Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2036 01992 6.670000800 263,480.9300 4,393.55 12/31/2014 12X4210 1210830 09/30/2028 01993 6.860001600 2,541,943.0000 43,594.33 12/31/2014 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 2,028.85 12/31/2014 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 823.20 12/31/2014 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 34.30 12/31/2014 12X4210 1210830 09/30/2036 01993 6.860001600 1,238,000.0000 21,231.70 12/31/2014 12X4210 1210830 09/30/2029 01994 6.090001200 1,750,798.0000 26,655.90 12/31/2014 12X4210 1210830 09/30/2031 01994 6.090001200 4,160,000.0000 63,336.01 12/31/2014 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 1,522.50 12/31/2014 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 471.98 12/31/2014 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 350.18 12/31/2014 12X4210 1210830 09/30/2036 01994 6.090001200 755,000.0000 11,494.88 12/31/2014 12X4210 1210830 09/30/2031 01995 5.510001600 2,590,399.0000 35,682.76 12/31/2014 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 100,833.03 12/31/2014 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 1,653.00 12/31/2014 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 1,377.50 12/31/2014 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 68.88 12/31/2014 12X4210 1210830 09/30/2036 01995 5.510001600 79,000.0000 1,088.23 12/31/2014 12X4210 1210830 09/30/2037 01995 5.510001600 1,000.0000 13.78 12/31/2014 12X4210 1210830 09/30/2032 01996 5.299999200 5,086,457.0000 67,395.55 12/31/2014 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 4,266.50 12/31/2014 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 3,352.25 12/31/2014 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 2,424.75 12/31/2014 12X4210 1210830 09/30/2036 01996 5.299999200 344,000.0000 4,558.00 12/31/2014 12X4210 1210830 09/30/2037 01996 5.299999200 1,000.0000 13.25 12/31/2014 12X4210 1210830 09/30/2030 01997 5.220000000 2,144,176.0000 27,981.50 12/31/2014 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 50,594.85 12/31/2014 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 37,831.95 12/31/2014 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 6,146.55 12/31/2014 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 730.80 12/31/2014 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 326.25 12/31/2014 12X4210 1210830 09/30/2030 01998 4.939999200 8,025,989.0000 99,120.95 12/31/2014 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 98,305.98 12/31/2014 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 28,009.80 12/31/2014 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 20,303.40 12/31/2014 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 271.70 12/31/2014 12X4210 1210830 09/30/2036 01998 4.939999200 673,000.0000 8,311.55 12/31/2014 12X4210 1210830 09/30/2022 01999 4.650001200 9,809,629.0000 114,036.97 12/31/2014 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 64,495.52 12/31/2014 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 60,566.27 12/31/2014 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 58,892.27 12/31/2014 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 3,045.75 12/31/2014 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 3,952.50 12/31/2014 12X4210 1210830 09/30/2036 01999 4.650001200 1,480,000.0000 17,205.00 12/31/2014 12X4210 1210830 09/30/2037 01999 4.650001200 13,000.0000 151.13 12/31/2014 12X4210 1210830 09/30/2021 02000 4.839998400 27,235,043.0000 329,543.91 12/31/2014 12X4210 1210830 09/30/2031 02000 4.839998400 5,131,000.0000 62,085.08 12/31/2014 12X4210 1210830 09/30/2032 02000 4.839998400 2,223,000.0000 26,898.29 12/31/2014 12X4210 1210830 09/30/2033 02000 4.839998400 926,000.0000 11,204.60 12/31/2014 12X4210 1210830 09/30/2034 02000 4.839998400 153,000.0000 1,851.30 12/31/2014 12X4210 1210830 09/30/2023 02001 5.190001200 12,585,626.0000 163,298.54 12/31/2014 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 58,569.16 12/31/2014 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 41,948.18 12/31/2014 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 25,171.51 12/31/2014 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 3,036.15 12/31/2014 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 3,568.13 12/31/2014 12X4210 1210830 09/30/2036 02001 5.190001200 629,000.0000 8,161.28 12/31/2014 12X4210 1210830 09/30/2037 02001 5.190001200 15,000.0000 194.63 12/31/2014 12X4210 1210830 09/30/2031 02002 4.849999200 1,826,031.0000 22,140.62 12/31/2014 12X4210 1210830 09/30/2032 02002 4.849999200 7,564,000.0000 91,713.48 12/31/2014 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 95,314.61 12/31/2014 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 8,172.25 12/31/2014 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 37,247.99 12/31/2014 12X4210 1210830 09/30/2037 02002 4.849999200 58,000.0000 703.25 12/31/2014 12X4210 1210830 09/30/2032 02003 3.530001600 8,772,649.0000 77,418.66 12/31/2014 12X4210 1210830 09/30/2033 02003 3.530001600 8,514,000.0000 75,136.08 12/31/2014 12X4210 1210830 09/30/2034 02003 3.530001600 12,189,000.0000 107,567.97 12/31/2014 12X4210 1210830 09/30/2035 02003 3.530001600 4,496,000.0000 39,677.22 12/31/2014 12X4210 1210830 09/30/2036 02003 3.530001600 93,000.0000 820.73 12/31/2014 12X4210 1210830 09/30/2037 02003 3.530001600 1,298,000.0000 11,454.86 12/31/2014 12X4210 1210830 09/30/2026 02004 3.970000800 9,332,572.0000 92,625.80 12/31/2014 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 114,951.37 12/31/2014 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 54,557.74 12/31/2014 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 60,443.26 12/31/2014 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 33,854.18 12/31/2014 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 5,677.10 12/31/2014 12X4210 1210830 09/30/2036 02004 3.970000800 55,000.0000 545.88 12/31/2014 12X4210 1210830 09/30/2027 02005 4.200001200 8,639,100.0000 90,710.58 12/31/2014 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 237,048.07 12/31/2014 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 129,496.54 12/31/2014 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 30,219.01 12/31/2014 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 50,526.01 12/31/2014 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 31,094.86 12/31/2014 12X4210 1210830 09/30/2036 02005 4.200001200 1,188,000.0000 12,474.00 12/31/2014 12X4210 1210830 09/30/2037 02005 4.200001200 3,000.0000 31.50 12/31/2014 ------------------------ ---------------------- 292,671,606.9300 3,346,099.93 ======================== ====================== 292,671,606.9300 3,346,099.93 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00