Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 14,507,229.0000 244,446.78 12/31/2014 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 273,239.57 12/31/2014 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 7,228.65 12/31/2014 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 6,183.95 12/31/2014 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 4,616.90 12/31/2014 12X4208 1208845 09/30/2048 01992 6.739999200 17,368,000.0000 292,650.77 12/31/2014 12X4208 1208845 09/30/2044 01993 6.530000400 15,826,048.0000 258,360.25 12/31/2014 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 3,395.60 12/31/2014 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 25,809.83 12/31/2014 12X4208 1208845 09/30/2048 01993 6.530000400 13,218,000.0000 215,783.86 12/31/2014 ------------------------ ---------------------- 79,994,277.0000 1,331,716.16 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 155,604.0000 2,703.62 12/31/2014 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 129,443.78 12/31/2014 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 318,483.82 12/31/2014 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 41,630.51 12/31/2014 12X4208 1208840 09/30/2048 01992 6.950001600 2,178,000.0000 37,842.76 12/31/2014 12X4208 1208840 09/30/2045 01993 7.009999200 239,130.0000 4,190.75 12/31/2014 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 355,003.88 12/31/2014 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 176,546.83 12/31/2014 12X4208 1208840 09/30/2048 01993 7.009999200 1,708,000.0000 29,932.70 12/31/2014 ------------------------ ---------------------- 62,787,734.0000 1,095,778.65 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 17,228.78 12/31/2014 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 18,251.20 12/31/2014 12X4208 1208850 09/30/2048 01994 7.040001600 8,000.0000 140.80 12/31/2014 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 11,144.11 12/31/2014 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 4,926.50 12/31/2014 12X4208 1208850 09/30/2031 01996 6.450001200 4,696,244.0000 75,726.95 12/31/2014 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 580.50 12/31/2014 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 4,031.25 12/31/2014 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 8,449.50 12/31/2014 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 71,611.14 12/31/2014 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 3,870.00 12/31/2014 12X4208 1208850 09/30/2047 01997 5.979999600 1,073,405.0000 16,047.40 12/31/2014 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 62,109.74 12/31/2014 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 37,605.01 12/31/2014 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 3,750.00 12/31/2014 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 64,200.01 12/31/2014 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 23,940.00 12/31/2014 12X4208 1208850 09/30/2046 01999 5.919998400 982,745.9100 14,544.64 12/31/2014 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 5,949.60 12/31/2014 12X4208 1208850 09/30/2035 02000 5.730001200 11,464,577.0000 164,230.10 12/31/2014 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 286.50 12/31/2014 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 6,446.25 12/31/2014 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 32,804.26 12/31/2014 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 27,403.73 12/31/2014 12X4208 1208850 09/30/2048 02000 5.730001200 366,000.0000 5,242.95 12/31/2014 12X4208 1208850 09/30/2043 02001 5.000000400 1,554,791.0000 19,434.89 12/31/2014 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 25,000.00 12/31/2014 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 2,137.50 12/31/2014 12X4208 1208850 09/30/2037 02002 4.790001600 1,839,453.0000 22,027.46 12/31/2014 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 56,294.49 12/31/2014 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 9,580.00 12/31/2014 12X4208 1208850 09/30/2038 02003 4.709998800 841,817.0000 9,912.39 12/31/2014 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 171,349.76 12/31/2014 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 39,387.36 12/31/2014 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 1,283.47 12/31/2014 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 23.55 12/31/2014 12X4208 1208850 09/30/2048 02003 4.709998800 17,000.0000 200.17 12/31/2014 12X4208 1208850 09/30/2042 02004 4.690000800 4,357,272.0000 51,089.02 12/31/2014 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 142,493.95 12/31/2014 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 31,352.66 12/31/2014 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 5,346.60 12/31/2014 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 11.73 12/31/2014 12X4208 1208850 09/30/2044 02005 4.569998400 2,024,303.0000 23,127.65 12/31/2014 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 23,432.67 12/31/2014 12X4208 1208850 09/30/2045 02006 4.410000000 621,652.0000 6,853.71 12/31/2014 12X4208 1208850 09/30/2048 02006 4.410000000 7,000.0000 77.18 12/31/2014 12X4208 1208850 09/30/2045 02007 3.449998800 1,322,057.0000 11,402.74 12/31/2014 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 127,123.83 12/31/2014 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 31,058.61 12/31/2014 12X4208 1208850 09/30/2046 02008 1.829998800 17,826,142.0000 81,554.55 12/31/2014 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 86,375.94 12/31/2014 12X4208 1208850 09/30/2048 02008 1.829998800 13,794,000.0000 63,107.51 12/31/2014 12X4208 1208850 09/30/2046 02009 4.619998800 5,602,517.0000 64,709.05 12/31/2014 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 78,898.03 