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 97,152.41 12/31/2015 12X4219 1219307 09/30/2037 01992 6.789999960 2,860,000.0000 48,548.50 12/31/2015 12X4219 1219307 09/30/2041 01992 6.789999960 87,000.0000 1,476.83 12/31/2015 12X4219 1219307 09/30/2042 01992 6.789999960 69,000.0000 1,171.28 12/31/2015 12X4219 1219307 09/30/2043 01992 6.789999960 61,000.0000 1,035.48 12/31/2015 12X4219 1219307 09/30/2044 01992 6.789999960 126,000.0000 2,138.85 12/31/2015 12X4219 1219307 09/30/2025 01993 6.849999720 4,709,383.0000 80,648.18 12/31/2015 12X4219 1219307 09/30/2037 01993 6.849999720 1,230,000.0000 21,063.75 12/31/2015 12X4219 1219307 09/30/2038 01993 6.849999720 28,000.0000 479.50 12/31/2015 12X4219 1219307 09/30/2041 01993 6.849999720 192,000.0000 3,288.00 12/31/2015 12X4219 1219307 09/30/2042 01993 6.849999720 267,000.0000 4,572.37 12/31/2015 12X4219 1219307 09/30/2043 01993 6.849999720 41,000.0000 702.13 12/31/2015 12X4219 1219307 09/30/2045 01993 6.849999720 112,000.0000 1,918.00 12/31/2015 12X4219 1219307 09/30/2026 01994 6.889999680 3,692,003.0000 63,594.75 12/31/2015 12X4219 1219307 09/30/2027 01994 6.889999680 5,000,000.0000 86,125.00 12/31/2015 12X4219 1219307 09/30/2028 01994 6.889999680 2,800,000.0000 48,230.00 12/31/2015 12X4219 1219307 09/30/2029 01994 6.889999680 3,932,000.0000 67,728.70 12/31/2015 12X4219 1219307 09/30/2036 01994 6.889999680 120,000.0000 2,067.00 12/31/2015 12X4219 1219307 09/30/2037 01994 6.889999680 4,420,000.0000 76,134.50 12/31/2015 12X4219 1219307 09/30/2039 01994 6.889999680 1,000,000.0000 17,225.00 12/31/2015 12X4219 1219307 09/30/2041 01994 6.889999680 346,000.0000 5,959.85 12/31/2015 12X4219 1219307 09/30/2042 01994 6.889999680 785,000.0000 13,521.62 12/31/2015 12X4219 1219307 09/30/2043 01994 6.889999680 82,000.0000 1,412.45 12/31/2015 12X4219 1219307 09/30/2044 01994 6.889999680 236,000.0000 4,065.10 12/31/2015 12X4219 1219307 09/30/2027 01995 6.419999880 4,273,060.0000 68,582.61 12/31/2015 12X4219 1219307 09/30/2028 01995 6.419999880 6,000,000.0000 96,300.00 12/31/2015 12X4219 1219307 09/30/2029 01995 6.419999880 2,000,000.0000 32,100.00 12/31/2015 12X4219 1219307 09/30/2031 01995 6.419999880 2,000,000.0000 32,100.00 12/31/2015 12X4219 1219307 09/30/2033 01995 6.419999880 1,000,000.0000 16,050.00 12/31/2015 12X4219 1219307 09/30/2034 01995 6.419999880 110,000.0000 1,765.50 12/31/2015 12X4219 1219307 09/30/2036 01995 6.419999880 140,000.0000 2,247.00 12/31/2015 12X4219 1219307 09/30/2037 01995 6.419999880 4,750,000.0000 76,237.50 12/31/2015 12X4219 1219307 09/30/2039 01995 6.419999880 2,991,000.0000 48,005.55 12/31/2015 12X4219 1219307 09/30/2041 01995 6.419999880 74,000.0000 1,187.70 12/31/2015 12X4219 1219307 09/30/2042 01995 6.419999880 199,000.0000 3,193.95 12/31/2015 12X4219 1219307 09/30/2043 01995 6.419999880 516,000.0000 8,281.80 12/31/2015 12X4219 1219307 09/30/2027 01996 6.159999960 1,064,783.0000 16,397.66 12/31/2015 12X4219 1219307 09/30/2028 01996 6.159999960 2,000,000.0000 30,800.00 12/31/2015 12X4219 1219307 09/30/2029 01996 6.159999960 1,000,000.0000 15,400.00 12/31/2015 12X4219 1219307 09/30/2032 01996 6.159999960 1,000,000.0000 15,400.00 12/31/2015 12X4219 1219307 09/30/2033 01996 6.159999960 