Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2016 01992 5.420001600 74,492.0000 3,364.56 07/31/2015 12X4213 1213110 09/30/2016 01993 4.669999200 2,619.0000 101.92 07/31/2015 12X4213 1213110 09/30/2017 01996 6.350000400 43,556.0000 2,304.84 07/31/2015 12X4213 1213110 09/30/2016 01997 6.390000000 59,244.0000 3,154.74 07/31/2015 12X4213 1213110 09/30/2016 01998 5.519998800 83,906.0000 3,859.68 07/31/2015 12X4213 1213110 09/30/2017 01999 5.479999200 13,994.8000 639.10 07/31/2015 12X4213 1213110 09/30/2018 01999 5.479999200 150,000.0000 6,850.00 07/31/2015 12X4213 1213110 09/30/2017 02000 6.230001600 308,899.1800 16,037.02 07/31/2015 12X4213 1213110 09/30/2016 02001 4.780000800 402,166.0000 16,019.62 07/31/2015 12X4213 1213110 09/30/2018 02001 4.780000800 7,492.7500 298.46 07/31/2015 12X4213 1213110 09/30/2016 02002 3.549999600 46,446.8000 1,374.05 07/31/2015 12X4213 1213110 09/30/2017 02002 3.549999600 100,000.0000 2,958.33 07/31/2015 12X4213 1213110 09/30/2017 02003 2.549998800 261,561.0000 5,558.17 07/31/2015 12X4213 1213110 09/30/2018 02003 2.549998800 50,000.0000 1,062.50 07/31/2015 12X4213 1213110 09/30/2017 02004 3.150000000 175,666.0000 4,611.23 07/31/2015 12X4213 1213110 09/30/2018 02004 3.150000000 90,000.0000 2,362.50 07/31/2015 12X4213 1213110 09/30/2018 02005 3.880000800 69,173.0000 2,236.59 07/31/2015 12X4213 1213110 09/30/2018 02006 4.749998400 872,000.0000 34,516.66 07/31/2015 ------------------------ ---------------------- 2,811,216.5300 107,309.97 114 SUB-COHORT 12X4213 1213114 09/30/2051 01992 7.319998800 27,709.0000 1,690.25 07/31/2015 12X4213 1213114 09/30/2051 01993 6.680001600 37,749.0000 2,101.36 07/31/2015 12X4213 1213114 09/30/2051 01994 6.860001600 51,396.0000 2,938.14 07/31/2015 12X4213 1213114 09/30/2051 01995 7.120000800 35,195.1800 2,088.25 07/31/2015 12X4213 1213114 09/30/2053 01996 6.660000000 29,812.6700 1,654.60 07/31/2015 12X4213 1213114 09/30/2049 01997 6.519999600 116,010.0000 6,303.21 07/31/2015 12X4213 1213114 09/30/2052 01998 5.829998400 111,708.0000 5,427.15 07/31/2015 12X4213 1213114 09/30/2052 01999 5.820001200 112,060.2800 5,434.92 07/31/2015 12X4213 1213114 09/30/2053 01999 5.820001200 200,000.0000 9,700.00 07/31/2015 12X4213 1213114 09/30/2054 01999 5.820001200 164,000.0000 7,954.00 07/31/2015 12X4213 1213114 09/30/2052 02000 6.199999200 596,175.2600 30,802.38 07/31/2015 12X4213 1213114 09/30/2053 02000 6.199999200 13,000.0000 671.67 07/31/2015 12X4213 1213114 09/30/2054 02000 6.199999200 58,000.0000 2,996.67 07/31/2015 12X4213 1213114 09/30/2055 02000 6.199999200 162,000.0000 8,370.00 07/31/2015 12X4213 1213114 09/30/2053 02001 4.920001200 603,341.0000 24,736.99 07/31/2015 12X4213 1213114 09/30/2049 02002 4.129999200 786,117.0000 27,055.52 07/31/2015 12X4213 1213114 09/30/2053 02003 3.620001600 1,744,170.0000 52,615.82 07/31/2015 