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 738,958.36 01/31/2014 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 711,550.15 01/31/2014 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 332,056.74 01/31/2014 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 337,050.07 01/31/2014 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 215,037.95 01/31/2014 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 116,769.12 01/31/2014 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 684,086.81 01/31/2014 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 911,283.53 01/31/2014 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,501,795.25 01/31/2014 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 118,741.49 01/31/2014 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 41,594.48 01/31/2014 12X4215 1215201 09/30/2027 01993 6.670000800 128,529,074.0000 2,857,630.09 01/31/2014 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 216,305.90 01/31/2014 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 667,000.08 01/31/2014 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 560,280.07 01/31/2014 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,352,720.63 01/31/2014 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 112,322.81 01/31/2014 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 39,219.60 01/31/2014 12X4215 1215201 09/30/2027 01994 6.869998800 43,970,301.0000 1,006,919.72 01/31/2014 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 5,571,569.03 01/31/2014 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 251,899.96 01/31/2014 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 249,609.96 01/31/2014 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,030,499.82 01/31/2014 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 239,304.96 01/31/2014 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 48,662.49 01/31/2014 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 54,250.09 01/31/2014 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 48,914.39 01/31/2014 12X4215 1215201 09/30/2028 01995 7.329999600 163,596,697.0000 3,997,212.41 01/31/2014 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 105,332.09 01/31/2014 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 122.17 01/31/2014 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 659,699.96 01/31/2014 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 113,614.99 01/31/2014 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 498,195.64 01/31/2014 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 32,838.40 01/31/2014 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 35,623.80 01/31/2014 12X4215 1215201 09/30/2029 01996 6.800000400 111,731,587.0000 2,532,582.79 01/31/2014 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 2,266,666.80 01/31/2014 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 92,933.34 01/31/2014 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 326,959.89 01/31/2014 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 643,733.37 01/31/2014 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 45,333.34 01/31/2014 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 36,130.67 01/31/2014 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 35,224.00 01/31/2014 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 76,182.67 01/31/2014 12X4215 1215201 09/30/2031 01997 6.670000800 134,232,410.0000 2,984,434.27 01/31/2014 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 122,283.35 01/31/2014 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 93,380.01 01/31/2014 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 141,559.65 01/31/2014 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 451,336.72 01/31/2014 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 1,133.90 01/31/2014 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 270,135.03 01/31/2014 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 24,923.57 01/31/2014 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 22,833.64 01/31/2014 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 47,912.84 01/31/2014 12X4215 1215201 09/30/2031 01998 5.929999200 36,639,097.0000 724,232.72 01/31/2014 12X4215 1215201 09/30/2032 01998 5.929999200 172,100,000.0000 3,401,842.87 01/31/2014 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 142,319.98 01/31/2014 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 405,216.61 01/31/2014 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 192,171.51 01/31/2014 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 541,606.59 01/31/2014 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 794,619.89 01/31/2014 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 31,903.40 01/31/2014 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 32,990.56 01/31/2014 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 38,070.59 01/31/2014 12X4215 1215201 09/30/2032 01999 5.950000800 14,935,123.0000 296,213.31 01/31/2014 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 3,946,833.86 01/31/2014 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 178,500.02 01/31/2014 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 479,966.73 01/31/2014 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 207,922.78 01/31/2014 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 551,366.74 01/31/2014 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 849,858.45 01/31/2014 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 40,083.17 01/31/2014 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 44,744.01 01/31/2014 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 43,454.84 01/31/2014 12X4215 1215201 09/30/2033 02000 6.220000800 43,193,374.0000 895,542.74 01/31/2014 12X4215 1215201 09/30/2034 02000 6.220000800 236,600,000.0000 4,905,507.30 01/31/2014 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 311,000.04 01/31/2014 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 62,200.01 01/31/2014 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 182,463.72 01/31/2014 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 740,180.10 01/31/2014 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 1,576,770.20 01/31/2014 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 47,748.87 01/31/2014 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 56,830.07 01/31/2014 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 84,695.68 01/31/2014 12X4215 1215201 09/30/2034 02001 5.289998400 97,643,024.0000 1,721,771.47 01/31/2014 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 4,161,465.41 01/31/2014 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 176,333.28 01/31/2014 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 232,759.93 01/31/2014 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 153,163.09 01/31/2014 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 666,539.80 01/31/2014 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 976,886.37 01/31/2014 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 45,529.25 01/31/2014 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 51,983.05 01/31/2014 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 57,749.15 01/31/2014 12X4215 1215201 09/30/2035 02002 4.870000800 121,037,273.0000 1,964,838.72 01/31/2014 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 3,782,367.29 01/31/2014 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 844,133.47 01/31/2014 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 752,416.75 01/31/2014 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 64.93 