03/31/2014 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 6,966.00 03/31/2014 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 27,442.80 03/31/2014 12X4208 1208855 09/30/2030 01995 6.009998400 11,042,369.0000 331,823.10 03/31/2014 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,404.00 03/31/2014 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 35,098.39 03/31/2014 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 3,666.10 03/31/2014 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 1,081.80 03/31/2014 12X4208 1208855 09/30/2031 01996 6.050001600 11,492,128.0000 347,636.96 03/31/2014 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 83,580.77 03/31/2014 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 10,557.25 03/31/2014 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 5,838.25 03/31/2014 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 1,452.00 03/31/2014 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 8,863.25 03/31/2014 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 17,000.50 03/31/2014 12X4208 1208855 09/30/2032 01997 5.670000000 18,552,822.5100 525,972.52 03/31/2014 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 32,262.30 03/31/2014 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 2,154.60 03/31/2014 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 2,579.85 03/31/2014 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,162.35 03/31/2014 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 567.00 03/31/2014 12X4208 1208855 09/30/2033 01998 5.739998400 15,358,884.0000 440,799.85 03/31/2014 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 100,708.27 03/31/2014 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 2,267.30 03/31/2014 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 889.70 03/31/2014 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 287.00 03/31/2014 12X4208 1208855 09/30/2034 01999 5.420001600 18,259,014.0000 494,819.43 03/31/2014 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 56,747.42 03/31/2014 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 56,449.32 03/31/2014 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 6,883.40 03/31/2014 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 10,081.20 03/31/2014 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 975.60 03/31/2014 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 352.30 03/31/2014 12X4208 1208855 09/30/2035 02000 4.970001600 16,558,962.0000 411,490.34 03/31/2014 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 273.35 03/31/2014 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 720.65 03/31/2014 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 186,549.01 03/31/2014 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 9,741.20 03/31/2014 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 4,497.85 03/31/2014 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 1,018.85 03/31/2014 12X4208 1208855 09/30/2036 02001 5.220000000 18,420,384.0000 480,772.02 03/31/2014 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 39,228.30 03/31/2014 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 44,370.00 03/31/2014 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 13,076.10 03/31/2014 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 3,105.90 03/31/2014 12X4208 1208855 09/30/2048 02001 5.220000000 67,000.0000 1,748.70 03/31/2014 12X4208 1208855 09/30/2037 02002 4.259998800 8,706,477.0000 185,447.91 03/31/2014 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 212,936.04 03/31/2014 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 120,643.17 03/31/2014 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 92,441.97 03/31/2014 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 4,536.90 03/31/2014 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 5,921.40 03/31/2014 12X4208 1208855 09/30/2038 02003 4.230000000 15,994,856.0000 338,291.20 03/31/2014 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 198,492.75 03/31/2014 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 95,513.40 03/31/2014 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 47,397.15 03/31/2014 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 3,701.25 03/31/2014 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 19,415.70 03/31/2014 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 1,015.20 03/31/2014 12X4208 1208855 09/30/2039 02004 4.280000400 31,763,600.0000 679,741.10 03/31/2014 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 144,813.81 03/31/2014 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 16,092.80 03/31/2014 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 137,666.21 03/31/2014 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 57,865.61 03/31/2014 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 16,328.20 03/31/2014 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 1,348.20 03/31/2014 12X4208 1208855 09/30/2040 02005 4.340001600 29,212,512.0000 633,911.74 03/31/2014 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 