Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999960 5,723,264.0000 32,384.14 10/31/2015 12X4219 1219307 09/30/2037 01992 6.789999960 2,860,000.0000 16,182.83 10/31/2015 12X4219 1219307 09/30/2041 01992 6.789999960 87,000.0000 492.28 10/31/2015 12X4219 1219307 09/30/2042 01992 6.789999960 69,000.0000 390.43 10/31/2015 12X4219 1219307 09/30/2043 01992 6.789999960 61,000.0000 345.16 10/31/2015 12X4219 1219307 09/30/2044 01992 6.789999960 126,000.0000 712.95 10/31/2015 12X4219 1219307 09/30/2025 01993 6.849999720 4,709,383.0000 26,882.73 10/31/2015 12X4219 1219307 09/30/2037 01993 6.849999720 1,230,000.0000 7,021.25 10/31/2015 12X4219 1219307 09/30/2038 01993 6.849999720 28,000.0000 159.83 10/31/2015 12X4219 1219307 09/30/2041 01993 6.849999720 192,000.0000 1,096.00 10/31/2015 12X4219 1219307 09/30/2042 01993 6.849999720 267,000.0000 1,524.12 10/31/2015 12X4219 1219307 09/30/2043 01993 6.849999720 41,000.0000 234.04 10/31/2015 12X4219 1219307 09/30/2045 01993 6.849999720 112,000.0000 639.33 10/31/2015 12X4219 1219307 09/30/2026 01994 6.889999680 3,692,003.0000 21,198.25 10/31/2015 12X4219 1219307 09/30/2027 01994 6.889999680 5,000,000.0000 28,708.33 10/31/2015 12X4219 1219307 09/30/2028 01994 6.889999680 2,800,000.0000 16,076.67 10/31/2015 12X4219 1219307 09/30/2029 01994 6.889999680 3,932,000.0000 22,576.23 10/31/2015 12X4219 1219307 09/30/2036 01994 6.889999680 120,000.0000 689.00 10/31/2015 12X4219 1219307 09/30/2037 01994 6.889999680 4,420,000.0000 25,378.17 10/31/2015 12X4219 1219307 09/30/2039 01994 6.889999680 1,000,000.0000 5,741.67 10/31/2015 12X4219 1219307 09/30/2041 01994 6.889999680 346,000.0000 1,986.62 10/31/2015 12X4219 1219307 09/30/2042 01994 6.889999680 785,000.0000 4,507.21 10/31/2015 12X4219 1219307 09/30/2043 01994 6.889999680 82,000.0000 470.82 10/31/2015 12X4219 1219307 09/30/2044 01994 6.889999680 236,000.0000 1,355.03 10/31/2015 12X4219 1219307 09/30/2027 01995 6.419999880 4,273,060.0000 22,860.87 10/31/2015 12X4219 1219307 09/30/2028 01995 6.419999880 6,000,000.0000 32,100.00 10/31/2015 12X4219 1219307 09/30/2029 01995 6.419999880 2,000,000.0000 10,700.00 10/31/2015 12X4219 1219307 09/30/2031 01995 6.419999880 2,000,000.0000 10,700.00 10/31/2015 12X4219 1219307 09/30/2033 01995 6.419999880 1,000,000.0000 5,350.00 10/31/2015 12X4219 1219307 09/30/2034 01995 6.419999880 110,000.0000 588.50 10/31/2015 12X4219 1219307 09/30/2036 01995 6.419999880 140,000.0000 749.00 10/31/2015 12X4219 1219307 09/30/2037 01995 6.419999880 4,750,000.0000 25,412.50 10/31/2015 12X4219 1219307 09/30/2039 01995 6.419999880 2,991,000.0000 16,001.85 10/31/2015 12X4219 1219307 09/30/2041 01995 6.419999880 74,000.0000 395.90 10/31/2015 12X4219 1219307 09/30/2042 01995 6.419999880 199,000.0000 1,064.65 10/31/2015 12X4219 1219307 09/30/2043 01995 6.419999880 516,000.0000 2,760.60 10/31/2015 12X4219 1219307 09/30/2027 01996 6.159999960 1,064,783.0000 5,465.89 10/31/2015 12X4219 1219307 09/30/2028 01996 6.159999960 2,000,000.0000 10,266.67 10/31/2015 12X4219 1219307 09/30/2029 01996 6.159999960 1,000,000.0000 5,133.33 10/31/2015 12X4219 1219307 09/30/2032 01996 6.159999960 1,000,000.0000 5,133.33 10/31/2015 