01/31/2014 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 587,646.76 01/31/2014 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 493,006.41 01/31/2014 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 166,131.96 01/31/2014 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 97.40 01/31/2014 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 50,794.11 01/31/2014 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 82,189.38 01/31/2014 12X4215 1215201 09/30/2036 02003 4.500000000 126,966,736.0000 1,904,501.04 01/31/2014 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 4,065,000.00 01/31/2014 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,733,355.00 01/31/2014 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 160,125.00 01/31/2014 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 387,465.00 01/31/2014 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 90,000.00 01/31/2014 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 298,500.00 01/31/2014 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 52,725.00 01/31/2014 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 47,625.00 01/31/2014 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 48,960.00 01/31/2014 12X4215 1215201 09/30/2037 02004 4.669999200 306,577,874.0000 4,772,394.75 01/31/2014 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 5,141,824.79 01/31/2014 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 271,062.32 01/31/2014 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 778,473.30 01/31/2014 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 58,421.69 01/31/2014 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,786,274.69 01/31/2014 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 68,991.45 01/31/2014 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 68,477.75 01/31/2014 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 69,147.12 01/31/2014 12X4215 1215201 09/30/2038 02005 4.560001200 430,142,241.0000 6,538,163.78 01/31/2014 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 4,240,147.52 01/31/2014 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 868,801.83 01/31/2014 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 57,790.42 01/31/2014 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 123,804.03 01/31/2014 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 59,204.02 01/31/2014 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 63,900.82 01/31/2014 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 73,704.82 01/31/2014 12X4215 1215201 09/30/2047 02005 4.560001200 29,000.0000 440.80 01/31/2014 12X4215 1215201 09/30/2039 02006 4.870000800 600,485,395.0000 9,747,881.18 01/31/2014 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 3,728,505.08 01/31/2014 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 213,793.04 01/31/2014 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 773,598.00 01/31/2014 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 67,011.21 01/31/2014 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 83,179.61 01/31/2014 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 81,134.21 01/31/2014 12X4215 1215201 09/30/2040 02007 4.790001600 744,904,953.0000 11,893,653.06 01/31/2014 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 2,654,315.52 01/31/2014 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 753,914.32 01/31/2014 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 73,127.36 01/31/2014 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 431.10 01/31/2014 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 83,840.99 01/31/2014 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 91,776.43 01/31/2014 12X4215 1215201 09/30/2047 02007 4.790001600 8,000.0000 127.73 01/31/2014 12X4215 1215201 09/30/2041 02008 4.230000000 753,930,716.0000 10,630,423.10 01/31/2014 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 2,842,858.88 01/31/2014 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 281,929.50 01/31/2014 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 4,032.60 01/31/2014 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 64,042.20 01/31/2014 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 66,664.80 01/31/2014 12X4215 1215201 09/30/2047 02008 4.230000000 13,000.0000 183.30 01/31/2014 12X4215 1215201 09/30/2042 02009 3.629998800 1,008,578,337.0000 12,203,793.84 01/31/2014 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 3,319,404.00 01/31/2014 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 286,370.61 01/31/2014 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 39,772.69 01/31/2014 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 44,370.69 01/31/2014 12X4215 1215201 09/30/2043 02010 3.819999600 1,565,298,183.0000 19,931,461.44 01/31/2014 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 4,095,879.97 01/31/2014 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 127,957.25 01/31/2014 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 58,204.06 01/31/2014 12X4215 1215201 09/30/2044 02011 3.470000400 813,544,844.0000 9,410,003.11 01/31/2014 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 1,970,810.75 01/31/2014 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 247,457.30 01/31/2014 12X4215 1215201 09/30/2047 02011 3.470000400 150,000.0000 1,735.00 01/31/2014 12X4215 1215201 09/30/2045 02012 2.440000800 744,925,000.0000 6,058,725.32 01/31/2014 12X4215 1215201 09/30/2046 02012 2.440000800 112,987,000.0000 918,961.23 01/31/2014 12X4215 1215201 09/30/2047 02012 2.440000800 3,655,000.0000 29,727.34 01/31/2014 12X4215 1215201 09/30/2046 02013 2.739999600 596,429,000.0000 5,447,384.07 01/31/2014 12X4215 1215201 09/30/2047 02013 2.739999600 137,154,000.0000 1,252,673.02 01/31/2014 12X4215 1215201 09/30/2047 02014 2.739999600 86,017,000.0000 785,621.82 01/31/2014 ------------------------ ---------------------- 14,603,402,905.0000 218,645,096.87 202 SUB-COHORT 12X4215 1215202 09/30/2033 01992 7.490001600 36,000.0000 898.80 01/31/2014 12X4215 1215202 09/30/2029 01993 6.660000000 54,329.0000 1,206.10 01/31/2014 12X4215 1215202 09/30/2032 01993 6.660000000 4,000.0000 88.80 01/31/2014 12X4215 1215202 09/30/2033 01993 6.660000000 7,000.0000 155.40 01/31/2014 12X4215 1215202 09/30/2029 01994 6.819998400 411,101.0000 9,345.69 01/31/2014 12X4215 1215202 09/30/2032 01994 6.819998400 3,000.0000 68.20 01/31/2014 12X4215 1215202 09/30/2033 01994 6.819998400 1,000.0000 22.73 01/31/2014 12X4215 1215202 09/30/2029 01995 7.189999200 699,563.0000 16,766.19 01/31/2014 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 5,847.87 01/31/2014 12X4215 1215202 09/30/2032 01995 7.189999200 7,000.0000 167.77 01/31/2014 12X4215 1215202 09/30/2033 01995 7.189999200 14,000.0000 335.53 01/31/2014 12X4215 1215202 09/30/2029 01996 6.649999200 1,698,342.0000 37,646.58 01/31/2014 12X4215 1215202 09/30/2032 01996 6.649999200 8,000.0000 177.33 01/31/2014 12X4215 1215202 09/30/2033 01996 6.649999200 7,000.0000 155.17 01/31/2014 12X4215 1215202 09/30/2029 01997 6.670000800 2,157,400.0000 47,966.20 01/31/2014 12X4215 1215202 09/30/2032 01997 6.670000800 16,578.0000 368.58 01/31/2014 12X4215 1215202 09/30/2033 01997 6.670000800 5,000.0000 111.17 01/31/2014 12X4215 1215202 09/30/2026 01998 5.829998400 1,443,913.0000 28,060.03 01/31/2014 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 26,234.99 01/31/2014 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 213.77 01/31/2014 12X4215 1215202 09/30/2032 01998 5.829998400 11,000.0000 213.77 01/31/2014 12X4215 1215202 09/30/2033 01998 5.829998400 5,000.0000 97.17 01/31/2014 