Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2027 01992 7.490001600 26,794,792.0000 501,732.59 12/31/2014 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 249,042.55 12/31/2014 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 252,787.55 12/31/2014 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 161,278.46 12/31/2014 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 87,576.84 12/31/2014 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 513,065.11 12/31/2014 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 683,462.65 12/31/2014 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,126,346.44 12/31/2014 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 89,056.12 12/31/2014 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 31,195.86 12/31/2014 12X4215 1215201 09/30/2047 01992 7.490001600 1,588,000.0000 29,735.31 12/31/2014 12X4215 1215201 09/30/2027 01993 6.670000800 99,936,074.0000 1,666,434.23 12/31/2014 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 162,229.43 12/31/2014 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 500,250.06 12/31/2014 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 420,210.05 12/31/2014 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,014,540.47 12/31/2014 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 84,242.11 12/31/2014 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 29,414.70 12/31/2014 12X4215 1215201 09/30/2047 01993 6.670000800 1,652,000.0000 27,547.10 12/31/2014 12X4215 1215201 09/30/2027 01994 6.869998800 5,294,301.0000 90,929.60 12/31/2014 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 4,178,676.77 12/31/2014 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 188,924.97 12/31/2014 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 187,207.47 12/31/2014 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 772,874.87 12/31/2014 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 179,478.72 12/31/2014 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 36,496.87 12/31/2014 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 40,687.57 12/31/2014 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 36,685.79 12/31/2014 12X4215 1215201 09/30/2047 01994 6.869998800 2,152,000.0000 36,960.59 12/31/2014 12X4215 1215201 09/30/2028 01995 7.329999600 140,863,697.0000 2,581,327.11 12/31/2014 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 78,999.07 12/31/2014 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 91.62 12/31/2014 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 494,774.97 12/31/2014 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 85,211.25 12/31/2014 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 373,646.73 12/31/2014 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 24,628.80 12/31/2014 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 26,717.85 12/31/2014 12X4215 1215201 09/30/2047 01995 7.329999600 1,467,000.0000 26,882.77 12/31/2014 12X4215 1215201 09/30/2029 01996 6.800000400 80,930,587.0000 1,375,820.06 12/31/2014 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 1,700,000.10 12/31/2014 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 69,700.00 12/31/2014 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 245,219.91 12/31/2014 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 482,800.03 12/31/2014 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 34,000.00 12/31/2014 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 27,098.00 12/31/2014 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 26,418.00 12/31/2014 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 57,137.00 12/31/2014 12X4215 1215201 09/30/2047 01996 6.800000400 1,626,000.0000 27,642.00 12/31/2014 12X4215 1215201 09/30/2031 01997 6.670000800 113,974,410.0000 1,900,523.51 12/31/2014 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 91,712.51 12/31/2014 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 70,035.01 12/31/2014 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 106,169.74 12/31/2014 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 338,502.54 12/31/2014 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 850.43 12/31/2014 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 202,601.27 12/31/2014 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 18,692.68 12/31/2014 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 17,125.23 12/31/2014 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 35,934.63 12/31/2014 12X4215 1215201 09/30/2047 01997 6.670000800 1,075,000.0000 17,925.63 12/31/2014 12X4215 1215201 09/30/2031 01998 5.929999200 3,450,097.0000 51,147.68 12/31/2014 12X4215 1215201 09/30/2032 01998 5.929999200 172,100,000.0000 2,551,382.16 12/31/2014 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 106,739.99 12/31/2014 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 303,912.46 12/31/2014 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 144,128.63 12/31/2014 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 406,204.95 12/31/2014 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 595,964.92 12/31/2014 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 23,927.55 12/31/2014 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 24,742.92 12/31/2014 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 28,552.95 12/31/2014 12X4215 1215201 09/30/2047 01998 5.929999200 2,044,000.0000 30,302.30 12/31/2014 12X4215 1215201 09/30/2033 01999 5.950000800 180,288,123.0000 2,681,786.19 12/31/2014 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 133,875.02 12/31/2014 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 359,975.05 12/31/2014 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 155,942.08 12/31/2014 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 413,525.06 12/31/2014 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 637,393.84 12/31/2014 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 30,062.38 12/31/2014 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 33,558.00 12/31/2014 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 32,591.13 12/31/2014 12X4215 1215201 09/30/2047 01999 5.950000800 2,437,000.0000 36,250.38 12/31/2014 12X4215 1215201 09/30/2034 02000 6.220000800 234,197,374.0000 3,641,769.63 12/31/2014 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 233,250.03 12/31/2014 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 46,650.01 12/31/2014 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 136,847.79 12/31/2014 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 555,135.07 12/31/2014 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 1,182,577.65 12/31/2014 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 35,811.65 12/31/2014 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 42,622.56 12/31/2014 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 63,521.76 12/31/2014 12X4215 1215201 09/30/2047 02000 6.220000800 2,886,000.0000 44,877.31 12/31/2014 12X4215 1215201 09/30/2034 02001 5.289998400 51,643,024.0000 682,978.79 12/31/2014 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 3,121,099.06 12/31/2014 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 132,249.96 12/31/2014 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 174,569.95 12/31/2014 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 114,872.32 12/31/2014 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 499,904.85 12/31/2014 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 732,664.78 12/31/2014 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 34,146.94 12/31/2014 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 38,987.29 12/31/2014 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 43,311.86 12/31/2014 12X4215 1215201 09/30/2047 02001 5.289998400 3,341,000.0000 44,184.71 12/31/2014 12X4215 1215201 09/30/2035 02002 4.870000800 70,754,273.0000 861,433.42 12/31/2014 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 2,836,775.47 12/31/2014 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 633,100.10 12/31/2014 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 564,312.56 12/31/2014 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 48.70 12/31/2014 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 440,735.07 12/31/2014 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 369,754.81 12/31/2014 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 124,598.97 12/31/2014 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 