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 1,672,441.96 07/31/2014 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 830,141.84 07/31/2014 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 842,625.18 07/31/2014 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 537,594.86 07/31/2014 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 291,922.81 07/31/2014 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,710,217.03 07/31/2014 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,278,208.82 07/31/2014 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,754,488.14 07/31/2014 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 296,853.73 07/31/2014 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 103,986.19 07/31/2014 12X4215 1215201 09/30/2027 01993 6.670000800 99,936,074.0000 5,554,780.78 07/31/2014 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 540,764.76 07/31/2014 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,667,500.20 07/31/2014 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,400,700.17 07/31/2014 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,381,801.57 07/31/2014 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 280,807.03 07/31/2014 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 98,049.01 07/31/2014 12X4215 1215201 09/30/2027 01994 6.869998800 5,294,301.0000 303,098.68 07/31/2014 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 13,928,922.57 07/31/2014 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 629,749.89 07/31/2014 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 624,024.89 07/31/2014 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,576,249.55 07/31/2014 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 598,262.40 07/31/2014 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 121,656.23 07/31/2014 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 135,625.23 07/31/2014 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 122,285.98 07/31/2014 12X4215 1215201 09/30/2047 01994 6.869998800 10,000.0000 572.50 07/31/2014 12X4215 1215201 09/30/2028 01995 7.329999600 140,863,697.0000 8,604,423.69 07/31/2014 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 263,330.24 07/31/2014 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 305.42 07/31/2014 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,649,249.91 07/31/2014 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 284,037.48 07/31/2014 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,245,489.10 07/31/2014 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 82,096.00 07/31/2014 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 89,059.50 07/31/2014 12X4215 1215201 09/30/2029 01996 6.800000400 80,930,587.0000 4,586,066.87 07/31/2014 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 5,666,667.00 07/31/2014 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 232,333.35 07/31/2014 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 817,399.71 07/31/2014 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 1,609,333.43 07/31/2014 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 113,333.34 07/31/2014 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 90,326.67 07/31/2014 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 88,060.01 07/31/2014 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 190,456.68 07/31/2014 12X4215 1215201 09/30/2031 01997 6.670000800 113,974,410.0000 6,335,078.38 07/31/2014 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 305,708.37 07/31/2014 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 233,450.03 07/31/2014 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 353,899.13 07/31/2014 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 1,128,341.80 07/31/2014 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 2,834.75 07/31/2014 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 675,337.58 07/31/2014 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 62,308.92 07/31/2014 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 57,084.09 07/31/2014 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 119,782.10 07/31/2014 12X4215 1215201 09/30/2031 01998 5.929999200 3,450,097.0000 170,492.27 07/31/2014 12X4215 1215201 09/30/2032 01998 5.929999200 172,100,000.0000 8,504,607.19 07/31/2014 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 355,799.95 07/31/2014 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 1,013,041.53 07/31/2014 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 480,428.77 07/31/2014 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 1,354,016.48 07/31/2014 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 1,986,549.73 07/31/2014 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 79,758.49 07/31/2014 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 82,476.41 07/31/2014 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 95,176.49 07/31/2014 12X4215 1215201 09/30/2033 01999 5.950000800 180,288,123.0000 8,939,287.30 07/31/2014 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 446,250.06 07/31/2014 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,199,916.83 07/31/2014 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 519,806.94 07/31/2014 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,378,416.85 07/31/2014 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,124,646.12 07/31/2014 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 100,207.93 07/31/2014 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 111,860.02 07/31/2014 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 108,637.10 07/31/2014 12X4215 1215201 09/30/2034 02000 6.220000800 234,197,374.0000 12,139,232.11 07/31/2014 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 777,500.10 07/31/2014 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 155,500.02 07/31/2014 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 456,159.31 07/31/2014 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 1,850,450.24 07/31/2014 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 3,941,925.51 07/31/2014 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 119,372.18 07/31/2014 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 142,075.18 07/31/2014 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 211,739.19 07/31/2014 12X4215 1215201 09/30/2034 02001 5.289998400 51,643,024.0000 2,276,595.95 07/31/2014 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 10,403,663.52 07/31/2014 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 440,833.20 07/31/2014 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 581,899.82 07/31/2014 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 382,907.72 07/31/2014 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,666,349.50 07/31/2014 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,442,215.93 07/31/2014 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 113,823.13 07/31/2014 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 129,957.63 07/31/2014 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 144,372.87 07/31/2014 12X4215 1215201 09/30/2035 02002 4.870000800 70,754,273.0000 2,871,444.72 07/31/2014 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 9,455,918.22 07/31/2014 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 2,110,333.68 07/31/2014 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 1,881,041.87 07/31/2014 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 162.33 07/31/2014 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 