12X4215 1215202 09/30/2026 01999 5.789998800 1,694,617.0000 32,706.10 01/31/2014 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 135.10 01/31/2014 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 26,054.99 01/31/2014 12X4215 1215202 09/30/2032 01999 5.789998800 21,000.0000 405.30 01/31/2014 12X4215 1215202 09/30/2033 01999 5.789998800 19,000.0000 366.70 01/31/2014 12X4215 1215202 09/30/2026 02000 6.239998800 2,313,383.0000 48,118.36 01/31/2014 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 6,240.00 01/31/2014 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 29,119.99 01/31/2014 12X4215 1215202 09/30/2032 02000 6.239998800 20,000.0000 416.00 01/31/2014 12X4215 1215202 09/30/2033 02000 6.239998800 22,000.0000 457.60 01/31/2014 12X4215 1215202 09/30/2022 02001 5.169999600 1,348,936.0000 23,246.66 01/31/2014 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 15,854.67 01/31/2014 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 368.79 01/31/2014 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 27,228.66 01/31/2014 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 6,893.33 01/31/2014 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 28,435.00 01/31/2014 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 568.70 01/31/2014 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 344.67 01/31/2014 12X4215 1215202 09/30/2023 02002 4.770000000 931,579.0000 14,812.11 01/31/2014 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 29,605.80 01/31/2014 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 93.81 01/31/2014 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 26,988.66 01/31/2014 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 7,950.00 01/31/2014 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 38,160.00 01/31/2014 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 302.10 01/31/2014 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 143.10 01/31/2014 12X4215 1215202 09/30/2024 02003 4.110001200 4,575,968.0000 62,690.78 01/31/2014 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 9,179.00 01/31/2014 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 9,631.10 01/31/2014 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 6,850.00 01/31/2014 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 32,880.01 01/31/2014 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 260.30 01/31/2014 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 164.40 01/31/2014 12X4215 1215202 09/30/2024 02004 4.309999200 2,361,311.0000 33,924.16 01/31/2014 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 51,145.32 01/31/2014 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 14,452.86 01/31/2014 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 7,183.33 01/31/2014 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 46,691.66 01/31/2014 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 71.83 01/31/2014 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 244.23 01/31/2014 12X4215 1215202 09/30/2025 02005 4.330000800 5,107,589.0000 73,719.55 01/31/2014 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 57,805.51 01/31/2014 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 11,156.97 01/31/2014 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 216.50 01/31/2014 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 51,238.34 01/31/2014 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 375.27 01/31/2014 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 230.93 01/31/2014 12X4215 1215202 09/30/2026 02006 4.820000400 5,464,509.0000 87,796.45 01/31/2014 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 49,822.74 01/31/2014 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 100,818.34 01/31/2014 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 241.00 01/31/2014 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 353.47 01/31/2014 12X4215 1215202 09/30/2027 02007 4.700001600 4,593,703.0000 71,968.04 01/31/2014 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 16,888.67 01/31/2014 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 179,211.06 01/31/2014 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 313.33 01/31/2014 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 266.33 01/31/2014 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 313.33 01/31/2014 12X4215 1215202 09/30/2028 02008 3.849998400 7,950,199.0000 102,027.51 01/31/2014 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 78,391.64 01/31/2014 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 29,067.49 01/31/2014 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 6,121.50 01/31/2014 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 256.67 01/31/2014 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 218.17 01/31/2014 12X4215 1215202 09/30/2029 02009 3.110000400 11,315,859.0000 117,307.75 01/31/2014 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 41,425.21 01/31/2014 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 14,005.37 01/31/2014 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 7,360.33 01/31/2014 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 134.77 01/31/2014 12X4215 1215202 09/30/2030 02010 3.269998800 14,990,401.0000 163,395.31 01/31/2014 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 33,746.39 01/31/2014 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 1,035.50 01/31/2014 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 327.00 01/31/2014 12X4215 1215202 09/30/2031 02011 2.840000400 12,958,000.0000 122,669.08 01/31/2014 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 36,413.14 01/31/2014 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 2,868.40 01/31/2014 12X4215 1215202 09/30/2034 02011 2.840000400 6,000.0000 56.80 01/31/2014 12X4215 1215202 09/30/2032 02012 3.129998400 7,756,000.0000 80,920.89 01/31/2014 12X4215 1215202 09/30/2033 02012 3.129998400 438,000.0000 4,569.80 01/31/2014 12X4215 1215202 09/30/2033 02013 3.129998400 9,435,000.0000 98,438.45 01/31/2014 12X4215 1215202 09/30/2034 02013 3.129998400 1,632,000.0000 17,027.19 01/31/2014 12X4215 1215202 09/30/2034 02014 3.129998400 1,486,000.0000 15,503.93 01/31/2014 ------------------------ ---------------------- 184,151,880.0000 2,492,557.14 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 22,535,082.0000 568,635.30 01/31/2014 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 49,533.04 01/31/2014 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 63,436.61 01/31/2014 12X4215 1215203 09/30/2046 01992 7.570000800 229,000.0000 5,778.43 01/31/2014 12X4215 1215203 09/30/2042 01993 6.660000000 23,450,130.0000 520,592.89 01/31/2014 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 4,884.00 01/31/2014 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 46,153.80 01/31/2014 12X4215 1215203 09/30/2045 01993 6.660000000 693,000.0000 15,384.60 01/31/2014 12X4215 1215203 09/30/2046 01993 6.660000000 207,000.0000 4,595.40 01/31/2014 12X4215 1215203 09/30/2042 01994 6.789999600 21,394,797.0000 484,235.54 01/31/2014 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 4,481.40 01/31/2014 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 407.40 01/31/2014 12X4215 1215203 09/30/2045 01994 6.789999600 656,000.0000 14,847.47 01/31/2014 12X4215 1215203 09/30/2046 01994 6.789999600 244,000.0000 5,522.53 01/31/2014 12X4215 1215203 09/30/2043 01997 6.660000000 3,632,565.0000 80,642.94 01/31/2014 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 4,173.60 01/31/2014 12X4215 1215203 09/30/2045 01997 6.660000000 86,000.0000 1,909.20 01/31/2014 12X4215 1215203 