12X4213 1213114 09/30/2053 02004 3.710001600 1,195,154.0000 36,950.19 07/31/2015 12X4213 1213114 09/30/2052 02005 4.060000800 728,000.0000 24,630.67 07/31/2015 12X4213 1213114 09/30/2054 02005 4.060000800 1,077,000.0000 36,438.51 07/31/2015 12X4213 1213114 09/30/2054 02006 4.730000400 519,580.0000 20,480.11 07/31/2015 12X4213 1213114 09/30/2054 02007 4.370000400 1,596,000.0000 58,121.01 07/31/2015 ------------------------ ---------------------- 9,964,177.3900 369,161.42 111 SUB-COHORT 12X4213 1213111 09/30/2016 01993 5.950000800 1,206.0000 59.80 07/31/2015 12X4213 1213111 09/30/2016 01994 6.270001200 2,479.0000 129.53 07/31/2015 12X4213 1213111 09/30/2016 01995 7.049998800 3,358.0000 197.28 07/31/2015 12X4213 1213111 09/30/2016 01996 6.339999600 5,743.0000 303.42 07/31/2015 12X4213 1213111 09/30/2016 01997 6.390000000 5,457.0000 290.59 07/31/2015 12X4213 1213111 09/30/2017 01998 5.649998400 5,999.4500 282.47 07/31/2015 12X4213 1213111 09/30/2017 01999 5.439999600 26,105.0700 1,183.43 07/31/2015 12X4213 1213111 09/30/2017 02000 6.230001600 57,695.9500 2,995.38 07/31/2015 12X4213 1213111 09/30/2018 02001 4.799998800 93,000.0000 3,720.00 07/31/2015 12X4213 1213111 09/30/2017 02002 3.610000800 15,100.0000 454.26 07/31/2015 12X4213 1213111 09/30/2018 02002 3.610000800 35,000.0000 1,052.92 07/31/2015 12X4213 1213111 09/30/2018 02003 2.520000000 258,580.0000 5,430.18 07/31/2015 12X4213 1213111 09/30/2018 02008 2.729998800 166,599.0000 3,790.13 07/31/2015 12X4213 1213111 09/30/2018 02009 1.460001600 2,251,300.0000 27,390.85 07/31/2015 12X4213 1213111 09/30/2018 02010 1.260000000 312,500.0000 3,281.25 07/31/2015 ------------------------ ---------------------- 3,240,122.4700 50,561.49 ======================== ====================== 16,015,516.3900 527,032.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4213 1213110 09/30/2016 01992 07/15/2015 INT + 0.0000 70.46 488248 1213110 09/30/2016 01993 07/15/2015 INT + 0.0000 63.04 488250 1213110 09/30/2016 01995 07/15/2015 INT + 0.0000 1,417.93 488252 1213110 09/30/2016 01997 07/15/2015 INT + 0.0000 150.17 488256 1213110 09/30/2016 01998 07/15/2015 INT + 0.0000 138.00 488258 1213110 09/30/2016 02001 07/15/2015 INT + 0.0000 454.10 488264 1213110 09/30/2016 02002 07/15/2015 INT + 0.0000 213.00 488266 1213110 09/30/2016 02003 07/15/2015 INT + 0.0000 172.90 488268 1213110 09/30/2017 01996 07/15/2015 INT + 0.0000 41.28 488254 1213110 09/30/2017 01999 07/15/2015 INT + 0.0000 438.40 488260 1213110 09/30/2017 02000 07/15/2015 INT + 0.0000 498.40 488262 1213110 09/30/2017 02003 07/15/2015 INT + 0.0000 1,127.60 488270 1213110 09/30/2017 02004 07/15/2015 INT + 0.0000 2,471.18 488272 1213110 09/30/2017 02005 07/15/2015 INT + 0.0000 3,212.12 488274 1213110 09/30/2017 02006 07/15/2015 INT + 0.0000 7,718.75 488278 1213110 09/30/2018 02005 07/15/2015 INT + 0.0000 