Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRAD SUB-COHORT 13X4324 1324TRAD 09/30/2017 02001 4.449999960 40,733.9100 453.16 12/31/2015 13X4324 1324TRAD 09/30/2020 02003 4.179999960 837,417.8800 8,751.02 12/31/2015 13X4324 1324TRAD 09/30/2025 02004 4.399999920 1,086,476.5900 11,951.24 12/31/2015 13X4324 1324TRAD 09/30/2027 02005 4.500000000 24,592,053.2000 276,660.60 12/31/2015 13X4324 1324TRAD 09/30/2028 02006 4.609999800 424,919.3100 4,897.20 12/31/2015 13X4324 1324TRAD 09/30/2029 02007 4.209999840 3,381,899.3600 35,594.49 12/31/2015 13X4324 1324TRAD 09/30/2030 02008 2.909999880 5,927,656.3000 43,123.70 12/31/2015 13X4324 1324TRAD 09/30/2030 02009 3.279999960 5,284,099.0400 43,329.61 12/31/2015 13X4324 1324TRAD 09/30/2026 02010 3.259999800 49,108,247.6100 400,232.22 12/31/2015 13X4324 1324TRAD 09/30/2026 02011 3.985899840 39,526,379.7100 393,870.49 12/31/2015 13X4324 1324TRAD 09/30/2027 02012 2.529999720 19,460,950.8500 123,090.51 12/31/2015 13X4324 1324TRAD 09/30/2028 02013 2.947599720 33,800,454.5800 249,075.55 12/31/2015 13X4324 1324TRAD 09/30/2029 02014 2.108399760 68,644,756.7800 361,826.51 12/31/2015 13X4324 1324TRAD 09/30/2030 02015 3.053399760 47,222,111.9900 360,469.99 12/31/2015 ------------------------ ---------------------- 299,338,157.1100 2,313,326.29 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.670000000 117,427.3800 1,664.53 12/31/2015 13X4324 1324IFQ 09/30/2027 01999 6.129999720 361,018.1800 5,532.60 12/31/2015 13X4324 1324IFQ 09/30/2027 02000 5.899999680 314,733.0500 4,642.31 12/31/2015 13X4324 1324IFQ 09/30/2027 02001 4.889999880 201,129.0800 2,458.80 12/31/2015 13X4324 1324IFQ 09/30/2027 02002 4.500000000 831,857.4000 9,358.40 12/31/2015 13X4324 1324IFQ 09/30/2028 02003 4.149999720 714,709.3800 7,415.11 12/31/2015 13X4324 1324IFQ 09/30/2031 02004 4.219999920 679,402.6000 7,167.70 12/31/2015 13X4324 1324IFQ 09/30/2032 02005 4.299999840 994,583.6500 10,691.77 12/31/2015 13X4324 1324IFQ 09/30/2028 02006 4.739999760 938,103.7900 11,116.53 12/31/2015 13X4324 1324IFQ 09/30/2037 02007 4.140000000 1,122,276.5800 11,615.56 12/31/2015 13X4324 1324IFQ 09/30/2038 02008 3.799999800 2,301,317.0200 21,862.51 12/31/2015 13X4324 1324IFQ 09/30/2030 02009 3.299999760 2,682,653.3700 22,131.89 12/31/2015 13X4324 1324IFQ 09/30/2032 02010 2.733699960 4,842,581.6500 33,095.41 12/31/2015 13X4324 1324IFQ 09/30/2032 02011 4.259199960 3,508,553.7700 37,359.08 12/31/2015 13X4324 1324IFQ 09/30/2033 02012 3.548299680 4,419,320.4100 39,202.69 12/31/2015 13X4324 1324IFQ 09/30/2034 02013 3.422899800 719,623.5500 6,158.00 12/31/2015 13X4324 1324IFQ 09/30/2035 02014 2.513099880 797,638.9500 5,011.37 12/31/2015 13X4324 1324IFQ 09/30/2036 02015 3.458999880 1,207,592.0800 10,442.65 12/31/2015 ------------------------ ---------------------- 26,754,521.8900 246,926.91 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.809999680 29,666,690.2000 430,908.68 12/31/2015 ------------------------ ---------------------- 29,666,690.2000 430,908.68 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.969999800 31,970,778.4400 397,236.92 12/31/2015 ------------------------ ---------------------- 31,970,778.4400 397,236.92 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999960 102,075,092.1300 1,158,552.30 12/31/2015 ------------------------ ---------------------- 102,075,092.1300 1,158,552.30 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839999840 36,819,492.0500 445,515.85 12/31/2015 ------------------------ ---------------------- 36,819,492.0500 445,515.85 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.741799680 10,188,051.3700 95,304.13 12/31/2015 ------------------------ ---------------------- 10,188,051.3700 95,304.13 ======================== ====================== 536,812,783.1900 5,087,771.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================