Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 820 SUB-COHORT 20X4521 2021820 09/30/2050 02010 3.039999840 2,704,680,833.7400 6,851,858.11 10/31/2015 20X4521 2021820 09/30/2053 02010 3.039999840 601,904,837.6300 1,524,825.59 10/31/2015 20X4521 2021820 09/30/2054 02010 3.039999840 464,973,028.6000 1,177,931.67 10/31/2015 20X4521 2021820 09/30/2055 02010 3.039999840 384,121,623.8100 973,108.11 10/31/2015 20X4521 2021820 09/30/2056 02010 3.049999920 60,034,191.0000 152,586.90 10/31/2015 20X4521 2021820 09/30/2050 02011 3.029999760 503,191,037.8600 1,270,557.37 10/31/2015 20X4521 2021820 09/30/2053 02011 3.029999760 1,225,230,543.3900 3,093,707.12 10/31/2015 20X4521 2021820 09/30/2054 02011 3.029999760 621,854,869.4600 1,570,183.55 10/31/2015 20X4521 2021820 09/30/2055 02011 3.029999760 458,661,425.9900 1,158,120.10 10/31/2015 20X4521 2021820 09/30/2056 02011 3.029999760 18,997,933.0000 47,969.78 10/31/2015 20X4521 2021820 09/30/2050 02012 3.150000000 6,879,164.4200 18,057.81 10/31/2015 20X4521 2021820 09/30/2053 02012 3.150000000 864,809,673.1200 2,270,125.39 10/31/2015 20X4521 2021820 09/30/2054 02012 3.150000000 897,664,970.8700 2,356,370.55 10/31/2015 20X4521 2021820 09/30/2055 02012 3.150000000 676,078,508.0700 1,774,706.08 10/31/2015 20X4521 2021820 09/30/2056 02012 3.150000000 35,940,172.1000 94,342.95 10/31/2015 20X4521 2021820 09/30/2053 02013 3.249999720 87,386,720.5300 236,672.37 10/31/2015 20X4521 2021820 09/30/2054 02013 3.249999720 677,608,838.5900 1,835,190.60 10/31/2015 20X4521 2021820 09/30/2055 02013 3.249999720 935,198,004.7300 2,532,827.93 10/31/2015 20X4521 2021820 09/30/2056 02013 3.249999720 39,535,463.0000 107,075.21 10/31/2015 20X4521 2021820 09/30/2054 02014 2.739999960 26,320,000.0000 60,097.33 10/31/2015 20X4521 2021820 09/30/2055 02014 2.739999960 453,551,111.2400 1,035,608.37 10/31/2015 20X4521 2021820 09/30/2056 02014 2.739999960 34,244,000.0000 78,190.47 10/31/2015 20X4521 2021820 09/30/2055 02015 3.510000000 16,000,000.0000 46,800.00 10/31/2015 20X4521 2021820 09/30/2056 02015 3.510000000 17,290,000.0000 50,573.25 10/31/2015 ------------------------ ---------------------- 11,812,156,951.1500 30,317,486.61 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.929999680 107,020,957.3500 261,309.50 10/31/2015 20X4521 2021825 09/30/2053 02010 2.929999680 23,122,655.9000 56,457.82 10/31/2015 20X4521 2021825 09/30/2054 02010 2.929999680 31,056,409.0000 75,829.40 10/31/2015 20X4521 2021825 09/30/2055 02010 2.929999680 17,395,820.0000 42,474.79 10/31/2015 20X4521 2021825 09/30/2056 02010 2.929999680 6,697,407.0000 16,352.84 10/31/2015 20X4521 2021825 09/30/2050 02011 4.059999720 24,089,313.4800 81,502.18 10/31/2015 20X4521 2021825 09/30/2053 02011 4.059999720 37,547,350.6200 127,035.20 10/31/2015 20X4521 2021825 09/30/2054 02011 4.059999720 19,632,377.0000 66,422.88 10/31/2015 20X4521 2021825 09/30/2055 02011 4.059999720 50,731,993.0000 171,643.24 10/31/2015 20X4521 2021825 09/30/2056 02011 4.060000800 48,954.0000 165.63 10/31/2015 20X4521 2021825 09/30/2050 02012 3.109999680 2,201,359.1400 5,705.19 10/31/2015 20X4521 2021825 09/30/2053 02012 3.109999680 15,063,718.4600 39,040.14 10/31/2015 20X4521 2021825 09/30/2054 02012 3.109999680 11,109,482.0000 28,792.07 10/31/2015 20X4521 2021825 09/30/2055 02012 3.109999680 12,987,107.0000 33,658.25 10/31/2015 20X4521 2021825 09/30/2055 02014 3.109999680 13,747,015.8500 35,627.68 10/31/2015 20X4521 2021825 