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 14,507,229.0000 733,340.34 06/30/2014 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 819,718.70 06/30/2014 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 21,685.95 06/30/2014 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 18,551.85 06/30/2014 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 13,850.70 06/30/2014 12X4208 1208845 09/30/2044 01993 6.530000400 15,826,048.0000 775,080.75 06/30/2014 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 10,186.80 06/30/2014 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 77,429.48 06/30/2014 ------------------------ ---------------------- 49,408,277.0000 2,469,844.57 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 155,604.0000 8,110.86 06/30/2014 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 388,331.34 06/30/2014 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 955,451.47 06/30/2014 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 124,891.53 06/30/2014 12X4208 1208840 09/30/2045 01993 7.009999200 239,130.0000 12,572.26 06/30/2014 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 1,065,011.65 06/30/2014 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 529,640.49 06/30/2014 ------------------------ ---------------------- 58,901,734.0000 3,084,009.60 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 51,686.35 06/30/2014 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 54,753.61 06/30/2014 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 33,432.34 06/30/2014 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 14,779.50 06/30/2014 12X4208 1208850 09/30/2031 01996 6.450001200 4,696,244.0000 227,180.85 06/30/2014 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,741.50 06/30/2014 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 12,093.75 06/30/2014 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 25,348.50 06/30/2014 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 214,833.41 06/30/2014 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 11,610.00 06/30/2014 12X4208 1208850 09/30/2047 01997 5.979999600 1,073,405.0000 48,142.21 06/30/2014 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 186,329.21 06/30/2014 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 112,815.02 06/30/2014 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 11,250.00 06/30/2014 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 192,600.04 06/30/2014 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 71,820.01 06/30/2014 12X4208 1208850 09/30/2046 01999 5.919998400 982,745.9100 43,633.91 06/30/2014 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 17,848.80 06/30/2014 12X4208 1208850 09/30/2035 02000 5.730001200 11,464,577.0000 492,690.30 06/30/2014 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 859.50 06/30/2014 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 19,338.75 06/30/2014 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 98,412.77 06/30/2014 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 82,211.19 06/30/2014 12X4208 1208850 09/30/2043 02001 5.000000400 1,554,791.0000 58,304.67 06/30/2014 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 75,000.01 06/30/2014 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 6,412.50 06/30/2014 12X4208 1208850 09/30/2037 02002 4.790001600 1,839,453.0000 66,082.37 06/30/2014 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 168,883.48 06/30/2014 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 28,740.01 06/30/2014 12X4208 1208850 09/30/2038 02003 4.709998800 841,817.0000 29,737.18 06/30/2014 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 514,049.27 06/30/2014 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 118,162.09 06/30/2014 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 3,850.42 06/30/2014 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 70.65 06/30/2014 12X4208 1208850 09/30/2042 02004 4.690000800 4,357,272.0000 153,267.07 06/30/2014 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 427,481.85 06/30/2014 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 94,057.97 06/30/2014 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 16,039.80 06/30/2014 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 35.18 06/30/2014 12X4208 1208850 09/30/2044 02005 4.569998400 2,024,303.0000 69,382.96 06/30/2014 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 70,298.00 06/30/2014 12X4208 1208850 09/30/2045 02006 4.410000000 621,652.0000 20,561.14 06/30/2014 12X4208 1208850 09/30/2045 02007 3.449998800 1,322,057.0000 34,208.21 06/30/2014 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 381,371.49 06/30/2014 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 93,175.84 06/30/2014 12X4208 1208850 09/30/2046 02008 1.829998800 17,826,142.0000 244,663.64 06/30/2014 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 259,127.83 06/30/2014 12X4208 1208850 09/30/2048 02008 1.829998800 7,364,000.0000 101,070.83 06/30/2014 12X4208 1208850 09/30/2046 02009 4.619998800 5,602,517.0000 194,127.16 06/30/2014 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 236,694.09 06/30/2014 12X4208 1208850 09/30/2048 02009 4.619998800 9,832,000.0000 340,678.71 06/30/2014 12X4208 1208850 09/30/2046 02010 2.970000000 2,030,048.0000 45,219.32 06/30/2014 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 105,739.43 06/30/2014 12X4208 1208850 09/30/2046 02011 4.320000000 995,430.0000 32,251.93 06/30/2014 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 87,382.80 06/30/2014 12X4208 1208850 09/30/2048 02011 4.320000000 4,855,000.0000 157,302.00 06/30/2014 ------------------------ ---------------------- 200,111,322.2200 6,258,841.42 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 123,241,475.0000 6,386,987.96 06/30/2014 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 