602,066.72 03/31/2014 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 197,253.07 03/31/2014 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 165,354.06 03/31/2014 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 82,742.13 03/31/2014 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 227,806.68 03/31/2014 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 28,600.61 03/31/2014 12X4208 1208855 09/30/2042 02006 3.489998400 31,809,288.0000 555,071.82 03/31/2014 12X4208 1208855 09/30/2043 02006 3.489998400 12,881,000.0000 224,773.35 03/31/2014 12X4208 1208855 09/30/2044 02006 3.489998400 19,119,000.0000 333,626.40 03/31/2014 12X4208 1208855 09/30/2045 02006 3.489998400 19,340,000.0000 337,482.85 03/31/2014 12X4208 1208855 09/30/2046 02006 3.489998400 13,796,000.0000 240,740.09 03/31/2014 12X4208 1208855 09/30/2047 02006 3.489998400 2,003,000.0000 34,952.33 03/31/2014 12X4208 1208855 09/30/2048 02006 3.489998400 7,507,000.0000 130,997.09 03/31/2014 12X4208 1208855 09/30/2042 02007 4.129999200 8,163,815.0000 168,582.75 03/31/2014 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 307,726.24 03/31/2014 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 273,653.75 03/31/2014 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 137,611.57 03/31/2014 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 80,204.58 03/31/2014 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 121,421.98 03/31/2014 12X4208 1208855 09/30/2043 02008 4.600000800 4,174,570.0000 96,015.13 03/31/2014 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 339,434.06 03/31/2014 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 457,861.08 03/31/2014 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 573,505.10 03/31/2014 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 219,052.04 03/31/2014 12X4208 1208855 09/30/2048 02008 4.600000800 2,047,000.0000 47,081.01 03/31/2014 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 456,245.33 03/31/2014 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 142,425.00 03/31/2014 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 230,872.50 03/31/2014 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 64,575.00 03/31/2014 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 218,385.00 03/31/2014 12X4208 1208855 09/30/2048 02009 4.500000000 2,478,000.0000 55,755.00 03/31/2014 12X4208 1208855 09/30/2044 02010 2.720001600 11,728,476.0000 159,507.37 03/31/2014 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 224,046.53 03/31/2014 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 195,282.51 03/31/2014 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 106,950.46 03/31/2014 12X4208 1208855 09/30/2048 02010 2.720001600 2,533,000.0000 34,448.82 03/31/2014 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 69,013.18 03/31/2014 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 44,186.39 03/31/2014 12X4208 1208855 09/30/2048 02011 4.079998800 699,000.0000 14,259.60 03/31/2014 ------------------------ ---------------------- 694,271,525.5100 15,130,982.80 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 9,871,288.0000 334,143.18 03/31/2014 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 16,925.00 03/31/2014 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 846.25 03/31/2014 12X4208 1208815 09/30/2030 01995 6.000001200 20,022,660.0000 600,679.92 03/31/2014 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 59,700.01 03/31/2014 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 10,500.00 03/31/2014 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 57,360.01 03/31/2014 12X4208 1208815 09/30/2031 01996 5.820001200 9,661,123.0000 281,138.74 03/31/2014 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 63,583.51 03/31/2014 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 29,100.01 03/31/2014 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 13,124.10 03/31/2014 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 698.40 03/31/2014 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 61,808.41 03/31/2014 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 100,220.42 03/31/2014 12X4208 1208815 09/30/2032 01997 5.559998400 24,421,378.0000 678,914.11 03/31/2014 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 42,339.39 03/31/2014 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 137,005.74 03/31/2014 12X4208 1208815 09/30/2033 01998 5.529999600 45,127,715.0000 1,247,781.23 03/31/2014 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 94,535.34 03/31/2014 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 53,060.35 03/31/2014 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 49,631.75 03/31/2014 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 25,216.80 03/31/2014 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 135,101.42 03/31/2014 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 63,068.61 03/31/2014 12X4208 1208815 09/30/2034 01999 5.320000800 58,029,203.0000 1,543,577.03 03/31/2014 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 9,044.00 03/31/2014 