1,083.04 488276 1213110 09/30/2018 02006 07/15/2015 INT + 0.0000 7,742.50 488280 1213111 09/30/2016 01993 07/15/2015 INT + 0.0000 32.73 488234 1213111 09/30/2016 01994 07/15/2015 INT + 0.0000 18.81 488236 1213111 09/30/2016 01995 07/15/2015 INT + 0.0000 52.87 488238 1213111 09/30/2016 01996 07/15/2015 INT + 0.0000 47.55 488240 1213111 09/30/2016 01997 07/15/2015 INT + 0.0000 63.90 488242 1213111 09/30/2017 01998 07/15/2015 INT + 0.0000 211.87 488244 1213111 09/30/2017 01999 07/15/2015 INT + 0.0000 100.64 488246 1213111 09/30/2017 02000 07/15/2015 INT + 0.0000 529.55 488214 1213111 09/30/2017 02002 07/15/2015 INT + 0.0000 88.45 488218 1213111 09/30/2017 02008 07/15/2015 INT + 0.0000 1,086.53 488222 1213111 09/30/2017 02009 07/15/2015 INT + 0.0000 11,315.01 488226 1213111 09/30/2018 02001 07/15/2015 INT + 0.0000 168.00 488216 1213111 09/30/2018 02003 07/15/2015 INT + 0.0000 491.40 488220 1213111 09/30/2018 02008 07/15/2015 INT + 0.0000 2,598.97 488224 1213111 09/30/2018 02009 07/15/2015 INT + 0.0000 8,188.42 488228 1213111 09/30/2018 02010 07/15/2015 INT + 0.0000 26,293.05 488230 1213111 09/30/2018 02011 07/15/2015 INT + 0.0000 1,960.00 488232 1213114 09/30/2049 01997 07/15/2015 INT + 0.0000 326.00 488322 1213114 09/30/2049 01999 07/15/2015 INT + 0.0000 4,861.68 488326 1213114 09/30/2049 02002 07/15/2015 INT + 0.0000 1,362.90 488286 1213114 09/30/2051 01992 07/15/2015 INT + 0.0000 146.40 488310 1213114 09/30/2051 01993 07/15/2015 INT + 0.0000 167.00 488314 1213114 09/30/2051 01994 07/15/2015 INT + 0.0000 171.50 488316 1213114 09/30/2051 01995 07/15/2015 INT + 0.0000 142.40 488318 1213114 09/30/2052 01998 07/15/2015 INT + 0.0000 233.20 488324 1213114 09/30/2052 01999 07/15/2015 INT + 0.0000 2,968.20 488328 1213114 09/30/2052 02005 07/15/2015 INT + 0.0000 19,000.80 488300 1213114 09/30/2053 01996 07/15/2015 INT + 0.0000 632.70 488320 1213114 09/30/2053 02001 07/15/2015 INT + 0.0000 1,623.60 488282 1213114 09/30/2053 02002 07/15/2015 INT + 0.0000 144.55 488288 1213114 09/30/2053 02003 07/15/2015 INT + 0.0000 3,945.80 488292 1213114 09/30/2053 02004 07/15/2015 INT + 0.0000 185.50 488296 1213114 09/30/2053 02005 07/15/2015 INT + 0.0000 14,210.00 488302 1213114 09/30/2053 02007 07/15/2015 INT + 0.0000 25,004.42 488306 1213114 09/30/2054 01992 07/15/2015 INT + 0.0000 73.20 488312 1213114 09/30/2054 02001 07/15/2015 INT + 0.0000 1,057.80 488284 1213114 09/30/2054 02002 07/15/2015 INT + 0.0000 5,678.75 488290 1213114 09/30/2054 02003 07/15/2015 INT + 0.0000 19,475.61 488294 1213114 09/30/2054 02004 07/15/2015 INT + 0.0000 2,170.35 488298 1213114 09/30/2054 02006 07/15/2015 INT + 0.0000 7,355.15 488304 1213114 09/30/2054 02007 07/15/2015 INT + 0.0000 38,019.00 488308 ------------------------ ---------------------- 0.0000 229,217.13 ======================== ====================== 0.0000 229,217.13