710,002.34 06/30/2014 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 77,633.83 06/30/2014 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 41,459.99 06/30/2014 12X4208 1208810 09/30/2030 01995 6.580000800 169,626,728.0000 8,371,080.04 06/30/2014 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 755,055.09 06/30/2014 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 10,264.80 06/30/2014 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 187,628.72 06/30/2014 12X4208 1208810 09/30/2031 01996 6.320001600 244,272,192.0000 11,578,504.83 06/30/2014 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 426,600.11 06/30/2014 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 317,580.08 06/30/2014 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 87,690.02 06/30/2014 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 62,188.82 06/30/2014 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 127,079.43 06/30/2014 12X4208 1208810 09/30/2032 01997 6.140001600 222,251,806.0000 10,234,698.33 06/30/2014 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 497,340.13 06/30/2014 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 202,620.05 06/30/2014 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 69,121.07 06/30/2014 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 20,400.16 06/30/2014 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 135,110.74 06/30/2014 12X4208 1208810 09/30/2033 01998 5.919998400 246,262,273.0000 10,934,041.97 06/30/2014 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 328,559.91 06/30/2014 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 375,179.90 06/30/2014 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 58,874.38 06/30/2014 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 10,833.60 06/30/2014 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 88.80 06/30/2014 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 227,327.94 06/30/2014 12X4208 1208810 09/30/2034 01999 5.889999600 153,039,006.0000 6,760,497.63 06/30/2014 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 106,019.99 06/30/2014 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 273,884.98 06/30/2014 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 110,349.14 06/30/2014 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 176.70 06/30/2014 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 82,253.84 06/30/2014 12X4208 1208810 09/30/2035 02000 5.879998800 172,778,131.0000 7,619,514.02 06/30/2014 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 313,109.94 06/30/2014 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 257,984.95 06/30/2014 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 100,239.28 06/30/2014 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 82,070.08 06/30/2014 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 38,896.19 06/30/2014 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 70,339.49 06/30/2014 12X4208 1208810 09/30/2036 02001 5.150001600 159,698,036.0000 6,168,338.56 06/30/2014 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 100,425.03 06/30/2014 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 266,512.58 06/30/2014 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 84,009.40 06/30/2014 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 27,848.63 06/30/2014 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 21,127.88 06/30/2014 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 43,800.76 06/30/2014 12X4208 1208810 09/30/2037 02002 4.680000000 340,714,171.0000 11,959,067.40 06/30/2014 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 196,595.10 06/30/2014 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 65,215.80 06/30/2014 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 20,673.90 06/30/2014 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 15,268.50 06/30/2014 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 35,556.30 06/30/2014 12X4208 1208810 09/30/2038 02003 4.719999600 40,430,507.0000 1,431,239.83 06/30/2014 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 291,731.38 06/30/2014 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 427,702.76 06/30/2014 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 2,230.20 06/30/2014 12X4208 1208810 09/30/2039 02004 4.579999200 267,991,181.0000 9,205,495.46 06/30/2014 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 2,860,014.85 06/30/2014 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,651,750.84 06/30/2014 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 533,008.86 06/30/2014 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 88,107.73 06/30/2014 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 55,372.19 06/30/2014 12X4208 1208810 09/30/2040 02005 4.500000000 11,006,149.0000 371,457.53 06/30/2014 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 724,680.00 06/30/2014 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 525,555.00 06/30/2014 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 295,987.50 06/30/2014 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 92,036.25 06/30/2014 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 12,622.50 06/30/2014 12X4208 1208810 09/30/2041 02006 4.430001600 30,243,391.0000 1,004,837.03 06/30/2014 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 675,032.57 06/30/2014 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 431,327.11 06/30/2014 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 641,176.28 06/30/2014 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 44,388.62 06/30/2014 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 49,472.04 06/30/2014 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 13,223.55 06/30/2014 12X4208 1208810 09/30/2042 02007 4.160001600 18,967,245.0000 591,778.27 06/30/2014 