12/31/2014 12X4208 1208850 09/30/2048 02009 4.619998800 13,109,000.0000 151,408.91 12/31/2014 12X4208 1208850 09/30/2046 02010 2.970000000 2,030,048.0000 15,073.11 12/31/2014 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 35,246.48 12/31/2014 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 111.38 12/31/2014 12X4208 1208850 09/30/2049 02010 2.970000000 31,933,000.0000 237,102.53 12/31/2014 12X4208 1208850 09/30/2046 02011 4.320000000 995,430.0000 10,750.64 12/31/2014 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 29,127.60 12/31/2014 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 69,908.40 12/31/2014 ------------------------ ---------------------- 243,782,322.2200 2,413,896.44 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 123,241,475.0000 2,128,995.99 12/31/2014 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 236,667.45 12/31/2014 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 25,877.94 12/31/2014 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 13,820.00 12/31/2014 12X4208 1208810 09/30/2048 01994 6.909998400 1,593,000.0000 27,519.07 12/31/2014 12X4208 1208810 09/30/2030 01995 6.580000800 169,626,728.0000 2,790,360.01 12/31/2014 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 251,685.03 12/31/2014 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 3,421.60 12/31/2014 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 62,542.91 12/31/2014 12X4208 1208810 09/30/2048 01995 6.580000800 930,000.0000 15,298.50 12/31/2014 12X4208 1208810 09/30/2031 01996 6.320001600 244,272,192.0000 3,859,501.61 12/31/2014 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 142,200.04 12/31/2014 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 105,860.03 12/31/2014 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 29,230.01 12/31/2014 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 20,729.61 12/31/2014 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 42,359.81 12/31/2014 12X4208 1208810 09/30/2048 01996 6.320001600 6,223,000.0000 98,323.42 12/31/2014 12X4208 1208810 09/30/2032 01997 6.140001600 222,251,806.0000 3,411,566.11 12/31/2014 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 165,780.04 12/31/2014 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 67,540.02 12/31/2014 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 23,040.36 12/31/2014 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 6,800.05 12/31/2014 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 45,036.91 12/31/2014 12X4208 1208810 09/30/2048 01997 6.140001600 8,162,000.0000 125,286.73 12/31/2014 12X4208 1208810 09/30/2033 01998 5.919998400 246,262,273.0000 3,644,680.66 12/31/2014 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 109,519.97 12/31/2014 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 125,059.97 12/31/2014 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 19,624.79 12/31/2014 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 3,611.20 12/31/2014 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 29.60 12/31/2014 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 75,775.98 12/31/2014 12X4208 1208810 09/30/2048 01998 5.919998400 7,550,000.0000 111,739.97 12/31/2014 12X4208 1208810 09/30/2034 01999 5.889999600 153,039,006.0000 2,253,499.21 12/31/2014 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 35,340.00 12/31/2014 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 91,294.99 12/31/2014 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 36,783.05 12/31/2014 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 58.90 12/31/2014 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 27,417.95 12/31/2014 12X4208 1208810 09/30/2048 01999 5.889999600 6,010,000.0000 88,497.24 12/31/2014 12X4208 1208810 09/30/2035 02000 5.879998800 172,778,131.0000 2,539,838.01 12/31/2014 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 104,369.98 12/31/2014 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 85,994.98 12/31/2014 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 33,413.09 12/31/2014 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 27,356.69 12/31/2014 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 12,965.40 12/31/2014 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 23,446.50 12/31/2014 12X4208 1208810 09/30/2048 02000 5.879998800 6,511,000.0000 95,711.68 12/31/2014 12X4208 1208810 09/30/2036 02001 5.150001600 159,698,036.0000 2,056,112.85 12/31/2014 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 33,475.01 12/31/2014 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 88,837.53 12/31/2014 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 28,003.13 12/31/2014 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 9,282.88 12/31/2014 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 7,042.63 12/31/2014 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 14,600.25 12/31/2014 12X4208 1208810 09/30/2048 02001 5.150001600 10,268,000.0000 132,200.54 12/31/2014 12X4208 1208810 09/30/2037 02002 4.680000000 340,714,171.0000 3,986,355.80 12/31/2014 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 65,531.70 12/31/2014 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 21,738.60 12/31/2014 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 6,891.30 12/31/2014 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 5,089.50 12/31/2014 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 11,852.10 12/31/2014 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 68,643.90 12/31/2014 12X4208 1208810 09/30/2038 02003 4.719999600 40,430,507.0000 477,079.94 12/31/2014 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 97,243.79 12/31/2014 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 142,567.59 12/31/2014 