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 6,864,264.0000 77,680.58 11/30/2013 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 32,365.66 11/30/2013 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 984.55 11/30/2013 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 780.85 11/30/2013 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 690.32 11/30/2013 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 77,409.38 11/30/2013 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 13,700.00 11/30/2013 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 2,283.33 11/30/2013 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 1,027.50 11/30/2013 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 14,042.50 11/30/2013 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 319.67 11/30/2013 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 2,192.00 11/30/2013 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 3,048.25 11/30/2013 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 468.08 11/30/2013 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 20,773.39 11/30/2013 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 57,416.67 11/30/2013 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 57,416.67 11/30/2013 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 32,153.34 11/30/2013 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 45,152.47 11/30/2013 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 1,378.00 11/30/2013 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 50,756.34 11/30/2013 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 11,483.33 11/30/2013 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 3,973.23 11/30/2013 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 9,014.42 11/30/2013 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 941.63 11/30/2013 12X4219 1219307 09/30/2027 01995 6.419998800 8,477,060.0000 90,704.53 11/30/2013 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 64,199.99 11/30/2013 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 21,400.00 11/30/2013 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 21,400.00 11/30/2013 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 10,700.00 11/30/2013 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 1,177.00 11/30/2013 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 1,498.00 11/30/2013 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 50,824.99 11/30/2013 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 32,003.69 11/30/2013 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 791.80 11/30/2013 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 2,129.30 11/30/2013 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 5,521.20 11/30/2013 12X4219 1219307 09/30/2027 01996 6.159999600 4,051,783.0000 41,598.30 11/30/2013 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 20,533.33 11/30/2013 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 10,266.67 11/30/2013 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 10,266.67 11/30/2013 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 10,266.67 11/30/2013 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 3,080.00 11/30/2013 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 3,059.47 11/30/2013 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 11,108.53 11/30/2013 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 9,260.53 11/30/2013 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 5,903.33 11/30/2013 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 2,351.07 11/30/2013 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 328.53 11/30/2013 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 1,088.27 11/30/2013 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 2,638.53 11/30/2013 12X4219 1219307 09/30/2029 01997 6.040000800 4,601,856.0000 46,325.36 11/30/2013 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 30,200.00 11/30/2013 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 10,066.67 11/30/2013 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 10,066.67 11/30/2013 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 3,120.67 11/30/2013 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 3,624.00 11/30/2013 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 4,207.87 11/30/2013 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 16,368.40 11/30/2013 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 2,124.07 11/30/2013 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 3,342.13 11/30/2013 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 3,171.00 11/30/2013 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 2,244.87 11/30/2013 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 20,833.50 11/30/2013 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 29,500.00 11/30/2013 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 19,666.67 11/30/2013 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 14,750.00 11/30/2013 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 7,866.67 11/30/2013 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 1,652.00 11/30/2013 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 16,834.67 11/30/2013 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 2,045.33 11/30/2013 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 2,458.33 11/30/2013 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 1,052.17 11/30/2013 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 78.67 11/30/2013 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 1,327.50 11/30/2013 12X4219 1219307 09/30/2031 01999 5.910001200 3,965,465.0000 39,059.84 11/30/2013 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 29,550.01 11/30/2013 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 9,850.00 11/30/2013 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 12,608.00 11/30/2013 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 8,057.30 11/30/2013 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 3,989.25 11/30/2013 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 16,291.90 11/30/2013 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 1,408.55 11/30/2013 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 295.50 11/30/2013 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 3,122.45 11/30/2013 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 2,127.60 11/30/2013 12X4219 1219307 09/30/2031 02000 5.699998800 1,930,398.0000 18,338.78 11/30/2013 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 47,499.99 11/30/2013 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 28,499.99 11/30/2013 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 15,770.00 11/30/2013 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 12,350.00 11/30/2013 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 1,634.00 11/30/2013 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 