Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 29,597,792.0000 1,477,916.73 05/31/2014 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,423,100.30 05/31/2014 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 664,113.48 05/31/2014 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 674,100.14 05/31/2014 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 430,075.89 05/31/2014 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 233,538.25 05/31/2014 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,368,173.63 05/31/2014 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,822,567.06 05/31/2014 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,003,590.51 05/31/2014 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 237,482.98 05/31/2014 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 83,188.95 05/31/2014 12X4215 1215201 09/30/2027 01993 6.670000800 128,529,074.0000 5,715,260.18 05/31/2014 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 432,611.81 05/31/2014 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,334,000.16 05/31/2014 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,120,560.13 05/31/2014 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 2,705,441.26 05/31/2014 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 224,645.63 05/31/2014 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 78,439.21 05/31/2014 12X4215 1215201 09/30/2027 01994 6.869998800 43,970,301.0000 2,013,839.43 05/31/2014 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 11,143,138.05 05/31/2014 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 503,799.91 05/31/2014 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 499,219.91 05/31/2014 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,060,999.64 05/31/2014 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 478,609.92 05/31/2014 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 97,324.98 05/31/2014 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 108,500.18 05/31/2014 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 97,828.78 05/31/2014 12X4215 1215201 09/30/2047 01994 6.869998800 10,000.0000 458.00 05/31/2014 12X4215 1215201 09/30/2028 01995 7.329999600 163,596,697.0000 7,994,424.82 05/31/2014 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 210,664.19 05/31/2014 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 244.33 05/31/2014 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,319,399.93 05/31/2014 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 227,229.99 05/31/2014 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 996,391.28 05/31/2014 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 65,676.80 05/31/2014 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 71,247.60 05/31/2014 12X4215 1215201 09/30/2029 01996 6.800000400 111,731,587.0000 5,065,165.58 05/31/2014 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 4,533,333.60 05/31/2014 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 185,866.68 05/31/2014 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 653,919.77 05/31/2014 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 1,287,466.74 05/31/2014 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 90,666.67 05/31/2014 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 72,261.34 05/31/2014 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 70,448.00 05/31/2014 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 152,365.34 05/31/2014 12X4215 1215201 09/30/2031 01997 6.670000800 134,232,410.0000 5,968,868.55 05/31/2014 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 244,566.70 05/31/2014 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 186,760.02 05/31/2014 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 283,119.30 05/31/2014 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 902,673.44 05/31/2014 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 2,267.80 05/31/2014 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 540,270.06 05/31/2014 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 49,847.14 05/31/2014 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 45,667.27 05/31/2014 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 95,825.68 05/31/2014 12X4215 1215201 09/30/2031 01998 5.929999200 36,639,097.0000 1,448,465.44 05/31/2014 12X4215 1215201 09/30/2032 01998 5.929999200 172,100,000.0000 6,803,685.75 05/31/2014 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 284,639.96 05/31/2014 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 810,433.22 05/31/2014 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 384,343.01 05/31/2014 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 1,083,213.19 05/31/2014 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 1,589,239.79 05/31/2014 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 63,806.79 05/31/2014 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 65,981.12 05/31/2014 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 76,141.19 05/31/2014 12X4215 1215201 09/30/2032 01999 5.950000800 14,935,123.0000 592,426.63 05/31/2014 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 7,893,667.73 05/31/2014 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 357,000.05 05/31/2014 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 959,933.46 05/31/2014 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 415,845.56 05/31/2014 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,102,733.48 05/31/2014 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,699,716.90 05/31/2014 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 80,166.34 05/31/2014 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 89,488.01 05/31/2014 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 86,909.68 05/31/2014 12X4215 1215201 09/30/2033 02000 6.220000800 43,193,374.0000 1,791,085.47 05/31/2014 12X4215 1215201 09/30/2034 02000 6.220000800 236,600,000.0000 9,811,014.60 05/31/2014 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 622,000.08 05/31/2014 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 124,400.02 05/31/2014 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 364,927.45 05/31/2014 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 1,480,360.19 05/31/2014 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 3,153,540.41 05/31/2014 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 95,497.75 05/31/2014 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 113,660.15 05/31/2014 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 169,391.36 05/31/2014 12X4215 1215201 09/30/2034 02001 5.289998400 97,643,024.0000 3,443,542.94 05/31/2014 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 8,322,930.82 05/31/2014 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 352,666.56 05/31/2014 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 465,519.86 05/31/2014 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 306,326.17 05/31/2014 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,333,079.60 05/31/2014 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,953,772.74 05/31/2014 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 91,058.51 05/31/2014 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 103,966.10 05/31/2014 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 115,498.30 05/31/2014 12X4215 1215201 09/30/2035 02002 4.870000800 121,037,273.0000 3,929,677.44 05/31/2014 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 7,564,734.58 05/31/2014 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 1,688,266.94 05/31/2014 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 1,504,833.49 05/31/2014 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 129.87 05/31/2014 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 1,175,293.53 05/31/2014 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 986,012.83 05/31/2014 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 