1,469,116.91 07/31/2014 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 1,232,516.04 07/31/2014 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 415,329.90 07/31/2014 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 243.50 07/31/2014 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 126,985.27 07/31/2014 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 205,473.45 07/31/2014 12X4215 1215201 09/30/2036 02003 4.500000000 75,248,736.0000 2,821,827.60 07/31/2014 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 10,162,500.00 07/31/2014 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 4,333,387.50 07/31/2014 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 400,312.50 07/31/2014 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 968,662.50 07/31/2014 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 225,000.00 07/31/2014 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 746,250.00 07/31/2014 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 131,812.50 07/31/2014 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 119,062.50 07/31/2014 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 122,400.00 07/31/2014 12X4215 1215201 09/30/2037 02004 4.669999200 235,229,874.0000 9,154,361.03 07/31/2014 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 12,854,561.96 07/31/2014 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 677,655.80 07/31/2014 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,946,183.25 07/31/2014 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 146,054.22 07/31/2014 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,465,686.74 07/31/2014 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 172,478.64 07/31/2014 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 171,194.39 07/31/2014 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 172,867.80 07/31/2014 12X4215 1215201 09/30/2038 02005 4.560001200 368,086,241.0000 13,987,280.84 07/31/2014 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 10,600,368.79 07/31/2014 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 2,172,004.57 07/31/2014 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 144,476.04 07/31/2014 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 309,510.08 07/31/2014 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 148,010.04 07/31/2014 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 159,752.04 07/31/2014 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 184,262.05 07/31/2014 12X4215 1215201 09/30/2047 02005 4.560001200 29,000.0000 1,102.00 07/31/2014 12X4215 1215201 09/30/2039 02006 4.870000800 530,250,395.0000 21,519,332.07 07/31/2014 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 9,321,262.70 07/31/2014 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 534,482.59 07/31/2014 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,933,995.01 07/31/2014 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 167,528.03 07/31/2014 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 207,949.03 07/31/2014 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 202,835.53 07/31/2014 12X4215 1215201 09/30/2040 02007 4.790001600 677,493,953.0000 27,043,309.32 07/31/2014 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 6,635,788.80 07/31/2014 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 1,884,785.80 07/31/2014 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 182,818.39 07/31/2014 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 1,077.75 07/31/2014 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 209,602.49 07/31/2014 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 229,441.08 07/31/2014 12X4215 1215201 09/30/2047 02007 4.790001600 23,000.0000 918.08 07/31/2014 12X4215 1215201 09/30/2041 02008 4.230000000 694,809,716.0000 24,492,042.49 07/31/2014 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 7,107,147.19 07/31/2014 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 704,823.75 07/31/2014 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 10,081.50 07/31/2014 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 160,105.50 07/31/2014 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 166,662.00 07/31/2014 12X4215 1215201 09/30/2047 02008 4.230000000 13,000.0000 458.25 07/31/2014 12X4215 1215201 09/30/2042 02009 3.629998800 954,350,337.0000 28,869,088.15 07/31/2014 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 8,298,510.01 07/31/2014 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 715,926.51 07/31/2014 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 99,431.72 07/31/2014 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 110,926.71 07/31/2014 12X4215 1215201 09/30/2043 02010 3.819999600 1,502,170,183.0000 47,819,079.15 07/31/2014 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 10,239,699.93 07/31/2014 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 319,893.13 07/31/2014 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 145,510.15 07/31/2014 12X4215 1215201 09/30/2047 02010 3.819999600 1,006,000.0000 32,024.33 07/31/2014 12X4215 1215201 09/30/2044 02011 3.470000400 793,260,844.0000 22,938,462.05 07/31/2014 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 4,927,026.88 07/31/2014 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 618,643.24 07/31/2014 12X4215 1215201 09/30/2047 02011 3.470000400 185,000.0000 5,349.58 07/31/2014 12X4215 1215201 09/30/2045 02012 2.440000800 705,349,000.0000 14,342,101.04 07/31/2014 12X4215 1215201 09/30/2046 02012 2.440000800 112,987,000.0000 2,297,403.09 07/31/2014 12X4215 1215201 09/30/2047 02012 2.440000800 5,135,000.0000 104,411.70 07/31/2014 12X4215 1215201 09/30/2046 02013 2.739999600 545,715,000.0000 12,460,490.68 07/31/2014 12X4215 1215201 09/30/2047 02013 2.739999600 180,885,000.0000 4,130,206.90 07/31/2014 12X4215 1215201 09/30/2047 02014 2.739999600 345,740,000.0000 7,894,395.51 07/31/2014 ------------------------ ---------------------- 13,918,504,905.0000 512,949,694.20 202 SUB-COHORT 12X4215 1215202 09/30/2033 01992 7.490001600 36,000.0000 2,247.00 07/31/2014 12X4215 1215202 09/30/2034 01992 7.490001600 30,000.0000 1,872.50 07/31/2014 12X4215 1215202 09/30/2029 01993 6.660000000 54,329.0000 3,015.26 07/31/2014 12X4215 1215202 09/30/2032 01993 6.660000000 4,000.0000 222.00 07/31/2014 12X4215 1215202 09/30/2033 01993 6.660000000 7,000.0000 388.50 07/31/2014 12X4215 1215202 09/30/2029 01994 6.819998400 411,101.0000 23,364.23 07/31/2014 12X4215 1215202 09/30/2032 01994 6.819998400 3,000.0000 170.50 07/31/2014 12X4215 1215202 09/30/2033 01994 6.819998400 1,000.0000 56.83 07/31/2014 12X4215 1215202 09/30/2029 01995 7.189999200 699,563.0000 41,915.48 07/31/2014 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 14,619.67 07/31/2014 12X4215 1215202 09/30/2032 01995 7.189999200 7,000.0000 419.42 07/31/2014 12X4215 1215202 09/30/2033 01995 7.189999200 14,000.0000 838.83 07/31/2014 12X4215 1215202 09/30/2029 01996 6.649999200 1,138,342.0000 63,083.11 07/31/2014 12X4215 1215202 09/30/2032 01996 6.649999200 8,000.0000 443.33 07/31/2014 12X4215 1215202 09/30/2033 01996 6.649999200 7,000.0000 387.92 07/31/2014 12X4215 1215202 09/30/2029 01997 6.670000800 1,561,400.0000 86,787.83 07/31/2014 12X4215 1215202 09/30/2032 01997 6.670000800 16,578.0000 921.46 07/31/2014 12X4215 1215202 09/30/2033 01997 6.670000800 5,000.0000 277.92 07/31/2014 12X4215 1215202 09/30/2026 01998 5.829998400 796,913.0000 38,716.68 07/31/2014 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 65,587.48 