1,000,000.0000 15,400.00 12/31/2015 12X4219 1219307 09/30/2034 01996 6.159999960 300,000.0000 4,620.00 12/31/2015 12X4219 1219307 09/30/2036 01996 6.159999960 298,000.0000 4,589.20 12/31/2015 12X4219 1219307 09/30/2037 01996 6.159999960 1,082,000.0000 16,662.80 12/31/2015 12X4219 1219307 09/30/2038 01996 6.159999960 902,000.0000 13,890.80 12/31/2015 12X4219 1219307 09/30/2039 01996 6.159999960 575,000.0000 8,855.00 12/31/2015 12X4219 1219307 09/30/2040 01996 6.159999960 229,000.0000 3,526.60 12/31/2015 12X4219 1219307 09/30/2041 01996 6.159999960 32,000.0000 492.80 12/31/2015 12X4219 1219307 09/30/2042 01996 6.159999960 106,000.0000 1,632.40 12/31/2015 12X4219 1219307 09/30/2043 01996 6.159999960 257,000.0000 3,957.80 12/31/2015 12X4219 1219307 09/30/2029 01997 6.039999720 3,422,856.0000 51,685.13 12/31/2015 12X4219 1219307 09/30/2031 01997 6.039999720 3,000,000.0000 45,300.00 12/31/2015 12X4219 1219307 09/30/2032 01997 6.039999720 1,000,000.0000 15,100.00 12/31/2015 12X4219 1219307 09/30/2033 01997 6.039999720 1,000,000.0000 15,100.00 12/31/2015 12X4219 1219307 09/30/2034 01997 6.039999720 310,000.0000 4,681.00 12/31/2015 12X4219 1219307 09/30/2035 01997 6.039999720 360,000.0000 5,436.00 12/31/2015 12X4219 1219307 09/30/2036 01997 6.039999720 418,000.0000 6,311.80 12/31/2015 12X4219 1219307 09/30/2037 01997 6.039999720 1,626,000.0000 24,552.60 12/31/2015 12X4219 1219307 09/30/2038 01997 6.039999720 211,000.0000 3,186.10 12/31/2015 12X4219 1219307 09/30/2041 01997 6.039999720 332,000.0000 5,013.20 12/31/2015 12X4219 1219307 09/30/2042 01997 6.039999720 315,000.0000 4,756.50 12/31/2015 12X4219 1219307 09/30/2043 01997 6.039999720 223,000.0000 3,367.30 12/31/2015 12X4219 1219307 09/30/2044 01997 6.039999720 96,000.0000 1,449.60 12/31/2015 12X4219 1219307 09/30/2031 01998 5.899999680 3,000,000.0000 44,250.00 12/31/2015 12X4219 1219307 09/30/2032 01998 5.899999680 2,000,000.0000 29,500.00 12/31/2015 12X4219 1219307 09/30/2033 01998 5.899999680 1,500,000.0000 22,125.00 12/31/2015 12X4219 1219307 09/30/2034 01998 5.899999680 800,000.0000 11,800.00 12/31/2015 12X4219 1219307 09/30/2036 01998 5.899999680 168,000.0000 2,478.00 12/31/2015 12X4219 1219307 09/30/2037 01998 5.899999680 1,712,000.0000 25,252.00 12/31/2015 12X4219 1219307 09/30/2038 01998 5.899999680 208,000.0000 3,068.00 12/31/2015 12X4219 1219307 09/30/2039 01998 5.899999680 250,000.0000 3,687.50 12/31/2015 12X4219 1219307 09/30/2041 01998 5.899999680 107,000.0000 1,578.25 12/31/2015 12X4219 1219307 09/30/2042 01998 5.899999680 8,000.0000 118.00 12/31/2015 12X4219 1219307 09/30/2043 01998 5.899999680 135,000.0000 1,991.25 12/31/2015 12X4219 1219307 09/30/2044 01998 5.899999680 140,000.0000 2,065.00 12/31/2015 12X4219 1219307 09/30/2031 01999 5.909999760 2,028,465.0000 29,970.57 12/31/2015 12X4219 1219307 09/30/2032 01999 5.909999760 3,000,000.0000 44,325.00 12/31/2015 12X4219 1219307 09/30/2033 01999 5.909999760 1,000,000.0000 14,775.00 12/31/2015 12X4219 1219307 09/30/2034 01999 5.909999760 1,280,000.0000 18,912.00 12/31/2015 12X4219 1219307 09/30/2035 01999 5.909999760 818,000.0000 12,085.95 12/31/2015 12X4219 1219307 09/30/2036 01999 5.909999760 405,000.0000 5,983.87 12/31/2015 12X4219 1219307 