Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 18,515,229.0000 415,975.43 01/31/2014 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 364,319.42 01/31/2014 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 9,638.20 01/31/2014 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 8,245.27 01/31/2014 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 6,155.87 01/31/2014 12X4208 1208845 09/30/2028 01993 6.530000400 3,454,048.0000 75,183.12 01/31/2014 12X4208 1208845 09/30/2042 01993 6.530000400 6,825,000.0000 148,557.51 01/31/2014 12X4208 1208845 09/30/2043 01993 6.530000400 533,000.0000 11,601.63 01/31/2014 12X4208 1208845 09/30/2044 01993 6.530000400 16,561,000.0000 360,477.79 01/31/2014 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 4,527.47 01/31/2014 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 34,413.10 01/31/2014 ------------------------ ---------------------- 64,963,277.0000 1,439,094.81 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 14,971,604.0000 346,842.24 01/31/2014 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 172,591.71 01/31/2014 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 424,645.10 01/31/2014 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 55,507.35 01/31/2014 12X4208 1208840 09/30/2045 01993 7.009999200 13,660,130.0000 319,191.67 01/31/2014 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 473,338.51 01/31/2014 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 235,395.77 01/31/2014 ------------------------ ---------------------- 87,138,734.0000 2,027,512.35 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 22,971.71 01/31/2014 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 24,334.94 01/31/2014 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 14,858.82 01/31/2014 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 6,568.67 01/31/2014 12X4208 1208850 09/30/2031 01996 6.450001200 5,946,244.0000 127,844.27 01/31/2014 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 774.00 01/31/2014 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 5,375.00 01/31/2014 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 11,266.00 01/31/2014 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 95,481.52 01/31/2014 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 5,160.00 01/31/2014 12X4208 1208850 09/30/2032 01997 5.979999600 167,205.0000 3,332.95 01/31/2014 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 83.72 01/31/2014 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 6,976.67 01/31/2014 12X4208 1208850 09/30/2046 01997 5.979999600 2,044,000.0000 40,743.73 01/31/2014 12X4208 1208850 09/30/2047 01997 5.979999600 1,143,000.0000 22,783.80 01/31/2014 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 82,812.98 01/31/2014 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 50,140.01 01/31/2014 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 5,000.00 01/31/2014 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 85,600.02 01/31/2014 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 31,920.01 01/31/2014 12X4208 1208850 09/30/2034 01999 5.919998400 1,076,745.9100 21,247.78 01/31/2014 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 12,826.66 01/31/2014 12X4208 1208850 09/30/2046 01999 5.919998400 2,632,000.0000 51,938.12 01/31/2014 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 7,932.80 01/31/2014 12X4208 1208850 09/30/2035 02000 5.730001200 34,624,577.0000 661,329.56 01/31/2014 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 382.00 01/31/2014 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 8,595.00 01/31/2014 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 43,739.01 01/31/2014 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 36,538.31 01/31/2014 12X4208 1208850 09/30/2036 02001 5.000000400 4,194,791.0000 69,913.19 01/31/2014 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 53,333.34 01/31/2014 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 33,333.34 01/31/2014 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 2,850.00 01/31/2014 12X4208 1208850 09/30/2037 02002 4.790001600 4,210,453.0000 67,226.92 01/31/2014 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 75,059.33 01/31/2014 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 12,773.34 01/31/2014 12X4208 1208850 09/30/2038 02003 4.709998800 15,863,817.0000 249,061.86 01/31/2014 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 228,466.34 01/31/2014 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 52,516.49 01/31/2014 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 1,711.30 01/31/2014 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 31.40 01/31/2014 12X4208 1208850 09/30/2039 02004 4.690000800 11,236,272.0000 175,660.42 01/31/2014 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 448,254.64 01/31/2014 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 189,991.93 01/31/2014 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 41,803.54 01/31/2014 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 7,128.80 01/31/2014 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 15.63 01/31/2014 12X4208 1208850 09/30/2043 02005 4.569998400 5,036,303.0000 76,719.66 01/31/2014 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 242,743.08 01/31/2014 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 31,243.56 01/31/2014 12X4208 1208850 09/30/2043 02006 4.410000000 7,151,652.0000 105,129.28 01/31/2014 12X4208 1208850 09/30/2044 02006 4.410000000 4,822,000.0000 70,883.40 01/31/2014 