Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.320000000 108,633.0000 3,519.71 06/30/2014 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 32.40 06/30/2014 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 39,528.36 06/30/2014 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 2,835.90 06/30/2014 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 92.48 06/30/2014 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 369.90 06/30/2014 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 36,384.83 06/30/2014 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 135,388.30 06/30/2014 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 28,930.22 06/30/2014 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 149,558.40 06/30/2014 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 21,610.80 06/30/2014 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 42,049.46 06/30/2014 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 3,175.05 06/30/2014 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 40,450.73 06/30/2014 12X4269 1269216 09/30/2047 02011 4.410000000 44,000.0000 1,455.30 06/30/2014 12X4269 1269216 09/30/2046 02012 4.179999600 1,041,000.0000 32,635.35 06/30/2014 12X4269 1269216 09/30/2047 02012 4.179999600 957,000.0000 30,001.95 06/30/2014 ------------------------ ---------------------- 17,967,016.0000 568,019.14 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,299.57 06/30/2014 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 20,202.52 06/30/2014 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 25,031.69 06/30/2014 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 18,002.24 06/30/2014 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 5,000.62 06/30/2014 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 34,832.91 06/30/2014 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 5,400.67 06/30/2014 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 19,321.05 06/30/2014 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 6,273.00 06/30/2014 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 21,450.59 06/30/2014 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 9,057.60 06/30/2014 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 8,373.68 06/30/2014 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 19,485.44 06/30/2014 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 9,926.47 06/30/2014 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 12,172.95 06/30/2014 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 2,943.22 06/30/2014 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 3,714.75 06/30/2014 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 38,284.42 06/30/2014 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 22,911.61 06/30/2014 12X4269 1269230 09/30/2047 02009 4.880001600 796,000.0000 29,133.61 06/30/2014 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 33,516.90 06/30/2014 12X4269 1269230 09/30/2047 02011 4.460000400 85,000.0000 2,843.25 06/30/2014 12X4269 1269230 09/30/2046 02012 4.460000400 97,000.0000 3,244.65 06/30/2014 12X4269 1269230 09/30/2047 02012 4.460000400 693,000.0000 23,180.85 06/30/2014 ------------------------ ---------------------- 12,229,385.0000 376,604.26 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 377,655.34 06/30/2014 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 160,352.30 06/30/2014 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 35,250.01 06/30/2014 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 2,996.25 06/30/2014 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 5,358.00 06/30/2014 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 402,150.28 06/30/2014 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 86,371.68 06/30/2014 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 44,018.11 06/30/2014 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 30,732.53 06/30/2014 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 95,698.18 06/30/2014 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 698,010.74 06/30/2014 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 150,287.80 06/30/2014 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 22,556.25 06/30/2014 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 273,083.56 06/30/2014 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 160,340.04 06/30/2014 12X4269 1269215 09/30/2062 02010 3.639999600 16,675,886.0000 455,251.64 06/30/2014 