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 3,519.71 06/30/2015 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 32.40 06/30/2015 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 324.00 06/30/2015 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 39,528.36 06/30/2015 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 2,835.90 06/30/2015 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 92.48 06/30/2015 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 369.90 06/30/2015 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 154.13 06/30/2015 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 36,384.83 06/30/2015 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 135,388.30 06/30/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 28,930.22 06/30/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 149,558.40 06/30/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 21,610.80 06/30/2015 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 42,049.46 06/30/2015 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 3,175.05 06/30/2015 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 260.25 06/30/2015 12X4269 1269216 09/30/2048 02010 3.470000400 31,000.0000 806.78 06/30/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 40,450.73 06/30/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 2,844.45 06/30/2015 12X4269 1269216 09/30/2048 02011 4.410000000 139,000.0000 4,597.43 06/30/2015 12X4269 1269216 09/30/2047 02012 4.179999600 2,346,000.0000 73,547.09 06/30/2015 12X4269 1269216 09/30/2048 02012 4.179999600 335,000.0000 10,502.25 06/30/2015 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 5,047.35 06/30/2015 12X4269 1269216 09/30/2048 02013 4.179999600 752,000.0000 23,575.20 06/30/2015 12X4269 1269216 09/30/2048 02014 4.179999600 573,000.0000 17,963.55 06/30/2015 ------------------------ ---------------------- 20,373,016.0000 643,549.02 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,299.57 06/30/2015 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 20,202.52 06/30/2015 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 25,031.69 06/30/2015 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 18,002.24 06/30/2015 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 5,000.62 06/30/2015 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 34,832.91 06/30/2015 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 5,400.67 06/30/2015 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 14,030.32 06/30/2015 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 19,321.05 06/30/2015 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 6,273.00 06/30/2015 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 21,450.59 06/30/2015 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 9,057.60 06/30/2015 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 2,172.60 06/30/2015 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 8,373.68 06/30/2015 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 19,485.44 06/30/2015 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 7,894.35 06/30/2015 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 9,926.47 06/30/2015 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 12,172.95 06/30/2015 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 2,943.22 06/30/2015 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 3,714.75 06/30/2015 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 38,284.42 06/30/2015 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 22,911.61 06/30/2015 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 35,392.21 06/30/2015 12X4269 1269230 09/30/2048 02009 4.880001600 1,157,000.0000 42,346.21 06/30/2015 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 33,516.90 06/30/2015 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 13,446.90 06/30/2015 12X4269 1269230 09/30/2048 02011 4.460000400 208,000.0000 6,957.60 06/30/2015 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 2,837.25 06/30/2015 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 22,814.99 06/30/2015 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 35,567.99 06/30/2015 ------------------------ ---------------------- 16,278,385.0000 501,662.32 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 377,655.34 06/30/2015 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 160,352.30 06/30/2015 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 35,250.01 06/30/2015 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 2,996.25 06/30/2015 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 5,358.00 06/30/2015 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 50,795.27 06/30/2015 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 402,150.28 06/30/2015 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 86,371.68 06/30/2015 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 44,018.11 06/30/2015 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 30,732.53 06/30/2015 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 91,858.53 06/30/2015 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 95,698.18 06/30/2015 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 698,010.74 06/30/2015 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 150,287.80 06/30/2015 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 22,556.25 06/30/2015 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 102,405.39 06/30/2015 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 273,083.56 06/30/2015 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 160,340.04 06/30/2015 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 98,014.76 06/30/2015 12X4269 1269215 09/30/2062 02010 3.639999600 10,675,886.0000 291,451.66 06/30/2015 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 692,873.92 06/30/2015 12X4269 1269215 09/30/2065 02010 3.639999600 1,538,000.0000 41,987.40 06/30/2015 12X4269 1269215 09/30/2062 02011 2.930000400 6,213,695.0000 136,545.97 06/30/2015 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 8,196.68 06/30/2015 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 103,128.69 06/30/2015 12X4269 1269215 09/30/2063 02012 4.250001600 4,408,000.0000 140,505.05 06/30/2015 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 241,612.59 06/30/2015 12X4269 1269215 09/30/2065 02012 4.250001600 1,523,000.0000 48,545.64 06/30/2015 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 60,268.05 06/30/2015 12X4269 1269215 09/30/2065 02013 4.140000000 330,000.0000 10,246.50 06/30/2015 12X4269 1269215 09/30/2064 02014 4.140000000 3,289,000.0000 102,123.45 06/30/2015 12X4269 1269215 09/30/2065 02014 4.140000000 27,044,000.0000 839,716.20 06/30/2015 12X4269 1269215 09/30/2065 02015 4.140000000 8,941,000.0000 277,618.05 06/30/2015 ------------------------ ---------------------- 195,865,181.0000 5,882,754.87 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,133,253.0000 41,732.05 06/30/2015 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 4,013.93 06/30/2015 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 7,512.30 06/30/2015 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 6,407.55 06/30/2015 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 20,916.60 06/30/2015 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 30,942.00 06/30/2015 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 7,745.25 06/30/2015 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 538.80 06/30/2015 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 2,592.97 06/30/2015 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 437.77 06/30/2015 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 104,054.55 06/30/2015 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 71,862.44 06/30/2015 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 19,060.05 06/30/2015 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 34,908.25 06/30/2015 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 36,351.01 06/30/2015 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 3,087.00 06/30/2015 12X4269 1269217 09/30/2045 02010 3.980001600 2,707,644.0000 80,823.21 06/30/2015 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 169,965.97 06/30/2015 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 25,999.36 06/30/2015 12X4269 1269217 09/30/2048 02010 3.980001600 183,000.0000 5,462.55 06/30/2015 12X4269 1269217 09/30/2046 02011 4.839998400 683,039.0000 24,794.31 06/30/2015 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 61,310.68 06/30/2015 12X4269 1269217 09/30/2048 02011 4.839998400 22,000.0000 798.60 06/30/2015 12X4269 1269217 09/30/2046 02012 4.439998800 117,000.0000 3,896.10 06/30/2015 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 31,268.69 06/30/2015 12X4269 1269217 09/30/2048 02012 4.439998800 263,000.0000 8,757.90 06/30/2015 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 12,000.30 06/30/2015 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 7,326.15 06/30/2015 12X4269 1269217 09/30/2048 02013 4.420000800 806,000.0000 26,718.90 06/30/2015 12X4269 1269217 09/30/2048 02014 4.420000800 446,000.0000 14,784.90 06/30/2015 ------------------------ ---------------------- 26,596,941.0000 866,070.14 ======================== ====================== 259,113,523.0000 7,894,036.35 ============================================================================================================================ 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