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 5,723,264.0000 323,841.34 07/31/2014 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 161,828.32 07/31/2014 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,922.75 07/31/2014 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,904.25 07/31/2014 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 3,451.58 07/31/2014 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 268,827.31 07/31/2014 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 68,500.01 07/31/2014 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 11,416.67 07/31/2014 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,137.50 07/31/2014 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 70,212.51 07/31/2014 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,598.33 07/31/2014 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 10,960.00 07/31/2014 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 15,241.25 07/31/2014 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 2,340.42 07/31/2014 12X4219 1219307 09/30/2026 01994 6.890000400 4,992,003.0000 286,624.19 07/31/2014 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2014 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 160,766.68 07/31/2014 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 225,762.35 07/31/2014 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,890.00 07/31/2014 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 253,781.68 07/31/2014 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 57,416.67 07/31/2014 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 19,866.17 07/31/2014 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 45,072.09 07/31/2014 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 4,708.17 07/31/2014 12X4219 1219307 09/30/2027 01995 6.419998800 6,773,060.0000 362,358.64 07/31/2014 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 320,999.94 07/31/2014 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2014 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2014 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 53,499.99 07/31/2014 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,885.00 07/31/2014 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 7,490.00 07/31/2014 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 254,124.95 07/31/2014 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 160,018.47 07/31/2014 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,959.00 07/31/2014 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 10,646.50 07/31/2014 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 27,605.99 07/31/2014 12X4219 1219307 09/30/2027 01996 6.159999600 3,064,783.0000 157,325.52 07/31/2014 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 102,666.66 07/31/2014 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 51,333.33 07/31/2014 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 51,333.33 07/31/2014 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 51,333.33 07/31/2014 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 15,400.00 07/31/2014 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 15,297.33 07/31/2014 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 55,542.66 07/31/2014 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 46,302.66 07/31/2014 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 29,516.66 07/31/2014 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 11,755.33 07/31/2014 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 1,642.67 07/31/2014 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 5,441.33 07/31/2014 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 13,192.67 07/31/2014 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 172,283.77 07/31/2014 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 151,000.02 07/31/2014 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2014 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2014 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 15,603.34 07/31/2014 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 18,120.00 07/31/2014 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 21,039.34 07/31/2014 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 81,842.01 07/31/2014 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 10,620.33 07/31/2014 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 16,710.67 07/31/2014 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 15,855.00 07/31/2014 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 11,224.33 07/31/2014 12X4219 1219307 09/30/2030 01998 5.900000400 1,135,661.0000 55,836.67 07/31/2014 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 147,500.01 07/31/2014 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 98,333.34 07/31/2014 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 73,750.01 07/31/2014 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 39,333.34 07/31/2014 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 8,260.00 07/31/2014 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 84,173.34 07/31/2014 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 10,226.67 07/31/2014 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 12,291.67 07/31/2014 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,260.83 07/31/2014 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 393.33 07/31/2014 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 6,637.50 07/31/2014 12X4219 1219307 09/30/2031 01999 5.910001200 3,028,465.0000 149,151.93 07/31/2014 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 147,750.03 07/31/2014 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 49,250.01 07/31/2014 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 63,040.01 07/31/2014 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 40,286.51 07/31/2014 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 19,946.25 07/31/2014 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 81,459.52 07/31/2014 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 7,042.75 07/31/2014 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 1,477.50 07/31/2014 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 15,612.25 07/31/2014 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 10,638.00 07/31/2014 12X4219 1219307 09/30/2031 02000 5.699998800 1,140,398.0000 54,168.89 07/31/2014 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 237,499.95 07/31/2014 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 142,499.97 07/31/2014 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 78,849.98 07/31/2014 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 61,749.99 07/31/2014 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 8,170.00 07/31/2014 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 104,784.98 07/31/2014 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 8,787.50 07/31/2014 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 6,650.00 07/31/2014 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 7,505.00 07/31/2014 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 17,290.00 07/31/2014 12X4219 1219307 09/30/2033 02001 4.979998800 715,992.0000 29,713.66 07/31/2014 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 186,749.96 07/31/2014 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 82,999.98 07/31/2014 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 76,857.98 07/31/2014 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 102,255.98 07/31/2014 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 53,659.49 07/31/2014 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 52,538.99 07/31/2014 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 7,470.00 