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 743.40 12/31/2014 12X4208 1208810 09/30/2048 02003 4.719999600 3,340,000.0000 39,412.00 12/31/2014 12X4208 1208810 09/30/2039 02004 4.579999200 267,991,181.0000 3,068,498.49 12/31/2014 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 953,338.28 12/31/2014 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 883,916.95 12/31/2014 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 177,669.62 12/31/2014 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 29,369.24 12/31/2014 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 18,457.40 12/31/2014 12X4208 1208810 09/30/2048 02004 4.579999200 8,805,000.0000 100,817.23 12/31/2014 12X4208 1208810 09/30/2040 02005 4.500000000 11,006,149.0000 123,819.18 12/31/2014 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 241,560.00 12/31/2014 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 175,185.00 12/31/2014 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 98,662.50 12/31/2014 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 30,678.75 12/31/2014 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 4,207.50 12/31/2014 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 27,607.50 12/31/2014 12X4208 1208810 09/30/2041 02006 4.430001600 30,243,391.0000 334,945.68 12/31/2014 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 225,010.86 12/31/2014 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 143,775.70 12/31/2014 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 213,725.43 12/31/2014 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 14,796.21 12/31/2014 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 16,490.68 12/31/2014 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 4,407.85 12/31/2014 12X4208 1208810 09/30/2048 02006 4.430001600 1,415,000.0000 15,671.13 12/31/2014 12X4208 1208810 09/30/2042 02007 4.160001600 18,967,245.0000 197,259.42 12/31/2014 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 280,987.31 12/31/2014 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 85,820.83 12/31/2014 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 147,929.66 12/31/2014 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 58,084.02 12/31/2014 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 50,419.22 12/31/2014 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 17,118.41 12/31/2014 ------------------------ ---------------------- 2,792,066,291.0000 38,278,407.55 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 2,152,798.0000 34,875.33 12/31/2014 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 32,853.60 12/31/2014 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 2,365.20 12/31/2014 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 3,288.60 12/31/2014 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 3,483.00 12/31/2014 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 13,721.40 12/31/2014 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 31,152.60 12/31/2014 12X4208 1208855 09/30/2030 01995 6.009998400 8,701,369.0000 130,738.03 12/31/2014 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,202.00 12/31/2014 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 17,549.20 12/31/2014 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 1,833.05 12/31/2014 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 540.90 12/31/2014 12X4208 1208855 09/30/2031 01996 6.050001600 7,912,128.0000 119,670.97 12/31/2014 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 41,790.39 12/31/2014 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 5,278.63 12/31/2014 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 2,919.13 12/31/2014 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 726.00 12/31/2014 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 4,431.63 12/31/2014 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 8,500.25 12/31/2014 12X4208 1208855 09/30/2048 01996 6.050001600 52,000.0000 786.50 12/31/2014 12X4208 1208855 09/30/2032 01997 5.670000000 14,993,822.5100 212,537.43 12/31/2014 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 16,131.15 12/31/2014 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,077.30 12/31/2014 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,289.93 12/31/2014 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 581.18 12/31/2014 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 283.50 12/31/2014 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 184.28 12/31/2014 12X4208 1208855 09/30/2033 01998 5.739998400 11,294,884.0000 162,081.54 12/31/2014 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 50,354.14 12/31/2014 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,133.65 12/31/2014 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 444.85 12/31/2014 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 143.50 12/31/2014 12X4208 1208855 09/30/2034 01999 5.420001600 14,065,014.0000 190,581.00 12/31/2014 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 28,373.71 12/31/2014 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 28,224.66 12/31/2014 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 3,441.70 12/31/2014 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 5,040.60 12/31/2014 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 487.80 12/31/2014 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 176.15 12/31/2014 12X4208 1208855 09/30/2048 01999 5.420001600 5,000.0000 67.75 12/31/2014 12X4208 1208855 09/30/2035 02000 4.970001600 11,983,962.0000 148,900.78 12/31/2014 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 136.68 12/31/2014 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 360.33 12/31/2014 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 93,274.51 