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 692,873.92 06/30/2014 12X4269 1269215 09/30/2062 02011 2.930000400 9,213,695.0000 202,470.98 06/30/2014 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 8,196.68 06/30/2014 12X4269 1269215 09/30/2063 02012 4.250001600 14,208,000.0000 452,880.17 06/30/2014 12X4269 1269215 09/30/2064 02012 4.250001600 1,821,000.0000 58,044.40 06/30/2014 12X4269 1269215 09/30/2063 02013 4.250001600 1,311,000.0000 41,788.14 06/30/2014 12X4269 1269215 09/30/2064 02013 4.250001600 3,441,000.0000 109,681.92 06/30/2014 12X4269 1269215 09/30/2064 02014 4.250001600 2,729,000.0000 86,986.91 06/30/2014 ------------------------ ---------------------- 156,090,181.0000 4,653,035.83 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 60,144.55 06/30/2014 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 4,013.93 06/30/2014 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 7,512.30 06/30/2014 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 6,407.55 06/30/2014 12X4269 1269217 09/30/2047 02006 4.910000400 58,000.0000 2,135.85 06/30/2014 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 30,942.00 06/30/2014 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 7,745.25 06/30/2014 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 538.80 06/30/2014 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 2,592.97 06/30/2014 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 104,054.55 06/30/2014 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 71,862.44 06/30/2014 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 19,060.05 06/30/2014 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 34,908.25 06/30/2014 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 36,351.01 06/30/2014 12X4269 1269217 09/30/2045 02010 3.570001200 3,607,644.0000 96,594.70 06/30/2014 12X4269 1269217 09/30/2046 02010 3.570001200 5,694,000.0000 152,456.90 06/30/2014 12X4269 1269217 09/30/2047 02010 3.570001200 175,000.0000 4,685.63 06/30/2014 12X4269 1269217 09/30/2046 02011 4.839998400 1,783,039.0000 64,724.29 06/30/2014 12X4269 1269217 09/30/2047 02011 4.839998400 567,000.0000 20,582.09 06/30/2014 12X4269 1269217 09/30/2046 02012 4.439998800 817,000.0000 27,206.09 06/30/2014 12X4269 1269217 09/30/2047 02012 4.439998800 308,000.0000 10,256.40 06/30/2014 12X4269 1269217 09/30/2046 02013 4.439998800 362,000.0000 12,054.60 06/30/2014 12X4269 1269217 09/30/2047 02013 4.439998800 78,000.0000 2,597.40 06/30/2014 ------------------------ ---------------------- 24,863,941.0000 779,427.60 ======================== ====================== 211,150,523.0000 6,377,086.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2059 02007 04/10/2014 INT + 0.0000 23,221.51 477154 1269215 09/30/2060 02008 04/10/2014 INT + 0.0000 61,653.76 477156 1269215 09/30/2061 02009 04/10/2014 INT + 0.0000 11,371.20 477158 1269215 09/30/2062 02010 04/10/2014 INT + 0.0000 116,934.99 477160 1269215 09/30/2062 02011 04/10/2014 INT + 0.0000 53,384.61 477162 1269215 09/30/2062 02012 04/10/2014 INT + 0.0000 25,733.76 477164 1269215 09/30/2063 02012 04/10/2014 INT + 0.0000 552,755.21 477166 1269216 09/30/2044 02010 04/10/2014 INT + 0.0000 1,695.67 477140 1269216 09/30/2045 02010 04/10/2014 INT + 0.0000 9,321.58 477142 1269216 09/30/2045 02011 04/10/2014 INT + 0.0000 22,336.65 477144 1269216 09/30/2045 02012 04/10/2014 INT + 0.0000 9,237.80 477148 1269216 09/30/2046 02011 04/10/2014 INT + 0.0000 1,433.25 477146 1269216 09/30/2046 02012 04/10/2014 INT + 0.0000 22,718.30 477150 1269216 09/30/2046 02013 04/10/2014 INT + 0.0000 28,256.80 477152 1269217 09/30/2044 02011 04/10/2014 INT + 0.0000 10,164.94 477130 1269217 09/30/2045 02009 04/10/2014 INT + 0.0000 13,545.00 477126 1269217 09/30/2045 02010 04/10/2014 INT + 0.0000 43,143.46 477128 1269217 09/30/2045 02011 04/10/2014 INT + 0.0000 24,780.79 477132 1269217 09/30/2045 02012 04/10/2014 INT + 0.0000 3,552.00 477136 1269217 09/30/2046 02011 04/10/2014 INT + 0.0000 24,029.65 477134 1269217 09/30/2046 02012 04/10/2014 INT + 0.0000 39,227.39 477138 1269230 09/30/2041 02006 04/10/2014 INT + 0.0000 1,079.30 477116 1269230 09/30/2041 02006 04/10/2014 INT + 0.0000 744.60 477118 1269230 09/30/2042 02006 04/10/2014 INT + 0.0000 13,006.89 477120 1269230 09/30/2044 02007 04/10/2014 INT + 0.0000 5,693.76 477122 1269230 09/30/2045 02007 04/10/2014 INT + 0.0000 3,257.94 477124 ------------------------ ---------------------- 0.0000 1,122,280.81 ======================== ====================== 0.0000 1,122,280.81