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 356,225.47 08/31/2014 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 178,011.16 08/31/2014 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 5,415.02 08/31/2014 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 4,294.67 08/31/2014 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 3,796.74 08/31/2014 12X4219 1219307 09/30/2044 01992 6.789999600 126,000.0000 7,842.45 08/31/2014 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 295,710.04 08/31/2014 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 75,350.01 08/31/2014 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 12,558.33 08/31/2014 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,651.25 08/31/2014 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 77,233.76 08/31/2014 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,758.17 08/31/2014 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 12,056.00 08/31/2014 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 16,765.38 08/31/2014 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 2,574.46 08/31/2014 12X4219 1219307 09/30/2026 01994 6.890000400 4,992,003.0000 315,286.61 08/31/2014 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2014 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 176,843.34 08/31/2014 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 248,338.58 08/31/2014 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 7,579.00 08/31/2014 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 279,159.85 08/31/2014 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 63,158.34 08/31/2014 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 21,852.78 08/31/2014 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 49,579.29 08/31/2014 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 5,178.98 08/31/2014 12X4219 1219307 09/30/2044 01994 6.890000400 236,000.0000 14,905.37 08/31/2014 12X4219 1219307 09/30/2027 01995 6.419998800 6,773,060.0000 398,594.51 08/31/2014 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 353,099.93 08/31/2014 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2014 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2014 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 58,849.99 08/31/2014 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 6,473.50 08/31/2014 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 8,239.00 08/31/2014 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 279,537.45 08/31/2014 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 176,020.32 08/31/2014 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 4,354.90 08/31/2014 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 11,711.15 08/31/2014 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 30,366.59 08/31/2014 12X4219 1219307 09/30/2027 01996 6.159999600 3,064,783.0000 173,058.07 08/31/2014 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 112,933.33 08/31/2014 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 56,466.66 08/31/2014 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 56,466.66 08/31/2014 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 56,466.66 08/31/2014 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 16,940.00 08/31/2014 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 16,827.07 08/31/2014 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 61,096.93 08/31/2014 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 50,932.93 08/31/2014 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 32,468.33 08/31/2014 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 12,930.87 08/31/2014 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 1,806.93 08/31/2014 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 5,985.47 08/31/2014 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 14,511.93 08/31/2014 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 189,512.15 08/31/2014 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 166,100.02 08/31/2014 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2014 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2014 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 17,163.67 08/31/2014 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 19,932.00 08/31/2014 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 23,143.27 08/31/2014 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 90,026.21 08/31/2014 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 11,682.37 08/31/2014 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 18,381.74 08/31/2014 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 17,440.50 08/31/2014 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 12,346.77 08/31/2014 12X4219 1219307 09/30/2044 01997 6.040000800 96,000.0000 5,315.20 08/31/2014 12X4219 1219307 09/30/2030 01998 5.900000400 1,135,661.0000 61,420.34 08/31/2014 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 162,250.01 08/31/2014 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 108,166.67 08/31/2014 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 81,125.01 08/31/2014 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 43,266.67 08/31/2014 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 9,086.00 08/31/2014 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 92,590.67 08/31/2014 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 11,249.33 08/31/2014 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 13,520.83 08/31/2014 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,786.92 08/31/2014 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 432.67 08/31/2014 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 7,301.25 08/31/2014 12X4219 1219307 09/30/2044 01998 5.900000400 140,000.0000 7,571.67 08/31/2014 12X4219 1219307 09/30/2031 01999 5.910001200 3,028,465.0000 164,067.12 08/31/2014 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 162,525.03 08/31/2014 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 54,175.01 08/31/2014 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 69,344.01 08/31/2014 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 44,315.16 08/31/2014 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 21,940.88 08/31/2014 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 89,605.47 08/31/2014 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 7,747.03 08/31/2014 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 1,625.25 08/31/2014 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 17,173.48 08/31/2014 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 11,701.80 08/31/2014 12X4219 1219307 09/30/2044 01999 5.910001200 5,000.0000 270.88 08/31/2014 12X4219 1219307 09/30/2031 02000 5.699998800 1,140,398.0000 59,585.78 08/31/2014 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 261,249.95 08/31/2014 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 156,749.97 08/31/2014 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 86,734.98 08/31/2014 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 67,924.99 08/31/2014 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 8,987.00 08/31/2014 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 115,263.48 08/31/2014 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 9,666.25 08/31/2014 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 