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 842,961.92 06/30/2014 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 257,462.50 06/30/2014 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 443,788.97 06/30/2014 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 174,252.07 06/30/2014 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 151,257.66 06/30/2014 ------------------------ ---------------------- 2,721,292,291.0000 111,943,680.58 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 2,152,798.0000 104,625.98 06/30/2014 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 98,560.80 06/30/2014 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 7,095.60 06/30/2014 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 9,865.80 06/30/2014 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 10,449.00 06/30/2014 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 41,164.20 06/30/2014 12X4208 1208855 09/30/2030 01995 6.009998400 8,701,369.0000 392,214.10 06/30/2014 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 3,606.00 06/30/2014 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 52,647.59 06/30/2014 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 5,499.15 06/30/2014 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 1,622.70 06/30/2014 12X4208 1208855 09/30/2031 01996 6.050001600 7,912,128.0000 359,012.90 06/30/2014 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 125,371.16 06/30/2014 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 15,835.88 06/30/2014 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 8,757.38 06/30/2014 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 2,178.00 06/30/2014 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 13,294.88 06/30/2014 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 25,500.76 06/30/2014 12X4208 1208855 09/30/2032 01997 5.670000000 14,993,822.5100 637,612.30 06/30/2014 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 48,393.45 06/30/2014 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 3,231.90 06/30/2014 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 3,869.78 06/30/2014 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,743.53 06/30/2014 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 850.50 06/30/2014 12X4208 1208855 09/30/2033 01998 5.739998400 11,294,884.0000 486,244.62 06/30/2014 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 151,062.41 06/30/2014 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 3,400.95 06/30/2014 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 1,334.55 06/30/2014 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 430.50 06/30/2014 12X4208 1208855 09/30/2034 01999 5.420001600 14,065,014.0000 571,742.99 06/30/2014 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 85,121.13 06/30/2014 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 84,673.97 06/30/2014 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 10,325.10 06/30/2014 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 15,121.80 06/30/2014 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 1,463.40 06/30/2014 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 528.45 06/30/2014 12X4208 1208855 09/30/2035 02000 4.970001600 11,983,962.0000 446,702.33 06/30/2014 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 410.03 06/30/2014 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 1,080.98 06/30/2014 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 279,823.52 06/30/2014 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 14,611.80 06/30/2014 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 6,746.78 06/30/2014 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 1,528.28 06/30/2014 12X4208 1208855 09/30/2036 02001 5.220000000 14,357,384.0000 562,091.58 06/30/2014 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 58,842.45 06/30/2014 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 66,555.00 06/30/2014 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 19,614.15 06/30/2014 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 4,658.85 06/30/2014 12X4208 1208855 09/30/2048 02001 5.220000000 67,000.0000 2,623.05 06/30/2014 12X4208 1208855 09/30/2042 02002 4.259998800 9,715,477.0000 310,409.40 06/30/2014 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 180,964.75 06/30/2014 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 138,662.96 06/30/2014 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 6,805.35 06/30/2014 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 8,882.10 06/30/2014 12X4208 1208855 09/30/2038 02003 4.230000000 12,564,856.0000 398,620.06 06/30/2014 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 297,739.13 06/30/2014 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 143,270.10 06/30/2014 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 71,095.73 06/30/2014 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 5,551.88 06/30/2014 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 29,123.55 06/30/2014 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 1,522.80 06/30/2014 12X4208 1208855 09/30/2039 02004 4.280000400 27,934,600.0000 896,700.74 06/30/2014 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 217,220.72 06/30/2014 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 24,139.20 06/30/2014 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 206,499.32 06/30/2014 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 86,798.41 06/30/2014 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 24,492.30 06/30/2014 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 2,022.30 06/30/2014 12X4208 1208855 09/30/2040 02005 4.340001600 21,930,512.0000 713,838.43 06/30/2014 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 903,100.08 06/30/2014 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 