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 20,056.40 03/31/2014 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 628,540.80 03/31/2014 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 121,746.28 03/31/2014 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 128,439.98 03/31/2014 12X4208 1208815 09/30/2035 02000 4.939999200 53,108,351.0000 1,311,776.06 03/31/2014 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 9,509.50 03/31/2014 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 532,071.99 03/31/2014 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 482,932.79 03/31/2014 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 382,595.54 03/31/2014 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 3,977.60 03/31/2014 12X4208 1208815 09/30/2036 02001 4.520001600 44,016,991.0000 994,784.35 03/31/2014 12X4208 1208815 09/30/2037 02001 4.520001600 13,431,000.0000 303,540.71 03/31/2014 12X4208 1208815 09/30/2038 02001 4.520001600 166,000.0000 3,751.60 03/31/2014 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 638,280.00 03/31/2014 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 349,876.80 03/31/2014 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 343,267.20 03/31/2014 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 154,245.60 03/31/2014 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 22,032.00 03/31/2014 12X4208 1208815 09/30/2037 02002 4.320000000 36,916,439.0000 797,395.08 03/31/2014 12X4208 1208815 09/30/2038 02002 4.320000000 574,000.0000 12,398.40 03/31/2014 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 456,309.66 03/31/2014 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 298,849.07 03/31/2014 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 185,905.48 03/31/2014 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 84,540.49 03/31/2014 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 4,514.40 03/31/2014 12X4208 1208815 09/30/2038 02003 4.179999600 46,116,582.0000 963,836.47 03/31/2014 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 28,234.80 03/31/2014 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 10,949.40 03/31/2014 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 12,652.20 03/31/2014 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 5,385.60 03/31/2014 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,504.80 03/31/2014 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 475.20 03/31/2014 12X4208 1208815 09/30/2039 02004 3.960000000 4,946,939.0000 97,949.39 03/31/2014 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 883,621.57 03/31/2014 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 410,689.69 03/31/2014 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 62,083.63 03/31/2014 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 3,488.10 03/31/2014 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 25,753.04 03/31/2014 12X4208 1208815 09/30/2040 02005 4.529998800 68,595,887.0000 1,553,696.43 03/31/2014 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 1,363,362.97 03/31/2014 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 725,744.30 03/31/2014 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 476,806.93 03/31/2014 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 230,409.96 03/31/2014 12X4208 1208815 09/30/2036 02006 4.380001200 13,492,000.0000 295,474.88 03/31/2014 12X4208 1208815 09/30/2037 02006 4.380001200 8,569,000.0000 187,661.15 03/31/2014 12X4208 1208815 09/30/2038 02006 4.380001200 2,743,000.0000 60,071.72 03/31/2014 12X4208 1208815 09/30/2041 02006 4.380001200 75,968,090.0000 1,663,701.63 03/31/2014 12X4208 1208815 09/30/2033 02007 4.309999200 35,352,865.0000 761,854.10 03/31/2014 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 796,768.00 03/31/2014 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 381,693.53 03/31/2014 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 692,530.67 03/31/2014 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 373,310.58 03/31/2014 12X4208 1208815 09/30/2038 02007 4.309999200 12,073,000.0000 260,173.10 03/31/2014 12X4208 1208815 09/30/2033 02008 3.809998800 43,542,145.0000 829,477.60 03/31/2014 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 1,682,133.52 03/31/2014 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 1,056,207.87 03/31/2014 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 546,906.28 03/31/2014 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 332,517.65 03/31/2014 12X4208 1208815 09/30/2038 02008 3.809998800 5,788,000.0000 110,261.37 03/31/2014 12X4208 1208815 09/30/2034 02009 4.119998400 37,880,913.0000 780,346.50 03/31/2014 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 1,036,097.20 03/31/2014 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 663,917.14 03/31/2014 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 409,733.84 03/31/2014 12X4208 1208815 09/30/2038 02009 4.119998400 15,571,000.0000 320,762.48 03/31/2014 12X4208 1208815 09/30/2035 02010 2.990001600 53,792,263.0000 804,194.76 03/31/2014 