Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 14,507,229.0000 814,822.60 07/31/2014 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 910,798.56 07/31/2014 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 24,095.50 07/31/2014 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 20,613.16 07/31/2014 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 15,389.66 07/31/2014 12X4208 1208845 09/30/2044 01993 6.530000400 15,826,048.0000 861,200.83 07/31/2014 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 11,318.67 07/31/2014 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 86,032.76 07/31/2014 ------------------------ ---------------------- 49,408,277.0000 2,744,271.74 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 155,604.0000 9,012.07 07/31/2014 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 431,479.27 07/31/2014 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 1,061,612.74 07/31/2014 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 138,768.37 07/31/2014 12X4208 1208840 09/30/2045 01993 7.009999200 239,130.0000 13,969.18 07/31/2014 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 1,183,346.28 07/31/2014 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 588,489.43 07/31/2014 ------------------------ ---------------------- 58,901,734.0000 3,426,677.34 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 57,429.28 07/31/2014 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 60,837.35 07/31/2014 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 37,147.04 07/31/2014 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 16,421.67 07/31/2014 12X4208 1208850 09/30/2031 01996 6.450001200 4,696,244.0000 252,423.16 07/31/2014 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,935.00 07/31/2014 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 13,437.50 07/31/2014 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 28,165.01 07/31/2014 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 238,703.79 07/31/2014 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 12,900.00 07/31/2014 12X4208 1208850 09/30/2047 01997 5.979999600 1,073,405.0000 53,491.35 07/31/2014 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 207,032.46 07/31/2014 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 125,350.03 07/31/2014 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 12,500.00 07/31/2014 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 214,000.04 07/31/2014 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 79,800.02 07/31/2014 12X4208 1208850 09/30/2046 01999 5.919998400 982,745.9100 48,482.12 07/31/2014 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 19,831.99 07/31/2014 12X4208 1208850 09/30/2035 02000 5.730001200 11,464,577.0000 547,433.67 07/31/2014 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 955.00 07/31/2014 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 21,487.50 07/31/2014 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 109,347.52 07/31/2014 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 91,345.77 07/31/2014 12X4208 1208850 09/30/2043 02001 5.000000400 1,554,791.0000 64,782.96 07/31/2014 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 83,333.34 07/31/2014 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 7,125.00 07/31/2014 12X4208 1208850 09/30/2037 02002 4.790001600 1,839,453.0000 73,424.86 07/31/2014 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 187,648.31 07/31/2014 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 31,933.34 07/31/2014 12X4208 1208850 09/30/2038 02003 4.709998800 841,817.0000 33,041.31 07/31/2014 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 571,165.85 07/31/2014 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 131,291.22 07/31/2014 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 4,278.25 07/31/2014 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 78.50 07/31/2014 12X4208 1208850 09/30/2042 02004 4.690000800 4,357,272.0000 170,296.74 07/31/2014 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 474,979.83 07/31/2014 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 104,508.85 07/31/2014 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 17,822.00 07/31/2014 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 39.08 07/31/2014 12X4208 1208850 09/30/2044 02005 4.569998400 2,024,303.0000 77,092.18 07/31/2014 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 78,108.89 07/31/2014 12X4208 1208850 09/30/2045 02006 4.410000000 621,652.0000 22,845.71 07/31/2014 12X4208 1208850 09/30/2045 02007 3.449998800 1,322,057.0000 38,009.13 07/31/2014 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 423,746.10 07/31/2014 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 103,528.71 07/31/2014 12X4208 1208850 09/30/2046 02008 1.829998800 17,826,142.0000 271,848.49 07/31/2014 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 287,919.81 07/31/2014 12X4208 1208850 09/30/2048 02008 1.829998800 7,364,000.0000 112,300.93 07/31/2014 12X4208 1208850 09/30/2046 02009 4.619998800 5,602,517.0000 215,696.85 07/31/2014 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 262,993.43 07/31/2014 12X4208 1208850 09/30/2048 02009 4.619998800 9,832,000.0000 378,531.90 07/31/2014 12X4208 1208850 09/30/2046 02010 2.970000000 2,030,048.0000 50,243.69 07/31/2014 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 117,488.25 07/31/2014 12X4208 1208850 09/30/2046 02011 4.320000000 995,430.0000 35,835.48 07/31/2014 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 97,092.00 07/31/2014 12X4208 1208850 09/30/2048 02011 4.320000000 4,855,000.0000 174,780.00 07/31/2014 ------------------------ ---------------------- 200,111,322.2200 6,954,268.26 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 123,241,475.0000 7,096,653.29 07/31/2014 