12/31/2014 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 4,870.60 12/31/2014 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 2,248.93 12/31/2014 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 509.43 12/31/2014 12X4208 1208855 09/30/2036 02001 5.220000000 14,357,384.0000 187,363.86 12/31/2014 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 19,614.15 12/31/2014 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 22,185.00 12/31/2014 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 6,538.05 12/31/2014 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,552.95 12/31/2014 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 1,174.50 12/31/2014 12X4208 1208855 09/30/2042 02002 4.259998800 9,715,477.0000 103,469.80 12/31/2014 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 60,321.58 12/31/2014 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 46,220.99 12/31/2014 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 2,268.45 12/31/2014 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 2,960.70 12/31/2014 12X4208 1208855 09/30/2048 02002 4.259998800 2,000.0000 21.30 12/31/2014 12X4208 1208855 09/30/2038 02003 4.230000000 12,564,856.0000 132,873.35 12/31/2014 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 99,246.38 12/31/2014 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 47,756.70 12/31/2014 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 23,698.58 12/31/2014 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 1,850.63 12/31/2014 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 9,707.85 12/31/2014 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 507.60 12/31/2014 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 380.70 12/31/2014 12X4208 1208855 09/30/2039 02004 4.280000400 27,934,600.0000 298,900.25 12/31/2014 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 72,406.91 12/31/2014 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 8,046.40 12/31/2014 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 68,833.11 12/31/2014 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 28,932.80 12/31/2014 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 8,164.10 12/31/2014 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 674.10 12/31/2014 12X4208 1208855 09/30/2048 02004 4.280000400 28,000.0000 299.60 12/31/2014 12X4208 1208855 09/30/2040 02005 4.340001600 21,930,512.0000 237,946.14 12/31/2014 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 301,033.36 12/31/2014 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 98,626.54 12/31/2014 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 82,677.03 12/31/2014 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 41,371.07 12/31/2014 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 113,903.34 12/31/2014 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 14,300.31 12/31/2014 12X4208 1208855 09/30/2048 02005 4.340001600 413,000.0000 4,481.05 12/31/2014 12X4208 1208855 09/30/2042 02006 4.050000000 24,869,288.0000 251,801.54 12/31/2014 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 130,420.13 12/31/2014 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 193,579.88 12/31/2014 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 195,817.50 12/31/2014 12X4208 1208855 09/30/2046 02006 4.050000000 13,796,000.0000 139,684.50 12/31/2014 12X4208 1208855 09/30/2047 02006 4.050000000 2,003,000.0000 20,280.38 12/31/2014 12X4208 1208855 09/30/2048 02006 4.050000000 7,507,000.0000 76,008.38 12/31/2014 12X4208 1208855 09/30/2042 02007 4.129999200 3,444,815.0000 35,567.71 12/31/2014 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 153,863.12 12/31/2014 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 136,826.87 12/31/2014 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 68,805.79 12/31/2014 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 40,102.29 12/31/2014 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 60,710.99 12/31/2014 12X4208 1208855 09/30/2048 02007 4.129999200 7,000.0000 72.27 12/31/2014 12X4208 1208855 09/30/2043 02008 4.600000800 3,163,570.0000 36,381.06 12/31/2014 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 169,717.03 12/31/2014 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 228,930.54 12/31/2014 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 286,752.55 12/31/2014 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 109,526.02 12/31/2014 12X4208 1208855 09/30/2048 02008 4.600000800 5,060,000.0000 58,190.01 12/31/2014 12X4208 1208855 09/30/2049 02008 4.600000800 2,335,000.0000 26,852.50 12/31/2014 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 228,122.66 12/31/2014 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 71,212.50 12/31/2014 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 115,436.25 12/31/2014 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 32,287.50 12/31/2014 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 109,192.50 12/31/2014 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 57,082.50 12/31/2014 12X4208 1208855 09/30/2049 02009 4.500000000 1,784,000.0000 20,070.00 12/31/2014 12X4208 1208855 09/30/2044 02010 2.720001600 10,154,476.0000 69,050.48 12/31/2014 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 112,023.27 12/31/2014 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 97,641.26 12/31/2014 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 53,475.23 12/31/2014 12X4208 1208855 09/30/2048 02010 2.720001600 12,460,000.0000 84,728.05 12/31/2014 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 34,506.59 12/31/2014 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 22,093.19 12/31/2014 12X4208 1208855 09/30/2048 02011 4.079998800 2,717,000.0000 27,713.39 12/31/2014 12X4208 