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 596,938.87 03/31/2014 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 552,088.85 03/31/2014 12X4208 1208815 09/30/2038 02010 2.990001600 16,800,000.0000 251,160.13 03/31/2014 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 49,309.43 03/31/2014 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 1,295,746.06 03/31/2014 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 1,490,068.29 03/31/2014 12X4208 1208815 09/30/2038 02011 4.070001600 18,254,000.0000 371,469.05 03/31/2014 12X4208 1208815 09/30/2037 02012 3.070000800 2,329,000.0000 35,750.16 03/31/2014 12X4208 1208815 09/30/2038 02012 3.070000800 6,003,000.0000 92,146.07 03/31/2014 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 76,219.53 03/31/2014 12X4208 1208815 09/30/2038 02013 2.940001200 3,929,000.0000 57,756.32 03/31/2014 ------------------------ ---------------------- 1,850,912,599.0000 39,751,534.32 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 410,395,181.0000 10,485,593.59 03/31/2014 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 79,460.48 03/31/2014 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 8,687.00 03/31/2014 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 14,103.60 03/31/2014 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 127.75 03/31/2014 12X4208 1208870 09/30/2037 02002 4.790001600 627,863,767.0000 15,037,342.24 03/31/2014 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 84,735.13 03/31/2014 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 56,522.02 03/31/2014 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 44,379.36 03/31/2014 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 36,092.66 03/31/2014 12X4208 1208870 09/30/2038 02003 4.730000400 831,637,488.0000 19,668,228.25 03/31/2014 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 4,180,941.95 03/31/2014 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 188,679.72 03/31/2014 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 35,475.00 03/31/2014 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 21,355.95 03/31/2014 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 23.65 03/31/2014 12X4208 1208870 09/30/2039 02004 4.629999600 664,752,375.0000 15,389,016.15 03/31/2014 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 6,127,133.12 03/31/2014 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,424,915.99 03/31/2014 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 326,577.02 03/31/2014 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 243,098.13 03/31/2014 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 23.15 03/31/2014 12X4208 1208870 09/30/2040 02005 4.579999200 680,138,167.0000 15,575,161.30 03/31/2014 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 3,756,927.54 03/31/2014 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 1,043,919.22 03/31/2014 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 424,772.03 03/31/2014 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 104,446.88 03/31/2014 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 40,303.99 03/31/2014 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 5,507,285.71 03/31/2014 12X4208 1208870 09/30/2041 02006 4.439998800 504,123,454.0000 11,191,537.65 03/31/2014 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 1,956,751.87 03/31/2014 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 1,204,083.27 03/31/2014 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 112,109.97 03/31/2014 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 16,650.00 03/31/2014 12X4208 1208870 09/30/2046 02006 4.439998800 1,438,000.0000 31,923.59 03/31/2014 12X4208 1208870 09/30/2040 02007 4.150000800 246,432,611.0000 5,113,477.66 03/31/2014 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 8,704,294.68 03/31/2014 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 2,430,510.22 03/31/2014 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 1,668,985.07 03/31/2014 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 385,659.57 03/31/2014 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 354,015.82 03/31/2014 ------------------------ ---------------------- 5,844,707,043.0000 134,075,327.95 820 SUB-COHORT 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 203,191.66 03/31/2014 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 1,897.35 03/31/2014 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 22,903.00 03/31/2014 12X4208 1208820 09/30/2048 02007 5.150001600 187,000.0000 4,815.25 03/31/2014 12X4208 1208820 09/30/2047 02008 5.150001600 1,745,000.0000 44,933.76 03/31/2014 12X4208 1208820 09/30/2048 02008 5.150001600 1,047,000.0000 26,960.26 03/31/2014 12X4208 1208820 09/30/2047 02009 4.939999200 11,258,000.0000 278,072.55 03/31/2014 12X4208 1208820 09/30/2048 02009 4.939999200 6,827,000.0000 168,626.87 03/31/2014 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 1,862,738.34 03/31/2014 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 48,797.66 03/31/2014 12X4208 1208820 09/30/2048 02010 3.070000800 911,000.0000 