12X4208 1208850 09/30/2045 02006 4.410000000 1,099,000.0000 16,155.30 01/31/2014 12X4208 1208850 09/30/2044 02007 3.449998800 4,698,057.0000 54,027.64 01/31/2014 12X4208 1208850 09/30/2045 02007 3.449998800 6,744,000.0000 77,555.97 01/31/2014 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 169,498.44 01/31/2014 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 41,411.49 01/31/2014 12X4208 1208850 09/30/2045 02008 1.829998800 13,736,142.0000 83,790.41 01/31/2014 12X4208 1208850 09/30/2046 02008 1.829998800 23,264,000.0000 141,910.31 01/31/2014 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 115,167.92 01/31/2014 12X4208 1208850 09/30/2048 02008 1.829998800 7,364,000.0000 44,920.37 01/31/2014 12X4208 1208850 09/30/2045 02009 4.619998800 576,517.0000 8,878.36 01/31/2014 12X4208 1208850 09/30/2046 02009 4.619998800 11,641,000.0000 179,271.35 01/31/2014 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 105,197.37 01/31/2014 12X4208 1208850 09/30/2048 02009 4.619998800 1,700,000.0000 26,179.99 01/31/2014 12X4208 1208850 09/30/2045 02010 2.970000000 5,051,048.0000 50,005.38 01/31/2014 12X4208 1208850 09/30/2046 02010 2.970000000 5,475,000.0000 54,202.50 01/31/2014 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 46,995.30 01/31/2014 12X4208 1208850 09/30/2045 02011 4.320000000 430.0000 6.19 01/31/2014 12X4208 1208850 09/30/2046 02011 4.320000000 1,773,000.0000 25,531.20 01/31/2014 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 38,836.80 01/31/2014 12X4208 1208850 09/30/2048 02011 4.320000000 3,223,000.0000 46,411.20 01/31/2014 ------------------------ ---------------------- 356,134,322.2200 5,050,362.34 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 130,261,475.0000 3,000,355.28 01/31/2014 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 315,556.59 01/31/2014 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 34,503.93 01/31/2014 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 18,426.66 01/31/2014 12X4208 1208810 09/30/2030 01995 6.580000800 176,994,728.0000 3,882,084.84 01/31/2014 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 335,580.04 01/31/2014 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 4,562.13 01/31/2014 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 83,390.54 01/31/2014 12X4208 1208810 09/30/2031 01996 6.320001600 258,815,192.0000 5,452,374.76 01/31/2014 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 189,600.05 01/31/2014 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 141,146.70 01/31/2014 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 38,973.34 01/31/2014 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 27,639.47 01/31/2014 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 56,479.75 01/31/2014 12X4208 1208810 09/30/2032 01997 6.140001600 239,124,806.0000 4,894,088.97 01/31/2014 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 221,040.06 01/31/2014 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 90,053.36 01/31/2014 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 30,720.47 01/31/2014 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 9,066.74 01/31/2014 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 60,049.22 01/31/2014 12X4208 1208810 09/30/2033 01998 5.919998400 274,738,273.0000 5,421,500.46 01/31/2014 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 146,026.63 01/31/2014 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 166,746.62 01/31/2014 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 26,166.39 01/31/2014 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 4,814.93 01/31/2014 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 39.47 01/31/2014 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 101,034.64 01/31/2014 12X4208 1208810 09/30/2034 01999 5.889999600 157,287,006.0000 3,088,068.01 01/31/2014 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 47,120.00 01/31/2014 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 121,726.66 01/31/2014 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 49,044.06 01/31/2014 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 78.53 01/31/2014 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 36,557.26 01/31/2014 12X4208 1208810 09/30/2035 02000 5.879998800 184,347,131.0000 3,613,203.03 01/31/2014 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 139,159.97 01/31/2014 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 114,659.98 01/31/2014 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 44,550.79 01/31/2014 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 36,475.59 01/31/2014 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 17,287.20 01/31/2014 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 31,261.99 01/31/2014 12X4208 1208810 09/30/2036 02001 5.150001600 169,632,036.0000 2,912,017.52 01/31/2014 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 44,633.35 01/31/2014 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 118,450.04 01/31/2014 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 37,337.51 01/31/2014 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 12,377.17 01/31/2014 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 9,390.17 01/31/2014 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 19,467.01 01/31/2014 12X4208 1208810 09/30/2037 02002 4.680000000 361,891,171.0000 5,645,502.27 01/31/2014 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 87,375.60 01/31/2014 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 28,984.80 01/31/2014 