73.05 12/31/2014 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 38,095.58 12/31/2014 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 61,642.04 12/31/2014 12X4215 1215201 09/30/2047 02002 4.870000800 3,562,000.0000 43,367.36 12/31/2014 12X4215 1215201 09/30/2036 02003 4.500000000 75,248,736.0000 846,548.28 12/31/2014 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 3,048,750.00 12/31/2014 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,300,016.25 12/31/2014 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 120,093.75 12/31/2014 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 290,598.75 12/31/2014 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 67,500.00 12/31/2014 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 223,875.00 12/31/2014 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 39,543.75 12/31/2014 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 35,718.75 12/31/2014 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 36,720.00 12/31/2014 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 39,217.50 12/31/2014 12X4215 1215201 09/30/2037 02004 4.669999200 235,229,874.0000 2,746,308.31 12/31/2014 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 3,856,368.59 12/31/2014 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 203,296.74 12/31/2014 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 583,854.97 12/31/2014 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 43,816.27 12/31/2014 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,339,706.02 12/31/2014 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 51,743.59 12/31/2014 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 51,358.32 12/31/2014 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 51,860.34 12/31/2014 12X4215 1215201 09/30/2047 02004 4.669999200 4,508,000.0000 52,630.89 12/31/2014 12X4215 1215201 09/30/2038 02005 4.560001200 368,086,241.0000 4,196,184.25 12/31/2014 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 3,180,110.64 12/31/2014 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 651,601.37 12/31/2014 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 43,342.81 12/31/2014 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 92,853.02 12/31/2014 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 44,403.01 12/31/2014 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 47,925.61 12/31/2014 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 55,278.61 12/31/2014 12X4215 1215201 09/30/2047 02005 4.560001200 4,020,000.0000 45,828.01 12/31/2014 12X4215 1215201 09/30/2039 02006 4.870000800 530,250,395.0000 6,455,799.62 12/31/2014 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 2,796,378.81 12/31/2014 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 160,344.78 12/31/2014 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 580,198.50 12/31/2014 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 50,258.41 12/31/2014 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 62,384.71 12/31/2014 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 60,850.66 12/31/2014 12X4215 1215201 09/30/2047 02006 4.870000800 5,284,000.0000 64,332.71 12/31/2014 12X4215 1215201 09/30/2040 02007 4.790001600 677,493,953.0000 8,112,992.80 12/31/2014 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 1,990,736.64 12/31/2014 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 565,435.74 12/31/2014 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 54,845.52 12/31/2014 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 323.33 12/31/2014 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 62,880.75 12/31/2014 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 68,832.32 12/31/2014 12X4215 1215201 09/30/2047 02007 4.790001600 5,713,000.0000 68,413.20 12/31/2014 12X4215 1215201 09/30/2041 02008 4.230000000 694,809,716.0000 7,347,612.75 12/31/2014 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 2,132,144.16 12/31/2014 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 211,447.13 12/31/2014 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 3,024.45 12/31/2014 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 48,031.65 12/31/2014 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 49,998.60 12/31/2014 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 47,746.13 12/31/2014 12X4215 1215201 09/30/2042 02009 3.629998800 954,350,337.0000 8,660,726.45 12/31/2014 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 2,489,553.00 12/31/2014 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 214,777.95 12/31/2014 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 29,829.52 12/31/2014 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 33,278.01 12/31/2014 12X4215 1215201 09/30/2047 02009 3.629998800 4,172,000.0000 37,860.89 12/31/2014 12X4215 1215201 09/30/2043 02010 3.819999600 1,502,170,183.0000 14,345,723.75 12/31/2014 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 3,071,909.98 12/31/2014 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 95,967.94 12/31/2014 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 43,653.05 12/31/2014 12X4215 1215201 09/30/2047 02010 3.819999600 5,269,000.0000 50,318.94 12/31/2014 12X4215 1215201 09/30/2044 02011 3.470000400 793,260,844.0000 6,881,538.61 12/31/2014 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 1,478,108.06 12/31/2014 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 185,592.97 12/31/2014 12X4215 1215201 09/30/2047 02011 3.470000400 2,301,000.0000 19,961.18 12/31/2014 12X4215 1215201 09/30/2048 02011 3.470000400 15,000.0000 130.13 12/31/2014 12X4215 1215201 09/30/2045 02012 2.430000000 705,349,000.0000 4,284,995.18 12/31/2014 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 686,396.03 12/31/2014 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 162,876.83 12/31/2014 12X4215 1215201 09/30/2048 02012 2.430000000 491,000.0000 2,982.83 12/31/2014 12X4215 1215201 09/30/2046 02013 2.750000400 545,715,000.0000 3,751,791.17 12/31/2014 12X4215 1215201 09/30/2047 02013 2.750000400 182,748,000.0000 1,256,392.68 12/31/2014 12X4215 1215201 09/30/2048 02013 2.750000400 6,104,000.0000 41,965.01 12/31/2014 12X4215 1215201 09/30/2047 02014 3.009999600 568,798,000.0000 4,280,204.38 12/31/2014 12X4215 1215201 09/30/2048 02014 3.009999600 148,563,000.0000 1,117,936.43 12/31/2014 12X4215 1215201 09/30/2048 02015 3.009999600 66,786,000.0000 502,564.58 12/31/2014 ------------------------ ---------------------- 14,448,892,905.0000 158,384,298.36 202 SUB-COHORT 12X4215 1215202 09/30/2033 01992 7.490001600 36,000.0000 674.10 12/31/2014 12X4215 1215202 09/30/2034 01992 7.490001600 32,000.0000 599.20 12/31/2014 12X4215 1215202 09/30/2029 01993 6.660000000 54,329.0000 904.58 12/31/2014 12X4215 1215202 09/30/2032 01993 6.660000000 4,000.0000 66.60 12/31/2014 12X4215 1215202 09/30/2033 01993 6.660000000 7,000.0000 116.55 12/31/2014 12X4215 1215202 09/30/2034 01993 6.660000000 3,000.0000 49.95 12/31/2014 12X4215 1215202 09/30/2029 01994 6.819998400 411,101.0000 7,009.27 12/31/2014 12X4215 1215202 09/30/2032 01994 6.819998400 3,000.0000 51.15 12/31/2014 12X4215 1215202 09/30/2033 01994 6.819998400 1,000.0000 17.05 12/31/2014 12X4215 1215202 09/30/2034 01994 6.819998400 1,000.0000 17.05 12/31/2014 12X4215 1215202 09/30/2029 01995 7.189999200 699,563.0000 12,574.64 12/31/2014 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 4,385.90 12/31/2014 12X4215 1215202 09/30/2032 01995 7.189999200 7,000.0000 125.82 12/31/2014 12X4215 1215202 09/30/2033 01995 7.189999200 14,000.0000 251.65 12/31/2014 12X4215 1215202 09/30/2034 01995 7.189999200 2,000.0000 35.95 12/31/2014 12X4215 1215202 09/30/2029 01996 6.649999200 1,138,342.0000 18,924.93 12/31/2014 12X4215 1215202 09/30/2032 01996 6.649999200 8,000.0000 133.00 12/31/2014 12X4215 1215202 09/30/2033 01996 6.649999200 7,000.0000 116.37 12/31/2014 12X4215 1215202 09/30/2034 01996 6.649999200 5,000.0000 83.12 12/31/2014 12X4215 1215202 09/30/2029 01997 6.670000800 1,561,400.0000 26,036.35 12/31/2014 12X4215 1215202 09/30/2032 01997 6.670000800 16,578.0000 276.44 12/31/2014 12X4215 1215202 09/30/2033 01997 6.670000800 5,000.0000 83.38 12/31/2014 12X4215 1215202 09/30/2034 01997 6.670000800 14,000.0000 233.45 12/31/2014 12X4215 1215202 09/30/2026 01998 5.829998400 796,913.0000 11,615.00 12/31/2014 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 19,676.24 12/31/2014 