Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 18,515,229.0000 311,981.57 12/31/2013 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 273,239.57 12/31/2013 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 7,228.65 12/31/2013 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 6,183.95 12/31/2013 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 4,616.90 12/31/2013 12X4208 1208845 09/30/2028 01993 6.530000400 3,454,048.0000 56,387.34 12/31/2013 12X4208 1208845 09/30/2042 01993 6.530000400 6,825,000.0000 111,418.13 12/31/2013 12X4208 1208845 09/30/2043 01993 6.530000400 533,000.0000 8,701.23 12/31/2013 12X4208 1208845 09/30/2044 01993 6.530000400 16,561,000.0000 270,358.34 12/31/2013 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 3,395.60 12/31/2013 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 25,809.83 12/31/2013 ------------------------ ---------------------- 64,963,277.0000 1,079,321.11 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 14,971,604.0000 260,131.68 12/31/2013 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 129,443.78 12/31/2013 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 318,483.82 12/31/2013 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 41,630.51 12/31/2013 12X4208 1208840 09/30/2045 01993 7.009999200 13,660,130.0000 239,393.75 12/31/2013 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 355,003.88 12/31/2013 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 176,546.83 12/31/2013 ------------------------ ---------------------- 87,138,734.0000 1,520,634.25 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 17,228.78 12/31/2013 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 18,251.20 12/31/2013 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 11,144.11 12/31/2013 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 4,926.50 12/31/2013 12X4208 1208850 09/30/2031 01996 6.450001200 5,946,244.0000 95,883.20 12/31/2013 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 580.50 12/31/2013 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 4,031.25 12/31/2013 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 8,449.50 12/31/2013 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 71,611.14 12/31/2013 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 3,870.00 12/31/2013 12X4208 1208850 09/30/2032 01997 5.979999600 167,205.0000 2,499.71 12/31/2013 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 62.79 12/31/2013 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 5,232.50 12/31/2013 12X4208 1208850 09/30/2046 01997 5.979999600 2,044,000.0000 30,557.80 12/31/2013 12X4208 1208850 09/30/2047 01997 5.979999600 1,143,000.0000 17,087.85 12/31/2013 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 62,109.74 12/31/2013 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 37,605.01 12/31/2013 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 3,750.00 12/31/2013 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 64,200.01 12/31/2013 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 23,940.00 12/31/2013 12X4208 1208850 09/30/2034 01999 5.919998400 1,076,745.9100 15,935.84 12/31/2013 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 9,620.00 12/31/2013 12X4208 1208850 09/30/2046 01999 5.919998400 2,632,000.0000 38,953.59 12/31/2013 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 5,949.60 12/31/2013 12X4208 1208850 09/30/2035 02000 5.730001200 34,624,577.0000 495,997.17 12/31/2013 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 286.50 12/31/2013 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 6,446.25 12/31/2013 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 32,804.26 12/31/2013 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 27,403.73 12/31/2013 12X4208 1208850 09/30/2036 02001 5.000000400 4,194,791.0000 52,434.89 12/31/2013 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 40,000.00 12/31/2013 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 25,000.00 12/31/2013 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 2,137.50 12/31/2013 12X4208 1208850 09/30/2037 02002 4.790001600 4,210,453.0000 50,420.19 12/31/2013 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 56,294.49 12/31/2013 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 9,580.00 12/31/2013 12X4208 1208850 09/30/2038 02003 4.709998800 15,863,817.0000 186,796.40 12/31/2013 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 171,349.76 12/31/2013 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 39,387.36 12/31/2013 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 1,283.47 12/31/2013 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 23.55 12/31/2013 12X4208 1208850 09/30/2039 02004 4.690000800 11,236,272.0000 131,745.31 12/31/2013 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 336,190.98 12/31/2013 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 142,493.95 12/31/2013 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 31,352.66 12/31/2013 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 5,346.60 12/31/2013 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 11.73 12/31/2013 12X4208 1208850 09/30/2043 02005 4.569998400 5,036,303.0000 57,539.74 12/31/2013 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 182,057.31 12/31/2013 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 23,432.67 12/31/2013 12X4208 1208850 09/30/2043 02006 4.410000000 7,151,652.0000 78,846.96 12/31/2013 12X4208 1208850 09/30/2044 02006 4.410000000 4,822,000.0000 53,162.55 