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 788,891.48 07/31/2014 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 86,259.81 07/31/2014 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 46,066.66 07/31/2014 12X4208 1208810 09/30/2030 01995 6.580000800 169,626,728.0000 9,301,200.05 07/31/2014 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 838,950.10 07/31/2014 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 11,405.33 07/31/2014 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 208,476.36 07/31/2014 12X4208 1208810 09/30/2031 01996 6.320001600 244,272,192.0000 12,865,005.37 07/31/2014 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 474,000.12 07/31/2014 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 352,866.76 07/31/2014 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 97,433.36 07/31/2014 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 69,098.68 07/31/2014 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 141,199.37 07/31/2014 12X4208 1208810 09/30/2032 01997 6.140001600 222,251,806.0000 11,371,887.04 07/31/2014 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 552,600.14 07/31/2014 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 225,133.39 07/31/2014 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 76,801.19 07/31/2014 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 22,666.84 07/31/2014 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 150,123.04 07/31/2014 12X4208 1208810 09/30/2033 01998 5.919998400 246,262,273.0000 12,148,935.52 07/31/2014 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 365,066.57 07/31/2014 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 416,866.55 07/31/2014 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 65,415.98 07/31/2014 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 12,037.33 07/31/2014 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 98.67 07/31/2014 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 252,586.60 07/31/2014 12X4208 1208810 09/30/2034 01999 5.889999600 153,039,006.0000 7,511,664.03 07/31/2014 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 117,799.99 07/31/2014 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 304,316.65 07/31/2014 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 122,610.16 07/31/2014 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 196.33 07/31/2014 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 91,393.16 07/31/2014 12X4208 1208810 09/30/2035 02000 5.879998800 172,778,131.0000 8,466,126.69 07/31/2014 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 347,899.93 07/31/2014 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 286,649.94 07/31/2014 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 111,376.98 07/31/2014 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 91,188.98 07/31/2014 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 43,217.99 07/31/2014 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 78,154.98 07/31/2014 12X4208 1208810 09/30/2036 02001 5.150001600 159,698,036.0000 6,853,709.51 07/31/2014 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 111,583.37 07/31/2014 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 296,125.09 07/31/2014 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 93,343.78 07/31/2014 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 30,942.93 07/31/2014 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 23,475.42 07/31/2014 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 48,667.52 07/31/2014 12X4208 1208810 09/30/2037 02002 4.680000000 340,714,171.0000 13,287,852.67 07/31/2014 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 218,439.00 07/31/2014 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 72,462.00 07/31/2014 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 22,971.00 07/31/2014 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 16,965.00 07/31/2014 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 39,507.00 07/31/2014 12X4208 1208810 09/30/2038 02003 4.719999600 40,430,507.0000 1,590,266.47 07/31/2014 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 324,145.97 07/31/2014 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 475,225.29 07/31/2014 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 2,478.00 07/31/2014 12X4208 1208810 09/30/2039 02004 4.579999200 267,991,181.0000 10,228,328.29 07/31/2014 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 3,177,794.28 07/31/2014 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,946,389.82 07/31/2014 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 592,232.06 07/31/2014 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 97,897.48 07/31/2014 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 61,524.66 07/31/2014 12X4208 1208810 09/30/2040 02005 4.500000000 11,006,149.0000 412,730.59 07/31/2014 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 805,200.00 07/31/2014 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 583,950.00 07/31/2014 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 328,875.00 07/31/2014 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 102,262.50 07/31/2014 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 14,025.00 07/31/2014 12X4208 1208810 09/30/2041 02006 4.430001600 30,243,391.0000 1,116,485.59 07/31/2014 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 750,036.19 07/31/2014 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 479,252.34 07/31/2014 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 712,418.09 07/31/2014 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 49,320.68 07/31/2014 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 54,968.94 07/31/2014 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 14,692.84 07/31/2014 12X4208 1208810 09/30/2042 02007 4.160001600 18,967,245.0000 657,531.41 07/31/2014 