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 1,564.32 01/31/2014 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 14.40 01/31/2014 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 17,568.16 01/31/2014 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 1,260.40 01/31/2014 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 41.10 01/31/2014 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 164.40 01/31/2014 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 16,171.04 01/31/2014 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 60,172.58 01/31/2014 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 12,857.88 01/31/2014 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 66,470.40 01/31/2014 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 9,604.80 01/31/2014 12X4269 1269216 09/30/2044 02010 3.470000400 97,733.0000 1,130.45 01/31/2014 12X4269 1269216 09/30/2045 02010 3.470000400 2,153,000.0000 24,903.04 01/31/2014 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 1,411.13 01/31/2014 12X4269 1269216 09/30/2045 02011 4.410000000 1,013,000.0000 14,891.10 01/31/2014 12X4269 1269216 09/30/2046 02011 4.410000000 1,288,000.0000 18,933.60 01/31/2014 12X4269 1269216 09/30/2047 02011 4.410000000 44,000.0000 646.80 01/31/2014 12X4269 1269216 09/30/2045 02012 4.179999600 442,000.0000 6,158.53 01/31/2014 12X4269 1269216 09/30/2046 02012 4.179999600 2,128,000.0000 29,650.13 01/31/2014 12X4269 1269216 09/30/2047 02012 4.179999600 431,000.0000 6,005.27 01/31/2014 12X4269 1269216 09/30/2046 02013 4.179999600 1,352,000.0000 18,837.86 01/31/2014 ------------------------ ---------------------- 22,035,016.0000 308,457.39 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 1,022.03 01/31/2014 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 8,978.90 01/31/2014 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 11,125.20 01/31/2014 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 8,001.00 01/31/2014 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 2,222.50 01/31/2014 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 15,481.30 01/31/2014 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 2,400.30 01/31/2014 12X4269 1269230 09/30/2041 02006 4.079998800 89,407.0000 1,215.93 01/31/2014 12X4269 1269230 09/30/2042 02006 4.079998800 1,269,000.0000 17,258.39 01/31/2014 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 2,788.00 01/31/2014 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 9,533.60 01/31/2014 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 4,025.60 01/31/2014 12X4269 1269230 09/30/2044 02007 3.179998800 358,098.0000 3,795.84 01/31/2014 12X4269 1269230 09/30/2045 02007 3.179998800 556,000.0000 5,893.60 01/31/2014 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 8,660.20 01/31/2014 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 4,411.76 01/31/2014 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 5,410.20 01/31/2014 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 1,308.10 01/31/2014 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 1,651.00 01/31/2014 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 17,015.30 01/31/2014 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 10,182.94 01/31/2014 12X4269 1269230 09/30/2047 02009 4.880001600 500,000.0000 8,133.34 01/31/2014 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 14,896.40 01/31/2014 12X4269 1269230 09/30/2047 02011 4.460000400 85,000.0000 1,263.67 01/31/2014 12X4269 1269230 09/30/2046 02012 4.460000400 97,000.0000 1,442.07 01/31/2014 12X4269 1269230 09/30/2047 02012 4.460000400 219,000.0000 3,255.80 01/31/2014 ------------------------ ---------------------- 12,749,385.0000 171,372.97 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 167,846.82 01/31/2014 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 71,267.69 01/31/2014 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 15,666.67 01/31/2014 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 1,331.67 01/31/2014 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 2,381.33 01/31/2014 12X4269 1269215 09/30/2059 02007 4.110001200 14,176,234.0000 194,214.46 01/31/2014 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 38,387.41 01/31/2014 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 19,563.61 01/31/2014 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 13,658.90 01/31/2014 12X4269 1269215 09/30/2060 02008 4.010000400 6,256,984.0000 83,635.03 01/31/2014 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 310,227.00 01/31/2014 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 66,794.58 01/31/2014 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 10,025.00 01/31/2014 12X4269 1269215 09/30/2061 02009 4.119998400 9,389,659.0000 128,951.27 01/31/2014 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 71,262.24 01/31/2014 12X4269 1269215 09/30/2062 02010 3.639999600 23,100,886.0000 280,290.72 01/31/2014 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 307,943.97 01/31/2014 12X4269 1269215 09/30/2062 02011 2.930000400 12,857,695.0000 125,576.84 01/31/2014 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 3,642.97 01/31/2014 12X4269 1269215 09/30/2062 02012 4.250001600 1,211,000.0000 17,155.84 01/31/2014 12X4269 1269215 09/30/2063 02012 4.250001600 40,220,000.0000 569,783.55 01/31/2014 12X4269 1269215 09/30/2064 02012 4.250001600 1,675,000.0000 23,729.18 01/31/2014 12X4269 1269215 09/30/2063 02013 4.250001600 1,311,000.0000 18,572.51 01/31/2014 ------------------------ ---------------------- 191,823,181.0000 2,541,909.26 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 26,730.91 01/31/2014 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 1,783.97 01/31/2014 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 3,338.80 01/31/2014 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 2,847.80 01/31/2014 12X4269 1269217 09/30/2047 02006 4.910000400 11,000.0000 180.03 01/31/2014 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 13,752.00 01/31/2014 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 3,442.33 01/31/2014 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 239.47 01/31/2014 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 1,152.43 01/31/2014 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 46,246.47 01/31/2014 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 31,938.86 01/31/2014 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 8,471.13 01/31/2014 12X4269 1269217 09/30/2045 02009 4.200001200 1,753,198.0000 24,544.78 01/31/2014 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 16,156.00 01/31/2014 12X4269 1269217 09/30/2045 02010 3.570001200 6,024,644.0000 71,693.29 01/31/2014 12X4269 1269217 09/30/2046 02010 3.570001200 5,694,000.0000 67,758.62 01/31/2014 12X4269 1269217 09/30/2047 02010 3.570001200 114,000.0000 1,356.60 01/31/2014 12X4269 1269217 09/30/2044 02011 4.839998400 420,039.0000 6,776.63 01/31/2014 12X4269 1269217 09/30/2045 02011 4.839998400 1,024,000.0000 16,520.53 01/31/2014 12X4269 1269217 09/30/2046 02011 4.839998400 2,776,000.0000 44,786.12 01/31/2014 12X4269 1269217 09/30/2047 02011 4.839998400 128,000.0000 2,065.07 01/31/2014 12X4269 1269217 09/30/2045 02012 4.439998800 160,000.0000 2,368.00 01/31/2014 12X4269 1269217 09/30/2046 02012 4.439998800 2,584,000.0000 38,243.19 01/31/2014 12X4269 1269217 09/30/2047 02012 4.439998800 308,000.0000 4,558.40 01/31/2014 12X4269 1269217 09/30/2046 02013 4.439998800 362,000.0000 5,357.60 01/31/2014 ------------------------ ---------------------- 31,664,941.0000 442,309.03 ======================== ====================== 258,272,523.0000 3,464,048.65 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00