09/30/2037 01999 5.909999760 1,654,000.0000 24,437.85 12/31/2015 12X4219 1219307 09/30/2038 01999 5.909999760 143,000.0000 2,112.82 12/31/2015 12X4219 1219307 09/30/2041 01999 5.909999760 30,000.0000 443.25 12/31/2015 12X4219 1219307 09/30/2042 01999 5.909999760 317,000.0000 4,683.67 12/31/2015 12X4219 1219307 09/30/2043 01999 5.909999760 216,000.0000 3,191.40 12/31/2015 12X4219 1219307 09/30/2044 01999 5.909999760 5,000.0000 73.87 12/31/2015 12X4219 1219307 09/30/2032 02000 5.699999880 5,000,000.0000 71,250.00 12/31/2015 12X4219 1219307 09/30/2033 02000 5.699999880 3,000,000.0000 42,750.00 12/31/2015 12X4219 1219307 09/30/2034 02000 5.699999880 1,660,000.0000 23,655.00 12/31/2015 12X4219 1219307 09/30/2035 02000 5.699999880 1,300,000.0000 18,525.00 12/31/2015 12X4219 1219307 09/30/2036 02000 5.699999880 172,000.0000 2,451.00 12/31/2015 12X4219 1219307 09/30/2037 02000 5.699999880 2,206,000.0000 31,435.50 12/31/2015 12X4219 1219307 09/30/2038 02000 5.699999880 185,000.0000 2,636.25 12/31/2015 12X4219 1219307 09/30/2041 02000 5.699999880 140,000.0000 1,995.00 12/31/2015 12X4219 1219307 09/30/2042 02000 5.699999880 158,000.0000 2,251.50 12/31/2015 12X4219 1219307 09/30/2043 02000 5.699999880 364,000.0000 5,187.00 12/31/2015 12X4219 1219307 09/30/2034 02001 4.979999880 4,500,000.0000 56,025.00 12/31/2015 12X4219 1219307 09/30/2035 02001 4.979999880 2,000,000.0000 24,900.00 12/31/2015 12X4219 1219307 09/30/2036 02001 4.979999880 1,852,000.0000 23,057.40 12/31/2015 12X4219 1219307 09/30/2037 02001 4.979999880 2,464,000.0000 30,676.80 12/31/2015 12X4219 1219307 09/30/2038 02001 4.979999880 1,293,000.0000 16,097.85 12/31/2015 12X4219 1219307 09/30/2039 02001 4.979999880 1,266,000.0000 15,761.70 12/31/2015 12X4219 1219307 09/30/2040 02001 4.979999880 180,000.0000 2,241.00 12/31/2015 12X4219 1219307 09/30/2041 02001 4.979999880 146,000.0000 1,817.70 12/31/2015 12X4219 1219307 09/30/2042 02001 4.979999880 326,000.0000 4,058.70 12/31/2015 12X4219 1219307 09/30/2043 02001 4.979999880 298,000.0000 3,710.10 12/31/2015 12X4219 1219307 09/30/2034 02002 4.809999960 5,255,284.0000 63,194.79 12/31/2015 12X4219 1219307 09/30/2035 02002 4.809999960 2,135,000.0000 25,673.37 12/31/2015 12X4219 1219307 09/30/2036 02002 4.809999960 2,353,000.0000 28,294.82 12/31/2015 12X4219 1219307 09/30/2037 02002 4.809999960 2,050,000.0000 24,651.25 12/31/2015 12X4219 1219307 09/30/2038 02002 4.809999960 1,436,000.0000 17,267.90 12/31/2015 12X4219 1219307 09/30/2039 02002 4.809999960 808,000.0000 9,716.20 12/31/2015 12X4219 1219307 09/30/2041 02002 4.809999960 265,000.0000 3,186.62 12/31/2015 12X4219 1219307 09/30/2042 02002 4.809999960 58,000.0000 697.45 12/31/2015 12X4219 1219307 09/30/2043 02002 4.809999960 182,000.0000 2,188.55 12/31/2015 12X4219 1219307 09/30/2034 02003 4.799999880 1,538,109.0000 18,457.31 12/31/2015 12X4219 1219307 09/30/2035 02003 4.799999880 5,035,000.0000 60,420.00 12/31/2015 12X4219 1219307 09/30/2036 02003 4.799999880 4,071,000.0000 48,852.00 12/31/2015 12X4219 1219307 09/30/2037 02003 4.799999880 4,095,000.0000 49,140.00 12/31/2015 12X4219 1219307 09/30/2038 02003 4.799999880 1,493,000.0000 17,916.00 12/31/2015 12X4219 1219307 09/30/2039 02003 4.799999880 1,179,000.0000 