Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 73,052,410.0000 2,097,213.06 02/28/2014 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,435,416.75 02/28/2014 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,435.42 02/28/2014 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 155,082.43 02/28/2014 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 196,853.05 02/28/2014 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 65,110.50 02/28/2014 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 968,762.76 02/28/2014 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 21,387.71 02/28/2014 12X4226 1226301 09/30/2047 01992 6.890000400 3,213,000.0000 92,239.88 02/28/2014 12X4226 1226301 09/30/2048 01992 6.890000400 4,366,000.0000 125,340.59 02/28/2014 12X4226 1226301 09/30/2031 01993 6.959998800 41,693,330.0000 1,209,106.36 02/28/2014 12X4226 1226301 09/30/2032 01993 6.959998800 37,000,000.0000 1,072,999.82 02/28/2014 12X4226 1226301 09/30/2033 01993 6.959998800 8,000,000.0000 231,999.96 02/28/2014 12X4226 1226301 09/30/2034 01993 6.959998800 15,000,000.0000 434,999.93 02/28/2014 12X4226 1226301 09/30/2036 01993 6.959998800 18,000,000.0000 521,999.91 02/28/2014 12X4226 1226301 09/30/2039 01993 6.959998800 13,150,000.0000 381,349.93 02/28/2014 12X4226 1226301 09/30/2040 01993 6.959998800 8,952,000.0000 259,607.96 02/28/2014 12X4226 1226301 09/30/2041 01993 6.959998800 6,679,000.0000 193,690.97 02/28/2014 12X4226 1226301 09/30/2042 01993 6.959998800 37,590,000.0000 1,090,109.81 02/28/2014 12X4226 1226301 09/30/2043 01993 6.959998800 6,100,000.0000 176,899.97 02/28/2014 12X4226 1226301 09/30/2044 01993 6.959998800 77,000.0000 2,233.00 02/28/2014 12X4226 1226301 09/30/2046 01993 6.959998800 2,485,000.0000 72,064.99 02/28/2014 12X4226 1226301 09/30/2047 01993 6.959998800 4,445,000.0000 128,904.98 02/28/2014 12X4226 1226301 09/30/2048 01993 6.959998800 9,102,000.0000 263,957.95 02/28/2014 12X4226 1226301 09/30/2032 01994 6.710000400 138,167,526.0000 3,862,933.98 02/28/2014 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 838,750.05 02/28/2014 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 139,791.68 02/28/2014 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 363,458.36 02/28/2014 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 258,614.60 02/28/2014 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 359,963.56 02/28/2014 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 138,813.13 02/28/2014 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,189,599.20 02/28/2014 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 215,279.18 02/28/2014 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 2,376.46 02/28/2014 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 615.08 02/28/2014 12X4226 1226301 09/30/2047 01994 6.710000400 4,154,000.0000 116,138.92 02/28/2014 12X4226 1226301 09/30/2048 01994 6.710000400 4,753,000.0000 132,885.97 02/28/2014 12X4226 1226301 09/30/2032 01995 6.559999200 66,529,519.0000 1,818,473.30 02/28/2014 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 3,689,999.55 02/28/2014 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 601,333.26 02/28/2014 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 136,666.65 02/28/2014 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 333,466.63 02/28/2014 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 211,641.97 02/28/2014 