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 1,464.52 10/31/2014 12X4210 1210830 09/30/2028 01993 6.860001600 2,541,943.0000 14,531.44 10/31/2014 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 676.28 10/31/2014 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 274.40 10/31/2014 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 11.43 10/31/2014 12X4210 1210830 09/30/2036 01993 6.860001600 1,238,000.0000 7,077.23 10/31/2014 12X4210 1210830 09/30/2029 01994 6.090001200 1,750,798.0000 8,885.30 10/31/2014 12X4210 1210830 09/30/2031 01994 6.090001200 4,160,000.0000 21,112.00 10/31/2014 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 507.50 10/31/2014 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 157.33 10/31/2014 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 116.73 10/31/2014 12X4210 1210830 09/30/2036 01994 6.090001200 755,000.0000 3,831.63 10/31/2014 12X4210 1210830 09/30/2031 01995 5.510001600 2,590,399.0000 11,894.25 10/31/2014 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 33,611.01 10/31/2014 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 551.00 10/31/2014 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 459.17 10/31/2014 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 22.96 10/31/2014 12X4210 1210830 09/30/2036 01995 5.510001600 79,000.0000 362.74 10/31/2014 12X4210 1210830 09/30/2037 01995 5.510001600 1,000.0000 4.59 10/31/2014 12X4210 1210830 09/30/2032 01996 5.299999200 5,086,457.0000 22,465.18 10/31/2014 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 1,422.17 10/31/2014 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 1,117.42 10/31/2014 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 808.25 10/31/2014 12X4210 1210830 09/30/2036 01996 5.299999200 344,000.0000 1,519.33 10/31/2014 12X4210 1210830 09/30/2037 01996 5.299999200 1,000.0000 4.42 10/31/2014 12X4210 1210830 09/30/2030 01997 5.220000000 2,144,176.0000 9,327.17 10/31/2014 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 16,864.95 10/31/2014 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 12,610.65 10/31/2014 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 2,048.85 10/31/2014 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 243.60 10/31/2014 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 108.75 10/31/2014 12X4210 1210830 09/30/2030 01998 4.939999200 8,025,989.0000 33,040.32 10/31/2014 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 32,768.66 10/31/2014 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 9,336.60 10/31/2014 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 6,767.80 10/31/2014 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 90.57 10/31/2014 12X4210 1210830 09/30/2036 01998 4.939999200 673,000.0000 2,770.52 10/31/2014 12X4210 1210830 09/30/2022 01999 4.650001200 9,809,629.0000 38,012.32 10/31/2014 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 21,498.51 10/31/2014 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 20,188.76 10/31/2014 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 19,630.76 10/31/2014 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 1,015.25 10/31/2014 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 1,317.50 10/31/2014 12X4210 1210830 09/30/2036 01999 4.650001200 1,480,000.0000 5,735.00 10/31/2014 12X4210 1210830 09/30/2037 01999 4.650001200 13,000.0000 50.38 10/31/2014 12X4210 1210830 09/30/2021 02000 4.839998400 27,235,043.0000 109,847.97 10/31/2014 12X4210 1210830 09/30/2031 02000 4.839998400 5,131,000.0000 20,695.03 10/31/2014 12X4210 1210830 09/30/2032 02000 4.839998400 2,223,000.0000 8,966.10 10/31/2014 12X4210 1210830 09/30/2033 02000 4.839998400 926,000.0000 3,734.87 10/31/2014 12X4210 1210830 09/30/2034 02000 4.839998400 153,000.0000 617.10 10/31/2014 12X4210 1210830 09/30/2023 02001 5.190001200 12,585,626.0000 54,432.85 10/31/2014 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 19,523.05 10/31/2014 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 13,982.73 10/31/2014 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 8,390.50 10/31/2014 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 1,012.05 10/31/2014 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 1,189.38 10/31/2014 12X4210 1210830 09/30/2036 02001 5.190001200 629,000.0000 2,720.43 10/31/2014 12X4210 1210830 09/30/2037 02001 5.190001200 15,000.0000 64.88 10/31/2014 12X4210 1210830 09/30/2031 02002 4.849999200 1,826,031.0000 7,380.21 10/31/2014 12X4210 1210830 09/30/2032 02002 4.849999200 7,564,000.0000 30,571.16 10/31/2014 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 31,771.54 10/31/2014 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 2,724.08 10/31/2014 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 12,416.00 10/31/2014 12X4210 1210830 09/30/2037 02002 4.849999200 58,000.0000 234.42 10/31/2014 12X4210 1210830 09/30/2032 02003 3.530001600 8,772,649.0000 25,806.22 10/31/2014 12X4210 1210830 09/30/2033 02003 3.530001600 8,514,000.0000 25,045.36 10/31/2014 12X4210 1210830 09/30/2034 02003 3.530001600 12,189,000.0000 35,855.99 10/31/2014 12X4210 1210830 09/30/2035 02003 3.530001600 4,496,000.0000 13,225.74 10/31/2014 12X4210 1210830 09/30/2036 02003 3.530001600 93,000.0000 273.58 10/31/2014 12X4210 1210830 09/30/2037 02003 3.530001600 1,298,000.0000 3,818.29 10/31/2014 12X4210 1210830 09/30/2026 02004 3.970000800 9,332,572.0000 30,875.27 10/31/2014 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 38,317.12 10/31/2014 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 18,185.91 10/31/2014 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 20,147.75 10/31/2014 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 11,284.73 10/31/2014 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 1,892.37 10/31/2014 12X4210 1210830 09/30/2036 02004 3.970000800 55,000.0000 181.96 10/31/2014 12X4210 1210830 09/30/2027 02005 4.200001200 8,639,100.0000 30,236.86 10/31/2014 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 79,016.02 10/31/2014 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 43,165.51 10/31/2014 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 10,073.00 10/31/2014 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 16,842.00 10/31/2014 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 10,364.95 10/31/2014 12X4210 1210830 09/30/2036 02005 4.200001200 1,188,000.0000 4,158.00 10/31/2014 12X4210 1210830 09/30/2037 02005 4.200001200 3,000.0000 10.50 10/31/2014 ------------------------ ---------------------- 292,671,606.9300 1,115,366.68 ======================== ====================== 292,671,606.9300 1,115,366.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00