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 1,505,197.76 06/30/2014 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 747,127.66 06/30/2014 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 758,362.66 06/30/2014 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 483,835.38 06/30/2014 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 262,730.53 06/30/2014 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,539,195.33 06/30/2014 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,050,387.94 06/30/2014 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,379,039.32 06/30/2014 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 267,168.36 06/30/2014 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 93,587.57 06/30/2014 12X4215 1215201 09/30/2027 01993 6.670000800 99,936,074.0000 4,999,302.70 06/30/2014 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 486,688.28 06/30/2014 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,500,750.18 06/30/2014 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,260,630.15 06/30/2014 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,043,621.42 06/30/2014 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 252,726.33 06/30/2014 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 88,244.11 06/30/2014 12X4215 1215201 09/30/2027 01994 6.869998800 5,294,301.0000 272,788.81 06/30/2014 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 12,536,030.31 06/30/2014 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 566,774.90 06/30/2014 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 561,622.40 06/30/2014 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,318,624.60 06/30/2014 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 538,436.16 06/30/2014 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 109,490.61 06/30/2014 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 122,062.70 06/30/2014 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 110,057.38 06/30/2014 12X4215 1215201 09/30/2047 01994 6.869998800 10,000.0000 515.25 06/30/2014 12X4215 1215201 09/30/2028 01995 7.329999600 140,863,697.0000 7,743,981.32 06/30/2014 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 236,997.21 06/30/2014 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 274.87 06/30/2014 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,484,324.92 06/30/2014 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 255,633.74 06/30/2014 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,120,940.19 06/30/2014 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 73,886.40 06/30/2014 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 80,153.55 06/30/2014 12X4215 1215201 09/30/2029 01996 6.800000400 80,930,587.0000 4,127,460.18 06/30/2014 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 5,100,000.30 06/30/2014 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 209,100.01 06/30/2014 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 735,659.74 06/30/2014 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 1,448,400.09 06/30/2014 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 102,000.01 06/30/2014 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 81,294.00 06/30/2014 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 79,254.00 06/30/2014 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 171,411.01 06/30/2014 12X4215 1215201 09/30/2031 01997 6.670000800 113,974,410.0000 5,701,570.54 06/30/2014 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 275,137.53 06/30/2014 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 210,105.03 06/30/2014 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 318,509.21 06/30/2014 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 1,015,507.62 06/30/2014 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 2,551.28 06/30/2014 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 607,803.82 06/30/2014 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 56,078.03 06/30/2014 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 51,375.68 06/30/2014 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 107,803.89 06/30/2014 12X4215 1215201 09/30/2031 01998 5.929999200 3,450,097.0000 153,443.04 06/30/2014 12X4215 1215201 09/30/2032 01998 5.929999200 172,100,000.0000 7,654,146.47 06/30/2014 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 320,219.96 06/30/2014 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 911,737.38 06/30/2014 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 432,385.89 06/30/2014 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 1,218,614.84 06/30/2014 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 1,787,894.76 06/30/2014 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 71,782.64 06/30/2014 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 74,228.76 06/30/2014 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 85,658.84 06/30/2014 12X4215 1215201 09/30/2033 01999 5.950000800 180,288,123.0000 8,045,358.57 06/30/2014 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 401,625.05 06/30/2014 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,079,925.15 06/30/2014 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 467,826.25 06/30/2014 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,240,575.17 06/30/2014 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,912,181.51 06/30/2014 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 90,187.14 06/30/2014 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 100,674.01 06/30/2014 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 97,773.39 06/30/2014 12X4215 1215201 09/30/2034 02000 6.220000800 234,197,374.0000 10,925,308.90 06/30/2014 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 699,750.09 06/30/2014 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 139,950.02 06/30/2014 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 410,543.38 06/30/2014 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 1,665,405.21 06/30/2014 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 3,547,732.96 06/30/2014 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 107,434.96 06/30/2014 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 127,867.67 06/30/2014 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 190,565.27 06/30/2014 12X4215 1215201 09/30/2034 02001 5.289998400 51,643,024.0000 2,048,936.36 06/30/2014 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 9,363,297.17 06/30/2014 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 396,749.88 06/30/2014 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 523,709.84 06/30/2014 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 344,616.95 06/30/2014 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,499,714.55 06/30/2014 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,197,994.34 06/30/2014 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 102,440.82 06/30/2014 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 116,961.86 06/30/2014 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 129,935.59 06/30/2014 12X4215 1215201 09/30/2035 02002 4.870000800 70,754,273.0000 2,584,300.25 06/30/2014 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 8,510,326.40 06/30/2014 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 1,899,300.31 06/30/2014 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 1,692,937.68 06/30/2014 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 146.10 06/30/2014 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 1,322,205.22 06/30/2014 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 1,109,264.43 06/30/2014 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 373,796.91 06/30/2014 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 219.15 06/30/2014 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 114,286.74 06/30/2014 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 184,926.11 06/30/2014 12X4215 1215201 09/30/2036 02003 4.500000000 75,248,736.0000 2,539,644.84 06/30/2014 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 9,146,250.00 06/30/2014 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 3,900,048.75 06/30/2014 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 360,281.25 06/30/2014 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 