09/30/2046 01997 6.660000000 35,000.0000 777.00 01/31/2014 12X4215 1215203 09/30/2032 01998 5.979999600 733,159.0000 14,614.30 01/31/2014 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 53.82 01/31/2014 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 80,729.99 01/31/2014 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 119.60 01/31/2014 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 2,531.53 01/31/2014 12X4215 1215203 09/30/2045 01998 5.979999600 118,000.0000 2,352.13 01/31/2014 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 797.33 01/31/2014 12X4215 1215203 09/30/2042 01999 5.810000400 3,513,933.0000 68,053.17 01/31/2014 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 13,053.13 01/31/2014 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 658.47 01/31/2014 12X4215 1215203 09/30/2045 01999 5.810000400 18,000.0000 348.60 01/31/2014 12X4215 1215203 09/30/2046 01999 5.810000400 15,000.0000 290.50 01/31/2014 12X4215 1215203 09/30/2033 02000 6.350000400 1,534,263.0000 32,475.24 01/31/2014 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 13,271.50 01/31/2014 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 2,497.67 01/31/2014 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 1,037.17 01/31/2014 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 359.83 01/31/2014 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 148.17 01/31/2014 12X4215 1215203 09/30/2042 02001 4.730000400 172,299.0000 2,716.58 01/31/2014 12X4215 1215203 09/30/2046 02001 4.730000400 1,000.0000 15.77 01/31/2014 12X4215 1215203 09/30/2042 02002 4.939999200 185,992.0000 3,062.67 01/31/2014 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 658.67 01/31/2014 12X4215 1215203 09/30/2045 02002 4.939999200 11,000.0000 181.13 01/31/2014 12X4215 1215203 09/30/2046 02002 4.939999200 20,000.0000 329.33 01/31/2014 12X4215 1215203 09/30/2036 02003 4.100000400 65,822.0000 899.57 01/31/2014 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,435.00 01/31/2014 12X4215 1215203 09/30/2045 02003 4.100000400 3,000.0000 41.00 01/31/2014 12X4215 1215203 09/30/2046 02003 4.100000400 5,000.0000 68.33 01/31/2014 12X4215 1215203 09/30/2037 02004 3.949999200 150,279.0000 1,978.67 01/31/2014 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 948.00 01/31/2014 12X4215 1215203 09/30/2045 02004 3.949999200 3,000.0000 39.50 01/31/2014 12X4215 1215203 09/30/2046 02004 3.949999200 1,000.0000 13.17 01/31/2014 12X4215 1215203 09/30/2038 02005 3.880000800 25,450.0000 329.15 01/31/2014 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,845.33 01/31/2014 12X4215 1215203 09/30/2046 02005 3.880000800 5,000.0000 64.67 01/31/2014 12X4215 1215203 09/30/2039 02006 4.839998400 115,583.0000 1,864.74 01/31/2014 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 887.33 01/31/2014 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 80.67 01/31/2014 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 161.33 01/31/2014 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 16.13 01/31/2014 12X4215 1215203 09/30/2040 02007 4.880001600 24,991.0000 406.52 01/31/2014 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 601.87 01/31/2014 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 149.65 01/31/2014 12X4215 1215203 09/30/2041 02008 3.489998400 122,355.0000 1,423.40 01/31/2014 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 488.60 01/31/2014 12X4215 1215203 09/30/2045 02008 3.489998400 2,000.0000 23.27 01/31/2014 12X4215 1215203 09/30/2042 02009 3.089998800 310,456.0000 3,197.70 01/31/2014 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,314.28 01/31/2014 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 1,200.98 01/31/2014 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 236.90 01/31/2014 12X4215 1215203 09/30/2043 02010 3.610000800 1,091,221.0000 13,131.03 01/31/2014 12X4215 1215203 09/30/2045 02010 3.610000800 12,000.0000 144.40 01/31/2014 12X4215 1215203 09/30/2046 02010 3.610000800 1,000.0000 12.03 01/31/2014 12X4215 1215203 09/30/2044 02011 3.300001200 710,109.0000 7,811.20 01/31/2014 12X4215 1215203 09/30/2045 02011 3.300001200 5,532.0000 60.85 01/31/2014 12X4215 1215203 09/30/2046 02011 3.300001200 38,000.0000 418.00 01/31/2014 12X4215 1215203 09/30/2045 02012 2.149999200 1,119,000.0000 8,019.50 01/31/2014 12X4215 1215203 09/30/2046 02012 2.149999200 26,000.0000 186.33 01/31/2014 12X4215 1215203 09/30/2046 02013 2.149999200 796,000.0000 5,704.66 01/31/2014 12X4215 1215203 09/30/2047 02014 2.149999200 47,000.0000 336.83 01/31/2014 ------------------------ ---------------------- 97,960,118.0000 2,172,888.04 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 54,648.0000 1,260.55 01/31/2014 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 41,520.00 01/31/2014 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 36,906.66 01/31/2014 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 899.60 01/31/2014 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 8,304.00 01/31/2014 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 18,015.06 01/31/2014 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 1,176.40 01/31/2014 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 46.13 01/31/2014 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 23.07 01/31/2014 12X4215 1215206 09/30/2029 01993 7.049998800 686,889.0000 16,141.89 01/31/2014 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2014 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 11,468.00 01/31/2014 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2014 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 493.50 01/31/2014 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 45,566.49 01/31/2014 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 446.50 01/31/2014 12X4215 1215206 09/30/2043 01994 6.990001200 5,027,680.0000 117,144.96 01/31/2014 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 1,654.30 01/31/2014 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 1,048.50 01/31/2014 12X4215 1215206 09/30/2030 01995 6.950001600 1,942,459.0000 45,000.31 01/31/2014 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 27,800.01 01/31/2014 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 7,181.67 01/31/2014 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 4,517.50 01/31/2014 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 37,066.68 01/31/2014 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 1,251.00 01/31/2014 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 46.33 01/31/2014 12X4215 1215206 09/30/2032 01996 6.419998800 1,793,401.0000 38,378.77 01/31/2014 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,070.00 01/31/2014 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 8,560.00 01/31/2014 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 9,351.80 01/31/2014 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 54,569.99 01/31/2014 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 10,914.00 01/31/2014 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 834.60 01/31/2014 12X4215 1215206 09/30/2031 01997 6.040000800 1,234,201.0000 24,848.58 01/31/2014 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2014 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 14,093.34 01/31/2014 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 8,053.33 01/31/2014 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 6,382.27 01/31/2014 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 42,280.01 01/31/2014 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 10,026.40 01/31/2014 12X4215 1215206 09/30/2032 01998 