Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 5,723,264.0000 259,073.07 05/31/2015 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 129,462.66 05/31/2015 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 3,938.20 05/31/2015 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,123.40 05/31/2015 12X4219 1219307 09/30/2043 01992 6.789999600 61,000.0000 2,761.27 05/31/2015 12X4219 1219307 09/30/2044 01992 6.789999600 126,000.0000 5,703.60 05/31/2015 12X4219 1219307 09/30/2025 01993 6.850000800 4,709,383.0000 215,061.85 05/31/2015 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 56,170.01 05/31/2015 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,278.67 05/31/2015 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 8,768.00 05/31/2015 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 12,193.00 05/31/2015 12X4219 1219307 09/30/2043 01993 6.850000800 41,000.0000 1,872.33 05/31/2015 12X4219 1219307 09/30/2026 01994 6.890000400 3,692,003.0000 169,586.01 05/31/2015 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2015 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 128,613.34 05/31/2015 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 180,609.88 05/31/2015 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 5,512.00 05/31/2015 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 203,025.35 05/31/2015 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 45,933.34 05/31/2015 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 15,892.93 05/31/2015 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 36,057.67 05/31/2015 12X4219 1219307 09/30/2043 01994 6.890000400 82,000.0000 3,766.53 05/31/2015 12X4219 1219307 09/30/2044 01994 6.890000400 236,000.0000 10,840.27 05/31/2015 12X4219 1219307 09/30/2027 01995 6.419998800 4,273,060.0000 182,886.93 05/31/2015 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 256,799.95 05/31/2015 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2015 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2015 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 42,799.99 05/31/2015 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 4,708.00 05/31/2015 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 5,992.00 05/31/2015 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 203,299.96 05/31/2015 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 128,014.78 05/31/2015 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,167.20 05/31/2015 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 8,517.20 05/31/2015 12X4219 1219307 09/30/2043 01995 6.419998800 516,000.0000 22,084.80 05/31/2015 12X4219 1219307 09/30/2027 01996 6.159999600 1,064,783.0000 43,727.09 05/31/2015 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 82,133.33 05/31/2015 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2015 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2015 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 41,066.66 05/31/2015 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 12,320.00 05/31/2015 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 12,237.87 05/31/2015 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 44,434.13 05/31/2015 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 37,042.13 05/31/2015 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 23,613.33 05/31/2015 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 9,404.27 05/31/2015 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 1,314.13 05/31/2015 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 4,353.07 05/31/2015 12X4219 1219307 09/30/2043 01996 6.159999600 257,000.0000 10,554.13 05/31/2015 12X4219 1219307 09/30/2029 01997 6.040000800 3,422,856.0000 137,827.02 05/31/2015 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 120,800.02 05/31/2015 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2015 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2015 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 12,482.67 05/31/2015 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 14,496.00 05/31/2015 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 16,831.47 05/31/2015 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 65,473.61 05/31/2015 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 8,496.27 05/31/2015 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 13,368.54 05/31/2015 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 12,684.00 05/31/2015 12X4219 1219307 09/30/2043 01997 6.040000800 223,000.0000 8,979.47 05/31/2015 12X4219 1219307 09/30/2044 01997 6.040000800 96,000.0000 3,865.60 05/31/2015 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 118,000.01 05/31/2015 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 78,666.67 05/31/2015 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 59,000.00 05/31/2015 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 31,466.67 05/31/2015 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 6,608.00 05/31/2015 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 67,338.67 05/31/2015 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 8,181.33 05/31/2015 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 9,833.33 05/31/2015 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,208.67 05/31/2015 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 