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 9,188.40 01/31/2014 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 6,786.00 01/31/2014 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 15,802.80 01/31/2014 12X4208 1208810 09/30/2038 02003 4.719999600 51,298,507.0000 807,096.44 01/31/2014 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 129,658.39 01/31/2014 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 190,090.12 01/31/2014 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 991.20 01/31/2014 12X4208 1208810 09/30/2039 02004 4.579999200 327,869,181.0000 5,005,468.62 01/31/2014 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,271,117.71 01/31/2014 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,178,555.93 01/31/2014 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 236,892.83 01/31/2014 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 39,158.99 01/31/2014 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 24,609.86 01/31/2014 12X4208 1208810 09/30/2040 02005 4.500000000 27,976,149.0000 419,642.24 01/31/2014 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 322,080.00 01/31/2014 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 233,580.00 01/31/2014 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 131,550.00 01/31/2014 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 40,905.00 01/31/2014 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 5,610.00 01/31/2014 12X4208 1208810 09/30/2041 02006 4.430001600 31,949,391.0000 471,786.18 01/31/2014 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 300,014.48 01/31/2014 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 191,700.94 01/31/2014 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 284,967.24 01/31/2014 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 19,728.27 01/31/2014 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 21,987.57 01/31/2014 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 5,877.14 01/31/2014 12X4208 1208810 09/30/2042 02007 4.160001600 31,552,245.0000 437,524.63 01/31/2014 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 374,649.74 01/31/2014 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 114,427.78 01/31/2014 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 197,239.54 01/31/2014 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 77,445.36 01/31/2014 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 67,225.63 01/31/2014 ------------------------ ---------------------- 2,944,507,291.0000 53,640,109.58 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 6,941,798.0000 149,942.84 01/31/2014 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 43,804.80 01/31/2014 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 3,153.60 01/31/2014 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 4,384.80 01/31/2014 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 4,644.00 01/31/2014 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 18,295.20 01/31/2014 12X4208 1208855 09/30/2030 01995 6.009998400 11,042,369.0000 221,215.40 01/31/2014 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,602.67 01/31/2014 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 23,398.93 01/31/2014 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 2,444.07 01/31/2014 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 721.20 01/31/2014 12X4208 1208855 09/30/2031 01996 6.050001600 11,492,128.0000 231,757.98 01/31/2014 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 55,720.51 01/31/2014 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 7,038.17 01/31/2014 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 3,892.17 01/31/2014 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 968.00 01/31/2014 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 5,908.83 01/31/2014 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 11,333.67 01/31/2014 12X4208 1208855 09/30/2032 01997 5.670000000 18,552,822.5100 350,648.35 01/31/2014 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 21,508.20 01/31/2014 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,436.40 01/31/2014 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,719.90 01/31/2014 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 774.90 01/31/2014 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 378.00 01/31/2014 12X4208 1208855 09/30/2033 01998 5.739998400 15,358,884.0000 293,866.57 01/31/2014 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 67,138.85 01/31/2014 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,511.53 01/31/2014 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 593.13 01/31/2014 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 191.33 01/31/2014 12X4208 1208855 09/30/2034 01999 5.420001600 18,259,014.0000 329,879.62 01/31/2014 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 37,831.61 01/31/2014 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 37,632.88 01/31/2014 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 4,588.93 01/31/2014 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 6,720.80 01/31/2014 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 650.40 01/31/2014 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 234.87 01/31/2014 12X4208 1208855 09/30/2035 02000 4.970001600 16,558,962.0000 274,326.89 01/31/2014 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 182.23 01/31/2014 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 480.43 01/31/2014 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 124,366.01 01/31/2014 