07/31/2014 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 534.42 07/31/2014 12X4215 1215202 09/30/2032 01998 5.829998400 11,000.0000 534.42 07/31/2014 12X4215 1215202 09/30/2033 01998 5.829998400 5,000.0000 242.92 07/31/2014 12X4215 1215202 09/30/2026 01999 5.789998800 1,001,617.0000 48,328.01 07/31/2014 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 337.75 07/31/2014 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 65,137.49 07/31/2014 12X4215 1215202 09/30/2032 01999 5.789998800 21,000.0000 1,013.25 07/31/2014 12X4215 1215202 09/30/2033 01999 5.789998800 19,000.0000 916.75 07/31/2014 12X4215 1215202 09/30/2026 02000 6.239998800 1,530,383.0000 79,579.90 07/31/2014 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 15,600.00 07/31/2014 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 72,799.99 07/31/2014 12X4215 1215202 09/30/2032 02000 6.239998800 20,000.0000 1,040.00 07/31/2014 12X4215 1215202 09/30/2033 02000 6.239998800 22,000.0000 1,144.00 07/31/2014 12X4215 1215202 09/30/2022 02001 5.169999600 134,936.0000 5,813.49 07/31/2014 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 39,636.66 07/31/2014 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 921.98 07/31/2014 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 68,071.66 07/31/2014 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 17,233.33 07/31/2014 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 71,087.49 07/31/2014 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 1,421.75 07/31/2014 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 861.67 07/31/2014 12X4215 1215202 09/30/2024 02002 4.770000000 1,573,579.0000 62,549.77 07/31/2014 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 234.53 07/31/2014 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 67,471.65 07/31/2014 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 19,875.00 07/31/2014 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 95,400.00 07/31/2014 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 755.25 07/31/2014 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 357.75 07/31/2014 12X4215 1215202 09/30/2024 02003 4.110001200 3,233,968.0000 110,763.44 07/31/2014 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 22,947.51 07/31/2014 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 24,077.76 07/31/2014 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 17,125.01 07/31/2014 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 82,200.02 07/31/2014 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 650.75 07/31/2014 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 411.00 07/31/2014 12X4215 1215202 09/30/2024 02004 4.309999200 719,311.0000 25,835.25 07/31/2014 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 127,863.31 07/31/2014 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 36,132.16 07/31/2014 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 17,958.33 07/31/2014 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 116,729.15 07/31/2014 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 179.58 07/31/2014 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 610.58 07/31/2014 12X4215 1215202 09/30/2025 02005 4.330000800 3,048,589.0000 110,003.27 07/31/2014 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 144,513.78 07/31/2014 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 27,892.42 07/31/2014 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 541.25 07/31/2014 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 128,095.86 07/31/2014 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 938.17 07/31/2014 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 577.33 07/31/2014 12X4215 1215202 09/30/2026 02006 4.820000400 3,510,509.0000 141,005.46 07/31/2014 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 124,556.84 07/31/2014 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 252,045.85 07/31/2014 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 602.50 07/31/2014 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 883.67 07/31/2014 12X4215 1215202 09/30/2027 02007 4.700001600 2,458,703.0000 96,299.23 07/31/2014 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 42,221.68 07/31/2014 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 448,027.65 07/31/2014 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 783.33 07/31/2014 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 665.83 07/31/2014 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 783.33 07/31/2014 12X4215 1215202 09/30/2028 02008 3.849998400 6,166,199.0000 197,832.14 07/31/2014 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 195,979.10 07/31/2014 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 72,668.72 07/31/2014 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 15,303.74 07/31/2014 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 641.67 07/31/2014 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 545.42 07/31/2014 12X4215 1215202 09/30/2029 02009 3.110000400 9,446,859.0000 244,831.13 07/31/2014 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 103,563.01 07/31/2014 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 35,013.42 07/31/2014 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 18,400.84 07/31/2014 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 336.92 07/31/2014 12X4215 1215202 09/30/2030 02010 3.269998800 13,253,401.0000 361,155.04 07/31/2014 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 84,365.97 07/31/2014 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 2,588.75 07/31/2014 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 817.50 07/31/2014 12X4215 1215202 09/30/2031 02011 2.840000400 11,304,000.0000 267,528.04 07/31/2014 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 91,032.85 07/31/2014 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 7,171.00 07/31/2014 12X4215 1215202 09/30/2034 02011 2.840000400 6,000.0000 142.00 07/31/2014 12X4215 1215202 09/30/2032 02012 3.129998400 6,550,000.0000 170,845.75 07/31/2014 12X4215 1215202 09/30/2033 02012 3.129998400 438,000.0000 11,424.49 07/31/2014 12X4215 1215202 09/30/2034 02012 2.840000400 6,000.0000 142.00 07/31/2014 12X4215 1215202 09/30/2033 02013 3.129998400 9,435,000.0000 246,096.12 07/31/2014 12X4215 1215202 09/30/2034 02013 3.129998400 2,541,000.0000 66,277.72 07/31/2014 12X4215 1215202 09/30/2034 02014 3.129998400 5,984,000.0000 156,082.59 07/31/2014 ------------------------ ---------------------- 166,499,880.0000 5,538,944.06 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 18,560,082.0000 1,170,831.96 07/31/2014 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 123,832.60 07/31/2014 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 158,591.52 07/31/2014 12X4215 1215203 09/30/2046 01992 7.570000800 229,000.0000 14,446.08 07/31/2014 12X4215 1215203 09/30/2042 01993 6.660000000 20,641,130.0000 1,145,582.72 07/31/2014 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 12,210.00 07/31/2014 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 115,384.50 07/31/2014 12X4215 1215203 09/30/2045 01993 6.660000000 693,000.0000 38,461.50 07/31/2014 12X4215 1215203 09/30/2046 01993 6.660000000 207,000.0000 11,488.50 07/31/2014 12X4215 1215203 09/30/2042 01994 6.789999600 19,147,797.0000 1,083,446.12 07/31/2014 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 11,203.50 07/31/2014 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 1,018.50 07/31/2014 12X4215 1215203 09/30/2045 01994 6.789999600 656,000.0000 