332,263.92 05/31/2014 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 194.80 05/31/2014 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 101,588.22 05/31/2014 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 164,378.76 05/31/2014 12X4215 1215201 09/30/2036 02003 4.500000000 126,966,736.0000 3,809,002.08 05/31/2014 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 8,130,000.00 05/31/2014 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 3,466,710.00 05/31/2014 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 320,250.00 05/31/2014 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 774,930.00 05/31/2014 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 180,000.00 05/31/2014 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 597,000.00 05/31/2014 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 105,450.00 05/31/2014 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 95,250.00 05/31/2014 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 97,920.00 05/31/2014 12X4215 1215201 09/30/2037 02004 4.669999200 306,577,874.0000 9,544,789.51 05/31/2014 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 10,283,649.57 05/31/2014 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 542,124.64 05/31/2014 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,556,946.60 05/31/2014 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 116,843.38 05/31/2014 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 3,572,549.39 05/31/2014 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 137,982.91 05/31/2014 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 136,955.51 05/31/2014 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 138,294.24 05/31/2014 12X4215 1215201 09/30/2038 02005 4.560001200 430,142,241.0000 13,076,327.57 05/31/2014 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 8,480,295.03 05/31/2014 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,737,603.66 05/31/2014 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 115,580.83 05/31/2014 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 247,608.07 05/31/2014 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 118,408.03 05/31/2014 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 127,801.63 05/31/2014 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 147,409.64 05/31/2014 12X4215 1215201 09/30/2047 02005 4.560001200 29,000.0000 881.60 05/31/2014 12X4215 1215201 09/30/2039 02006 4.870000800 600,485,395.0000 19,495,762.36 05/31/2014 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 7,457,010.16 05/31/2014 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 427,586.07 05/31/2014 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,547,196.01 05/31/2014 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 134,022.42 05/31/2014 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 166,359.23 05/31/2014 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 162,268.43 05/31/2014 12X4215 1215201 09/30/2040 02007 4.790001600 744,904,953.0000 23,787,306.11 05/31/2014 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 5,308,631.04 05/31/2014 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 1,507,828.64 05/31/2014 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 146,254.72 05/31/2014 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 862.20 05/31/2014 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 167,681.99 05/31/2014 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 183,552.86 05/31/2014 12X4215 1215201 09/30/2047 02007 4.790001600 23,000.0000 734.47 05/31/2014 12X4215 1215201 09/30/2041 02008 4.230000000 753,930,716.0000 21,260,846.19 05/31/2014 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 5,685,717.76 05/31/2014 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 563,859.00 05/31/2014 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 8,065.20 05/31/2014 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 128,084.40 05/31/2014 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 133,329.60 05/31/2014 12X4215 1215201 09/30/2047 02008 4.230000000 13,000.0000 366.60 05/31/2014 12X4215 1215201 09/30/2042 02009 3.629998800 1,008,578,337.0000 24,407,587.69 05/31/2014 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 6,638,808.01 05/31/2014 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 572,741.21 05/31/2014 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 79,545.37 05/31/2014 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 88,741.37 05/31/2014 12X4215 1215201 09/30/2043 02010 3.819999600 1,565,298,183.0000 39,862,922.89 05/31/2014 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 8,191,759.94 05/31/2014 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 255,914.51 05/31/2014 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 116,408.12 05/31/2014 12X4215 1215201 09/30/2044 02011 3.470000400 813,544,844.0000 18,820,006.23 05/31/2014 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 3,941,621.50 05/31/2014 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 494,914.59 05/31/2014 12X4215 1215201 09/30/2047 02011 3.470000400 185,000.0000 4,279.67 05/31/2014 12X4215 1215201 09/30/2045 02012 2.440000800 744,925,000.0000 12,117,450.64 05/31/2014 12X4215 1215201 09/30/2046 02012 2.440000800 112,987,000.0000 1,837,922.47 05/31/2014 12X4215 1215201 09/30/2047 02012 2.440000800 5,026,000.0000 81,756.29 05/31/2014 12X4215 1215201 09/30/2046 02013 2.739999600 596,429,000.0000 10,894,768.14 05/31/2014 12X4215 1215201 09/30/2047 02013 2.739999600 172,995,000.0000 3,160,041.54 05/31/2014 12X4215 1215201 09/30/2047 02014 2.739999600 283,152,000.0000 5,172,242.44 05/31/2014 ------------------------ ---------------------- 14,837,809,905.0000 441,569,936.45 202 SUB-COHORT 12X4215 1215202 09/30/2033 01992 7.490001600 36,000.0000 1,797.60 05/31/2014 12X4215 1215202 09/30/2029 01993 6.660000000 54,329.0000 2,412.21 05/31/2014 12X4215 1215202 09/30/2032 01993 6.660000000 4,000.0000 177.60 05/31/2014 12X4215 1215202 09/30/2033 01993 6.660000000 7,000.0000 310.80 05/31/2014 12X4215 1215202 09/30/2029 01994 6.819998400 411,101.0000 18,691.39 05/31/2014 12X4215 1215202 09/30/2032 01994 6.819998400 3,000.0000 136.40 05/31/2014 12X4215 1215202 09/30/2033 01994 6.819998400 1,000.0000 45.47 05/31/2014 12X4215 1215202 09/30/2029 01995 7.189999200 699,563.0000 33,532.38 05/31/2014 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 11,695.73 05/31/2014 12X4215 1215202 09/30/2032 01995 7.189999200 7,000.0000 335.53 05/31/2014 12X4215 1215202 09/30/2033 01995 7.189999200 14,000.0000 671.07 05/31/2014 12X4215 1215202 09/30/2029 01996 6.649999200 1,698,342.0000 75,293.15 05/31/2014 12X4215 1215202 09/30/2032 01996 6.649999200 8,000.0000 354.67 05/31/2014 12X4215 1215202 09/30/2033 01996 6.649999200 7,000.0000 310.33 05/31/2014 12X4215 1215202 09/30/2029 01997 6.670000800 2,157,400.0000 95,932.40 05/31/2014 12X4215 1215202 09/30/2032 01997 6.670000800 16,578.0000 737.17 05/31/2014 12X4215 1215202 09/30/2033 01997 6.670000800 5,000.0000 222.33 05/31/2014 12X4215 1215202 09/30/2026 01998 5.829998400 1,443,913.0000 56,120.07 05/31/2014 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 52,469.99 05/31/2014 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 427.53 05/31/2014 12X4215 1215202 09/30/2032 01998 5.829998400 11,000.0000 427.53 05/31/2014 12X4215 1215202 09/30/2033 01998 5.829998400 5,000.0000 194.33 05/31/2014 12X4215 1215202 09/30/2026 01999 5.789998800 1,694,617.0000 65,412.20 05/31/2014 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 270.20 05/31/2014 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 52,109.99 05/31/2014 12X4215 1215202 09/30/2032 01999 5.789998800 21,000.0000 810.60 05/31/2014 12X4215 1215202 09/30/2033 01999 5.789998800 19,000.0000 733.40 05/31/2014 12X4215 1215202 09/30/2026 02000 6.239998800 2,313,383.0000 96,236.71 05/31/2014 