5.979999600 1,157,600.0000 23,074.83 01/31/2014 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 15,946.67 01/31/2014 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 19,933.33 01/31/2014 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 5,122.87 01/31/2014 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 16,484.87 01/31/2014 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 14,072.93 01/31/2014 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 15,587.87 01/31/2014 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 15,886.87 01/31/2014 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 87.09 01/31/2014 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 59.80 01/31/2014 12X4215 1215206 09/30/2035 01999 5.690001600 1,568,635.0000 29,751.79 01/31/2014 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 18,966.67 01/31/2014 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 64,486.68 01/31/2014 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 14,319.84 01/31/2014 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 7,586.67 01/31/2014 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 23,708.34 01/31/2014 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 967.30 01/31/2014 12X4215 1215206 09/30/2035 02000 5.349999600 1,693,176.0000 30,194.97 01/31/2014 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 65,983.33 01/31/2014 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 46,652.00 01/31/2014 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 11,199.33 01/31/2014 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 36,932.83 01/31/2014 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 43,691.66 01/31/2014 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 71.33 01/31/2014 12X4215 1215206 09/30/2037 02001 4.939999200 4,651,610.0000 76,596.50 01/31/2014 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 45,250.39 01/31/2014 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 26,231.40 01/31/2014 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 6,389.07 01/31/2014 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 2,437.07 01/31/2014 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 54,125.92 01/31/2014 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 22,559.33 01/31/2014 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 12,317.06 01/31/2014 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 1,284.40 01/31/2014 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 14,902.33 01/31/2014 12X4215 1215206 09/30/2037 02002 4.650001200 481,690.0000 7,466.20 01/31/2014 12X4215 1215206 09/30/2038 02002 4.650001200 7,200,000.0000 111,600.03 01/31/2014 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 24,366.01 01/31/2014 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 28,086.01 01/31/2014 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 1,627.50 01/31/2014 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 45,725.01 01/31/2014 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 14,601.00 01/31/2014 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 23,203.51 01/31/2014 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 22,723.01 01/31/2014 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 13,500.50 01/31/2014 12X4215 1215206 09/30/2039 02003 4.410000000 4,096,241.0000 60,214.74 01/31/2014 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 15,949.50 01/31/2014 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 82,173.00 01/31/2014 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 108,856.44 01/31/2014 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 15,229.20 01/31/2014 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 40,572.00 01/31/2014 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 14,479.50 01/31/2014 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 37,779.00 01/31/2014 12X4215 1215206 09/30/2039 02004 4.550000400 774,796.0000 11,751.07 01/31/2014 12X4215 1215206 09/30/2040 02004 4.550000400 6,584,000.0000 99,857.34 01/31/2014 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 17,669.17 01/31/2014 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 76,485.51 01/31/2014 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 17,077.67 01/31/2014 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 3,988.83 01/31/2014 12X4215 1215206 09/30/2040 02005 4.560001200 3,106,819.0000 47,223.66 01/31/2014 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 68,916.82 01/31/2014 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 46,101.61 01/31/2014 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 29,640.01 01/31/2014 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 9,272.00 01/31/2014 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 6,703.20 01/31/2014 12X4215 1215206 09/30/2041 02006 4.659998400 1,030,189.0000 16,002.26 01/31/2014 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 23,020.39 01/31/2014 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 42,918.59 01/31/2014 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 12,116.00 01/31/2014 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 11,774.26 01/31/2014 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 32,666.59 01/31/2014 12X4215 1215206 09/30/2047 02006 4.659998400 33,000.0000 512.60 01/31/2014 12X4215 1215206 09/30/2042 02007 4.700001600 307,854.0000 4,823.05 01/31/2014 12X4215 1215206 09/30/2043 02007 4.700001600 7,216,000.0000 113,050.71 01/31/2014 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 68,098.32 01/31/2014 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 21,886.34 01/31/2014 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 24,048.34 01/31/2014 12X4215 1215206 09/30/2047 02007 4.700001600 35,000.0000 548.33 01/31/2014 12X4215 1215206 09/30/2043 02008 3.319999200 233,325.0000 2,582.13 01/31/2014 12X4215 1215206 09/30/2044 02008 3.319999200 6,807,500.0000 75,336.32 01/31/2014 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 66,001.58 01/31/2014 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 28,430.26 01/31/2014 12X4215 1215206 09/30/2043 02009 3.170001600 1,432,517.0000 15,136.94 01/31/2014 12X4215 1215206 09/30/2044 02009 3.170001600 3,703,100.0000 39,129.44 01/31/2014 12X4215 1215206 09/30/2045 02009 3.170001600 5,703,000.0000 60,261.73 01/31/2014 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 135,137.17 01/31/2014 12X4215 1215206 09/30/2047 02009 3.170001600 6,000.0000 63.40 01/31/2014 12X4215 1215206 09/30/2043 02010 3.120001200 1,056,030.0000 10,982.72 01/31/2014 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 6,458.40 01/31/2014 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 44,252.02 01/31/2014 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 4,128.80 01/31/2014 12X4215 1215206 09/30/2044 02011 4.430001600 455,715.0000 6,729.39 01/31/2014 12X4215 1215206 09/30/2045 02011 4.430001600 3,903,000.0000 57,634.32 01/31/2014 12X4215 1215206 09/30/2046 02011 4.430001600 10,605,000.0000 156,600.56 01/31/2014 12X4215 1215206 09/30/2047 02011 4.430001600 2,239,000.0000 33,062.58 01/31/2014 12X4215 1215206 09/30/2045 02012 3.909999600 564,000.0000 7,350.80 01/31/2014 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 7,950.33 01/31/2014 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 7,072.73 01/31/2014 12X4215 1215206 09/30/2047 02013 3.830000400 217,000.0000 2,770.37 01/31/2014 12X4215 1215206 09/30/2047 02014 3.830000400 94,000.0000 1,200.07 01/31/2014 ------------------------ ---------------------- 238,375,344.0000 3,761,015.75 