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 6,494.14 01/31/2014 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 2,998.57 01/31/2014 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 679.23 01/31/2014 12X4208 1208855 09/30/2036 02001 5.220000000 18,420,384.0000 320,514.68 01/31/2014 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 26,152.20 01/31/2014 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 29,580.00 01/31/2014 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 8,717.40 01/31/2014 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,070.60 01/31/2014 12X4208 1208855 09/30/2037 02002 4.259998800 8,706,477.0000 123,631.94 01/31/2014 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 141,957.36 01/31/2014 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 80,428.78 01/31/2014 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 61,627.98 01/31/2014 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 3,024.60 01/31/2014 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 3,947.60 01/31/2014 12X4208 1208855 09/30/2038 02003 4.230000000 15,994,856.0000 225,527.47 01/31/2014 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 132,328.50 01/31/2014 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 63,675.60 01/31/2014 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 31,598.10 01/31/2014 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 2,467.50 01/31/2014 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 12,943.80 01/31/2014 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 676.80 01/31/2014 12X4208 1208855 09/30/2039 02004 4.280000400 31,763,600.0000 453,160.74 01/31/2014 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 96,542.54 01/31/2014 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 10,728.53 01/31/2014 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 91,777.48 01/31/2014 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 38,577.07 01/31/2014 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 10,885.47 01/31/2014 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 898.80 01/31/2014 12X4208 1208855 09/30/2040 02005 4.340001600 29,212,512.0000 422,607.83 01/31/2014 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 401,377.81 01/31/2014 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 131,502.05 01/31/2014 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 110,236.04 01/31/2014 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 55,161.42 01/31/2014 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 151,871.12 01/31/2014 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 19,067.07 01/31/2014 12X4208 1208855 09/30/2042 02006 3.489998400 31,809,288.0000 370,047.88 01/31/2014 12X4208 1208855 09/30/2043 02006 3.489998400 12,881,000.0000 149,848.90 01/31/2014 12X4208 1208855 09/30/2044 02006 3.489998400 19,119,000.0000 222,417.60 01/31/2014 12X4208 1208855 09/30/2045 02006 3.489998400 19,340,000.0000 224,988.56 01/31/2014 12X4208 1208855 09/30/2046 02006 3.489998400 13,796,000.0000 160,493.39 01/31/2014 12X4208 1208855 09/30/2047 02006 3.489998400 2,003,000.0000 23,301.56 01/31/2014 12X4208 1208855 09/30/2048 02006 3.489998400 7,507,000.0000 87,331.39 01/31/2014 12X4208 1208855 09/30/2042 02007 4.129999200 8,163,815.0000 112,388.50 01/31/2014 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 205,150.83 01/31/2014 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 182,435.83 01/31/2014 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 91,741.05 01/31/2014 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 53,469.72 01/31/2014 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 80,947.98 01/31/2014 12X4208 1208855 09/30/2043 02008 4.600000800 4,174,570.0000 64,010.08 01/31/2014 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 226,289.37 01/31/2014 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 305,240.72 01/31/2014 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 382,336.73 01/31/2014 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 146,034.69 01/31/2014 12X4208 1208855 09/30/2048 02008 4.600000800 276,000.0000 4,232.00 01/31/2014 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 304,163.55 01/31/2014 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 94,950.00 01/31/2014 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 153,915.00 01/31/2014 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 43,050.00 01/31/2014 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 145,590.00 01/31/2014 12X4208 1208855 09/30/2044 02010 2.720001600 11,728,476.0000 106,338.24 01/31/2014 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 149,364.35 01/31/2014 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 130,188.34 01/31/2014 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 71,300.31 01/31/2014 12X4208 1208855 09/30/2048 02010 2.720001600 2,533,000.0000 22,965.88 01/31/2014 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 46,008.79 01/31/2014 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 29,457.59 01/31/2014 12X4208 1208855 09/30/2048 02011 4.079998800 699,000.0000 9,506.40 01/31/2014 ------------------------ ---------------------- 689,955,525.5100 10,021,830.72 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 9,871,288.0000 222,762.12 01/31/2014 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 11,283.34 01/31/2014 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 564.17 01/31/2014 12X4208 1208815 09/30/2030 01995 6.000001200 20,022,660.0000 400,453.28 