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 160.32 12/31/2014 12X4215 1215202 09/30/2032 01998 5.829998400 11,000.0000 160.32 12/31/2014 12X4215 1215202 09/30/2033 01998 5.829998400 5,000.0000 72.87 12/31/2014 12X4215 1215202 09/30/2034 01998 5.829998400 5,000.0000 72.87 12/31/2014 12X4215 1215202 09/30/2026 01999 5.789998800 1,001,617.0000 14,498.40 12/31/2014 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 101.32 12/31/2014 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 19,541.25 12/31/2014 12X4215 1215202 09/30/2032 01999 5.789998800 21,000.0000 303.97 12/31/2014 12X4215 1215202 09/30/2033 01999 5.789998800 19,000.0000 275.02 12/31/2014 12X4215 1215202 09/30/2034 01999 5.789998800 38,000.0000 550.05 12/31/2014 12X4215 1215202 09/30/2026 02000 6.239998800 1,530,383.0000 23,873.97 12/31/2014 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 4,680.00 12/31/2014 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 21,840.00 12/31/2014 12X4215 1215202 09/30/2032 02000 6.239998800 20,000.0000 312.00 12/31/2014 12X4215 1215202 09/30/2033 02000 6.239998800 22,000.0000 343.20 12/31/2014 12X4215 1215202 09/30/2034 02000 6.239998800 12,000.0000 187.20 12/31/2014 12X4215 1215202 09/30/2022 02001 5.169999600 134,936.0000 1,744.05 12/31/2014 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 11,891.00 12/31/2014 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 276.59 12/31/2014 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 20,421.50 12/31/2014 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 5,170.00 12/31/2014 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 21,326.25 12/31/2014 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 426.52 12/31/2014 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 258.50 12/31/2014 12X4215 1215202 09/30/2034 02001 5.169999600 64,000.0000 827.20 12/31/2014 12X4215 1215202 09/30/2024 02002 4.770000000 1,573,579.0000 18,764.93 12/31/2014 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 70.36 12/31/2014 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 20,241.50 12/31/2014 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 5,962.50 12/31/2014 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 28,620.00 12/31/2014 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 226.58 12/31/2014 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 107.33 12/31/2014 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 190.80 12/31/2014 12X4215 1215202 09/30/2024 02003 4.110001200 3,233,968.0000 33,229.03 12/31/2014 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 6,884.25 12/31/2014 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 7,223.33 12/31/2014 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 5,137.50 12/31/2014 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 24,660.01 12/31/2014 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 195.23 12/31/2014 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 123.30 12/31/2014 12X4215 1215202 09/30/2034 02003 4.110001200 33,000.0000 339.08 12/31/2014 12X4215 1215202 09/30/2024 02004 4.309999200 719,311.0000 7,750.57 12/31/2014 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 38,358.99 12/31/2014 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 10,839.65 12/31/2014 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 5,387.50 12/31/2014 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 35,018.74 12/31/2014 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 53.87 12/31/2014 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 183.17 12/31/2014 12X4215 1215202 09/30/2034 02004 4.309999200 21,000.0000 226.27 12/31/2014 12X4215 1215202 09/30/2025 02005 4.330000800 3,048,589.0000 33,000.98 12/31/2014 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 43,354.13 12/31/2014 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 8,367.73 12/31/2014 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 162.38 12/31/2014 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 38,428.76 12/31/2014 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 281.45 12/31/2014 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 173.20 12/31/2014 12X4215 1215202 09/30/2034 02005 4.330000800 30,000.0000 324.75 12/31/2014 12X4215 1215202 09/30/2026 02006 4.820000400 3,510,509.0000 42,301.64 12/31/2014 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 37,367.05 12/31/2014 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 75,613.76 12/31/2014 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 180.75 12/31/2014 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 265.10 12/31/2014 12X4215 1215202 09/30/2034 02006 4.820000400 29,000.0000 349.45 12/31/2014 12X4215 1215202 09/30/2027 02007 4.700001600 2,458,703.0000 28,889.77 12/31/2014 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 12,666.50 12/31/2014 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 134,408.30 12/31/2014 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 235.00 12/31/2014 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 199.75 12/31/2014 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 235.00 12/31/2014 12X4215 1215202 09/30/2034 02007 4.700001600 23,000.0000 270.25 12/31/2014 12X4215 1215202 09/30/2028 02008 3.849998400 6,166,199.0000 59,349.64 12/31/2014 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 58,793.73 12/31/2014 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 21,800.62 12/31/2014 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 4,591.12 12/31/2014 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 192.50 12/31/2014 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 163.62 12/31/2014 12X4215 1215202 09/30/2034 02008 3.849998400 12,000.0000 115.50 12/31/2014 12X4215 1215202 09/30/2029 02009 3.110000400 9,446,859.0000 73,449.34 12/31/2014 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 31,068.90 12/31/2014 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 10,504.03 12/31/2014 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 5,520.25 12/31/2014 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 101.08 12/31/2014 12X4215 1215202 09/30/2034 02009 3.110000400 16,000.0000 124.40 12/31/2014 12X4215 1215202 09/30/2030 02010 3.269998800 13,253,401.0000 108,346.51 12/31/2014 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 25,309.79 12/31/2014 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 776.62 12/31/2014 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 245.25 12/31/2014 12X4215 1215202 09/30/2031 02011 2.840000400 11,304,000.0000 80,258.41 12/31/2014 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 27,309.86 12/31/2014 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 2,151.30 12/31/2014 12X4215 1215202 09/30/2034 02011 2.840000400 23,000.0000 163.30 12/31/2014 12X4215 1215202 09/30/2032 02012 1.850000400 6,550,000.0000 30,293.76 12/31/2014 12X4215 1215202 09/30/2033 02012 1.850000400 438,000.0000 2,025.75 12/31/2014 12X4215 1215202 09/30/2034 02012 1.850000400 1,368,000.0000 6,327.00 12/31/2014 12X4215 1215202 09/30/2033 02013 2.990001600 9,435,000.0000 70,526.66 12/31/2014 12X4215 1215202 09/30/2034 02013 2.990001600 2,541,000.0000 18,993.99 12/31/2014 12X4215 1215202 09/30/2035 02013 2.990001600 7,000.0000 52.33 12/31/2014 12X4215 1215202 09/30/2034 02014 2.990001600 9,500,000.0000 71,012.54 12/31/2014 12X4215 1215202 09/30/2035 02014 2.990001600 1,720,000.0000 12,857.01 12/31/2014 12X4215 1215202 09/30/2035 02015 2.990001600 1,084,000.0000 8,102.90 12/31/2014 ------------------------ ---------------------- 174,531,880.0000 1,690,770.01 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 18,560,082.0000 351,249.59 12/31/2014 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 37,149.78 12/31/2014 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 47,577.46 12/31/2014 12X4215 1215203 09/30/2046 01992 7.570000800 229,000.0000 4,333.83 12/31/2014 12X4215 1215203 09/30/2047 01992 7.570000800 312,000.0000 5,904.60 12/31/2014 12X4215 1215203 09/30/2042 01993 6.660000000 20,641,130.0000 343,674.81 12/31/2014 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 3,663.00 12/31/2014 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 34,615.35 12/31/2014 12X4215 1215203 09/30/2045 01993 6.660000000 693,000.0000 11,538.45 12/31/2014 12X4215 1215203 09/30/2046 01993 6.660000000 207,000.0000 3,446.55 12/31/2014 12X4215 1215203 09/30/2047 01993 6.660000000 235,000.0000 3,912.75 12/31/2014 12X4215 1215203 