14,148.00 12/31/2015 12X4219 1219307 09/30/2040 02003 4.799999880 567,000.0000 6,804.00 12/31/2015 12X4219 1219307 09/30/2041 02003 4.799999880 359,000.0000 4,308.00 12/31/2015 12X4219 1219307 09/30/2042 02003 4.799999880 108,000.0000 1,296.00 12/31/2015 12X4219 1219307 09/30/2043 02003 4.799999880 156,000.0000 1,872.00 12/31/2015 12X4219 1219307 09/30/2044 02003 4.799999880 3,000.0000 36.00 12/31/2015 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 33,374.87 12/31/2015 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 53,621.10 12/31/2015 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 48,461.40 12/31/2015 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 14,063.40 12/31/2015 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 11,337.30 12/31/2015 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 6,786.00 12/31/2015 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 5,569.20 12/31/2015 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 4,270.50 12/31/2015 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 3,170.70 12/31/2015 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 1,790.10 12/31/2015 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 631.80 12/31/2015 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 40,898.72 12/31/2015 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 64,806.30 12/31/2015 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 27,378.00 12/31/2015 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 22,347.00 12/31/2015 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 14,554.80 12/31/2015 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 12,039.30 12/31/2015 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 2,340.00 12/31/2015 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 4,492.80 12/31/2015 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 35.10 12/31/2015 12X4219 1219307 09/30/2037 02006 4.549999680 1,637,874.0000 18,630.82 12/31/2015 12X4219 1219307 09/30/2038 02006 4.549999680 3,541,000.0000 40,278.87 12/31/2015 12X4219 1219307 09/30/2039 02006 4.549999680 5,528,000.0000 62,881.00 12/31/2015 12X4219 1219307 09/30/2040 02006 4.549999680 3,615,000.0000 41,120.62 12/31/2015 12X4219 1219307 09/30/2041 02006 4.549999680 1,372,000.0000 15,606.50 12/31/2015 12X4219 1219307 09/30/2042 02006 4.549999680 774,000.0000 8,804.25 12/31/2015 12X4219 1219307 09/30/2043 02006 4.549999680 704,000.0000 8,008.00 12/31/2015 12X4219 1219307 09/30/2044 02006 4.549999680 408,000.0000 4,641.00 12/31/2015 12X4219 1219307 09/30/2038 02007 4.089999960 4,552,441.0000 46,548.71 12/31/2015 12X4219 1219307 09/30/2039 02007 4.089999960 4,136,000.0000 42,290.60 12/31/2015 12X4219 1219307 09/30/2040 02007 4.089999960 4,483,000.0000 45,838.67 12/31/2015 12X4219 1219307 09/30/2041 02007 4.089999960 2,193,000.0000 22,423.42 12/31/2015 12X4219 1219307 09/30/2042 02007 4.089999960 1,129,000.0000 11,544.02 12/31/2015 12X4219 1219307 09/30/2043 02007 4.089999960 859,000.0000 8,783.27 12/31/2015 12X4219 1219307 09/30/2044 02007 4.089999960 1,181,000.0000 12,075.72 12/31/2015 12X4219 1219307 09/30/2045 02007 4.089999960 90,000.0000 920.25 12/31/2015 12X4219 1219307 09/30/2046 02007 4.089999960 