Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 5,723,264.0000 291,457.20 06/30/2015 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 145,645.49 06/30/2015 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,430.47 06/30/2015 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,513.82 06/30/2015 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 3,106.42 06/30/2015 12X4219 1219307 09/30/2044 01992 6.789999600 126,000.0000 6,416.55 06/30/2015 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 241,944.58 06/30/2015 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 63,191.26 06/30/2015 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,438.50 06/30/2015 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 9,864.00 06/30/2015 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 13,717.13 06/30/2015 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 2,106.38 06/30/2015 12X4219 1219307 09/30/2026 01994 6.890000400 3,692,003.0000 190,784.27 06/30/2015 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 258,375.02 06/30/2015 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 144,690.01 06/30/2015 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 203,186.11 06/30/2015 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,201.00 06/30/2015 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 228,403.51 06/30/2015 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 51,675.00 06/30/2015 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 17,879.55 06/30/2015 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 40,564.88 06/30/2015 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 4,237.35 06/30/2015 12X4219 1219307 09/30/2044 01994 6.890000400 236,000.0000 12,195.30 06/30/2015 12X4219 1219307 09/30/2027 01995 6.419998800 4,273,060.0000 205,747.80 06/30/2015 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 288,899.95 06/30/2015 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2015 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2015 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 48,149.99 06/30/2015 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,296.50 06/30/2015 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 6,741.00 06/30/2015 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 228,712.46 06/30/2015 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 144,016.62 06/30/2015 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,563.10 06/30/2015 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 9,581.85 06/30/2015 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 24,845.40 06/30/2015 12X4219 1219307 09/30/2027 01996 6.159999600 1,064,783.0000 49,192.97 06/30/2015 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 92,399.99 06/30/2015 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 46,200.00 06/30/2015 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 46,200.00 06/30/2015 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 46,200.00 06/30/2015 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 13,860.00 06/30/2015 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 13,767.60 06/30/2015 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 49,988.40 06/30/2015 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 41,672.40 06/30/2015 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 26,565.00 06/30/2015 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 10,579.80 06/30/2015 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 1,478.40 06/30/2015 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 4,897.20 06/30/2015 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 11,873.40 06/30/2015 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 155,055.40 06/30/2015 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 135,900.02 06/30/2015 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 45,300.01 06/30/2015 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 45,300.01 06/30/2015 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 14,043.00 06/30/2015 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 16,308.00 06/30/2015 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 18,935.40 06/30/2015 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 73,657.81 06/30/2015 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 9,558.30 06/30/2015 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 15,039.60 06/30/2015 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 14,269.50 06/30/2015 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 10,101.90 06/30/2015 12X4219 1219307 09/30/2044 01997 6.040000800 96,000.0000 4,348.80 06/30/2015 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 132,750.01 06/30/2015 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 88,500.01 06/30/2015 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 66,375.00 06/30/2015 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 35,400.00 06/30/2015 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 7,434.00 06/30/2015 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 75,756.01 06/30/2015 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 9,204.00 06/30/2015 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 11,062.50 06/30/2015 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,734.75 06/30/2015 