Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2036 01992 6.669999720 38,480.9300 855.56 01/31/2016 12X4210 1210830 09/30/2038 01992 6.669999720 30,000.0000 667.00 01/31/2016 12X4210 1210830 09/30/2028 01993 6.859999800 1,041,943.0000 23,825.76 01/31/2016 12X4210 1210830 09/30/2032 01993 6.859999800 118,300.0000 2,705.13 01/31/2016 12X4210 1210830 09/30/2034 01993 6.859999800 48,000.0000 1,097.60 01/31/2016 12X4210 1210830 09/30/2035 01993 6.859999800 2,000.0000 45.73 01/31/2016 12X4210 1210830 09/30/2036 01993 6.859999800 1,238,000.0000 28,308.93 01/31/2016 12X4210 1210830 09/30/2031 01994 6.089999760 3,910,000.0000 79,373.00 01/31/2016 12X4210 1210830 09/30/2032 01994 6.089999760 100,000.0000 2,030.00 01/31/2016 12X4210 1210830 09/30/2034 01994 6.089999760 31,000.0000 629.30 01/31/2016 12X4210 1210830 09/30/2035 01994 6.089999760 23,000.0000 466.90 01/31/2016 12X4210 1210830 09/30/2036 01994 6.089999760 755,000.0000 15,326.50 01/31/2016 12X4210 1210830 09/30/2031 01995 5.509999800 1,590,399.0000 29,210.33 01/31/2016 12X4210 1210830 09/30/2032 01995 5.509999800 7,320,000.0000 134,444.00 01/31/2016 12X4210 1210830 09/30/2033 01995 5.509999800 120,000.0000 2,204.00 01/31/2016 12X4210 1210830 09/30/2034 01995 5.509999800 100,000.0000 1,836.67 01/31/2016 12X4210 1210830 09/30/2035 01995 5.509999800 5,000.0000 91.83 01/31/2016 12X4210 1210830 09/30/2036 01995 5.509999800 79,000.0000 1,450.97 01/31/2016 12X4210 1210830 09/30/2037 01995 5.509999800 1,000.0000 18.37 01/31/2016 12X4210 1210830 09/30/2032 01996 5.299999920 3,286,457.0000 58,060.74 01/31/2016 12X4210 1210830 09/30/2033 01996 5.299999920 322,000.0000 5,688.67 01/31/2016 12X4210 1210830 09/30/2034 01996 5.299999920 253,000.0000 4,469.67 01/31/2016 12X4210 1210830 09/30/2035 01996 5.299999920 183,000.0000 3,233.00 01/31/2016 12X4210 1210830 09/30/2036 01996 5.299999920 344,000.0000 6,077.33 01/31/2016 12X4210 1210830 09/30/2037 01996 5.299999920 1,000.0000 17.67 01/31/2016 12X4210 1210830 09/30/2030 01997 5.220000000 950,000.0000 16,530.00 01/31/2016 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 67,459.80 01/31/2016 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 50,442.60 01/31/2016 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 8,195.40 01/31/2016 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 974.40 01/31/2016 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 435.00 01/31/2016 12X4210 1210830 09/30/2030 01998 4.939999920 3,325,989.0000 54,767.95 01/31/2016 12X4210 1210830 09/30/2031 01998 4.939999920 7,960,000.0000 131,074.67 01/31/2016 12X4210 1210830 09/30/2032 01998 4.939999920 2,268,000.0000 37,346.40 01/31/2016 12X4210 1210830 09/30/2033 01998 4.939999920 1,644,000.0000 27,071.20 01/31/2016 12X4210 1210830 09/30/2035 01998 4.939999920 22,000.0000 362.27 01/31/2016 12X4210 1210830 09/30/2036 01998 4.939999920 673,000.0000 11,082.07 01/31/2016 12X4210 1210830 09/30/2022 01999 4.649999760 2,807,000.0000 43,508.50 01/31/2016 12X4210 1210830 09/30/2031 01999 4.649999760 5,548,000.0000 85,994.00 01/31/2016 12X4210 1210830 09/30/2032 01999 4.649999760 5,210,000.0000 80,755.00 01/31/2016 12X4210 1210830 09/30/2033 01999 4.649999760 5,066,000.0000 78,523.00 01/31/2016 12X4210 1210830 09/30/2034 01999 4.649999760 262,000.0000 4,061.00 01/31/2016 12X4210 1210830 09/30/2035 01999 4.649999760 340,000.0000 5,270.00 01/31/2016 12X4210 1210830 09/30/2036 01999 4.649999760 1,480,000.0000 22,940.00 01/31/2016 12X4210 1210830 