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 12,480.00 05/31/2014 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 58,239.99 05/31/2014 12X4215 1215202 09/30/2032 02000 6.239998800 20,000.0000 832.00 05/31/2014 12X4215 1215202 09/30/2033 02000 6.239998800 22,000.0000 915.20 05/31/2014 12X4215 1215202 09/30/2022 02001 5.169999600 1,348,936.0000 46,493.32 05/31/2014 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 31,709.33 05/31/2014 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 737.59 05/31/2014 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 54,457.33 05/31/2014 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 13,786.67 05/31/2014 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 56,870.00 05/31/2014 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 1,137.40 05/31/2014 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 689.33 05/31/2014 12X4215 1215202 09/30/2023 02002 4.770000000 931,579.0000 29,624.21 05/31/2014 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 59,211.60 05/31/2014 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 187.62 05/31/2014 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 53,977.32 05/31/2014 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 15,900.00 05/31/2014 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 76,320.00 05/31/2014 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 604.20 05/31/2014 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 286.20 05/31/2014 12X4215 1215202 09/30/2024 02003 4.110001200 4,575,968.0000 125,381.56 05/31/2014 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 18,358.01 05/31/2014 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 19,262.21 05/31/2014 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 13,700.00 05/31/2014 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 65,760.02 05/31/2014 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 520.60 05/31/2014 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 328.80 05/31/2014 12X4215 1215202 09/30/2024 02004 4.309999200 2,361,311.0000 67,848.32 05/31/2014 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 102,290.65 05/31/2014 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 28,905.73 05/31/2014 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 14,366.66 05/31/2014 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 93,383.32 05/31/2014 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 143.67 05/31/2014 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 488.47 05/31/2014 12X4215 1215202 09/30/2025 02005 4.330000800 5,107,589.0000 147,439.10 05/31/2014 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 115,611.02 05/31/2014 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 22,313.94 05/31/2014 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 433.00 05/31/2014 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 102,476.69 05/31/2014 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 750.53 05/31/2014 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 461.87 05/31/2014 12X4215 1215202 09/30/2026 02006 4.820000400 5,464,509.0000 175,592.90 05/31/2014 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 99,645.47 05/31/2014 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 201,636.68 05/31/2014 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 482.00 05/31/2014 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 706.93 05/31/2014 12X4215 1215202 09/30/2027 02007 4.700001600 4,593,703.0000 143,936.08 05/31/2014 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 33,777.34 05/31/2014 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 358,422.12 05/31/2014 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 626.67 05/31/2014 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 532.67 05/31/2014 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 626.67 05/31/2014 12X4215 1215202 09/30/2028 02008 3.849998400 7,950,199.0000 204,055.02 05/31/2014 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 156,783.28 05/31/2014 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 58,134.98 05/31/2014 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 12,242.99 05/31/2014 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 513.33 05/31/2014 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 436.33 05/31/2014 12X4215 1215202 09/30/2029 02009 3.110000400 11,315,859.0000 234,615.51 05/31/2014 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 82,850.41 05/31/2014 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 28,010.74 05/31/2014 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 14,720.67 05/31/2014 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 269.53 05/31/2014 12X4215 1215202 09/30/2030 02010 3.269998800 14,990,401.0000 326,790.62 05/31/2014 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 67,492.78 05/31/2014 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 2,071.00 05/31/2014 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 654.00 05/31/2014 12X4215 1215202 09/30/2031 02011 2.840000400 12,958,000.0000 245,338.17 05/31/2014 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 72,826.28 05/31/2014 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 5,736.80 05/31/2014 12X4215 1215202 09/30/2034 02011 2.840000400 6,000.0000 113.60 05/31/2014 12X4215 1215202 09/30/2032 02012 3.129998400 7,756,000.0000 161,841.78 05/31/2014 12X4215 1215202 09/30/2033 02012 3.129998400 438,000.0000 9,139.60 05/31/2014 12X4215 1215202 09/30/2034 02012 2.840000400 6,000.0000 113.60 05/31/2014 12X4215 1215202 09/30/2033 02013 3.129998400 9,435,000.0000 196,876.90 05/31/2014 12X4215 1215202 09/30/2034 02013 3.129998400 1,972,000.0000 41,149.05 05/31/2014 12X4215 1215202 09/30/2034 02014 3.129998400 4,784,000.0000 99,826.08 05/31/2014 ------------------------ ---------------------- 187,795,880.0000 5,061,140.84 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 22,535,082.0000 1,137,270.59 05/31/2014 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 99,066.08 05/31/2014 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 126,873.21 05/31/2014 12X4215 1215203 09/30/2046 01992 7.570000800 229,000.0000 11,556.87 05/31/2014 12X4215 1215203 09/30/2042 01993 6.660000000 23,450,130.0000 1,041,185.77 05/31/2014 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 9,768.00 05/31/2014 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 92,307.60 05/31/2014 12X4215 1215203 09/30/2045 01993 6.660000000 693,000.0000 30,769.20 05/31/2014 12X4215 1215203 09/30/2046 01993 6.660000000 207,000.0000 9,190.80 05/31/2014 12X4215 1215203 09/30/2042 01994 6.789999600 21,394,797.0000 968,471.09 05/31/2014 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 8,962.80 05/31/2014 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 814.80 05/31/2014 12X4215 1215203 09/30/2045 01994 6.789999600 656,000.0000 29,694.93 05/31/2014 12X4215 1215203 09/30/2046 01994 6.789999600 244,000.0000 11,045.07 05/31/2014 12X4215 1215203 09/30/2043 01997 6.660000000 3,632,565.0000 161,285.89 05/31/2014 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 8,347.20 05/31/2014 12X4215 1215203 09/30/2045 01997 6.660000000 86,000.0000 3,818.40 05/31/2014 12X4215 1215203 09/30/2046 01997 6.660000000 35,000.0000 1,554.00 05/31/2014 12X4215 1215203 09/30/2032 01998 5.979999600 733,159.0000 29,228.60 05/31/2014 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 107.64 05/31/2014 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 161,459.99 05/31/2014 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 239.20 05/31/2014 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 5,063.07 05/31/2014 12X4215 1215203 09/30/2045 01998 5.979999600 118,000.0000 4,704.27 05/31/2014 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 1,594.67 05/31/2014 12X4215 1215203 09/30/2042 01999 5.810000400 3,513,933.0000 136,106.35 05/31/2014 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 