09/30/2042 01994 6.789999600 19,147,797.0000 325,033.83 12/31/2014 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 3,361.05 12/31/2014 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 305.55 12/31/2014 12X4215 1215203 09/30/2045 01994 6.789999600 656,000.0000 11,135.60 12/31/2014 12X4215 1215203 09/30/2046 01994 6.789999600 244,000.0000 4,141.90 12/31/2014 12X4215 1215203 09/30/2047 01994 6.789999600 180,000.0000 3,055.50 12/31/2014 12X4215 1215203 09/30/2043 01997 6.660000000 3,632,565.0000 60,482.21 12/31/2014 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 3,130.20 12/31/2014 12X4215 1215203 09/30/2045 01997 6.660000000 86,000.0000 1,431.90 12/31/2014 12X4215 1215203 09/30/2046 01997 6.660000000 35,000.0000 582.75 12/31/2014 12X4215 1215203 09/30/2047 01997 6.660000000 62,000.0000 1,032.30 12/31/2014 12X4215 1215203 09/30/2032 01998 5.979999600 733,159.0000 10,960.73 12/31/2014 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 40.36 12/31/2014 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 60,547.50 12/31/2014 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 89.70 12/31/2014 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 1,898.65 12/31/2014 12X4215 1215203 09/30/2045 01998 5.979999600 118,000.0000 1,764.10 12/31/2014 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 598.00 12/31/2014 12X4215 1215203 09/30/2047 01998 5.979999600 45,000.0000 672.75 12/31/2014 12X4215 1215203 09/30/2042 01999 5.810000400 2,998,933.0000 43,559.50 12/31/2014 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 9,789.85 12/31/2014 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 493.85 12/31/2014 12X4215 1215203 09/30/2045 01999 5.810000400 18,000.0000 261.45 12/31/2014 12X4215 1215203 09/30/2046 01999 5.810000400 15,000.0000 217.88 12/31/2014 12X4215 1215203 09/30/2047 01999 5.810000400 10,000.0000 145.25 12/31/2014 12X4215 1215203 09/30/2033 02000 6.350000400 1,534,263.0000 24,356.43 12/31/2014 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 9,953.63 12/31/2014 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 1,873.25 12/31/2014 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 777.88 12/31/2014 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 269.88 12/31/2014 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 111.13 12/31/2014 12X4215 1215203 09/30/2047 02000 6.350000400 14,000.0000 222.25 12/31/2014 12X4215 1215203 09/30/2042 02001 4.730000400 172,299.0000 2,037.44 12/31/2014 12X4215 1215203 09/30/2046 02001 4.730000400 1,000.0000 11.83 12/31/2014 12X4215 1215203 09/30/2047 02001 4.730000400 1,000.0000 11.83 12/31/2014 12X4215 1215203 09/30/2042 02002 4.939999200 185,992.0000 2,297.00 12/31/2014 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 494.00 12/31/2014 12X4215 1215203 09/30/2045 02002 4.939999200 11,000.0000 135.85 12/31/2014 12X4215 1215203 09/30/2046 02002 4.939999200 20,000.0000 247.00 12/31/2014 12X4215 1215203 09/30/2047 02002 4.939999200 9,000.0000 111.15 12/31/2014 12X4215 1215203 09/30/2036 02003 4.100000400 65,822.0000 674.68 12/31/2014 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,076.25 12/31/2014 12X4215 1215203 09/30/2045 02003 4.100000400 3,000.0000 30.75 12/31/2014 12X4215 1215203 09/30/2046 02003 4.100000400 5,000.0000 51.25 12/31/2014 12X4215 1215203 09/30/2047 02003 4.100000400 5,000.0000 51.25 12/31/2014 12X4215 1215203 09/30/2037 02004 3.949999200 150,279.0000 1,484.00 12/31/2014 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 711.00 12/31/2014 12X4215 1215203 09/30/2045 02004 3.949999200 3,000.0000 29.62 12/31/2014 12X4215 1215203 09/30/2046 02004 3.949999200 1,000.0000 9.87 12/31/2014 12X4215 1215203 09/30/2047 02004 3.949999200 1,000.0000 9.87 12/31/2014 12X4215 1215203 09/30/2038 02005 3.880000800 25,450.0000 246.87 12/31/2014 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,134.00 12/31/2014 12X4215 1215203 09/30/2046 02005 3.880000800 5,000.0000 48.50 12/31/2014 12X4215 1215203 09/30/2047 02005 3.880000800 1,000.0000 9.70 12/31/2014 12X4215 1215203 09/30/2039 02006 4.839998400 115,583.0000 1,398.55 12/31/2014 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 665.50 12/31/2014 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 60.50 12/31/2014 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 121.00 12/31/2014 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 12.10 12/31/2014 12X4215 1215203 09/30/2047 02006 4.839998400 23,000.0000 278.30 12/31/2014 12X4215 1215203 09/30/2040 02007 4.880001600 24,991.0000 304.89 12/31/2014 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 451.40 12/31/2014 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 112.24 12/31/2014 12X4215 1215203 09/30/2041 02008 3.489998400 122,355.0000 1,067.55 12/31/2014 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 366.45 12/31/2014 12X4215 1215203 09/30/2045 02008 3.489998400 2,000.0000 17.45 12/31/2014 12X4215 1215203 09/30/2047 02008 3.489998400 1,000.0000 8.72 12/31/2014 12X4215 1215203 09/30/2042 02009 3.089998800 310,456.0000 2,398.27 12/31/2014 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 985.71 12/31/2014 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 900.73 12/31/2014 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 177.67 12/31/2014 12X4215 1215203 09/30/2047 02009 3.089998800 125,000.0000 965.62 12/31/2014 12X4215 1215203 09/30/2043 02010 3.610000800 1,091,221.0000 9,848.27 12/31/2014 12X4215 1215203 09/30/2045 02010 3.610000800 12,000.0000 108.30 12/31/2014 12X4215 1215203 09/30/2046 02010 3.610000800 1,000.0000 9.03 12/31/2014 12X4215 1215203 09/30/2047 02010 3.610000800 2,000.0000 18.05 12/31/2014 12X4215 1215203 09/30/2044 02011 3.300001200 710,109.0000 5,858.40 12/31/2014 12X4215 1215203 09/30/2045 02011 3.300001200 5,532.0000 45.64 12/31/2014 12X4215 1215203 09/30/2046 02011 3.300001200 38,000.0000 313.50 12/31/2014 12X4215 1215203 09/30/2047 02011 3.300001200 4,000.0000 33.00 12/31/2014 12X4215 1215203 09/30/2045 02012 2.149999200 1,119,000.0000 6,014.62 12/31/2014 12X4215 1215203 09/30/2046 02012 2.149999200 26,000.0000 139.75 12/31/2014 12X4215 1215203 09/30/2047 02012 2.149999200 1,000.0000 5.37 12/31/2014 12X4215 1215203 09/30/2046 02013 1.569999600 796,000.0000 3,124.30 12/31/2014 12X4215 1215203 09/30/2047 02013 1.569999600 3,000.0000 11.77 12/31/2014 12X4215 1215203 09/30/2047 02014 1.569999600 1,016,000.0000 3,987.80 12/31/2014 12X4215 1215203 09/30/2047 02015 1.569999600 136,000.0000 533.80 12/31/2014 ------------------------ ---------------------- 90,553,118.0000 1,481,620.94 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 54,648.0000 945.41 12/31/2014 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 31,140.00 12/31/2014 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 27,680.00 12/31/2014 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 674.70 12/31/2014 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 6,228.00 12/31/2014 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 13,511.30 12/31/2014 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 882.30 12/31/2014 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 34.60 12/31/2014 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 17.30 12/31/2014 12X4215 1215206 09/30/2047 01992 6.919999200 41,000.0000 709.30 12/31/2014 12X4215 1215206 09/30/2029 01993 7.049998800 686,889.0000 12,106.42 12/31/2014 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2014 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 8,601.00 12/31/2014 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2014 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 370.12 12/31/2014 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 34,174.87 12/31/2014 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 334.87 12/31/2014 12X4215 1215206 09/30/2047 01993 7.049998800 4,000.0000 70.50 12/31/2014 12X4215 1215206 09/30/2043 01994 6.990001200 5,027,680.0000 87,858.72 12/31/2014 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 1,240.73 12/31/2014 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 786.38 12/31/2014 12X4215 1215206 09/30/2047 01994 6.990001200 83,000.0000 1,450.43 12/31/2014 12X4215 1215206 09/30/2030 01995 6.950001600 1,942,459.0000 33,750.23 12/31/2014 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 20,850.00 12/31/2014 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 5,386.25 12/31/2014 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 