12X4219 1219307 09/30/2033 01996 6.159999960 1,000,000.0000 5,133.33 10/31/2015 12X4219 1219307 09/30/2034 01996 6.159999960 300,000.0000 1,540.00 10/31/2015 12X4219 1219307 09/30/2036 01996 6.159999960 298,000.0000 1,529.73 10/31/2015 12X4219 1219307 09/30/2037 01996 6.159999960 1,082,000.0000 5,554.27 10/31/2015 12X4219 1219307 09/30/2038 01996 6.159999960 902,000.0000 4,630.27 10/31/2015 12X4219 1219307 09/30/2039 01996 6.159999960 575,000.0000 2,951.67 10/31/2015 12X4219 1219307 09/30/2040 01996 6.159999960 229,000.0000 1,175.53 10/31/2015 12X4219 1219307 09/30/2041 01996 6.159999960 32,000.0000 164.27 10/31/2015 12X4219 1219307 09/30/2042 01996 6.159999960 106,000.0000 544.13 10/31/2015 12X4219 1219307 09/30/2043 01996 6.159999960 257,000.0000 1,319.27 10/31/2015 12X4219 1219307 09/30/2029 01997 6.039999720 3,422,856.0000 17,228.38 10/31/2015 12X4219 1219307 09/30/2031 01997 6.039999720 3,000,000.0000 15,100.00 10/31/2015 12X4219 1219307 09/30/2032 01997 6.039999720 1,000,000.0000 5,033.33 10/31/2015 12X4219 1219307 09/30/2033 01997 6.039999720 1,000,000.0000 5,033.33 10/31/2015 12X4219 1219307 09/30/2034 01997 6.039999720 310,000.0000 1,560.33 10/31/2015 12X4219 1219307 09/30/2035 01997 6.039999720 360,000.0000 1,812.00 10/31/2015 12X4219 1219307 09/30/2036 01997 6.039999720 418,000.0000 2,103.93 10/31/2015 12X4219 1219307 09/30/2037 01997 6.039999720 1,626,000.0000 8,184.20 10/31/2015 12X4219 1219307 09/30/2038 01997 6.039999720 211,000.0000 1,062.03 10/31/2015 12X4219 1219307 09/30/2041 01997 6.039999720 332,000.0000 1,671.07 10/31/2015 12X4219 1219307 09/30/2042 01997 6.039999720 315,000.0000 1,585.50 10/31/2015 12X4219 1219307 09/30/2043 01997 6.039999720 223,000.0000 1,122.43 10/31/2015 12X4219 1219307 09/30/2044 01997 6.039999720 96,000.0000 483.20 10/31/2015 12X4219 1219307 09/30/2031 01998 5.899999680 3,000,000.0000 14,750.00 10/31/2015 12X4219 1219307 09/30/2032 01998 5.899999680 2,000,000.0000 9,833.33 10/31/2015 12X4219 1219307 09/30/2033 01998 5.899999680 1,500,000.0000 7,375.00 10/31/2015 12X4219 1219307 09/30/2034 01998 5.899999680 800,000.0000 3,933.33 10/31/2015 12X4219 1219307 09/30/2036 01998 5.899999680 168,000.0000 826.00 10/31/2015 12X4219 1219307 09/30/2037 01998 5.899999680 1,712,000.0000 8,417.33 10/31/2015 12X4219 1219307 09/30/2038 01998 5.899999680 208,000.0000 1,022.67 10/31/2015 12X4219 1219307 09/30/2039 01998 5.899999680 250,000.0000 1,229.17 10/31/2015 12X4219 1219307 09/30/2041 01998 5.899999680 107,000.0000 526.08 10/31/2015 12X4219 1219307 09/30/2042 01998 5.899999680 8,000.0000 39.33 10/31/2015 12X4219 1219307 09/30/2043 01998 5.899999680 135,000.0000 663.75 10/31/2015 12X4219 1219307 09/30/2044 01998 5.899999680 140,000.0000 688.33 10/31/2015 12X4219 1219307 09/30/2031 01999 5.909999760 2,028,465.0000 9,990.19 10/31/2015 12X4219 1219307 09/30/2032 01999 5.909999760 3,000,000.0000 14,775.00 10/31/2015 12X4219 1219307 09/30/2033 01999 5.909999760 1,000,000.0000 4,925.00 10/31/2015 12X4219 1219307 09/30/2034 01999 5.909999760 1,280,000.0000 6,304.00 10/31/2015 12X4219 1219307 09/30/2035 01999 5.909999760 818,000.0000 4,028.65 10/31/2015 12X4219 1219307 