12/31/2013 12X4208 1208850 09/30/2045 02006 4.410000000 1,099,000.0000 12,116.48 12/31/2013 12X4208 1208850 09/30/2044 02007 3.449998800 4,698,057.0000 40,520.73 12/31/2013 12X4208 1208850 09/30/2045 02007 3.449998800 6,744,000.0000 58,166.98 12/31/2013 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 127,123.83 12/31/2013 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 31,058.61 12/31/2013 12X4208 1208850 09/30/2045 02008 1.829998800 13,736,142.0000 62,842.81 12/31/2013 12X4208 1208850 09/30/2046 02008 1.829998800 23,264,000.0000 106,432.73 12/31/2013 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 86,375.94 12/31/2013 12X4208 1208850 09/30/2048 02008 1.829998800 7,364,000.0000 33,690.28 12/31/2013 12X4208 1208850 09/30/2045 02009 4.619998800 576,517.0000 6,658.77 12/31/2013 12X4208 1208850 09/30/2046 02009 4.619998800 11,641,000.0000 134,453.52 12/31/2013 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 78,898.03 12/31/2013 12X4208 1208850 09/30/2048 02009 4.619998800 1,700,000.0000 19,634.99 12/31/2013 12X4208 1208850 09/30/2045 02010 2.970000000 5,051,048.0000 37,504.03 12/31/2013 12X4208 1208850 09/30/2046 02010 2.970000000 5,475,000.0000 40,651.88 12/31/2013 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 35,246.48 12/31/2013 12X4208 1208850 09/30/2045 02011 4.320000000 430.0000 4.64 12/31/2013 12X4208 1208850 09/30/2046 02011 4.320000000 1,773,000.0000 19,148.40 12/31/2013 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 29,127.60 12/31/2013 12X4208 1208850 09/30/2048 02011 4.320000000 3,223,000.0000 34,808.40 12/31/2013 ------------------------ ---------------------- 356,134,322.2200 3,787,771.73 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 130,261,475.0000 2,250,266.46 12/31/2013 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 236,667.45 12/31/2013 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 25,877.94 12/31/2013 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 13,820.00 12/31/2013 12X4208 1208810 09/30/2030 01995 6.580000800 176,994,728.0000 2,911,563.63 12/31/2013 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 251,685.03 12/31/2013 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 3,421.60 12/31/2013 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 62,542.91 12/31/2013 12X4208 1208810 09/30/2031 01996 6.320001600 258,815,192.0000 4,089,281.07 12/31/2013 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 142,200.04 12/31/2013 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 105,860.03 12/31/2013 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 29,230.01 12/31/2013 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 20,729.61 12/31/2013 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 42,359.81 12/31/2013 12X4208 1208810 09/30/2032 01997 6.140001600 239,124,806.0000 3,670,566.73 12/31/2013 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 165,780.04 12/31/2013 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 67,540.02 12/31/2013 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 23,040.36 12/31/2013 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 6,800.05 12/31/2013 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 45,036.91 12/31/2013 12X4208 1208810 09/30/2033 01998 5.919998400 274,738,273.0000 4,066,125.34 12/31/2013 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 109,519.97 12/31/2013 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 125,059.97 12/31/2013 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 19,624.79 12/31/2013 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 3,611.20 12/31/2013 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 29.60 12/31/2013 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 75,775.98 12/31/2013 12X4208 1208810 09/30/2034 01999 5.889999600 157,287,006.0000 2,316,051.01 12/31/2013 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 35,340.00 12/31/2013 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 91,294.99 12/31/2013 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 36,783.05 12/31/2013 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 58.90 12/31/2013 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 27,417.95 12/31/2013 12X4208 1208810 09/30/2035 02000 5.879998800 184,347,131.0000 2,709,902.27 12/31/2013 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 104,369.98 12/31/2013 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 85,994.98 12/31/2013 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 33,413.09 12/31/2013 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 27,356.69 12/31/2013 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 12,965.40 12/31/2013 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 23,446.50 12/31/2013 12X4208 1208810 09/30/2036 02001 5.150001600 169,632,036.0000 2,184,013.14 12/31/2013 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 33,475.01 12/31/2013 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 88,837.53 12/31/2013 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 28,003.13 12/31/2013 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 9,282.88 12/31/2013 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 7,042.63 12/31/2013 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 14,600.25 12/31/2013 12X4208 1208810 09/30/2037 02002 4.680000000 361,891,171.0000 4,234,126.70 12/31/2013 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 65,531.70 12/31/2013 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 21,738.60 12/31/2013 