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 199,779.31 02/28/2014 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,251,265.18 02/28/2014 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 101,133.32 02/28/2014 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 3,061.33 02/28/2014 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 218,666.64 02/28/2014 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 41,191.33 02/28/2014 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 131,035.98 02/28/2014 12X4226 1226301 09/30/2048 01995 6.559999200 8,238,000.0000 225,171.97 02/28/2014 12X4226 1226301 09/30/2033 01996 6.260000400 136,192,771.0000 3,552,361.67 02/28/2014 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 756,416.72 02/28/2014 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 599,916.71 02/28/2014 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 26,083.34 02/28/2014 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 198,233.35 02/28/2014 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 1,159,169.49 02/28/2014 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 135,346.43 02/28/2014 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 795,541.72 02/28/2014 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 95,256.34 02/28/2014 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 730.33 02/28/2014 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 201,311.18 02/28/2014 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 30,987.00 02/28/2014 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 67,451.50 02/28/2014 12X4226 1226301 09/30/2048 01996 6.260000400 3,640,000.0000 94,943.34 02/28/2014 12X4226 1226301 09/30/2034 01997 6.030000000 120,244,479.0000 3,021,142.53 02/28/2014 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 1,708,500.00 02/28/2014 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 301,500.00 02/28/2014 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 356,775.00 02/28/2014 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 3,417,879.38 02/28/2014 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 123,439.13 02/28/2014 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 1,193,035.50 02/28/2014 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 128,137.50 02/28/2014 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 52,435.88 02/28/2014 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 3,241.13 02/28/2014 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 114,519.75 02/28/2014 12X4226 1226301 09/30/2048 01997 6.030000000 7,352,000.0000 184,719.00 02/28/2014 12X4226 1226301 09/30/2036 01998 5.889999600 125,886,000.0000 3,089,452.04 02/28/2014 12X4226 1226301 09/30/2037 01998 5.889999600 18,750,000.0000 460,156.22 02/28/2014 12X4226 1226301 09/30/2038 01998 5.889999600 28,000,000.0000 687,166.62 02/28/2014 12X4226 1226301 09/30/2039 01998 5.889999600 25,500,000.0000 625,812.46 02/28/2014 12X4226 1226301 09/30/2040 01998 5.889999600 164,512,970.0000 4,037,422.20 02/28/2014 12X4226 1226301 09/30/2041 01998 5.889999600 10,475,000.0000 257,073.94 02/28/2014 12X4226 1226301 09/30/2042 01998 5.889999600 42,229,000.0000 1,036,369.97 02/28/2014 12X4226 1226301 09/30/2043 01998 5.889999600 19,113,000.0000 469,064.84 02/28/2014 12X4226 1226301 09/30/2044 01998 5.889999600 3,659,000.0000 89,797.95 02/28/2014 12X4226 1226301 09/30/2045 01998 5.889999600 