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 6,619.17 07/31/2015 12X4223 1223302 09/30/2035 01997 6.109999200 2,000.0000 101.83 07/31/2015 12X4223 1223302 09/30/2036 01997 6.109999200 1,000.0000 50.92 07/31/2015 12X4223 1223302 09/30/2034 01998 5.760000000 926,000.0000 44,448.00 07/31/2015 12X4223 1223302 09/30/2035 01998 5.760000000 1,000.0000 48.00 07/31/2015 12X4223 1223302 09/30/2036 01998 5.760000000 2,000.0000 96.00 07/31/2015 12X4223 1223302 09/30/2034 01999 6.009998400 4,304,000.0000 215,558.61 07/31/2015 12X4223 1223302 09/30/2035 01999 6.009998400 6,000.0000 300.50 07/31/2015 12X4223 1223302 09/30/2034 02000 5.799999600 8,417,533.0000 406,847.40 07/31/2015 12X4223 1223302 09/30/2035 02000 5.799999600 1,000.0000 48.33 07/31/2015 12X4223 1223302 09/30/2036 02000 5.799999600 16,000.0000 773.33 07/31/2015 12X4223 1223302 09/30/2030 02001 4.680000000 7,285,623.0000 284,139.30 07/31/2015 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 257,400.00 07/31/2015 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 429.00 07/31/2015 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 487,539.00 07/31/2015 12X4223 1223302 09/30/2035 02001 4.680000000 631,000.0000 24,609.00 07/31/2015 12X4223 1223302 09/30/2036 02001 4.680000000 954,000.0000 37,206.00 07/31/2015 ------------------------ ---------------------- 41,789,156.0000 1,766,214.39 ======================== ====================== 41,789,156.0000 1,766,214.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2031 01999 04/13/2015 INT + 0.0000 50,666.33 431097 1223302 09/30/2034 01998 04/13/2015 INT + 0.0000 5,760.00 431095 1223302 09/30/2034 01999 04/13/2015 INT + 0.0000 60,099.98 431099 1223302 09/30/2034 02000 04/13/2015 INT + 0.0000 13,050.00 431093 ------------------------ ---------------------- 0.0000 129,576.31 ======================== ====================== 0.0000 129,576.31