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 6,891.30 12/31/2013 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 5,089.50 12/31/2013 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 11,852.10 12/31/2013 12X4208 1208810 09/30/2038 02003 4.719999600 51,298,507.0000 605,322.33 12/31/2013 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 97,243.79 12/31/2013 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 142,567.59 12/31/2013 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 743.40 12/31/2013 12X4208 1208810 09/30/2039 02004 4.579999200 327,869,181.0000 3,754,101.47 12/31/2013 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 953,338.28 12/31/2013 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 883,916.95 12/31/2013 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 177,669.62 12/31/2013 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 29,369.24 12/31/2013 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 18,457.40 12/31/2013 12X4208 1208810 09/30/2040 02005 4.500000000 27,976,149.0000 314,731.68 12/31/2013 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 241,560.00 12/31/2013 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 175,185.00 12/31/2013 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 98,662.50 12/31/2013 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 30,678.75 12/31/2013 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 4,207.50 12/31/2013 12X4208 1208810 09/30/2041 02006 4.430001600 31,949,391.0000 353,839.63 12/31/2013 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 225,010.86 12/31/2013 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 143,775.70 12/31/2013 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 213,725.43 12/31/2013 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 14,796.21 12/31/2013 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 16,490.68 12/31/2013 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 4,407.85 12/31/2013 12X4208 1208810 09/30/2042 02007 4.160001600 31,552,245.0000 328,143.47 12/31/2013 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 280,987.31 12/31/2013 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 85,820.83 12/31/2013 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 147,929.66 12/31/2013 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 58,084.02 12/31/2013 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 50,419.22 12/31/2013 ------------------------ ---------------------- 2,944,507,291.0000 40,230,082.20 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 6,941,798.0000 112,457.13 12/31/2013 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 32,853.60 12/31/2013 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 2,365.20 12/31/2013 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 3,288.60 12/31/2013 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 3,483.00 12/31/2013 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 13,721.40 12/31/2013 12X4208 1208855 09/30/2030 01995 6.009998400 11,042,369.0000 165,911.55 12/31/2013 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,202.00 12/31/2013 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 17,549.20 12/31/2013 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 1,833.05 12/31/2013 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 540.90 12/31/2013 12X4208 1208855 09/30/2031 01996 6.050001600 11,492,128.0000 173,818.48 12/31/2013 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 41,790.39 12/31/2013 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 5,278.63 12/31/2013 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 2,919.13 12/31/2013 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 726.00 12/31/2013 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 4,431.63 12/31/2013 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 8,500.25 12/31/2013 12X4208 1208855 09/30/2032 01997 5.670000000 18,552,822.5100 262,986.26 12/31/2013 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 16,131.15 12/31/2013 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,077.30 12/31/2013 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,289.93 12/31/2013 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 581.18 12/31/2013 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 283.50 12/31/2013 12X4208 1208855 09/30/2033 01998 5.739998400 15,358,884.0000 220,399.92 12/31/2013 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 50,354.14 12/31/2013 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,133.65 12/31/2013 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 444.85 12/31/2013 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 143.50 12/31/2013 12X4208 1208855 09/30/2034 01999 5.420001600 18,259,014.0000 247,409.71 12/31/2013 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 28,373.71 12/31/2013 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 28,224.66 12/31/2013 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 3,441.70 12/31/2013 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 5,040.60 12/31/2013 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 487.80 12/31/2013 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 176.15 12/31/2013 12X4208 1208855 09/30/2035 02000 4.970001600 16,558,962.0000 205,745.17 12/31/2013 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 136.68 12/31/2013 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 360.33 12/31/2013 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 93,274.51 