295,879.61 06/30/2014 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 248,031.09 06/30/2014 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 124,113.20 06/30/2014 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 341,710.03 06/30/2014 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 42,900.92 06/30/2014 12X4208 1208855 09/30/2042 02006 3.489998400 24,869,288.0000 650,953.31 06/30/2014 12X4208 1208855 09/30/2043 02006 3.489998400 12,881,000.0000 337,160.02 06/30/2014 12X4208 1208855 09/30/2044 02006 3.489998400 19,119,000.0000 500,439.60 06/30/2014 12X4208 1208855 09/30/2045 02006 3.489998400 19,340,000.0000 506,224.27 06/30/2014 12X4208 1208855 09/30/2046 02006 3.489998400 13,796,000.0000 361,110.13 06/30/2014 12X4208 1208855 09/30/2047 02006 3.489998400 2,003,000.0000 52,428.50 06/30/2014 12X4208 1208855 09/30/2048 02006 3.489998400 7,507,000.0000 196,495.63 06/30/2014 12X4208 1208855 09/30/2042 02007 4.129999200 3,444,815.0000 106,703.12 06/30/2014 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 461,589.36 06/30/2014 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 410,480.62 06/30/2014 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 206,417.36 06/30/2014 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 120,306.88 06/30/2014 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 182,132.96 06/30/2014 12X4208 1208855 09/30/2043 02008 4.600000800 3,163,570.0000 109,143.18 06/30/2014 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 509,151.09 06/30/2014 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 686,791.62 06/30/2014 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 860,257.65 06/30/2014 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 328,578.06 06/30/2014 12X4208 1208855 09/30/2048 02008 4.600000800 3,061,000.0000 105,604.52 06/30/2014 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 684,367.99 06/30/2014 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 213,637.50 06/30/2014 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 346,308.75 06/30/2014 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 96,862.50 06/30/2014 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 327,577.50 06/30/2014 12X4208 1208855 09/30/2048 02009 4.500000000 2,478,000.0000 83,632.50 06/30/2014 12X4208 1208855 09/30/2044 02010 2.720001600 10,154,476.0000 207,151.43 06/30/2014 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 336,069.80 06/30/2014 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 292,923.77 06/30/2014 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 160,425.69 06/30/2014 12X4208 1208855 09/30/2048 02010 2.720001600 9,224,000.0000 188,169.71 06/30/2014 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 103,519.77 06/30/2014 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 66,279.58 06/30/2014 12X4208 1208855 09/30/2048 02011 4.079998800 1,497,000.0000 45,808.19 06/30/2014 ------------------------ ---------------------- 633,836,525.5100 20,414,538.73 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 7,872,288.0000 399,715.52 06/30/2014 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 25,387.51 06/30/2014 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 1,269.38 06/30/2014 12X4208 1208815 09/30/2030 01995 6.000001200 11,396,660.0000 512,849.80 06/30/2014 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 89,550.02 06/30/2014 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 15,750.00 06/30/2014 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 86,040.02 06/30/2014 12X4208 1208815 09/30/2031 01996 5.820001200 1,394,123.0000 60,853.48 06/30/2014 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 95,375.27 06/30/2014 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 43,650.01 06/30/2014 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 19,686.15 06/30/2014 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 1,047.60 06/30/2014 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 92,712.62 06/30/2014 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 150,330.63 06/30/2014 12X4208 1208815 09/30/2032 01997 5.559998400 19,086,378.0000 795,901.73 06/30/2014 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 63,509.08 06/30/2014 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 205,508.61 06/30/2014 12X4208 1208815 09/30/2033 01998 5.529999600 32,208,715.0000 1,335,856.36 06/30/2014 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 141,803.01 06/30/2014 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 79,590.52 06/30/2014 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 74,447.62 06/30/2014 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 37,825.20 06/30/2014 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 202,652.13 06/30/2014 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 94,602.91 06/30/2014 12X4208 1208815 09/30/2034 01999 5.320000800 49,132,203.0000 1,960,375.19 06/30/2014 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 13,566.00 06/30/2014 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 30,084.60 06/30/2014 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 942,811.20 06/30/2014 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 182,619.42 06/30/2014 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 192,659.97 06/30/2014 12X4208 1208815 09/30/2035 02000 4.939999200 45,557,351.0000 1,687,899.58 06/30/2014 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 14,264.25 06/30/2014 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 798,107.98 06/30/2014 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 724,399.19 06/30/2014 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 573,893.30 06/30/2014 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 5,966.40 06/30/2014 12X4208 1208815 09/30/2036 02001 4.520001600 21,194,991.0000 