3,388.13 12/31/2014 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 27,800.01 12/31/2014 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 938.25 12/31/2014 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 34.75 12/31/2014 12X4215 1215206 09/30/2047 01995 6.950001600 74,000.0000 1,285.75 12/31/2014 12X4215 1215206 09/30/2032 01996 6.419998800 1,793,401.0000 28,784.08 12/31/2014 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 802.50 12/31/2014 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 6,420.00 12/31/2014 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 7,013.85 12/31/2014 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 40,927.49 12/31/2014 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 8,185.50 12/31/2014 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 625.95 12/31/2014 12X4215 1215206 09/30/2047 01996 6.419998800 10,000.0000 160.50 12/31/2014 12X4215 1215206 09/30/2031 01997 6.040000800 1,234,201.0000 18,636.44 12/31/2014 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 15,100.00 12/31/2014 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 10,570.00 12/31/2014 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 6,040.00 12/31/2014 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 4,786.70 12/31/2014 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 31,710.00 12/31/2014 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 7,519.80 12/31/2014 12X4215 1215206 09/30/2047 01997 6.040000800 49,000.0000 739.90 12/31/2014 12X4215 1215206 09/30/2032 01998 5.979999600 618,600.0000 9,248.07 12/31/2014 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 11,960.00 12/31/2014 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 14,950.00 12/31/2014 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 3,842.15 12/31/2014 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 12,363.65 12/31/2014 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 10,554.70 12/31/2014 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 11,690.90 12/31/2014 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 11,915.15 12/31/2014 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 65.32 12/31/2014 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 44.85 12/31/2014 12X4215 1215206 09/30/2047 01998 5.979999600 36,000.0000 538.20 12/31/2014 12X4215 1215206 09/30/2035 01999 5.690001600 1,568,635.0000 22,313.84 12/31/2014 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 14,225.00 12/31/2014 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 48,365.01 12/31/2014 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 10,739.88 12/31/2014 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 5,690.00 12/31/2014 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 17,781.26 12/31/2014 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 725.48 12/31/2014 12X4215 1215206 09/30/2047 01999 5.690001600 65,000.0000 924.63 12/31/2014 12X4215 1215206 09/30/2035 02000 5.349999600 1,693,176.0000 22,646.23 12/31/2014 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 49,487.50 12/31/2014 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 34,989.00 12/31/2014 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 8,399.50 12/31/2014 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 27,699.62 12/31/2014 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 32,768.75 12/31/2014 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 53.50 12/31/2014 12X4215 1215206 09/30/2047 02000 5.349999600 29,000.0000 387.87 12/31/2014 12X4215 1215206 09/30/2037 02001 4.939999200 4,651,610.0000 57,447.37 12/31/2014 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 33,937.79 12/31/2014 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 19,673.55 12/31/2014 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 4,791.80 12/31/2014 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 1,827.80 12/31/2014 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 40,594.44 12/31/2014 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 16,919.50 12/31/2014 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 9,237.80 12/31/2014 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 963.30 12/31/2014 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 11,176.75 12/31/2014 12X4215 1215206 09/30/2047 02001 4.939999200 63,000.0000 778.05 12/31/2014 12X4215 1215206 09/30/2037 02002 4.650001200 481,690.0000 5,599.65 12/31/2014 12X4215 1215206 09/30/2038 02002 4.650001200 7,200,000.0000 83,700.02 12/31/2014 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 18,274.50 12/31/2014 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 21,064.51 12/31/2014 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 1,220.63 12/31/2014 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 34,293.76 12/31/2014 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 10,950.75 12/31/2014 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 17,402.63 12/31/2014 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 17,042.25 12/31/2014 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 10,125.38 12/31/2014 12X4215 1215206 09/30/2047 02002 4.650001200 42,000.0000 488.25 12/31/2014 12X4215 1215206 09/30/2039 02003 4.410000000 3,098,241.0000 34,158.11 12/31/2014 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 11,962.13 12/31/2014 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 61,629.75 12/31/2014 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 81,642.33 12/31/2014 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 11,421.90 12/31/2014 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 30,429.00 12/31/2014 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 10,859.63 12/31/2014 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 28,334.25 12/31/2014 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 2,149.88 12/31/2014 12X4215 1215206 09/30/2039 02004 4.550000400 267,796.0000 3,046.18 12/31/2014 12X4215 1215206 09/30/2040 02004 4.550000400 6,584,000.0000 74,893.01 12/31/2014 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 13,251.88 12/31/2014 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 57,364.13 12/31/2014 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 12,808.25 12/31/2014 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 2,991.63 12/31/2014 12X4215 1215206 09/30/2040 02005 4.560001200 3,106,819.0000 35,417.75 12/31/2014 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 51,687.61 12/31/2014 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 34,576.21 12/31/2014 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 22,230.01 12/31/2014 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 6,954.00 12/31/2014 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 5,027.40 12/31/2014 12X4215 1215206 09/30/2047 02005 4.560001200 7,000.0000 79.80 12/31/2014 12X4215 1215206 09/30/2041 02006 4.659998400 390,189.0000 4,545.70 12/31/2014 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 17,265.29 12/31/2014 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 32,188.94 12/31/2014 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 9,087.00 12/31/2014 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 8,830.70 12/31/2014 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 24,499.94 12/31/2014 12X4215 1215206 09/30/2047 02006 4.659998400 157,000.0000 1,829.05 12/31/2014 12X4215 1215206 09/30/2042 02007 4.700001600 307,854.0000 3,617.29 12/31/2014 12X4215 1215206 09/30/2043 02007 4.700001600 7,216,000.0000 84,788.03 12/31/2014 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 51,073.74 12/31/2014 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 16,414.76 12/31/2014 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 18,036.26 12/31/2014 12X4215 1215206 09/30/2047 02007 4.700001600 1,674,000.0000 19,669.51 12/31/2014 12X4215 1215206 09/30/2044 02008 3.319999200 6,461,825.0000 53,633.13 12/31/2014 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 49,501.19 12/31/2014 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 21,322.69 12/31/2014 12X4215 1215206 09/30/2047 02008 3.319999200 3,820,000.0000 31,705.99 12/31/2014 12X4215 1215206 09/30/2045 02009 3.170001600 3,448,617.0000 27,330.30 12/31/2014 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 101,352.88 12/31/2014 12X4215 1215206 09/30/2047 02009 3.170001600 4,504,000.0000 35,694.22 12/31/2014 12X4215 1215206 09/30/2043 02010 3.120001200 