09/30/2056 02014 3.110000400 1,215,500.0000 3,150.17 10/31/2015 20X4521 2021825 09/30/2055 02015 3.109999680 5,858,970.0000 15,184.50 10/31/2015 20X4521 2021825 09/30/2056 02015 3.110000400 7,902,153.0000 20,479.75 10/31/2015 ------------------------ ---------------------- 387,428,542.8000 1,080,831.23 BEACON SUB-COHORT 20X4521 2021BEACO 09/30/2050 02010 2.889999720 32,060,132.9600 77,211.49 10/31/2015 ------------------------ ---------------------- 32,060,132.9600 77,211.49 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 2.319999840 3,980,796,112.6200 7,696,205.82 10/31/2015 ------------------------ ---------------------- 3,980,796,112.6200 7,696,205.82 NISSAN SUB-COHORT 20X4521 2021NISSA 09/30/2050 02009 4.722999840 343,146,421.7200 1,350,567.12 10/31/2015 20X4521 2021NISSA 09/30/2053 02009 4.722999840 185,890,000.0000 731,632.06 10/31/2015 ------------------------ ---------------------- 529,036,421.7200 2,082,199.18 SOLYNDRA SUB-COHORT 20X4521 2021SOLYN 09/30/2050 02009 0.999999720 117,290,788.0400 97,742.32 10/31/2015 ------------------------ ---------------------- 117,290,788.0400 97,742.32 ABOUND SUB-COHORT 20X4521 2021ABOUN 09/30/2050 02011 0.999999720 68,017,804.3600 56,681.50 10/31/2015 ------------------------ ---------------------- 68,017,804.3600 56,681.50 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 2.999999880 157,833,523.3800 394,583.81 10/31/2015 20X4521 2021SWIPS 09/30/2053 02011 2.999999880 110,092,592.2000 275,231.48 10/31/2015 20X4521 2021SWIPS 09/30/2054 02011 2.999999880 53,471,007.1700 133,677.52 10/31/2015 ------------------------ ---------------------- 321,397,122.7500 803,492.81 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 2.919999960 638,803,895.4700 1,554,422.81 10/31/2015 20X4521 2021AZSOL 09/30/2053 02011 2.919999960 198,179,167.9200 482,235.98 10/31/2015 20X4521 2021AZSOL 09/30/2054 02011 2.919999960 72,833,596.6000 177,228.42 10/31/2015 ------------------------ ---------------------- 909,816,659.9900 2,213,887.21 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.309999840 175,000,000.0000 482,708.33 10/31/2015 20X4521 2021871 09/30/2053 02010 3.309999840 325,000,000.0000 896,458.33 10/31/2015 20X4521 2021871 09/30/2050 02011 2.809999800 499,000,000.0000 1,168,491.67 10/31/2015 20X4521 2021871 09/30/2054 02012 3.159999720 397,803,555.9300 1,047,549.36 10/31/2015 20X4521 2021871 09/30/2054 02013 3.159999720 247,292,958.0700 651,204.79 10/31/2015 20X4521 2021871 09/30/2050 02014 3.159999720 130,000,000.0000 342,333.33 10/31/2015 20X4521 2021871 09/30/2055 02014 3.159999720 75,000,000.0000 197,500.00 10/31/2015 ------------------------ ---------------------- 1,849,096,514.0000 4,786,245.81 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 2.599999920 288,514,476.5500 625,114.70 10/31/2015 20X4521 2021SPONE 09/30/2053 02011 2.599999920 65,041,854.9500 140,924.02 10/31/2015 20X4521 2021SPONE 09/30/2054 02011 2.599999920 8,210,174.6100 17,788.71 10/31/2015 ------------------------ ---------------------- 361,766,506.1100 783,827.43 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 2.869999920 318,481,774.0200 761,702.24 10/31/2015 20X4521 2021SPTWO 09/30/2053 02011 2.869999920 39,182,544.2700 93,711.59 10/31/2015 ------------------------ ---------------------- 357,664,318.2900 855,413.83 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 2.849999760 304,303,024.0000 722,719.68 10/31/2015 20X4521 2021SPEIG 09/30/2053 