26,106.27 05/31/2014 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,316.93 05/31/2014 12X4215 1215203 09/30/2045 01999 5.810000400 18,000.0000 697.20 05/31/2014 12X4215 1215203 09/30/2046 01999 5.810000400 15,000.0000 581.00 05/31/2014 12X4215 1215203 09/30/2033 02000 6.350000400 1,534,263.0000 64,950.47 05/31/2014 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 26,543.00 05/31/2014 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 4,995.33 05/31/2014 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,074.33 05/31/2014 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 719.67 05/31/2014 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 296.33 05/31/2014 12X4215 1215203 09/30/2042 02001 4.730000400 172,299.0000 5,433.16 05/31/2014 12X4215 1215203 09/30/2046 02001 4.730000400 1,000.0000 31.53 05/31/2014 12X4215 1215203 09/30/2042 02002 4.939999200 185,992.0000 6,125.34 05/31/2014 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,317.33 05/31/2014 12X4215 1215203 09/30/2045 02002 4.939999200 11,000.0000 362.27 05/31/2014 12X4215 1215203 09/30/2046 02002 4.939999200 20,000.0000 658.67 05/31/2014 12X4215 1215203 09/30/2036 02003 4.100000400 65,822.0000 1,799.13 05/31/2014 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 2,870.00 05/31/2014 12X4215 1215203 09/30/2045 02003 4.100000400 3,000.0000 82.00 05/31/2014 12X4215 1215203 09/30/2046 02003 4.100000400 5,000.0000 136.67 05/31/2014 12X4215 1215203 09/30/2037 02004 3.949999200 150,279.0000 3,957.35 05/31/2014 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,896.00 05/31/2014 12X4215 1215203 09/30/2045 02004 3.949999200 3,000.0000 79.00 05/31/2014 12X4215 1215203 09/30/2046 02004 3.949999200 1,000.0000 26.33 05/31/2014 12X4215 1215203 09/30/2038 02005 3.880000800 25,450.0000 658.31 05/31/2014 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 5,690.67 05/31/2014 12X4215 1215203 09/30/2046 02005 3.880000800 5,000.0000 129.33 05/31/2014 12X4215 1215203 09/30/2039 02006 4.839998400 115,583.0000 3,729.48 05/31/2014 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,774.67 05/31/2014 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 161.33 05/31/2014 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 322.67 05/31/2014 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 32.27 05/31/2014 12X4215 1215203 09/30/2040 02007 4.880001600 24,991.0000 813.04 05/31/2014 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,203.73 05/31/2014 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 299.31 05/31/2014 12X4215 1215203 09/30/2041 02008 3.489998400 122,355.0000 2,846.79 05/31/2014 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 977.20 05/31/2014 12X4215 1215203 09/30/2045 02008 3.489998400 2,000.0000 46.53 05/31/2014 12X4215 1215203 09/30/2042 02009 3.089998800 310,456.0000 6,395.39 05/31/2014 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 2,628.56 05/31/2014 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 2,401.96 05/31/2014 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 473.80 05/31/2014 12X4215 1215203 09/30/2043 02010 3.610000800 1,091,221.0000 26,262.06 05/31/2014 12X4215 1215203 09/30/2045 02010 3.610000800 12,000.0000 288.80 05/31/2014 12X4215 1215203 09/30/2046 02010 3.610000800 1,000.0000 24.07 05/31/2014 12X4215 1215203 09/30/2044 02011 3.300001200 710,109.0000 15,622.40 05/31/2014 12X4215 1215203 09/30/2045 02011 3.300001200 5,532.0000 121.70 05/31/2014 12X4215 1215203 09/30/2046 02011 3.300001200 38,000.0000 836.00 05/31/2014 12X4215 1215203 09/30/2045 02012 2.149999200 1,119,000.0000 16,038.99 05/31/2014 12X4215 1215203 09/30/2046 02012 2.149999200 26,000.0000 372.67 05/31/2014 12X4215 1215203 09/30/2046 02013 2.149999200 796,000.0000 11,409.33 05/31/2014 12X4215 1215203 09/30/2047 02014 2.149999200 402,000.0000 5,762.00 05/31/2014 ------------------------ ---------------------- 98,315,118.0000 4,350,864.46 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 54,648.0000 2,521.09 05/31/2014 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 83,039.99 05/31/2014 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 73,813.32 05/31/2014 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,799.20 05/31/2014 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 16,608.00 05/31/2014 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 36,030.13 05/31/2014 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 2,352.80 05/31/2014 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 92.27 05/31/2014 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 46.13 05/31/2014 12X4215 1215206 09/30/2029 01993 7.049998800 686,889.0000 32,283.78 05/31/2014 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 61,099.99 05/31/2014 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 22,936.00 05/31/2014 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 61,099.99 05/31/2014 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 987.00 05/31/2014 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 91,132.98 05/31/2014 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 893.00 05/31/2014 12X4215 1215206 09/30/2043 01994 6.990001200 5,027,680.0000 234,289.93 05/31/2014 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 3,308.60 05/31/2014 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 2,097.00 05/31/2014 12X4215 1215206 09/30/2030 01995 6.950001600 1,942,459.0000 90,000.62 05/31/2014 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 55,600.01 05/31/2014 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 14,363.34 05/31/2014 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 9,035.00 05/31/2014 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 74,133.35 05/31/2014 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 2,502.00 05/31/2014 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 92.67 05/31/2014 12X4215 1215206 09/30/2032 01996 6.419998800 1,793,401.0000 76,757.55 05/31/2014 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,140.00 05/31/2014 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 17,120.00 05/31/2014 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 18,703.60 05/31/2014 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 109,139.98 05/31/2014 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 21,828.00 05/31/2014 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 1,669.20 05/31/2014 12X4215 1215206 09/30/2031 01997 6.040000800 1,234,201.0000 49,697.17 05/31/2014 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2014 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 28,186.67 05/31/2014 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 16,106.67 05/31/2014 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 12,764.54 05/31/2014 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 84,560.01 05/31/2014 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 20,052.80 05/31/2014 12X4215 1215206 09/30/2032 01998 5.979999600 618,600.0000 24,661.52 05/31/2014 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 31,893.33 05/31/2014 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 39,866.66 05/31/2014 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 10,245.73 05/31/2014 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 32,969.73 05/31/2014 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 28,145.86 05/31/2014 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 31,175.73 05/31/2014 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 31,773.73 05/31/2014 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 174.18 05/31/2014 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 119.60 05/31/2014 12X4215 1215206 09/30/2035 01999 5.690001600 1,568,635.0000 59,503.57 05/31/2014 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 37,933.34 05/31/2014 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 128,973.37 05/31/2014 