1,056,030.0000 8,237.04 12/31/2014 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 4,843.80 12/31/2014 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 33,189.01 12/31/2014 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 3,096.60 12/31/2014 12X4215 1215206 09/30/2047 02010 3.120001200 385,000.0000 3,003.00 12/31/2014 12X4215 1215206 09/30/2046 02011 4.430001600 6,307,715.0000 69,857.97 12/31/2014 12X4215 1215206 09/30/2047 02011 4.430001600 2,361,000.0000 26,148.08 12/31/2014 12X4215 1215206 09/30/2048 02011 4.430001600 3,574,000.0000 39,582.06 12/31/2014 12X4215 1215206 09/30/2045 02012 3.909999600 564,000.0000 5,513.10 12/31/2014 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 5,962.75 12/31/2014 12X4215 1215206 09/30/2047 02012 3.909999600 19,000.0000 185.72 12/31/2014 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 5,304.55 12/31/2014 12X4215 1215206 09/30/2047 02013 3.830000400 562,000.0000 5,381.15 12/31/2014 12X4215 1215206 09/30/2048 02013 3.830000400 49,000.0000 469.18 12/31/2014 12X4215 1215206 09/30/2047 02014 3.830000400 125,000.0000 1,196.88 12/31/2014 12X4215 1215206 09/30/2048 02014 3.830000400 234,000.0000 2,240.55 12/31/2014 ------------------------ ---------------------- 234,604,344.0000 2,777,491.46 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 6,450,268.0000 106,751.94 12/31/2014 12X4215 1215207 09/30/2044 01992 6.620000400 78,100,000.0000 1,292,555.08 12/31/2014 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 49,650.00 12/31/2014 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 513,050.03 12/31/2014 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 214,239.76 12/31/2014 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 165,500.01 12/31/2014 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 2,019.10 12/31/2014 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 20,687.50 12/31/2014 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 160,535.01 12/31/2014 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 43,493.40 12/31/2014 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 456,912.43 12/31/2014 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 143,223.71 12/31/2014 12X4215 1215207 09/30/2064 01992 6.620000400 6,160,000.0000 101,948.01 12/31/2014 12X4215 1215207 09/30/2044 01993 6.890000400 37,565,745.0000 647,070.00 12/31/2014 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 930,150.05 12/31/2014 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 585,650.03 12/31/2014 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 215,536.44 12/31/2014 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 158,470.01 12/31/2014 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 178,192.64 12/31/2014 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 81,818.75 12/31/2014 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 59,632.95 12/31/2014 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 19,981.00 12/31/2014 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 135,147.36 12/31/2014 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 340,607.17 12/31/2014 12X4215 1215207 09/30/2064 01993 6.890000400 4,554,000.0000 78,442.65 12/31/2014 12X4215 1215207 09/30/2045 01994 7.089998400 2,500,000.0000 44,312.49 12/31/2014 12X4215 1215207 09/30/2046 01994 7.089998400 46,595,590.0000 825,906.65 12/31/2014 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 514,024.88 12/31/2014 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 292,639.68 12/31/2014 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 169,628.21 12/31/2014 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 216,244.95 12/31/2014 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 224,238.92 12/31/2014 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 134,709.97 12/31/2014 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 45,890.01 12/31/2014 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 13,382.37 12/31/2014 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 227,110.37 12/31/2014 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 305,756.18 12/31/2014 12X4215 1215207 09/30/2064 01994 7.089998400 1,845,000.0000 32,702.62 12/31/2014 12X4215 1215207 09/30/2046 01995 6.710000400 32,833,362.0000 550,779.68 12/31/2014 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 33,550.00 12/31/2014 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 16,775.00 12/31/2014 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 234,850.01 12/31/2014 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 17,932.48 12/31/2014 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 112,308.63 12/31/2014 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 36,905.00 12/31/2014 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,056.83 12/31/2014 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 15,114.28 12/31/2014 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 55,323.95 12/31/2014 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 8,538.48 12/31/2014 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 31,469.90 12/31/2014 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 12,480.60 12/31/2014 12X4215 1215207 09/30/2064 01995 6.710000400 2,080,000.0000 34,892.00 12/31/2014 12X4215 1215207 09/30/2047 01996 6.459998400 139,969.0000 2,260.50 12/31/2014 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 468,349.88 12/31/2014 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 145,349.96 12/31/2014 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 10,781.74 12/31/2014 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 82,720.28 12/31/2014 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 59,754.99 12/31/2014 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 306.85 12/31/2014 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 985.15 12/31/2014 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 94,493.63 12/31/2014 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 2,616.30 12/31/2014 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 5,539.45 12/31/2014 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 2,955.45 12/31/2014 12X4215 1215207 09/30/2064 01996 6.459998400 2,577,000.0000 41,618.54 12/31/2014 12X4215 1215207 09/30/2048 01997 5.950000800 12,702,717.0000 188,952.94 12/31/2014 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 252,875.03 12/31/2014 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2014 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2014 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 208,250.03 12/31/2014 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 23,167.82 12/31/2014 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 77,573.14 12/31/2014 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 53,550.01 12/31/2014 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 9,683.63 12/31/2014 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 9,014.25 12/31/2014 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 5,176.50 12/31/2014 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 14,324.63 12/31/2014 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 19,501.13 12/31/2014 12X4215 1215207 09/30/2064 01997 5.950000800 2,136,000.0000 31,773.00 12/31/2014 12X4215 1215207 09/30/2049 01998 5.950000800 22,175,555.0000 329,861.42 12/31/2014 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 282,625.04 12/31/2014 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 44,625.01 12/31/2014 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 89,250.01 12/31/2014 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 193,375.03 12/31/2014 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 34,837.25 12/31/2014 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 8,791.13 12/31/2014 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 66,937.51 12/31/2014 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 10,933.13 12/31/2014 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 18,593.75 12/31/2014 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 88,104.64 12/31/2014 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 14,116.38 12/31/2014 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 34,986.00 12/31/2014 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 22,714.13 12/31/2014 12X4215 1215207 09/30/2064 01998 5.950000800 100,000.0000 1,487.50 12/31/2014 12X4215 1215207 09/30/2050 01999 5.839999200 