01/31/2014 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 39,800.01 01/31/2014 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 7,000.00 01/31/2014 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 38,240.01 01/31/2014 12X4208 1208815 09/30/2031 01996 5.820001200 9,661,123.0000 187,425.82 01/31/2014 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 42,389.01 01/31/2014 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 19,400.00 01/31/2014 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 8,749.40 01/31/2014 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 465.60 01/31/2014 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 41,205.61 01/31/2014 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 66,813.61 01/31/2014 12X4208 1208815 09/30/2032 01997 5.559998400 24,421,378.0000 452,609.41 01/31/2014 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 28,226.26 01/31/2014 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 91,337.16 01/31/2014 12X4208 1208815 09/30/2033 01998 5.529999600 45,127,715.0000 831,854.15 01/31/2014 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 63,023.56 01/31/2014 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 35,373.56 01/31/2014 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 33,087.83 01/31/2014 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 16,811.20 01/31/2014 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 90,067.61 01/31/2014 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 42,045.74 01/31/2014 12X4208 1208815 09/30/2034 01999 5.320000800 58,029,203.0000 1,029,051.35 01/31/2014 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 6,029.33 01/31/2014 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 13,370.94 01/31/2014 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 419,027.20 01/31/2014 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 81,164.19 01/31/2014 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 85,626.65 01/31/2014 12X4208 1208815 09/30/2035 02000 4.939999200 53,108,351.0000 874,517.37 01/31/2014 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 6,339.67 01/31/2014 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 354,714.66 01/31/2014 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 321,955.19 01/31/2014 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 255,063.69 01/31/2014 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 2,651.73 01/31/2014 12X4208 1208815 09/30/2036 02001 4.520001600 44,016,991.0000 663,189.57 01/31/2014 12X4208 1208815 09/30/2037 02001 4.520001600 13,431,000.0000 202,360.47 01/31/2014 12X4208 1208815 09/30/2038 02001 4.520001600 166,000.0000 2,501.07 01/31/2014 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 425,520.00 01/31/2014 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 233,251.20 01/31/2014 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 228,844.80 01/31/2014 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 102,830.40 01/31/2014 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 14,688.00 01/31/2014 12X4208 1208815 09/30/2037 02002 4.320000000 36,916,439.0000 531,596.72 01/31/2014 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 304,206.44 01/31/2014 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 199,232.71 01/31/2014 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 123,936.99 01/31/2014 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 56,360.33 01/31/2014 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 3,009.60 01/31/2014 12X4208 1208815 09/30/2038 02003 4.179999600 46,116,582.0000 642,557.65 01/31/2014 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 18,823.20 01/31/2014 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 7,299.60 01/31/2014 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 8,434.80 01/31/2014 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 3,590.40 01/31/2014 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,003.20 01/31/2014 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 316.80 01/31/2014 12X4208 1208815 09/30/2039 02004 3.960000000 4,946,939.0000 65,299.59 01/31/2014 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 589,081.04 01/31/2014 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 273,793.13 01/31/2014 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 41,389.09 01/31/2014 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 2,325.40 01/31/2014 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 17,168.70 01/31/2014 12X4208 1208815 09/30/2040 02005 4.529998800 68,595,887.0000 1,035,797.62 01/31/2014 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 908,908.65 01/31/2014 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 483,829.53 01/31/2014 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 317,871.29 01/31/2014 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 153,606.64 01/31/2014 12X4208 1208815 09/30/2036 02006 4.380001200 13,492,000.0000 196,983.25 01/31/2014 12X4208 1208815 09/30/2037 02006 4.380001200 8,569,000.0000 125,107.43 01/31/2014 12X4208 1208815 09/30/2038 02006 4.380001200 2,743,000.0000 40,047.81 01/31/2014 12X4208 1208815 09/30/2041 02006 4.380001200 75,968,090.0000 1,109,134.42 01/31/2014 12X4208 1208815 09/30/2033 02007 4.309999200 35,352,865.0000 507,902.73 01/31/2014 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 531,178.67 01/31/2014 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 254,462.35 01/31/2014 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 461,687.11 01/31/2014 