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 28,639.67 05/31/2014 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 15,173.34 05/31/2014 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 47,416.68 05/31/2014 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 1,934.60 05/31/2014 12X4215 1215206 09/30/2035 02000 5.349999600 1,693,176.0000 60,389.94 05/31/2014 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 131,966.66 05/31/2014 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 93,303.99 05/31/2014 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 22,398.66 05/31/2014 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 73,865.66 05/31/2014 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 87,383.33 05/31/2014 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 142.67 05/31/2014 12X4215 1215206 09/30/2037 02001 4.939999200 4,651,610.0000 153,193.00 05/31/2014 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 90,500.79 05/31/2014 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 52,462.79 05/31/2014 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 12,778.13 05/31/2014 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 4,874.13 05/31/2014 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 108,251.85 05/31/2014 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 45,118.66 05/31/2014 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 24,634.13 05/31/2014 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 2,568.80 05/31/2014 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 29,804.66 05/31/2014 12X4215 1215206 09/30/2037 02002 4.650001200 481,690.0000 14,932.39 05/31/2014 12X4215 1215206 09/30/2038 02002 4.650001200 7,200,000.0000 223,200.06 05/31/2014 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 48,732.01 05/31/2014 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 56,172.01 05/31/2014 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 3,255.00 05/31/2014 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 91,450.02 05/31/2014 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 29,202.01 05/31/2014 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 46,407.01 05/31/2014 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 45,446.01 05/31/2014 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 27,001.01 05/31/2014 12X4215 1215206 09/30/2039 02003 4.410000000 3,098,241.0000 91,088.29 05/31/2014 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 31,899.00 05/31/2014 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 164,346.00 05/31/2014 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 217,712.88 05/31/2014 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 30,458.40 05/31/2014 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 81,144.00 05/31/2014 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 28,959.00 05/31/2014 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 75,558.00 05/31/2014 12X4215 1215206 09/30/2039 02004 4.550000400 267,796.0000 8,123.15 05/31/2014 12X4215 1215206 09/30/2040 02004 4.550000400 6,584,000.0000 199,714.68 05/31/2014 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 35,338.34 05/31/2014 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 152,971.01 05/31/2014 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 34,155.34 05/31/2014 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 7,977.67 05/31/2014 12X4215 1215206 09/30/2040 02005 4.560001200 3,106,819.0000 94,447.32 05/31/2014 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 137,833.64 05/31/2014 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 92,203.22 05/31/2014 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 59,280.02 05/31/2014 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 18,544.00 05/31/2014 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 13,406.40 05/31/2014 12X4215 1215206 09/30/2041 02006 4.659998400 390,189.0000 12,121.87 05/31/2014 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 46,040.78 05/31/2014 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 85,837.17 05/31/2014 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 24,231.99 05/31/2014 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 23,548.53 05/31/2014 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 65,333.18 05/31/2014 12X4215 1215206 09/30/2047 02006 4.659998400 99,000.0000 3,075.60 05/31/2014 12X4215 1215206 09/30/2042 02007 4.700001600 307,854.0000 9,646.10 05/31/2014 12X4215 1215206 09/30/2043 02007 4.700001600 7,216,000.0000 226,101.41 05/31/2014 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 136,196.65 05/31/2014 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 43,772.68 05/31/2014 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 48,096.68 05/31/2014 12X4215 1215206 09/30/2047 02007 4.700001600 35,000.0000 1,096.67 05/31/2014 12X4215 1215206 09/30/2044 02008 3.319999200 6,461,825.0000 143,021.69 05/31/2014 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 132,003.17 05/31/2014 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 56,860.52 05/31/2014 12X4215 1215206 09/30/2045 02009 3.170001600 3,448,617.0000 72,880.81 05/31/2014 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 270,274.34 05/31/2014 12X4215 1215206 09/30/2047 02009 3.170001600 6,000.0000 126.80 05/31/2014 12X4215 1215206 09/30/2043 02010 3.120001200 1,056,030.0000 21,965.43 05/31/2014 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 12,916.80 05/31/2014 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 88,504.03 05/31/2014 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 8,257.60 05/31/2014 12X4215 1215206 09/30/2046 02011 4.430001600 6,307,715.0000 186,287.92 05/31/2014 12X4215 1215206 09/30/2047 02011 4.430001600 2,239,000.0000 66,125.16 05/31/2014 12X4215 1215206 09/30/2045 02012 3.909999600 564,000.0000 14,701.60 05/31/2014 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 15,900.67 05/31/2014 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 14,145.47 05/31/2014 12X4215 1215206 09/30/2047 02013 3.830000400 294,000.0000 7,506.80 05/31/2014 12X4215 1215206 09/30/2047 02014 3.830000400 94,000.0000 2,400.13 05/31/2014 ------------------------ ---------------------- 219,209,344.0000 7,015,325.68 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 6,450,268.0000 284,671.84 05/31/2014 12X4215 1215207 09/30/2044 01992 6.620000400 78,100,000.0000 3,446,813.54 05/31/2014 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 132,400.01 05/31/2014 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 1,368,133.42 05/31/2014 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 571,306.03 05/31/2014 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 441,333.36 05/31/2014 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 5,384.27 05/31/2014 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 55,166.67 05/31/2014 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 428,093.36 05/31/2014 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 115,982.41 05/31/2014 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 1,218,433.14 05/31/2014 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 381,929.89 05/31/2014 12X4215 1215207 09/30/2044 01993 6.890000400 37,565,745.0000 1,725,519.99 05/31/2014 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,480,400.14 05/31/2014 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,561,733.42 05/31/2014 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 574,763.83 05/31/2014 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 422,586.69 05/31/2014 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 475,180.36 05/31/2014 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 218,183.35 05/31/2014 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 159,021.21 05/31/2014 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 53,282.67 05/31/2014 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 