718,510.45 06/30/2014 12X4208 1208815 09/30/2037 02001 4.520001600 13,431,000.0000 455,311.06 06/30/2014 12X4208 1208815 09/30/2038 02001 4.520001600 310,000.0000 10,509.00 06/30/2014 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 957,420.00 06/30/2014 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 524,815.20 06/30/2014 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 514,900.80 06/30/2014 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 231,368.40 06/30/2014 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 33,048.00 06/30/2014 12X4208 1208815 09/30/2037 02002 4.320000000 21,883,439.0000 709,023.42 06/30/2014 12X4208 1208815 09/30/2038 02002 4.320000000 574,000.0000 18,597.60 06/30/2014 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 684,464.48 06/30/2014 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 448,273.61 06/30/2014 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 278,858.22 06/30/2014 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 126,810.74 06/30/2014 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 6,771.60 06/30/2014 12X4208 1208815 09/30/2038 02003 4.179999600 21,670,582.0000 679,372.68 06/30/2014 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 42,352.20 06/30/2014 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 16,424.10 06/30/2014 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 18,978.30 06/30/2014 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 8,078.40 06/30/2014 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 2,257.20 06/30/2014 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 712.80 06/30/2014 12X4208 1208815 09/30/2039 02004 3.960000000 2,584,939.0000 76,772.69 06/30/2014 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 1,325,432.35 06/30/2014 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 616,034.54 06/30/2014 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 93,125.45 06/30/2014 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 5,232.15 06/30/2014 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 38,629.56 06/30/2014 12X4208 1208815 09/30/2040 02005 4.529998800 41,328,887.0000 1,404,148.56 06/30/2014 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 2,045,044.46 06/30/2014 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 1,088,616.45 06/30/2014 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 715,210.40 06/30/2014 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 345,614.94 06/30/2014 12X4208 1208815 09/30/2036 02006 4.380001200 13,492,000.0000 443,212.32 06/30/2014 12X4208 1208815 09/30/2037 02006 4.380001200 8,569,000.0000 281,491.73 06/30/2014 12X4208 1208815 09/30/2038 02006 4.380001200 2,743,000.0000 90,107.57 06/30/2014 12X4208 1208815 09/30/2041 02006 4.380001200 53,176,090.0000 1,746,835.04 06/30/2014 12X4208 1208815 09/30/2033 02007 4.309999200 31,716,865.0000 1,025,247.47 06/30/2014 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 1,195,152.00 06/30/2014 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 572,540.29 06/30/2014 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 1,038,796.01 06/30/2014 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 559,965.87 06/30/2014 12X4208 1208815 09/30/2038 02007 4.309999200 12,073,000.0000 390,259.65 06/30/2014 12X4208 1208815 09/30/2033 02008 3.809998800 31,788,145.0000 908,345.96 06/30/2014 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 2,523,200.28 06/30/2014 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 1,584,311.80 06/30/2014 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 820,359.42 06/30/2014 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 498,776.47 06/30/2014 12X4208 1208815 09/30/2038 02008 3.809998800 8,502,000.0000 242,944.57 06/30/2014 12X4208 1208815 09/30/2034 02009 4.119998400 37,094,913.0000 1,146,232.37 06/30/2014 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 1,554,145.80 06/30/2014 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 995,875.71 06/30/2014 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 614,600.76 06/30/2014 12X4208 1208815 09/30/2038 02009 4.119998400 18,430,000.0000 569,486.78 06/30/2014 12X4208 1208815 09/30/2035 02010 2.990001600 53,256,263.0000 1,194,272.34 06/30/2014 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 895,408.30 06/30/2014 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 828,133.27 06/30/2014 12X4208 1208815 09/30/2038 02010 2.990001600 23,128,000.0000 518,645.68 06/30/2014 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 73,964.15 06/30/2014 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 1,943,619.09 06/30/2014 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 2,235,102.43 06/30/2014 12X4208 1208815 09/30/2038 02011 4.070001600 36,985,000.0000 1,128,967.57 06/30/2014 12X4208 1208815 09/30/2037 02012 3.070000800 1,700,000.0000 39,142.51 06/30/2014 12X4208 1208815 09/30/2038 02012 3.070000800 6,003,000.0000 138,219.11 06/30/2014 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 114,329.30 06/30/2014 12X4208 1208815 09/30/2038 02013 2.940001200 17,484,000.0000 385,522.36 06/30/2014 ------------------------ ---------------------- 1,709,586,599.0000 54,290,496.05 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 376,083,181.0000 14,413,383.40 06/30/2014 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 119,190.71 06/30/2014 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 13,030.50 06/30/2014 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 21,155.39 06/30/2014 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 191.62 06/30/2014 12X4208 1208870 09/30/2037 02002 4.790001600 611,446,767.0000 21,966,232.44 06/30/2014 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 127,102.69 06/30/2014 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 84,783.03 06/30/2014 