Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.320000000 108,633.0000 3,910.79 07/31/2015 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 36.00 07/31/2015 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 360.00 07/31/2015 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 43,920.40 07/31/2015 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 3,151.00 07/31/2015 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 102.75 07/31/2015 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 411.00 07/31/2015 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 171.25 07/31/2015 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 40,427.59 07/31/2015 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 150,431.44 07/31/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 32,144.69 07/31/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 166,176.00 07/31/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 24,012.00 07/31/2015 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 46,721.62 07/31/2015 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 3,527.83 07/31/2015 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 289.17 07/31/2015 12X4269 1269216 09/30/2048 02010 3.470000400 31,000.0000 896.42 07/31/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 44,945.25 07/31/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 3,160.50 07/31/2015 12X4269 1269216 09/30/2048 02011 4.410000000 139,000.0000 5,108.25 07/31/2015 12X4269 1269216 09/30/2047 02012 4.179999600 2,346,000.0000 81,718.99 07/31/2015 12X4269 1269216 09/30/2048 02012 4.179999600 335,000.0000 11,669.17 07/31/2015 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 5,608.17 07/31/2015 12X4269 1269216 09/30/2048 02013 4.179999600 752,000.0000 26,194.66 07/31/2015 12X4269 1269216 09/30/2048 02014 4.179999600 573,000.0000 19,959.50 07/31/2015 ------------------------ ---------------------- 20,373,016.0000 715,054.44 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,555.08 07/31/2015 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 22,447.24 07/31/2015 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 27,812.99 07/31/2015 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 20,002.49 07/31/2015 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 5,556.25 07/31/2015 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 38,703.24 07/31/2015 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 6,000.75 07/31/2015 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 15,589.25 07/31/2015 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 21,467.83 07/31/2015 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 6,970.00 07/31/2015 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 23,833.99 07/31/2015 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 10,064.00 07/31/2015 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 2,414.00 07/31/2015 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 9,304.09 07/31/2015 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 21,650.49 07/31/2015 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 8,771.50 07/31/2015 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 11,029.41 07/31/2015 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 13,525.50 07/31/2015 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 3,270.25 07/31/2015 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 4,127.50 07/31/2015 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 42,538.24 07/31/2015 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 25,457.34 07/31/2015 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 39,324.68 07/31/2015 12X4269 1269230 09/30/2048 02009 4.880001600 1,157,000.0000 47,051.35 07/31/2015 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 37,241.00 07/31/2015 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 14,941.00 07/31/2015 12X4269 1269230 09/30/2048 02011 4.460000400 208,000.0000 7,730.67 07/31/2015 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 3,152.50 07/31/2015 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 25,349.99 07/31/2015 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 39,519.99 07/31/2015 ------------------------ ---------------------- 16,278,385.0000 557,402.61 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 419,617.04 07/31/2015 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 178,169.23 07/31/2015 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 39,166.68 07/31/2015 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 3,329.17 07/31/2015 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 5,953.34 07/31/2015 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 56,439.19 07/31/2015 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 446,833.64 07/31/2015 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 95,968.53 07/31/2015 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 48,909.01 07/31/2015 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 34,147.26 07/31/2015 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 102,065.03 07/31/2015 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 106,331.31 07/31/2015 