Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2030 02000 5.420001600 43.7900 1.78 06/30/2015 12X4158 1258 09/30/2030 02001 5.420001600 150.8300 6.13 06/30/2015 12X4158 1258 09/30/2029 02002 3.449998800 40,659.4200 1,052.06 06/30/2015 12X4158 1258 09/30/2030 02002 3.449998800 49.4900 1.28 06/30/2015 12X4158 1258 09/30/2029 02003 3.089998800 4,958.0200 114.90 06/30/2015 12X4158 1258 09/30/2029 02004 3.579998400 14,181.9700 380.79 06/30/2015 12X4158 1258 09/30/2030 02005 3.579998400 8,627.4300 231.65 06/30/2015 12X4158 1258 09/30/2015 02007 3.759998400 2,591,845.9500 73,090.02 06/30/2015 12X4158 1258 09/30/2024 02007 3.759998400 108.0000 3.05 06/30/2015 12X4158 1258 09/30/2029 02007 3.759998400 200.0000 5.64 06/30/2015 12X4158 1258 09/30/2030 02007 3.759998400 150.0000 4.23 06/30/2015 12X4158 1258 09/30/2016 02008 2.450001600 15,593,902.9400 286,538.15 06/30/2015 12X4158 1258 09/30/2025 02008 2.450001600 10.0000 0.18 06/30/2015 12X4158 1258 09/30/2029 02008 2.450001600 100.0000 1.84 06/30/2015 12X4158 1258 09/30/2030 02008 2.450001600 150.0000 2.76 06/30/2015 12X4158 1258 09/30/2017 02009 2.030000400 46,025,622.0500 700,740.23 06/30/2015 12X4158 1258 09/30/2030 02009 2.030000400 150.0000 2.28 06/30/2015 12X4158 1258 09/30/2018 02010 1.969999200 123,565,848.5800 1,825,684.67 06/30/2015 12X4158 1258 09/30/2027 02010 1.969999200 33.0000 0.49 06/30/2015 12X4158 1258 09/30/2030 02010 1.969999200 150.0000 2.22 06/30/2015 12X4158 1258 09/30/2019 02011 1.310000400 131,368,478.1500 1,290,695.69 06/30/2015 12X4158 1258 09/30/2029 02011 1.310000400 200.0000 1.97 06/30/2015 12X4158 1258 09/30/2030 02011 1.310000400 150.0000 1.47 06/30/2015 12X4158 1258 09/30/2020 02012 1.159999200 135,014,058.1600 1,174,621.50 06/30/2015 12X4158 1258 09/30/2029 02012 1.159999200 1,614,005.0000 14,041.83 06/30/2015 12X4158 1258 09/30/2030 02012 1.159999200 1,000.0000 8.70 06/30/2015 12X4158 1258 09/30/2021 02013 1.640001600 176,608,648.6000 2,172,288.50 06/30/2015 12X4158 1258 09/30/2030 02013 1.640001600 1,000.0000 12.30 06/30/2015 12X4158 1258 09/30/2022 02014 1.450000800 144,236,719.0900 1,568,575.19 06/30/2015 12X4158 1258 09/30/2030 02014 1.450000800 5,129,000.0000 55,777.91 06/30/2015 12X4158 1258 09/30/2030 02015 1.450000800 205,798,187.9300 2,238,056.53 06/30/2015 ------------------------ ---------------------- 987,618,388.4000 11,401,945.94 200 SUB-COHORT 12X4158 1258200 09/30/2028 02013 2.440000800 3,910,305.7200 71,558.62 06/30/2015 ------------------------ ---------------------- 3,910,305.7200 71,558.62 ======================== ====================== 991,528,694.1200 11,473,504.