20,957.00 11/30/2013 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 1,757.50 11/30/2013 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 1,330.00 11/30/2013 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 1,501.00 11/30/2013 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 3,458.00 11/30/2013 12X4219 1219307 09/30/2033 02001 4.979998800 1,557,992.0000 12,931.33 11/30/2013 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 37,349.99 11/30/2013 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 16,600.00 11/30/2013 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 15,371.60 11/30/2013 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 20,451.20 11/30/2013 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 10,731.90 11/30/2013 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 10,507.80 11/30/2013 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 1,494.00 11/30/2013 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 1,211.80 11/30/2013 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 2,705.80 11/30/2013 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 2,473.40 11/30/2013 12X4219 1219307 09/30/2034 02002 4.809999600 6,293,284.0000 50,451.16 11/30/2013 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 17,115.58 11/30/2013 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 18,863.22 11/30/2013 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 16,434.17 11/30/2013 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 11,511.93 11/30/2013 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 6,477.47 11/30/2013 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 2,124.42 11/30/2013 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 464.97 11/30/2013 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 1,459.03 11/30/2013 12X4219 1219307 09/30/2034 02003 4.799998800 3,276,109.0000 26,208.87 11/30/2013 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 40,279.99 11/30/2013 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 32,567.99 11/30/2013 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 32,759.99 11/30/2013 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 11,944.00 11/30/2013 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 9,432.00 11/30/2013 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 4,536.00 11/30/2013 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 2,872.00 11/30/2013 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 864.00 11/30/2013 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 1,248.00 11/30/2013 12X4219 1219307 09/30/2035 02004 4.680000000 4,134,553.0000 32,249.51 11/30/2013 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 35,747.40 11/30/2013 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 32,307.60 11/30/2013 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 9,375.60 11/30/2013 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 7,558.20 11/30/2013 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 4,524.00 11/30/2013 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 3,712.80 11/30/2013 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 2,847.00 11/30/2013 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 2,113.80 11/30/2013 12X4219 1219307 09/30/2036 02005 4.680000000 4,033,617.0000 31,462.21 11/30/2013 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 43,204.20 11/30/2013 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 18,252.00 11/30/2013 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 14,898.00 11/30/2013 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 9,703.20 11/30/2013 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 8,026.20 11/30/2013 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 1,560.00 11/30/2013 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 2,995.20 11/30/2013 12X4219 1219307 09/30/2037 02006 4.550000400 2,538,874.0000 19,253.13 11/30/2013 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 26,852.59 11/30/2013 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 41,920.67 11/30/2013 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 27,413.75 11/30/2013 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 10,404.33 11/30/2013 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 5,869.50 11/30/2013 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 5,338.67 11/30/2013 12X4219 1219307 09/30/2044 02006 4.550000400 122,000.0000 925.17 11/30/2013 12X4219 1219307 09/30/2038 02007 4.430001600 6,077,441.0000 44,871.79 11/30/2013 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 30,537.48 11/30/2013 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 33,099.50 11/30/2013 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 16,191.66 11/30/2013 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 8,335.79 11/30/2013 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 6,342.29 11/30/2013 12X4219 1219307 09/30/2044 02007 4.430001600 89,000.0000 657.12 11/30/2013 12X4219 1219307 09/30/2039 02008 4.200001200 6,140,938.0000 42,986.58 11/30/2013 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 37,961.01 11/30/2013 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 30,457.01 11/30/2013 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 13,909.00 11/30/2013 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 6,825.00 11/30/2013 12X4219 1219307 09/30/2044 02008 4.200001200 76,000.0000 532.00 11/30/2013 12X4219 1219307 09/30/2040 02009 4.439998800 6,409,473.0000 47,430.09 11/30/2013 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 30,680.39 11/30/2013 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 20,224.19 11/30/2013 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 17,641.60 11/30/2013 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 32,976.06 11/30/2013 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 24,440.01 11/30/2013 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 20,475.01 11/30/2013 12X4219 1219307 09/30/2044 02010 3.250000800 132,000.0000 715.00 11/30/2013 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 549.48 11/30/2013 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 18,665.07 11/30/2013 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 19,211.44 11/30/2013 12X4219 1219307 09/30/2044 02011 4.430001600 146,000.0000 1,077.97 11/30/2013 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 285.27 11/30/2013 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 16,299.11 11/30/2013 12X4219 1219307 09/30/2044 02012 3.890001600 712,000.0000 4,616.14 11/30/2013 12X4219 1219307 09/30/2043 02013 3.890001600 885,000.0000 5,737.75 11/30/2013 12X4219 1219307 09/30/2044 02013 3.890001600 77,000.0000 499.22 11/30/2013 ------------------------ ---------------------- 321,786,462.0000 2,836,124.81 ======================== ====================== 321,786,462.0000 2,836,124.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00