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 19,044,268.0000 420,243.54 01/31/2014 12X4215 1215207 09/30/2044 01992 6.620000400 78,100,000.0000 1,723,406.77 01/31/2014 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 66,200.00 01/31/2014 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 684,066.71 01/31/2014 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 285,653.02 01/31/2014 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 220,666.68 01/31/2014 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 2,692.13 01/31/2014 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 27,583.34 01/31/2014 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 214,046.68 01/31/2014 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 57,991.20 01/31/2014 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 609,216.57 01/31/2014 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 190,964.94 01/31/2014 12X4215 1215207 09/30/2044 01993 6.890000400 56,020,745.0000 1,286,609.85 01/31/2014 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,240,200.07 01/31/2014 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 780,866.71 01/31/2014 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 287,381.92 01/31/2014 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 211,293.35 01/31/2014 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 237,590.18 01/31/2014 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 109,091.67 01/31/2014 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 79,510.60 01/31/2014 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 26,641.33 01/31/2014 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 180,196.48 01/31/2014 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 454,142.89 01/31/2014 12X4215 1215207 09/30/2045 01994 7.089998400 3,118,590.0000 73,702.66 01/31/2014 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,512,532.99 01/31/2014 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 685,366.51 01/31/2014 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 390,186.25 01/31/2014 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 226,170.95 01/31/2014 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 288,326.60 01/31/2014 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 298,985.23 01/31/2014 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 179,613.29 01/31/2014 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 61,186.69 01/31/2014 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 17,843.16 01/31/2014 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 302,813.83 01/31/2014 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 407,674.91 01/31/2014 12X4215 1215207 09/30/2046 01995 6.710000400 34,455,725.0000 770,659.76 01/31/2014 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 44,733.34 01/31/2014 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 22,366.67 01/31/2014 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 313,133.35 01/31/2014 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 23,909.97 01/31/2014 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 149,744.84 01/31/2014 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 49,206.67 01/31/2014 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,409.10 01/31/2014 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 20,152.37 01/31/2014 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 73,765.27 01/31/2014 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 11,384.63 01/31/2014 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 41,959.87 01/31/2014 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 16,640.80 01/31/2014 12X4215 1215207 09/30/2047 01996 6.459998400 1,751,969.0000 37,725.72 01/31/2014 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 624,466.51 01/31/2014 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 193,799.95 01/31/2014 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 14,375.65 01/31/2014 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 110,293.71 01/31/2014 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 79,673.31 01/31/2014 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 409.13 01/31/2014 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,313.53 01/31/2014 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 125,991.50 01/31/2014 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 3,488.40 01/31/2014 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 7,385.93 01/31/2014 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 3,940.60 01/31/2014 12X4215 1215207 09/30/2048 01997 5.950000800 14,349,717.0000 284,602.76 01/31/2014 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 337,166.71 01/31/2014 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2014 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2014 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 277,666.70 01/31/2014 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 30,890.42 01/31/2014 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 103,430.85 01/31/2014 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 71,400.01 01/31/2014 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 12,911.50 01/31/2014 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 12,019.00 01/31/2014 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 6,902.00 01/31/2014 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 19,099.50 01/31/2014 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 26,001.50 01/31/2014 12X4215 1215207 09/30/2049 01998 5.950000800 22,175,555.0000 439,815.23 01/31/2014 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 376,833.38 01/31/2014 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 59,500.01 01/31/2014 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 119,000.02 01/31/2014 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 257,833.37 01/31/2014 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 46,449.67 01/31/2014 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 11,721.50 01/31/2014 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 89,250.01 01/31/2014 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 14,577.50 01/31/2014 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 24,791.67 01/31/2014 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 117,472.85 01/31/2014 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 18,821.84 01/31/2014 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 46,648.01 01/31/2014 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 30,285.50 01/31/2014 12X4215 1215207 09/30/2050 01999 5.839999200 22,309,952.0000 434,300.34 01/31/2014 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 253,066.63 01/31/2014 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 155,733.31 01/31/2014 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 81,759.99 01/31/2014 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 56,418.29 01/31/2014 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 28,324.00 01/31/2014 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 78,314.39 01/31/2014 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 30,095.46 01/31/2014 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 41,931.19 01/31/2014 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 27,817.86 01/31/2014 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 17,928.80 01/31/2014 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 24,800.53 01/31/2014 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 12,556.00 01/31/2014 12X4215 1215207 09/30/2051 02000 5.649998400 