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 194,201.46 02/28/2014 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 80,914.16 02/28/2014 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 2,461.37 02/28/2014 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 1,952.12 02/28/2014 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 1,725.79 02/28/2014 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 193,523.45 02/28/2014 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 34,250.00 02/28/2014 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 5,708.33 02/28/2014 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,568.75 02/28/2014 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 35,106.25 02/28/2014 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 799.17 02/28/2014 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 5,480.00 02/28/2014 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 7,620.63 02/28/2014 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 1,170.21 02/28/2014 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 51,933.46 02/28/2014 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 143,541.68 02/28/2014 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 143,541.68 02/28/2014 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 80,383.34 02/28/2014 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 112,881.17 02/28/2014 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 3,445.00 02/28/2014 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 126,890.84 02/28/2014 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 28,708.34 02/28/2014 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 9,933.08 02/28/2014 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 22,536.04 02/28/2014 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 2,354.08 02/28/2014 12X4219 1219307 09/30/2027 01995 6.419998800 8,477,060.0000 226,761.31 02/28/2014 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 160,499.97 02/28/2014 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 53,499.99 02/28/2014 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 53,499.99 02/28/2014 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 26,750.00 02/28/2014 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,942.50 02/28/2014 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 3,745.00 02/28/2014 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 127,062.48 02/28/2014 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 80,009.24 02/28/2014 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,979.50 02/28/2014 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 5,323.25 02/28/2014 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 13,803.00 02/28/2014 12X4219 1219307 09/30/2027 01996 6.159999600 4,051,783.0000 103,995.76 02/28/2014 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 51,333.33 02/28/2014 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 25,666.67 02/28/2014 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 25,666.67 02/28/2014 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 25,666.67 02/28/2014 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 7,700.00 02/28/2014 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 7,648.67 02/28/2014 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 27,771.33 02/28/2014 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 23,151.33 02/28/2014 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 14,758.33 02/28/2014 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 5,877.67 02/28/2014 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 821.33 02/28/2014 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 2,720.67 02/28/2014 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 6,596.33 02/28/2014 12X4219 1219307 09/30/2029 01997 6.040000800 4,601,856.0000 115,813.39 02/28/2014 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 75,500.01 02/28/2014 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 25,166.67 02/28/2014 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 25,166.67 02/28/2014 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 7,801.67 02/28/2014 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 9,060.00 02/28/2014 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 10,519.67 02/28/2014 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 40,921.01 02/28/2014 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 5,310.17 02/28/2014 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 8,355.33 02/28/2014 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 7,927.50 02/28/2014 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 5,612.17 02/28/2014 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 52,083.75 02/28/2014 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 73,750.01 02/28/2014 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 49,166.67 02/28/2014 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 36,875.00 02/28/2014 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 19,666.67 02/28/2014 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 4,130.00 02/28/2014 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 42,086.67 02/28/2014 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 5,113.33 02/28/2014 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 6,145.83 02/28/2014 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 2,630.42 02/28/2014 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 196.67 02/28/2014 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 3,318.75 02/28/2014 12X4219 1219307 09/30/2031 01999 5.910001200 3,965,465.0000 97,649.60 02/28/2014 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 73,875.02 02/28/2014 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 24,625.01 02/28/2014 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 31,520.01 02/28/2014 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 20,143.25 02/28/2014 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 9,973.13 02/28/2014 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 40,729.76 02/28/2014 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 3,521.38 02/28/2014 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 738.75 02/28/2014 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 7,806.13 02/28/2014 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 5,319.00 02/28/2014 12X4219 1219307 09/30/2031 02000 5.699998800 1,930,398.0000 45,846.94 02/28/2014 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 118,749.98 02/28/2014 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 71,249.99 02/28/2014 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 39,424.99 02/28/2014 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 30,874.99 02/28/2014 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 4,085.00 02/28/2014 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 52,392.49 02/28/2014 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 