22,309,952.0000 325,725.25 12/31/2014 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 189,799.97 12/31/2014 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 116,799.98 12/31/2014 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 61,319.99 12/31/2014 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 42,313.71 12/31/2014 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 21,243.00 12/31/2014 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 58,735.79 12/31/2014 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 22,571.60 12/31/2014 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 31,448.40 12/31/2014 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 20,863.40 12/31/2014 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 13,446.60 12/31/2014 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 18,600.40 12/31/2014 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 9,417.00 12/31/2014 12X4215 1215207 09/30/2064 01999 5.839999200 25,000.0000 365.00 12/31/2014 12X4215 1215207 09/30/2051 02000 5.649998400 11,874,508.0000 167,727.38 12/31/2014 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 338,999.90 12/31/2014 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 127,124.96 12/31/2014 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 20,057.49 12/31/2014 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 38,900.24 12/31/2014 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 48,688.86 12/31/2014 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 14,873.62 12/31/2014 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 69,918.73 12/31/2014 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 14,421.62 12/31/2014 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 16,582.75 12/31/2014 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 27,586.12 12/31/2014 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 22,020.87 12/31/2014 12X4215 1215207 09/30/2064 02000 5.649998400 12,000.0000 169.50 12/31/2014 12X4215 1215207 09/30/2052 02001 5.349999600 14,106,746.0000 188,677.71 12/31/2014 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 365,137.47 12/31/2014 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 79,835.37 12/31/2014 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 39,496.37 12/31/2014 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 35,169.56 12/31/2014 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 92,514.87 12/31/2014 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 23,820.87 12/31/2014 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 29,251.12 12/31/2014 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 23,673.75 12/31/2014 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 11,422.25 12/31/2014 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 23,754.00 12/31/2014 12X4215 1215207 09/30/2064 02001 5.349999600 34,000.0000 454.75 12/31/2014 12X4215 1215207 09/30/2053 02002 5.060001600 33,428,986.0000 422,876.81 12/31/2014 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 151,800.05 12/31/2014 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 59,012.27 12/31/2014 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 79,113.13 12/31/2014 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 60,606.17 12/31/2014 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 11,258.50 12/31/2014 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 65,008.37 12/31/2014 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 26,501.76 12/31/2014 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 18,190.71 12/31/2014 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 5,022.05 12/31/2014 12X4215 1215207 09/30/2064 02002 5.060001600 3,890,000.0000 49,208.52 12/31/2014 12X4215 1215207 09/30/2053 02003 4.910000400 14,659,624.0000 179,946.90 12/31/2014 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 218,495.02 12/31/2014 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 116,587.96 12/31/2014 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 44,509.15 12/31/2014 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 39,623.70 12/31/2014 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 95,204.91 12/31/2014 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 87,250.71 12/31/2014 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 11,170.25 12/31/2014 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 16,288.93 12/31/2014 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 20,916.60 12/31/2014 12X4215 1215207 09/30/2055 02004 4.830001200 10,841,304.0000 130,908.78 12/31/2014 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 205,214.68 12/31/2014 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 184,711.32 12/31/2014 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 45,812.56 12/31/2014 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 80,070.69 12/31/2014 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 33,327.01 12/31/2014 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 18,909.45 12/31/2014 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 68,247.92 12/31/2014 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 48,795.09 12/31/2014 12X4215 1215207 09/30/2064 02004 4.830001200 3,489,000.0000 42,129.69 12/31/2014 12X4215 1215207 09/30/2056 02005 4.719999600 9,658,780.0000 113,973.59 12/31/2014 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 167,630.79 12/31/2014 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 163,500.79 12/31/2014 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 81,585.19 12/31/2014 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 37,264.40 12/31/2014 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 12,590.60 12/31/2014 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 37,288.00 12/31/2014 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 48,592.40 12/31/2014 12X4215 1215207 09/30/2064 02005 4.719999600 721,000.0000 8,507.80 12/31/2014 12X4215 1215207 09/30/2057 02006 4.479998400 6,161,227.0000 69,005.72 12/31/2014 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 149,945.55 12/31/2014 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 148,821.97 12/31/2014 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 96,745.57 12/31/2014 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 124,611.16 12/31/2014 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 30,643.19 12/31/2014 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 33,532.79 12/31/2014 12X4215 1215207 09/30/2064 02006 4.479998400 1,535,000.0000 17,191.99 12/31/2014 12X4215 1215207 09/30/2065 02006 4.479998400 30,000.0000 336.00 12/31/2014 12X4215 1215207 09/30/2058 02007 4.209998400 11,527,110.0000 121,322.79 12/31/2014 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 221,372.24 12/31/2014 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 112,259.61 12/31/2014 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 80,021.54 12/31/2014 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 33,943.11 12/31/2014 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 59,224.15 12/31/2014 12X4215 1215207 09/30/2064 02007 4.209998400 701,000.0000 7,378.02 12/31/2014 12X4215 1215207 09/30/2059 02008 3.980001600 9,724,972.0000 96,763.51 12/31/2014 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 134,185.75 12/31/2014 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 71,092.78 12/31/2014 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 59,610.47 12/31/2014 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 52,426.57 12/31/2014 12X4215 1215207 09/30/2064 02008 3.980001600 1,774,000.0000 17,651.31 12/31/2014 12X4215 1215207 09/30/2061 02009 3.780000000 9,591,027.0000 90,635.21 12/31/2014 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 64,694.70 12/31/2014 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 197,854.65 12/31/2014 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 62,351.10 12/31/2014 12X4215 1215207 09/30/2061 02010 3.549999600 7,823,630.0000 69,434.71 12/31/2014 12X4215 1215207 09/30/2062 02010 3.549999600 12,376,000.0000 109,836.99 12/31/2014 12X4215 1215207 09/30/2063 02010 3.549999600 20,200,000.0000 179,274.98 12/31/2014 12X4215 1215207 09/30/2064 02010 3.549999600 4,227,000.0000 37,514.62 12/31/2014 12X4215 1215207 09/30/2065 02010 3.549999600 728,000.0000 6,461.00 12/31/2014 12X4215 1215207 09/30/2061 02011 4.590000000 993,460.0000 11,399.95 12/31/2014 