11,874,508.0000 223,636.50 01/31/2014 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 451,999.87 01/31/2014 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 169,499.95 01/31/2014 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 26,743.33 01/31/2014 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 51,866.99 01/31/2014 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 64,918.48 01/31/2014 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 19,831.49 01/31/2014 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 93,224.97 01/31/2014 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 19,228.83 01/31/2014 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 22,110.33 01/31/2014 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 36,781.49 01/31/2014 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 29,361.16 01/31/2014 12X4215 1215207 09/30/2052 02001 5.349999600 15,472,746.0000 275,930.62 01/31/2014 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 486,849.96 01/31/2014 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 106,447.16 01/31/2014 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 52,661.83 01/31/2014 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 46,892.75 01/31/2014 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 123,353.16 01/31/2014 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 31,761.16 01/31/2014 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 39,001.50 01/31/2014 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 31,565.00 01/31/2014 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 15,229.67 01/31/2014 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 31,672.00 01/31/2014 12X4215 1215207 09/30/2064 02001 5.349999600 23,000.0000 410.17 01/31/2014 12X4215 1215207 09/30/2053 02002 5.060001600 33,428,986.0000 563,835.74 01/31/2014 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 202,400.06 01/31/2014 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 78,683.02 01/31/2014 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 105,484.17 01/31/2014 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 80,808.23 01/31/2014 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 15,011.34 01/31/2014 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 86,677.83 01/31/2014 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 35,335.68 01/31/2014 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 24,254.27 01/31/2014 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 6,696.07 01/31/2014 12X4215 1215207 09/30/2053 02003 4.910000400 16,176,624.0000 264,757.43 01/31/2014 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 291,326.69 01/31/2014 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 155,450.61 01/31/2014 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 59,345.54 01/31/2014 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 52,831.60 01/31/2014 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 126,939.88 01/31/2014 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 116,334.28 01/31/2014 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 14,893.67 01/31/2014 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 21,718.57 01/31/2014 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 27,888.80 01/31/2014 12X4215 1215207 09/30/2055 02004 4.830001200 11,768,304.0000 189,469.74 01/31/2014 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 273,619.57 01/31/2014 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 246,281.76 01/31/2014 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 61,083.42 01/31/2014 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 106,760.91 01/31/2014 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 44,436.01 01/31/2014 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 25,212.61 01/31/2014 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 90,997.22 01/31/2014 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 65,060.12 01/31/2014 12X4215 1215207 09/30/2056 02005 4.719999600 11,071,780.0000 174,195.99 01/31/2014 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 223,507.71 01/31/2014 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 218,001.05 01/31/2014 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 108,780.26 01/31/2014 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 49,685.86 01/31/2014 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 16,787.47 01/31/2014 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 49,717.33 01/31/2014 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 64,789.86 01/31/2014 12X4215 1215207 09/30/2064 02005 4.719999600 10,000.0000 157.33 01/31/2014 12X4215 1215207 09/30/2057 02006 4.479998400 6,902,227.0000 103,073.22 01/31/2014 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 199,927.40 01/31/2014 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 198,429.30 01/31/2014 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 128,994.09 01/31/2014 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 166,148.21 01/31/2014 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 40,857.59 01/31/2014 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 44,710.38 01/31/2014 12X4215 1215207 09/30/2064 02006 4.479998400 301,000.0000 4,494.93 01/31/2014 12X4215 1215207 09/30/2057 02007 4.209998400 964,110.0000 13,529.67 01/31/2014 12X4215 1215207 09/30/2058 02007 4.209998400 11,643,000.0000 163,390.04 01/31/2014 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 295,162.99 01/31/2014 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 149,679.48 01/31/2014 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 106,695.39 01/31/2014 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 45,257.48 01/31/2014 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 78,965.54 01/31/2014 12X4215 1215207 09/30/2064 02007 4.209998400 502,000.0000 7,044.73 01/31/2014 12X4215 1215207 09/30/2059 02008 3.980001600 9,724,972.0000 129,018.01 01/31/2014 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 178,914.34 01/31/2014 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 94,790.37 01/31/2014 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 79,480.63 01/31/2014 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 69,902.09 01/31/2014 12X4215 1215207 09/30/2064 02008 3.980001600 568,000.0000 7,535.47 01/31/2014 12X4215 1215207 09/30/2060 02009 3.780000000 7,577,027.0000 95,470.54 01/31/2014 12X4215 1215207 09/30/2061 02009 3.780000000 13,088,000.0000 164,908.80 01/31/2014 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 86,259.60 01/31/2014 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 263,806.20 01/31/2014 12X4215 1215207 09/30/2064 02009 3.780000000 707,000.0000 8,908.20 01/31/2014 12X4215 1215207 09/30/2060 02010 3.309998400 3,199,680.0000 35,303.12 01/31/2014 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 134,275.05 01/31/2014 12X4215 1215207 09/30/2062 02010 3.309998400 12,376,000.0000 136,548.47 01/31/2014 12X4215 1215207 09/30/2063 02010 3.309998400 20,200,000.0000 222,873.23 01/31/2014 12X4215 1215207 09/30/2064 02010 3.309998400 2,080,000.0000 22,949.32 01/31/2014 12X4215 1215207 09/30/2061 02011 4.590000000 2,132,460.0000 32,626.64 01/31/2014 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 152,755.20 01/31/2014 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 142,228.80 01/31/2014 12X4215 1215207 09/30/2064 02011 4.590000000 2,541,000.0000 38,877.30 01/31/2014 12X4215 1215207 09/30/2062 02012 4.230000000 2,270,000.0000 32,007.00 01/31/2014 12X4215 1215207 09/30/2063 02012 4.230000000 