29,000.0000 711.71 02/28/2014 12X4226 1226301 09/30/2046 01998 5.889999600 1,358,000.0000 33,327.58 02/28/2014 12X4226 1226301 09/30/2047 01998 5.889999600 2,927,000.0000 71,833.45 02/28/2014 12X4226 1226301 09/30/2048 01998 5.889999600 7,798,000.0000 191,375.90 02/28/2014 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 624,392.25 02/28/2014 12X4226 1226301 09/30/2036 01999 5.659999200 172,395,194.0000 4,065,652.75 02/28/2014 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 736,979.06 02/28/2014 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,367,833.14 02/28/2014 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 1,042,383.19 02/28/2014 12X4226 1226301 09/30/2040 01999 5.659999200 24,227,000.0000 571,353.34 02/28/2014 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 235,361.63 02/28/2014 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 1,133,273.34 02/28/2014 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 182,558.56 02/28/2014 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 266,939.71 02/28/2014 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 205,670.22 02/28/2014 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 943.33 02/28/2014 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 8,655.08 02/28/2014 12X4226 1226301 09/30/2048 01999 5.659999200 6,566,000.0000 154,848.14 02/28/2014 12X4226 1226301 09/30/2022 02000 5.420001600 54,944,000.0000 1,240,819.03 02/28/2014 12X4226 1226301 09/30/2036 02000 5.420001600 6,189,586.0000 139,781.53 02/28/2014 12X4226 1226301 09/30/2037 02000 5.420001600 56,250,000.0000 1,270,312.88 02/28/2014 12X4226 1226301 09/30/2038 02000 5.420001600 111,000,000.0000 2,506,750.74 02/28/2014 12X4226 1226301 09/30/2039 02000 5.420001600 91,700,000.0000 2,070,892.28 02/28/2014 12X4226 1226301 09/30/2040 02000 5.420001600 36,113,000.0000 815,552.16 02/28/2014 12X4226 1226301 09/30/2041 02000 5.420001600 25,985,000.0000 586,828.09 02/28/2014 12X4226 1226301 09/30/2042 02000 5.420001600 79,191,000.0000 1,788,397.28 02/28/2014 12X4226 1226301 09/30/2043 02000 5.420001600 15,114,000.0000 341,324.60 02/28/2014 12X4226 1226301 09/30/2044 02000 5.420001600 706,000.0000 15,943.84 02/28/2014 12X4226 1226301 09/30/2045 02000 5.420001600 10,523,000.0000 237,644.49 02/28/2014 12X4226 1226301 09/30/2046 02000 5.420001600 7,923,000.0000 178,927.80 02/28/2014 12X4226 1226301 09/30/2047 02000 5.420001600 2,544,000.0000 57,452.02 02/28/2014 12X4226 1226301 09/30/2048 02000 5.420001600 4,099,000.0000 92,569.11 02/28/2014 12X4226 1226301 09/30/2038 02001 5.000000400 138,396,281.0000 2,883,256.08 02/28/2014 12X4226 1226301 09/30/2039 02001 5.000000400 163,000,000.0000 3,395,833.61 02/28/2014 12X4226 1226301 09/30/2040 02001 5.000000400 87,344,600.0000 1,819,679.31 02/28/2014 12X4226 1226301 09/30/2041 02001 5.000000400 48,088,000.0000 1,001,833.41 02/28/2014 12X4226 1226301 09/30/2042 02001 5.000000400 58,527,000.0000 1,219,312.60 02/28/2014 12X4226 1226301 09/30/2043 02001 5.000000400 20,095,000.0000 418,645.87 02/28/2014 12X4226 1226301 09/30/2044 02001 5.000000400 3,679,000.0000 76,645.84 02/28/2014 12X4226 1226301 09/30/2045 02001 5.000000400 3,519,000.0000 73,312.51 02/28/2014 12X4226 1226301 09/30/2046 02001 5.000000400 18,413,000.0000 383,604.20 02/28/2014 12X4226 1226301 09/30/2047 02001 5.000000400 1,435,000.0000 29,895.84 02/28/2014 12X4226 1226301 09/30/2048 02001 5.000000400 