Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2036 01992 6.669999720 38,480.9300 213.89 10/31/2015 12X4210 1210830 09/30/2038 01992 6.669999720 30,000.0000 166.75 10/31/2015 12X4210 1210830 09/30/2028 01993 6.859999800 1,041,943.0000 5,956.44 10/31/2015 12X4210 1210830 09/30/2032 01993 6.859999800 118,300.0000 676.28 10/31/2015 12X4210 1210830 09/30/2034 01993 6.859999800 48,000.0000 274.40 10/31/2015 12X4210 1210830 09/30/2035 01993 6.859999800 2,000.0000 11.43 10/31/2015 12X4210 1210830 09/30/2036 01993 6.859999800 1,238,000.0000 7,077.23 10/31/2015 12X4210 1210830 09/30/2031 01994 6.089999760 3,910,000.0000 19,843.25 10/31/2015 12X4210 1210830 09/30/2032 01994 6.089999760 100,000.0000 507.50 10/31/2015 12X4210 1210830 09/30/2034 01994 6.089999760 31,000.0000 157.32 10/31/2015 12X4210 1210830 09/30/2035 01994 6.089999760 23,000.0000 116.72 10/31/2015 12X4210 1210830 09/30/2036 01994 6.089999760 755,000.0000 3,831.62 10/31/2015 12X4210 1210830 09/30/2031 01995 5.509999800 1,590,399.0000 7,302.58 10/31/2015 12X4210 1210830 09/30/2032 01995 5.509999800 7,320,000.0000 33,611.00 10/31/2015 12X4210 1210830 09/30/2033 01995 5.509999800 120,000.0000 551.00 10/31/2015 12X4210 1210830 09/30/2034 01995 5.509999800 100,000.0000 459.17 10/31/2015 12X4210 1210830 09/30/2035 01995 5.509999800 5,000.0000 22.96 10/31/2015 12X4210 1210830 09/30/2036 01995 5.509999800 79,000.0000 362.74 10/31/2015 12X4210 1210830 09/30/2037 01995 5.509999800 1,000.0000 4.59 10/31/2015 12X4210 1210830 09/30/2032 01996 5.299999920 3,286,457.0000 14,515.19 10/31/2015 12X4210 1210830 09/30/2033 01996 5.299999920 322,000.0000 1,422.17 10/31/2015 12X4210 1210830 09/30/2034 01996 5.299999920 253,000.0000 1,117.42 10/31/2015 12X4210 1210830 09/30/2035 01996 5.299999920 183,000.0000 808.25 10/31/2015 12X4210 1210830 09/30/2036 01996 5.299999920 344,000.0000 1,519.33 10/31/2015 12X4210 1210830 09/30/2037 01996 5.299999920 1,000.0000 4.42 10/31/2015 12X4210 1210830 09/30/2030 01997 5.220000000 950,000.0000 4,132.50 10/31/2015 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 16,864.95 10/31/2015 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 12,610.65 10/31/2015 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 2,048.85 10/31/2015 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 243.60 10/31/2015 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 108.75 10/31/2015 12X4210 1210830 09/30/2030 01998 4.939999920 3,325,989.0000 13,691.99 10/31/2015 12X4210 1210830 09/30/2031 01998 4.939999920 7,960,000.0000 32,768.67 10/31/2015 12X4210 1210830 09/30/2032 01998 4.939999920 2,268,000.0000 9,336.60 10/31/2015 12X4210 1210830 09/30/2033 01998 4.939999920 1,644,000.0000 6,767.80 10/31/2015 12X4210 1210830 09/30/2035 01998 4.939999920 22,000.0000 90.57 10/31/2015 12X4210 1210830 09/30/2036 01998 4.939999920 673,000.0000 2,770.52 10/31/2015 12X4210 1210830 09/30/2022 01999 4.649999760 2,807,000.0000 10,877.12 10/31/2015 12X4210 1210830 09/30/2031 01999 4.649999760 5,548,000.0000 21,498.50 10/31/2015 12X4210 1210830 09/30/2032 01999 4.649999760 5,210,000.0000 20,188.75 10/31/2015 12X4210 1210830 09/30/2033 01999 4.649999760 5,066,000.0000 19,630.75 10/31/2015 12X4210 1210830 09/30/2034 01999 4.649999760 262,000.0000 1,015.25 10/31/2015 12X4210 1210830 09/30/2035 01999 4.649999760 340,000.0000 1,317.50 10/31/2015 12X4210 1210830 09/30/2036 01999 4.649999760 1,480,000.0000 5,735.00 10/31/2015 12X4210 1210830 