1208855 09/30/2049 02011 4.079998800 1,283,000.0000 13,086.60 12/31/2014 ------------------------ ---------------------- 650,791,525.5100 7,128,565.75 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 7,872,288.0000 133,238.51 12/31/2014 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 8,462.50 12/31/2014 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 423.13 12/31/2014 12X4208 1208815 09/30/2038 01994 6.770001600 1,175,000.0000 19,886.88 12/31/2014 12X4208 1208815 09/30/2030 01995 6.000001200 11,396,660.0000 170,949.93 12/31/2014 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 29,850.01 12/31/2014 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 5,250.00 12/31/2014 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 28,680.01 12/31/2014 12X4208 1208815 09/30/2031 01996 5.820001200 1,394,123.0000 20,284.49 12/31/2014 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 31,791.76 12/31/2014 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 14,550.00 12/31/2014 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 6,562.05 12/31/2014 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 349.20 12/31/2014 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 30,904.21 12/31/2014 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 50,110.21 12/31/2014 12X4208 1208815 09/30/2038 01996 5.820001200 136,000.0000 1,978.80 12/31/2014 12X4208 1208815 09/30/2032 01997 5.559998400 19,086,378.0000 265,300.58 12/31/2014 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 21,169.69 12/31/2014 12X4208 1208815 09/30/2038 01997 5.559998400 718,000.0000 9,980.20 12/31/2014 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 68,502.87 12/31/2014 12X4208 1208815 09/30/2033 01998 5.529999600 32,208,715.0000 445,285.45 12/31/2014 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 47,267.67 12/31/2014 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 26,530.17 12/31/2014 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 24,815.87 12/31/2014 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 12,608.40 12/31/2014 12X4208 1208815 09/30/2038 01998 5.529999600 57,000.0000 788.02 12/31/2014 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 67,550.71 12/31/2014 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 31,534.30 12/31/2014 12X4208 1208815 09/30/2034 01999 5.320000800 49,132,203.0000 653,458.40 12/31/2014 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 4,522.00 12/31/2014 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 10,028.20 12/31/2014 12X4208 1208815 09/30/2038 01999 5.320000800 445,000.0000 5,918.50 12/31/2014 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 314,270.40 12/31/2014 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 60,873.14 12/31/2014 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 64,219.99 12/31/2014 12X4208 1208815 09/30/2035 02000 4.939999200 45,557,351.0000 562,633.19 12/31/2014 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 4,754.75 12/31/2014 12X4208 1208815 09/30/2038 02000 4.939999200 577,000.0000 7,125.95 12/31/2014 12X4208 1208815 09/30/2032 02001 3.819999600 23,543,000.0000 224,835.63 12/31/2014 12X4208 1208815 09/30/2033 02001 3.819999600 21,368,700.0000 204,071.06 12/31/2014 12X4208 1208815 09/30/2034 02001 3.819999600 16,929,000.0000 161,671.93 12/31/2014 12X4208 1208815 09/30/2035 02001 3.819999600 176,000.0000 1,680.80 12/31/2014 12X4208 1208815 09/30/2036 02001 3.819999600 21,194,991.0000 202,412.14 12/31/2014 12X4208 1208815 09/30/2037 02001 3.819999600 13,431,000.0000 128,266.04 12/31/2014 12X4208 1208815 09/30/2038 02001 3.819999600 419,000.0000 4,001.45 12/31/2014 12X4208 1208815 09/30/2039 02001 3.819999600 153,000.0000 1,461.15 12/31/2014 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 319,140.00 12/31/2014 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 174,938.40 12/31/2014 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 171,633.60 12/31/2014 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 77,122.80 12/31/2014 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 11,016.00 12/31/2014 12X4208 1208815 09/30/2037 02002 4.320000000 21,883,439.0000 236,341.14 12/31/2014 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 8,445.60 12/31/2014 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 228,154.83 12/31/2014 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 149,424.54 12/31/2014 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 92,952.74 12/31/2014 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 42,270.25 12/31/2014 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 2,257.20 12/31/2014 12X4208 1208815 09/30/2038 02003 4.179999600 21,671,582.0000 226,468.01 12/31/2014 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 14,117.40 12/31/2014 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 5,474.70 12/31/2014 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 6,326.10 12/31/2014 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 2,692.80 12/31/2014 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 752.40 12/31/2014 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 237.60 12/31/2014 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 633.60 12/31/2014 12X4208 1208815 09/30/2039 02004 3.960000000 2,584,939.0000 25,590.90 12/31/2014 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 441,810.78 12/31/2014 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 205,344.85 12/31/2014 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 31,041.82 12/31/2014 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 1,744.05 12/31/2014 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 12,876.52 12/31/2014 12X4208 1208815 09/30/2038 02005 4.529998800 40,000.0000 453.00 