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 66,569.05 06/30/2014 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 54,138.99 06/30/2014 12X4208 1208870 09/30/2038 02003 4.730000400 772,883,488.0000 27,418,044.06 06/30/2014 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,271,412.93 06/30/2014 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 283,019.57 06/30/2014 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 53,212.50 06/30/2014 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 32,033.93 06/30/2014 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 35.48 06/30/2014 12X4208 1208870 09/30/2039 02004 4.629999600 616,532,375.0000 21,409,084.87 06/30/2014 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 9,190,699.68 06/30/2014 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 3,637,373.99 06/30/2014 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 489,865.53 06/30/2014 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 364,647.19 06/30/2014 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 34.72 06/30/2014 12X4208 1208870 09/30/2040 02005 4.579999200 633,865,167.0000 21,773,264.68 06/30/2014 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 5,635,391.32 06/30/2014 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 1,565,878.83 06/30/2014 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 637,158.04 06/30/2014 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 156,670.32 06/30/2014 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 60,455.99 06/30/2014 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 8,260,928.57 06/30/2014 12X4208 1208870 09/30/2041 02006 4.439998800 480,552,454.0000 16,002,392.39 06/30/2014 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 2,935,127.81 06/30/2014 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 1,806,124.91 06/30/2014 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 168,164.95 06/30/2014 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 24,974.99 06/30/2014 12X4208 1208870 09/30/2046 02006 4.439998800 1,438,000.0000 47,885.39 06/30/2014 12X4208 1208870 09/30/2040 02007 4.150000800 223,626,611.0000 6,960,379.61 06/30/2014 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 13,056,442.02 06/30/2014 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 3,645,765.33 06/30/2014 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 2,503,477.61 06/30/2014 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 578,489.36 06/30/2014 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 531,023.73 06/30/2014 ------------------------ ---------------------- 5,594,354,043.0000 192,365,238.12 820 SUB-COHORT 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 304,787.50 06/30/2014 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 2,846.02 06/30/2014 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 34,354.51 06/30/2014 12X4208 1208820 09/30/2048 02007 5.150001600 187,000.0000 7,222.88 06/30/2014 12X4208 1208820 09/30/2047 02008 5.150001600 1,745,000.0000 67,400.65 06/30/2014 12X4208 1208820 09/30/2048 02008 5.150001600 1,810,000.0000 69,911.27 06/30/2014 12X4208 1208820 09/30/2047 02009 4.939999200 11,258,000.0000 417,108.83 06/30/2014 12X4208 1208820 09/30/2048 02009 4.939999200 9,539,000.0000 353,419.89 06/30/2014 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 2,794,107.50 06/30/2014 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 73,196.49 06/30/2014 12X4208 1208820 09/30/2048 02010 3.070000800 1,558,000.0000 35,872.96 06/30/2014 12X4208 1208820 09/30/2046 02011 4.259998800 48,600,000.0000 1,552,769.56 06/30/2014 12X4208 1208820 09/30/2047 02011 4.259998800 33,757,000.0000 1,078,535.85 06/30/2014 12X4208 1208820 09/30/2048 02011 4.259998800 21,597,000.0000 690,023.96 06/30/2014 12X4208 1208820 09/30/2046 02012 3.750001200 1,400,000.0000 39,375.01 06/30/2014 12X4208 1208820 09/30/2047 02012 3.750001200 48,534,000.0000 1,365,019.19 06/30/2014 12X4208 1208820 09/30/2048 02012 3.750001200 26,801,000.0000 753,778.37 06/30/2014 12X4208 1208820 09/30/2047 02013 3.750001200 9,066,000.0000 254,981.33 06/30/2014 12X4208 1208820 09/30/2048 02013 3.750001200 30,449,000.0000 856,378.40 06/30/2014 12X4208 1208820 09/30/2048 02014 3.750001200 361,000.0000 10,153.13 06/30/2014 ------------------------ ---------------------- 381,394,000.0000 10,761,243.30 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 11,676.00 06/30/2014 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 1,583.33 06/30/2014 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 33,659.11 06/30/2014 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 1,956.15 06/30/2014 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 28,177.88 06/30/2014 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 19,193.63 06/30/2014 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 21,054.01 06/30/2014 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 22,376.85 06/30/2014 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 7,575.75 06/30/2014 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 6,868.95 06/30/2014 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 31,806.01 06/30/2014 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 15,255.45 06/30/2014 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 21,719.40 06/30/2014 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 38,706.53 06/30/2014 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 24,806.63 06/30/2014 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 4,434.75 06/30/2014 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 19,522.79 06/30/2014 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 11,371.50 06/30/2014 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 32,051.26 06/30/2014 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 123,462.90 