871,796.25 06/30/2014 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 202,500.00 06/30/2014 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 671,625.00 06/30/2014 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 118,631.25 06/30/2014 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 107,156.25 06/30/2014 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 110,160.00 06/30/2014 12X4215 1215201 09/30/2037 02004 4.669999200 235,229,874.0000 8,238,924.93 06/30/2014 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 11,569,105.77 06/30/2014 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 609,890.22 06/30/2014 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,751,564.92 06/30/2014 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 131,448.80 06/30/2014 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,019,118.06 06/30/2014 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 155,230.77 06/30/2014 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 154,074.95 06/30/2014 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 155,581.02 06/30/2014 12X4215 1215201 09/30/2038 02005 4.560001200 368,086,241.0000 12,588,552.75 06/30/2014 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 9,540,331.91 06/30/2014 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,954,804.11 06/30/2014 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 130,028.43 06/30/2014 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 278,559.07 06/30/2014 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 133,209.04 06/30/2014 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 143,776.84 06/30/2014 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 165,835.84 06/30/2014 12X4215 1215201 09/30/2047 02005 4.560001200 29,000.0000 991.80 06/30/2014 12X4215 1215201 09/30/2039 02006 4.870000800 530,250,395.0000 19,367,398.86 06/30/2014 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 8,389,136.43 06/30/2014 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 481,034.33 06/30/2014 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,740,595.51 06/30/2014 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 150,775.22 06/30/2014 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 187,154.13 06/30/2014 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 182,551.98 06/30/2014 12X4215 1215201 09/30/2040 02007 4.790001600 677,493,953.0000 24,338,978.39 06/30/2014 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 5,972,209.92 06/30/2014 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 1,696,307.22 06/30/2014 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 164,536.55 06/30/2014 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 969.98 06/30/2014 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 188,642.24 06/30/2014 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 206,496.97 06/30/2014 12X4215 1215201 09/30/2047 02007 4.790001600 23,000.0000 826.28 06/30/2014 12X4215 1215201 09/30/2041 02008 4.230000000 694,809,716.0000 22,042,838.24 06/30/2014 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 6,396,432.47 06/30/2014 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 634,341.38 06/30/2014 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 9,073.35 06/30/2014 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 144,094.95 06/30/2014 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 149,995.80 06/30/2014 12X4215 1215201 09/30/2047 02008 4.230000000 13,000.0000 412.43 06/30/2014 12X4215 1215201 09/30/2042 02009 3.629998800 954,350,337.0000 25,982,179.34 06/30/2014 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 7,468,659.01 06/30/2014 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 644,333.86 06/30/2014 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 89,488.55 06/30/2014 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 99,834.04 06/30/2014 12X4215 1215201 09/30/2043 02010 3.819999600 1,502,170,183.0000 43,037,171.24 06/30/2014 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 9,215,729.94 06/30/2014 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 287,903.82 06/30/2014 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 130,959.14 06/30/2014 12X4215 1215201 09/30/2047 02010 3.819999600 1,006,000.0000 28,821.90 06/30/2014 12X4215 1215201 09/30/2044 02011 3.470000400 793,260,844.0000 20,644,615.84 06/30/2014 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 4,434,324.19 06/30/2014 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 556,778.91 06/30/2014 12X4215 1215201 09/30/2047 02011 3.470000400 185,000.0000 4,814.63 06/30/2014 12X4215 1215201 09/30/2045 02012 2.440000800 705,349,000.0000 12,907,890.93 06/30/2014 12X4215 1215201 09/30/2046 02012 2.440000800 112,987,000.0000 2,067,662.78 06/30/2014 12X4215 1215201 09/30/2047 02012 2.440000800 5,135,000.0000 93,970.53 06/30/2014 12X4215 1215201 09/30/2046 02013 2.739999600 545,715,000.0000 11,214,441.61 06/30/2014 12X4215 1215201 09/30/2047 02013 2.739999600 180,885,000.0000 3,717,186.21 06/30/2014 12X4215 1215201 09/30/2047 02014 2.739999600 345,740,000.0000 7,104,955.96 06/30/2014 ------------------------ ---------------------- 13,918,504,905.0000 461,654,724.79 202 SUB-COHORT 12X4215 1215202 09/30/2033 01992 7.490001600 36,000.0000 2,022.30 06/30/2014 12X4215 1215202 09/30/2034 01992 7.490001600 30,000.0000 1,685.25 06/30/2014 12X4215 1215202 09/30/2029 01993 6.660000000 54,329.0000 2,713.73 06/30/2014 12X4215 1215202 09/30/2032 01993 6.660000000 4,000.0000 199.80 06/30/2014 12X4215 1215202 09/30/2033 01993 6.660000000 7,000.0000 349.65 06/30/2014 12X4215 1215202 09/30/2029 01994 6.819998400 411,101.0000 21,027.81 06/30/2014 12X4215 1215202 09/30/2032 01994 6.819998400 3,000.0000 153.45 06/30/2014 12X4215 1215202 09/30/2033 01994 6.819998400 1,000.0000 51.15 06/30/2014 12X4215 1215202 09/30/2029 01995 7.189999200 699,563.0000 37,723.93 06/30/2014 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 13,157.70 06/30/2014 12X4215 1215202 09/30/2032 01995 7.189999200 7,000.0000 377.47 06/30/2014 12X4215 1215202 09/30/2033 01995 7.189999200 14,000.0000 754.95 06/30/2014 12X4215 1215202 09/30/2029 01996 6.649999200 1,138,342.0000 56,774.80 06/30/2014 12X4215 1215202 09/30/2032 01996 6.649999200 8,000.0000 399.00 06/30/2014 12X4215 1215202 09/30/2033 01996 6.649999200 7,000.0000 349.12 06/30/2014 12X4215 1215202 09/30/2029 01997 6.670000800 1,561,400.0000 78,109.04 06/30/2014 12X4215 1215202 09/30/2032 01997 6.670000800 16,578.0000 829.31 06/30/2014 12X4215 1215202 09/30/2033 01997 6.670000800 5,000.0000 250.13 06/30/2014 12X4215 1215202 09/30/2026 01998 5.829998400 796,913.0000 34,845.01 06/30/2014 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 59,028.73 06/30/2014 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 480.97 06/30/2014 12X4215 1215202 09/30/2032 01998 5.829998400 11,000.0000 480.97 06/30/2014 12X4215 1215202 09/30/2033 01998 5.829998400 5,000.0000 218.62 06/30/2014 12X4215 1215202 09/30/2026 01999 5.789998800 1,001,617.0000 43,495.21 06/30/2014 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 303.97 06/30/2014 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 58,623.74 06/30/2014 12X4215 1215202 09/30/2032 01999 5.789998800 21,000.0000 911.92 06/30/2014 12X4215 1215202 09/30/2033 01999 5.789998800 19,000.0000 825.07 06/30/2014 12X4215 1215202 09/30/2026 02000 6.239998800 1,530,383.0000 71,621.91 06/30/2014 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 14,040.00 06/30/2014 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 65,519.99 06/30/2014 12X4215 1215202 09/30/2032 02000 6.239998800 20,000.0000 936.00 06/30/2014 12X4215 1215202 09/30/2033 02000 6.239998800 22,000.0000 1,029.60 06/30/2014 12X4215 1215202 09/30/2022 02001 5.169999600 134,936.0000 5,232.14 06/30/2014 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 35,673.00 06/30/2014 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 829.78 06/30/2014 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 61,264.50 06/30/2014 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 15,510.00 06/30/2014 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 63,978.75 06/30/2014 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 1,279.57 06/30/2014 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 