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 1,173.24 12/31/2014 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 10.80 12/31/2014 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 108.00 12/31/2014 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 13,176.12 12/31/2014 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 945.30 12/31/2014 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 30.83 12/31/2014 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 123.30 12/31/2014 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 51.38 12/31/2014 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 12,128.28 12/31/2014 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 45,129.43 12/31/2014 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 9,643.41 12/31/2014 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 49,852.80 12/31/2014 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 7,203.60 12/31/2014 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 14,016.49 12/31/2014 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 1,058.35 12/31/2014 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 86.75 12/31/2014 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 13,483.58 12/31/2014 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 948.15 12/31/2014 12X4269 1269216 09/30/2048 02011 4.410000000 97,000.0000 1,069.43 12/31/2014 12X4269 1269216 09/30/2046 02012 4.179999600 1,041,000.0000 10,878.45 12/31/2014 12X4269 1269216 09/30/2047 02012 4.179999600 2,946,000.0000 30,785.70 12/31/2014 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 1,682.45 12/31/2014 12X4269 1269216 09/30/2048 02013 4.179999600 26,000.0000 271.70 12/31/2014 12X4269 1269216 09/30/2048 02014 4.179999600 17,000.0000 177.65 12/31/2014 ------------------------ ---------------------- 20,324,016.0000 214,035.19 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 766.52 12/31/2014 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 6,734.17 12/31/2014 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 8,343.90 12/31/2014 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 6,000.75 12/31/2014 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 1,666.87 12/31/2014 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 11,610.97 12/31/2014 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 1,800.22 12/31/2014 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 4,676.77 12/31/2014 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 6,440.35 12/31/2014 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 2,091.00 12/31/2014 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 7,150.20 12/31/2014 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 3,019.20 12/31/2014 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 724.20 12/31/2014 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 2,791.23 12/31/2014 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 6,495.15 12/31/2014 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 2,631.45 12/31/2014 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 3,308.82 12/31/2014 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 4,057.65 12/31/2014 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 981.07 12/31/2014 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 1,238.25 12/31/2014 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 12,761.47 12/31/2014 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 7,637.20 12/31/2014 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 11,797.40 12/31/2014 12X4269 1269230 09/30/2048 02009 4.880001600 747,000.0000 9,113.40 12/31/2014 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 11,172.30 12/31/2014 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 4,482.30 12/31/2014 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 945.75 12/31/2014 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 7,605.00 12/31/2014 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 11,856.00 12/31/2014 ------------------------ ---------------------- 15,660,385.0000 159,899.56 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 125,885.11 12/31/2014 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 53,450.77 12/31/2014 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 11,750.00 12/31/2014 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 998.75 12/31/2014 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 1,786.00 12/31/2014 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 16,931.76 12/31/2014 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 134,050.09 12/31/2014 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 28,790.56 12/31/2014 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 14,672.70 12/31/2014 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 10,244.18 12/31/2014 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 30,619.51 12/31/2014 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 31,899.39 12/31/2014 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 232,670.25 12/31/2014 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 50,095.93 12/31/2014 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 7,518.75 12/31/2014 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 34,135.13 12/31/2014 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 91,027.85 12/31/2014 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 53,446.68 12/31/2014 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 32,671.59 12/31/2014 12X4269 1269215 09/30/2062 02010 3.639999600 16,675,886.0000 151,750.55 12/31/2014 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 230,957.97 12/31/2014 12X4269 1269215 09/30/2062 02011 2.930000400 9,213,695.0000 67,490.33 12/31/2014 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 2,732.23 12/31/2014 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 34,376.23 12/31/2014 12X4269 1269215 09/30/2063 02012 4.250001600 14,208,000.0000 150,960.06 12/31/2014 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 80,537.53 12/31/2014 12X4269 1269215 09/30/2063 02013 4.140000000 1,311,000.0000 13,568.85 12/31/2014 12X4269 1269215 09/30/2064 02013 4.140000000 3,441,000.0000 35,614.35 12/31/2014 12X4269 1269215 09/30/2064 02014 4.140000000 3,639,000.0000 37,663.65 12/31/2014 12X4269 1269215 09/30/2065 02014 4.140000000 7,271,000.0000 75,254.85 12/31/2014 ------------------------ ---------------------- 185,721,181.0000 1,843,551.60 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 20,048.18 12/31/2014 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 1,337.98 12/31/2014 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 2,504.10 12/31/2014 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 2,135.85 12/31/2014 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 6,972.20 12/31/2014 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 10,314.00 12/31/2014 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 2,581.75 12/31/2014 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 179.60 12/31/2014 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 864.32 12/31/2014 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 145.92 12/31/2014 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 34,684.85 12/31/2014 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 23,954.15 12/31/2014 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 6,353.35 12/31/2014 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 11,636.08 12/31/2014 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 12,117.00 12/31/2014 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 1,029.00 12/31/2014 12X4269 1269217 09/30/2045 02010 3.980001600 3,607,644.0000 35,896.07 12/31/2014 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 56,655.32 12/31/2014 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 8,666.45 12/31/2014 12X4269 1269217 09/30/2048 02010 3.980001600 126,000.0000 1,253.70 12/31/2014 12X4269 1269217 09/30/2046 02011 4.839998400 1,783,039.0000 21,574.76 12/31/2014 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 20,436.89 12/31/2014 12X4269 1269217 09/30/2046 02012 4.439998800 817,000.0000 9,068.70 12/31/2014 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 10,422.90 12/31/2014 12X4269 1269217 09/30/2048 02012 4.439998800 61,000.0000 677.10 12/31/2014 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 4,000.10 12/31/2014 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 2,442.05 12/31/2014 12X4269 1269217 09/30/2048 02013 4.420000800 217,000.0000 2,397.85 12/31/2014 ------------------------ ---------------------- 28,480,941.0000 310,350.22 ======================== ====================== 250,186,523.0000 2,527,836.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00