02011 2.849999760 94,887,084.0000 225,356.82 10/31/2015 ------------------------ ---------------------- 399,190,108.0000 948,076.50 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 2.679999840 515,298,760.9200 1,150,833.90 10/31/2015 20X4521 2021AGUAC 09/30/2053 02011 2.679999840 193,520,078.3500 432,194.84 10/31/2015 20X4521 2021AGUAC 09/30/2054 02011 2.679999840 159,970,347.2300 357,267.11 10/31/2015 20X4521 2021AGUAC 09/30/2055 02011 2.679999840 10,196,916.8300 22,773.11 10/31/2015 ------------------------ ---------------------- 878,986,103.3300 1,963,068.96 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 2.829999960 61,317,521.2100 144,607.15 10/31/2015 ------------------------ ---------------------- 61,317,521.2100 144,607.15 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 2.340000000 57,477,004.1200 112,080.16 10/31/2015 20X4521 2021USGOR 09/30/2053 02011 2.340000000 6,069,718.1800 11,835.95 10/31/2015 ------------------------ ---------------------- 63,546,722.3000 123,916.11 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 2.619999720 172,482,520.0000 376,586.84 10/31/2015 20X4521 2021TONOP 09/30/2053 02011 2.619999720 334,196,097.5200 729,661.48 10/31/2015 20X4521 2021TONOP 09/30/2054 02011 2.619999720 158,770,452.0800 346,648.82 10/31/2015 20X4521 2021TONOP 09/30/2055 02011 2.619999720 7,327,430.3400 15,998.22 10/31/2015 ------------------------ ---------------------- 672,776,499.9400 1,468,895.36 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 2.079999720 55,507,569.9300 96,213.12 10/31/2015 ------------------------ ---------------------- 55,507,569.9300 96,213.12 MOJAVE SUB-COHORT 20X4521 2021MOJAV 09/30/2050 02011 2.379999960 170,143,008.7100 337,450.30 10/31/2015 20X4521 2021MOJAV 09/30/2053 02011 2.379999960 514,744,381.5200 1,020,909.69 10/31/2015 20X4521 2021MOJAV 09/30/2055 02011 2.379999960 105,391,609.7700 209,026.69 10/31/2015 ------------------------ ---------------------- 790,279,000.0000 1,567,386.68 HIGHPR SUB-COHORT 20X4521 2021HIGHP 09/30/2050 02011 2.379999960 601,450,978.7100 1,192,877.77 10/31/2015 20X4521 2021HIGHP 09/30/2053 02011 2.379999960 143,371,294.8900 284,353.07 10/31/2015 20X4521 2021HIGHP 09/30/2054 02011 2.379999960 48,637,786.7000 96,464.94 10/31/2015 ------------------------ ---------------------- 793,460,060.3000 1,573,695.78 AVSOLAR SUB-COHORT 20X4521 2021AVSOL 09/30/2050 02011 2.619999720 85,587,618.4700 302,908.85 10/31/2015 20X4521 2021AVSOL 09/30/2053 02011 2.619999720 307,056,364.9900 1,086,723.65 10/31/2015 20X4521 2021AVSOL 09/30/2054 02011 2.619999720 147,317,649.5700 521,381.71 10/31/2015 20X4521 2021AVSOL 09/30/2055 02011 2.619999720 34,504,232.1400 122,116.23 10/31/2015 ------------------------ ---------------------- 574,465,865.1700 2,033,130.44 MESQU SUB-COHORT 20X4521 2021MESQU 09/30/2053 02011 2.219999760 269,131,967.7400 497,894.14 10/31/2015 ------------------------ ---------------------- 269,131,967.7400 497,894.14 HBCU SUB-COHORT 20X4521 2021HBCU 09/30/2053 02013 3.793599720 138,310,657.4200 437,246.09 10/31/2015 20X4521 2021HBCU 09/30/2054 02013 3.793599720 25,760,840.5800 81,438.60 10/31/2015 20X4521 2021HBCU 09/30/2055 02013 3.793599720 4,337,561.0100 13,712.48 10/31/2015 20X4521 2021HBCU 09/30/2054 02014 2.729999880 53,998,696.4200 122,847.03 10/31/2015 20X4521 2021HBCU 09/30/2055 02014 2.729999880 18,750,171.1900 42,656.64 10/31/2015 20X4521 2021HBCU 09/30/2056 02014 2.729999880 