7,315.00 08/31/2014 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 8,255.50 08/31/2014 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 19,019.00 08/31/2014 12X4219 1219307 09/30/2033 02001 4.979998800 715,992.0000 32,685.03 08/31/2014 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 205,424.95 08/31/2014 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 91,299.98 08/31/2014 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 84,543.78 08/31/2014 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 112,481.57 08/31/2014 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 59,025.44 08/31/2014 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 57,792.89 08/31/2014 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 8,217.00 08/31/2014 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 6,664.90 08/31/2014 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 14,881.90 08/31/2014 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 13,603.70 08/31/2014 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 231,714.21 08/31/2014 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 94,135.70 08/31/2014 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 103,747.68 08/31/2014 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 90,387.91 08/31/2014 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 63,315.63 08/31/2014 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 35,626.06 08/31/2014 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 11,684.29 08/31/2014 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 2,557.32 08/31/2014 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 8,024.68 08/31/2014 12X4219 1219307 09/30/2034 02003 4.799998800 2,538,109.0000 111,676.77 08/31/2014 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 221,539.94 08/31/2014 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 179,123.96 08/31/2014 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 180,179.95 08/31/2014 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 65,691.98 08/31/2014 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 51,875.99 08/31/2014 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 24,947.99 08/31/2014 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 15,796.00 08/31/2014 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 4,752.00 08/31/2014 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 6,864.00 08/31/2014 12X4219 1219307 09/30/2044 02003 4.799998800 3,000.0000 132.00 08/31/2014 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 122,374.52 08/31/2014 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 196,610.70 08/31/2014 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 177,691.80 08/31/2014 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 51,565.80 08/31/2014 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 41,570.10 08/31/2014 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 24,882.00 08/31/2014 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 20,420.40 08/31/2014 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 15,658.50 08/31/2014 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 11,625.90 08/31/2014 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 6,563.70 08/31/2014 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 149,961.97 08/31/2014 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 237,623.10 08/31/2014 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 100,386.00 08/31/2014 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 81,939.00 08/31/2014 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 53,367.60 08/31/2014 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 44,144.10 08/31/2014 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 8,580.00 08/31/2014 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 16,473.60 08/31/2014 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 128.70 08/31/2014 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 68,313.00 08/31/2014 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 147,689.22 08/31/2014 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 230,563.69 08/31/2014 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 150,775.64 08/31/2014 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 57,223.84 08/31/2014 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 32,282.25 08/31/2014 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 29,362.67 08/31/2014 12X4219 1219307 09/30/2044 02006 4.550000400 408,000.0000 17,017.00 08/31/2014 12X4219 1219307 09/30/2038 02007 4.430001600 4,552,441.0000 184,867.11 08/31/2014 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 167,956.13 08/31/2014 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 182,047.22 08/31/2014 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 89,054.11 08/31/2014 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 45,846.82 08/31/2014 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 34,882.57 08/31/2014 12X4219 1219307 09/30/2044 02007 4.430001600 1,181,000.0000 47,958.46 08/31/2014 12X4219 1219307 09/30/2039 02008 4.200001200 5,463,938.0000 210,361.67 08/31/2014 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 208,785.56 08/31/2014 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 167,513.55 08/31/2014 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 76,499.52 08/31/2014 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 37,537.51 08/31/2014 12X4219 1219307 09/30/2044 02008 4.200001200 1,777,000.0000 68,414.52 08/31/2014 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 237,666.49 08/31/2014 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 168,742.15 08/31/2014 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 111,233.07 08/31/2014 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 97,028.77 08/31/2014 12X4219 1219307 09/30/2044 02009 4.439998800 545,000.0000 22,181.49 08/31/2014 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 181,368.32 08/31/2014 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 134,420.03 08/31/2014 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 112,612.53 08/31/2014 12X4219 1219307 09/30/2044 02010 3.250000800 2,182,000.0000 65,005.43 08/31/2014 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 3,022.15 08/31/2014 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 102,657.90 08/31/2014 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 105,662.92 08/31/2014 12X4219 1219307 09/30/2044 02011 4.430001600 1,097,000.0000 44,547.36 08/31/2014 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 1,568.97 08/31/2014 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 89,645.09 08/31/2014 12X4219 1219307 09/30/2044 02012 3.890001600 3,666,000.0000 130,723.50 08/31/2014 12X4219 1219307 09/30/2043 02013 3.890001600 25,000.0000 891.46 08/31/2014 12X4219 1219307 09/30/2044 02013 3.890001600 3,827,000.0000 136,464.50 08/31/2014 12X4219 1219307 09/30/2044 02014 3.890001600 818,000.0000 29,168.53 08/31/2014 ------------------------ ---------------------- 316,115,462.0000 15,096,769.59 ======================== ====================== 316,115,462.0000 15,096,769.59 ============================================================================================================================ 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