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 248,873.72 01/31/2014 12X4208 1208815 09/30/2038 02007 4.309999200 11,450,000.0000 164,498.30 01/31/2014 12X4208 1208815 09/30/2033 02008 3.809998800 43,542,145.0000 552,985.07 01/31/2014 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 1,121,422.35 01/31/2014 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 704,138.58 01/31/2014 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 364,604.19 01/31/2014 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 221,678.43 01/31/2014 12X4208 1208815 09/30/2038 02008 3.809998800 5,208,000.0000 66,141.58 01/31/2014 12X4208 1208815 09/30/2034 02009 4.119998400 37,880,913.0000 520,231.00 01/31/2014 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 690,731.47 01/31/2014 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 442,611.43 01/31/2014 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 273,155.89 01/31/2014 12X4208 1208815 09/30/2038 02009 4.119998400 14,114,000.0000 193,832.19 01/31/2014 12X4208 1208815 09/30/2035 02010 2.990001600 53,792,263.0000 536,129.84 01/31/2014 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 397,959.25 01/31/2014 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 368,059.23 01/31/2014 12X4208 1208815 09/30/2038 02010 2.990001600 14,184,000.0000 141,367.28 01/31/2014 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 32,872.96 01/31/2014 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 863,830.71 01/31/2014 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 993,378.86 01/31/2014 12X4208 1208815 09/30/2038 02011 4.070001600 15,587,000.0000 211,463.72 01/31/2014 12X4208 1208815 09/30/2037 02012 3.070000800 2,329,000.0000 23,833.44 01/31/2014 12X4208 1208815 09/30/2038 02012 3.070000800 6,003,000.0000 61,430.72 01/31/2014 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 50,813.02 01/31/2014 12X4208 1208815 09/30/2038 02013 2.940001200 3,439,000.0000 33,702.21 01/31/2014 ------------------------ ---------------------- 1,841,905,599.0000 26,389,374.27 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 410,395,181.0000 6,990,395.73 01/31/2014 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 52,973.65 01/31/2014 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 5,791.33 01/31/2014 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 9,402.40 01/31/2014 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 85.17 01/31/2014 12X4208 1208870 09/30/2037 02002 4.790001600 627,863,767.0000 10,024,894.83 01/31/2014 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 56,490.09 01/31/2014 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 37,681.35 01/31/2014 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 29,586.24 01/31/2014 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 24,061.77 01/31/2014 12X4208 1208870 09/30/2038 02003 4.730000400 831,637,488.0000 13,112,152.17 01/31/2014 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,787,294.64 01/31/2014 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 125,786.48 01/31/2014 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 23,650.00 01/31/2014 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 14,237.30 01/31/2014 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 15.77 01/31/2014 12X4208 1208870 09/30/2039 02004 4.629999600 664,752,375.0000 10,259,344.10 01/31/2014 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 4,084,755.41 01/31/2014 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,616,610.66 01/31/2014 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 217,718.01 01/31/2014 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 162,065.42 01/31/2014 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 15.43 01/31/2014 12X4208 1208870 09/30/2040 02005 4.579999200 680,138,167.0000 10,383,440.87 01/31/2014 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 2,504,618.36 01/31/2014 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 695,946.15 01/31/2014 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 283,181.35 01/31/2014 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 69,631.25 01/31/2014 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 26,869.33 01/31/2014 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 3,671,523.81 01/31/2014 12X4208 1208870 09/30/2041 02006 4.439998800 504,123,454.0000 7,461,025.10 01/31/2014 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 1,304,501.25 01/31/2014 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 802,722.18 01/31/2014 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 74,739.98 01/31/2014 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 11,100.00 01/31/2014 12X4208 1208870 09/30/2046 02006 4.439998800 1,438,000.0000 21,282.39 01/31/2014 12X4208 1208870 09/30/2040 02007 4.150000800 246,432,611.0000 3,408,985.11 01/31/2014 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 5,802,863.12 01/31/2014 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 1,620,340.15 01/31/2014 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 1,112,656.71 01/31/2014 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 257,106.38 01/31/2014 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 236,010.55 01/31/2014 ------------------------ ---------------------- 5,844,707,043.0000 89,383,551.99 820 SUB-COHORT 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 135,461.11 01/31/2014 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 1,264.90 01/31/2014 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 