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 4,301.87 08/31/2015 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 39.60 08/31/2015 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 396.00 08/31/2015 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 48,312.44 08/31/2015 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 3,466.10 08/31/2015 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 113.03 08/31/2015 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 452.10 08/31/2015 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 188.38 08/31/2015 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 44,470.35 08/31/2015 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 165,474.59 08/31/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 35,359.16 08/31/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 182,793.60 08/31/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 26,413.20 08/31/2015 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 51,393.78 08/31/2015 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 3,880.62 08/31/2015 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 318.08 08/31/2015 12X4269 1269216 09/30/2048 02010 3.470000400 31,000.0000 986.06 08/31/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 49,439.78 08/31/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 3,476.55 08/31/2015 12X4269 1269216 09/30/2048 02011 4.410000000 225,000.0000 9,095.63 08/31/2015 12X4269 1269216 09/30/2047 02012 4.179999600 2,346,000.0000 89,890.89 08/31/2015 12X4269 1269216 09/30/2048 02012 4.179999600 1,891,000.0000 72,456.81 08/31/2015 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 6,168.98 08/31/2015 12X4269 1269216 09/30/2048 02013 4.179999600 1,860,000.0000 71,268.99 08/31/2015 12X4269 1269216 09/30/2048 02014 4.179999600 1,738,000.0000 66,594.36 08/31/2015 ------------------------ ---------------------- 24,288,016.0000 936,750.95 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,810.59 08/31/2015 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 24,691.97 08/31/2015 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 30,594.29 08/31/2015 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 22,002.74 08/31/2015 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 6,111.87 08/31/2015 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 42,573.56 08/31/2015 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 6,600.82 08/31/2015 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 17,148.17 08/31/2015 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 23,614.61 08/31/2015 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 7,667.00 08/31/2015 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 26,217.39 08/31/2015 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 11,070.40 08/31/2015 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 2,655.40 08/31/2015 12X4269 1269230 09/30/2048 02006 4.079998800 96,000.0000 3,590.40 08/31/2015 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 10,234.50 08/31/2015 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 23,815.54 08/31/2015 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 9,648.65 08/31/2015 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 12,132.35 08/31/2015 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 14,878.05 08/31/2015 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 3,597.27 08/31/2015 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 4,540.25 08/31/2015 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 46,792.07 08/31/2015 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 28,003.08 08/31/2015 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 43,257.15 08/31/2015 12X4269 1269230 09/30/2048 02009 4.880001600 1,585,000.0000 70,902.36 08/31/2015 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 40,965.10 08/31/2015 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 16,435.10 08/31/2015 12X4269 1269230 09/30/2048 02011 4.460000400 483,000.0000 19,746.65 08/31/2015 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 3,467.75 08/31/2015 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 27,884.99 08/31/2015 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 43,471.99 08/31/2015 ------------------------ ---------------------- 17,077,385.0000 647,122.06 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 461,578.75 08/31/2015 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 195,986.15 08/31/2015 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 43,083.35 08/31/2015 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 3,662.08 08/31/2015 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 6,548.67 08/31/2015 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 62,083.10 08/31/2015 12X4269 1269215 09/30/2065 02006 4.700001600 984,000.0000 42,394.01 08/31/2015 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 491,517.01 08/31/2015 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 105,565.38 08/31/2015 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 53,799.92 08/31/2015 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 37,561.99 