12/31/2013 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 4,870.60 12/31/2013 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 2,248.93 12/31/2013 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 509.43 12/31/2013 12X4208 1208855 09/30/2036 02001 5.220000000 18,420,384.0000 240,386.01 12/31/2013 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 19,614.15 12/31/2013 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 22,185.00 12/31/2013 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 6,538.05 12/31/2013 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,552.95 12/31/2013 12X4208 1208855 09/30/2037 02002 4.259998800 8,706,477.0000 92,723.95 12/31/2013 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 106,468.02 12/31/2013 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 60,321.58 12/31/2013 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 46,220.99 12/31/2013 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 2,268.45 12/31/2013 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 2,960.70 12/31/2013 12X4208 1208855 09/30/2038 02003 4.230000000 15,994,856.0000 169,145.60 12/31/2013 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 99,246.38 12/31/2013 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 47,756.70 12/31/2013 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 23,698.58 12/31/2013 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 1,850.63 12/31/2013 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 9,707.85 12/31/2013 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 507.60 12/31/2013 12X4208 1208855 09/30/2039 02004 4.280000400 31,763,600.0000 339,870.55 12/31/2013 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 72,406.91 12/31/2013 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 8,046.40 12/31/2013 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 68,833.11 12/31/2013 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 28,932.80 12/31/2013 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 8,164.10 12/31/2013 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 674.10 12/31/2013 12X4208 1208855 09/30/2040 02005 4.340001600 29,212,512.0000 316,955.87 12/31/2013 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 301,033.36 12/31/2013 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 98,626.54 12/31/2013 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 82,677.03 12/31/2013 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 41,371.07 12/31/2013 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 113,903.34 12/31/2013 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 14,300.31 12/31/2013 12X4208 1208855 09/30/2042 02006 3.489998400 31,809,288.0000 277,535.91 12/31/2013 12X4208 1208855 09/30/2043 02006 3.489998400 12,881,000.0000 112,386.67 12/31/2013 12X4208 1208855 09/30/2044 02006 3.489998400 19,119,000.0000 166,813.20 12/31/2013 12X4208 1208855 09/30/2045 02006 3.489998400 19,340,000.0000 168,741.42 12/31/2013 12X4208 1208855 09/30/2046 02006 3.489998400 13,796,000.0000 120,370.04 12/31/2013 12X4208 1208855 09/30/2047 02006 3.489998400 2,003,000.0000 17,476.17 12/31/2013 12X4208 1208855 09/30/2048 02006 3.489998400 5,995,000.0000 52,306.35 12/31/2013 12X4208 1208855 09/30/2042 02007 4.129999200 8,163,815.0000 84,291.37 12/31/2013 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 153,863.12 12/31/2013 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 136,826.87 12/31/2013 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 68,805.79 12/31/2013 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 40,102.29 12/31/2013 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 60,710.99 12/31/2013 12X4208 1208855 09/30/2043 02008 4.600000800 4,174,570.0000 48,007.56 12/31/2013 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 169,717.03 12/31/2013 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 228,930.54 12/31/2013 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 286,752.55 12/31/2013 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 109,526.02 12/31/2013 12X4208 1208855 09/30/2048 02008 4.600000800 276,000.0000 3,174.00 12/31/2013 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 228,122.66 12/31/2013 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 71,212.50 12/31/2013 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 115,436.25 12/31/2013 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 32,287.50 12/31/2013 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 109,192.50 12/31/2013 12X4208 1208855 09/30/2044 02010 2.720001600 11,728,476.0000 79,753.68 12/31/2013 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 112,023.27 12/31/2013 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 97,641.26 12/31/2013 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 53,475.23 12/31/2013 12X4208 1208855 09/30/2048 02010 2.720001600 2,362,000.0000 16,061.61 12/31/2013 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 34,506.59 12/31/2013 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 22,093.19 12/31/2013 12X4208 1208855 09/30/2048 02011 4.079998800 617,000.0000 6,293.40 12/31/2013 ------------------------ ---------------------- 688,190,525.5100 7,501,181.71 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 9,871,288.0000 167,071.59 12/31/2013 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 8,462.50 12/31/2013 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 423.13 12/31/2013 12X4208 1208815 09/30/2030 01995 6.000001200 20,022,660.0000 