Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2034 01997 6.109999200 130,000.0000 5,957.25 06/30/2014 12X4223 1223302 09/30/2035 01997 6.109999200 2,000.0000 91.65 06/30/2014 12X4223 1223302 09/30/2034 01998 5.760000000 1,126,000.0000 48,643.20 06/30/2014 12X4223 1223302 09/30/2035 01998 5.760000000 1,000.0000 43.20 06/30/2014 12X4223 1223302 09/30/2031 01999 6.009998400 1,686,068.0000 75,999.49 06/30/2014 12X4223 1223302 09/30/2034 01999 6.009998400 6,304,000.0000 284,152.72 06/30/2014 12X4223 1223302 09/30/2035 01999 6.009998400 6,000.0000 270.45 06/30/2014 12X4223 1223302 09/30/2034 02000 5.799999600 8,867,533.0000 385,737.66 06/30/2014 12X4223 1223302 09/30/2035 02000 5.799999600 1,000.0000 43.50 06/30/2014 12X4223 1223302 09/30/2030 02001 4.680000000 7,285,623.0000 255,725.37 06/30/2014 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 231,660.00 06/30/2014 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 386.10 06/30/2014 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 438,785.10 06/30/2014 12X4223 1223302 09/30/2035 02001 4.680000000 631,000.0000 22,148.10 06/30/2014 12X4223 1223302 09/30/2036 02001 4.680000000 16,000.0000 561.60 06/30/2014 ------------------------ ---------------------- 45,168,224.0000 1,750,205.39 ======================== ====================== 45,168,224.0000 1,750,205.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 04/10/2014 INT + 0.0000 35,430.98 431052 1223302 09/30/2030 02001 04/10/2014 INT + 0.0000 24,078.60 431060 1223302 09/30/2031 01999 04/10/2014 INT + 0.0000 9,433.65 431054 1223302 09/30/2032 02000 04/10/2014 INT + 0.0000 13,152.46 431056 1223302 09/30/2034 01998 04/10/2014 INT + 0.0000 14,428.80 431050 1223302 09/30/2034 02000 04/10/2014 INT + 0.0000 69,555.54 431058 ------------------------ ---------------------- 0.0000 166,080.03 ======================== ====================== 0.0000 166,080.03