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2015 02006 12/17/2014 INT + 0.0000 1,185.00 477624 1258 09/30/2015 02007 12/17/2014 INT + 0.0000 100,511.65 477628 1258 09/30/2015 02007 03/27/2015 INT + 0.0000 23,926.85 477662 1258 09/30/2015 02007 06/29/2015 INT + 0.0000 4,747.84 477703 1258 09/30/2015 02009 12/17/2014 INT + 0.0000 1,362.00 477632 1258 09/30/2015 02010 12/17/2014 INT + 0.0000 5,171.25 477636 1258 09/30/2016 02008 12/17/2014 INT + 0.0000 87,967.44 477630 1258 09/30/2016 02008 03/27/2015 INT + 0.0000 53,749.47 477664 1258 09/30/2016 02008 06/29/2015 INT + 0.0000 19,705.18 477705 1258 09/30/2017 02009 12/17/2014 INT + 0.0000 68,286.59 477634 1258 09/30/2017 02009 03/27/2015 INT + 0.0000 88,250.09 477666 1258 09/30/2017 02009 06/29/2015 INT + 0.0000 23,370.84 477707 1258 09/30/2018 02010 12/17/2014 INT + 0.0000 103,601.47 477638 1258 09/30/2018 02010 03/27/2015 INT + 0.0000 112,781.18 477668 1258 09/30/2018 02010 06/29/2015 INT + 0.0000 90,027.85 477709 1258 09/30/2019 02011 12/17/2014 INT + 0.0000 74,665.05 477640 1258 09/30/2019 02011 03/27/2015 INT + 0.0000 60,814.55 477670 1258 09/30/2019 02011 06/29/2015 INT + 0.0000 31,379.57 477711 1258 09/30/2020 02000 12/17/2014 INT + 0.0000 265.64 477608 1258 09/30/2020 02012 12/17/2014 INT + 0.0000 59,116.05 477642 1258 09/30/2020 02012 03/27/2015 INT + 0.0000 49,272.62 477672 1258 09/30/2020 02012 06/29/2015 INT + 0.0000 21,666.62 477713 1258 09/30/2021 02004 12/17/2014 INT + 0.0000 197.24 477614 1258 09/30/2021 02013 12/17/2014 INT + 0.0000 197,563.92 477644 1258 09/30/2021 02013 03/27/2015 INT + 0.0000 83,556.35 477674 1258 09/30/2021 02013 06/29/2015 INT + 0.0000 37,300.93 477715 1258 09/30/2022 02014 12/17/2014 INT + 0.0000 418,028.05 477646 1258 09/30/2022 02014 03/27/2015 INT + 0.0000 16,203.12 477676 1258 09/30/2022 02014 06/29/2015 INT + 0.0000 5,076.91 477717 1258 09/30/2023 02006 12/17/2014 INT + 0.0000 2.23 477620 1258 09/30/2029 02002 12/17/2014 INT + 0.0000 45.55 477610 1258 09/30/2029 02003 06/29/2015 INT + 0.0000 2,240.90 477695 1258 09/30/2029 02004 12/17/2014 INT + 0.0000 0.22 477616 1258 09/30/2029 02004 03/27/2015 INT + 0.0000 0.09 477656 1258 09/30/2029 02004 06/29/2015 INT + 0.0000 2,430.84 477697 1258 09/30/2029 02006 12/17/2014 INT + 0.0000 338.41 477622 1258 09/30/2029 02006 03/27/2015 INT + 0.0000 0.52 477660 1258 09/30/2029 02006 06/29/2015 INT + 0.0000 3,216.06 477701 1258 09/30/2030 02000 06/29/2015 INT + 0.0000 2.88 477687 1258 09/30/2030 02001 06/29/2015 INT + 0.0000 2.69 477689 1258 09/30/2030 02002 06/29/2015 INT + 0.0000 1.73 477691 1258 09/30/2030 02003 12/17/2014 INT + 0.0000 0.27 477612 1258 09/30/2030 02003 03/27/2015 INT + 0.0000 0.15 477654 1258 09/30/2030 02003 06/29/2015 INT + 0.0000 1.89 477693 1258 09/30/2030 02004 12/17/2014 INT + 0.0000 2.68 477618 1258 09/30/2030 02005 03/27/2015 INT + 0.0000 2.68 477658 1258 09/30/2030 02005 06/29/2015 INT + 0.0000 24.57 477699 1258 09/30/2030 02006 12/17/2014 INT + 0.0000 3.56 477626 1258 09/30/2030 02015 12/17/2014 INT + 0.0000 220.40 477648 1258 09/30/2030 02015 03/27/2015 INT + 0.0000 358.86 477678 1258 09/30/2030 02015 06/29/2015 INT + 0.0000 1,282.62 477719 1258200 09/30/2015 02013 03/27/2015 INT + 0.0000 1,244.40 477680 1258200 09/30/2028 02013 03/27/2015 INT + 0.0000 1,590.81 477682 ------------------------ ---------------------- 0.0000 1,852,766.33 ======================== ====================== 0.0000 1,852,766.33