2,287,734.2100 5,204.60 10/31/2015 20X4521 2021HBCU 09/30/2055 02015 3.658099680 107,967,146.3000 329,128.85 10/31/2015 20X4521 2021HBCU 09/30/2056 02015 3.568099680 351,349.0500 1,044.71 10/31/2015 ------------------------ ---------------------- 351,764,156.1800 1,033,279.00 GPOWER SUB-COHORT 20X4521 2021GPOWE 09/30/2054 02014 2.889000000 1,000,000,000.0000 2,407,500.00 10/31/2015 20X4521 2021GPOWE 09/30/2055 02014 2.889000000 800,000,000.0000 1,926,000.00 10/31/2015 ------------------------ ---------------------- 1,800,000,000.0000 4,333,500.00 OTHORPE SUB-COHORT 20X4521 2021OTHOR 09/30/2054 02014 2.835000000 725,000,000.0000 1,712,812.50 10/31/2015 20X4521 2021OTHOR 09/30/2055 02014 2.835000000 270,000,000.0000 637,875.00 10/31/2015 ------------------------ ---------------------- 995,000,000.0000 2,350,687.50 OF-CH SUB-COHORT 20X4521 2021OF-CH 09/30/2054 02013 3.517999920 14,000,000.0000 41,043.33 10/31/2015 20X4521 2021OF-CH 09/30/2055 02013 3.517999920 36,000,000.0000 105,540.00 10/31/2015 20X4521 2021OF-CH 09/30/2056 02013 3.517999200 12,000,000.0000 35,179.99 10/31/2015 ------------------------ ---------------------- 62,000,000.0000 181,763.32 CR-CD SUB-COHORT 20X4521 2021CR-CD 09/30/2054 02013 3.714699960 23,198,512.1800 71,812.93 10/31/2015 20X4521 2021CR-CD 09/30/2056 02013 3.714699600 4,000,000.0000 12,382.33 10/31/2015 ------------------------ ---------------------- 27,198,512.1800 84,195.26 881 SUB-COHORT 20X4521 2021881 09/30/2054 02014 2.979999720 23,294,742.0400 57,848.61 10/31/2015 ------------------------ ---------------------- 23,294,742.0400 57,848.61 BA-LI SUB-COHORT 20X4521 2021BA-LI 09/30/2055 02013 3.671199720 15,627,773.9400 47,810.57 10/31/2015 ------------------------ ---------------------- 15,627,773.9400 47,810.57 BA-EC SUB-COHORT 20X4521 2021BA-EC 09/30/2055 02013 3.671199720 11,790,970.2000 36,072.51 10/31/2015 ------------------------ ---------------------- 11,790,970.2000 36,072.51 CR-LI SUB-COHORT 20X4521 2021CR-LI 09/30/2055 02014 2.542399920 5,386,518.1800 11,412.24 10/31/2015 ------------------------ ---------------------- 5,386,518.1800 11,412.24 CR-RF SUB-COHORT 20X4521 2021CR-RF 09/30/2055 02014 2.542399920 13,844,928.6100 29,332.79 10/31/2015 ------------------------ ---------------------- 13,844,928.6100 29,332.79 M-J1 SUB-COHORT 20X4521 2021M-J1 09/30/2055 02015 3.708000000 111,778,343.0000 345,395.08 10/31/2015 ------------------------ ---------------------- 111,778,343.0000 345,395.08 M-J2 SUB-COHORT 20X4521 2021M-J2 09/30/2055 02015 3.678999840 21,733,433.0000 66,631.08 10/31/2015 ------------------------ ---------------------- 21,733,433.0000 66,631.08 M-J5 SUB-COHORT 20X4521 2021M-J5 09/30/2055 02015 3.787999920 97,123,971.0000 306,588.00 10/31/2015 ------------------------ ---------------------- 97,123,971.0000 306,588.00 M-J6 SUB-COHORT 20X4521 2021M-J6 09/30/2055 02015 3.803999760 63,515,344.0000 201,343.64 10/31/2015 ------------------------ ---------------------- 63,515,344.0000 201,343.64 M-J7 SUB-COHORT 20X4521 2021M-J7 09/30/2055 02015 3.911999760 33,291,500.0000 108,530.29 10/31/2015 ------------------------ ---------------------- 33,291,500.0000 108,530.29 M-M1 SUB-COHORT 20X4521 2021M-M1 09/30/2055 02015 2.599999920 120,244,723.0000 375,363.94 10/31/2015 ------------------------ ---------------------- 120,244,723.0000 375,363.94 M-M2 SUB-COHORT 20X4521 2021M-M2 09/30/2055 02015 2.619999720 29,132,674.0000 91,865.03 