775.50 06/30/2014 12X4215 1215202 09/30/2024 02002 4.770000000 1,573,579.0000 56,294.79 06/30/2014 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 211.07 06/30/2014 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 60,724.49 06/30/2014 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 17,887.50 06/30/2014 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 85,860.00 06/30/2014 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 679.73 06/30/2014 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 321.98 06/30/2014 12X4215 1215202 09/30/2024 02003 4.110001200 3,233,968.0000 99,687.09 06/30/2014 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 20,652.76 06/30/2014 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 21,669.98 06/30/2014 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 15,412.50 06/30/2014 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 73,980.02 06/30/2014 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 585.68 06/30/2014 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 369.90 06/30/2014 12X4215 1215202 09/30/2024 02004 4.309999200 719,311.0000 23,251.72 06/30/2014 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 115,076.98 06/30/2014 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 32,518.94 06/30/2014 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 16,162.50 06/30/2014 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 105,056.23 06/30/2014 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 161.62 06/30/2014 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 549.52 06/30/2014 12X4215 1215202 09/30/2025 02005 4.330000800 3,048,589.0000 99,002.95 06/30/2014 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 130,062.40 06/30/2014 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 25,103.18 06/30/2014 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 487.13 06/30/2014 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 115,286.27 06/30/2014 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 844.35 06/30/2014 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 519.60 06/30/2014 12X4215 1215202 09/30/2026 02006 4.820000400 3,510,509.0000 126,904.91 06/30/2014 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 112,101.16 06/30/2014 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 226,841.27 06/30/2014 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 542.25 06/30/2014 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 795.30 06/30/2014 12X4215 1215202 09/30/2027 02007 4.700001600 2,458,703.0000 86,669.31 06/30/2014 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 37,999.51 06/30/2014 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 403,224.89 06/30/2014 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 705.00 06/30/2014 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 599.25 06/30/2014 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 705.00 06/30/2014 12X4215 1215202 09/30/2028 02008 3.849998400 6,166,199.0000 178,048.92 06/30/2014 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 176,381.19 06/30/2014 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 65,401.85 06/30/2014 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 13,773.37 06/30/2014 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 577.50 06/30/2014 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 490.87 06/30/2014 12X4215 1215202 09/30/2029 02009 3.110000400 9,446,859.0000 220,348.01 06/30/2014 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 93,206.71 06/30/2014 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 31,512.08 06/30/2014 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 16,560.75 06/30/2014 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 303.23 06/30/2014 12X4215 1215202 09/30/2030 02010 3.269998800 13,253,401.0000 325,039.54 06/30/2014 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 75,929.37 06/30/2014 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 2,329.87 06/30/2014 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 735.75 06/30/2014 12X4215 1215202 09/30/2031 02011 2.840000400 11,304,000.0000 240,775.23 06/30/2014 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 81,929.57 06/30/2014 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 6,453.90 06/30/2014 12X4215 1215202 09/30/2034 02011 2.840000400 6,000.0000 127.80 06/30/2014 12X4215 1215202 09/30/2032 02012 3.129998400 6,550,000.0000 153,761.17 06/30/2014 12X4215 1215202 09/30/2033 02012 3.129998400 438,000.0000 10,282.04 06/30/2014 12X4215 1215202 09/30/2034 02012 2.840000400 6,000.0000 127.80 06/30/2014 12X4215 1215202 09/30/2033 02013 3.129998400 9,435,000.0000 221,486.51 06/30/2014 12X4215 1215202 09/30/2034 02013 3.129998400 2,541,000.0000 59,649.94 06/30/2014 12X4215 1215202 09/30/2034 02014 3.129998400 5,984,000.0000 140,474.33 06/30/2014 ------------------------ ---------------------- 166,499,880.0000 4,985,049.57 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 18,560,082.0000 1,053,748.77 06/30/2014 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 111,449.34 06/30/2014 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 142,732.37 06/30/2014 12X4215 1215203 09/30/2046 01992 7.570000800 229,000.0000 13,001.48 06/30/2014 12X4215 1215203 09/30/2042 01993 6.660000000 20,641,130.0000 1,031,024.44 06/30/2014 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 10,989.00 06/30/2014 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 103,846.05 06/30/2014 12X4215 1215203 09/30/2045 01993 6.660000000 693,000.0000 34,615.35 06/30/2014 12X4215 1215203 09/30/2046 01993 6.660000000 207,000.0000 10,339.65 06/30/2014 12X4215 1215203 09/30/2042 01994 6.789999600 19,147,797.0000 975,101.50 06/30/2014 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 10,083.15 06/30/2014 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 916.65 06/30/2014 12X4215 1215203 09/30/2045 01994 6.789999600 656,000.0000 33,406.80 06/30/2014 12X4215 1215203 09/30/2046 01994 6.789999600 244,000.0000 12,425.70 06/30/2014 12X4215 1215203 09/30/2043 01997 6.660000000 3,632,565.0000 181,446.62 06/30/2014 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 9,390.60 06/30/2014 12X4215 1215203 09/30/2045 01997 6.660000000 86,000.0000 4,295.70 06/30/2014 12X4215 1215203 09/30/2046 01997 6.660000000 35,000.0000 1,748.25 06/30/2014 12X4215 1215203 09/30/2032 01998 5.979999600 733,159.0000 32,882.18 06/30/2014 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 121.09 06/30/2014 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 181,642.49 06/30/2014 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 269.10 06/30/2014 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 5,695.95 06/30/2014 12X4215 1215203 09/30/2045 01998 5.979999600 118,000.0000 5,292.30 06/30/2014 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 1,794.00 06/30/2014 12X4215 1215203 09/30/2042 01999 5.810000400 2,998,933.0000 130,678.51 06/30/2014 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 29,369.55 06/30/2014 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,481.55 06/30/2014 12X4215 1215203 09/30/2045 01999 5.810000400 18,000.0000 784.35 06/30/2014 12X4215 1215203 09/30/2046 01999 5.810000400 15,000.0000 653.63 06/30/2014 12X4215 1215203 09/30/2033 02000 6.350000400 1,534,263.0000 73,069.28 06/30/2014 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 29,860.88 06/30/2014 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 5,619.75 06/30/2014 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,333.63 06/30/2014 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 809.63 06/30/2014 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 333.38 06/30/2014 12X4215 1215203 09/30/2042 02001 4.730000400 172,299.0000 6,112.31 06/30/2014 12X4215 1215203 09/30/2046 02001 4.730000400 1,000.0000 35.48 06/30/2014 12X4215 1215203 09/30/2042 02002 4.939999200 185,992.0000 6,891.00 06/30/2014 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,482.00 06/30/2014 12X4215 1215203 09/30/2045 02002 4.939999200 11,000.0000 407.55 06/30/2014 12X4215 1215203 09/30/2046 02002 4.939999200 20,000.0000 741.00 06/30/2014 12X4215 1215203 09/30/2036 02003 4.100000400 65,822.0000 2,024.03 06/30/2014 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,228.75 