300,339.96 12/31/2013 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 29,850.01 12/31/2013 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 5,250.00 12/31/2013 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 28,680.01 12/31/2013 12X4208 1208815 09/30/2031 01996 5.820001200 9,661,123.0000 140,569.37 12/31/2013 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 31,791.76 12/31/2013 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 14,550.00 12/31/2013 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 6,562.05 12/31/2013 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 349.20 12/31/2013 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 30,904.21 12/31/2013 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 50,110.21 12/31/2013 12X4208 1208815 09/30/2032 01997 5.559998400 24,421,378.0000 339,457.06 12/31/2013 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 21,169.69 12/31/2013 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 68,502.87 12/31/2013 12X4208 1208815 09/30/2033 01998 5.529999600 45,127,715.0000 623,890.61 12/31/2013 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 47,267.67 12/31/2013 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 26,530.17 12/31/2013 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 24,815.87 12/31/2013 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 12,608.40 12/31/2013 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 67,550.71 12/31/2013 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 31,534.30 12/31/2013 12X4208 1208815 09/30/2034 01999 5.320000800 58,029,203.0000 771,788.52 12/31/2013 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 4,522.00 12/31/2013 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 10,028.20 12/31/2013 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 314,270.40 12/31/2013 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 60,873.14 12/31/2013 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 64,219.99 12/31/2013 12X4208 1208815 09/30/2035 02000 4.939999200 53,108,351.0000 655,888.03 12/31/2013 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 4,754.75 12/31/2013 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 266,035.99 12/31/2013 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 241,466.40 12/31/2013 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 191,297.77 12/31/2013 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 1,988.80 12/31/2013 12X4208 1208815 09/30/2036 02001 4.520001600 44,016,991.0000 497,392.17 12/31/2013 12X4208 1208815 09/30/2037 02001 4.520001600 13,431,000.0000 151,770.35 12/31/2013 12X4208 1208815 09/30/2038 02001 4.520001600 166,000.0000 1,875.80 12/31/2013 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 319,140.00 12/31/2013 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 174,938.40 12/31/2013 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 171,633.60 12/31/2013 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 77,122.80 12/31/2013 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 11,016.00 12/31/2013 12X4208 1208815 09/30/2037 02002 4.320000000 36,916,439.0000 398,697.54 12/31/2013 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 228,154.83 12/31/2013 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 149,424.54 12/31/2013 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 92,952.74 12/31/2013 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 42,270.25 12/31/2013 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 2,257.20 12/31/2013 12X4208 1208815 09/30/2038 02003 4.179999600 46,116,582.0000 481,918.24 12/31/2013 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 14,117.40 12/31/2013 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 5,474.70 12/31/2013 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 6,326.10 12/31/2013 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 2,692.80 12/31/2013 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 752.40 12/31/2013 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 237.60 12/31/2013 12X4208 1208815 09/30/2039 02004 3.960000000 4,946,939.0000 48,974.70 12/31/2013 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 441,810.78 12/31/2013 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 205,344.85 12/31/2013 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 31,041.82 12/31/2013 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 1,744.05 12/31/2013 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 12,876.52 12/31/2013 12X4208 1208815 09/30/2040 02005 4.529998800 68,595,887.0000 776,848.21 12/31/2013 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 681,681.49 12/31/2013 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 362,872.15 12/31/2013 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 238,403.47 12/31/2013 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 115,204.98 12/31/2013 12X4208 1208815 09/30/2036 02006 4.380001200 13,492,000.0000 147,737.44 12/31/2013 12X4208 1208815 09/30/2037 02006 4.380001200 8,569,000.0000 93,830.58 12/31/2013 12X4208 1208815 09/30/2038 02006 4.380001200 2,743,000.0000 30,035.86 12/31/2013 12X4208 1208815 09/30/2041 02006 4.380001200 75,968,090.0000 831,850.81 12/31/2013 12X4208 1208815 09/30/2033 02007 4.309999200 35,352,865.0000 380,927.05 12/31/2013 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 398,384.00 12/31/2013 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 190,846.76 12/31/2013 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 