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 7,281.08 08/31/2015 12X4223 1223302 09/30/2035 01997 6.109999200 2,000.0000 112.02 08/31/2015 12X4223 1223302 09/30/2036 01997 6.109999200 1,000.0000 56.01 08/31/2015 12X4223 1223302 09/30/2034 01998 5.760000000 926,000.0000 48,892.80 08/31/2015 12X4223 1223302 09/30/2035 01998 5.760000000 1,000.0000 52.80 08/31/2015 12X4223 1223302 09/30/2036 01998 5.760000000 2,000.0000 105.60 08/31/2015 12X4223 1223302 09/30/2034 01999 6.009998400 4,304,000.0000 237,114.47 08/31/2015 12X4223 1223302 09/30/2035 01999 6.009998400 6,000.0000 330.55 08/31/2015 12X4223 1223302 09/30/2034 02000 5.799999600 8,417,533.0000 447,532.14 08/31/2015 12X4223 1223302 09/30/2035 02000 5.799999600 1,000.0000 53.17 08/31/2015 12X4223 1223302 09/30/2036 02000 5.799999600 16,000.0000 850.67 08/31/2015 12X4223 1223302 09/30/2030 02001 4.680000000 7,285,623.0000 312,553.23 08/31/2015 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 283,140.00 08/31/2015 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 471.90 08/31/2015 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 536,292.90 08/31/2015 12X4223 1223302 09/30/2035 02001 4.680000000 631,000.0000 27,069.90 08/31/2015 12X4223 1223302 09/30/2036 02001 4.680000000 954,000.0000 40,926.60 08/31/2015 ------------------------ ---------------------- 41,789,156.0000 1,942,835.84 ======================== ====================== 41,789,156.0000 1,942,835.84 ============================================================================================================================ 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