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 936,624.36 07/31/2014 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 286,069.44 07/31/2014 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 493,098.86 07/31/2014 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 193,613.41 07/31/2014 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 168,064.06 07/31/2014 ------------------------ ---------------------- 2,721,292,291.0000 124,381,867.32 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 2,152,798.0000 116,251.09 07/31/2014 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 109,512.00 07/31/2014 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 7,884.00 07/31/2014 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 10,962.00 07/31/2014 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 11,610.00 07/31/2014 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 45,738.00 07/31/2014 12X4208 1208855 09/30/2030 01995 6.009998400 8,701,369.0000 435,793.45 07/31/2014 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 4,006.67 07/31/2014 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 58,497.32 07/31/2014 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 6,110.17 07/31/2014 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 1,803.00 07/31/2014 12X4208 1208855 09/30/2031 01996 6.050001600 7,912,128.0000 398,903.23 07/31/2014 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 139,301.29 07/31/2014 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 17,595.42 07/31/2014 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 9,730.42 07/31/2014 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 2,420.00 07/31/2014 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 14,772.09 07/31/2014 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 28,334.17 07/31/2014 12X4208 1208855 09/30/2032 01997 5.670000000 14,993,822.5100 708,458.11 07/31/2014 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 53,770.50 07/31/2014 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 3,591.00 07/31/2014 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 4,299.75 07/31/2014 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,937.25 07/31/2014 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 945.00 07/31/2014 12X4208 1208855 09/30/2033 01998 5.739998400 11,294,884.0000 540,271.80 07/31/2014 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 167,847.12 07/31/2014 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 3,778.83 07/31/2014 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 1,482.83 07/31/2014 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 478.33 07/31/2014 12X4208 1208855 09/30/2034 01999 5.420001600 14,065,014.0000 635,269.99 07/31/2014 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 94,579.03 07/31/2014 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 94,082.19 07/31/2014 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 11,472.34 07/31/2014 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 16,802.00 07/31/2014 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 1,626.00 07/31/2014 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 587.17 07/31/2014 12X4208 1208855 09/30/2035 02000 4.970001600 11,983,962.0000 496,335.92 07/31/2014 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 455.58 07/31/2014 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 1,201.08 07/31/2014 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 310,915.02 07/31/2014 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 16,235.34 07/31/2014 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 7,496.42 07/31/2014 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 1,698.08 07/31/2014 12X4208 1208855 09/30/2036 02001 5.220000000 14,357,384.0000 624,546.20 07/31/2014 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 65,380.50 07/31/2014 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 73,950.00 07/31/2014 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 21,793.50 07/31/2014 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 5,176.50 07/31/2014 12X4208 1208855 09/30/2048 02001 5.220000000 67,000.0000 2,914.50 07/31/2014 12X4208 1208855 09/30/2042 02002 4.259998800 9,715,477.0000 344,899.34 07/31/2014 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 201,071.94 07/31/2014 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 154,069.96 07/31/2014 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 7,561.50 07/31/2014 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 9,869.00 07/31/2014 12X4208 1208855 09/30/2038 02003 4.230000000 12,564,856.0000 442,911.17 07/31/2014 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 330,821.25 07/31/2014 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 159,189.00 07/31/2014 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 78,995.25 07/31/2014 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 6,168.75 07/31/2014 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 32,359.50 07/31/2014 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 1,692.00 07/31/2014 12X4208 1208855 09/30/2039 02004 4.280000400 27,934,600.0000 996,334.16 07/31/2014 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 241,356.36 07/31/2014 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 26,821.34 07/31/2014 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 229,443.69 07/31/2014 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 96,442.68 07/31/2014 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 27,213.67 07/31/2014 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 2,247.00 07/31/2014 12X4208 1208855 09/30/2040 02005 4.340001600 21,930,512.0000 793,153.81 07/31/2014 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 1,003,444.54 07/31/2014 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 