360,392.95 05/31/2014 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 908,285.79 05/31/2014 12X4215 1215207 09/30/2045 01994 7.089998400 2,500,000.0000 118,166.64 05/31/2014 12X4215 1215207 09/30/2046 01994 7.089998400 46,595,590.0000 2,202,417.72 05/31/2014 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,370,733.02 05/31/2014 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 780,372.49 05/31/2014 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 452,341.90 05/31/2014 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 576,653.20 05/31/2014 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 597,970.47 05/31/2014 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 359,226.59 05/31/2014 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 122,373.37 05/31/2014 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 35,686.33 05/31/2014 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 605,627.66 05/31/2014 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 815,349.82 05/31/2014 12X4215 1215207 09/30/2046 01995 6.710000400 32,833,362.0000 1,468,745.81 05/31/2014 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 89,466.67 05/31/2014 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 44,733.34 05/31/2014 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 626,266.70 05/31/2014 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 47,819.94 05/31/2014 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 299,489.68 05/31/2014 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 98,413.34 05/31/2014 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 2,818.20 05/31/2014 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 40,304.74 05/31/2014 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 147,530.54 05/31/2014 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 22,769.27 05/31/2014 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 83,919.74 05/31/2014 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 33,281.60 05/31/2014 12X4215 1215207 09/30/2047 01996 6.459998400 139,969.0000 6,028.00 05/31/2014 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,248,933.02 05/31/2014 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 387,599.90 05/31/2014 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 28,751.30 05/31/2014 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 220,587.41 05/31/2014 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 159,346.63 05/31/2014 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 818.27 05/31/2014 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,627.07 05/31/2014 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 251,983.00 05/31/2014 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 6,976.80 05/31/2014 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 14,771.86 05/31/2014 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 7,881.20 05/31/2014 12X4215 1215207 09/30/2048 01997 5.950000800 12,702,717.0000 503,874.51 05/31/2014 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 674,333.42 05/31/2014 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 39,666.67 05/31/2014 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 39,666.67 05/31/2014 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 555,333.41 05/31/2014 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 61,780.84 05/31/2014 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 206,861.69 05/31/2014 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 142,800.02 05/31/2014 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 25,823.00 05/31/2014 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 24,038.00 05/31/2014 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 13,804.00 05/31/2014 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 38,199.01 05/31/2014 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 52,003.01 05/31/2014 12X4215 1215207 09/30/2049 01998 5.950000800 22,175,555.0000 879,630.47 05/31/2014 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 753,666.77 05/31/2014 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 119,000.02 05/31/2014 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 238,000.03 05/31/2014 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 515,666.74 05/31/2014 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 92,899.35 05/31/2014 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 23,443.00 05/31/2014 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 178,500.02 05/31/2014 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 29,155.00 05/31/2014 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 49,583.34 05/31/2014 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 234,945.70 05/31/2014 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 37,643.67 05/31/2014 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 93,296.01 05/31/2014 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 60,571.01 05/31/2014 12X4215 1215207 09/30/2064 01998 5.950000800 33,000.0000 1,309.00 05/31/2014 12X4215 1215207 09/30/2050 01999 5.839999200 22,309,952.0000 868,600.68 05/31/2014 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 506,133.26 05/31/2014 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 311,466.62 05/31/2014 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 163,519.98 05/31/2014 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 112,836.57 05/31/2014 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 56,647.99 05/31/2014 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 156,628.78 05/31/2014 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 60,190.93 05/31/2014 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 83,862.39 05/31/2014 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 55,635.73 05/31/2014 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 35,857.60 05/31/2014 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 49,601.06 05/31/2014 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 25,112.00 05/31/2014 12X4215 1215207 09/30/2051 02000 5.649998400 11,874,508.0000 447,273.01 05/31/2014 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 903,999.74 05/31/2014 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 338,999.90 05/31/2014 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 53,486.65 05/31/2014 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 103,733.97 05/31/2014 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 129,836.96 05/31/2014 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 39,662.99 05/31/2014 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 186,449.95 05/31/2014 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 38,457.66 05/31/2014 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 44,220.65 05/31/2014 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 73,562.98 05/31/2014 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 58,722.32 05/31/2014 12X4215 1215207 09/30/2052 02001 5.349999600 14,106,746.0000 503,140.57 05/31/2014 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 973,699.93 05/31/2014 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 212,894.32 05/31/2014 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 105,323.66 05/31/2014 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 93,785.49 05/31/2014 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 246,706.31 05/31/2014 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 63,522.33 05/31/2014 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 78,002.99 05/31/2014 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 63,130.00 05/31/2014 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 30,459.33 05/31/2014 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 63,344.00 05/31/2014 12X4215 1215207 09/30/2064 02001 5.349999600 23,000.0000 820.33 05/31/2014 12X4215 1215207 09/30/2053 02002 5.060001600 33,428,986.0000 1,127,671.48 