314.67 05/31/2015 12X4219 1219307 09/30/2043 01998 5.900000400 135,000.0000 5,310.00 05/31/2015 12X4219 1219307 09/30/2044 01998 5.900000400 140,000.0000 5,506.67 05/31/2015 12X4219 1219307 09/30/2031 01999 5.910001200 2,028,465.0000 79,921.54 05/31/2015 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 118,200.02 05/31/2015 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 39,400.01 05/31/2015 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 50,432.01 05/31/2015 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 32,229.21 05/31/2015 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 15,957.00 05/31/2015 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 65,167.61 05/31/2015 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 5,634.20 05/31/2015 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 1,182.00 05/31/2015 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 12,489.80 05/31/2015 12X4219 1219307 09/30/2043 01999 5.910001200 216,000.0000 8,510.40 05/31/2015 12X4219 1219307 09/30/2044 01999 5.910001200 5,000.0000 197.00 05/31/2015 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 189,999.96 05/31/2015 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 113,999.98 05/31/2015 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 63,079.99 05/31/2015 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 49,399.99 05/31/2015 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 6,536.00 05/31/2015 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 83,827.98 05/31/2015 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 7,030.00 05/31/2015 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 5,320.00 05/31/2015 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 6,004.00 05/31/2015 12X4219 1219307 09/30/2043 02000 5.699998800 364,000.0000 13,832.00 05/31/2015 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 149,399.96 05/31/2015 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 66,399.98 05/31/2015 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 61,486.39 05/31/2015 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 81,804.78 05/31/2015 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 42,927.59 05/31/2015 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 42,031.19 05/31/2015 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 5,976.00 05/31/2015 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 4,847.20 05/31/2015 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 10,823.20 05/31/2015 12X4219 1219307 09/30/2043 02001 4.979998800 298,000.0000 9,893.60 05/31/2015 12X4219 1219307 09/30/2034 02002 4.809999600 5,255,284.0000 168,519.43 05/31/2015 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 68,462.33 05/31/2015 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 75,452.86 05/31/2015 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 65,736.66 05/31/2015 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 46,047.73 05/31/2015 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 25,909.86 05/31/2015 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 8,497.67 05/31/2015 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 1,859.87 05/31/2015 12X4219 1219307 09/30/2043 02002 4.809999600 182,000.0000 5,836.13 05/31/2015 12X4219 1219307 09/30/2034 02003 4.799998800 1,538,109.0000 49,219.48 05/31/2015 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 161,119.96 05/31/2015 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 130,271.97 05/31/2015 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 131,039.97 05/31/2015 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 47,775.99 05/31/2015 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 37,727.99 05/31/2015 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 18,144.00 05/31/2015 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 11,488.00 05/31/2015 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 3,456.00 05/31/2015 12X4219 1219307 09/30/2043 02003 4.799998800 156,000.0000 4,992.00 05/31/2015 12X4219 1219307 09/30/2044 02003 4.799998800 3,000.0000 96.00 05/31/2015 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 88,999.65 05/31/2015 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 142,989.60 05/31/2015 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 129,230.40 05/31/2015 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 37,502.40 05/31/2015 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 30,232.80 05/31/2015 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 18,096.00 05/31/2015 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 14,851.20 05/31/2015 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 11,388.00 05/31/2015 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 8,455.20 05/31/2015 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 4,773.60 05/31/2015 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 1,684.80 05/31/2015 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 109,063.25 05/31/2015 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 172,816.80 05/31/2015 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 73,008.00 05/31/2015 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 59,592.00 05/31/2015 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 38,812.80 05/31/2015 