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 259,073.07 05/31/2014 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 129,462.66 05/31/2014 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 3,938.20 05/31/2014 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,123.40 05/31/2014 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 2,761.27 05/31/2014 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 215,061.85 05/31/2014 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 54,800.01 05/31/2014 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 9,133.33 05/31/2014 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 4,110.00 05/31/2014 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 56,170.01 05/31/2014 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,278.67 05/31/2014 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 8,768.00 05/31/2014 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 12,193.00 05/31/2014 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 1,872.33 05/31/2014 12X4219 1219307 09/30/2026 01994 6.890000400 4,992,003.0000 229,299.35 05/31/2014 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2014 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 128,613.34 05/31/2014 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 180,609.88 05/31/2014 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 5,512.00 05/31/2014 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 203,025.35 05/31/2014 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 45,933.34 05/31/2014 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 15,892.93 05/31/2014 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 36,057.67 05/31/2014 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 3,766.53 05/31/2014 12X4219 1219307 09/30/2027 01995 6.419998800 6,773,060.0000 289,886.91 05/31/2014 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 256,799.95 05/31/2014 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2014 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2014 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 42,799.99 05/31/2014 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 4,708.00 05/31/2014 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 5,992.00 05/31/2014 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 203,299.96 05/31/2014 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 128,014.78 05/31/2014 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,167.20 05/31/2014 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 8,517.20 05/31/2014 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 22,084.80 05/31/2014 12X4219 1219307 09/30/2027 01996 6.159999600 3,064,783.0000 125,860.41 05/31/2014 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 82,133.33 05/31/2014 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2014 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2014 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2014 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 12,320.00 05/31/2014 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 12,237.87 05/31/2014 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 44,434.13 05/31/2014 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 37,042.13 05/31/2014 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 23,613.33 05/31/2014 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 9,404.27 05/31/2014 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 1,314.13 05/31/2014 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 4,353.07 05/31/2014 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 10,554.13 05/31/2014 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 137,827.02 05/31/2014 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 120,800.02 05/31/2014 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2014 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2014 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 12,482.67 05/31/2014 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 14,496.00 05/31/2014 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 16,831.47 05/31/2014 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 65,473.61 05/31/2014 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 8,496.27 05/31/2014 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 13,368.54 05/31/2014 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 12,684.00 05/31/2014 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 8,979.47 05/31/2014 12X4219 1219307 09/30/2030 01998 5.900000400 1,135,661.0000 44,669.34 05/31/2014 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 118,000.01 05/31/2014 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 78,666.67 05/31/2014 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 59,000.00 05/31/2014 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 31,466.67 05/31/2014 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 6,608.00 05/31/2014 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 67,338.67 05/31/2014 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 8,181.33 05/31/2014 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 9,833.33 05/31/2014 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,208.67 05/31/2014 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 314.67 05/31/2014 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 5,310.00 05/31/2014 12X4219 1219307 09/30/2031 01999 5.910001200 3,028,465.0000 119,321.55 05/31/2014 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 118,200.02 05/31/2014 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 39,400.01 05/31/2014 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 50,432.01 05/31/2014 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 32,229.21 05/31/2014 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 15,957.00 05/31/2014 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 65,167.61 05/31/2014 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 5,634.20 05/31/2014 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 1,182.00 05/31/2014 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 12,489.80 05/31/2014 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 8,510.40 05/31/2014 12X4219 1219307 09/30/2031 02000 5.699998800 1,140,398.0000 43,335.11 05/31/2014 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 189,999.96 05/31/2014 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 113,999.98 05/31/2014 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 63,079.99 05/31/2014 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 49,399.99 05/31/2014 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 6,536.00 05/31/2014 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 83,827.98 05/31/2014 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 7,030.00 05/31/2014 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 5,320.00 05/31/2014 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 6,004.00 05/31/2014 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 