06/30/2014 12X4208 1208825 09/30/2048 02009 3.960000000 48,000.0000 1,425.60 06/30/2014 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 10,723.80 06/30/2014 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 80,626.29 06/30/2014 12X4208 1208825 09/30/2048 02010 2.930000400 161,000.0000 3,537.98 06/30/2014 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 3,075.45 06/30/2014 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 49,146.31 06/30/2014 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 51,582.31 06/30/2014 12X4208 1208825 09/30/2048 02011 4.060000800 761,000.0000 23,172.45 06/30/2014 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 3,568.73 06/30/2014 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 24,001.43 06/30/2014 12X4208 1208825 09/30/2048 02012 3.110000400 230,000.0000 5,364.75 06/30/2014 ------------------------ ---------------------- 23,979,000.0000 733,483.98 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 1,278,804.42 06/30/2014 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 36,600.01 06/30/2014 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 44,322.61 06/30/2014 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 485,159.02 06/30/2014 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 313,000.95 06/30/2014 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 658,125.00 06/30/2014 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 4,870.13 06/30/2014 12X4208 1208881 09/30/2049 02014 3.200000400 1,851,000.0000 44,424.01 06/30/2014 ------------------------ ---------------------- 89,332,581.2200 2,865,306.15 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 481,949.92 06/30/2014 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 341,958.72 06/30/2014 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 363,551.87 06/30/2014 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 30,706.03 06/30/2014 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 661,933.48 06/30/2014 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 507,298.63 06/30/2014 12X4208 1208871 09/30/2046 02011 3.610000800 8,624,000.0000 233,494.85 06/30/2014 12X4208 1208871 09/30/2047 02011 3.610000800 4,295,000.0000 116,287.15 06/30/2014 12X4208 1208871 09/30/2048 02012 3.610000800 18,960,000.0000 513,342.11 06/30/2014 ------------------------ ---------------------- 113,839,900.0000 3,250,522.76 880 SUB-COHORT 12X4208 1208880 09/30/2042 02006 4.849999200 532,826.0000 19,381.54 06/30/2014 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 9,093.75 06/30/2014 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 27,281.25 06/30/2014 ------------------------ ---------------------- 1,532,826.0000 55,756.54 ======================== ====================== 11,577,569,098.9500 408,492,961.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2029 01994 04/10/2014 INT + 0.0000 242,540.94 493611 1208810 09/30/2030 01995 04/10/2014 INT + 0.0000 242,407.23 493613 1208810 09/30/2031 01996 04/10/2014 INT + 0.0000 459,558.92 493615 1208810 09/30/2032 01997 04/10/2014 INT + 0.0000 518,001.23 493617 1208810 09/30/2033 01998 04/10/2014 INT + 0.0000 842,889.37 493619 1208810 09/30/2034 01999 04/10/2014 INT + 0.0000 125,103.59 493621 1208810 09/30/2035 02000 04/10/2014 INT + 0.0000 340,128.53 493623 1208810 09/30/2036 02001 04/10/2014 INT + 0.0000 255,800.58 493625 1208810 09/30/2037 02002 04/10/2014 INT + 0.0000 495,541.80 493627 1208810 09/30/2038 02003 04/10/2014 INT + 0.0000 256,484.78 493629 1208810 09/30/2039 02004 04/10/2014 INT + 0.0000 1,224,833.33 493631 1208810 09/30/2039 02004 04/10/2014 INT + 0.0000 146,372.63 493633 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 29,073.35 493635 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 6,007.50 493637 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 346,744.15 493639 1208810 09/30/2041 02006 04/10/2014 INT + 0.0000 37,787.91 493641 1208810 09/30/2042 02007 04/10/2014 INT + 0.0000 261,768.10 493643 1208815 09/30/2029 01994 04/10/2014 INT + 0.0000 67,666.17 493729 1208815 09/30/2030 01995 04/10/2014 INT + 0.0000 258,780.05 493731 1208815 09/30/2031 01996 04/10/2014 INT + 0.0000 240,398.73 493733 1208815 09/30/2031 01996 04/10/2014 INT + 0.0000 171.02 493735 1208815 09/30/2032 01997 04/10/2014 INT + 0.0000 107,401.88 493737 1208815 09/30/2032 01997 04/10/2014 INT + 0.0000 40,911.08 493739 1208815 09/30/2033 01998 04/10/2014 INT + 0.0000 250,058.70 493741 1208815 09/30/2033 01998 04/10/2014 INT + 0.0000 107,151.62 493743 1208815 09/30/2033 02007 04/10/2014 INT + 0.0000 78,355.79 493773 1208815 09/30/2033 02008 04/10/2014 INT + 0.0000 223,913.63 493775 1208815 09/30/2034 01999 04/10/2014 INT + 0.0000 236,660.24 493745 1208815 09/30/2034 02009 04/10/2014 INT + 0.0000 16,191.59 493777 1208815 09/30/2035 02000 04/10/2014 INT + 0.0000 24,708.67 493747 1208815 09/30/2035 02000 04/10/2014 INT + 0.0000 161,801.00 493749 1208815 09/30/2035 02010 04/10/2014 INT + 0.0000 8,013.20 493779 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 246,452.88 493751 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 6,102.00 493753 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 163,172.06 493755 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 100,050.44 493757 1208815 09/30/2037 02002 04/10/2014 INT + 0.0000 324,712.80 493759 1208815 09/30/2037 02012 04/10/2014 INT + 0.0000 9,655.15 493781 1208815 09/30/2038 02003 04/10/2014 INT + 0.0000 408,210.02 493761 1208815 09/30/2038 02003 04/10/2014 INT + 0.0000 102,711.33 493763 1208815 09/30/2039 02004 04/10/2014 INT + 0.0000 6,869.39 493765 1208815 09/30/2039 02004 04/10/2014 INT + 0.0000 39,898.21 493767 1208815 09/30/2040 02005 04/10/2014 INT + 0.0000 617,597.39 493769 1208815 09/30/2041 02006 04/10/2014 INT + 0.0000 499,144.94 493771 1208840 09/30/2044 01992 04/10/2014 INT + 0.0000 