328,755.12 07/31/2014 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 275,590.10 07/31/2014 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 137,903.55 07/31/2014 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 379,677.81 07/31/2014 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 47,667.68 07/31/2014 12X4208 1208855 09/30/2042 02006 3.489998400 24,869,288.0000 723,281.46 07/31/2014 12X4208 1208855 09/30/2043 02006 3.489998400 12,881,000.0000 374,622.24 07/31/2014 12X4208 1208855 09/30/2044 02006 3.489998400 19,119,000.0000 556,044.00 07/31/2014 12X4208 1208855 09/30/2045 02006 3.489998400 19,340,000.0000 562,471.41 07/31/2014 12X4208 1208855 09/30/2046 02006 3.489998400 13,796,000.0000 401,233.48 07/31/2014 12X4208 1208855 09/30/2047 02006 3.489998400 2,003,000.0000 58,253.89 07/31/2014 12X4208 1208855 09/30/2048 02006 3.489998400 7,507,000.0000 218,328.48 07/31/2014 12X4208 1208855 09/30/2042 02007 4.129999200 3,444,815.0000 118,559.03 07/31/2014 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 512,877.07 07/31/2014 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 456,089.58 07/31/2014 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 229,352.62 07/31/2014 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 133,674.31 07/31/2014 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 202,369.96 07/31/2014 12X4208 1208855 09/30/2043 02008 4.600000800 3,163,570.0000 121,270.20 07/31/2014 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 565,723.43 07/31/2014 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 763,101.80 07/31/2014 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 955,841.83 07/31/2014 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 365,086.73 07/31/2014 12X4208 1208855 09/30/2048 02008 4.600000800 3,061,000.0000 117,338.35 07/31/2014 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 760,408.88 07/31/2014 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 237,375.00 07/31/2014 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 384,787.50 07/31/2014 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 107,625.00 07/31/2014 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 363,975.00 07/31/2014 12X4208 1208855 09/30/2048 02009 4.500000000 2,478,000.0000 92,925.00 07/31/2014 12X4208 1208855 09/30/2044 02010 2.720001600 10,154,476.0000 230,168.26 07/31/2014 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 373,410.89 07/31/2014 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 325,470.86 07/31/2014 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 178,250.77 07/31/2014 12X4208 1208855 09/30/2048 02010 2.720001600 9,224,000.0000 209,077.46 07/31/2014 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 115,021.97 07/31/2014 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 73,643.98 07/31/2014 12X4208 1208855 09/30/2048 02011 4.079998800 1,497,000.0000 50,897.99 07/31/2014 ------------------------ ---------------------- 633,836,525.5100 22,682,820.80 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 7,872,288.0000 444,128.35 07/31/2014 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 28,208.34 07/31/2014 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 1,410.42 07/31/2014 12X4208 1208815 09/30/2030 01995 6.000001200 11,396,660.0000 569,833.11 07/31/2014 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 99,500.02 07/31/2014 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 17,500.00 07/31/2014 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 95,600.02 07/31/2014 12X4208 1208815 09/30/2031 01996 5.820001200 1,394,123.0000 67,614.98 07/31/2014 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 105,972.52 07/31/2014 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 48,500.01 07/31/2014 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 21,873.50 07/31/2014 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 1,164.00 07/31/2014 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 103,014.02 07/31/2014 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 167,034.03 07/31/2014 12X4208 1208815 09/30/2032 01997 5.559998400 19,086,378.0000 884,335.26 07/31/2014 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 70,565.65 07/31/2014 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 228,342.90 07/31/2014 12X4208 1208815 09/30/2033 01998 5.529999600 32,208,715.0000 1,484,284.84 07/31/2014 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 157,558.91 07/31/2014 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 88,433.91 07/31/2014 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 82,719.58 07/31/2014 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 42,028.00 07/31/2014 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 225,169.03 07/31/2014 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 105,114.35 07/31/2014 12X4208 1208815 09/30/2034 01999 5.320000800 49,132,203.0000 2,178,194.66 07/31/2014 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 15,073.34 07/31/2014 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 33,427.34 07/31/2014 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 1,047,568.00 07/31/2014 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 202,910.47 07/31/2014 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 214,066.63 07/31/2014 12X4208 1208815 09/30/2035 02000 4.939999200 45,557,351.0000 1,875,443.98 07/31/2014 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 15,849.16 07/31/2014 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 886,786.65 07/31/2014 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 804,887.98 07/31/2014 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 637,659.23 07/31/2014 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 6,629.34 07/31/2014 12X4208 1208815 09/30/2036 02001 4.520001600 