07/31/2014 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 6,059.00 07/31/2014 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 13,529.00 07/31/2014 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 12,367.00 07/31/2014 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 210,649.28 07/31/2014 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 85,577.91 07/31/2014 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 94,316.08 07/31/2014 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 82,170.83 07/31/2014 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 57,559.66 07/31/2014 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 32,387.33 07/31/2014 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 10,622.08 07/31/2014 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 2,324.83 07/31/2014 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 7,295.17 07/31/2014 12X4219 1219307 09/30/2034 02003 4.799998800 2,538,109.0000 101,524.33 07/31/2014 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 201,399.95 07/31/2014 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 162,839.96 07/31/2014 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 163,799.96 07/31/2014 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 59,719.99 07/31/2014 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 47,159.99 07/31/2014 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 22,679.99 07/31/2014 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 14,360.00 07/31/2014 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 4,320.00 07/31/2014 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 6,240.00 07/31/2014 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 111,249.57 07/31/2014 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 178,737.00 07/31/2014 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 161,538.00 07/31/2014 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 46,878.00 07/31/2014 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 37,791.00 07/31/2014 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 22,620.00 07/31/2014 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 18,564.00 07/31/2014 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 14,235.00 07/31/2014 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 10,569.00 07/31/2014 12X4219 1219307 09/30/2044 02004 4.680000000 61,000.0000 2,379.00 07/31/2014 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 136,329.06 07/31/2014 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 216,021.00 07/31/2014 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 91,260.00 07/31/2014 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 74,490.00 07/31/2014 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 48,516.00 07/31/2014 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 40,131.00 07/31/2014 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 7,800.00 07/31/2014 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 14,976.00 07/31/2014 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 62,102.73 07/31/2014 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 134,262.93 07/31/2014 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 209,603.35 07/31/2014 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 137,068.76 07/31/2014 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 52,021.67 07/31/2014 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 29,347.50 07/31/2014 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 26,693.34 07/31/2014 12X4219 1219307 09/30/2044 02006 4.550000400 208,000.0000 7,886.67 07/31/2014 12X4219 1219307 09/30/2038 02007 4.430001600 4,552,441.0000 168,061.01 07/31/2014 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 152,687.39 07/31/2014 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 165,497.48 07/31/2014 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 80,958.28 07/31/2014 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 41,678.93 07/31/2014 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 31,711.43 07/31/2014 12X4219 1219307 09/30/2044 02007 4.430001600 101,000.0000 3,728.58 07/31/2014 12X4219 1219307 09/30/2039 02008 4.200001200 5,463,938.0000 191,237.88 07/31/2014 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 189,805.05 07/31/2014 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 152,285.04 07/31/2014 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 69,545.02 07/31/2014 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 34,125.01 07/31/2014 12X4219 1219307 09/30/2044 02008 4.200001200 268,000.0000 9,380.00 07/31/2014 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 216,060.44 07/31/2014 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 153,401.96 07/31/2014 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 101,120.97 07/31/2014 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 88,207.98 07/31/2014 12X4219 1219307 09/30/2044 02009 4.439998800 366,000.0000 13,542.00 07/31/2014 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 164,880.29 07/31/2014 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 122,200.03 07/31/2014 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 102,375.03 07/31/2014 12X4219 1219307 09/30/2044 02010 3.250000800 1,636,000.0000 44,308.34 07/31/2014 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 2,747.41 07/31/2014 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 93,325.37 07/31/2014 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 96,057.20 07/31/2014 12X4219 1219307 09/30/2044 02011 4.430001600 821,000.0000 30,308.59 07/31/2014 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 1,426.33 07/31/2014 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 81,495.53 07/31/2014 12X4219 1219307 09/30/2044 02012 3.890001600 2,573,000.0000 83,408.12 07/31/2014 12X4219 1219307 09/30/2043 02013 3.890001600 25,000.0000 810.42 07/31/2014 12X4219 1219307 09/30/2044 02013 3.890001600 2,761,000.0000 89,502.45 07/31/2014 12X4219 1219307 09/30/2044 02014 3.890001600 591,000.0000 19,158.26 07/31/2014 ------------------------ ---------------------- 309,238,462.0000 13,478,655.51 ======================== ====================== 309,238,462.0000 13,478,655.51 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2025 01992 04/10/2014 INT + 0.0000 38,736.95 478249 1219307 09/30/2025 01993 04/10/2014 INT + 0.0000 70,931.76 478251 1219307 09/30/2025 01994 04/10/2014 INT + 0.0000 62,320.16 478253 1219307 09/30/2026 01994 04/10/2014 INT + 0.0000 275.50 478255 1219307 09/30/2027 01995 04/10/2014 INT + 0.0000 54,698.39 478257 1219307 09/30/2027 01996 04/10/2014 INT + 0.0000 30,399.60 478259 1219307 09/30/2029 01997 04/10/2014 INT + 0.0000 35,605.80 478261 1219307 09/30/2030 01998 04/10/2014 INT + 0.0000 28,998.50 478263 1219307 09/30/2031 01999 04/10/2014 INT + 0.0000 27,688.36 478265 1219307 09/30/2031 02000 04/10/2014 INT + 0.0000 22,515.00 478267 1219307 09/30/2033 02001 04/10/2014 INT + 0.0000 20,965.79 478269 1219307 09/30/2034 02002 04/10/2014 INT + 0.0000 24,963.90 478271 1219307 09/30/2034 02003 04/10/2014 INT + 0.0000 17,712.00 478273 1219307 09/30/2035 02004 04/10/2014 INT + 0.0000 29,998.80 478275 1219307 09/30/2036 02005 04/10/2014 INT + 0.0000 12,589.20 478277 1219307 09/30/2037 02006 04/10/2014 INT + 0.0000 20,497.75 478279 1219307 09/30/2038 02007 04/10/2014 INT + 0.0000 33,778.76 478281 1219307 09/30/2039 02008 04/10/2014 INT + 0.0000 14,217.00 478283 1219307 09/30/2040 02009 04/10/2014 INT + 0.0000 12,654.00 478285 1219307 09/30/2043 02013 04/10/2014 INT + 0.0000 16,727.01 478287 ------------------------ ---------------------- 0.0000 576,274.23 ======================== ====================== 0.0000 576,274.23