09/30/2037 01999 4.649999760 13,000.0000 50.38 10/31/2015 12X4210 1210830 09/30/2021 02000 4.839999840 24,235,043.0000 97,748.01 10/31/2015 12X4210 1210830 09/30/2031 02000 4.839999840 5,131,000.0000 20,695.03 10/31/2015 12X4210 1210830 09/30/2032 02000 4.839999840 2,223,000.0000 8,966.10 10/31/2015 12X4210 1210830 09/30/2033 02000 4.839999840 926,000.0000 3,734.87 10/31/2015 12X4210 1210830 09/30/2034 02000 4.839999840 153,000.0000 617.10 10/31/2015 12X4210 1210830 09/30/2023 02001 4.349999880 6,512,000.0000 23,606.00 10/31/2015 12X4210 1210830 09/30/2031 02001 4.349999880 4,514,000.0000 16,363.25 10/31/2015 12X4210 1210830 09/30/2032 02001 4.349999880 3,233,000.0000 11,719.62 10/31/2015 12X4210 1210830 09/30/2033 02001 4.349999880 1,940,000.0000 7,032.50 10/31/2015 12X4210 1210830 09/30/2034 02001 4.349999880 234,000.0000 848.25 10/31/2015 12X4210 1210830 09/30/2035 02001 4.349999880 275,000.0000 996.87 10/31/2015 12X4210 1210830 09/30/2036 02001 4.349999880 629,000.0000 2,280.12 10/31/2015 12X4210 1210830 09/30/2037 02001 4.349999880 15,000.0000 54.38 10/31/2015 12X4210 1210830 09/30/2038 02001 4.349999880 1,250,000.0000 4,531.25 10/31/2015 12X4210 1210830 09/30/2032 02002 4.849999920 6,714,000.0000 27,135.75 10/31/2015 12X4210 1210830 09/30/2033 02002 4.849999920 7,861,000.0000 31,771.54 10/31/2015 12X4210 1210830 09/30/2034 02002 4.849999920 674,000.0000 2,724.08 10/31/2015 12X4210 1210830 09/30/2035 02002 4.849999920 3,072,000.0000 12,416.00 10/31/2015 12X4210 1210830 09/30/2037 02002 4.849999920 58,000.0000 234.42 10/31/2015 12X4210 1210830 09/30/2032 02003 3.529999800 4,772,649.0000 14,039.54 10/31/2015 12X4210 1210830 09/30/2033 02003 3.529999800 8,514,000.0000 25,045.35 10/31/2015 12X4210 1210830 09/30/2034 02003 3.529999800 12,189,000.0000 35,855.97 10/31/2015 12X4210 1210830 09/30/2035 02003 3.529999800 4,496,000.0000 13,225.73 10/31/2015 12X4210 1210830 09/30/2036 02003 3.529999800 93,000.0000 273.57 10/31/2015 12X4210 1210830 09/30/2037 02003 3.529999800 1,298,000.0000 3,818.28 10/31/2015 12X4210 1210830 09/30/2026 02004 3.969999720 4,632,572.0000 15,326.09 10/31/2015 12X4210 1210830 09/30/2031 02004 3.969999720 11,582,000.0000 38,317.12 10/31/2015 12X4210 1210830 09/30/2032 02004 3.969999720 5,497,000.0000 18,185.91 10/31/2015 12X4210 1210830 09/30/2033 02004 3.969999720 6,090,000.0000 20,147.75 10/31/2015 12X4210 1210830 09/30/2034 02004 3.969999720 3,411,000.0000 11,284.72 10/31/2015 12X4210 1210830 09/30/2035 02004 3.969999720 572,000.0000 1,892.37 10/31/2015 12X4210 1210830 09/30/2036 02004 3.969999720 55,000.0000 181.96 10/31/2015 12X4210 1210830 09/30/2027 02005 4.069999800 2,539,100.0000 8,611.78 10/31/2015 12X4210 1210830 09/30/2031 02005 4.069999800 22,576,000.0000 76,570.27 10/31/2015 12X4210 1210830 09/30/2032 02005 4.069999800 12,333,000.0000 41,829.42 10/31/2015 12X4210 1210830 09/30/2033 02005 4.069999800 2,878,000.0000 9,761.22 10/31/2015 12X4210 1210830 09/30/2034 02005 4.069999800 4,812,000.0000 16,320.70 10/31/2015 12X4210 1210830 09/30/2035 02005 4.069999800 2,961,414.0000 10,044.13 10/31/2015 12X4210 1210830 09/30/2036 02005 4.069999800 1,188,000.0000 4,029.30 10/31/2015 12X4210 1210830 09/30/2037 02005 4.069999800 3,000.0000 10.18 10/31/2015 ------------------------ ---------------------- 247,979,346.9300 920,528.85 ======================== ====================== 247,979,346.9300 920,528.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00