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 11,716.12 05/31/2014 12X4210 1210830 09/30/2028 01993 6.860001600 2,541,943.0000 116,251.55 05/31/2014 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 5,410.25 05/31/2014 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 2,195.20 05/31/2014 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 91.47 05/31/2014 12X4210 1210830 09/30/2036 01993 6.860001600 1,238,000.0000 56,617.88 05/31/2014 12X4210 1210830 09/30/2029 01994 6.090001200 1,750,798.0000 71,082.41 05/31/2014 12X4210 1210830 09/30/2031 01994 6.090001200 4,160,000.0000 168,896.03 05/31/2014 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 4,060.00 05/31/2014 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 1,258.60 05/31/2014 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 933.80 05/31/2014 12X4210 1210830 09/30/2036 01994 6.090001200 755,000.0000 30,653.01 05/31/2014 12X4210 1210830 09/30/2031 01995 5.510001600 2,590,399.0000 95,154.02 05/31/2014 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 268,888.08 05/31/2014 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 4,408.00 05/31/2014 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 3,673.33 05/31/2014 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 183.67 05/31/2014 12X4210 1210830 09/30/2036 01995 5.510001600 79,000.0000 2,901.93 05/31/2014 12X4210 1210830 09/30/2032 01996 5.299999200 5,086,457.0000 179,721.45 05/31/2014 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 11,377.33 05/31/2014 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 8,939.33 05/31/2014 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 6,466.00 05/31/2014 12X4210 1210830 09/30/2036 01996 5.299999200 344,000.0000 12,154.66 05/31/2014 12X4210 1210830 09/30/2030 01997 5.220000000 2,144,176.0000 74,617.32 05/31/2014 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 134,919.60 05/31/2014 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 100,885.20 05/31/2014 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 16,390.80 05/31/2014 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 1,948.80 05/31/2014 12X4210 1210830 09/30/2030 01998 4.939999200 8,025,989.0000 264,322.53 05/31/2014 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 262,149.29 05/31/2014 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 74,692.79 05/31/2014 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 54,142.39 05/31/2014 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 724.53 05/31/2014 12X4210 1210830 09/30/2036 01998 4.939999200 673,000.0000 22,164.13 05/31/2014 12X4210 1210830 09/30/2022 01999 4.650001200 9,809,629.0000 304,098.58 05/31/2014 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 171,988.04 05/31/2014 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 161,510.04 05/31/2014 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 157,046.04 05/31/2014 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 8,122.00 05/31/2014 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 10,540.00 05/31/2014 12X4210 1210830 09/30/2036 01999 4.650001200 1,480,000.0000 45,880.01 05/31/2014 12X4210 1210830 09/30/2021 02000 4.839998400 27,235,043.0000 878,783.76 05/31/2014 12X4210 1210830 09/30/2031 02000 4.839998400 5,131,000.0000 165,560.21 05/31/2014 12X4210 1210830 09/30/2032 02000 4.839998400 2,223,000.0000 71,728.78 05/31/2014 12X4210 1210830 09/30/2033 02000 4.839998400 926,000.0000 29,878.92 05/31/2014 12X4210 1210830 09/30/2034 02000 4.839998400 153,000.0000 4,936.80 05/31/2014 12X4210 1210830 09/30/2023 02001 5.190001200 12,585,626.0000 435,462.76 05/31/2014 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 156,184.44 05/31/2014 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 111,861.83 05/31/2014 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 67,124.02 05/31/2014 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 8,096.40 05/31/2014 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 9,515.00 05/31/2014 12X4210 1210830 09/30/2036 02001 5.190001200 629,000.0000 21,763.41 05/31/2014 12X4210 1210830 09/30/2031 02002 4.849999200 1,826,031.0000 