05/31/2014 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 404,800.13 05/31/2014 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 157,366.05 05/31/2014 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 210,968.33 05/31/2014 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 161,616.45 05/31/2014 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 30,022.68 05/31/2014 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 173,355.65 05/31/2014 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 70,671.36 05/31/2014 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 48,508.55 05/31/2014 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 13,392.14 05/31/2014 12X4215 1215207 09/30/2064 02002 5.060001600 7,000.0000 236.13 05/31/2014 12X4215 1215207 09/30/2053 02003 4.910000400 14,659,624.0000 479,858.40 05/31/2014 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 582,653.38 05/31/2014 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 310,901.23 05/31/2014 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 118,691.08 05/31/2014 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 105,663.21 05/31/2014 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 253,879.75 05/31/2014 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 232,668.55 05/31/2014 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 29,787.34 05/31/2014 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 43,437.14 05/31/2014 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 55,777.60 05/31/2014 12X4215 1215207 09/30/2055 02004 4.830001200 10,841,304.0000 349,090.08 05/31/2014 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 547,239.14 05/31/2014 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 492,563.52 05/31/2014 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 122,166.83 05/31/2014 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 213,521.83 05/31/2014 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 88,872.02 05/31/2014 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 50,425.21 05/31/2014 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 181,994.45 05/31/2014 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 130,120.23 05/31/2014 12X4215 1215207 09/30/2064 02004 4.830001200 1,073,000.0000 34,550.61 05/31/2014 12X4215 1215207 09/30/2056 02005 4.719999600 9,658,780.0000 303,929.58 05/31/2014 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 447,015.43 05/31/2014 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 436,002.10 05/31/2014 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 217,560.51 05/31/2014 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 99,371.72 05/31/2014 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 33,574.93 05/31/2014 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 99,434.66 05/31/2014 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 129,579.72 05/31/2014 12X4215 1215207 09/30/2064 02005 4.719999600 539,000.0000 16,960.53 05/31/2014 12X4215 1215207 09/30/2057 02006 4.479998400 6,161,227.0000 184,015.25 05/31/2014 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 399,854.79 05/31/2014 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 396,858.60 05/31/2014 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 257,988.17 05/31/2014 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 332,296.41 05/31/2014 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 81,715.17 05/31/2014 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 89,420.77 05/31/2014 12X4215 1215207 09/30/2064 02006 4.479998400 501,000.0000 14,963.19 05/31/2014 12X4215 1215207 09/30/2058 02007 4.209998400 11,527,110.0000 323,527.43 05/31/2014 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 590,325.98 05/31/2014 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 299,358.95 05/31/2014 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 213,390.79 05/31/2014 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 90,514.97 05/31/2014 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 157,931.07 05/31/2014 12X4215 1215207 09/30/2064 02007 4.209998400 511,000.0000 14,342.06 05/31/2014 12X4215 1215207 09/30/2059 02008 3.980001600 9,724,972.0000 258,036.03 05/31/2014 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 357,828.68 05/31/2014 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 189,580.74 05/31/2014 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 158,961.26 05/31/2014 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 139,804.19 05/31/2014 12X4215 1215207 09/30/2064 02008 3.980001600 754,000.0000 20,006.14 05/31/2014 12X4215 1215207 09/30/2061 02009 3.780000000 9,591,027.0000 241,693.88 05/31/2014 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 172,519.20 05/31/2014 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 527,612.40 05/31/2014 12X4215 1215207 09/30/2064 02009 3.780000000 2,054,000.0000 51,760.80 05/31/2014 12X4215 1215207 09/30/2061 02010 3.309998400 7,823,630.0000 172,641.35 05/31/2014 12X4215 1215207 09/30/2062 02010 3.309998400 12,376,000.0000 273,096.93 05/31/2014 12X4215 1215207 09/30/2063 02010 3.309998400 20,200,000.0000 445,746.45 05/31/2014 12X4215 1215207 09/30/2064 02010 3.309998400 2,864,000.0000 63,198.90 05/31/2014 12X4215 1215207 09/30/2061 02011 4.590000000 993,460.0000 30,399.88 05/31/2014 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 305,510.40 05/31/2014 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 284,457.60 05/31/2014 12X4215 1215207 09/30/2064 02011 4.590000000 4,821,000.0000 147,522.60 05/31/2014 12X4215 1215207 09/30/2063 02012 4.230000000 20,289,000.0000 572,149.80 05/31/2014 12X4215 1215207 09/30/2064 02012 4.230000000 4,533,000.0000 127,830.60 05/31/2014 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 76,967.73 05/31/2014 12X4215 1215207 09/30/2064 02013 4.179999600 3,993,000.0000 111,271.59 05/31/2014 ------------------------ ---------------------- 1,582,008,124.0000 60,573,606.07 208 SUB-COHORT 12X4215 1215208 09/30/2015 02006 3.800001600 323,505.0000 8,195.46 05/31/2014 12X4215 1215208 09/30/2016 02006 3.800001600 1,000.0000 25.33 05/31/2014 12X4215 1215208 09/30/2017 02007 1.000000800 733,000.0000 4,886.67 05/31/2014 12X4215 1215208 09/30/2015 02009 2.440000800 141,000.0000 2,293.60 05/31/2014 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 4,115.47 05/31/2014 12X4215 1215208 09/30/2015 02010 1.500001200 665,000.0000 6,650.01 05/31/2014 12X4215 1215208 09/30/2016 02010 1.500001200 23,000.0000 230.00 05/31/2014 12X4215 1215208 09/30/2017 02010 1.500001200 12,000.0000 120.00 05/31/2014 ------------------------ ---------------------- 2,151,505.0000 26,516.54 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 26,811.87 05/31/2014 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 3,362.60 05/31/2014 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 194.93 05/31/2014 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 21,120.76 05/31/2014 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 88,351.95 05/31/2014 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 7,447.00 05/31/2014 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,083.20 05/31/2014 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 45.13 05/31/2014 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 60,169.41 05/31/2014 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 4,547.40 05/31/2014 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 2,021.07 05/31/2014 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 91.87 05/31/2014 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 12,040.33 05/31/2014 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 4,417.23 05/31/2014 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 398.67 05/31/2014 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 1,036.53 05/31/2014 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 4,723.61 05/31/2014 