09/30/2036 01999 5.909999760 405,000.0000 1,994.62 10/31/2015 12X4219 1219307 09/30/2037 01999 5.909999760 1,654,000.0000 8,145.95 10/31/2015 12X4219 1219307 09/30/2038 01999 5.909999760 143,000.0000 704.27 10/31/2015 12X4219 1219307 09/30/2041 01999 5.909999760 30,000.0000 147.75 10/31/2015 12X4219 1219307 09/30/2042 01999 5.909999760 317,000.0000 1,561.22 10/31/2015 12X4219 1219307 09/30/2043 01999 5.909999760 216,000.0000 1,063.80 10/31/2015 12X4219 1219307 09/30/2044 01999 5.909999760 5,000.0000 24.62 10/31/2015 12X4219 1219307 09/30/2032 02000 5.699999880 5,000,000.0000 23,750.00 10/31/2015 12X4219 1219307 09/30/2033 02000 5.699999880 3,000,000.0000 14,250.00 10/31/2015 12X4219 1219307 09/30/2034 02000 5.699999880 1,660,000.0000 7,885.00 10/31/2015 12X4219 1219307 09/30/2035 02000 5.699999880 1,300,000.0000 6,175.00 10/31/2015 12X4219 1219307 09/30/2036 02000 5.699999880 172,000.0000 817.00 10/31/2015 12X4219 1219307 09/30/2037 02000 5.699999880 2,206,000.0000 10,478.50 10/31/2015 12X4219 1219307 09/30/2038 02000 5.699999880 185,000.0000 878.75 10/31/2015 12X4219 1219307 09/30/2041 02000 5.699999880 140,000.0000 665.00 10/31/2015 12X4219 1219307 09/30/2042 02000 5.699999880 158,000.0000 750.50 10/31/2015 12X4219 1219307 09/30/2043 02000 5.699999880 364,000.0000 1,729.00 10/31/2015 12X4219 1219307 09/30/2034 02001 4.979999880 4,500,000.0000 18,675.00 10/31/2015 12X4219 1219307 09/30/2035 02001 4.979999880 2,000,000.0000 8,300.00 10/31/2015 12X4219 1219307 09/30/2036 02001 4.979999880 1,852,000.0000 7,685.80 10/31/2015 12X4219 1219307 09/30/2037 02001 4.979999880 2,464,000.0000 10,225.60 10/31/2015 12X4219 1219307 09/30/2038 02001 4.979999880 1,293,000.0000 5,365.95 10/31/2015 12X4219 1219307 09/30/2039 02001 4.979999880 1,266,000.0000 5,253.90 10/31/2015 12X4219 1219307 09/30/2040 02001 4.979999880 180,000.0000 747.00 10/31/2015 12X4219 1219307 09/30/2041 02001 4.979999880 146,000.0000 605.90 10/31/2015 12X4219 1219307 09/30/2042 02001 4.979999880 326,000.0000 1,352.90 10/31/2015 12X4219 1219307 09/30/2043 02001 4.979999880 298,000.0000 1,236.70 10/31/2015 12X4219 1219307 09/30/2034 02002 4.809999960 5,255,284.0000 21,064.93 10/31/2015 12X4219 1219307 09/30/2035 02002 4.809999960 2,135,000.0000 8,557.79 10/31/2015 12X4219 1219307 09/30/2036 02002 4.809999960 2,353,000.0000 9,431.61 10/31/2015 12X4219 1219307 09/30/2037 02002 4.809999960 2,050,000.0000 8,217.08 10/31/2015 12X4219 1219307 09/30/2038 02002 4.809999960 1,436,000.0000 5,755.97 10/31/2015 12X4219 1219307 09/30/2039 02002 4.809999960 808,000.0000 3,238.73 10/31/2015 12X4219 1219307 09/30/2041 02002 4.809999960 265,000.0000 1,062.21 10/31/2015 12X4219 1219307 09/30/2042 02002 4.809999960 58,000.0000 232.48 10/31/2015 12X4219 1219307 09/30/2043 02002 4.809999960 182,000.0000 729.52 10/31/2015 12X4219 1219307 09/30/2034 02003 4.799999880 1,538,109.0000 6,152.44 10/31/2015 12X4219 1219307 09/30/2035 02003 4.799999880 5,035,000.0000 20,140.00 10/31/2015 12X4219 1219307 09/30/2036 02003 4.799999880 4,071,000.0000 16,284.00 10/31/2015 12X4219 1219307 09/30/2037 02003 4.799999880 4,095,000.0000 16,380.00 10/31/2015 12X4219 1219307 09/30/2038 02003 