21,194,991.0000 798,344.94 07/31/2014 12X4208 1208815 09/30/2037 02001 4.520001600 13,431,000.0000 505,901.18 07/31/2014 12X4208 1208815 09/30/2038 02001 4.520001600 310,000.0000 11,676.67 07/31/2014 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 1,063,800.00 07/31/2014 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 583,128.00 07/31/2014 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 572,112.00 07/31/2014 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 257,076.00 07/31/2014 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 36,720.00 07/31/2014 12X4208 1208815 09/30/2037 02002 4.320000000 21,883,439.0000 787,803.80 07/31/2014 12X4208 1208815 09/30/2038 02002 4.320000000 574,000.0000 20,664.00 07/31/2014 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 760,516.09 07/31/2014 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 498,081.79 07/31/2014 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 309,842.47 07/31/2014 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 140,900.82 07/31/2014 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 7,524.00 07/31/2014 12X4208 1208815 09/30/2038 02003 4.179999600 21,670,582.0000 754,858.53 07/31/2014 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 47,058.00 07/31/2014 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 18,249.00 07/31/2014 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 21,087.00 07/31/2014 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 8,976.00 07/31/2014 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 2,508.00 07/31/2014 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 792.00 07/31/2014 12X4208 1208815 09/30/2039 02004 3.960000000 2,584,939.0000 85,302.99 07/31/2014 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 1,472,702.61 07/31/2014 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 684,482.82 07/31/2014 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 103,472.72 07/31/2014 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 5,813.50 07/31/2014 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 42,921.74 07/31/2014 12X4208 1208815 09/30/2040 02005 4.529998800 41,328,887.0000 1,560,165.07 07/31/2014 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 2,272,271.62 07/31/2014 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 1,209,573.83 07/31/2014 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 794,678.22 07/31/2014 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 384,016.61 07/31/2014 12X4208 1208815 09/30/2036 02006 4.380001200 13,492,000.0000 492,458.13 07/31/2014 12X4208 1208815 09/30/2037 02006 4.380001200 8,569,000.0000 312,768.59 07/31/2014 12X4208 1208815 09/30/2038 02006 4.380001200 2,743,000.0000 100,119.53 07/31/2014 12X4208 1208815 09/30/2041 02006 4.380001200 53,176,090.0000 1,940,927.82 07/31/2014 12X4208 1208815 09/30/2033 02007 4.309999200 31,716,865.0000 1,139,163.86 07/31/2014 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 1,327,946.67 07/31/2014 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 636,155.88 07/31/2014 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 1,154,217.79 07/31/2014 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 622,184.30 07/31/2014 12X4208 1208815 09/30/2038 02007 4.309999200 12,073,000.0000 433,621.84 07/31/2014 12X4208 1208815 09/30/2033 02008 3.809998800 31,788,145.0000 1,009,273.29 07/31/2014 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 2,803,555.87 07/31/2014 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 1,760,346.45 07/31/2014 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 911,510.46 07/31/2014 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 554,196.08 07/31/2014 12X4208 1208815 09/30/2038 02008 3.809998800 8,502,000.0000 269,938.41 07/31/2014 12X4208 1208815 09/30/2034 02009 4.119998400 37,094,913.0000 1,273,591.52 07/31/2014 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 1,726,828.66 07/31/2014 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 1,106,528.57 07/31/2014 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 682,889.73 07/31/2014 12X4208 1208815 09/30/2038 02009 4.119998400 18,430,000.0000 632,763.09 07/31/2014 12X4208 1208815 09/30/2035 02010 2.990001600 53,256,263.0000 1,326,969.26 07/31/2014 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 994,898.12 07/31/2014 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 920,148.08 07/31/2014 12X4208 1208815 09/30/2038 02010 2.990001600 23,128,000.0000 576,272.98 07/31/2014 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 82,182.39 07/31/2014 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 2,159,576.77 07/31/2014 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 2,483,447.14 07/31/2014 12X4208 1208815 09/30/2038 02011 4.070001600 36,985,000.0000 1,254,408.41 07/31/2014 12X4208 1208815 09/30/2037 02012 3.070000800 1,700,000.0000 43,491.68 07/31/2014 12X4208 1208815 09/30/2038 02012 3.070000800 6,003,000.0000 153,576.79 07/31/2014 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 127,032.55 07/31/2014 12X4208 1208815 09/30/2038 02013 2.940001200 17,484,000.0000 428,358.17 07/31/2014 ------------------------ ---------------------- 1,709,586,599.0000 60,322,773.43 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 376,083,181.0000 16,014,870.44 07/31/2014 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 132,434.13 07/31/2014 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 14,478.33 07/31/2014 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 23,505.99 07/31/2014 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 212.92 07/31/2014 12X4208 1208870 09/30/2037 02002 4.790001600 611,446,767.0000 24,406,924.94 07/31/2014 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 141,225.21 07/31/2014 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 