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 74,596.53 05/31/2014 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 426.07 05/31/2014 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 38.73 05/31/2014 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 4,313.01 05/31/2014 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 360.40 05/31/2014 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 589.36 05/31/2014 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 63.60 05/31/2014 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 14,801.84 05/31/2014 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 4,579.28 05/31/2014 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 4,536.00 05/31/2014 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 933.66 05/31/2014 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 283.50 05/31/2014 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 26,157.60 05/31/2014 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 37.80 05/31/2014 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 21,174.02 05/31/2014 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 186.67 05/31/2014 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 15,306.67 05/31/2014 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 336.00 05/31/2014 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 37.33 05/31/2014 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 21,542.65 05/31/2014 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,633.33 05/31/2014 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 11,498.67 05/31/2014 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 3,626.00 05/31/2014 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 359.33 05/31/2014 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 4,732.94 05/31/2014 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 346.00 05/31/2014 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,114.00 05/31/2014 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 17,153.38 05/31/2014 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 5,286.40 05/31/2014 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,164.80 05/31/2014 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 18,912.01 05/31/2014 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 3,716.40 05/31/2014 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 456.40 05/31/2014 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 978.00 05/31/2014 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 26,010.01 05/31/2014 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,160.40 05/31/2014 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,178.40 05/31/2014 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 163.67 05/31/2014 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 32.73 05/31/2014 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 24,931.84 05/31/2014 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,089.40 05/31/2014 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 558.67 05/31/2014 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 27.93 05/31/2014 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 22,647.51 05/31/2014 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 2,688.00 05/31/2014 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 20,134.20 05/31/2014 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 3,058.49 05/31/2014 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 84.60 05/31/2014 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 84.60 05/31/2014 ------------------------ ---------------------- 16,235,670.0000 605,992.39 212 SUB-COHORT 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 4,654.00 05/31/2014 12X4215 1215212 09/30/2015 02001 5.370001200 42,478.0000 1,520.71 05/31/2014 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 35.80 05/31/2014 12X4215 1215212 09/30/2014 02002 5.289998400 228,266.0000 8,050.18 05/31/2014 12X4215 1215212 09/30/2015 02002 5.289998400 3,000.0000 105.80 05/31/2014 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 70.53 05/31/2014 12X4215 1215212 09/30/2014 02003 4.250001600 107,028.0000 3,032.46 05/31/2014 12X4215 1215212 09/30/2015 02003 4.250001600 4,000.0000 113.33 05/31/2014 12X4215 1215212 09/30/2016 02003 4.250001600 3,000.0000 85.00 05/31/2014 ------------------------ ---------------------- 520,772.0000 17,667.81 401 SUB-COHORT 12X4215 1215401 09/30/2016 02006 3.409999200 247,000.0000 5,615.13 05/31/2014 12X4215 1215401 09/30/2015 02007 2.170000800 3,451.0000 49.92 05/31/2014 ------------------------ ---------------------- 250,451.0000 5,665.05 ======================== ====================== 16,944,296,769.0000 519,226,715.29 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215206 09/30/2032 01998 04/10/2014 INT + 0.0000 16,116.10 491694 1215206 09/30/2039 02003 04/10/2014 INT + 0.0000 22,005.90 491696 1215206 09/30/2039 02004 04/10/2014 INT + 0.0000 11,534.25 491698 1215206 09/30/2041 02006 04/10/2014 INT + 0.0000 14,911.99 491700 1215206 09/30/2043 02008 04/10/2014 INT + 0.0000 2,752.69 491702 1215206 09/30/2043 02008 04/10/2014 INT + 0.0000 1,120.50 491704 1215206 09/30/2043 02009 04/10/2014 INT + 0.0000 22,705.41 491708 1215206 09/30/2044 02008 04/10/2014 INT + 0.0000 5,738.20 491706 1215206 09/30/2044 02009 04/10/2014 INT + 0.0000 55,047.08 491710 1215206 09/30/2044 02009 04/10/2014 INT + 0.0000 3,647.09 491712 1215206 09/30/2044 02011 04/10/2014 INT + 0.0000 10,094.09 491716 1215206 09/30/2045 02009 04/10/2014 INT + 0.0000 35,731.99 491714 1215206 09/30/2045 02011 04/10/2014 INT + 0.0000 86,451.48 491718 1215206 09/30/2046 02011 04/10/2014 INT + 0.0000 95,184.90 491720 1215207 09/30/2043 01992 04/10/2014 INT + 0.0000 416,861.43 491629 1215207 09/30/2044 01993 04/10/2014 INT + 0.0000 635,774.79 491631 1215207 09/30/2045 01994 04/10/2014 INT + 0.0000 21,929.01 491633 1215207 09/30/2046 01994 04/10/2014 INT + 0.0000 616,986.20 491635 1215207 09/30/2046 01995 04/10/2014 INT + 0.0000 54,430.28 491637 1215207 09/30/2047 01996 04/10/2014 INT + 0.0000 52,067.59 491639 1215207 09/30/2048 01997 04/10/2014 INT + 0.0000 48,998.26 491641 1215207 09/30/2052 02001 04/10/2014 INT + 0.0000 36,540.50 491643 1215207 09/30/2053 02003 04/10/2014 INT + 0.0000 37,242.35 491645 1215207 09/30/2055 02004 04/10/2014 INT + 0.0000 22,387.06 491647 1215207 09/30/2056 02005 04/10/2014 INT + 0.0000 33,346.80 491649 1215207 09/30/2057 02006 04/10/2014 INT + 0.0000 16,598.39 491651 1215207 09/30/2057 02007 04/10/2014 INT + 0.0000 20,294.51 491653 1215207 09/30/2058 02007 04/10/2014 INT + 0.0000 2,439.48 491655 1215207 09/30/2060 02009 04/10/2014 INT + 0.0000 143,205.81 491657 1215207 09/30/2060 02010 04/10/2014 INT + 0.0000 51,754.80 491661 1215207 09/30/2060 02010 04/10/2014 INT + 0.0000 1,199.87 491663 1215207 09/30/2061 02009 04/10/2014 INT + 0.0000 66,092.79 491659 1215207 09/30/2061 02010 04/10/2014 INT + 0.0000 71,931.56 491665 1215207 09/30/2061 02011 04/10/2014 INT + 0.0000 26,140.05 491667 1215207 09/30/2062 02012 04/10/2014 INT + 0.0000 48,010.50 491669 1215207 09/30/2063 02012 04/10/2014 INT + 0.0000 70,154.55 491671 1215208 09/30/2014 02007 04/10/2014 INT + 0.0000 3,629.52 491682 1215208 09/30/2014 02009 04/10/2014 INT + 0.0000 14.92 491692 1215208 09/30/2015 02001 04/10/2014 INT + 0.0000 3,519.00 491678 1215208 09/30/2015 02007 04/10/2014 INT + 0.0000 4,420.00 491684 1215208 09/30/2015 02008 04/10/2014 INT + 0.0000 2,997.59 491688 1215208 09/30/2015 02008 04/10/2014 INT + 0.0000 93.60 491690 1215208 09/30/2016 02001 04/10/2014 INT + 0.0000 17.00 491680 1215208 09/30/2016 02007 04/10/2014 INT + 0.0000 775.00 491686 1215401 09/30/2014 02000 04/10/2014 INT + 0.0000 0.03 491674 1215401 09/30/2016 02005 04/10/2014 INT + 0.0000 3,601.90 491676 ------------------------ ---------------------- 0.0000 2,896,496.81 ======================== ====================== 0.0000 2,896,496.81