13,983.85 03/31/2014 12X4208 1208820 09/30/2046 02011 4.259998800 48,600,000.0000 1,035,179.71 03/31/2014 12X4208 1208820 09/30/2047 02011 4.259998800 33,757,000.0000 719,023.90 03/31/2014 12X4208 1208820 09/30/2048 02011 4.259998800 13,355,000.0000 284,461.42 03/31/2014 12X4208 1208820 09/30/2046 02012 3.750001200 1,400,000.0000 26,250.01 03/31/2014 12X4208 1208820 09/30/2047 02012 3.750001200 48,534,000.0000 910,012.79 03/31/2014 12X4208 1208820 09/30/2048 02012 3.750001200 18,277,000.0000 342,693.86 03/31/2014 12X4208 1208820 09/30/2047 02013 3.750001200 9,066,000.0000 169,987.55 03/31/2014 12X4208 1208820 09/30/2048 02013 3.750001200 10,725,000.0000 201,093.81 03/31/2014 12X4208 1208820 09/30/2048 02014 3.750001200 162,000.0000 3,037.50 03/31/2014 ------------------------ ---------------------- 340,583,000.0000 6,368,661.10 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 7,784.00 03/31/2014 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 1,055.55 03/31/2014 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 22,439.41 03/31/2014 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 1,304.10 03/31/2014 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 18,785.25 03/31/2014 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 12,795.75 03/31/2014 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 14,036.00 03/31/2014 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 14,917.90 03/31/2014 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 5,050.50 03/31/2014 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 4,579.30 03/31/2014 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 21,204.00 03/31/2014 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 10,170.30 03/31/2014 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 14,479.60 03/31/2014 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 25,804.35 03/31/2014 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 16,537.75 03/31/2014 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 2,956.50 03/31/2014 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 13,015.20 03/31/2014 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 7,581.00 03/31/2014 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 21,367.51 03/31/2014 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 82,308.60 03/31/2014 12X4208 1208825 09/30/2048 02009 3.960000000 18,000.0000 356.40 03/31/2014 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 7,149.20 03/31/2014 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 53,750.86 03/31/2014 12X4208 1208825 09/30/2048 02010 2.930000400 67,000.0000 981.55 03/31/2014 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 2,050.30 03/31/2014 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 32,764.21 03/31/2014 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 34,388.21 03/31/2014 12X4208 1208825 09/30/2048 02011 4.060000800 609,000.0000 12,362.70 03/31/2014 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 2,379.15 03/31/2014 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 16,000.95 03/31/2014 12X4208 1208825 09/30/2048 02012 3.110000400 148,000.0000 2,301.40 03/31/2014 ------------------------ ---------------------- 23,621,000.0000 482,657.50 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 852,536.28 03/31/2014 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 24,400.01 03/31/2014 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 29,548.41 03/31/2014 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 323,439.34 03/31/2014 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 208,667.30 03/31/2014 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 438,750.00 03/31/2014 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 3,246.75 03/31/2014 ------------------------ ---------------------- 87,481,581.2200 1,880,588.09 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 321,299.95 03/31/2014 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 227,972.48 03/31/2014 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 242,367.91 03/31/2014 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 20,470.69 03/31/2014 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 441,288.99 03/31/2014 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 338,199.09 03/31/2014 12X4208 1208871 09/30/2046 02011 3.610000800 8,624,000.0000 155,663.23 03/31/2014 12X4208 1208871 09/30/2047 02011 3.610000800 4,295,000.0000 77,524.77 03/31/2014 ------------------------ ---------------------- 94,879,900.0000 1,824,787.11 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 4,371,826.0000 106,016.76 03/31/2014 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 24,419.75 03/31/2014 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 6,062.50 03/31/2014 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 18,187.50 03/31/2014 ------------------------ ---------------------- 6,378,826.0000 154,686.51 ======================== ====================== 12,396,971,098.9500 292,936,999.12 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00