94,203.36 07/31/2014 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 73,965.61 07/31/2014 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 60,154.44 07/31/2014 12X4208 1208870 09/30/2038 02003 4.730000400 772,883,488.0000 30,464,493.39 07/31/2014 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,968,236.59 07/31/2014 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 314,466.19 07/31/2014 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 59,125.01 07/31/2014 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 35,593.25 07/31/2014 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 39.42 07/31/2014 12X4208 1208870 09/30/2039 02004 4.629999600 616,532,375.0000 23,787,872.08 07/31/2014 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 10,211,888.53 07/31/2014 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 4,041,526.65 07/31/2014 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 544,295.04 07/31/2014 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 405,163.55 07/31/2014 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 38.58 07/31/2014 12X4208 1208870 09/30/2040 02005 4.579999200 633,865,167.0000 24,192,516.31 07/31/2014 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 6,261,545.91 07/31/2014 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 1,739,865.36 07/31/2014 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 707,953.38 07/31/2014 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 174,078.14 07/31/2014 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 67,173.32 07/31/2014 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 9,178,809.52 07/31/2014 12X4208 1208870 09/30/2041 02006 4.439998800 480,552,454.0000 17,780,435.99 07/31/2014 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 3,261,253.12 07/31/2014 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 2,006,805.46 07/31/2014 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 186,849.95 07/31/2014 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 27,749.99 07/31/2014 12X4208 1208870 09/30/2046 02006 4.439998800 1,438,000.0000 53,205.99 07/31/2014 12X4208 1208870 09/30/2040 02007 4.150000800 223,626,611.0000 7,733,755.12 07/31/2014 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 14,507,157.80 07/31/2014 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 4,050,850.36 07/31/2014 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 2,781,641.79 07/31/2014 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 642,765.96 07/31/2014 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 590,026.36 07/31/2014 ------------------------ ---------------------- 5,594,354,043.0000 213,739,153.48 820 SUB-COHORT 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 338,652.77 07/31/2014 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 3,162.25 07/31/2014 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 38,171.67 07/31/2014 12X4208 1208820 09/30/2048 02007 5.150001600 187,000.0000 8,025.42 07/31/2014 12X4208 1208820 09/30/2047 02008 5.150001600 1,745,000.0000 74,889.61 07/31/2014 12X4208 1208820 09/30/2048 02008 5.150001600 1,810,000.0000 77,679.19 07/31/2014 12X4208 1208820 09/30/2047 02009 4.939999200 11,258,000.0000 463,454.26 07/31/2014 12X4208 1208820 09/30/2048 02009 4.939999200 9,539,000.0000 392,688.77 07/31/2014 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 3,104,563.89 07/31/2014 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 81,329.44 07/31/2014 12X4208 1208820 09/30/2048 02010 3.070000800 1,558,000.0000 39,858.84 07/31/2014 12X4208 1208820 09/30/2046 02011 4.259998800 48,600,000.0000 1,725,299.51 07/31/2014 12X4208 1208820 09/30/2047 02011 4.259998800 33,757,000.0000 1,198,373.16 07/31/2014 12X4208 1208820 09/30/2048 02011 4.259998800 21,597,000.0000 766,693.28 07/31/2014 12X4208 1208820 09/30/2046 02012 3.750001200 1,400,000.0000 43,750.01 07/31/2014 12X4208 1208820 09/30/2047 02012 3.750001200 48,534,000.0000 1,516,687.99 07/31/2014 12X4208 1208820 09/30/2048 02012 3.750001200 26,801,000.0000 837,531.52 07/31/2014 12X4208 1208820 09/30/2047 02013 3.750001200 9,066,000.0000 283,312.59 07/31/2014 12X4208 1208820 09/30/2048 02013 3.750001200 30,449,000.0000 951,531.55 07/31/2014 12X4208 1208820 09/30/2048 02014 3.750001200 361,000.0000 11,281.25 07/31/2014 ------------------------ ---------------------- 381,394,000.0000 11,956,936.97 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 12,973.34 07/31/2014 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 1,759.25 07/31/2014 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 37,399.01 07/31/2014 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 2,173.50 07/31/2014 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 31,308.75 07/31/2014 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 21,326.26 07/31/2014 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 23,393.34 07/31/2014 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 24,863.17 07/31/2014 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 8,417.50 07/31/2014 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 7,632.17 07/31/2014 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 35,340.01 07/31/2014 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 16,950.50 07/31/2014 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 24,132.67 07/31/2014 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 43,007.25 07/31/2014 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 27,562.92 07/31/2014 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 4,927.50 07/31/2014 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 21,691.99 07/31/2014 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 12,635.00 07/31/2014 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 35,612.51 07/31/2014 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 