37,118.66 07/31/2014 12X4215 1215203 09/30/2046 01994 6.789999600 244,000.0000 13,806.33 07/31/2014 12X4215 1215203 09/30/2043 01997 6.660000000 3,632,565.0000 201,607.36 07/31/2014 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 10,434.00 07/31/2014 12X4215 1215203 09/30/2045 01997 6.660000000 86,000.0000 4,773.00 07/31/2014 12X4215 1215203 09/30/2046 01997 6.660000000 35,000.0000 1,942.50 07/31/2014 12X4215 1215203 09/30/2032 01998 5.979999600 733,159.0000 36,535.75 07/31/2014 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 134.55 07/31/2014 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 201,824.99 07/31/2014 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 299.00 07/31/2014 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 6,328.83 07/31/2014 12X4215 1215203 09/30/2045 01998 5.979999600 118,000.0000 5,880.33 07/31/2014 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 1,993.33 07/31/2014 12X4215 1215203 09/30/2042 01999 5.810000400 2,998,933.0000 145,198.35 07/31/2014 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 32,632.84 07/31/2014 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,646.17 07/31/2014 12X4215 1215203 09/30/2045 01999 5.810000400 18,000.0000 871.50 07/31/2014 12X4215 1215203 09/30/2046 01999 5.810000400 15,000.0000 726.25 07/31/2014 12X4215 1215203 09/30/2033 02000 6.350000400 1,534,263.0000 81,188.09 07/31/2014 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 33,178.75 07/31/2014 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 6,244.17 07/31/2014 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,592.92 07/31/2014 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 899.58 07/31/2014 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 370.42 07/31/2014 12X4215 1215203 09/30/2042 02001 4.730000400 172,299.0000 6,791.45 07/31/2014 12X4215 1215203 09/30/2046 02001 4.730000400 1,000.0000 39.42 07/31/2014 12X4215 1215203 09/30/2042 02002 4.939999200 185,992.0000 7,656.67 07/31/2014 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,646.67 07/31/2014 12X4215 1215203 09/30/2045 02002 4.939999200 11,000.0000 452.83 07/31/2014 12X4215 1215203 09/30/2046 02002 4.939999200 20,000.0000 823.33 07/31/2014 12X4215 1215203 09/30/2036 02003 4.100000400 65,822.0000 2,248.92 07/31/2014 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,587.50 07/31/2014 12X4215 1215203 09/30/2045 02003 4.100000400 3,000.0000 102.50 07/31/2014 12X4215 1215203 09/30/2046 02003 4.100000400 5,000.0000 170.83 07/31/2014 12X4215 1215203 09/30/2037 02004 3.949999200 150,279.0000 4,946.68 07/31/2014 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,370.00 07/31/2014 12X4215 1215203 09/30/2045 02004 3.949999200 3,000.0000 98.75 07/31/2014 12X4215 1215203 09/30/2046 02004 3.949999200 1,000.0000 32.92 07/31/2014 12X4215 1215203 09/30/2038 02005 3.880000800 25,450.0000 822.88 07/31/2014 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 7,113.33 07/31/2014 12X4215 1215203 09/30/2046 02005 3.880000800 5,000.0000 161.67 07/31/2014 12X4215 1215203 09/30/2039 02006 4.839998400 115,583.0000 4,661.85 07/31/2014 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,218.33 07/31/2014 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 201.67 07/31/2014 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 403.33 07/31/2014 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 40.33 07/31/2014 12X4215 1215203 09/30/2040 02007 4.880001600 24,991.0000 1,016.30 07/31/2014 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,504.67 07/31/2014 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 374.13 07/31/2014 12X4215 1215203 09/30/2041 02008 3.489998400 122,355.0000 3,558.49 07/31/2014 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,221.50 07/31/2014 12X4215 1215203 09/30/2045 02008 3.489998400 2,000.0000 58.17 07/31/2014 12X4215 1215203 09/30/2042 02009 3.089998800 310,456.0000 7,994.24 07/31/2014 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 3,285.70 07/31/2014 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 3,002.45 07/31/2014 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 592.25 07/31/2014 12X4215 1215203 09/30/2043 02010 3.610000800 1,091,221.0000 32,827.57 07/31/2014 12X4215 1215203 09/30/2045 02010 3.610000800 12,000.0000 361.00 07/31/2014 12X4215 1215203 09/30/2046 02010 3.610000800 1,000.0000 30.08 07/31/2014 12X4215 1215203 09/30/2044 02011 3.300001200 710,109.0000 19,528.00 07/31/2014 12X4215 1215203 09/30/2045 02011 3.300001200 5,532.0000 152.13 07/31/2014 12X4215 1215203 09/30/2046 02011 3.300001200 38,000.0000 1,045.00 07/31/2014 12X4215 1215203 09/30/2045 02012 2.149999200 1,119,000.0000 20,048.74 07/31/2014 12X4215 1215203 09/30/2046 02012 2.149999200 26,000.0000 465.83 07/31/2014 12X4215 1215203 09/30/2046 02013 2.149999200 796,000.0000 14,261.66 07/31/2014 12X4215 1215203 09/30/2047 02014 2.149999200 402,000.0000 7,202.50 07/31/2014 ------------------------ ---------------------- 88,769,118.0000 4,879,847.44 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 54,648.0000 3,151.37 07/31/2014 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 103,799.99 07/31/2014 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 92,266.66 07/31/2014 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,249.00 07/31/2014 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 20,760.00 07/31/2014 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 45,037.66 07/31/2014 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 2,941.00 07/31/2014 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 115.33 07/31/2014 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 57.67 07/31/2014 12X4215 1215206 09/30/2029 01993 7.049998800 686,889.0000 40,354.72 07/31/2014 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2014 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 28,670.00 07/31/2014 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2014 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,233.75 07/31/2014 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 113,916.23 07/31/2014 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 1,116.25 07/31/2014 12X4215 1215206 09/30/2043 01994 6.990001200 5,027,680.0000 292,862.41 07/31/2014 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 4,135.75 07/31/2014 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 2,621.25 07/31/2014 12X4215 1215206 09/30/2030 01995 6.950001600 1,942,459.0000 112,500.78 07/31/2014 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 69,500.02 07/31/2014 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 17,954.17 07/31/2014 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 11,293.75 07/31/2014 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 92,666.69 07/31/2014 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 3,127.50 07/31/2014 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 115.83 07/31/2014 12X4215 1215206 09/30/2032 01996 6.419998800 1,793,401.0000 95,946.94 07/31/2014 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,675.00 07/31/2014 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 21,400.00 07/31/2014 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 23,379.50 07/31/2014 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 136,424.97 07/31/2014 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 27,284.99 07/31/2014 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 2,086.50 07/31/2014 12X4215 1215206 09/30/2031 01997 6.040000800 1,234,201.0000 62,121.46 07/31/2014 