4,098,000.0000 85,375.01 02/28/2014 12X4226 1226301 09/30/2049 02001 5.000000400 86,000.0000 1,791.67 02/28/2014 12X4226 1226301 09/30/2039 02002 4.839998400 215,710,589.0000 4,350,162.11 02/28/2014 12X4226 1226301 09/30/2040 02002 4.839998400 236,472,000.0000 4,768,850.42 02/28/2014 12X4226 1226301 09/30/2041 02002 4.839998400 101,381,000.0000 2,044,516.16 02/28/2014 12X4226 1226301 09/30/2042 02002 4.839998400 177,538,000.0000 3,580,348.48 02/28/2014 12X4226 1226301 09/30/2043 02002 4.839998400 42,528,000.0000 857,647.72 02/28/2014 12X4226 1226301 09/30/2044 02002 4.839998400 26,118,000.0000 526,712.83 02/28/2014 12X4226 1226301 09/30/2045 02002 4.839998400 36,708,000.0000 740,277.76 02/28/2014 12X4226 1226301 09/30/2046 02002 4.839998400 4,502,000.0000 90,790.30 02/28/2014 12X4226 1226301 09/30/2047 02002 4.839998400 8,741,000.0000 176,276.78 02/28/2014 12X4226 1226301 09/30/2048 02002 4.839998400 3,169,000.0000 63,908.15 02/28/2014 12X4226 1226301 09/30/2049 02002 4.839998400 4,541,000.0000 91,576.80 02/28/2014 12X4226 1226301 09/30/2040 02003 4.759999200 188,204,524.0000 3,732,722.43 02/28/2014 12X4226 1226301 09/30/2041 02003 4.759999200 118,980,000.0000 2,359,769.60 02/28/2014 12X4226 1226301 09/30/2042 02003 4.759999200 123,287,000.0000 2,445,191.76 02/28/2014 12X4226 1226301 09/30/2043 02003 4.759999200 97,576,000.0000 1,935,257.01 02/28/2014 12X4226 1226301 09/30/2044 02003 4.759999200 17,934,000.0000 355,690.94 02/28/2014 12X4226 1226301 09/30/2045 02003 4.759999200 32,073,000.0000 636,114.39 02/28/2014 12X4226 1226301 09/30/2046 02003 4.759999200 4,610,000.0000 91,431.65 02/28/2014 12X4226 1226301 09/30/2047 02003 4.759999200 4,521,000.0000 89,666.48 02/28/2014 12X4226 1226301 09/30/2048 02003 4.759999200 3,236,000.0000 64,180.66 02/28/2014 12X4226 1226301 09/30/2040 02004 4.690000800 37,161,548.0000 726,198.71 02/28/2014 12X4226 1226301 09/30/2041 02004 4.690000800 196,549,000.0000 3,840,895.70 02/28/2014 12X4226 1226301 09/30/2042 02004 4.690000800 233,961,000.0000 4,571,988.65 02/28/2014 12X4226 1226301 09/30/2043 02004 4.690000800 112,982,000.0000 2,207,856.96 02/28/2014 12X4226 1226301 09/30/2044 02004 4.690000800 53,536,000.0000 1,046,182.85 02/28/2014 12X4226 1226301 09/30/2045 02004 4.690000800 14,227,000.0000 278,019.34 02/28/2014 12X4226 1226301 09/30/2046 02004 4.690000800 16,508,000.0000 322,593.89 02/28/2014 12X4226 1226301 09/30/2047 02004 4.690000800 10,433,000.0000 203,878.24 02/28/2014 12X4226 1226301 09/30/2048 02004 4.690000800 4,490,000.0000 87,742.10 02/28/2014 12X4226 1226301 09/30/2049 02004 4.690000800 2,731,000.0000 53,368.30 02/28/2014 12X4226 1226301 09/30/2041 02005 4.520001600 32,717,153.0000 616,173.27 02/28/2014 12X4226 1226301 09/30/2042 02005 4.520001600 215,576,000.0000 4,060,016.10 02/28/2014 12X4226 1226301 09/30/2043 02005 4.520001600 176,866,000.0000 3,330,977.51 02/28/2014 12X4226 1226301 09/30/2044 02005 4.520001600 95,770,000.0000 1,803,668.97 02/28/2014 12X4226 1226301 09/30/2045 02005 4.520001600 104,436,000.0000 1,966,878.70 02/28/2014 12X4226 1226301 09/30/2046 02005 4.520001600 65,126,000.0000 1,226,540.10 02/28/2014 12X4226 1226301 09/30/2047 02005 4.520001600 25,193,000.0000 474,468.33 02/28/2014 12X4226 1226301 09/30/2048 02005 4.520001600 24,742,000.0000 465,974.50 02/28/2014 12X4226 1226301 09/30/2049 02005 4.520001600 2,107,000.0000 39,681.85 02/28/2014 12X4226 1226301 09/30/2042 