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 32,104.80 05/31/2015 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 6,240.00 05/31/2015 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 11,980.80 05/31/2015 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 93.60 05/31/2015 12X4219 1219307 09/30/2037 02006 4.550000400 1,637,874.0000 49,682.18 05/31/2015 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 107,410.34 05/31/2015 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 167,682.68 05/31/2015 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 109,655.01 05/31/2015 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 41,617.34 05/31/2015 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 23,478.00 05/31/2015 12X4219 1219307 09/30/2043 02006 4.550000400 704,000.0000 21,354.67 05/31/2015 12X4219 1219307 09/30/2044 02006 4.550000400 408,000.0000 12,376.00 05/31/2015 12X4219 1219307 09/30/2038 02007 4.089999600 4,552,441.0000 124,129.88 05/31/2015 12X4219 1219307 09/30/2039 02007 4.089999600 4,136,000.0000 112,774.92 05/31/2015 12X4219 1219307 09/30/2040 02007 4.089999600 4,483,000.0000 122,236.45 05/31/2015 12X4219 1219307 09/30/2041 02007 4.089999600 2,193,000.0000 59,795.79 05/31/2015 12X4219 1219307 09/30/2042 02007 4.089999600 1,129,000.0000 30,784.06 05/31/2015 12X4219 1219307 09/30/2043 02007 4.089999600 859,000.0000 23,422.06 05/31/2015 12X4219 1219307 09/30/2044 02007 4.089999600 1,181,000.0000 32,201.93 05/31/2015 12X4219 1219307 09/30/2045 02007 4.089999600 9,000.0000 245.40 05/31/2015 12X4219 1219307 09/30/2039 02008 3.679999200 4,463,938.0000 109,515.26 05/31/2015 12X4219 1219307 09/30/2040 02008 3.679999200 5,423,000.0000 133,044.24 05/31/2015 12X4219 1219307 09/30/2041 02008 3.679999200 4,351,000.0000 106,744.51 05/31/2015 12X4219 1219307 09/30/2042 02008 3.679999200 1,987,000.0000 48,747.72 05/31/2015 12X4219 1219307 09/30/2043 02008 3.679999200 975,000.0000 23,919.99 05/31/2015 12X4219 1219307 09/30/2044 02008 3.679999200 1,777,000.0000 43,595.72 05/31/2015 12X4219 1219307 09/30/2045 02008 3.679999200 347,000.0000 8,513.06 05/31/2015 12X4219 1219307 09/30/2040 02009 4.439998800 5,839,473.0000 172,848.35 05/31/2015 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 122,721.57 05/31/2015 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 80,896.78 05/31/2015 12X4219 1219307 09/30/2043 02009 4.439998800 2,384,000.0000 70,566.38 05/31/2015 12X4219 1219307 09/30/2044 02009 4.439998800 545,000.0000 16,132.00 05/31/2015 12X4219 1219307 09/30/2045 02009 4.439998800 371,000.0000 10,981.60 05/31/2015 12X4219 1219307 09/30/2041 02010 3.250000800 6,087,886.0000 131,904.23 05/31/2015 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 97,760.02 05/31/2015 12X4219 1219307 09/30/2043 02010 3.250000800 3,780,000.0000 81,900.02 05/31/2015 12X4219 1219307 09/30/2044 02010 3.250000800 2,182,000.0000 47,276.68 05/31/2015 12X4219 1219307 09/30/2045 02010 3.250000800 1,303,000.0000 28,231.67 05/31/2015 12X4219 1219307 09/30/2042 02011 4.430001600 2,461,000.0000 72,681.56 05/31/2015 12X4219 1219307 09/30/2043 02011 4.430001600 2,602,000.0000 76,845.76 05/31/2015 12X4219 1219307 09/30/2044 02011 4.430001600 1,097,000.0000 32,398.08 05/31/2015 12X4219 1219307 09/30/2045 02011 4.430001600 1,042,000.0000 30,773.74 05/31/2015 12X4219 1219307 09/30/2043 02012 3.890001600 2,421,000.0000 62,784.63 05/31/2015 12X4219 1219307 09/30/2044 02012 3.890001600 3,666,000.0000 95,071.64 05/31/2015 12X4219 1219307 09/30/2045 02012 3.890001600 1,009,000.0000 26,166.74 05/31/2015 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 96,440.40 05/31/2015 12X4219 1219307 09/30/2045 02013 3.780000000 2,018,000.0000 50,853.60 05/31/2015 12X4219 1219307 09/30/2044 02014 3.780000000 818,000.0000 20,613.60 05/31/2015 12X4219 1219307 09/30/2045 02014 3.780000000 2,023,000.0000 50,979.60 05/31/2015 ------------------------ ---------------------- 310,705,989.0000 10,540,253.04 ======================== ====================== 310,705,989.0000 10,540,253.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2026 01994 04/14/2015 INT + 0.0000 44,785.00 478617 1219307 09/30/2027 01995 04/14/2015 INT + 0.0000 80,249.99 478619 1219307 09/30/2027 01996 04/14/2015 INT + 0.0000 61,600.00 478621 1219307 09/30/2029 01993 04/14/2015 INT + 0.0000 41,100.00 478611 1219307 09/30/2030 01993 04/14/2015 INT + 0.0000 6,850.00 478613 1219307 09/30/2030 01998 04/14/2015 INT + 0.0000 33,502.00 478623 1219307 09/30/2031 01999 04/14/2015 INT + 0.0000 29,550.01 478625 1219307 09/30/2031 02000 04/14/2015 INT + 0.0000 32,501.34 478593 1219307 09/30/2033 02001 04/14/2015 INT + 0.0000 17,828.20 478595 1219307 09/30/2034 01993 04/14/2015 INT + 0.0000 3,082.50 478615 1219307 09/30/2034 02003 04/14/2015 INT + 0.0000 23,999.99 478597 1219307 09/30/2039 02008 04/14/2015 INT + 0.0000 18,400.00 478599 1219307 09/30/2041 02011 04/14/2015 INT + 0.0000 1,648.45 478601 1219307 09/30/2042 02011 04/14/2015 INT + 0.0000 1,484.05 478603 1219307 09/30/2042 02012 04/14/2015 INT + 0.0000 855.80 478605 1219307 09/30/2043 02012 04/14/2015 INT + 0.0000 1,808.85 478607 1219307 09/30/2043 02013 04/14/2015 INT + 0.0000 472.50 478609 ------------------------ ---------------------- 0.0000 399,718.68 ======================== ====================== 0.0000 399,718.68