4,393.75 02/28/2014 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 3,325.00 02/28/2014 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 3,752.50 02/28/2014 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 8,645.00 02/28/2014 12X4219 1219307 09/30/2033 02001 4.979998800 1,557,992.0000 32,328.33 02/28/2014 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 93,374.98 02/28/2014 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 41,499.99 02/28/2014 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 38,428.99 02/28/2014 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 51,127.99 02/28/2014 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 26,829.74 02/28/2014 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 26,269.49 02/28/2014 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 3,735.00 02/28/2014 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 3,029.50 02/28/2014 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 6,764.50 02/28/2014 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 6,183.50 02/28/2014 12X4219 1219307 09/30/2034 02002 4.809999600 6,293,284.0000 126,127.89 02/28/2014 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 42,788.95 02/28/2014 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 47,158.04 02/28/2014 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 41,085.41 02/28/2014 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 28,779.83 02/28/2014 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 16,193.67 02/28/2014 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 5,311.04 02/28/2014 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 1,162.42 02/28/2014 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 3,647.58 02/28/2014 12X4219 1219307 09/30/2034 02003 4.799998800 3,276,109.0000 65,522.16 02/28/2014 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 100,699.97 02/28/2014 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 81,419.98 02/28/2014 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 81,899.98 02/28/2014 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 29,859.99 02/28/2014 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 23,579.99 02/28/2014 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 11,340.00 02/28/2014 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 7,180.00 02/28/2014 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 2,160.00 02/28/2014 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 3,120.00 02/28/2014 12X4219 1219307 09/30/2035 02004 4.680000000 4,134,553.0000 80,623.78 02/28/2014 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 89,368.50 02/28/2014 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 80,769.00 02/28/2014 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 23,439.00 02/28/2014 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 18,895.50 02/28/2014 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 11,310.00 02/28/2014 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 9,282.00 02/28/2014 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 7,117.50 02/28/2014 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 5,284.50 02/28/2014 12X4219 1219307 09/30/2036 02005 4.680000000 4,033,617.0000 78,655.53 02/28/2014 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 108,010.50 02/28/2014 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 45,630.00 02/28/2014 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 37,245.00 02/28/2014 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 24,258.00 02/28/2014 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 20,065.50 02/28/2014 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 3,900.00 02/28/2014 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 7,488.00 02/28/2014 12X4219 1219307 09/30/2037 02006 4.550000400 2,538,874.0000 48,132.82 02/28/2014 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 67,131.46 02/28/2014 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 104,801.68 02/28/2014 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 68,534.38 02/28/2014 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 26,010.84 02/28/2014 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 14,673.75 02/28/2014 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 13,346.67 02/28/2014 12X4219 1219307 09/30/2044 02006 4.550000400 122,000.0000 2,312.92 02/28/2014 12X4219 1219307 09/30/2038 02007 4.430001600 6,077,441.0000 112,179.47 02/28/2014 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 76,343.69 02/28/2014 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 82,748.74 02/28/2014 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 40,479.14 02/28/2014 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 20,839.47 02/28/2014 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 15,855.71 02/28/2014 12X4219 1219307 09/30/2044 02007 4.430001600 89,000.0000 1,642.79 02/28/2014 12X4219 1219307 09/30/2039 02008 4.200001200 6,140,938.0000 107,466.45 02/28/2014 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 94,902.53 02/28/2014 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 76,142.52 02/28/2014 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 34,772.51 02/28/2014 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 17,062.50 02/28/2014 12X4219 1219307 09/30/2044 02008 4.200001200 188,000.0000 3,290.00 02/28/2014 12X4219 1219307 09/30/2040 02009 4.439998800 6,409,473.0000 118,575.22 02/28/2014 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 76,700.98 02/28/2014 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 50,560.49 02/28/2014 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 44,103.99 02/28/2014 12X4219 1219307 09/30/2044 02009 4.439998800 187,000.0000 3,459.50 02/28/2014 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 82,440.14 02/28/2014 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 61,100.02 02/28/2014 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 51,187.51 02/28/2014 12X4219 1219307 09/30/2044 02010 3.250000800 746,000.0000 10,102.09 02/28/2014 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 1,373.71 02/28/2014 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 46,662.68 02/28/2014 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 48,028.60 02/28/2014 12X4219 1219307 09/30/2044 02011 4.430001600 507,000.0000 9,358.38 02/28/2014 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 713.17 02/28/2014 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 40,747.77 02/28/2014 12X4219 1219307 09/30/2044 02012 3.890001600 1,556,000.0000 25,220.18 02/28/2014 12X4219 1219307 09/30/2043 02013 3.890001600 885,000.0000 14,344.38 02/28/2014 12X4219 1219307 09/30/2044 02013 3.890001600 1,119,000.0000 18,137.13 02/28/2014 ------------------------ ---------------------- 324,946,462.0000 7,141,278.29 ======================== ====================== 324,946,462.0000 7,141,278.29 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00