Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 6,864,264.0000 233,041.75 03/31/2014 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 97,096.99 03/31/2014 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 2,953.65 03/31/2014 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 2,342.55 03/31/2014 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 2,070.95 03/31/2014 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 232,228.14 03/31/2014 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 41,100.00 03/31/2014 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 6,850.00 03/31/2014 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 3,082.50 03/31/2014 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 42,127.50 03/31/2014 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 959.00 03/31/2014 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 6,576.00 03/31/2014 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 9,144.75 03/31/2014 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 1,404.25 03/31/2014 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 62,320.16 03/31/2014 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 172,250.01 03/31/2014 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 172,250.01 03/31/2014 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 96,460.01 03/31/2014 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 135,457.41 03/31/2014 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 4,134.00 03/31/2014 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 152,269.01 03/31/2014 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 34,450.00 03/31/2014 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 11,919.70 03/31/2014 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 27,043.25 03/31/2014 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 2,824.90 03/31/2014 12X4219 1219307 09/30/2027 01995 6.419998800 8,477,060.0000 272,113.58 03/31/2014 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 192,599.96 03/31/2014 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 64,199.99 03/31/2014 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 64,199.99 03/31/2014 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 32,099.99 03/31/2014 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 3,531.00 03/31/2014 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 4,494.00 03/31/2014 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 152,474.97 03/31/2014 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 96,011.08 03/31/2014 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 2,375.40 03/31/2014 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 6,387.90 03/31/2014 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 16,563.60 03/31/2014 12X4219 1219307 09/30/2027 01996 6.159999600 4,051,783.0000 124,794.91 03/31/2014 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 61,600.00 03/31/2014 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 30,800.00 03/31/2014 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 30,800.00 03/31/2014 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 30,800.00 03/31/2014 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 9,240.00 03/31/2014 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 9,178.40 03/31/2014 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 33,325.60 03/31/2014 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 27,781.60 03/31/2014 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 17,710.00 03/31/2014 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 7,053.20 03/31/2014 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 985.60 03/31/2014 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 3,264.80 03/31/2014 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 7,915.60 03/31/2014 12X4219 1219307 09/30/2029 01997 6.040000800 4,601,856.0000 138,976.07 03/31/2014 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 90,600.01 03/31/2014 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 30,200.00 03/31/2014 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 30,200.00 03/31/2014 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 9,362.00 03/31/2014 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 10,872.00 03/31/2014 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 12,623.60 03/31/2014 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 49,105.21 03/31/2014 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 6,372.20 03/31/2014 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 10,026.40 03/31/2014 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 9,513.00 03/31/2014 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 6,734.60 03/31/2014 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 62,500.50 03/31/2014 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 88,500.01 03/31/2014 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 59,000.00 03/31/2014 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 44,250.00 03/31/2014 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 23,600.00 03/31/2014 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 4,956.00 03/31/2014 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 50,504.00 03/31/2014 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 6,136.00 03/31/2014 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 7,375.00 03/31/2014 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 3,156.50 03/31/2014 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 236.00 03/31/2014 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 3,982.50 03/31/2014 12X4219 1219307 09/30/2031 01999 5.910001200 3,965,465.0000 117,179.51 03/31/2014 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 88,650.02 03/31/2014 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 29,550.01 03/31/2014 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 37,824.01 03/31/2014 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 24,171.90 03/31/2014 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 11,967.75 03/31/2014 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 48,875.71 03/31/2014 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 4,225.65 03/31/2014 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 886.50 03/31/2014 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 9,367.35 03/31/2014 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 6,382.80 03/31/2014 12X4219 1219307 09/30/2031 02000 5.699998800 1,930,398.0000 55,016.33 03/31/2014 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 142,499.97 03/31/2014 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 85,499.98 03/31/2014 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 47,309.99 03/31/2014 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 37,049.99 03/31/2014 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 4,902.00 03/31/2014 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 62,870.99 03/31/2014 