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 354.00 06/30/2015 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 5,973.75 06/30/2015 12X4219 1219307 09/30/2044 01998 5.900000400 140,000.0000 6,195.00 06/30/2015 12X4219 1219307 09/30/2031 01999 5.910001200 2,028,465.0000 89,911.73 06/30/2015 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 132,975.03 06/30/2015 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 44,325.01 06/30/2015 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 56,736.01 06/30/2015 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 36,257.86 06/30/2015 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 17,951.63 06/30/2015 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 73,313.56 06/30/2015 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 6,338.48 06/30/2015 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 1,329.75 06/30/2015 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 14,051.03 06/30/2015 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 9,574.20 06/30/2015 12X4219 1219307 09/30/2044 01999 5.910001200 5,000.0000 221.63 06/30/2015 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 213,749.96 06/30/2015 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 128,249.97 06/30/2015 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 70,964.99 06/30/2015 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 55,574.99 06/30/2015 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 7,353.00 06/30/2015 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 94,306.48 06/30/2015 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 7,908.75 06/30/2015 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 5,985.00 06/30/2015 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 6,754.50 06/30/2015 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 15,561.00 06/30/2015 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 168,074.96 06/30/2015 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 74,699.98 06/30/2015 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 69,172.18 06/30/2015 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 92,030.38 06/30/2015 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 48,293.54 06/30/2015 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 47,285.09 06/30/2015 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 6,723.00 06/30/2015 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 5,453.10 06/30/2015 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 12,176.10 06/30/2015 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 11,130.30 06/30/2015 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 189,584.35 06/30/2015 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 77,020.12 06/30/2015 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 84,884.47 06/30/2015 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 73,953.74 06/30/2015 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 51,803.70 06/30/2015 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 29,148.60 06/30/2015 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 9,559.87 06/30/2015 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 2,092.35 06/30/2015 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 6,565.65 06/30/2015 12X4219 1219307 09/30/2034 02003 4.799998800 1,538,109.0000 55,371.91 06/30/2015 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 181,259.95 06/30/2015 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 146,555.96 06/30/2015 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 147,419.96 06/30/2015 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 53,747.99 06/30/2015 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 42,443.99 06/30/2015 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 20,411.99 06/30/2015 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 12,924.00 06/30/2015 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 3,888.00 06/30/2015 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 5,616.00 06/30/2015 12X4219 1219307 09/30/2044 02003 4.799998800 3,000.0000 108.00 06/30/2015 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 100,124.61 06/30/2015 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 160,863.30 06/30/2015 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 145,384.20 06/30/2015 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 42,190.20 06/30/2015 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 34,011.90 06/30/2015 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 20,358.00 06/30/2015 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 16,707.60 06/30/2015 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 12,811.50 06/30/2015 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 9,512.10 06/30/2015 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 5,370.30 06/30/2015 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 1,895.40 06/30/2015 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 122,696.16 06/30/2015 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 194,418.90 06/30/2015 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 82,134.00 06/30/2015 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 67,041.00 06/30/2015 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 43,664.40 06/30/2015 