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 3,910.79 07/31/2014 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 36.00 07/31/2014 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 43,920.40 07/31/2014 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 3,151.00 07/31/2014 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 102.75 07/31/2014 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 411.00 07/31/2014 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 40,427.59 07/31/2014 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 150,431.44 07/31/2014 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 32,144.69 07/31/2014 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 166,176.00 07/31/2014 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 24,012.00 07/31/2014 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 46,721.62 07/31/2014 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 3,527.83 07/31/2014 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 44,945.25 07/31/2014 12X4269 1269216 09/30/2047 02011 4.410000000 44,000.0000 1,617.00 07/31/2014 12X4269 1269216 09/30/2046 02012 4.179999600 1,041,000.0000 36,261.50 07/31/2014 12X4269 1269216 09/30/2047 02012 4.179999600 957,000.0000 33,335.50 07/31/2014 ------------------------ ---------------------- 17,967,016.0000 631,132.36 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,555.08 07/31/2014 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 22,447.24 07/31/2014 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 27,812.99 07/31/2014 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 20,002.49 07/31/2014 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 5,556.25 07/31/2014 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 38,703.24 07/31/2014 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 6,000.75 07/31/2014 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 21,467.83 07/31/2014 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 6,970.00 07/31/2014 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 23,833.99 07/31/2014 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 10,064.00 07/31/2014 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 9,304.09 07/31/2014 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 21,650.49 07/31/2014 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 11,029.41 07/31/2014 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 13,525.50 07/31/2014 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 3,270.25 07/31/2014 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 4,127.50 07/31/2014 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 42,538.24 07/31/2014 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 25,457.34 07/31/2014 12X4269 1269230 09/30/2047 02009 4.880001600 796,000.0000 32,370.68 07/31/2014 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 37,241.00 07/31/2014 12X4269 1269230 09/30/2047 02011 4.460000400 85,000.0000 3,159.17 07/31/2014 12X4269 1269230 09/30/2046 02012 4.460000400 97,000.0000 3,605.17 07/31/2014 12X4269 1269230 09/30/2047 02012 4.460000400 693,000.0000 25,756.50 07/31/2014 ------------------------ ---------------------- 12,229,385.0000 418,449.20 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 419,617.04 07/31/2014 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 178,169.23 07/31/2014 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 39,166.68 07/31/2014 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 3,329.17 07/31/2014 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 5,953.34 07/31/2014 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 446,833.64 07/31/2014 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 95,968.53 07/31/2014 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 48,909.01 07/31/2014 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 34,147.26 07/31/2014 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 106,331.31 07/31/2014 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 775,567.49 07/31/2014 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 166,986.44 07/31/2014 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 25,062.50 07/31/2014 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 303,426.17 07/31/2014 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 178,155.60 07/31/2014 12X4269 1269215 09/30/2062 02010 3.639999600 16,675,886.0000 505,835.15 07/31/2014 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 769,859.92 07/31/2014 12X4269 1269215 09/30/2062 02011 2.930000400 9,213,695.0000 224,967.75 07/31/2014 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 9,107.42 07/31/2014 12X4269 1269215 09/30/2063 02012 4.250001600 14,208,000.0000 503,200.19 07/31/2014 12X4269 1269215 09/30/2064 02012 4.250001600 1,821,000.0000 64,493.77 07/31/2014 12X4269 1269215 09/30/2063 02013 4.250001600 1,311,000.0000 46,431.27 07/31/2014 12X4269 1269215 09/30/2064 02013 4.250001600 3,441,000.0000 121,868.80 07/31/2014 12X4269 1269215 09/30/2064 02014 4.250001600 2,729,000.0000 96,652.12 07/31/2014 ------------------------ ---------------------- 156,090,181.0000 5,170,039.80 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 66,827.27 07/31/2014 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 4,459.92 07/31/2014 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 8,347.00 07/31/2014 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 7,119.50 07/31/2014 12X4269 1269217 09/30/2047 02006 4.910000400 58,000.0000 2,373.17 07/31/2014 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 34,380.00 07/31/2014 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 8,605.83 07/31/2014 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 598.67 07/31/2014 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 2,881.08 07/31/2014 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 115,616.17 07/31/2014 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 79,847.15 07/31/2014 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 21,177.83 07/31/2014 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 38,786.94 07/31/2014 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 40,390.01 07/31/2014 12X4269 1269217 09/30/2045 02010 3.570001200 3,607,644.0000 107,327.45 07/31/2014 12X4269 1269217 09/30/2046 02010 3.570001200 5,694,000.0000 169,396.56 07/31/2014 12X4269 1269217 09/30/2047 02010 3.570001200 175,000.0000 5,206.25 07/31/2014 12X4269 1269217 09/30/2046 02011 4.839998400 1,783,039.0000 71,915.88 07/31/2014 12X4269 1269217 09/30/2047 02011 4.839998400 567,000.0000 22,868.99 07/31/2014 12X4269 1269217 09/30/2046 02012 4.439998800 817,000.0000 30,228.99 07/31/2014 12X4269 1269217 09/30/2047 02012 4.439998800 308,000.0000 11,396.00 07/31/2014 12X4269 1269217 09/30/2046 02013 4.439998800 362,000.0000 13,394.00 07/31/2014 12X4269 1269217 09/30/2047 02013 4.439998800 78,000.0000 2,886.00 07/31/2014 ------------------------ ---------------------- 24,863,941.0000 866,030.66 ======================== ====================== 211,150,523.0000 7,085,652.02 ============================================================================================================================ 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