346,265.34 12/31/2013 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 186,655.29 12/31/2013 12X4208 1208815 09/30/2038 02007 4.309999200 11,450,000.0000 123,373.73 12/31/2013 12X4208 1208815 09/30/2033 02008 3.809998800 43,542,145.0000 414,738.80 12/31/2013 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 841,066.76 12/31/2013 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 528,103.93 12/31/2013 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 273,453.14 12/31/2013 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 166,258.82 12/31/2013 12X4208 1208815 09/30/2038 02008 3.809998800 4,692,000.0000 44,691.29 12/31/2013 12X4208 1208815 09/30/2034 02009 4.119998400 37,880,913.0000 390,173.25 12/31/2013 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 518,048.60 12/31/2013 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 331,958.57 12/31/2013 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 204,866.92 12/31/2013 12X4208 1208815 09/30/2038 02009 4.119998400 3,688,000.0000 37,986.39 12/31/2013 12X4208 1208815 09/30/2035 02010 2.990001600 53,792,263.0000 402,097.38 12/31/2013 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 298,469.43 12/31/2013 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 276,044.42 12/31/2013 12X4208 1208815 09/30/2038 02010 2.990001600 13,138,000.0000 98,206.60 12/31/2013 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 24,654.72 12/31/2013 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 647,873.03 12/31/2013 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 745,034.14 12/31/2013 12X4208 1208815 09/30/2038 02011 4.070001600 10,872,000.0000 110,622.64 12/31/2013 12X4208 1208815 09/30/2037 02012 3.070000800 2,329,000.0000 17,875.08 12/31/2013 12X4208 1208815 09/30/2038 02012 3.070000800 5,507,000.0000 42,266.24 12/31/2013 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 38,109.77 12/31/2013 12X4208 1208815 09/30/2038 02013 2.940001200 2,932,000.0000 21,550.21 12/31/2013 ------------------------ ---------------------- 1,824,199,599.0000 19,616,400.81 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 410,395,181.0000 5,242,796.80 12/31/2013 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 39,730.24 12/31/2013 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 4,343.50 12/31/2013 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 7,051.80 12/31/2013 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 63.87 12/31/2013 12X4208 1208870 09/30/2037 02002 4.790001600 627,863,767.0000 7,518,671.12 12/31/2013 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 42,367.56 12/31/2013 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 28,261.01 12/31/2013 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 22,189.68 12/31/2013 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 18,046.33 12/31/2013 12X4208 1208870 09/30/2038 02003 4.730000400 831,637,488.0000 9,834,114.13 12/31/2013 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,090,470.98 12/31/2013 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 94,339.86 12/31/2013 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 17,737.50 12/31/2013 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 10,677.98 12/31/2013 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 11.83 12/31/2013 12X4208 1208870 09/30/2039 02004 4.629999600 664,752,375.0000 7,694,508.08 12/31/2013 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 3,063,566.56 12/31/2013 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,212,458.00 12/31/2013 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 163,288.51 12/31/2013 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 121,549.06 12/31/2013 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 11.57 12/31/2013 12X4208 1208870 09/30/2040 02005 4.579999200 680,138,167.0000 7,787,580.65 12/31/2013 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 1,878,463.77 12/31/2013 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 521,959.61 12/31/2013 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 212,386.01 12/31/2013 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 52,223.44 12/31/2013 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 20,152.00 12/31/2013 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 2,753,642.86 12/31/2013 12X4208 1208870 09/30/2041 02006 4.439998800 504,123,454.0000 5,595,768.83 12/31/2013 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 978,375.94 12/31/2013 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 602,041.64 12/31/2013 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 56,054.98 12/31/2013 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 8,325.00 12/31/2013 12X4208 1208870 09/30/2046 02006 4.439998800 1,438,000.0000 15,961.80 12/31/2013 12X4208 1208870 09/30/2040 02007 4.150000800 246,432,611.0000 2,556,738.83 12/31/2013 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 4,352,147.34 12/31/2013 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 1,215,255.11 12/31/2013 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 834,492.54 12/31/2013 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 192,829.79 12/31/2013 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 177,007.91 12/31/2013 ------------------------ ---------------------- 5,844,707,043.0000 67,037,664.02 820 SUB-COHORT 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 101,595.83 12/31/2013 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 948.67 12/31/2013 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 