4.799999880 1,493,000.0000 5,972.00 10/31/2015 12X4219 1219307 09/30/2039 02003 4.799999880 1,179,000.0000 4,716.00 10/31/2015 12X4219 1219307 09/30/2040 02003 4.799999880 567,000.0000 2,268.00 10/31/2015 12X4219 1219307 09/30/2041 02003 4.799999880 359,000.0000 1,436.00 10/31/2015 12X4219 1219307 09/30/2042 02003 4.799999880 108,000.0000 432.00 10/31/2015 12X4219 1219307 09/30/2043 02003 4.799999880 156,000.0000 624.00 10/31/2015 12X4219 1219307 09/30/2044 02003 4.799999880 3,000.0000 12.00 10/31/2015 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 11,124.96 10/31/2015 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 17,873.70 10/31/2015 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 16,153.80 10/31/2015 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 4,687.80 10/31/2015 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 3,779.10 10/31/2015 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 2,262.00 10/31/2015 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 1,856.40 10/31/2015 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 1,423.50 10/31/2015 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 1,056.90 10/31/2015 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 596.70 10/31/2015 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 210.60 10/31/2015 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 13,632.91 10/31/2015 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 21,602.10 10/31/2015 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 9,126.00 10/31/2015 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 7,449.00 10/31/2015 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 4,851.60 10/31/2015 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 4,013.10 10/31/2015 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 780.00 10/31/2015 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 1,497.60 10/31/2015 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 11.70 10/31/2015 12X4219 1219307 09/30/2037 02006 4.549999680 1,637,874.0000 6,210.27 10/31/2015 12X4219 1219307 09/30/2038 02006 4.549999680 3,541,000.0000 13,426.29 10/31/2015 12X4219 1219307 09/30/2039 02006 4.549999680 5,528,000.0000 20,960.33 10/31/2015 12X4219 1219307 09/30/2040 02006 4.549999680 3,615,000.0000 13,706.87 10/31/2015 12X4219 1219307 09/30/2041 02006 4.549999680 1,372,000.0000 5,202.17 10/31/2015 12X4219 1219307 09/30/2042 02006 4.549999680 774,000.0000 2,934.75 10/31/2015 12X4219 1219307 09/30/2043 02006 4.549999680 704,000.0000 2,669.33 10/31/2015 12X4219 1219307 09/30/2044 02006 4.549999680 408,000.0000 1,547.00 10/31/2015 12X4219 1219307 09/30/2038 02007 4.089999960 4,552,441.0000 15,516.24 10/31/2015 12X4219 1219307 09/30/2039 02007 4.089999960 4,136,000.0000 14,096.87 10/31/2015 12X4219 1219307 09/30/2040 02007 4.089999960 4,483,000.0000 15,279.56 10/31/2015 12X4219 1219307 09/30/2041 02007 4.089999960 2,193,000.0000 7,474.47 10/31/2015 12X4219 1219307 09/30/2042 02007 4.089999960 1,129,000.0000 3,848.01 10/31/2015 12X4219 1219307 09/30/2043 02007 4.089999960 859,000.0000 2,927.76 10/31/2015 12X4219 1219307 09/30/2044 02007 4.089999960 1,181,000.0000 