06/30/2014 12X4215 1215203 09/30/2045 02003 4.100000400 3,000.0000 92.25 06/30/2014 12X4215 1215203 09/30/2046 02003 4.100000400 5,000.0000 153.75 06/30/2014 12X4215 1215203 09/30/2037 02004 3.949999200 150,279.0000 4,452.01 06/30/2014 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,133.00 06/30/2014 12X4215 1215203 09/30/2045 02004 3.949999200 3,000.0000 88.87 06/30/2014 12X4215 1215203 09/30/2046 02004 3.949999200 1,000.0000 29.62 06/30/2014 12X4215 1215203 09/30/2038 02005 3.880000800 25,450.0000 740.60 06/30/2014 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 6,402.00 06/30/2014 12X4215 1215203 09/30/2046 02005 3.880000800 5,000.0000 145.50 06/30/2014 12X4215 1215203 09/30/2039 02006 4.839998400 115,583.0000 4,195.66 06/30/2014 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,996.50 06/30/2014 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 181.50 06/30/2014 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 363.00 06/30/2014 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 36.30 06/30/2014 12X4215 1215203 09/30/2040 02007 4.880001600 24,991.0000 914.67 06/30/2014 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,354.20 06/30/2014 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 336.72 06/30/2014 12X4215 1215203 09/30/2041 02008 3.489998400 122,355.0000 3,202.64 06/30/2014 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,099.35 06/30/2014 12X4215 1215203 09/30/2045 02008 3.489998400 2,000.0000 52.35 06/30/2014 12X4215 1215203 09/30/2042 02009 3.089998800 310,456.0000 7,194.82 06/30/2014 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 2,957.13 06/30/2014 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 2,702.20 06/30/2014 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 533.02 06/30/2014 12X4215 1215203 09/30/2043 02010 3.610000800 1,091,221.0000 29,544.82 06/30/2014 12X4215 1215203 09/30/2045 02010 3.610000800 12,000.0000 324.90 06/30/2014 12X4215 1215203 09/30/2046 02010 3.610000800 1,000.0000 27.08 06/30/2014 12X4215 1215203 09/30/2044 02011 3.300001200 710,109.0000 17,575.20 06/30/2014 12X4215 1215203 09/30/2045 02011 3.300001200 5,532.0000 136.92 06/30/2014 12X4215 1215203 09/30/2046 02011 3.300001200 38,000.0000 940.50 06/30/2014 12X4215 1215203 09/30/2045 02012 2.149999200 1,119,000.0000 18,043.87 06/30/2014 12X4215 1215203 09/30/2046 02012 2.149999200 26,000.0000 419.25 06/30/2014 12X4215 1215203 09/30/2046 02013 2.149999200 796,000.0000 12,835.50 06/30/2014 12X4215 1215203 09/30/2047 02014 2.149999200 402,000.0000 6,482.25 06/30/2014 ------------------------ ---------------------- 88,769,118.0000 4,391,862.74 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 54,648.0000 2,836.23 06/30/2014 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 93,419.99 06/30/2014 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 83,039.99 06/30/2014 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,024.10 06/30/2014 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 18,684.00 06/30/2014 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 40,533.90 06/30/2014 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 2,646.90 06/30/2014 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 103.80 06/30/2014 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 51.90 06/30/2014 12X4215 1215206 09/30/2029 01993 7.049998800 686,889.0000 36,319.25 06/30/2014 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2014 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 25,803.00 06/30/2014 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2014 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,110.37 06/30/2014 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 102,524.61 06/30/2014 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 1,004.62 06/30/2014 12X4215 1215206 09/30/2043 01994 6.990001200 5,027,680.0000 263,576.17 06/30/2014 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 3,722.18 06/30/2014 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 2,359.13 06/30/2014 12X4215 1215206 09/30/2030 01995 6.950001600 1,942,459.0000 101,250.70 06/30/2014 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 62,550.01 06/30/2014 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 16,158.75 06/30/2014 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 10,164.38 06/30/2014 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 83,400.02 06/30/2014 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 2,814.75 06/30/2014 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 104.25 06/30/2014 12X4215 1215206 09/30/2032 01996 6.419998800 1,793,401.0000 86,352.24 06/30/2014 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,407.50 06/30/2014 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 19,260.00 06/30/2014 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 21,041.55 06/30/2014 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 122,782.48 06/30/2014 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 24,556.50 06/30/2014 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 1,877.85 06/30/2014 12X4215 1215206 09/30/2031 01997 6.040000800 1,234,201.0000 55,909.31 06/30/2014 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 45,300.01 06/30/2014 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 31,710.00 06/30/2014 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 18,120.00 06/30/2014 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 14,360.10 06/30/2014 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 95,130.01 06/30/2014 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 22,559.40 06/30/2014 12X4215 1215206 09/30/2032 01998 5.979999600 618,600.0000 27,744.21 06/30/2014 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 35,880.00 06/30/2014 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 44,850.00 06/30/2014 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 11,526.45 06/30/2014 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 37,090.95 06/30/2014 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 31,664.10 06/30/2014 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 35,072.70 06/30/2014 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 35,745.45 06/30/2014 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 195.95 06/30/2014 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 134.55 06/30/2014 12X4215 1215206 09/30/2035 01999 5.690001600 1,568,635.0000 66,941.52 06/30/2014 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 42,675.01 06/30/2014 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 145,095.04 06/30/2014 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 32,219.63 06/30/2014 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 17,070.00 06/30/2014 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 53,343.77 06/30/2014 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 2,176.43 06/30/2014 12X4215 1215206 09/30/2035 02000 5.349999600 1,693,176.0000 67,938.68 06/30/2014 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 148,462.49 06/30/2014 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 104,966.99 06/30/2014 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 25,198.50 06/30/2014 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 83,098.87 06/30/2014 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 98,306.24 06/30/2014 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 160.50 06/30/2014 12X4215 1215206 09/30/2037 02001 4.939999200 4,651,610.0000 172,342.12 06/30/2014 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 101,813.38 06/30/2014 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 59,020.64 06/30/2014 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 14,375.40 06/30/2014 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 5,483.40 06/30/2014 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 121,783.33 06/30/2014 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 50,758.49 06/30/2014 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 27,713.40 06/30/2014 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 2,889.90 06/30/2014 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 33,530.24 06/30/2014 12X4215 1215206 09/30/2037 02002 4.650001200 481,690.0000 16,798.94 06/30/2014 12X4215 