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 3,128.63 05/31/2015 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 28.80 05/31/2015 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 288.00 05/31/2015 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 35,136.32 05/31/2015 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 2,520.80 05/31/2015 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 82.20 05/31/2015 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 328.80 05/31/2015 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 137.00 05/31/2015 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 32,342.07 05/31/2015 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 120,345.16 05/31/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 25,715.75 05/31/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 132,940.80 05/31/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 19,209.60 05/31/2015 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 37,377.29 05/31/2015 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 2,822.27 05/31/2015 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 231.33 05/31/2015 12X4269 1269216 09/30/2048 02010 3.470000400 31,000.0000 717.13 05/31/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 35,956.20 05/31/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 2,528.40 05/31/2015 12X4269 1269216 09/30/2048 02011 4.410000000 139,000.0000 4,086.60 05/31/2015 12X4269 1269216 09/30/2047 02012 4.179999600 2,346,000.0000 65,375.19 05/31/2015 12X4269 1269216 09/30/2048 02012 4.179999600 335,000.0000 9,335.33 05/31/2015 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 4,486.53 05/31/2015 12X4269 1269216 09/30/2048 02013 4.179999600 662,000.0000 18,447.73 05/31/2015 12X4269 1269216 09/30/2048 02014 4.179999600 485,000.0000 13,515.33 05/31/2015 ------------------------ ---------------------- 20,195,016.0000 567,083.26 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 2,044.06 05/31/2015 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 17,957.79 05/31/2015 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 22,250.39 05/31/2015 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 16,001.99 05/31/2015 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 4,445.00 05/31/2015 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 30,962.59 05/31/2015 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 4,800.60 05/31/2015 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 12,471.40 05/31/2015 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 17,174.27 05/31/2015 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 5,576.00 05/31/2015 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 19,067.19 05/31/2015 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 8,051.20 05/31/2015 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 1,931.20 05/31/2015 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 7,443.27 05/31/2015 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 17,320.39 05/31/2015 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 7,017.20 05/31/2015 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 8,823.53 05/31/2015 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 10,820.40 05/31/2015 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 2,616.20 05/31/2015 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 3,302.00 05/31/2015 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 34,030.59 05/31/2015 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 20,365.87 05/31/2015 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 31,459.74 05/31/2015 12X4269 1269230 09/30/2048 02009 4.880001600 1,157,000.0000 37,641.08 05/31/2015 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 29,792.80 05/31/2015 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 11,952.80 05/31/2015 12X4269 1269230 09/30/2048 02011 4.460000400 208,000.0000 6,184.53 05/31/2015 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 2,522.00 05/31/2015 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 20,279.99 05/31/2015 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 31,615.99 05/31/2015 ------------------------ ---------------------- 16,278,385.0000 445,922.06 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 335,693.63 05/31/2015 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 142,535.38 05/31/2015 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 31,333.34 05/31/2015 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 2,663.33 05/31/2015 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 4,762.67 05/31/2015 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 45,151.35 05/31/2015 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 357,466.92 05/31/2015 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 76,774.82 05/31/2015 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 39,127.21 05/31/2015 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 27,317.81 05/31/2015 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 81,652.02 05/31/2015 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 85,065.05 05/31/2015 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 620,454.00 05/31/2015 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 133,589.15 05/31/2015 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 20,050.00 05/31/2015 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 91,027.01 05/31/2015 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 242,740.94 05/31/2015 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 142,524.48 05/31/2015 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 87,124.23 05/31/2015 12X4269 1269215 09/30/2062 02010 3.639999600 10,675,886.0000 259,068.14 05/31/2015 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 615,887.93 05/31/2015 12X4269 1269215 09/30/2062 02011 2.930000400 6,213,695.0000 121,374.19 05/31/2015 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 7,285.93 05/31/2015 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 91,669.95 05/31/2015 12X4269 1269215 09/30/2063 02012 4.250001600 4,408,000.0000 124,893.38 05/31/2015 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 214,766.75 05/31/2015 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 53,571.60 05/31/2015 12X4269 1269215 09/30/2065 02013 4.140000000 330,000.0000 9,108.00 05/31/2015 12X4269 1269215 09/30/2064 02014 4.140000000 3,289,000.0000 90,776.40 05/31/2015 12X4269 1269215 09/30/2065 02014 4.140000000 26,484,000.0000 730,958.40 05/31/2015 ------------------------ ---------------------- 183,303,181.0000 4,886,414.01 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,133,253.0000 37,095.15 05/31/2015 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 3,567.93 05/31/2015 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 6,677.60 05/31/2015 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 5,695.60 05/31/2015 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 18,592.53 05/31/2015 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 27,504.00 05/31/2015 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 6,884.67 05/31/2015 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 478.93 05/31/2015 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 2,304.87 05/31/2015 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 389.13 05/31/2015 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 92,492.94 05/31/2015 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 63,877.72 05/31/2015 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 16,942.26 05/31/2015 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 31,029.55 05/31/2015 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 32,312.01 05/31/2015 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 2,744.00 05/31/2015 12X4269 1269217 09/30/2045 02010 3.980001600 2,707,644.0000 71,842.85 05/31/2015 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 151,080.86 05/31/2015 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 23,110.54 05/31/2015 12X4269 1269217 09/30/2048 02010 3.980001600 183,000.0000 4,855.60 05/31/2015 12X4269 1269217 09/30/2046 02011 4.839998400 683,039.0000 22,039.38 05/31/2015 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 54,498.38 05/31/2015 12X4269 1269217 09/30/2046 02012 4.439998800 117,000.0000 3,463.20 05/31/2015 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 27,794.39 05/31/2015 12X4269 1269217 09/30/2048 02012 4.439998800 263,000.0000 7,784.80 05/31/2015 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 10,666.94 05/31/2015 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 6,512.13 05/31/2015 12X4269 1269217 09/30/2048 02013 4.420000800 491,000.0000 14,468.14 05/31/2015 12X4269 1269217 09/30/2048 02014 4.420000800 397,000.0000 11,698.27 05/31/2015 ------------------------ ---------------------- 26,210,941.0000 758,404.37 ======================== ====================== 245,987,523.0000 6,657,823.70 ============================================================================================================================ 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