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2014 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 35,233.34 07/31/2014 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 20,133.34 07/31/2014 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 15,955.67 07/31/2014 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 105,700.01 07/31/2014 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 25,066.00 07/31/2014 12X4215 1215206 09/30/2032 01998 5.979999600 618,600.0000 30,826.90 07/31/2014 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 39,866.66 07/31/2014 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2014 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 12,807.17 07/31/2014 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 41,212.16 07/31/2014 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 35,182.33 07/31/2014 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 38,969.66 07/31/2014 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 39,717.16 07/31/2014 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 217.72 07/31/2014 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 149.50 07/31/2014 12X4215 1215206 09/30/2035 01999 5.690001600 1,568,635.0000 74,379.46 07/31/2014 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 47,416.68 07/31/2014 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 161,216.71 07/31/2014 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 35,799.59 07/31/2014 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 18,966.67 07/31/2014 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 59,270.85 07/31/2014 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 2,418.25 07/31/2014 12X4215 1215206 09/30/2035 02000 5.349999600 1,693,176.0000 75,487.42 07/31/2014 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 164,958.32 07/31/2014 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 116,629.99 07/31/2014 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 27,998.33 07/31/2014 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 92,332.08 07/31/2014 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 109,229.16 07/31/2014 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 178.33 07/31/2014 12X4215 1215206 09/30/2037 02001 4.939999200 4,651,610.0000 191,491.25 07/31/2014 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 113,125.98 07/31/2014 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 65,578.49 07/31/2014 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 15,972.66 07/31/2014 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 6,092.67 07/31/2014 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 135,314.81 07/31/2014 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 56,398.32 07/31/2014 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 30,792.66 07/31/2014 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 3,211.00 07/31/2014 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 37,255.83 07/31/2014 12X4215 1215206 09/30/2037 02002 4.650001200 481,690.0000 18,665.49 07/31/2014 12X4215 1215206 09/30/2038 02002 4.650001200 7,200,000.0000 279,000.07 07/31/2014 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 60,915.02 07/31/2014 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 70,215.02 07/31/2014 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 4,068.75 07/31/2014 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 114,312.53 07/31/2014 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 36,502.51 07/31/2014 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 58,008.76 07/31/2014 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 56,807.51 07/31/2014 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 33,751.26 07/31/2014 12X4215 1215206 09/30/2039 02003 4.410000000 3,098,241.0000 113,860.36 07/31/2014 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 39,873.75 07/31/2014 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 205,432.50 07/31/2014 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 272,141.10 07/31/2014 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 38,073.00 07/31/2014 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 101,430.00 07/31/2014 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 36,198.75 07/31/2014 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 94,447.50 07/31/2014 12X4215 1215206 09/30/2039 02004 4.550000400 267,796.0000 10,153.93 07/31/2014 12X4215 1215206 09/30/2040 02004 4.550000400 6,584,000.0000 249,643.36 07/31/2014 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 44,172.92 07/31/2014 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 191,213.77 07/31/2014 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 42,694.17 07/31/2014 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 9,972.08 07/31/2014 12X4215 1215206 09/30/2040 02005 4.560001200 3,106,819.0000 118,059.15 07/31/2014 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 172,292.05 07/31/2014 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 115,254.03 07/31/2014 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 74,100.02 07/31/2014 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 23,180.01 07/31/2014 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 16,758.00 07/31/2014 12X4215 1215206 09/30/2041 02006 4.659998400 390,189.0000 15,152.33 07/31/2014 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 57,550.98 07/31/2014 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 107,296.46 07/31/2014 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 30,289.99 07/31/2014 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 29,435.66 07/31/2014 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 81,666.47 07/31/2014 12X4215 1215206 09/30/2047 02006 4.659998400 99,000.0000 3,844.50 07/31/2014 12X4215 1215206 09/30/2042 02007 4.700001600 307,854.0000 12,057.62 07/31/2014 12X4215 1215206 09/30/2043 02007 4.700001600 7,216,000.0000 282,626.76 07/31/2014 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 170,245.81 07/31/2014 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 54,715.85 07/31/2014 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 60,120.85 07/31/2014 12X4215 1215206 09/30/2047 02007 4.700001600 1,156,000.0000 45,276.68 07/31/2014 12X4215 1215206 09/30/2044 02008 3.319999200 6,461,825.0000 178,777.12 07/31/2014 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 165,003.96 07/31/2014 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 71,075.65 07/31/2014 12X4215 1215206 09/30/2045 02009 3.170001600 3,448,617.0000 91,101.01 07/31/2014 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 337,842.92 07/31/2014 12X4215 1215206 09/30/2047 02009 3.170001600 6,000.0000 158.50 07/31/2014 12X4215 1215206 09/30/2043 02010 3.120001200 1,056,030.0000 27,456.79 07/31/2014 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 16,146.01 07/31/2014 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 110,630.04 07/31/2014 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 10,322.00 07/31/2014 12X4215 1215206 09/30/2046 02011 4.430001600 6,307,715.0000 232,859.90 07/31/2014 12X4215 1215206 09/30/2047 02011 4.430001600 2,239,000.0000 82,656.45 07/31/2014 12X4215 1215206 09/30/2045 02012 3.909999600 564,000.0000 18,377.00 07/31/2014 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 19,875.83 07/31/2014 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 17,681.84 07/31/2014 12X4215 1215206 09/30/2047 02013 3.830000400 410,000.0000 13,085.83 07/31/2014 12X4215 