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 604.22 01/31/2016 13X4324 1324TRAD 09/30/2020 02003 4.179999960 837,417.8800 11,668.02 01/31/2016 13X4324 1324TRAD 09/30/2025 02004 4.399999920 1,086,476.5900 15,934.99 01/31/2016 13X4324 1324TRAD 09/30/2027 02005 4.500000000 24,592,053.2000 368,880.80 01/31/2016 13X4324 1324TRAD 09/30/2028 02006 4.609999800 424,919.3100 6,529.59 01/31/2016 13X4324 1324TRAD 09/30/2029 02007 4.209999840 3,381,899.3600 47,459.32 01/31/2016 13X4324 1324TRAD 09/30/2030 02008 2.909999880 5,927,656.3000 57,498.27 01/31/2016 13X4324 1324TRAD 09/30/2030 02009 3.279999960 5,284,099.0400 57,772.82 01/31/2016 13X4324 1324TRAD 09/30/2026 02010 3.259999800 49,108,247.6100 533,642.96 01/31/2016 13X4324 1324TRAD 09/30/2026 02011 3.985899840 39,526,379.7100 525,160.66 01/31/2016 13X4324 1324TRAD 09/30/2027 02012 2.529999720 19,460,950.8500 164,120.69 01/31/2016 13X4324 1324TRAD 09/30/2028 02013 2.947599720 33,800,454.5800 332,100.73 01/31/2016 13X4324 1324TRAD 09/30/2029 02014 2.108399760 68,644,756.7800 482,435.35 01/31/2016 13X4324 1324TRAD 09/30/2030 02015 3.053399760 47,667,809.4900 485,162.96 01/31/2016 ------------------------ ---------------------- 299,783,854.6100 3,088,971.38 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.670000000 117,427.3800 2,219.38 01/31/2016 13X4324 1324IFQ 09/30/2027 01999 6.129999720 361,018.1800 7,376.80 01/31/2016 13X4324 1324IFQ 09/30/2027 02000 5.899999680 314,733.0500 6,189.75 01/31/2016 13X4324 1324IFQ 09/30/2027 02001 4.889999880 201,129.0800 3,278.40 01/31/2016 13X4324 1324IFQ 09/30/2027 02002 4.500000000 831,857.4000 12,477.86 01/31/2016 13X4324 1324IFQ 09/30/2028 02003 4.149999720 714,709.3800 9,886.81 01/31/2016 13X4324 1324IFQ 09/30/2031 02004 4.219999920 679,402.6000 9,556.93 01/31/2016 13X4324 1324IFQ 09/30/2032 02005 4.299999840 994,583.6500 14,255.70 01/31/2016 13X4324 1324IFQ 09/30/2028 02006 4.739999760 938,103.7900 14,822.04 01/31/2016 13X4324 1324IFQ 09/30/2037 02007 4.140000000 1,122,276.5800 15,487.42 01/31/2016 13X4324 1324IFQ 09/30/2038 02008 3.799999800 2,301,317.0200 29,150.02 01/31/2016 13X4324 1324IFQ 09/30/2030 02009 3.299999760 2,682,653.3700 29,509.19 01/31/2016 13X4324 1324IFQ 09/30/2032 02010 2.733699960 4,842,581.6500 44,127.22 01/31/2016 13X4324 1324IFQ 09/30/2032 02011 4.259199960 3,508,553.7700 49,812.11 01/31/2016 13X4324 1324IFQ 09/30/2033 02012 3.548299680 4,419,320.4100 52,270.25 01/31/2016 13X4324 1324IFQ 09/30/2034 02013 3.422899800 719,623.5500 8,210.66 01/31/2016 13X4324 1324IFQ 09/30/2035 02014 2.513099880 797,638.9500 6,681.82 01/31/2016 13X4324 1324IFQ 09/30/2036 02015 3.458999880 1,207,592.0800 13,923.54 01/31/2016 ------------------------ ---------------------- 26,754,521.8900 329,235.90 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.809999680 29,666,690.2000 574,544.90 01/31/2016 ------------------------ ---------------------- 29,666,690.2000 574,544.90 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.969999800 31,970,778.4400 529,649.23 01/31/2016 ------------------------ ---------------------- 31,970,778.4400 529,649.23 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999960 102,075,092.1300 1,544,736.39 01/31/2016 ------------------------ ---------------------- 102,075,092.1300 1,544,736.39 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839999840 36,819,492.0500 594,021.14 01/31/2016 ------------------------ ---------------------- 36,819,492.0500 594,021.14 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.741799680 10,188,051.3700 127,072.17 01/31/2016 ------------------------ ---------------------- 10,188,051.3700 127,072.17 ======================== ====================== 537,258,480.6900 6,788,231.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00