15,268.67 01/31/2014 12X4208 1208820 09/30/2047 02008 5.150001600 1,745,000.0000 29,955.84 01/31/2014 12X4208 1208820 09/30/2048 02008 5.150001600 996,000.0000 17,098.01 01/31/2014 12X4208 1208820 09/30/2047 02009 4.939999200 11,258,000.0000 185,381.70 01/31/2014 12X4208 1208820 09/30/2048 02009 4.939999200 4,381,000.0000 72,140.45 01/31/2014 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 1,241,825.56 01/31/2014 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 32,531.78 01/31/2014 12X4208 1208820 09/30/2048 02010 3.070000800 732,000.0000 7,490.80 01/31/2014 12X4208 1208820 09/30/2046 02011 4.259998800 48,600,000.0000 690,119.81 01/31/2014 12X4208 1208820 09/30/2047 02011 4.259998800 33,757,000.0000 479,349.26 01/31/2014 12X4208 1208820 09/30/2048 02011 4.259998800 10,507,000.0000 149,199.36 01/31/2014 12X4208 1208820 09/30/2046 02012 3.750001200 1,400,000.0000 17,500.01 01/31/2014 12X4208 1208820 09/30/2047 02012 3.750001200 48,534,000.0000 606,675.19 01/31/2014 12X4208 1208820 09/30/2048 02012 3.750001200 13,078,000.0000 163,475.05 01/31/2014 12X4208 1208820 09/30/2047 02013 3.750001200 9,066,000.0000 113,325.04 01/31/2014 12X4208 1208820 09/30/2048 02013 3.750001200 6,255,000.0000 78,187.53 01/31/2014 ------------------------ ---------------------- 325,041,000.0000 4,036,250.07 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 5,189.33 01/31/2014 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 703.70 01/31/2014 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 14,959.60 01/31/2014 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 869.40 01/31/2014 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 12,523.50 01/31/2014 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 8,530.50 01/31/2014 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 9,357.34 01/31/2014 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 9,945.27 01/31/2014 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 3,367.00 01/31/2014 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 3,052.87 01/31/2014 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 14,136.00 01/31/2014 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 6,780.20 01/31/2014 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 9,653.07 01/31/2014 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 17,202.90 01/31/2014 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 11,025.17 01/31/2014 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 1,971.00 01/31/2014 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 8,676.80 01/31/2014 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 5,054.00 01/31/2014 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 14,245.01 01/31/2014 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 54,872.40 01/31/2014 12X4208 1208825 09/30/2048 02009 3.960000000 18,000.0000 237.60 01/31/2014 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 4,766.13 01/31/2014 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 35,833.90 01/31/2014 12X4208 1208825 09/30/2048 02010 2.930000400 35,000.0000 341.83 01/31/2014 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 1,366.87 01/31/2014 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 21,842.80 01/31/2014 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 22,925.47 01/31/2014 12X4208 1208825 09/30/2048 02011 4.060000800 418,000.0000 5,656.93 01/31/2014 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 1,586.10 01/31/2014 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 10,667.30 01/31/2014 12X4208 1208825 09/30/2048 02012 3.110000400 111,000.0000 1,150.70 01/31/2014 ------------------------ ---------------------- 23,361,000.0000 318,490.69 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 568,357.52 01/31/2014 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 16,266.67 01/31/2014 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 19,698.94 01/31/2014 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 215,626.23 01/31/2014 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 139,111.53 01/31/2014 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 292,500.00 01/31/2014 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 2,164.50 01/31/2014 ------------------------ ---------------------- 87,481,581.2200 1,253,725.39 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 214,199.96 01/31/2014 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 151,981.65 01/31/2014 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 161,578.61 01/31/2014 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 13,647.12 01/31/2014 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 294,192.66 01/31/2014 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 225,466.06 01/31/2014 12X4208 1208871 09/30/2046 02011 3.610000800 8,624,000.0000 103,775.49 01/31/2014 12X4208 1208871 09/30/2047 02011 3.610000800 4,295,000.0000 51,683.18 01/31/2014 ------------------------ ---------------------- 94,879,900.0000 1,216,524.73 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 4,371,826.0000 70,677.84 01/31/2014 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 16,279.83 01/31/2014 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 4,041.67 01/31/2014 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 12,125.00 01/31/2014 ------------------------ ---------------------- 6,378,826.0000 103,124.34 ======================== ====================== 12,366,454,098.9500 194,879,951.28 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00