59,041.66 05/31/2014 12X4210 1210830 09/30/2032 02002 4.849999200 7,564,000.0000 244,569.29 05/31/2014 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 254,172.29 05/31/2014 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 21,792.66 05/31/2014 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 99,327.98 05/31/2014 12X4210 1210830 09/30/2032 02003 3.530001600 8,772,649.0000 206,449.77 05/31/2014 12X4210 1210830 09/30/2033 02003 3.530001600 8,514,000.0000 200,362.89 05/31/2014 12X4210 1210830 09/30/2034 02003 3.530001600 12,189,000.0000 286,847.93 05/31/2014 12X4210 1210830 09/30/2035 02003 3.530001600 4,496,000.0000 105,805.91 05/31/2014 12X4210 1210830 09/30/2036 02003 3.530001600 93,000.0000 2,188.60 05/31/2014 12X4210 1210830 09/30/2037 02003 3.530001600 356,000.0000 8,377.87 05/31/2014 12X4210 1210830 09/30/2026 02004 3.970000800 9,332,572.0000 247,002.12 05/31/2014 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 306,537.00 05/31/2014 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 145,487.30 05/31/2014 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 161,182.03 05/31/2014 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 90,277.82 05/31/2014 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 15,138.94 05/31/2014 12X4210 1210830 09/30/2036 02004 3.970000800 55,000.0000 1,455.67 05/31/2014 12X4210 1210830 09/30/2027 02005 4.200001200 8,639,100.0000 241,894.87 05/31/2014 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 632,128.18 05/31/2014 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 345,324.10 05/31/2014 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 80,584.02 05/31/2014 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 134,736.04 05/31/2014 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 82,919.62 05/31/2014 12X4210 1210830 09/30/2036 02005 4.200001200 1,188,000.0000 33,264.01 05/31/2014 ------------------------ ---------------------- 291,613,606.9300 8,896,941.11 ======================== ====================== 291,613,606.9300 8,896,941.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2021 02000 04/10/2014 INT + 0.0000 64,444.58 477114 1210830 09/30/2021 02002 04/10/2014 INT + 0.0000 12,998.75 477122 1210830 09/30/2021 02002 04/10/2014 INT + 0.0000 143,487.23 477124 1210830 09/30/2021 02002 04/10/2014 INT + 0.0000 19,400.00 477126 1210830 09/30/2022 01999 04/10/2014 INT + 0.0000 93,619.15 477110 1210830 09/30/2022 01999 04/10/2014 INT + 0.0000 23,677.13 477112 1210830 09/30/2023 02001 04/10/2014 INT + 0.0000 56,198.01 477116 1210830 09/30/2023 02001 04/10/2014 INT + 0.0000 3,503.25 477118 1210830 09/30/2023 02001 04/10/2014 INT + 0.0000 17,655.71 477120 1210830 09/30/2026 02004 04/10/2014 INT + 0.0000 36,733.86 477136 1210830 09/30/2026 02004 04/10/2014 INT + 0.0000 53,563.81 477138 1210830 09/30/2027 01992 04/10/2014 INT + 0.0000 11,988.69 477086 1210830 09/30/2027 02005 04/10/2014 INT + 0.0000 249,755.17 477140 1210830 09/30/2027 02005 04/10/2014 INT + 0.0000 9,678.90 477142 1210830 09/30/2028 01993 04/10/2014 INT + 0.0000 104,237.72 477092 1210830 09/30/2029 01994 04/10/2014 INT + 0.0000 65,187.31 477094 1210830 09/30/2029 01994 04/10/2014 INT + 0.0000 7,588.20 477096 1210830 09/30/2030 01997 04/10/2014 INT + 0.0000 58,176.90 477104 1210830 09/30/2030 01998 04/10/2014 INT + 0.0000 63,132.92 477106 1210830 09/30/2030 01998 04/10/2014 INT + 0.0000 90,501.06 477108 1210830 09/30/2031 01995 04/10/2014 INT + 0.0000 66,974.07 477098 1210830 09/30/2031 01996 04/10/2014 INT + 0.0000 50,680.10 477100 1210830 09/30/2031 02002 04/10/2014 INT + 0.0000 33,585.49 477128 1210830 09/30/2031 02003 04/10/2014 INT + 0.0000 74,741.59 477130 1210830 09/30/2031 02003 04/10/2014 INT + 0.0000 15,885.01 477132 1210830 09/30/2032 01996 04/10/2014 INT + 0.0000 10,163.89 477102 1210830 09/30/2032 02003 04/10/2014 INT + 0.0000 33,082.31 477134 1210830 09/30/2035 01992 04/10/2014 INT + 0.0000 667.00 477088 1210830 09/30/2036 01992 04/10/2014 INT + 0.0000 8,888.41 477090 ------------------------ ---------------------- 0.0000 1,480,196.22 ======================== ====================== 0.0000 1,480,196.22