Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2036 01992 6.670000800 38,480.9300 2,352.79 08/31/2015 12X4210 1210830 09/30/2038 01992 6.670000800 30,000.0000 1,834.25 08/31/2015 12X4210 1210830 09/30/2028 01993 6.860001600 1,041,943.0000 65,520.86 08/31/2015 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 7,439.10 08/31/2015 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 3,018.40 08/31/2015 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 125.77 08/31/2015 12X4210 1210830 09/30/2036 01993 6.860001600 1,238,000.0000 77,849.58 08/31/2015 12X4210 1210830 09/30/2031 01994 6.090001200 3,910,000.0000 218,275.79 08/31/2015 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 5,582.50 08/31/2015 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 1,730.58 08/31/2015 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 1,283.98 08/31/2015 12X4210 1210830 09/30/2036 01994 6.090001200 755,000.0000 42,147.88 08/31/2015 12X4210 1210830 09/30/2031 01995 5.510001600 1,590,399.0000 80,328.43 08/31/2015 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 369,721.11 08/31/2015 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 6,061.00 08/31/2015 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 5,050.83 08/31/2015 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 252.54 08/31/2015 12X4210 1210830 09/30/2036 01995 5.510001600 79,000.0000 3,990.16 08/31/2015 12X4210 1210830 09/30/2037 01995 5.510001600 1,000.0000 50.51 08/31/2015 12X4210 1210830 09/30/2032 01996 5.299999200 3,286,457.0000 159,667.01 08/31/2015 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 15,643.83 08/31/2015 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 12,291.58 08/31/2015 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 8,890.75 08/31/2015 12X4210 1210830 09/30/2036 01996 5.299999200 344,000.0000 16,712.66 08/31/2015 12X4210 1210830 09/30/2037 01996 5.299999200 1,000.0000 48.58 08/31/2015 12X4210 1210830 09/30/2030 01997 5.220000000 950,000.0000 45,457.50 08/31/2015 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 185,514.45 08/31/2015 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 138,717.15 08/31/2015 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 22,537.35 08/31/2015 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 2,679.60 08/31/2015 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 1,196.25 08/31/2015 12X4210 1210830 09/30/2030 01998 4.939999200 3,325,989.0000 150,611.84 08/31/2015 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 360,455.27 08/31/2015 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 102,702.58 08/31/2015 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 74,445.79 08/31/2015 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 996.23 08/31/2015 12X4210 1210830 09/30/2036 01998 4.939999200 673,000.0000 30,475.68 08/31/2015 12X4210 1210830 09/30/2022 01999 4.650001200 2,807,000.0000 119,648.41 08/31/2015 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 236,483.56 08/31/2015 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 222,076.31 08/31/2015 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 215,938.31 08/31/2015 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 11,167.75 08/31/2015 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 14,492.50 08/31/2015 12X4210 1210830 09/30/2036 01999 4.650001200 1,480,000.0000 63,085.02 08/31/2015 12X4210 1210830 09/30/2037 01999 4.650001200 13,000.0000 554.13 08/31/2015 12X4210 1210830 09/30/2021 02000 4.839998400 24,235,043.0000 1,075,227.72 08/31/2015 12X4210 1210830 09/30/2031 02000 4.839998400 5,131,000.0000 227,645.29 08/31/2015 12X4210 1210830 09/30/2032 02000 4.839998400 2,223,000.0000 98,627.07 08/31/2015 12X4210 1210830 09/30/2033 02000 4.839998400 926,000.0000 41,083.52 08/31/2015 12X4210 1210830 09/30/2034 02000 4.839998400 153,000.0000 6,788.10 08/31/2015 12X4210 1210830 09/30/2023 02001 5.190001200 6,512,000.0000 309,808.47 08/31/2015 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 214,753.60 08/31/2015 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 153,810.01 08/31/2015 