10/31/2015 ------------------------ ---------------------- 29,132,674.0000 91,865.03 M-M3 SUB-COHORT 20X4521 2021M-M3 09/30/2055 02015 2.859999840 113,386,498.0000 378,427.44 10/31/2015 ------------------------ ---------------------- 113,386,498.0000 378,427.44 M-M4 SUB-COHORT 20X4521 2021M-M4 09/30/2055 02015 2.859999840 30,704,860.0000 103,014.81 10/31/2015 ------------------------ ---------------------- 30,704,860.0000 103,014.81 M-M5 SUB-COHORT 20X4521 2021M-M5 09/30/2055 02015 3.789999720 92,442,874.0000 291,965.41 10/31/2015 ------------------------ ---------------------- 92,442,874.0000 291,965.41 M-M6 SUB-COHORT 20X4521 2021M-M6 09/30/2055 02015 3.807000000 69,951,592.0000 221,921.43 10/31/2015 ------------------------ ---------------------- 69,951,592.0000 221,921.43 M-M7 SUBCOHORT 20X4521 2021M-M7 09/30/2055 02015 3.908999880 17,500,000.0000 57,006.25 10/31/2015 ------------------------ ---------------------- 17,500,000.0000 57,006.25 M-P1 SUBCOHORT 20X4521 2021M-P1 09/30/2055 02015 3.726999720 130,737,231.0000 406,048.05 10/31/2015 ------------------------ ---------------------- 130,737,231.0000 406,048.05 M-P2 SUB-COHORT 20X4521 2021M-P2 09/30/2055 02015 3.762999720 63,491,525.0000 199,098.84 10/31/2015 ------------------------ ---------------------- 63,491,525.0000 199,098.84 M-P3 SUB-COHORT 20X4521 2021M-P3 09/30/2055 02015 3.989999880 86,435,720.0000 287,398.77 10/31/2015 ------------------------ ---------------------- 86,435,720.0000 287,398.77 M-P4 SUB-COHORT 20X4521 2021M-P4 09/30/2055 02015 4.009999680 55,370,528.0000 185,029.85 10/31/2015 ------------------------ ---------------------- 55,370,528.0000 185,029.85 HUD542 SUB-COHORT 20X4521 2021HUD54 09/30/2055 02015 3.219599880 102,262,947.3500 274,371.49 10/31/2015 ------------------------ ---------------------- 102,262,947.3500 274,371.49 0477 20X4521 2021CR-IF 09/30/2055 02014 2.542399920 5,429,919.2500 11,504.19 10/31/2015 ------------------------ ---------------------- 5,429,919.2500 11,504.19 0477 20X4521 2021CR-IF 09/30/2056 02014 2.542399200 6,400,000.0000 13,559.46 10/31/2015 ------------------------ ---------------------- 6,400,000.0000 13,559.46 0483 20X4521 2021CR-CI 09/30/2056 02014 2.541999600 5,917,000.0000 12,534.18 10/31/2015 ------------------------ ---------------------- 5,917,000.0000 12,534.18 0484 20X4521 2021HBCU 09/30/2056 02013 3.793600800 13,126,314.8100 41,496.67 10/31/2015 ------------------------ ---------------------- 13,126,314.8100 41,496.67 ======================== ====================== 29,861,073,891.4500 73,413,105.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 20X4521 2021AGUAC 09/30/2050 02011 10/07/2015 INT + 0.0000 198,414.13 318993 2021AVSOL 09/30/2050 02011 10/07/2015 INT + 0.0000 218,703.27 318995 2021COGEN 09/30/2050 02011 10/06/2015 INT + 0.0000 13,764.94 318989 2021HBCU 09/30/2053 02013 10/14/2015 INT + 0.0000 25,158.83 319006 2021HBCU 09/30/2054 02014 10/14/2015 INT + 0.0000 9,061.49 319008 2021HUD54 09/30/2055 02015 10/22/2015 INT + 0.0000 1,195.74 319047 2021MOJAV 09/30/2050 02011 10/07/2015 INT + 0.0000 3,972,588.90 318991 2021RECHI 09/30/2050 02011 10/22/2015 INT + 0.0000 4,289.05 319045 2021871 09/30/2054 02012 10/20/2015 INT + 0.0000 78,853.14 319032 2021871 09/30/2054 02013 10/20/2015 INT + 0.0000 42,771.26 319034 ------------------------ ---------------------- 0.0000 4,564,800.75 ======================== ====================== 0.0000 4,564,800.75