13,832.00 05/31/2014 12X4219 1219307 09/30/2033 02001 4.979998800 715,992.0000 23,770.93 05/31/2014 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 149,399.96 05/31/2014 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 66,399.98 05/31/2014 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 61,486.39 05/31/2014 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 81,804.78 05/31/2014 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 42,927.59 05/31/2014 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 42,031.19 05/31/2014 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 5,976.00 05/31/2014 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 4,847.20 05/31/2014 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 10,823.20 05/31/2014 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 9,893.60 05/31/2014 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 168,519.43 05/31/2014 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 68,462.33 05/31/2014 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 75,452.86 05/31/2014 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 65,736.66 05/31/2014 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 46,047.73 05/31/2014 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 25,909.86 05/31/2014 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 8,497.67 05/31/2014 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 1,859.87 05/31/2014 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 5,836.13 05/31/2014 12X4219 1219307 09/30/2034 02003 4.799998800 2,538,109.0000 81,219.47 05/31/2014 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 161,119.96 05/31/2014 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 130,271.97 05/31/2014 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 131,039.97 05/31/2014 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 47,775.99 05/31/2014 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 37,727.99 05/31/2014 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 18,144.00 05/31/2014 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 11,488.00 05/31/2014 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 3,456.00 05/31/2014 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 4,992.00 05/31/2014 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 88,999.65 05/31/2014 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 142,989.60 05/31/2014 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 129,230.40 05/31/2014 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 37,502.40 05/31/2014 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 30,232.80 05/31/2014 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 18,096.00 05/31/2014 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 14,851.20 05/31/2014 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 11,388.00 05/31/2014 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 8,455.20 05/31/2014 12X4219 1219307 09/30/2044 02004 4.680000000 61,000.0000 1,903.20 05/31/2014 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 109,063.25 05/31/2014 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 172,816.80 05/31/2014 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 73,008.00 05/31/2014 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 59,592.00 05/31/2014 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 38,812.80 05/31/2014 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 32,104.80 05/31/2014 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 6,240.00 05/31/2014 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 11,980.80 05/31/2014 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 49,682.18 05/31/2014 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 107,410.34 05/31/2014 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 167,682.68 05/31/2014 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 109,655.01 05/31/2014 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 41,617.34 05/31/2014 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 23,478.00 05/31/2014 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 21,354.67 05/31/2014 12X4219 1219307 09/30/2044 02006 4.550000400 208,000.0000 6,309.33 05/31/2014 12X4219 1219307 09/30/2038 02007 4.430001600 4,552,441.0000 134,448.81 05/31/2014 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 122,149.91 05/31/2014 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 132,397.98 05/31/2014 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 64,766.62 05/31/2014 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 33,343.15 05/31/2014 12X4219 1219307 09/30/2043 02007 4.430001600 859,000.0000 25,369.14 05/31/2014 12X4219 1219307 09/30/2044 02007 4.430001600 101,000.0000 2,982.87 05/31/2014 12X4219 1219307 09/30/2039 02008 4.200001200 5,463,938.0000 152,990.31 05/31/2014 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 151,844.04 05/31/2014 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 121,828.03 05/31/2014 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 55,636.02 05/31/2014 12X4219 1219307 09/30/2043 02008 4.200001200 975,000.0000 27,300.01 05/31/2014 12X4219 1219307 09/30/2044 02008 4.200001200 238,000.0000 6,664.00 05/31/2014 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 172,848.35 05/31/2014 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 122,721.57 05/31/2014 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 80,896.78 05/31/2014 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 70,566.38 05/31/2014 12X4219 1219307 09/30/2044 02009 4.439998800 345,000.0000 10,212.00 05/31/2014 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 131,904.23 05/31/2014 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 97,760.02 05/31/2014 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 81,900.02 05/31/2014 12X4219 1219307 09/30/2044 02010 3.250000800 1,040,000.0000 22,533.34 05/31/2014 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 2,197.93 05/31/2014 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 74,660.29 05/31/2014 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 76,845.76 05/31/2014 12X4219 1219307 09/30/2044 02011 4.430001600 777,000.0000 22,947.41 05/31/2014 12X4219 1219307 09/30/2042 02012 3.890001600 44,000.0000 1,141.07 05/31/2014 12X4219 1219307 09/30/2043 02012 3.890001600 2,514,000.0000 65,196.43 05/31/2014 12X4219 1219307 09/30/2044 02012 3.890001600 2,370,000.0000 61,462.03 05/31/2014 12X4219 1219307 09/30/2043 02013 3.890001600 25,000.0000 648.33 05/31/2014 12X4219 1219307 09/30/2044 02013 3.890001600 2,261,000.0000 58,635.29 05/31/2014 12X4219 1219307 09/30/2044 02014 3.890001600 425,000.0000 11,021.67 05/31/2014 ------------------------ ---------------------- 307,678,462.0000 10,744,713.94 ======================== ====================== 307,678,462.0000 10,744,713.94 ============================================================================================================================ 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