1215206 09/30/2038 02002 4.650001200 7,200,000.0000 251,100.06 06/30/2014 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 54,823.51 06/30/2014 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 63,193.52 06/30/2014 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 3,661.88 06/30/2014 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 102,881.28 06/30/2014 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 32,852.26 06/30/2014 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 52,207.89 06/30/2014 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 51,126.76 06/30/2014 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 30,376.13 06/30/2014 12X4215 1215206 09/30/2039 02003 4.410000000 3,098,241.0000 102,474.32 06/30/2014 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 35,886.38 06/30/2014 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 184,889.25 06/30/2014 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 244,926.99 06/30/2014 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 34,265.70 06/30/2014 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 91,287.00 06/30/2014 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 32,578.88 06/30/2014 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 85,002.75 06/30/2014 12X4215 1215206 09/30/2039 02004 4.550000400 267,796.0000 9,138.54 06/30/2014 12X4215 1215206 09/30/2040 02004 4.550000400 6,584,000.0000 224,679.02 06/30/2014 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 39,755.63 06/30/2014 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 172,092.39 06/30/2014 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 38,424.75 06/30/2014 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 8,974.88 06/30/2014 12X4215 1215206 09/30/2040 02005 4.560001200 3,106,819.0000 106,253.24 06/30/2014 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 155,062.84 06/30/2014 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 103,728.63 06/30/2014 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 66,690.02 06/30/2014 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 20,862.01 06/30/2014 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 15,082.20 06/30/2014 12X4215 1215206 09/30/2041 02006 4.659998400 390,189.0000 13,637.10 06/30/2014 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 51,795.88 06/30/2014 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 96,566.82 06/30/2014 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 27,260.99 06/30/2014 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 26,492.09 06/30/2014 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 73,499.82 06/30/2014 12X4215 1215206 09/30/2047 02006 4.659998400 99,000.0000 3,460.05 06/30/2014 12X4215 1215206 09/30/2042 02007 4.700001600 307,854.0000 10,851.86 06/30/2014 12X4215 1215206 09/30/2043 02007 4.700001600 7,216,000.0000 254,364.09 06/30/2014 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 153,221.23 06/30/2014 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 49,244.27 06/30/2014 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 54,108.77 06/30/2014 12X4215 1215206 09/30/2047 02007 4.700001600 1,156,000.0000 40,749.01 06/30/2014 12X4215 1215206 09/30/2044 02008 3.319999200 6,461,825.0000 160,899.40 06/30/2014 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 148,503.56 06/30/2014 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 63,968.08 06/30/2014 12X4215 1215206 09/30/2045 02009 3.170001600 3,448,617.0000 81,990.91 06/30/2014 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 304,058.63 06/30/2014 12X4215 1215206 09/30/2047 02009 3.170001600 6,000.0000 142.65 06/30/2014 12X4215 1215206 09/30/2043 02010 3.120001200 1,056,030.0000 24,711.11 06/30/2014 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 14,531.41 06/30/2014 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 99,567.04 06/30/2014 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 9,289.80 06/30/2014 12X4215 1215206 09/30/2046 02011 4.430001600 6,307,715.0000 209,573.91 06/30/2014 12X4215 1215206 09/30/2047 02011 4.430001600 2,239,000.0000 74,390.80 06/30/2014 12X4215 1215206 09/30/2045 02012 3.909999600 564,000.0000 16,539.30 06/30/2014 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 17,888.25 06/30/2014 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 15,913.65 06/30/2014 12X4215 1215206 09/30/2047 02013 3.830000400 410,000.0000 11,777.25 06/30/2014 12X4215 1215206 09/30/2047 02014 3.830000400 94,000.0000 2,700.15 06/30/2014 ------------------------ ---------------------- 220,446,344.0000 7,935,088.79 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 6,450,268.0000 320,255.83 06/30/2014 12X4215 1215207 09/30/2044 01992 6.620000400 78,100,000.0000 3,877,665.23 06/30/2014 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 148,950.01 06/30/2014 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 1,539,150.09 06/30/2014 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 642,719.29 06/30/2014 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 496,500.03 06/30/2014 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 6,057.30 06/30/2014 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 62,062.50 06/30/2014 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 481,605.03 06/30/2014 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 130,480.21 06/30/2014 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 1,370,737.28 06/30/2014 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 429,671.13 06/30/2014 12X4215 1215207 09/30/2044 01993 6.890000400 37,565,745.0000 1,941,209.99 06/30/2014 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,790,450.16 06/30/2014 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,756,950.10 06/30/2014 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 646,609.31 06/30/2014 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 475,410.03 06/30/2014 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 534,577.91 06/30/2014 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 245,456.26 06/30/2014 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 178,898.86 06/30/2014 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 59,943.00 06/30/2014 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 405,442.07 06/30/2014 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 1,021,821.51 06/30/2014 12X4215 1215207 09/30/2045 01994 7.089998400 2,500,000.0000 132,937.47 06/30/2014 12X4215 1215207 09/30/2046 01994 7.089998400 46,595,590.0000 2,477,719.94 06/30/2014 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,542,074.65 06/30/2014 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 877,919.05 06/30/2014 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 508,884.64 06/30/2014 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 648,734.85 06/30/2014 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 672,716.77 06/30/2014 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 404,129.91 06/30/2014 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 137,670.04 06/30/2014 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 40,147.12 06/30/2014 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 681,331.12 06/30/2014 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 917,268.54 06/30/2014 12X4215 1215207 09/30/2046 01995 6.710000400 32,833,362.0000 1,652,339.04 06/30/2014 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 100,650.01 06/30/2014 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 50,325.00 06/30/2014 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 704,550.04 06/30/2014 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 53,797.43 06/30/2014 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 336,925.90 06/30/2014 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 110,715.01 06/30/2014 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,170.48 06/30/2014 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 45,342.83 06/30/2014 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 165,971.86 06/30/2014 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 25,615.43 06/30/2014 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 94,409.71 06/30/2014 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 37,441.80 06/30/2014 