1215206 09/30/2047 02014 3.830000400 94,000.0000 3,000.17 07/31/2014 ------------------------ ---------------------- 220,446,344.0000 8,816,765.27 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 6,450,268.0000 355,839.81 07/31/2014 12X4215 1215207 09/30/2044 01992 6.620000400 78,100,000.0000 4,308,516.93 07/31/2014 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 165,500.01 07/31/2014 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 1,710,166.77 07/31/2014 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 714,132.54 07/31/2014 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 551,666.70 07/31/2014 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 6,730.33 07/31/2014 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 68,958.34 07/31/2014 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 535,116.70 07/31/2014 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 144,978.01 07/31/2014 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 1,523,041.43 07/31/2014 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 477,412.36 07/31/2014 12X4215 1215207 09/30/2044 01993 6.890000400 37,565,745.0000 2,156,899.98 07/31/2014 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,100,500.18 07/31/2014 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,952,166.78 07/31/2014 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 718,454.79 07/31/2014 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 528,233.36 07/31/2014 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 593,975.45 07/31/2014 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 272,729.18 07/31/2014 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 198,776.51 07/31/2014 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 66,603.34 07/31/2014 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 450,491.19 07/31/2014 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 1,135,357.23 07/31/2014 12X4215 1215207 09/30/2045 01994 7.089998400 2,500,000.0000 147,708.30 07/31/2014 12X4215 1215207 09/30/2046 01994 7.089998400 46,595,590.0000 2,753,022.15 07/31/2014 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,713,416.28 07/31/2014 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 975,465.61 07/31/2014 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 565,427.37 07/31/2014 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 720,816.50 07/31/2014 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 747,463.08 07/31/2014 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 449,033.23 07/31/2014 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 152,966.72 07/31/2014 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 44,607.91 07/31/2014 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 757,034.58 07/31/2014 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 1,019,187.27 07/31/2014 12X4215 1215207 09/30/2046 01995 6.710000400 32,833,362.0000 1,835,932.27 07/31/2014 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 111,833.34 07/31/2014 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 55,916.67 07/31/2014 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 782,833.38 07/31/2014 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 59,774.92 07/31/2014 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 374,362.11 07/31/2014 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 123,016.67 07/31/2014 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,522.75 07/31/2014 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 50,380.92 07/31/2014 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 184,413.18 07/31/2014 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 28,461.59 07/31/2014 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 104,899.67 07/31/2014 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 41,602.00 07/31/2014 12X4215 1215207 09/30/2047 01996 6.459998400 139,969.0000 7,535.00 07/31/2014 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,561,166.28 07/31/2014 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 484,499.88 07/31/2014 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 35,939.12 07/31/2014 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 275,734.27 07/31/2014 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 199,183.28 07/31/2014 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,022.83 07/31/2014 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,283.83 07/31/2014 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 314,978.76 07/31/2014 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 8,721.00 07/31/2014 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 18,464.83 07/31/2014 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 9,851.50 07/31/2014 12X4215 1215207 09/30/2048 01997 5.950000800 12,702,717.0000 629,843.14 07/31/2014 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 842,916.78 07/31/2014 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2014 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2014 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 694,166.76 07/31/2014 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 77,226.05 07/31/2014 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 258,577.12 07/31/2014 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 178,500.02 07/31/2014 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 32,278.75 07/31/2014 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 30,047.50 07/31/2014 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 17,255.00 07/31/2014 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 47,748.76 07/31/2014 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 65,003.76 07/31/2014 12X4215 1215207 09/30/2049 01998 5.950000800 22,175,555.0000 1,099,538.08 07/31/2014 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 942,083.46 07/31/2014 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 148,750.02 07/31/2014 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 297,500.04 07/31/2014 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 644,583.42 07/31/2014 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 116,124.18 07/31/2014 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 29,303.75 07/31/2014 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 223,125.03 07/31/2014 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 36,443.75 07/31/2014 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 61,979.18 07/31/2014 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 293,682.12 07/31/2014 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 47,054.59 07/31/2014 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 116,620.02 07/31/2014 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 75,713.76 07/31/2014 12X4215 1215207 09/30/2064 01998 5.950000800 33,000.0000 1,636.25 07/31/2014 12X4215 1215207 09/30/2050 01999 5.839999200 22,309,952.0000 1,085,750.85 07/31/2014 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 632,666.58 07/31/2014 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 389,333.28 07/31/2014 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 204,399.97 07/31/2014 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 141,045.71 07/31/2014 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 70,809.99 07/31/2014 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 195,785.97 07/31/2014 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 75,238.66 07/31/2014 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 104,827.99 