Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRAD SUB-COHORT 13X4324 1324TRAD 09/30/2017 01999 5.799999600 7,808.6200 301.93 05/31/2015 13X4324 1324TRAD 09/30/2017 02001 4.449999600 503,849.5600 14,947.54 05/31/2015 13X4324 1324TRAD 09/30/2020 02003 4.179999600 3,305,899.9700 92,124.40 05/31/2015 13X4324 1324TRAD 09/30/2025 02004 4.399999200 10,339,830.9200 303,301.65 05/31/2015 13X4324 1324TRAD 09/30/2027 02005 4.500000000 32,937,691.3300 988,130.74 05/31/2015 13X4324 1324TRAD 09/30/2028 02006 4.610001600 5,944,218.3400 182,685.71 05/31/2015 13X4324 1324TRAD 09/30/2029 02007 4.209998400 12,641,742.8100 354,811.45 05/31/2015 13X4324 1324TRAD 09/30/2030 02008 2.909998800 22,233,760.4600 431,334.78 05/31/2015 13X4324 1324TRAD 09/30/2030 02009 3.279999600 10,515,779.2500 229,945.01 05/31/2015 13X4324 1324TRAD 09/30/2031 02009 3.279999600 811,678.1400 17,748.69 05/31/2015 13X4324 1324TRAD 09/30/2026 02010 3.260001600 53,219,218.7600 1,156,631.59 05/31/2015 13X4324 1324TRAD 09/30/2026 02011 3.985898400 43,052,134.5000 1,144,009.56 05/31/2015 13X4324 1324TRAD 09/30/2027 02012 2.530000800 35,071,502.1800 591,539.52 05/31/2015 13X4324 1324TRAD 09/30/2028 02013 2.947600800 34,222,624.2400 672,497.56 05/31/2015 13X4324 1324TRAD 09/30/2029 02014 2.108401200 71,562,527.8900 1,005,883.46 05/31/2015 ------------------------ ---------------------- 336,370,266.9700 7,185,893.59 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.670000000 202,834.0500 7,667.13 05/31/2015 13X4324 1324IFQ 09/30/2027 01999 6.130000800 470,848.8100 19,242.02 05/31/2015 13X4324 1324IFQ 09/30/2027 02000 5.900000400 396,182.7000 15,583.19 05/31/2015 13X4324 1324IFQ 09/30/2027 02001 4.889998800 228,635.3800 7,453.51 05/31/2015 13X4324 1324IFQ 09/30/2027 02002 4.500000000 922,510.5400 27,675.32 05/31/2015 13X4324 1324IFQ 09/30/2028 02003 4.150000800 764,319.6200 21,146.18 05/31/2015 13X4324 1324IFQ 09/30/2031 02004 4.219999200 858,435.0500 24,150.63 05/31/2015 13X4324 1324IFQ 09/30/2032 02005 4.299998400 1,227,792.3200 35,196.70 05/31/2015 13X4324 1324IFQ 09/30/2028 02006 4.740001200 1,189,462.4200 37,587.02 05/31/2015 13X4324 1324IFQ 09/30/2037 02007 4.140000000 1,326,848.2700 36,621.01 05/31/2015 13X4324 1324IFQ 09/30/2033 02008 3.800001600 264,001.1700 6,688.03 05/31/2015 13X4324 1324IFQ 09/30/2038 02008 3.800001600 2,482,888.5400 62,899.87 05/31/2015 13X4324 1324IFQ 09/30/2030 02009 3.300001200 2,833,438.1400 62,335.66 05/31/2015 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,655,243.9900 103,064.92 05/31/2015 13X4324 1324IFQ 09/30/2032 02011 4.259199600 3,709,819.5000 105,339.08 05/31/2015 13X4324 1324IFQ 09/30/2033 02012 3.548300400 4,576,148.2600 108,250.32 05/31/2015 13X4324 1324IFQ 09/30/2034 02013 3.422901600 746,071.3900 17,024.86 05/31/2015 13X4324 1324IFQ 09/30/2035 02014 3.422901600 863,608.0100 19,706.97 05/31/2015 ------------------------ ---------------------- 28,719,088.1600 717,632.42 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 35,104,453.9600 1,359,712.61 05/31/2015 ------------------------ ---------------------- 35,104,453.9600 1,359,712.61 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 35,173,966.2600 1,165,431.12 05/31/2015 ------------------------ ---------------------- 35,173,966.2600 1,165,431.12 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 107,315,659.2400 3,248,087.00 05/31/2015 ------------------------ ---------------------- 107,315,659.2400 3,248,087.00 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 37,766,939.6900 1,218,612.85 05/31/2015 ------------------------ ---------------------- 37,766,939.6900 1,218,612.85 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.741800400 10,340,538.0600 257,948.20 05/31/2015 ------------------------ ---------------------- 10,340,538.0600 257,948.20 ======================== ====================== 590,790,912.3400 15,153,317.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00