12X4215 1215207 09/30/2047 01996 6.459998400 139,969.0000 6,781.50 06/30/2014 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,405,049.65 06/30/2014 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 436,049.89 06/30/2014 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 32,345.21 06/30/2014 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 248,160.84 06/30/2014 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 179,264.96 06/30/2014 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 920.55 06/30/2014 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,955.45 06/30/2014 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 283,480.88 06/30/2014 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 7,848.90 06/30/2014 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 16,618.35 06/30/2014 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 8,866.35 06/30/2014 12X4215 1215207 09/30/2048 01997 5.950000800 12,702,717.0000 566,858.82 06/30/2014 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 758,625.10 06/30/2014 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2014 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2014 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 624,750.08 06/30/2014 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 69,503.45 06/30/2014 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 232,719.41 06/30/2014 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 160,650.02 06/30/2014 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 29,050.88 06/30/2014 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 27,042.75 06/30/2014 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 15,529.50 06/30/2014 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 42,973.88 06/30/2014 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 58,503.38 06/30/2014 12X4215 1215207 09/30/2049 01998 5.950000800 22,175,555.0000 989,584.27 06/30/2014 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 847,875.11 06/30/2014 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 133,875.02 06/30/2014 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 267,750.04 06/30/2014 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 580,125.08 06/30/2014 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 104,511.76 06/30/2014 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 26,373.38 06/30/2014 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 200,812.53 06/30/2014 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 32,799.38 06/30/2014 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 55,781.26 06/30/2014 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 264,313.91 06/30/2014 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 42,349.13 06/30/2014 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 104,958.01 06/30/2014 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 68,142.38 06/30/2014 12X4215 1215207 09/30/2064 01998 5.950000800 33,000.0000 1,472.63 06/30/2014 12X4215 1215207 09/30/2050 01999 5.839999200 22,309,952.0000 977,175.76 06/30/2014 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 569,399.92 06/30/2014 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 350,399.95 06/30/2014 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 183,959.97 06/30/2014 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 126,941.14 06/30/2014 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 63,728.99 06/30/2014 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 176,207.38 06/30/2014 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 67,714.79 06/30/2014 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 94,345.19 06/30/2014 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 62,590.19 06/30/2014 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 40,339.79 06/30/2014 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 55,801.19 06/30/2014 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 28,251.00 06/30/2014 12X4215 1215207 09/30/2051 02000 5.649998400 11,874,508.0000 503,182.13 06/30/2014 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 1,016,999.71 06/30/2014 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 381,374.89 06/30/2014 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 60,172.48 06/30/2014 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 116,700.72 06/30/2014 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 146,066.58 06/30/2014 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 44,620.86 06/30/2014 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 209,756.19 06/30/2014 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 43,264.86 06/30/2014 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 49,748.24 06/30/2014 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 82,758.35 06/30/2014 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 66,062.61 06/30/2014 12X4215 1215207 09/30/2052 02001 5.349999600 14,106,746.0000 566,033.14 06/30/2014 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,095,412.42 06/30/2014 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 239,506.11 06/30/2014 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 118,489.12 06/30/2014 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 105,508.68 06/30/2014 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 277,544.60 06/30/2014 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 71,462.62 06/30/2014 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 87,753.37 06/30/2014 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 71,021.24 06/30/2014 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 34,266.75 06/30/2014 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 71,261.99 06/30/2014 12X4215 1215207 09/30/2064 02001 5.349999600 23,000.0000 922.87 06/30/2014 12X4215 1215207 09/30/2053 02002 5.060001600 33,428,986.0000 1,268,630.42 06/30/2014 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 455,400.14 06/30/2014 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 177,036.81 06/30/2014 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 237,339.38 06/30/2014 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 181,818.51 06/30/2014 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 33,775.51 06/30/2014 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 195,025.11 06/30/2014 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 79,505.28 06/30/2014 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 54,572.12 06/30/2014 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 15,066.15 06/30/2014 12X4215 1215207 09/30/2064 02002 5.060001600 7,000.0000 265.65 06/30/2014 12X4215 1215207 09/30/2053 02003 4.910000400 14,659,624.0000 539,840.70 06/30/2014 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 655,485.05 06/30/2014 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 349,763.88 06/30/2014 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 133,527.46 06/30/2014 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 118,871.11 06/30/2014 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 285,614.72 06/30/2014 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 261,752.12 06/30/2014 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 33,510.75 06/30/2014 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 48,866.78 06/30/2014 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 62,749.81 06/30/2014 12X4215 1215207 09/30/2055 02004 4.830001200 10,841,304.0000 392,726.33 06/30/2014 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 615,644.03 06/30/2014 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 554,133.96 06/30/2014 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 137,437.68 06/30/2014 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 240,212.06 06/30/2014 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 99,981.02 06/30/2014 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 56,728.36 06/30/2014 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 204,743.75 06/30/2014 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 146,385.26 06/30/2014 12X4215 1215207 09/30/2064 02004 4.830001200 1,073,000.0000 38,869.43 06/30/2014 12X4215 1215207 09/30/2056 02005 4.719999600 9,658,780.0000 341,920.78 06/30/2014 