07/31/2014 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 69,544.66 07/31/2014 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 44,821.99 07/31/2014 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 62,001.32 07/31/2014 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 31,390.00 07/31/2014 12X4215 1215207 09/30/2051 02000 5.649998400 11,874,508.0000 559,091.26 07/31/2014 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 1,129,999.68 07/31/2014 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 423,749.88 07/31/2014 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 66,858.31 07/31/2014 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 129,667.46 07/31/2014 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 162,296.20 07/31/2014 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 49,578.74 07/31/2014 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 233,062.43 07/31/2014 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 48,072.07 07/31/2014 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 55,275.82 07/31/2014 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 91,953.72 07/31/2014 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 73,402.90 07/31/2014 12X4215 1215207 09/30/2052 02001 5.349999600 14,106,746.0000 628,925.71 07/31/2014 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,217,124.91 07/31/2014 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 266,117.90 07/31/2014 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 131,654.57 07/31/2014 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 117,231.87 07/31/2014 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 308,382.89 07/31/2014 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 79,402.91 07/31/2014 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 97,503.74 07/31/2014 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 78,912.49 07/31/2014 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 38,074.16 07/31/2014 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 79,179.99 07/31/2014 12X4215 1215207 09/30/2064 02001 5.349999600 23,000.0000 1,025.42 07/31/2014 12X4215 1215207 09/30/2053 02002 5.060001600 33,428,986.0000 1,409,589.36 07/31/2014 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 506,000.16 07/31/2014 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 196,707.56 07/31/2014 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 263,710.42 07/31/2014 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 202,020.56 07/31/2014 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 37,528.35 07/31/2014 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 216,694.57 07/31/2014 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 88,339.19 07/31/2014 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 60,635.69 07/31/2014 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 16,740.17 07/31/2014 12X4215 1215207 09/30/2064 02002 5.060001600 7,000.0000 295.17 07/31/2014 12X4215 1215207 09/30/2053 02003 4.910000400 14,659,624.0000 599,823.00 07/31/2014 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 728,316.73 07/31/2014 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 388,626.53 07/31/2014 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 148,363.85 07/31/2014 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 132,079.01 07/31/2014 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 317,349.69 07/31/2014 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 290,835.69 07/31/2014 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 37,234.17 07/31/2014 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 54,296.42 07/31/2014 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 69,722.01 07/31/2014 12X4215 1215207 09/30/2055 02004 4.830001200 10,841,304.0000 436,362.59 07/31/2014 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 684,048.92 07/31/2014 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 615,704.40 07/31/2014 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 152,708.54 07/31/2014 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 266,902.28 07/31/2014 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 111,090.03 07/31/2014 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 63,031.52 07/31/2014 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 227,493.06 07/31/2014 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 162,650.29 07/31/2014 12X4215 1215207 09/30/2064 02004 4.830001200 1,073,000.0000 43,188.26 07/31/2014 12X4215 1215207 09/30/2056 02005 4.719999600 9,658,780.0000 379,911.98 07/31/2014 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 558,769.29 07/31/2014 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 545,002.62 07/31/2014 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 271,950.64 07/31/2014 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 124,214.66 07/31/2014 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 41,968.66 07/31/2014 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 124,293.32 07/31/2014 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 161,974.65 07/31/2014 12X4215 1215207 09/30/2064 02005 4.719999600 539,000.0000 21,200.66 07/31/2014 12X4215 1215207 09/30/2057 02006 4.479998400 6,161,227.0000 230,019.06 07/31/2014 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 499,818.49 07/31/2014 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 496,073.25 07/31/2014 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 322,485.22 07/31/2014 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 415,370.52 07/31/2014 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 102,143.96 07/31/2014 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 111,775.96 07/31/2014 12X4215 1215207 09/30/2064 02006 4.479998400 501,000.0000 18,703.99 07/31/2014 12X4215 1215207 09/30/2058 02007 4.209998400 11,527,110.0000 404,409.29 07/31/2014 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 737,907.47 07/31/2014 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 374,198.69 07/31/2014 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 266,738.48 07/31/2014 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 113,143.71 07/31/2014 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 197,413.84 07/31/2014 12X4215 1215207 09/30/2064 02007 4.209998400 511,000.0000 17,927.58 07/31/2014 12X4215 1215207 09/30/2059 02008 3.980001600 9,724,972.0000 322,545.03 07/31/2014 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 447,285.85 07/31/2014 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 236,975.93 07/31/2014 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 198,701.58 07/31/2014 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 174,755.24 07/31/2014 12X4215 1215207 09/30/2064 02008 3.980001600 1,328,000.0000 44,045.35 07/31/2014 12X4215 1215207 09/30/2061 02009 3.780000000 9,591,027.0000 302,117.35 07/31/2014 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 215,649.00 07/31/2014 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 659,515.50 07/31/2014 12X4215 1215207 09/30/2064 02009 3.780000000 2,054,000.0000 64,701.00 07/31/2014 12X4215 1215207 09/30/2061 02010 3.309998400 7,823,630.0000 215,801.69 07/31/2014 12X4215 1215207 09/30/2062 02010 3.309998400 12,376,000.0000 341,371.17 07/31/2014 12X4215 1215207 09/30/2063 02010 3.309998400 20,200,000.0000 557,183.06 07/31/2014 12X4215 1215207 09/30/2064 02010 3.309998400 3,171,000.0000 87,466.71 07/31/2014 12X4215 1215207 09/30/2061 02011 4.590000000 