514,856.12 493871 1208840 09/30/2045 01993 04/10/2014 INT + 0.0000 470,406.00 493873 1208845 09/30/2027 01992 04/10/2014 INT + 0.0000 31,786.81 493805 1208845 09/30/2027 01992 04/10/2014 INT + 0.0000 103,282.77 493807 1208845 09/30/2028 01993 04/10/2014 INT + 0.0000 112,774.67 493809 1208845 09/30/2042 01993 04/10/2014 INT + 0.0000 157,536.26 493811 1208845 09/30/2042 01993 04/10/2014 INT + 0.0000 65,300.00 493813 1208845 09/30/2043 01993 04/10/2014 INT + 0.0000 17,402.45 493815 1208845 09/30/2044 01993 04/10/2014 INT + 0.0000 23,996.18 493817 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 420.67 493875 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 32,250.01 493877 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 7,641.83 493879 1208850 09/30/2032 01997 04/10/2014 INT + 0.0000 4,999.43 493881 1208850 09/30/2034 01999 04/10/2014 INT + 0.0000 31,871.67 493891 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 405,689.16 493897 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 251,329.31 493899 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 6,515.67 493901 1208850 09/30/2036 02001 04/10/2014 INT + 0.0000 19,869.78 493903 1208850 09/30/2036 02001 04/10/2014 INT + 0.0000 85,000.01 493905 1208850 09/30/2037 02002 04/10/2014 INT + 0.0000 56,785.47 493909 1208850 09/30/2038 02003 04/10/2014 INT + 0.0000 291,167.82 493911 1208850 09/30/2038 02003 04/10/2014 INT + 0.0000 62,600.19 493913 1208850 09/30/2039 02004 04/10/2014 INT + 0.0000 71,200.59 493915 1208850 09/30/2039 02004 04/10/2014 INT + 0.0000 192,290.03 493917 1208850 09/30/2042 01997 04/10/2014 INT + 0.0000 125.58 493883 1208850 09/30/2042 02004 04/10/2014 INT + 0.0000 570,203.92 493919 1208850 09/30/2043 01997 04/10/2014 INT + 0.0000 10,465.00 493885 1208850 09/30/2043 01999 04/10/2014 INT + 0.0000 19,239.99 493893 1208850 09/30/2043 02001 04/10/2014 INT + 0.0000 41,130.23 493907 1208850 09/30/2043 02005 04/10/2014 INT + 0.0000 115,079.48 493921 1208850 09/30/2043 02006 04/10/2014 INT + 0.0000 157,693.93 493925 1208850 09/30/2044 02005 04/10/2014 INT + 0.0000 317,859.32 493923 1208850 09/30/2044 02006 04/10/2014 INT + 0.0000 106,325.10 493927 1208850 09/30/2044 02007 04/10/2014 INT + 0.0000 81,041.46 493933 1208850 09/30/2045 02006 04/10/2014 INT + 0.0000 2,182.95 493929 1208850 09/30/2045 02006 04/10/2014 INT + 0.0000 8,342.57 493931 1208850 09/30/2045 02007 04/10/2014 INT + 0.0000 50,783.98 493935 1208850 09/30/2045 02007 04/10/2014 INT + 0.0000 42,744.50 493937 1208850 09/30/2045 02008 04/10/2014 INT + 0.0000 125,685.62 493939 1208850 09/30/2045 02009 04/10/2014 INT + 0.0000 13,317.54 493943 1208850 09/30/2045 02010 04/10/2014 INT + 0.0000 75,008.06 493947 1208850 09/30/2045 02011 04/10/2014 INT + 0.0000 9.29 493951 1208850 09/30/2046 01997 04/10/2014 INT + 0.0000 61,115.60 493887 1208850 09/30/2046 01999 04/10/2014 INT + 0.0000 48,817.91 493895 1208850 09/30/2046 02008 04/10/2014 INT + 0.0000 49,756.37 493941 1208850 09/30/2046 02009 04/10/2014 INT + 0.0000 139,488.92 493945 1208850 09/30/2046 02010 04/10/2014 INT + 0.0000 51,157.54 493949 1208850 09/30/2046 02011 04/10/2014 INT + 0.0000 16,795.51 493953 1208850 09/30/2047 01997 04/10/2014 INT + 0.0000 2,080.89 493889 1208855 09/30/2029 01994 04/10/2014 INT + 0.0000 64,275.06 493819 1208855 09/30/2029 01994 04/10/2014 INT + 0.0000 90,888.54 493821 1208855 09/30/2030 01995 04/10/2014 INT + 0.0000 63,987.52 493823 1208855 09/30/2030 01995 04/10/2014 INT + 0.0000 6,359.51 493825 1208855 09/30/2031 01996 04/10/2014 INT + 0.0000 105,394.90 493827 1208855 09/30/2031 01996 04/10/2014 INT + 0.0000 2,900.13 493829 1208855 09/30/2032 01997 04/10/2014 INT + 0.0000 100,897.65 493831 1208855 09/30/2033 01998 04/10/2014 INT + 0.0000 116,636.77 493833 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 33,197.89 493835 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 78,590.02 493837 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 1,869.52 493839 1208855 09/30/2035 02000 04/10/2014 INT + 0.0000 52,358.02 493841 1208855 09/30/2035 02000 04/10/2014 INT + 0.0000 61,330.76 493843 1208855 09/30/2036 02001 04/10/2014 INT + 0.0000 106,044.30 493845 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 89,896.13 493847 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 74,251.78 493849 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 21,299.99 493851 1208855 09/30/2038 02003 04/10/2014 INT + 0.0000 72,544.50 493855 1208855 09/30/2039 02004 04/10/2014 INT + 0.0000 67,144.65 493857 1208855 09/30/2039 02004 04/10/2014 INT + 0.0000 14,795.96 493859 1208855 09/30/2040 02005 04/10/2014 INT + 0.0000 158,019.46 493861 1208855 09/30/2042 02002 04/10/2014 INT + 0.0000 5,996.44 493853 1208855 09/30/2042 02006 04/10/2014 INT + 0.0000 121,102.94 493863 1208855 09/30/2042 02007 04/10/2014 INT + 0.0000 97,447.33 493865 1208855 09/30/2043 02008 04/10/2014 INT + 0.0000 23,253.00 493867 1208855 09/30/2044 02010 04/10/2014 INT + 0.0000 21,406.41 493869 1208870 09/30/2036 02001 04/10/2014 INT + 0.0000 876,671.33 493783 1208870 09/30/2037 02002 04/10/2014 INT + 0.0000 393,187.28 493785 1208870 09/30/2038 02003 04/10/2014 INT + 0.0000 250,559.66 493787 1208870 09/30/2038 02003 04/10/2014 INT + 0.0000 1,138,972.56 493789 1208870 09/30/2039 02004 04/10/2014 INT + 0.0000 1,116,292.90 493791 1208870 09/30/2040 02005 04/10/2014 INT + 0.0000 1,059,651.51 493793 1208870 09/30/2040 02007 04/10/2014 INT + 0.0000 473,224.59 493797 1208870 09/30/2041 02006 04/10/2014 INT + 0.0000 523,276.06 493795 1208880 09/30/2041 02006 04/10/2014 INT + 0.0000 93,746.27 493799 1208880 09/30/2041 02006 04/10/2014 INT + 0.0000 12,270.50 493801 1208880 09/30/2042 02006 04/10/2014 INT + 0.0000 11,498.72 493803 ------------------------ ---------------------- 0.0000 22,902,468.64 ======================== ====================== 0.0000 22,902,468.64