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 502,892.36 06/30/2014 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 490,502.36 06/30/2014 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 244,755.58 06/30/2014 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 111,793.19 06/30/2014 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 37,771.80 06/30/2014 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 111,863.99 06/30/2014 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 145,777.19 06/30/2014 12X4215 1215207 09/30/2064 02005 4.719999600 539,000.0000 19,080.60 06/30/2014 12X4215 1215207 09/30/2057 02006 4.479998400 6,161,227.0000 207,017.15 06/30/2014 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 449,836.64 06/30/2014 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 446,465.92 06/30/2014 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 290,236.70 06/30/2014 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 373,833.47 06/30/2014 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 91,929.57 06/30/2014 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 100,598.36 06/30/2014 12X4215 1215207 09/30/2064 02006 4.479998400 501,000.0000 16,833.59 06/30/2014 12X4215 1215207 09/30/2058 02007 4.209998400 11,527,110.0000 363,968.36 06/30/2014 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 664,116.72 06/30/2014 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 336,778.82 06/30/2014 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 240,064.63 06/30/2014 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 101,829.34 06/30/2014 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 177,672.46 06/30/2014 12X4215 1215207 09/30/2064 02007 4.209998400 511,000.0000 16,134.82 06/30/2014 12X4215 1215207 09/30/2059 02008 3.980001600 9,724,972.0000 290,290.53 06/30/2014 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 402,557.26 06/30/2014 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 213,278.34 06/30/2014 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 178,831.42 06/30/2014 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 157,279.71 06/30/2014 12X4215 1215207 09/30/2064 02008 3.980001600 1,328,000.0000 39,640.82 06/30/2014 12X4215 1215207 09/30/2061 02009 3.780000000 9,591,027.0000 271,905.62 06/30/2014 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 194,084.10 06/30/2014 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 593,563.95 06/30/2014 12X4215 1215207 09/30/2064 02009 3.780000000 2,054,000.0000 58,230.90 06/30/2014 12X4215 1215207 09/30/2061 02010 3.309998400 7,823,630.0000 194,221.52 06/30/2014 12X4215 1215207 09/30/2062 02010 3.309998400 12,376,000.0000 307,234.05 06/30/2014 12X4215 1215207 09/30/2063 02010 3.309998400 20,200,000.0000 501,464.76 06/30/2014 12X4215 1215207 09/30/2064 02010 3.309998400 3,171,000.0000 78,720.04 06/30/2014 12X4215 1215207 09/30/2061 02011 4.590000000 993,460.0000 34,199.86 06/30/2014 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 343,699.20 06/30/2014 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 320,014.80 06/30/2014 12X4215 1215207 09/30/2064 02011 4.590000000 5,165,000.0000 177,805.13 06/30/2014 12X4215 1215207 09/30/2063 02012 4.230000000 20,289,000.0000 643,668.53 06/30/2014 12X4215 1215207 09/30/2064 02012 4.230000000 5,170,000.0000 164,018.25 06/30/2014 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 86,588.69 06/30/2014 12X4215 1215207 09/30/2064 02013 4.179999600 4,206,000.0000 131,858.09 06/30/2014 ------------------------ ---------------------- 1,584,083,124.0000 68,208,790.58 208 SUB-COHORT 12X4215 1215208 09/30/2015 02006 3.800001600 323,505.0000 9,219.90 06/30/2014 12X4215 1215208 09/30/2016 02006 3.800001600 1,000.0000 28.50 06/30/2014 12X4215 1215208 09/30/2017 02007 1.000000800 733,000.0000 5,497.50 06/30/2014 12X4215 1215208 09/30/2015 02009 2.440000800 141,000.0000 2,580.30 06/30/2014 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 4,629.90 06/30/2014 12X4215 1215208 09/30/2015 02010 1.500001200 665,000.0000 7,481.26 06/30/2014 12X4215 1215208 09/30/2016 02010 1.500001200 23,000.0000 258.75 06/30/2014 12X4215 1215208 09/30/2017 02010 1.500001200 12,000.0000 135.00 06/30/2014 ------------------------ ---------------------- 2,151,505.0000 29,831.11 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 30,163.35 06/30/2014 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 3,782.93 06/30/2014 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 219.30 06/30/2014 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 23,760.85 06/30/2014 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 99,395.94 06/30/2014 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 8,377.88 06/30/2014 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,218.60 06/30/2014 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 50.78 06/30/2014 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 67,690.59 06/30/2014 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 5,115.83 06/30/2014 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 2,273.70 06/30/2014 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 103.35 06/30/2014 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 13,545.37 06/30/2014 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 4,969.38 06/30/2014 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 448.50 06/30/2014 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 1,166.10 06/30/2014 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 5,314.06 06/30/2014 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 83,921.10 06/30/2014 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 479.33 06/30/2014 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 43.58 06/30/2014 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 4,852.14 06/30/2014 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 405.45 06/30/2014 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 663.03 06/30/2014 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 71.55 06/30/2014 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 16,652.07 06/30/2014 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 5,151.69 06/30/2014 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,103.00 06/30/2014 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,050.37 06/30/2014 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 318.94 06/30/2014 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 29,427.30 06/30/2014 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 42.53 06/30/2014 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 23,820.77 06/30/2014 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 210.00 06/30/2014 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 17,220.00 06/30/2014 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 378.00 06/30/2014 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 42.00 06/30/2014 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 24,235.48 06/30/2014 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,837.50 06/30/2014 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 12,936.00 06/30/2014 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 4,079.25 06/30/2014 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 404.25 06/30/2014 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 5,324.55 06/30/2014 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 389.25 06/30/2014 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,503.25 06/30/2014 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 19,297.55 06/30/2014 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 5,947.20 06/30/2014 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,310.40 06/30/2014 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 21,276.01 06/30/2014 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,180.95 06/30/2014 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 513.45 06/30/2014 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 1,100.25 06/30/2014 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 29,261.26 06/30/2014 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,430.45 06/30/2014 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,325.70 06/30/2014 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 184.13 