4,025.24 10/31/2015 12X4219 1219307 09/30/2045 02007 4.089999960 90,000.0000 306.75 10/31/2015 12X4219 1219307 09/30/2039 02008 3.679999920 4,463,938.0000 13,689.41 10/31/2015 12X4219 1219307 09/30/2040 02008 3.679999920 5,423,000.0000 16,630.53 10/31/2015 12X4219 1219307 09/30/2041 02008 3.679999920 4,351,000.0000 13,343.07 10/31/2015 12X4219 1219307 09/30/2042 02008 3.679999920 1,987,000.0000 6,093.47 10/31/2015 12X4219 1219307 09/30/2043 02008 3.679999920 975,000.0000 2,990.00 10/31/2015 12X4219 1219307 09/30/2044 02008 3.679999920 1,777,000.0000 5,449.47 10/31/2015 12X4219 1219307 09/30/2045 02008 3.679999920 347,000.0000 1,064.13 10/31/2015 12X4219 1219307 09/30/2040 02009 4.439999880 5,839,473.0000 21,606.05 10/31/2015 12X4219 1219307 09/30/2041 02009 4.439999880 4,146,000.0000 15,340.20 10/31/2015 12X4219 1219307 09/30/2042 02009 4.439999880 2,733,000.0000 10,112.10 10/31/2015 12X4219 1219307 09/30/2043 02009 4.439999880 2,384,000.0000 8,820.80 10/31/2015 12X4219 1219307 09/30/2044 02009 4.439999880 545,000.0000 2,016.50 10/31/2015 12X4219 1219307 09/30/2045 02009 4.439999880 429,000.0000 1,587.30 10/31/2015 12X4219 1219307 09/30/2046 02009 4.439999880 291,000.0000 1,076.70 10/31/2015 12X4219 1219307 09/30/2041 02010 3.249999720 6,087,886.0000 16,488.02 10/31/2015 12X4219 1219307 09/30/2042 02010 3.249999720 4,512,000.0000 12,220.00 10/31/2015 12X4219 1219307 09/30/2043 02010 3.249999720 3,780,000.0000 10,237.50 10/31/2015 12X4219 1219307 09/30/2044 02010 3.249999720 2,182,000.0000 5,909.58 10/31/2015 12X4219 1219307 09/30/2045 02010 3.249999720 1,450,000.0000 3,927.08 10/31/2015 12X4219 1219307 09/30/2046 02010 3.249999720 146,000.0000 395.42 10/31/2015 12X4219 1219307 09/30/2042 02011 4.429999800 2,461,000.0000 9,085.19 10/31/2015 12X4219 1219307 09/30/2043 02011 4.429999800 2,602,000.0000 9,605.72 10/31/2015 12X4219 1219307 09/30/2044 02011 4.429999800 1,097,000.0000 4,049.76 10/31/2015 12X4219 1219307 09/30/2045 02011 4.429999800 2,335,000.0000 8,620.04 10/31/2015 12X4219 1219307 09/30/2046 02011 4.429999800 112,000.0000 413.47 10/31/2015 12X4219 1219307 09/30/2043 02012 3.889999800 2,421,000.0000 7,848.07 10/31/2015 12X4219 1219307 09/30/2044 02012 3.889999800 3,666,000.0000 11,883.95 10/31/2015 12X4219 1219307 09/30/2045 02012 3.889999800 1,990,000.0000 6,450.92 10/31/2015 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 12,055.05 10/31/2015 12X4219 1219307 09/30/2045 02013 3.780000000 3,860,000.0000 12,159.00 10/31/2015 12X4219 1219307 09/30/2046 02013 3.780000000 21,000.0000 66.15 10/31/2015 12X4219 1219307 09/30/2044 02014 2.759999760 818,000.0000 1,881.40 10/31/2015 12X4219 1219307 09/30/2045 02014 2.759999760 3,628,000.0000 8,344.40 10/31/2015 12X4219 1219307 09/30/2046 02014 2.759999760 583,000.0000 1,340.90 10/31/2015 12X4219 1219307 09/30/2045 02015 3.669999840 313,900.0000 960.01 10/31/2015 12X4219 1219307 09/30/2046 02015 3.669999840 98,000.0000 299.72 10/31/2015 ------------------------ ---------------------- 318,389,889.0000 1,338,644.49 ======================== ====================== 318,389,889.0000 1,338,644.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00