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 36,117.90 06/30/2015 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 7,020.00 06/30/2015 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 13,478.40 06/30/2015 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 105.30 06/30/2015 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 55,892.46 06/30/2015 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 120,836.64 06/30/2015 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 188,643.02 06/30/2015 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 123,361.89 06/30/2015 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 46,819.50 06/30/2015 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 26,412.75 06/30/2015 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 24,024.00 06/30/2015 12X4219 1219307 09/30/2044 02006 4.550000400 408,000.0000 13,923.00 06/30/2015 12X4219 1219307 09/30/2038 02007 4.089999600 4,552,441.0000 139,646.11 06/30/2015 12X4219 1219307 09/30/2039 02007 4.089999600 4,136,000.0000 126,871.79 06/30/2015 12X4219 1219307 09/30/2040 02007 4.089999600 4,483,000.0000 137,516.01 06/30/2015 12X4219 1219307 09/30/2041 02007 4.089999600 2,193,000.0000 67,270.27 06/30/2015 12X4219 1219307 09/30/2042 02007 4.089999600 1,129,000.0000 34,632.07 06/30/2015 12X4219 1219307 09/30/2043 02007 4.089999600 859,000.0000 26,349.82 06/30/2015 12X4219 1219307 09/30/2044 02007 4.089999600 1,181,000.0000 36,227.17 06/30/2015 12X4219 1219307 09/30/2045 02007 4.089999600 90,000.0000 2,760.75 06/30/2015 12X4219 1219307 09/30/2039 02008 3.679999200 4,463,938.0000 123,204.66 06/30/2015 12X4219 1219307 09/30/2040 02008 3.679999200 5,423,000.0000 149,674.77 06/30/2015 12X4219 1219307 09/30/2041 02008 3.679999200 4,351,000.0000 120,087.57 06/30/2015 12X4219 1219307 09/30/2042 02008 3.679999200 1,987,000.0000 54,841.19 06/30/2015 12X4219 1219307 09/30/2043 02008 3.679999200 975,000.0000 26,909.99 06/30/2015 12X4219 1219307 09/30/2044 02008 3.679999200 1,777,000.0000 49,045.19 06/30/2015 12X4219 1219307 09/30/2045 02008 3.679999200 347,000.0000 9,577.20 06/30/2015 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 194,454.40 06/30/2015 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 138,061.76 06/30/2015 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 91,008.88 06/30/2015 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 79,387.18 06/30/2015 12X4219 1219307 09/30/2044 02009 4.439998800 545,000.0000 18,148.50 06/30/2015 12X4219 1219307 09/30/2045 02009 4.439998800 429,000.0000 14,285.70 06/30/2015 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 148,392.26 06/30/2015 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 109,980.03 06/30/2015 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 92,137.52 06/30/2015 12X4219 1219307 09/30/2044 02010 3.250000800 2,182,000.0000 53,186.26 06/30/2015 12X4219 1219307 09/30/2045 02010 3.250000800 1,450,000.0000 35,343.76 06/30/2015 12X4219 1219307 09/30/2042 02011 4.430001600 2,461,000.0000 81,766.75 06/30/2015 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 86,451.48 06/30/2015 12X4219 1219307 09/30/2044 02011 4.430001600 1,097,000.0000 36,447.84 06/30/2015 12X4219 1219307 09/30/2045 02011 4.430001600 1,142,000.0000 37,942.96 06/30/2015 12X4219 1219307 09/30/2043 02012 3.890001600 2,421,000.0000 70,632.70 06/30/2015 12X4219 1219307 09/30/2044 02012 3.890001600 3,666,000.0000 106,955.59 06/30/2015 12X4219 1219307 09/30/2045 02012 3.890001600 1,100,000.0000 32,092.51 06/30/2015 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 108,495.45 06/30/2015 12X4219 1219307 09/30/2045 02013 3.780000000 2,285,000.0000 64,779.75 06/30/2015 12X4219 1219307 09/30/2044 02014 3.780000000 818,000.0000 23,190.30 06/30/2015 12X4219 1219307 09/30/2045 02014 3.780000000 2,223,000.0000 63,022.05 06/30/2015 12X4219 1219307 09/30/2045 02015 3.780000000 121,000.0000 3,430.35 06/30/2015 ------------------------ ---------------------- 311,770,989.0000 11,888,431.13 ======================== ====================== 311,770,989.0000 11,888,431.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2026 01994 04/14/2015 INT + 0.0000 44,785.00 478617 1219307 09/30/2027 01995 04/14/2015 INT + 0.0000 80,249.99 478619 1219307 09/30/2027 01996 04/14/2015 INT + 0.0000 61,600.00 478621 1219307 09/30/2029 01993 04/14/2015 INT + 0.0000 41,100.00 478611 1219307 09/30/2030 01993 04/14/2015 INT + 0.0000 6,850.00 478613 1219307 09/30/2030 01998 04/14/2015 INT + 0.0000 33,502.00 478623 1219307 09/30/2031 01999 04/14/2015 INT + 0.0000 29,550.01 478625 1219307 09/30/2031 02000 04/14/2015 INT + 0.0000 32,501.34 478593 1219307 09/30/2033 02001 04/14/2015 INT + 0.0000 17,828.20 478595 1219307 09/30/2034 01993 04/14/2015 INT + 0.0000 3,082.50 478615 1219307 09/30/2034 02003 04/14/2015 INT + 0.0000 23,999.99 478597 1219307 09/30/2039 02008 04/14/2015 INT + 0.0000 18,400.00 478599 1219307 09/30/2041 02011 04/14/2015 INT + 0.0000 1,648.45 478601 1219307 09/30/2042 02011 04/14/2015 INT + 0.0000 1,484.05 478603 1219307 09/30/2042 02012 04/14/2015 INT + 0.0000 855.80 478605 1219307 09/30/2043 02012 04/14/2015 INT + 0.0000 1,808.85 478607 1219307 09/30/2043 02013 04/14/2015 INT + 0.0000 472.50 478609 ------------------------ ---------------------- 0.0000 399,718.68 ======================== ====================== 0.0000 399,718.68