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 5,272.50 03/31/2014 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 3,990.00 03/31/2014 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 4,503.00 03/31/2014 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 10,374.00 03/31/2014 12X4219 1219307 09/30/2033 02001 4.979998800 1,557,992.0000 38,793.99 03/31/2014 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 112,049.97 03/31/2014 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 49,799.99 03/31/2014 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 46,114.79 03/31/2014 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 61,353.59 03/31/2014 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 32,195.69 03/31/2014 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 31,523.39 03/31/2014 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 4,482.00 03/31/2014 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 3,635.40 03/31/2014 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 8,117.40 03/31/2014 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 7,420.20 03/31/2014 12X4219 1219307 09/30/2034 02002 4.809999600 6,293,284.0000 151,353.47 03/31/2014 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 51,346.75 03/31/2014 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 56,589.65 03/31/2014 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 49,302.50 03/31/2014 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 34,535.80 03/31/2014 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 19,432.40 03/31/2014 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 6,373.25 03/31/2014 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 1,394.90 03/31/2014 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 4,377.10 03/31/2014 12X4219 1219307 09/30/2034 02003 4.799998800 3,276,109.0000 78,626.60 03/31/2014 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 120,839.97 03/31/2014 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 97,703.98 03/31/2014 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 98,279.98 03/31/2014 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 35,831.99 03/31/2014 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 28,295.99 03/31/2014 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 13,608.00 03/31/2014 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 8,616.00 03/31/2014 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 2,592.00 03/31/2014 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 3,744.00 03/31/2014 12X4219 1219307 09/30/2035 02004 4.680000000 4,134,553.0000 96,748.54 03/31/2014 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 107,242.20 03/31/2014 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 96,922.80 03/31/2014 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 28,126.80 03/31/2014 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 22,674.60 03/31/2014 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 13,572.00 03/31/2014 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 11,138.40 03/31/2014 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 8,541.00 03/31/2014 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 6,341.40 03/31/2014 12X4219 1219307 09/30/2036 02005 4.680000000 4,033,617.0000 94,386.64 03/31/2014 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 129,612.60 03/31/2014 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 54,756.00 03/31/2014 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 44,694.00 03/31/2014 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 29,109.60 03/31/2014 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 24,078.60 03/31/2014 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 4,680.00 03/31/2014 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 8,985.60 03/31/2014 12X4219 1219307 09/30/2037 02006 4.550000400 2,538,874.0000 57,759.39 03/31/2014 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 80,557.76 03/31/2014 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 125,762.01 03/31/2014 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 82,241.26 03/31/2014 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 31,213.00 03/31/2014 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 17,608.50 03/31/2014 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 16,016.00 03/31/2014 12X4219 1219307 09/30/2044 02006 4.550000400 208,000.0000 4,732.00 03/31/2014 12X4219 1219307 09/30/2038 02007 4.430001600 6,077,441.0000 134,615.37 03/31/2014 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 91,612.43 03/31/2014 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 99,298.49 03/31/2014 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 48,574.97 03/31/2014 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 25,007.36 03/31/2014 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 19,026.86 03/31/2014 12X4219 1219307 09/30/2044 02007 4.430001600 89,000.0000 1,971.35 03/31/2014 12X4219 1219307 09/30/2039 02008 4.200001200 6,140,938.0000 128,959.73 03/31/2014 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 113,883.03 03/31/2014 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 91,371.03 03/31/2014 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 41,727.01 03/31/2014 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 20,475.01 03/31/2014 12X4219 1219307 09/30/2044 02008 4.200001200 188,000.0000 3,948.00 03/31/2014 12X4219 1219307 09/30/2040 02009 4.439998800 6,409,473.0000 142,290.26 03/31/2014 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 92,041.18 03/31/2014 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 60,672.58 03/31/2014 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 52,924.79 03/31/2014 12X4219 1219307 09/30/2044 02009 4.439998800 228,000.0000 5,061.60 03/31/2014 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 98,928.17 03/31/2014 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 73,320.02 03/31/2014 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 61,425.02 03/31/2014 12X4219 1219307 09/30/2044 02010 3.250000800 823,000.0000 13,373.75 03/31/2014 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 1,648.45 03/31/2014 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 55,995.22 03/31/2014 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 57,634.32 03/31/2014 12X4219 1219307 09/30/2044 02011 4.430001600 615,000.0000 13,622.25 03/31/2014 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 855.80 03/31/2014 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 48,897.32 03/31/2014 12X4219 1219307 09/30/2044 02012 3.890001600 1,806,000.0000 35,126.71 03/31/2014 12X4219 1219307 09/30/2043 02013 3.890001600 885,000.0000 17,213.26 03/31/2014 12X4219 1219307 09/30/2044 02013 3.890001600 1,365,000.0000 26,549.26 03/31/2014 ------------------------ ---------------------- 325,754,462.0000 8,585,691.26 ======================== ====================== 325,754,462.0000 8,585,691.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00