11,451.50 12/31/2013 12X4208 1208820 09/30/2047 02008 5.150001600 1,745,000.0000 22,466.88 12/31/2013 12X4208 1208820 09/30/2048 02008 5.150001600 884,000.0000 11,381.50 12/31/2013 12X4208 1208820 09/30/2047 02009 4.939999200 11,258,000.0000 139,036.28 12/31/2013 12X4208 1208820 09/30/2048 02009 4.939999200 3,609,000.0000 44,571.14 12/31/2013 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 931,369.17 12/31/2013 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 24,398.83 12/31/2013 12X4208 1208820 09/30/2048 02010 3.070000800 544,000.0000 4,175.20 12/31/2013 12X4208 1208820 09/30/2046 02011 4.259998800 48,600,000.0000 517,589.85 12/31/2013 12X4208 1208820 09/30/2047 02011 4.259998800 33,757,000.0000 359,511.95 12/31/2013 12X4208 1208820 09/30/2048 02011 4.259998800 9,791,000.0000 104,274.12 12/31/2013 12X4208 1208820 09/30/2046 02012 3.750001200 1,400,000.0000 13,125.00 12/31/2013 12X4208 1208820 09/30/2047 02012 3.750001200 48,534,000.0000 455,006.40 12/31/2013 12X4208 1208820 09/30/2048 02012 3.750001200 8,553,000.0000 80,184.40 12/31/2013 12X4208 1208820 09/30/2047 02013 3.750001200 9,066,000.0000 84,993.78 12/31/2013 12X4208 1208820 09/30/2048 02013 3.750001200 4,098,000.0000 38,418.76 12/31/2013 ------------------------ ---------------------- 316,571,000.0000 2,944,499.26 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 3,892.00 12/31/2013 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 527.78 12/31/2013 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 11,219.70 12/31/2013 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 652.05 12/31/2013 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 9,392.63 12/31/2013 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 6,397.88 12/31/2013 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 7,018.00 12/31/2013 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 7,458.95 12/31/2013 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 2,525.25 12/31/2013 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 2,289.65 12/31/2013 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 10,602.00 12/31/2013 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 5,085.15 12/31/2013 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 7,239.80 12/31/2013 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 12,902.18 12/31/2013 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 8,268.88 12/31/2013 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 1,478.25 12/31/2013 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 6,507.60 12/31/2013 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 3,790.50 12/31/2013 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 10,683.75 12/31/2013 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 41,154.30 12/31/2013 12X4208 1208825 09/30/2048 02009 3.960000000 18,000.0000 178.20 12/31/2013 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 3,574.60 12/31/2013 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 26,875.43 12/31/2013 12X4208 1208825 09/30/2048 02010 2.930000400 35,000.0000 256.38 12/31/2013 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 1,025.15 12/31/2013 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 16,382.10 12/31/2013 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 17,194.10 12/31/2013 12X4208 1208825 09/30/2048 02011 4.060000800 397,000.0000 4,029.55 12/31/2013 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 1,189.58 12/31/2013 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 8,000.48 12/31/2013 12X4208 1208825 09/30/2048 02012 3.110000400 111,000.0000 863.03 12/31/2013 ------------------------ ---------------------- 23,340,000.0000 238,654.90 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 426,268.14 12/31/2013 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 12,200.00 12/31/2013 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 14,774.20 12/31/2013 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 161,719.67 12/31/2013 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 104,333.65 12/31/2013 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 219,375.00 12/31/2013 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 1,623.38 12/31/2013 ------------------------ ---------------------- 87,481,581.2200 940,294.04 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 160,649.97 12/31/2013 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 113,986.24 12/31/2013 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 121,183.96 12/31/2013 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 10,235.34 12/31/2013 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 220,644.49 12/31/2013 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 169,099.54 12/31/2013 12X4208 1208871 09/30/2046 02011 3.610000800 8,624,000.0000 77,831.62 12/31/2013 12X4208 1208871 09/30/2047 02011 3.610000800 4,295,000.0000 38,762.38 12/31/2013 ------------------------ ---------------------- 94,879,900.0000 912,393.54 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 4,371,826.0000 53,008.38 12/31/2013 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 12,209.87 12/31/2013 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 3,031.25 12/31/2013 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 9,093.75 12/31/2013 ------------------------ ---------------------- 6,378,826.0000 77,343.25 ======================== ====================== 12,338,492,098.9500 145,886,240.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00