12/31/2014 12X4208 1208815 09/30/2040 02005 4.529998800 41,328,887.0000 468,049.52 12/31/2014 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 644,328.90 12/31/2014 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 342,988.65 12/31/2014 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 225,340.20 12/31/2014 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 108,892.35 12/31/2014 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 139,642.20 12/31/2014 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 88,689.15 12/31/2014 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 29,031.75 12/31/2014 12X4208 1208815 09/30/2041 02006 4.140000000 53,176,090.0000 550,372.53 12/31/2014 12X4208 1208815 09/30/2033 02007 4.309999200 31,716,865.0000 341,749.16 12/31/2014 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 398,384.00 12/31/2014 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 190,846.76 12/31/2014 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 346,265.34 12/31/2014 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 186,655.29 12/31/2014 12X4208 1208815 09/30/2038 02007 4.309999200 16,097,000.0000 173,445.14 12/31/2014 12X4208 1208815 09/30/2033 02008 3.809998800 31,788,145.0000 302,781.99 12/31/2014 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 841,066.76 12/31/2014 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 528,103.93 12/31/2014 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 273,453.14 12/31/2014 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 166,258.82 12/31/2014 12X4208 1208815 09/30/2038 02008 3.809998800 11,384,000.0000 108,432.57 12/31/2014 12X4208 1208815 09/30/2039 02008 3.809998800 1,701,000.0000 16,202.02 12/31/2014 12X4208 1208815 09/30/2034 02009 4.119998400 37,094,913.0000 382,077.46 12/31/2014 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 518,048.60 12/31/2014 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 331,958.57 12/31/2014 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 204,866.92 12/31/2014 12X4208 1208815 09/30/2038 02009 4.119998400 24,815,000.0000 255,594.40 12/31/2014 12X4208 1208815 09/30/2039 02009 4.119998400 8,161,000.0000 84,058.27 12/31/2014 12X4208 1208815 09/30/2035 02010 2.990001600 53,256,263.0000 398,090.78 12/31/2014 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 298,469.43 12/31/2014 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 276,044.42 12/31/2014 12X4208 1208815 09/30/2038 02010 2.990001600 30,838,000.0000 230,514.17 12/31/2014 12X4208 1208815 09/30/2039 02010 2.990001600 7,505,000.0000 56,099.91 12/31/2014 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 24,654.72 12/31/2014 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 647,873.03 12/31/2014 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 745,034.14 12/31/2014 12X4208 1208815 09/30/2038 02011 4.070001600 49,654,000.0000 505,229.65 12/31/2014 12X4208 1208815 09/30/2039 02011 4.070001600 12,080,000.0000 122,914.05 12/31/2014 12X4208 1208815 09/30/2037 02012 3.070000800 1,700,000.0000 13,047.50 12/31/2014 12X4208 1208815 09/30/2038 02012 3.070000800 8,004,000.0000 61,430.72 12/31/2014 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 38,109.77 12/31/2014 12X4208 1208815 09/30/2038 02013 2.940001200 24,069,000.0000 176,907.22 12/31/2014 12X4208 1208815 09/30/2039 02013 2.940001200 17,444,000.0000 128,213.45 12/31/2014 12X4208 1208815 09/30/2038 02014 2.940001200 27,000.0000 198.45 12/31/2014 12X4208 1208815 09/30/2039 02014 2.940001200 3,991,000.0000 29,333.86 12/31/2014 ------------------------ ---------------------- 1,806,496,599.0000 18,679,821.63 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 376,083,181.0000 4,804,461.13 12/31/2014 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 39,730.24 12/31/2014 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 4,343.50 12/31/2014 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 7,051.80 12/31/2014 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 63.87 12/31/2014 12X4208 1208870 09/30/2046 02001 5.109998400 380,000.0000 4,854.50 12/31/2014 12X4208 1208870 09/30/2037 02002 4.790001600 611,446,767.0000 7,322,077.48 12/31/2014 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 42,367.56 12/31/2014 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 28,261.01 12/31/2014 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 22,189.68 12/31/2014 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 18,046.33 12/31/2014 12X4208 1208870 09/30/2046 02002 4.790001600 3,000.0000 35.93 12/31/2014 12X4208 1208870 09/30/2038 02003 4.730000400 772,883,488.0000 9,139,348.02 12/31/2014 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,090,470.98 12/31/2014 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 94,339.86 12/31/2014 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 17,737.50 12/31/2014 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 10,677.98 12/31/2014 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 11.83 12/31/2014 12X4208 1208870 09/30/2046 02003 4.730000400 7,000.0000 82.78 12/31/2014 12X4208 1208870 09/30/2039 02004 4.629999600 616,532,375.0000 7,136,361.62 12/31/2014 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 3,063,566.56 12/31/2014 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,212,458.00 12/31/2014 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 163,288.51 12/31/2014 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 121,549.06 12/31/2014 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 11.57 12/31/2014 12X4208 1208870 09/30/2040 02005 4.579999200 633,865,167.0000 7,257,754.89 12/31/2014 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 1,878,463.77 12/31/2014 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 