137,181.00 07/31/2014 12X4208 1208825 09/30/2048 02009 3.960000000 48,000.0000 1,584.00 07/31/2014 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 11,915.33 07/31/2014 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 89,584.76 07/31/2014 12X4208 1208825 09/30/2048 02010 2.930000400 161,000.0000 3,931.08 07/31/2014 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 3,417.17 07/31/2014 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 54,607.01 07/31/2014 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 57,313.68 07/31/2014 12X4208 1208825 09/30/2048 02011 4.060000800 761,000.0000 25,747.17 07/31/2014 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 3,965.25 07/31/2014 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 26,668.25 07/31/2014 12X4208 1208825 09/30/2048 02012 3.110000400 230,000.0000 5,960.83 07/31/2014 ------------------------ ---------------------- 23,979,000.0000 814,982.17 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 1,420,893.80 07/31/2014 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 40,666.68 07/31/2014 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 49,247.35 07/31/2014 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 539,065.57 07/31/2014 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 347,778.84 07/31/2014 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 731,250.00 07/31/2014 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 5,411.25 07/31/2014 12X4208 1208881 09/30/2049 02014 3.200000400 1,851,000.0000 49,360.01 07/31/2014 ------------------------ ---------------------- 89,332,581.2200 3,183,673.50 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 535,499.91 07/31/2014 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 379,954.14 07/31/2014 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 403,946.52 07/31/2014 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 34,117.81 07/31/2014 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 735,481.64 07/31/2014 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 563,665.14 07/31/2014 12X4208 1208871 09/30/2046 02011 3.610000800 8,624,000.0000 259,438.72 07/31/2014 12X4208 1208871 09/30/2047 02011 3.610000800 4,295,000.0000 129,207.95 07/31/2014 12X4208 1208871 09/30/2048 02012 3.610000800 18,960,000.0000 570,380.13 07/31/2014 ------------------------ ---------------------- 113,839,900.0000 3,611,691.96 880 SUB-COHORT 12X4208 1208880 09/30/2042 02006 4.849999200 532,826.0000 21,535.05 07/31/2014 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 10,104.17 07/31/2014 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 30,312.50 07/31/2014 ------------------------ ---------------------- 1,532,826.0000 61,951.72 ======================== ====================== 11,577,569,098.9500 453,881,068.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2029 01994 04/10/2014 INT + 0.0000 242,540.94 493611 1208810 09/30/2030 01995 04/10/2014 INT + 0.0000 242,407.23 493613 1208810 09/30/2031 01996 04/10/2014 INT + 0.0000 459,558.92 493615 1208810 09/30/2032 01997 04/10/2014 INT + 0.0000 518,001.23 493617 1208810 09/30/2033 01998 04/10/2014 INT + 0.0000 842,889.37 493619 1208810 09/30/2034 01999 04/10/2014 INT + 0.0000 125,103.59 493621 1208810 09/30/2035 02000 04/10/2014 INT + 0.0000 340,128.53 493623 1208810 09/30/2036 02001 04/10/2014 INT + 0.0000 255,800.58 493625 1208810 09/30/2037 02002 04/10/2014 INT + 0.0000 495,541.80 493627 1208810 09/30/2038 02003 04/10/2014 INT + 0.0000 256,484.78 493629 1208810 09/30/2039 02004 04/10/2014 INT + 0.0000 1,224,833.33 493631 1208810 09/30/2039 02004 04/10/2014 INT + 0.0000 146,372.63 493633 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 29,073.35 493635 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 6,007.50 493637 1208810 09/30/2040 02005 04/10/2014 INT + 0.0000 346,744.15 493639 1208810 09/30/2041 02006 04/10/2014 INT + 0.0000 37,787.91 493641 1208810 09/30/2042 02007 04/10/2014 INT + 0.0000 261,768.10 493643 1208815 09/30/2029 01994 04/10/2014 INT + 0.0000 67,666.17 493729 1208815 09/30/2030 01995 04/10/2014 INT + 0.0000 258,780.05 493731 1208815 09/30/2031 01996 04/10/2014 INT + 0.0000 240,398.73 493733 1208815 09/30/2031 01996 04/10/2014 INT + 0.0000 171.02 493735 1208815 09/30/2032 01997 04/10/2014 INT + 0.0000 107,401.88 493737 1208815 09/30/2032 01997 04/10/2014 INT + 0.0000 40,911.08 493739 1208815 09/30/2033 01998 04/10/2014 INT + 0.0000 250,058.70 493741 1208815 09/30/2033 01998 04/10/2014 INT + 0.0000 107,151.62 493743 1208815 09/30/2033 02007 04/10/2014 INT + 0.0000 78,355.79 493773 1208815 09/30/2033 02008 04/10/2014 INT + 0.0000 223,913.63 493775 1208815 09/30/2034 01999 04/10/2014 INT + 0.0000 236,660.24 493745 1208815 09/30/2034 02009 04/10/2014 INT + 0.0000 16,191.59 493777 1208815 09/30/2035 02000 04/10/2014 INT + 0.0000 24,708.67 493747 1208815 09/30/2035 02000 04/10/2014 INT + 0.0000 161,801.00 493749 1208815 09/30/2035 02010 04/10/2014 INT + 0.0000 8,013.20 493779 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 246,452.88 493751 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 6,102.00 493753 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 163,172.06 493755 1208815 09/30/2036 02001 04/10/2014 INT + 0.0000 100,050.44 493757 1208815 09/30/2037 02002 04/10/2014 INT + 0.0000 324,712.80 493759 1208815 09/30/2037 02012 04/10/2014 INT + 0.0000 9,655.15 493781 1208815 09/30/2038 02003 04/10/2014 INT + 0.0000 408,210.02 493761 1208815 09/30/2038 02003 04/10/2014 INT + 0.0000 102,711.33 493763 1208815 09/30/2039 02004 04/10/2014 INT + 0.0000 6,869.39 493765 1208815 09/30/2039 02004 04/10/2014 INT + 0.0000 39,898.21 493767 1208815 09/30/2040 02005 04/10/2014 INT + 0.0000 617,597.39 493769 1208815 09/30/2041 02006 04/10/2014 INT + 0.0000 499,144.94 493771 1208840 09/30/2044 01992 04/10/2014 