02006 4.340001600 102,205,750.0000 1,848,221.33 02/28/2014 12X4226 1226301 09/30/2043 02006 4.340001600 290,126,000.0000 5,246,447.10 02/28/2014 12X4226 1226301 09/30/2044 02006 4.340001600 182,138,000.0000 3,293,663.38 02/28/2014 12X4226 1226301 09/30/2045 02006 4.340001600 112,058,000.0000 2,026,382.91 02/28/2014 12X4226 1226301 09/30/2046 02006 4.340001600 86,045,000.0000 1,555,980.99 02/28/2014 12X4226 1226301 09/30/2047 02006 4.340001600 63,962,000.0000 1,156,646.59 02/28/2014 12X4226 1226301 09/30/2048 02006 4.340001600 25,708,000.0000 464,886.50 02/28/2014 12X4226 1226301 09/30/2043 02007 3.930001200 137,450,882.0000 2,250,758.88 02/28/2014 12X4226 1226301 09/30/2044 02007 3.930001200 227,809,000.0000 3,730,373.51 02/28/2014 12X4226 1226301 09/30/2045 02007 3.930001200 197,431,000.0000 3,232,933.61 02/28/2014 12X4226 1226301 09/30/2046 02007 3.930001200 167,157,000.0000 2,737,196.71 02/28/2014 12X4226 1226301 09/30/2047 02007 3.930001200 82,700,000.0000 1,354,212.91 02/28/2014 12X4226 1226301 09/30/2048 02007 3.930001200 89,976,000.0000 1,473,357.45 02/28/2014 12X4226 1226301 09/30/2049 02007 3.930001200 4,714,000.0000 77,191.77 02/28/2014 12X4226 1226301 09/30/2044 02008 3.420000000 57,248,546.0000 815,791.78 02/28/2014 12X4226 1226301 09/30/2045 02008 3.420000000 296,256,000.0000 4,221,648.00 02/28/2014 12X4226 1226301 09/30/2046 02008 3.420000000 246,347,000.0000 3,510,444.75 02/28/2014 12X4226 1226301 09/30/2047 02008 3.420000000 171,083,000.0000 2,437,932.75 02/28/2014 12X4226 1226301 09/30/2048 02008 3.420000000 173,188,000.0000 2,467,929.00 02/28/2014 12X4226 1226301 09/30/2049 02008 3.420000000 9,665,000.0000 137,726.25 02/28/2014 12X4226 1226301 09/30/2045 02009 4.910000400 150,761,409.0000 3,084,327.41 02/28/2014 12X4226 1226301 09/30/2046 02009 4.910000400 316,278,000.0000 6,470,521.28 02/28/2014 12X4226 1226301 09/30/2047 02009 4.910000400 289,781,000.0000 5,928,436.77 02/28/2014 12X4226 1226301 09/30/2048 02009 4.910000400 274,288,000.0000 5,611,475.79 02/28/2014 12X4226 1226301 09/30/2049 02009 4.910000400 34,335,000.0000 702,436.93 02/28/2014 12X4226 1226301 09/30/2046 02010 2.909998800 296,034,950.0000 3,589,422.29 02/28/2014 12X4226 1226301 09/30/2047 02010 2.909998800 532,002,000.0000 6,450,521.59 02/28/2014 12X4226 1226301 09/30/2048 02010 2.909998800 566,190,000.0000 6,865,050.92 02/28/2014 12X4226 1226301 09/30/2049 02010 2.909998800 138,841,000.0000 1,683,446.43 02/28/2014 12X4226 1226301 09/30/2047 02011 4.349998800 167,741,402.0000 3,040,312.07 02/28/2014 12X4226 1226301 09/30/2048 02011 4.349998800 254,395,000.0000 4,610,908.10 02/28/2014 12X4226 1226301 09/30/2049 02011 4.349998800 84,632,000.0000 1,533,954.58 02/28/2014 12X4226 1226301 09/30/2047 02012 3.700000800 8,890,000.0000 137,054.20 02/28/2014 12X4226 1226301 09/30/2048 02012 3.700000800 100,458,000.0000 1,548,727.83 02/28/2014 12X4226 1226301 09/30/2049 02012 3.700000800 56,729,000.0000 874,572.27 02/28/2014 12X4226 1226301 09/30/2048 02013 3.629998800 8,807,000.0000 133,205.83 02/28/2014 12X4226 1226301 09/30/2049 02013 3.629998800 19,235,000.0000 290,929.28 02/28/2014 12X4226 1226301 09/30/2049 02014 3.629998800 9,000.0000 136.12 02/28/2014 ------------------------ ---------------------- 12,550,393,419.0000 243,398,100.98 ======================== ====================== 12,550,393,419.0000 243,398,100.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00