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 114,566.40 12/31/2014 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 106,671.60 12/31/2014 12X4215 1215207 09/30/2064 02011 4.590000000 6,293,000.0000 72,212.18 12/31/2014 12X4215 1215207 09/30/2065 02011 4.590000000 5,348,000.0000 61,368.30 12/31/2014 12X4215 1215207 09/30/2063 02012 4.230000000 20,289,000.0000 214,556.18 12/31/2014 12X4215 1215207 09/30/2064 02012 4.230000000 9,440,000.0000 99,828.00 12/31/2014 12X4215 1215207 09/30/2065 02012 4.230000000 9,483,000.0000 100,282.73 12/31/2014 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 28,862.90 12/31/2014 12X4215 1215207 09/30/2064 02013 4.179999600 6,700,000.0000 70,014.99 12/31/2014 12X4215 1215207 09/30/2065 02013 4.179999600 1,864,000.0000 19,478.80 12/31/2014 12X4215 1215207 09/30/2064 02014 3.049999200 1,645,000.0000 12,543.12 12/31/2014 12X4215 1215207 09/30/2065 02014 3.049999200 1,442,000.0000 10,995.25 12/31/2014 ------------------------ ---------------------- 1,645,733,124.0000 23,531,859.52 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399998400 65,000.0000 552.50 12/31/2014 12X4215 1215208 09/30/2015 02006 3.800001600 323,505.0000 3,073.30 12/31/2014 12X4215 1215208 09/30/2016 02006 3.800001600 1,000.0000 9.50 12/31/2014 12X4215 1215208 09/30/2017 02007 1.000000800 733,000.0000 1,832.50 12/31/2014 12X4215 1215208 09/30/2015 02009 2.440000800 141,000.0000 860.10 12/31/2014 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 1,543.30 12/31/2014 12X4215 1215208 09/30/2015 02010 1.000000800 665,000.0000 1,662.50 12/31/2014 12X4215 1215208 09/30/2016 02010 1.000000800 23,000.0000 57.50 12/31/2014 12X4215 1215208 09/30/2017 02010 1.000000800 12,000.0000 30.00 12/31/2014 ------------------------ ---------------------- 2,216,505.0000 9,621.20 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 10,054.45 12/31/2014 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 1,260.98 12/31/2014 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 73.10 12/31/2014 12X4215 1215209 09/30/2064 01992 7.310001600 3,000.0000 54.83 12/31/2014 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 7,920.28 12/31/2014 12X4215 1215209 09/30/2064 01993 6.710000400 1,000.0000 16.78 12/31/2014 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 33,131.98 12/31/2014 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 2,792.63 12/31/2014 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 406.20 12/31/2014 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 16.93 12/31/2014 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 22,563.53 12/31/2014 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 1,705.28 12/31/2014 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 757.90 12/31/2014 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 34.45 12/31/2014 12X4215 1215209 09/30/2064 01997 6.890000400 1,000.0000 17.23 12/31/2014 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 4,515.12 12/31/2014 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 1,656.46 12/31/2014 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 149.50 12/31/2014 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 388.70 12/31/2014 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 1,771.35 12/31/2014 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 27,973.70 12/31/2014 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 159.78 12/31/2014 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 14.53 12/31/2014 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 1,617.38 12/31/2014 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 135.15 12/31/2014 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 221.01 12/31/2014 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 23.85 12/31/2014 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 5,550.69 12/31/2014 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 1,717.23 12/31/2014 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 1,701.00 12/31/2014 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 350.12 12/31/2014 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 106.31 12/31/2014 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 9,809.10 12/31/2014 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 14.18 12/31/2014 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 28.35 12/31/2014 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 7,940.26 12/31/2014 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 70.00 12/31/2014 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 5,740.00 12/31/2014 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 126.00 12/31/2014 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 14.00 12/31/2014 12X4215 1215209 09/30/2064 02002 5.600001600 2,000.0000 28.00 12/31/2014 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 8,078.49 12/31/2014 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 612.50 12/31/2014 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 4,312.00 12/31/2014 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 1,359.75 12/31/2014 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 134.75 12/31/2014 12X4215 1215209 09/30/2064 02003 4.899999600 1,000.0000 12.25 12/31/2014 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 1,774.85 12/31/2014 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 129.75 12/31/2014 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,167.75 12/31/2014 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 6,432.52 12/31/2014 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 1,982.40 12/31/2014 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 436.80 12/31/2014 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 7,092.00 12/31/2014 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,393.65 12/31/2014 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 171.15 12/31/2014 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 366.75 12/31/2014 12X4215 1215209 09/30/2064 02006 4.889998800 2,000.0000 24.45 12/31/2014 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 9,753.75 12/31/2014 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 810.15 12/31/2014 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 441.90 12/31/2014 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 61.38 12/31/2014 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 12.28 12/31/2014 12X4215 1215209 09/30/2064 02007 4.910000400 1,000.0000 12.28 12/31/2014 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 9,349.44 12/31/2014 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 408.53 12/31/2014 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 209.50 12/31/2014 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 10.48 12/31/2014 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 8,492.82 12/31/2014 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,008.00 12/31/2014 12X4215 1215209 09/30/2064 02009 3.840001200 1,000.0000 9.60 12/31/2014 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 7,550.33 12/31/2014 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 1,146.93 12/31/2014 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 31.73 12/31/2014 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 31.73 12/31/2014 ------------------------ ---------------------- 16,249,670.0000 227,450.96 212 SUB-COHORT 12X4215 1215212 09/30/2015 02001 5.370001200 42,478.0000 570.27 12/31/2014 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 13.43 12/31/2014 12X4215 1215212 09/30/2017 02001 5.370001200 116,000.0000 1,557.30 12/31/2014 12X4215 1215212 09/30/2015 02002 5.289998400 3,000.0000 39.67 12/31/2014 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 26.45 12/31/2014 12X4215 1215212 09/30/2017 02002 5.289998400 181,000.0000 2,393.72 12/31/2014 12X4215 1215212 09/30/2015 02003 4.250001600 4,000.0000 42.50 12/31/2014 12X4215 1215212 09/30/2016 02003 4.250001600 3,000.0000 31.88 12/31/2014 12X4215 1215212 09/30/2017 02003 4.250001600 95,000.0000 1,009.38 12/31/2014 ------------------------ ---------------------- 447,478.0000 5,684.60 401 SUB-COHORT 12X4215 1215401 09/30/2016 02006 3.409999200 247,000.0000 2,105.67 12/31/2014 12X4215 1215401 09/30/2015 02007 2.170000800 3,451.0000 18.72 12/31/2014 ------------------------ ---------------------- 250,451.0000 2,124.39 ======================== ====================== 16,613,479,475.0000 188,110,921.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00