23,606,000.0000 332,844.60 01/31/2014 12X4215 1215207 09/30/2064 02012 4.230000000 3,028,000.0000 42,694.80 01/31/2014 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 38,483.86 01/31/2014 12X4215 1215207 09/30/2064 02013 4.179999600 2,672,000.0000 37,229.86 01/31/2014 ------------------------ ---------------------- 1,659,077,487.0000 31,817,643.27 208 SUB-COHORT 12X4215 1215208 09/30/2015 02001 3.399998400 207,000.0000 2,346.00 01/31/2014 12X4215 1215208 09/30/2016 02001 3.399998400 1,000.0000 11.33 01/31/2014 12X4215 1215208 09/30/2015 02006 3.800001600 323,505.0000 4,097.73 01/31/2014 12X4215 1215208 09/30/2016 02006 3.800001600 1,000.0000 12.67 01/31/2014 12X4215 1215208 09/30/2014 02007 1.000000800 725,904.0000 2,419.68 01/31/2014 12X4215 1215208 09/30/2015 02007 1.000000800 884,000.0000 2,946.67 01/31/2014 12X4215 1215208 09/30/2016 02007 1.000000800 155,000.0000 516.67 01/31/2014 12X4215 1215208 09/30/2015 02008 1.440000000 429,332.0000 2,060.79 01/31/2014 12X4215 1215208 09/30/2014 02009 2.440000800 1,223.0000 9.95 01/31/2014 12X4215 1215208 09/30/2015 02009 2.440000800 141,000.0000 1,146.80 01/31/2014 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 2,057.73 01/31/2014 12X4215 1215208 09/30/2015 02010 1.500001200 665,000.0000 3,325.00 01/31/2014 12X4215 1215208 09/30/2016 02010 1.500001200 23,000.0000 115.00 01/31/2014 ------------------------ ---------------------- 3,809,964.0000 21,066.02 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 13,405.93 01/31/2014 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 1,681.30 01/31/2014 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 97.47 01/31/2014 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 10,560.38 01/31/2014 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 44,175.98 01/31/2014 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 3,723.50 01/31/2014 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 541.60 01/31/2014 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 22.57 01/31/2014 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 30,084.70 01/31/2014 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 2,273.70 01/31/2014 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 1,010.53 01/31/2014 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 45.93 01/31/2014 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 6,020.17 01/31/2014 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 2,208.61 01/31/2014 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 199.33 01/31/2014 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 518.27 01/31/2014 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 2,361.80 01/31/2014 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 37,298.27 01/31/2014 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 213.03 01/31/2014 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 19.37 01/31/2014 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 2,156.51 01/31/2014 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 180.20 01/31/2014 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 294.68 01/31/2014 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 31.80 01/31/2014 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 7,400.92 01/31/2014 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 2,289.64 01/31/2014 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,268.00 01/31/2014 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 466.83 01/31/2014 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 141.75 01/31/2014 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 13,078.80 01/31/2014 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 18.90 01/31/2014 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 10,587.01 01/31/2014 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 93.33 01/31/2014 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 7,653.34 01/31/2014 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 168.00 01/31/2014 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 18.67 01/31/2014 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 10,771.33 01/31/2014 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 816.67 01/31/2014 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 5,749.33 01/31/2014 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 1,813.00 01/31/2014 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 179.67 01/31/2014 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 2,366.47 01/31/2014 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 173.00 01/31/2014 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,557.00 01/31/2014 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 8,576.69 01/31/2014 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 2,643.20 01/31/2014 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 582.40 01/31/2014 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 9,456.00 01/31/2014 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,858.20 01/31/2014 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 228.20 01/31/2014 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 489.00 01/31/2014 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 13,005.00 01/31/2014 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,080.20 01/31/2014 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 589.20 01/31/2014 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 81.83 01/31/2014 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 16.37 01/31/2014 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 12,465.92 01/31/2014 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 544.70 01/31/2014 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 279.33 01/31/2014 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 13.97 01/31/2014 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 11,323.75 01/31/2014 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,344.00 01/31/2014 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 10,067.10 01/31/2014 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 1,529.24 01/31/2014 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 42.30 01/31/2014 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 42.30 01/31/2014 ------------------------ ---------------------- 16,235,670.0000 302,996.19 212 SUB-COHORT 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 2,327.00 01/31/2014 12X4215 1215212 09/30/2015 02001 5.370001200 42,478.0000 760.36 01/31/2014 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 17.90 01/31/2014 12X4215 1215212 09/30/2014 02002 5.289998400 228,266.0000 4,025.09 01/31/2014 12X4215 1215212 09/30/2015 02002 5.289998400 3,000.0000 52.90 01/31/2014 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 35.27 01/31/2014 12X4215 1215212 09/30/2014 02003 4.250001600 107,028.0000 1,516.23 01/31/2014 12X4215 1215212 09/30/2015 02003 4.250001600 4,000.0000 56.67 01/31/2014 12X4215 1215212 09/30/2016 02003 4.250001600 3,000.0000 42.50 01/31/2014 ------------------------ ---------------------- 520,772.0000 8,833.92 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 5.709999600 1.0000 0.02 01/31/2014 12X4215 1215401 09/30/2016 02005 3.620001600 199,000.0000 2,401.27 01/31/2014 12X4215 1215401 09/30/2016 02006 3.409999200 247,000.0000 2,807.57 01/31/2014 12X4215 1215401 09/30/2015 02007 2.170000800 3,451.0000 24.96 01/31/2014 ------------------------ ---------------------- 449,452.0000 5,233.82 ======================== ====================== 16,803,983,592.0000 259,227,331.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00