INT + 0.0000 514,856.12 493871 1208840 09/30/2045 01993 04/10/2014 INT + 0.0000 470,406.00 493873 1208845 09/30/2027 01992 04/10/2014 INT + 0.0000 31,786.81 493805 1208845 09/30/2027 01992 04/10/2014 INT + 0.0000 103,282.77 493807 1208845 09/30/2028 01993 04/10/2014 INT + 0.0000 112,774.67 493809 1208845 09/30/2042 01993 04/10/2014 INT + 0.0000 157,536.26 493811 1208845 09/30/2042 01993 04/10/2014 INT + 0.0000 65,300.00 493813 1208845 09/30/2043 01993 04/10/2014 INT + 0.0000 17,402.45 493815 1208845 09/30/2044 01993 04/10/2014 INT + 0.0000 23,996.18 493817 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 420.67 493875 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 32,250.01 493877 1208850 09/30/2031 01996 04/10/2014 INT + 0.0000 7,641.83 493879 1208850 09/30/2032 01997 04/10/2014 INT + 0.0000 4,999.43 493881 1208850 09/30/2034 01999 04/10/2014 INT + 0.0000 31,871.67 493891 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 405,689.16 493897 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 251,329.31 493899 1208850 09/30/2035 02000 04/10/2014 INT + 0.0000 6,515.67 493901 1208850 09/30/2036 02001 04/10/2014 INT + 0.0000 19,869.78 493903 1208850 09/30/2036 02001 04/10/2014 INT + 0.0000 85,000.01 493905 1208850 09/30/2037 02002 04/10/2014 INT + 0.0000 56,785.47 493909 1208850 09/30/2038 02003 04/10/2014 INT + 0.0000 291,167.82 493911 1208850 09/30/2038 02003 04/10/2014 INT + 0.0000 62,600.19 493913 1208850 09/30/2039 02004 04/10/2014 INT + 0.0000 71,200.59 493915 1208850 09/30/2039 02004 04/10/2014 INT + 0.0000 192,290.03 493917 1208850 09/30/2042 01997 04/10/2014 INT + 0.0000 125.58 493883 1208850 09/30/2042 02004 04/10/2014 INT + 0.0000 570,203.92 493919 1208850 09/30/2043 01997 04/10/2014 INT + 0.0000 10,465.00 493885 1208850 09/30/2043 01999 04/10/2014 INT + 0.0000 19,239.99 493893 1208850 09/30/2043 02001 04/10/2014 INT + 0.0000 41,130.23 493907 1208850 09/30/2043 02005 04/10/2014 INT + 0.0000 115,079.48 493921 1208850 09/30/2043 02006 04/10/2014 INT + 0.0000 157,693.93 493925 1208850 09/30/2044 02005 04/10/2014 INT + 0.0000 317,859.32 493923 1208850 09/30/2044 02006 04/10/2014 INT + 0.0000 106,325.10 493927 1208850 09/30/2044 02007 04/10/2014 INT + 0.0000 81,041.46 493933 1208850 09/30/2045 02006 04/10/2014 INT + 0.0000 2,182.95 493929 1208850 09/30/2045 02006 04/10/2014 INT + 0.0000 8,342.57 493931 1208850 09/30/2045 02007 04/10/2014 INT + 0.0000 50,783.98 493935 1208850 09/30/2045 02007 04/10/2014 INT + 0.0000 42,744.50 493937 1208850 09/30/2045 02008 04/10/2014 INT + 0.0000 125,685.62 493939 1208850 09/30/2045 02009 04/10/2014 INT + 0.0000 13,317.54 493943 1208850 09/30/2045 02010 04/10/2014 INT + 0.0000 75,008.06 493947 1208850 09/30/2045 02011 04/10/2014 INT + 0.0000 9.29 493951 1208850 09/30/2046 01997 04/10/2014 INT + 0.0000 61,115.60 493887 1208850 09/30/2046 01999 04/10/2014 INT + 0.0000 48,817.91 493895 1208850 09/30/2046 02008 04/10/2014 INT + 0.0000 49,756.37 493941 1208850 09/30/2046 02009 04/10/2014 INT + 0.0000 139,488.92 493945 1208850 09/30/2046 02010 04/10/2014 INT + 0.0000 51,157.54 493949 1208850 09/30/2046 02011 04/10/2014 INT + 0.0000 16,795.51 493953 1208850 09/30/2047 01997 04/10/2014 INT + 0.0000 2,080.89 493889 1208855 09/30/2029 01994 04/10/2014 INT + 0.0000 64,275.06 493819 1208855 09/30/2029 01994 04/10/2014 INT + 0.0000 90,888.54 493821 1208855 09/30/2030 01995 04/10/2014 INT + 0.0000 63,987.52 493823 1208855 09/30/2030 01995 04/10/2014 INT + 0.0000 6,359.51 493825 1208855 09/30/2031 01996 04/10/2014 INT + 0.0000 105,394.90 493827 1208855 09/30/2031 01996 04/10/2014 INT + 0.0000 2,900.13 493829 1208855 09/30/2032 01997 04/10/2014 INT + 0.0000 100,897.65 493831 1208855 09/30/2033 01998 04/10/2014 INT + 0.0000 116,636.77 493833 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 33,197.89 493835 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 78,590.02 493837 1208855 09/30/2034 01999 04/10/2014 INT + 0.0000 1,869.52 493839 1208855 09/30/2035 02000 04/10/2014 INT + 0.0000 52,358.02 493841 1208855 09/30/2035 02000 04/10/2014 INT + 0.0000 61,330.76 493843 1208855 09/30/2036 02001 04/10/2014 INT + 0.0000 106,044.30 493845 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 89,896.13 493847 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 74,251.78 493849 1208855 09/30/2037 02002 04/10/2014 INT + 0.0000 21,299.99 493851 1208855 09/30/2038 02003 04/10/2014 INT + 0.0000 72,544.50 493855 1208855 09/30/2039 02004 04/10/2014 INT + 0.0000 67,144.65 493857 1208855 09/30/2039 02004 04/10/2014 INT + 0.0000 14,795.96 493859 1208855 09/30/2040 02005 04/10/2014 INT + 0.0000 158,019.46 493861 1208855 09/30/2042 02002 04/10/2014 INT + 0.0000 5,996.44 493853 1208855 09/30/2042 02006 04/10/2014 INT + 0.0000 121,102.94 493863 1208855 09/30/2042 02007 04/10/2014 INT + 0.0000 97,447.33 493865 1208855 09/30/2043 02008 04/10/2014 INT + 0.0000 23,253.00 493867 1208855 09/30/2044 02010 04/10/2014 INT + 0.0000 21,406.41 493869 1208870 09/30/2036 02001 04/10/2014 INT + 0.0000 876,671.33 493783 1208870 09/30/2037 02002 04/10/2014 INT + 0.0000 393,187.28 493785 1208870 09/30/2038 02003 04/10/2014 INT + 0.0000 250,559.66 493787 1208870 09/30/2038 02003 04/10/2014 INT + 0.0000 1,138,972.56 493789 1208870 09/30/2039 02004 04/10/2014 INT + 0.0000 1,116,292.90 493791 1208870 09/30/2040 02005 04/10/2014 INT + 0.0000 1,059,651.51 493793 1208870 09/30/2040 02007 04/10/2014 INT + 0.0000 473,224.59 493797 1208870 09/30/2041 02006 04/10/2014 INT + 0.0000 523,276.06 493795 1208880 09/30/2041 02006 04/10/2014 INT + 0.0000 93,746.27 493799 1208880 09/30/2041 02006 04/10/2014 INT + 0.0000 12,270.50 493801 1208880 09/30/2042 02006 04/10/2014 INT + 0.0000 11,498.72 493803 ------------------------ ---------------------- 0.0000 22,902,468.64 ======================== ====================== 0.0000 22,902,468.64