993,460.0000 37,999.85 07/31/2014 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 381,888.00 07/31/2014 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 355,572.00 07/31/2014 12X4215 1215207 09/30/2064 02011 4.590000000 5,165,000.0000 197,561.25 07/31/2014 12X4215 1215207 09/30/2063 02012 4.230000000 20,289,000.0000 715,187.25 07/31/2014 12X4215 1215207 09/30/2064 02012 4.230000000 5,170,000.0000 182,242.50 07/31/2014 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 96,209.66 07/31/2014 12X4215 1215207 09/30/2064 02013 4.179999600 4,206,000.0000 146,508.99 07/31/2014 ------------------------ ---------------------- 1,584,083,124.0000 75,787,545.08 208 SUB-COHORT 12X4215 1215208 09/30/2015 02006 3.800001600 323,505.0000 10,244.33 07/31/2014 12X4215 1215208 09/30/2016 02006 3.800001600 1,000.0000 31.67 07/31/2014 12X4215 1215208 09/30/2017 02007 1.000000800 733,000.0000 6,108.34 07/31/2014 12X4215 1215208 09/30/2015 02009 2.440000800 141,000.0000 2,867.00 07/31/2014 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 5,144.34 07/31/2014 12X4215 1215208 09/30/2015 02010 1.500001200 665,000.0000 8,312.51 07/31/2014 12X4215 1215208 09/30/2016 02010 1.500001200 23,000.0000 287.50 07/31/2014 12X4215 1215208 09/30/2017 02010 1.500001200 12,000.0000 150.00 07/31/2014 ------------------------ ---------------------- 2,151,505.0000 33,145.69 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 33,514.83 07/31/2014 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 4,203.25 07/31/2014 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 243.67 07/31/2014 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 26,400.94 07/31/2014 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 110,439.94 07/31/2014 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 9,308.75 07/31/2014 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,354.00 07/31/2014 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 56.42 07/31/2014 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 75,211.76 07/31/2014 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 5,684.25 07/31/2014 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 2,526.33 07/31/2014 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 114.83 07/31/2014 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 15,050.41 07/31/2014 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 5,521.53 07/31/2014 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 498.33 07/31/2014 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 1,295.67 07/31/2014 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 5,904.51 07/31/2014 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 93,245.66 07/31/2014 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 532.58 07/31/2014 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 48.42 07/31/2014 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 5,391.27 07/31/2014 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 450.50 07/31/2014 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 736.70 07/31/2014 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 79.50 07/31/2014 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 18,502.30 07/31/2014 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 5,724.10 07/31/2014 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,670.00 07/31/2014 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,167.08 07/31/2014 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 354.38 07/31/2014 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 32,697.00 07/31/2014 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 47.25 07/31/2014 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 26,467.52 07/31/2014 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 233.33 07/31/2014 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 19,133.34 07/31/2014 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 420.00 07/31/2014 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 46.67 07/31/2014 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 26,928.32 07/31/2014 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,041.67 07/31/2014 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 14,373.33 07/31/2014 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 4,532.50 07/31/2014 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 449.17 07/31/2014 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 5,916.17 07/31/2014 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 432.50 07/31/2014 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,892.50 07/31/2014 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 21,441.72 07/31/2014 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 6,608.00 07/31/2014 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,456.00 07/31/2014 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 23,640.01 07/31/2014 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,645.50 07/31/2014 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 570.50 07/31/2014 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 1,222.50 07/31/2014 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 32,512.51 07/31/2014 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,700.50 07/31/2014 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,473.00 07/31/2014 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 204.58 07/31/2014 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 40.92 07/31/2014 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 31,164.80 07/31/2014 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,361.75 07/31/2014 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 698.33 07/31/2014 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 34.92 07/31/2014 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 28,309.38 07/31/2014 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,360.00 07/31/2014 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 25,167.75 07/31/2014 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 3,823.11 07/31/2014 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 105.75 07/31/2014 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 105.75 07/31/2014 ------------------------ ---------------------- 16,235,670.0000 757,490.46 212 SUB-COHORT 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 5,817.50 07/31/2014 12X4215 1215212 09/30/2015 02001 5.370001200 42,478.0000 1,900.89 07/31/2014 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 44.75 07/31/2014 12X4215 1215212 09/30/2014 02002 5.289998400 228,266.0000 10,062.72 07/31/2014 12X4215 1215212 09/30/2015 02002 5.289998400 3,000.0000 132.25 07/31/2014 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 88.17 07/31/2014 12X4215 1215212 09/30/2014 02003 4.250001600 107,028.0000 3,790.58 07/31/2014 12X4215 1215212 09/30/2015 02003 4.250001600 4,000.0000 141.67 07/31/2014 12X4215 1215212 09/30/2016 02003 4.250001600 3,000.0000 106.25 07/31/2014 ------------------------ ---------------------- 520,772.0000 22,084.78 401 SUB-COHORT 12X4215 1215401 09/30/2016 02006 3.409999200 247,000.0000 7,018.92 07/31/2014 12X4215 1215401 09/30/2015 02007 2.170000800 3,451.0000 62.41 07/31/2014 ------------------------ ---------------------- 250,451.0000 7,081.33 ======================== ====================== 15,997,461,769.0000 608,792,598.31 ============================================================================================================================ 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