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 92,295.52 08/31/2015 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 11,132.55 08/31/2015 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 13,083.13 08/31/2015 12X4210 1210830 09/30/2036 02001 5.190001200 629,000.0000 29,924.68 08/31/2015 12X4210 1210830 09/30/2037 02001 5.190001200 15,000.0000 713.63 08/31/2015 12X4210 1210830 09/30/2038 02001 5.190001200 1,250,000.0000 59,468.76 08/31/2015 12X4210 1210830 09/30/2032 02002 4.849999200 6,714,000.0000 298,493.20 08/31/2015 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 349,486.90 08/31/2015 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 29,964.91 08/31/2015 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 136,575.98 08/31/2015 12X4210 1210830 09/30/2037 02002 4.849999200 58,000.0000 2,578.58 08/31/2015 12X4210 1210830 09/30/2032 02003 3.530001600 4,772,649.0000 154,435.04 08/31/2015 12X4210 1210830 09/30/2033 02003 3.530001600 8,514,000.0000 275,498.97 08/31/2015 12X4210 1210830 09/30/2034 02003 3.530001600 12,189,000.0000 394,415.90 08/31/2015 12X4210 1210830 09/30/2035 02003 3.530001600 4,496,000.0000 145,483.13 08/31/2015 12X4210 1210830 09/30/2036 02003 3.530001600 93,000.0000 3,009.33 08/31/2015 12X4210 1210830 09/30/2037 02003 3.530001600 1,298,000.0000 42,001.14 08/31/2015 12X4210 1210830 09/30/2026 02004 3.970000800 4,632,572.0000 168,587.05 08/31/2015 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 421,488.37 08/31/2015 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 200,045.03 08/31/2015 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 221,625.29 08/31/2015 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 124,132.00 08/31/2015 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 20,816.04 08/31/2015 12X4210 1210830 09/30/2036 02004 3.970000800 55,000.0000 2,001.54 08/31/2015 12X4210 1210830 09/30/2027 02005 4.200001200 2,539,100.0000 97,755.38 08/31/2015 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 869,176.25 08/31/2015 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 474,820.64 08/31/2015 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 110,803.03 08/31/2015 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 185,262.05 08/31/2015 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 114,014.47 08/31/2015 12X4210 1210830 09/30/2036 02005 4.200001200 1,188,000.0000 45,738.01 08/31/2015 12X4210 1210830 09/30/2037 02005 4.200001200 3,000.0000 115.50 08/31/2015 ------------------------ ---------------------- 247,979,346.9300 10,327,791.93 ======================== ====================== 247,979,346.9300 10,327,791.93 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2021 02000 04/13/2015 INT + 0.0000 72,599.98 477257 1210830 09/30/2022 01999 04/13/2015 INT + 0.0000 41,911.14 477293 1210830 09/30/2022 01999 04/13/2015 INT + 0.0000 120,900.03 477295 1210830 09/30/2023 02001 04/13/2015 INT + 0.0000 136,850.63 477259 1210830 09/30/2023 02001 04/13/2015 INT + 0.0000 20,760.00 477261 1210830 09/30/2026 02004 04/13/2015 INT + 0.0000 93,295.02 477271 1210830 09/30/2027 02005 04/13/2015 INT + 0.0000 128,100.04 477273 1210830 09/30/2028 01993 04/13/2015 INT + 0.0000 51,450.01 477277 1210830 09/30/2029 01994 04/13/2015 INT + 0.0000 53,311.81 477279 1210830 09/30/2030 01997 04/13/2015 INT + 0.0000 27,252.99 477287 1210830 09/30/2030 01997 04/13/2015 INT + 0.0000 3,915.00 477289 1210830 09/30/2030 01998 04/13/2015 INT + 0.0000 116,089.98 477291 1210830 09/30/2031 01994 04/13/2015 INT + 0.0000 7,612.50 477281 1210830 09/30/2031 01995 04/13/2015 INT + 0.0000 27,550.01 477283 1210830 09/30/2031 02002 04/13/2015 INT + 0.0000 15,181.25 477263 1210830 09/30/2031 02002 04/13/2015 INT + 0.0000 29,100.00 477265 1210830 09/30/2032 01996 04/13/2015 INT + 0.0000 47,699.99 477285 1210830 09/30/2032 02002 04/13/2015 INT + 0.0000 20,612.50 477267 1210830 09/30/2032 02003 04/13/2015 INT + 0.0000 70,600.03 477269 1210830 09/30/2036 01992 04/13/2015 INT + 0.0000 7,503.75 477275 ------------------------ ---------------------- 0.0000 1,092,296.66 ======================== ====================== 0.0000 1,092,296.66