08/31/2015 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 112,271.53 08/31/2015 12X4269 1269215 09/30/2065 02007 4.110001200 1,429,000.0000 53,837.59 08/31/2015 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 116,964.44 08/31/2015 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 853,124.24 08/31/2015 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 183,685.09 08/31/2015 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 27,568.75 08/31/2015 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 125,162.14 08/31/2015 12X4269 1269215 09/30/2065 02008 4.010000400 1,662,000.0000 61,092.36 08/31/2015 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 333,768.79 08/31/2015 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 195,971.16 08/31/2015 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 119,795.82 08/31/2015 12X4269 1269215 09/30/2065 02009 4.119998400 1,489,000.0000 56,234.54 08/31/2015 12X4269 1269215 09/30/2062 02010 3.639999600 10,675,886.0000 356,218.69 08/31/2015 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 846,845.91 08/31/2015 12X4269 1269215 09/30/2065 02010 3.639999600 2,058,000.0000 68,668.59 08/31/2015 12X4269 1269215 09/30/2062 02011 2.930000400 6,213,695.0000 166,889.51 08/31/2015 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 10,018.16 08/31/2015 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 126,046.18 08/31/2015 12X4269 1269215 09/30/2065 02011 2.930000400 667,000.0000 17,914.51 08/31/2015 12X4269 1269215 09/30/2063 02012 4.250001600 4,408,000.0000 171,728.40 08/31/2015 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 295,304.28 08/31/2015 12X4269 1269215 09/30/2065 02012 4.250001600 1,523,000.0000 59,333.56 08/31/2015 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 73,660.95 08/31/2015 12X4269 1269215 09/30/2065 02013 4.140000000 547,000.0000 20,758.65 08/31/2015 12X4269 1269215 09/30/2064 02014 4.140000000 3,289,000.0000 124,817.55 08/31/2015 12X4269 1269215 09/30/2065 02014 4.140000000 27,044,000.0000 1,026,319.80 08/31/2015 12X4269 1269215 09/30/2065 02015 4.140000000 8,941,000.0000 339,310.95 08/31/2015 ------------------------ ---------------------- 202,833,181.0000 7,447,092.55 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,133,253.0000 51,005.83 08/31/2015 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 4,905.91 08/31/2015 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 9,181.70 08/31/2015 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 7,831.45 08/31/2015 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 25,564.74 08/31/2015 12X4269 1269217 09/30/2048 02006 4.910000400 1,252,000.0000 56,350.44 08/31/2015 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 37,818.00 08/31/2015 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 9,466.41 08/31/2015 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 658.53 08/31/2015 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 3,169.19 08/31/2015 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 535.06 08/31/2015 12X4269 1269217 09/30/2048 02007 4.489999200 102,000.0000 4,198.15 08/31/2015 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 127,177.79 08/31/2015 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 87,831.87 08/31/2015 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 23,295.61 08/31/2015 12X4269 1269217 09/30/2048 02008 4.489999200 235,000.0000 9,672.21 08/31/2015 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 42,665.64 08/31/2015 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 44,429.01 08/31/2015 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 3,773.00 08/31/2015 12X4269 1269217 09/30/2048 02009 4.200001200 39,000.0000 1,501.50 08/31/2015 12X4269 1269217 09/30/2045 02010 3.980001600 2,707,644.0000 98,783.92 08/31/2015 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 207,736.18 08/31/2015 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 31,777.00 08/31/2015 12X4269 1269217 09/30/2048 02010 3.980001600 1,731,000.0000 63,152.68 08/31/2015 12X4269 1269217 09/30/2046 02011 4.839998400 683,039.0000 30,304.15 08/31/2015 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 74,935.28 08/31/2015 12X4269 1269217 09/30/2048 02011 4.839998400 41,000.0000 1,819.03 08/31/2015 12X4269 1269217 09/30/2046 02012 4.439998800 117,000.0000 4,761.90 08/31/2015 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 38,217.29 08/31/2015 12X4269 1269217 09/30/2048 02012 4.439998800 552,000.0000 22,466.39 08/31/2015 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 14,667.04 08/31/2015 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 8,954.18 08/31/2015 12X4269 1269217 09/30/2048 02013 4.420000800 2,394,000.0000 96,996.92 08/31/2015 12X4269 1269217 09/30/2048 02014 4.420000800 1,098,000.0000 44,487.31 08/31/2015 ------------------------ ---------------------- 32,320,941.0000 1,290,091.31 ======================== ====================== 276,519,523.0000 10,321,056.87 ============================================================================================================================ 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