06/30/2014 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 36.83 06/30/2014 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 28,048.32 06/30/2014 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,225.58 06/30/2014 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 628.50 06/30/2014 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 31.43 06/30/2014 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 25,478.45 06/30/2014 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,024.00 06/30/2014 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 22,650.98 06/30/2014 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 3,440.80 06/30/2014 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 95.18 06/30/2014 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 95.18 06/30/2014 ------------------------ ---------------------- 16,235,670.0000 681,741.49 212 SUB-COHORT 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 5,235.75 06/30/2014 12X4215 1215212 09/30/2015 02001 5.370001200 42,478.0000 1,710.80 06/30/2014 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 40.28 06/30/2014 12X4215 1215212 09/30/2014 02002 5.289998400 228,266.0000 9,056.45 06/30/2014 12X4215 1215212 09/30/2015 02002 5.289998400 3,000.0000 119.02 06/30/2014 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 79.35 06/30/2014 12X4215 1215212 09/30/2014 02003 4.250001600 107,028.0000 3,411.52 06/30/2014 12X4215 1215212 09/30/2015 02003 4.250001600 4,000.0000 127.50 06/30/2014 12X4215 1215212 09/30/2016 02003 4.250001600 3,000.0000 95.63 06/30/2014 ------------------------ ---------------------- 520,772.0000 19,876.30 401 SUB-COHORT 12X4215 1215401 09/30/2016 02006 3.409999200 247,000.0000 6,317.02 06/30/2014 12X4215 1215401 09/30/2015 02007 2.170000800 3,451.0000 56.17 06/30/2014 ------------------------ ---------------------- 250,451.0000 6,373.19 ======================== ====================== 15,997,461,769.0000 547,913,338.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2026 01992 06/25/2014 INT + 0.0000 1,108,437.55 491762 1215201 09/30/2027 01992 06/25/2014 INT + 0.0000 63,860.05 491764 1215201 09/30/2027 01993 06/25/2014 INT + 0.0000 953,576.66 491766 1215201 09/30/2027 01994 06/25/2014 INT + 0.0000 1,328,520.37 491768 1215201 09/30/2028 01995 06/25/2014 INT + 0.0000 833,164.40 491770 1215201 09/30/2029 01996 06/25/2014 INT + 0.0000 1,047,234.06 491772 1215201 09/30/2031 01997 06/25/2014 INT + 0.0000 675,604.38 491774 1215201 09/30/2031 01998 06/25/2014 INT + 0.0000 984,053.72 491776 1215201 09/30/2032 01999 06/25/2014 INT + 0.0000 444,319.97 491778 1215201 09/30/2033 01999 06/25/2014 INT + 0.0000 556,678.42 491780 1215201 09/30/2033 02000 06/25/2014 INT + 0.0000 1,343,314.10 491782 1215201 09/30/2034 02000 06/25/2014 INT + 0.0000 74,721.68 491784 1215201 09/30/2034 02001 06/25/2014 INT + 0.0000 1,216,699.63 491786 1215201 09/30/2035 02002 06/25/2014 INT + 0.0000 1,224,391.25 491788 1215201 09/30/2036 02003 06/25/2014 INT + 0.0000 1,163,655.00 491790 1215201 09/30/2037 02004 06/25/2014 INT + 0.0000 1,665,975.51 491792 1215201 09/30/2038 02005 06/25/2014 INT + 0.0000 1,414,877.17 491794 1215201 09/30/2039 02006 06/25/2014 INT + 0.0000 1,710,222.53 491796 1215201 09/30/2040 02007 06/25/2014 INT + 0.0000 1,614,493.99 491798 1215201 09/30/2041 02008 06/25/2014 INT + 0.0000 1,250,409.15 491800 1215201 09/30/2042 02009 06/25/2014 INT + 0.0000 984,237.87 491802 1215201 09/30/2043 02010 06/25/2014 INT + 0.0000 1,205,744.67 491804 1215201 09/30/2044 02011 06/25/2014 INT + 0.0000 351,927.44 491806 1215201 09/30/2045 02012 06/25/2014 INT + 0.0000 482,827.36 491808 1215201 09/30/2046 02013 06/25/2014 INT + 0.0000 694,781.70 491810 1215202 09/30/2022 02001 06/27/2014 INT + 0.0000 31,381.90 491822 1215202 09/30/2023 02002 06/27/2014 INT + 0.0000 22,218.16 491824 1215202 09/30/2024 02002 06/27/2014 INT + 0.0000 6,878.84 491826 1215202 09/30/2024 02003 06/27/2014 INT + 0.0000 27,578.11 491828 1215202 09/30/2024 02004 06/27/2014 INT + 0.0000 35,385.09 491830 1215202 09/30/2025 02005 06/27/2014 INT + 0.0000 44,577.36 491832 1215202 09/30/2026 01998 06/27/2014 INT + 0.0000 18,860.04 491816 1215202 09/30/2026 01999 06/27/2014 INT + 0.0000 20,062.35 491818 1215202 09/30/2026 02000 06/27/2014 INT + 0.0000 24,429.60 491820 1215202 09/30/2026 02006 06/27/2014 INT + 0.0000 47,091.40 491834 1215202 09/30/2027 02007 06/27/2014 INT + 0.0000 50,172.52 491836 1215202 09/30/2028 02008 06/27/2014 INT + 0.0000 34,341.99 491838 1215202 09/30/2029 01996 06/27/2014 INT + 0.0000 18,620.00 491812 1215202 09/30/2029 01997 06/27/2014 INT + 0.0000 19,876.60 491814 1215202 09/30/2029 02009 06/27/2014 INT + 0.0000 29,062.95 491840 1215202 09/30/2030 02010 06/27/2014 INT + 0.0000 28,399.94 491842 1215202 09/30/2031 02011 06/27/2014 INT + 0.0000 23,486.80 491844 1215202 09/30/2032 02012 06/27/2014 INT + 0.0000 18,873.89 491846 1215203 09/30/2042 01992 06/27/2014 INT + 0.0000 150,453.77 491848 1215203 09/30/2042 01993 06/27/2014 INT + 0.0000 93,539.70 491850 1215203 09/30/2042 01994 06/27/2014 INT + 0.0000 76,285.65 491852 1215203 09/30/2042 01999 06/27/2014 INT + 0.0000 14,960.75 491854 1215206 09/30/2032 01998 04/10/2014 INT + 0.0000 16,116.10 491694 1215206 09/30/2039 02003 04/10/2014 INT + 0.0000 22,005.90 491696 1215206 09/30/2039 02004 04/10/2014 INT + 0.0000 11,534.25 491698 1215206 09/30/2041 02006 04/10/2014 INT + 0.0000 14,911.99 491700 1215206 09/30/2043 02008 04/10/2014 INT + 0.0000 2,752.69 491702 1215206 09/30/2043 02008 04/10/2014 INT + 0.0000 1,120.50 491704 1215206 09/30/2043 02009 04/10/2014 INT + 0.0000 22,705.41 491708 1215206 09/30/2044 02008 04/10/2014 INT + 0.0000 5,738.20 491706 1215206 09/30/2044 02009 04/10/2014 INT + 0.0000 55,047.08 491710 1215206 09/30/2044 02009 04/10/2014 INT + 0.0000 3,647.09 491712 1215206 09/30/2044 02011 04/10/2014 INT + 0.0000 10,094.09 491716 1215206 09/30/2045 02009 04/10/2014 INT + 0.0000 35,731.99 491714 1215206 09/30/2045 02011 04/10/2014 INT + 0.0000 86,451.48 491718 1215206 09/30/2046 02011 04/10/2014 INT + 0.0000 95,184.90 491720 1215207 09/30/2043 01992 04/10/2014 INT + 0.0000 416,861.43 491629 1215207 09/30/2044 01993 04/10/2014 INT + 0.0000 635,774.79 491631 1215207 09/30/2045 01994 04/10/2014 INT + 0.0000 21,929.01 491633 1215207 09/30/2046 01994 04/10/2014 INT + 0.0000 616,986.20 491635 1215207 09/30/2046 01995 04/10/2014 INT + 0.0000 54,430.28 491637 1215207 09/30/2047 01996 04/10/2014 INT + 0.0000 52,067.59 491639 1215207 09/30/2048 01997 04/10/2014 INT + 0.0000 48,998.26 491641 1215207 09/30/2052 02001 04/10/2014 INT + 0.0000 36,540.50 491643 1215207 09/30/2053 02003 04/10/2014 INT + 0.0000 37,242.35 491645 1215207 09/30/2055 02004 04/10/2014 INT + 0.0000 22,387.06 491647 1215207 09/30/2056 02005 04/10/2014 INT + 0.0000 33,346.80 491649 1215207 09/30/2057 02006 04/10/2014 INT + 0.0000 16,598.39 491651 1215207 09/30/2057 02007 04/10/2014 INT + 0.0000 20,294.51 491653 1215207 09/30/2058 02007 04/10/2014 INT + 0.0000 2,439.48 491655 1215207 09/30/2060 02009 04/10/2014 INT + 0.0000 143,205.81 491657 1215207 09/30/2060 02010 04/10/2014 INT + 0.0000 51,754.80 491661 1215207 09/30/2060 02010 04/10/2014 INT + 0.0000 1,199.87 491663 1215207 09/30/2061 02009 04/10/2014 INT + 0.0000 66,092.79 491659 1215207 09/30/2061 02010 04/10/2014 INT + 0.0000 71,931.56 491665 1215207 09/30/2061 02011 04/10/2014 INT + 0.0000 26,140.05 491667 1215207 09/30/2062 02012 04/10/2014 INT + 0.0000 48,010.50 491669 1215207 09/30/2063 02012 04/10/2014 INT + 0.0000 70,154.55 491671 1215208 09/30/2014 02007 04/10/2014 INT + 0.0000 3,629.52 491682 1215208 09/30/2014 02009 04/10/2014 INT + 0.0000 14.92 491692 1215208 09/30/2015 02001 04/10/2014 INT + 0.0000 3,519.00 491678 1215208 09/30/2015 02007 04/10/2014 INT + 0.0000 4,420.00 491684 1215208 09/30/2015 02008 04/10/2014 INT + 0.0000 2,997.59 491688 1215208 09/30/2015 02008 04/10/2014 INT + 0.0000 93.60 491690 1215208 09/30/2016 02001 04/10/2014 INT + 0.0000 17.00 491680 1215208 09/30/2016 02007 04/10/2014 INT + 0.0000 775.00 491686 1215401 09/30/2014 02000 04/10/2014 INT + 0.0000 0.03 491674 1215401 09/30/2016 02005 04/10/2014 INT + 0.0000 3,601.90 491676 ------------------------ ---------------------- 0.0000 28,126,762.85 ======================== ====================== 0.0000 28,126,762.85