09/30/2037 01999 4.649999760 13,000.0000 201.50 01/31/2016 12X4210 1210830 09/30/2021 02000 4.839999840 24,235,043.0000 390,992.03 01/31/2016 12X4210 1210830 09/30/2031 02000 4.839999840 5,131,000.0000 82,780.13 01/31/2016 12X4210 1210830 09/30/2032 02000 4.839999840 2,223,000.0000 35,864.40 01/31/2016 12X4210 1210830 09/30/2033 02000 4.839999840 926,000.0000 14,939.47 01/31/2016 12X4210 1210830 09/30/2034 02000 4.839999840 153,000.0000 2,468.40 01/31/2016 12X4210 1210830 09/30/2023 02001 4.349999880 6,512,000.0000 94,424.00 01/31/2016 12X4210 1210830 09/30/2031 02001 4.349999880 4,514,000.0000 65,453.00 01/31/2016 12X4210 1210830 09/30/2032 02001 4.349999880 3,233,000.0000 46,878.50 01/31/2016 12X4210 1210830 09/30/2033 02001 4.349999880 1,940,000.0000 28,130.00 01/31/2016 12X4210 1210830 09/30/2034 02001 4.349999880 234,000.0000 3,393.00 01/31/2016 12X4210 1210830 09/30/2035 02001 4.349999880 275,000.0000 3,987.50 01/31/2016 12X4210 1210830 09/30/2036 02001 4.349999880 629,000.0000 9,120.50 01/31/2016 12X4210 1210830 09/30/2037 02001 4.349999880 15,000.0000 217.50 01/31/2016 12X4210 1210830 09/30/2038 02001 4.349999880 1,250,000.0000 18,125.00 01/31/2016 12X4210 1210830 09/30/2032 02002 4.849999920 6,714,000.0000 108,543.00 01/31/2016 12X4210 1210830 09/30/2033 02002 4.849999920 7,861,000.0000 127,086.17 01/31/2016 12X4210 1210830 09/30/2034 02002 4.849999920 674,000.0000 10,896.33 01/31/2016 12X4210 1210830 09/30/2035 02002 4.849999920 3,072,000.0000 49,664.00 01/31/2016 12X4210 1210830 09/30/2037 02002 4.849999920 58,000.0000 937.67 01/31/2016 12X4210 1210830 09/30/2032 02003 3.529999800 4,772,649.0000 56,158.17 01/31/2016 12X4210 1210830 09/30/2033 02003 3.529999800 8,514,000.0000 100,181.40 01/31/2016 12X4210 1210830 09/30/2034 02003 3.529999800 12,189,000.0000 143,423.90 01/31/2016 12X4210 1210830 09/30/2035 02003 3.529999800 4,496,000.0000 52,902.93 01/31/2016 12X4210 1210830 09/30/2036 02003 3.529999800 93,000.0000 1,094.30 01/31/2016 12X4210 1210830 09/30/2037 02003 3.529999800 1,298,000.0000 15,273.13 01/31/2016 12X4210 1210830 09/30/2026 02004 3.969999720 4,632,572.0000 61,304.37 01/31/2016 12X4210 1210830 09/30/2031 02004 3.969999720 11,582,000.0000 153,268.47 01/31/2016 12X4210 1210830 09/30/2032 02004 3.969999720 5,497,000.0000 72,743.63 01/31/2016 12X4210 1210830 09/30/2033 02004 3.969999720 6,090,000.0000 80,591.00 01/31/2016 12X4210 1210830 09/30/2034 02004 3.969999720 3,411,000.0000 45,138.90 01/31/2016 12X4210 1210830 09/30/2035 02004 3.969999720 572,000.0000 7,569.47 01/31/2016 12X4210 1210830 09/30/2036 02004 3.969999720 55,000.0000 727.83 01/31/2016 12X4210 1210830 09/30/2027 02005 4.069999800 2,539,100.0000 34,447.12 01/31/2016 12X4210 1210830 09/30/2031 02005 4.069999800 22,576,000.0000 306,281.07 01/31/2016 12X4210 1210830 09/30/2032 02005 4.069999800 12,333,000.0000 167,317.70 01/31/2016 12X4210 1210830 09/30/2033 02005 4.069999800 2,878,000.0000 39,044.87 01/31/2016 12X4210 1210830 09/30/2034 02005 4.069999800 4,812,000.0000 65,282.80 01/31/2016 12X4210 1210830 09/30/2035 02005 4.069999800 2,961,414.0000 40,176.52 01/31/2016 12X4210 1210830 09/30/2036 02005 4.069999800 1,188,000.0000 16,117.20 01/31/2016 12X4210 1210830 09/30/2037 02005 4.069999800 3,000.0000 40.70 01/31/2016 ------------------------ ---------------------- 247,979,346.9300 3,682,115.50 ======================== ====================== 247,979,346.9300 3,682,115.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00