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 1,925.01 06/30/2015 12X4210 1210830 09/30/2028 01993 6.860001600 1,041,943.0000 53,607.98 06/30/2015 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 6,086.54 06/30/2015 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 2,469.60 06/30/2015 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 102.90 06/30/2015 12X4210 1210830 09/30/2036 01993 6.860001600 1,238,000.0000 63,695.11 06/30/2015 12X4210 1210830 09/30/2031 01994 6.090001200 3,910,000.0000 178,589.29 06/30/2015 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 4,567.50 06/30/2015 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 1,415.93 06/30/2015 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 1,050.53 06/30/2015 12X4210 1210830 09/30/2036 01994 6.090001200 755,000.0000 34,484.63 06/30/2015 12X4210 1210830 09/30/2031 01995 5.510001600 1,590,399.0000 65,723.26 06/30/2015 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 302,499.09 06/30/2015 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 4,959.00 06/30/2015 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 4,132.50 06/30/2015 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 206.63 06/30/2015 12X4210 1210830 09/30/2036 01995 5.510001600 79,000.0000 3,264.68 06/30/2015 12X4210 1210830 09/30/2037 01995 5.510001600 1,000.0000 41.33 06/30/2015 12X4210 1210830 09/30/2032 01996 5.299999200 3,286,457.0000 130,636.65 06/30/2015 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 12,799.50 06/30/2015 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 10,056.75 06/30/2015 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 7,274.25 06/30/2015 12X4210 1210830 09/30/2036 01996 5.299999200 344,000.0000 13,674.00 06/30/2015 12X4210 1210830 09/30/2037 01996 5.299999200 1,000.0000 39.75 06/30/2015 12X4210 1210830 09/30/2030 01997 5.220000000 950,000.0000 37,192.50 06/30/2015 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 151,784.55 06/30/2015 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 113,495.85 06/30/2015 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 18,439.65 06/30/2015 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 2,192.40 06/30/2015 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 978.75 06/30/2015 12X4210 1210830 09/30/2030 01998 4.939999200 3,325,989.0000 123,227.87 06/30/2015 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 294,917.95 06/30/2015 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 84,029.39 06/30/2015 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 60,910.19 06/30/2015 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 815.10 06/30/2015 12X4210 1210830 09/30/2036 01998 4.939999200 673,000.0000 24,934.65 06/30/2015 12X4210 1210830 09/30/2022 01999 4.650001200 2,807,000.0000 97,894.15 06/30/2015 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 193,486.55 06/30/2015 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 181,698.80 06/30/2015 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 176,676.80 06/30/2015 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 9,137.25 06/30/2015 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 11,857.50 06/30/2015 12X4210 1210830 09/30/2036 01999 4.650001200 1,480,000.0000 51,615.01 06/30/2015 12X4210 1210830 09/30/2037 01999 4.650001200 13,000.0000 453.38 06/30/2015 12X4210 1210830 09/30/2021 02000 4.839998400 24,235,043.0000 879,731.77 06/30/2015 12X4210 1210830 09/30/2031 02000 4.839998400 5,131,000.0000 186,255.24 06/30/2015 12X4210 1210830 09/30/2032 02000 4.839998400 2,223,000.0000 80,694.87 06/30/2015 12X4210 1210830 09/30/2033 02000 4.839998400 926,000.0000 33,613.79 06/30/2015 12X4210 1210830 09/30/2034 02000 4.839998400 153,000.0000 5,553.90 06/30/2015 12X4210 1210830 09/30/2023 02001 5.190001200 6,512,000.0000 253,479.66 06/30/2015 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 175,707.49 06/30/2015 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 125,844.55 06/30/2015 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 75,514.52 06/30/2015 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 9,108.45 06/30/2015 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 10,704.38 06/30/2015 12X4210 1210830 09/30/2036 02001 5.190001200 629,000.0000 24,483.83 06/30/2015 12X4210 1210830 09/30/2037 02001 5.190001200 15,000.0000 583.88 06/30/2015 12X4210 1210830 09/30/2032 02002 4.849999200 6,714,000.0000 244,221.71 06/30/2015 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 285,943.83 06/30/2015 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 24,516.75 06/30/2015 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 111,743.98 06/30/2015 12X4210 1210830 09/30/2037 02002 4.849999200 58,000.0000 2,109.75 06/30/2015 12X4210 1210830 09/30/2032 02003 3.530001600 4,772,649.0000 126,355.94 06/30/2015 12X4210 1210830 09/30/2033 02003 3.530001600 8,514,000.0000 225,408.25 06/30/2015 12X4210 1210830 09/30/2034 02003 3.530001600 12,189,000.0000 322,703.92 06/30/2015 12X4210 1210830 09/30/2035 02003 3.530001600 4,496,000.0000 119,031.65 06/30/2015 12X4210 1210830 09/30/2036 02003 3.530001600 93,000.0000 2,462.18 06/30/2015 12X4210 1210830 09/30/2037 02003 3.530001600 1,298,000.0000 34,364.57 06/30/2015 12X4210 1210830 09/30/2026 02004 3.970000800 4,632,572.0000 137,934.86 06/30/2015 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 344,854.12 06/30/2015 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 163,673.21 06/30/2015 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 181,329.79 06/30/2015 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 101,562.55 06/30/2015 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 17,031.30 06/30/2015 12X4210 1210830 09/30/2036 02004 3.970000800 55,000.0000 1,637.63 06/30/2015 12X4210 1210830 09/30/2027 02005 4.200001200 2,539,100.0000 79,981.67 06/30/2015 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 711,144.20 06/30/2015 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 388,489.61 06/30/2015 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 90,657.03 06/30/2015 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 151,578.04 06/30/2015 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 93,284.57 06/30/2015 12X4210 1210830 09/30/2036 02005 4.200001200 1,188,000.0000 37,422.01 06/30/2015 12X4210 1210830 09/30/2037 02005 4.200001200 3,000.0000 94.50 06/30/2015 ------------------------ ---------------------- 246,699,346.9300 8,399,854.65 ======================== ====================== 246,699,346.9300 8,399,854.65 ============================================================================================================================ 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