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 775,567.49 07/31/2015 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 166,986.44 07/31/2015 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 25,062.50 07/31/2015 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 113,783.76 07/31/2015 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 303,426.17 07/31/2015 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 178,155.60 07/31/2015 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 108,905.29 07/31/2015 12X4269 1269215 09/30/2062 02010 3.639999600 10,675,886.0000 323,835.17 07/31/2015 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 769,859.92 07/31/2015 12X4269 1269215 09/30/2065 02010 3.639999600 1,538,000.0000 46,652.66 07/31/2015 12X4269 1269215 09/30/2062 02011 2.930000400 6,213,695.0000 151,717.74 07/31/2015 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 9,107.42 07/31/2015 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 114,587.43 07/31/2015 12X4269 1269215 09/30/2063 02012 4.250001600 4,408,000.0000 156,116.73 07/31/2015 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 268,458.43 07/31/2015 12X4269 1269215 09/30/2065 02012 4.250001600 1,523,000.0000 53,939.60 07/31/2015 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 66,964.50 07/31/2015 12X4269 1269215 09/30/2065 02013 4.140000000 330,000.0000 11,385.00 07/31/2015 12X4269 1269215 09/30/2064 02014 4.140000000 3,289,000.0000 113,470.50 07/31/2015 12X4269 1269215 09/30/2065 02014 4.140000000 27,044,000.0000 933,018.00 07/31/2015 12X4269 1269215 09/30/2065 02015 4.140000000 8,941,000.0000 308,464.50 07/31/2015 ------------------------ ---------------------- 195,865,181.0000 6,536,394.28 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,133,253.0000 46,368.94 07/31/2015 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 4,459.92 07/31/2015 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 8,347.00 07/31/2015 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 7,119.50 07/31/2015 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 23,240.67 07/31/2015 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 34,380.00 07/31/2015 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 8,605.83 07/31/2015 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 598.67 07/31/2015 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 2,881.08 07/31/2015 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 486.42 07/31/2015 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 115,616.17 07/31/2015 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 79,847.15 07/31/2015 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 21,177.83 07/31/2015 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 38,786.94 07/31/2015 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 40,390.01 07/31/2015 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 3,430.00 07/31/2015 12X4269 1269217 09/30/2045 02010 3.980001600 2,707,644.0000 89,803.56 07/31/2015 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 188,851.08 07/31/2015 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 28,888.18 07/31/2015 12X4269 1269217 09/30/2048 02010 3.980001600 183,000.0000 6,069.50 07/31/2015 12X4269 1269217 09/30/2046 02011 4.839998400 683,039.0000 27,549.23 07/31/2015 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 68,122.98 07/31/2015 12X4269 1269217 09/30/2048 02011 4.839998400 22,000.0000 887.33 07/31/2015 12X4269 1269217 09/30/2046 02012 4.439998800 117,000.0000 4,329.00 07/31/2015 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 34,742.99 07/31/2015 12X4269 1269217 09/30/2048 02012 4.439998800 263,000.0000 9,731.00 07/31/2015 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 13,333.67 07/31/2015 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 8,140.17 07/31/2015 12X4269 1269217 09/30/2048 02013 4.420000800 806,000.0000 29,687.67 07/31/2015 12X4269 1269217 09/30/2048 02014 4.420000800 446,000.0000 16,427.67 07/31/2015 ------------------------ ---------------------- 26,596,941.0000 962,300.16 ======================== ====================== 259,113,523.0000 8,771,151.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2062 02010 04/13/2015 INT + 0.0000 109,199.99 477388 1269215 09/30/2062 02011 04/13/2015 INT + 0.0000 43,950.01 477390 1269215 09/30/2063 02012 04/13/2015 INT + 0.0000 208,250.08 477392 1269215 09/30/2063 02013 04/13/2015 INT + 0.0000 27,034.20 477394 1269215 09/30/2063 02013 04/13/2015 INT + 0.0000 103.50 477396 1269215 09/30/2064 02013 04/13/2015 INT + 0.0000 31,050.00 477398 1269215 09/30/2064 02014 04/13/2015 INT + 0.0000 7,245.00 477400 1269216 09/30/2046 02012 04/13/2015 INT + 0.0000 21,756.90 477402 1269216 09/30/2047 02012 04/13/2015 INT + 0.0000 12,540.00 477404 1269217 09/30/2042 02006 04/13/2015 INT + 0.0000 12,275.00 477406 1269217 09/30/2045 02010 04/13/2015 INT + 0.0000 17,910.01 477408 1269217 09/30/2046 02011 04/13/2015 INT + 0.0000 26,619.99 477410 1269217 09/30/2046 02012 04/13/2015 INT + 0.0000 15,540.00 477412 ------------------------ ---------------------- 0.0000 533,474.68 ======================== ====================== 0.0000 533,474.68