521,959.61 12/31/2014 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 212,386.01 12/31/2014 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 52,223.44 12/31/2014 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 20,152.00 12/31/2014 12X4208 1208870 09/30/2046 02005 4.579999200 1,000.0000 11.45 12/31/2014 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 2,753,642.86 12/31/2014 12X4208 1208870 09/30/2041 02006 4.439998800 480,552,454.0000 5,334,130.80 12/31/2014 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 978,375.94 12/31/2014 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 602,041.64 12/31/2014 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 56,054.98 12/31/2014 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 8,325.00 12/31/2014 12X4208 1208870 09/30/2046 02006 4.439998800 1,439,000.0000 15,972.90 12/31/2014 12X4208 1208870 09/30/2040 02007 4.150000800 223,626,611.0000 2,320,126.54 12/31/2014 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 4,352,147.34 12/31/2014 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 1,215,255.11 12/31/2014 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 834,492.54 12/31/2014 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 192,829.79 12/31/2014 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 177,007.91 12/31/2014 12X4208 1208870 09/30/2046 02007 4.150000800 82,000.0000 850.75 12/31/2014 ------------------------ ---------------------- 5,594,828,043.0000 64,127,592.57 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.400001600 2,810,000.0000 51,985.01 12/31/2014 12X4208 1208820 09/30/2048 01993 6.649999200 2,672,000.0000 44,421.99 12/31/2014 12X4208 1208820 09/30/2048 01994 5.900000400 1,903,000.0000 28,069.25 12/31/2014 12X4208 1208820 09/30/2048 01995 5.990000400 2,686,000.0000 40,222.85 12/31/2014 12X4208 1208820 09/30/2048 01996 5.950000800 1,946,000.0000 28,946.75 12/31/2014 12X4208 1208820 09/30/2048 01997 5.749999200 3,283,000.0000 47,193.12 12/31/2014 12X4208 1208820 09/30/2048 01998 5.799999600 4,658,000.0000 67,541.00 12/31/2014 12X4208 1208820 09/30/2048 01999 5.780001600 13,754,000.0000 198,745.36 12/31/2014 12X4208 1208820 09/30/2049 01999 5.780001600 742,000.0000 10,721.90 12/31/2014 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 268,721.78 12/31/2014 12X4208 1208820 09/30/2048 02001 4.889998800 8,806,000.0000 107,653.32 12/31/2014 12X4208 1208820 09/30/2048 02002 4.610001600 25,980,000.0000 299,419.60 12/31/2014 12X4208 1208820 09/30/2048 02003 4.700001600 27,627,000.0000 324,617.36 12/31/2014 12X4208 1208820 09/30/2048 02004 4.610001600 16,368,000.0000 188,641.27 12/31/2014 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 101,595.83 12/31/2014 12X4208 1208820 09/30/2048 02005 4.579999200 20,244,000.0000 231,793.76 12/31/2014 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 948.67 12/31/2014 12X4208 1208820 09/30/2048 02006 4.169998800 35,236,000.0000 367,335.19 12/31/2014 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 11,451.50 12/31/2014 12X4208 1208820 09/30/2048 02007 3.700000800 32,579,000.0000 301,355.82 12/31/2014 12X4208 1208820 09/30/2047 02008 3.539998800 1,745,000.0000 15,443.24 12/31/2014 12X4208 1208820 09/30/2048 02008 3.539998800 82,211,000.0000 727,567.10 12/31/2014 12X4208 1208820 09/30/2049 02008 3.539998800 40,000.0000 354.00 12/31/2014 12X4208 1208820 09/30/2047 02009 3.520000800 11,258,000.0000 99,070.42 12/31/2014 12X4208 1208820 09/30/2048 02009 3.520000800 74,957,000.0000 659,621.75 12/31/2014 12X4208 1208820 09/30/2049 02009 3.520000800 2,999,000.0000 26,391.21 12/31/2014 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 931,369.17 12/31/2014 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 24,398.83 12/31/2014 12X4208 1208820 09/30/2048 02010 3.070000800 2,166,000.0000 16,624.05 12/31/2014 12X4208 1208820 09/30/2049 02010 3.070000800 673,000.0000 5,165.28 12/31/2014 12X4208 1208820 09/30/2046 02011 3.279999600 48,600,000.0000 398,519.95 12/31/2014 12X4208 1208820 09/30/2047 02011 3.279999600 33,757,000.0000 276,807.37 12/31/2014 12X4208 1208820 09/30/2048 02011 3.279999600 28,796,000.0000 236,127.17 12/31/2014 12X4208 1208820 09/30/2049 02011 3.279999600 9,283,000.0000 76,120.59 12/31/2014 12X4208 1208820 09/30/2046 02012 3.420000000 1,400,000.0000 11,970.00 12/31/2014 12X4208 1208820 09/30/2047 02012 3.420000000 48,534,000.0000 414,965.70 12/31/2014 12X4208 1208820 09/30/2048 02012 3.420000000 35,734,000.0000 305,525.70 12/31/2014 12X4208 1208820 09/30/2049 02012 3.420000000 5,502,000.0000 47,042.10 12/31/2014 12X4208 1208820 09/30/2047 02013 3.620001600 9,066,000.0000 82,047.34 12/31/2014 12X4208 1208820 09/30/2048 02013 3.620001600 40,599,000.0000 367,421.11 12/31/2014 12X4208 1208820 09/30/2049 02013 3.620001600 4,300,000.0000 38,915.02 12/31/2014 12X4208 1208820 09/30/2048 02014 2.739999600 24,018,000.0000 164,523.28 12/31/2014 12X4208 1208820 09/30/2049 02014 2.739999600 1,948,000.0000 13,343.80 12/31/2014 ------------------------ ---------------------- 823,191,000.0000 7,660,715.51 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 3,892.00 12/31/2014 12X4208 1208825 09/30/2048 01992 6.950001600 1,414,000.0000 24,568.26 12/31/2014 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 527.78 12/31/2014 12X4208 1208825 09/30/2048 01993 6.810001200 109,000.0000 1,855.73 12/31/2014 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 11,219.70 12/31/2014 12X4208 1208825 09/30/2048 01994 5.960001600 657,000.0000 9,789.30 12/31/2014 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 652.05 12/31/2014 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 9,392.63 12/31/2014 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 6,397.88 