81,000.0000 828.22 12/31/2015 12X4219 1219307 09/30/2039 02008 3.679999920 4,463,938.0000 41,068.23 12/31/2015 12X4219 1219307 09/30/2040 02008 3.679999920 5,423,000.0000 49,891.60 12/31/2015 12X4219 1219307 09/30/2041 02008 3.679999920 4,351,000.0000 40,029.20 12/31/2015 12X4219 1219307 09/30/2042 02008 3.679999920 1,987,000.0000 18,280.40 12/31/2015 12X4219 1219307 09/30/2043 02008 3.679999920 975,000.0000 8,970.00 12/31/2015 12X4219 1219307 09/30/2044 02008 3.679999920 1,777,000.0000 16,348.40 12/31/2015 12X4219 1219307 09/30/2045 02008 3.679999920 347,000.0000 3,192.40 12/31/2015 12X4219 1219307 09/30/2040 02009 4.439999880 5,839,473.0000 64,818.15 12/31/2015 12X4219 1219307 09/30/2041 02009 4.439999880 4,146,000.0000 46,020.60 12/31/2015 12X4219 1219307 09/30/2042 02009 4.439999880 2,733,000.0000 30,336.30 12/31/2015 12X4219 1219307 09/30/2043 02009 4.439999880 2,384,000.0000 26,462.40 12/31/2015 12X4219 1219307 09/30/2044 02009 4.439999880 545,000.0000 6,049.50 12/31/2015 12X4219 1219307 09/30/2045 02009 4.439999880 429,000.0000 4,761.90 12/31/2015 12X4219 1219307 09/30/2046 02009 4.439999880 318,000.0000 3,529.80 12/31/2015 12X4219 1219307 09/30/2041 02010 3.249999720 6,087,886.0000 49,464.07 12/31/2015 12X4219 1219307 09/30/2042 02010 3.249999720 4,512,000.0000 36,660.00 12/31/2015 12X4219 1219307 09/30/2043 02010 3.249999720 3,780,000.0000 30,712.50 12/31/2015 12X4219 1219307 09/30/2044 02010 3.249999720 2,182,000.0000 17,728.75 12/31/2015 12X4219 1219307 09/30/2045 02010 3.249999720 1,450,000.0000 11,781.25 12/31/2015 12X4219 1219307 09/30/2046 02010 3.249999720 378,000.0000 3,071.25 12/31/2015 12X4219 1219307 09/30/2042 02011 4.429999800 2,461,000.0000 27,255.57 12/31/2015 12X4219 1219307 09/30/2043 02011 4.429999800 2,602,000.0000 28,817.15 12/31/2015 12X4219 1219307 09/30/2044 02011 4.429999800 1,097,000.0000 12,149.27 12/31/2015 12X4219 1219307 09/30/2045 02011 4.429999800 2,335,000.0000 25,860.12 12/31/2015 12X4219 1219307 09/30/2046 02011 4.429999800 174,000.0000 1,927.05 12/31/2015 12X4219 1219307 09/30/2043 02012 3.889999800 2,421,000.0000 23,544.22 12/31/2015 12X4219 1219307 09/30/2044 02012 3.889999800 3,666,000.0000 35,651.85 12/31/2015 12X4219 1219307 09/30/2045 02012 3.889999800 1,990,000.0000 19,352.75 12/31/2015 12X4219 1219307 09/30/2046 02012 3.889999800 134,000.0000 1,303.15 12/31/2015 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 36,165.15 12/31/2015 12X4219 1219307 09/30/2045 02013 3.780000000 3,860,000.0000 36,477.00 12/31/2015 12X4219 1219307 09/30/2046 02013 3.780000000 152,000.0000 1,436.40 12/31/2015 12X4219 1219307 09/30/2044 02014 2.759999760 818,000.0000 5,644.20 12/31/2015 12X4219 1219307 09/30/2045 02014 2.759999760 3,628,000.0000 25,033.20 12/31/2015 12X4219 1219307 09/30/2046 02014 2.759999760 1,484,000.0000 10,239.60 12/31/2015 12X4219 1219307 09/30/2045 02015 3.669999840 313,900.0000 2,880.03 12/31/2015 12X4219 1219307 09/30/2046 02015 3.669999840 367,000.0000 3,367.22 12/31/2015 ------------------------ ---------------------- 320,226,889.0000 4,030,859.12 ======================== ====================== 320,226,889.0000 4,030,859.12 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================