12/31/2014 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 7,018.00 12/31/2014 12X4208 1208825 09/30/2048 01996 6.050001600 679,000.0000 10,269.88 12/31/2014 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 7,458.95 12/31/2014 12X4208 1208825 09/30/2048 01997 4.820000400 507,000.0000 6,109.35 12/31/2014 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 2,525.25 12/31/2014 12X4208 1208825 09/30/2048 01998 5.180000400 148,000.0000 1,916.60 12/31/2014 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 2,289.65 12/31/2014 12X4208 1208825 09/30/2048 01999 5.060001600 278,000.0000 3,516.70 12/31/2014 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 10,602.00 12/31/2014 12X4208 1208825 09/30/2048 02000 4.960000800 1,012,000.0000 12,548.80 12/31/2014 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 5,085.15 12/31/2014 12X4208 1208825 09/30/2048 02001 4.060000800 1,000.0000 10.15 12/31/2014 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 7,239.80 12/31/2014 12X4208 1208825 09/30/2048 02002 4.240000800 566,000.0000 5,999.60 12/31/2014 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 12,902.18 12/31/2014 12X4208 1208825 09/30/2048 02003 4.010000400 558,000.0000 5,593.95 12/31/2014 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 8,268.88 12/31/2014 12X4208 1208825 09/30/2048 02004 4.150000800 2,088,000.0000 21,663.00 12/31/2014 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 1,478.25 12/31/2014 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 3,969.00 12/31/2014 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 6,507.60 12/31/2014 12X4208 1208825 09/30/2048 02006 4.079998800 1,304,000.0000 13,300.80 12/31/2014 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 3,790.50 12/31/2014 12X4208 1208825 09/30/2048 02007 3.989998800 650,000.0000 6,483.75 12/31/2014 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 10,683.75 12/31/2014 12X4208 1208825 09/30/2048 02008 4.070001600 1,843,000.0000 18,752.53 12/31/2014 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 41,154.30 12/31/2014 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 55,370.70 12/31/2014 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 3,574.60 12/31/2014 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 26,875.43 12/31/2014 12X4208 1208825 09/30/2048 02010 2.930000400 215,000.0000 1,574.88 12/31/2014 12X4208 1208825 09/30/2049 02010 2.930000400 10,000.0000 73.25 12/31/2014 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 1,025.15 12/31/2014 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 16,382.10 12/31/2014 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 17,194.10 12/31/2014 12X4208 1208825 09/30/2048 02011 4.060000800 1,015,000.0000 10,302.25 12/31/2014 12X4208 1208825 09/30/2049 02011 4.060000800 488,000.0000 4,953.20 12/31/2014 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 1,189.58 12/31/2014 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 8,000.48 12/31/2014 12X4208 1208825 09/30/2048 02012 3.110000400 699,000.0000 5,434.73 12/31/2014 12X4208 1208825 09/30/2049 02012 3.110000400 123,000.0000 956.33 12/31/2014 ------------------------ ---------------------- 43,128,000.0000 458,340.48 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 426,268.14 12/31/2014 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 12,200.00 12/31/2014 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 14,774.20 12/31/2014 12X4208 1208881 09/30/2049 02007 4.880001600 8,846,000.0000 107,921.24 12/31/2014 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 161,719.67 12/31/2014 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 104,333.65 12/31/2014 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 219,375.00 12/31/2014 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 1,623.38 12/31/2014 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 737.10 12/31/2014 12X4208 1208881 09/30/2049 02014 2.980000800 2,704,000.0000 20,144.81 12/31/2014 ------------------------ ---------------------- 99,115,581.2200 1,069,097.19 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 160,649.97 12/31/2014 12X4208 1208871 09/30/2048 02005 4.759999200 23,731,000.0000 282,398.85 12/31/2014 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 113,986.24 12/31/2014 12X4208 1208871 09/30/2048 02006 4.899999600 16,767,000.0000 205,395.73 12/31/2014 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 121,183.96 12/31/2014 12X4208 1208871 09/30/2048 02008 4.479998400 14,475,000.0000 162,119.94 12/31/2014 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 10,235.34 12/31/2014 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 220,644.49 12/31/2014 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 169,099.54 12/31/2014 12X4208 1208871 09/30/2048 02010 3.309998400 1,000.0000 8.27 12/31/2014 12X4208 1208871 09/30/2046 02011 2.810001600 8,624,000.0000 60,583.63 12/31/2014 12X4208 1208871 09/30/2047 02011 2.810001600 4,295,000.0000 30,172.39 12/31/2014 12X4208 1208871 09/30/2048 02011 2.810001600 49,881,000.0000 350,414.22 12/31/2014 12X4208 1208871 09/30/2048 02012 2.810001600 24,951,000.0000 175,280.87 12/31/2014 12X4208 1208871 09/30/2048 02014 2.810001600 864,000.0000 6,069.60 12/31/2014 ------------------------ ---------------------- 225,549,900.0000 2,068,243.04 880 SUB-COHORT 12X4208 1208880 09/30/2042 02006 4.849999200 532,826.0000 6,460.51 12/31/2014 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 3,031.25 12/31/2014 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 9,093.75 12/31/2014 ------------------------ ---------------------- 1,532,826.0000 18,585.51 ======================== ====================== 12,423,264,098.9500 144,330,760.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00