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 129,536.54 01/31/2016 12X4219 1219307 09/30/2037 01992 6.789999960 2,860,000.0000 64,731.33 01/31/2016 12X4219 1219307 09/30/2041 01992 6.789999960 87,000.0000 1,969.10 01/31/2016 12X4219 1219307 09/30/2042 01992 6.789999960 69,000.0000 1,561.70 01/31/2016 12X4219 1219307 09/30/2043 01992 6.789999960 61,000.0000 1,380.63 01/31/2016 12X4219 1219307 09/30/2044 01992 6.789999960 126,000.0000 2,851.80 01/31/2016 12X4219 1219307 09/30/2025 01993 6.849999720 4,709,383.0000 107,530.91 01/31/2016 12X4219 1219307 09/30/2037 01993 6.849999720 1,230,000.0000 28,085.00 01/31/2016 12X4219 1219307 09/30/2038 01993 6.849999720 28,000.0000 639.33 01/31/2016 12X4219 1219307 09/30/2041 01993 6.849999720 192,000.0000 4,384.00 01/31/2016 12X4219 1219307 09/30/2042 01993 6.849999720 267,000.0000 6,096.50 01/31/2016 12X4219 1219307 09/30/2043 01993 6.849999720 41,000.0000 936.17 01/31/2016 12X4219 1219307 09/30/2045 01993 6.849999720 112,000.0000 2,557.33 01/31/2016 12X4219 1219307 09/30/2026 01994 6.889999680 3,692,003.0000 84,793.00 01/31/2016 12X4219 1219307 09/30/2027 01994 6.889999680 5,000,000.0000 114,833.33 01/31/2016 12X4219 1219307 09/30/2028 01994 6.889999680 2,800,000.0000 64,306.67 01/31/2016 12X4219 1219307 09/30/2029 01994 6.889999680 3,932,000.0000 90,304.93 01/31/2016 12X4219 1219307 09/30/2036 01994 6.889999680 120,000.0000 2,756.00 01/31/2016 12X4219 1219307 09/30/2037 01994 6.889999680 4,420,000.0000 101,512.67 01/31/2016 12X4219 1219307 09/30/2039 01994 6.889999680 1,000,000.0000 22,966.67 01/31/2016 12X4219 1219307 09/30/2041 01994 6.889999680 346,000.0000 7,946.47 01/31/2016 12X4219 1219307 09/30/2042 01994 6.889999680 785,000.0000 18,028.83 01/31/2016 12X4219 1219307 09/30/2043 01994 6.889999680 82,000.0000 1,883.27 01/31/2016 12X4219 1219307 09/30/2044 01994 6.889999680 236,000.0000 5,420.13 01/31/2016 12X4219 1219307 09/30/2027 01995 6.419999880 4,273,060.0000 91,443.48 01/31/2016 12X4219 1219307 09/30/2028 01995 6.419999880 6,000,000.0000 128,400.00 01/31/2016 12X4219 1219307 09/30/2029 01995 6.419999880 2,000,000.0000 42,800.00 01/31/2016 12X4219 1219307 09/30/2031 01995 6.419999880 2,000,000.0000 42,800.00 01/31/2016 12X4219 1219307 09/30/2033 01995 6.419999880 1,000,000.0000 21,400.00 01/31/2016 12X4219 1219307 09/30/2034 01995 6.419999880 110,000.0000 2,354.00 01/31/2016 12X4219 1219307 09/30/2036 01995 6.419999880 140,000.0000 2,996.00 01/31/2016 12X4219 1219307 09/30/2037 01995 6.419999880 4,750,000.0000 101,650.00 01/31/2016 12X4219 1219307 09/30/2039 01995 6.419999880 2,991,000.0000 64,007.40 01/31/2016 12X4219 1219307 09/30/2041 01995 6.419999880 74,000.0000 1,583.60 01/31/2016 12X4219 1219307 09/30/2042 01995 6.419999880 199,000.0000 4,258.60 01/31/2016 12X4219 1219307 09/30/2043 01995 6.419999880 516,000.0000 11,042.40 01/31/2016 12X4219 1219307 09/30/2027 01996 6.159999960 1,064,783.0000 21,863.54 01/31/2016 12X4219 1219307 09/30/2028 01996 6.159999960 2,000,000.0000 41,066.67 01/31/2016 12X4219 1219307 09/30/2029 01996 6.159999960 1,000,000.0000 20,533.33 01/31/2016 12X4219 1219307 09/30/2032 01996 6.159999960 1,000,000.0000 20,533.33 01/31/2016 12X4219 1219307 09/30/2033 01996 6.159999960 1,000,000.0000 20,533.33 01/31/2016 12X4219 1219307 09/30/2034 01996 6.159999960 300,000.0000 6,160.00 01/31/2016 12X4219 1219307 09/30/2036 01996 6.159999960 298,000.0000 6,118.93 01/31/2016 12X4219 1219307 09/30/2037 01996 6.159999960 1,082,000.0000 22,217.07 01/31/2016 12X4219 1219307 09/30/2038 01996 6.159999960 902,000.0000 18,521.07 01/31/2016 12X4219 1219307 09/30/2039 01996 6.159999960 575,000.0000 11,806.67 01/31/2016 12X4219 1219307 09/30/2040 01996 6.159999960 229,000.0000 4,702.13 01/31/2016 12X4219 1219307 09/30/2041 01996 6.159999960 32,000.0000 657.07 01/31/2016 12X4219 1219307 09/30/2042 01996 6.159999960 106,000.0000 2,176.53 01/31/2016 12X4219 1219307 09/30/2043 01996 6.159999960 257,000.0000 5,277.07 01/31/2016 12X4219 1219307 09/30/2029 01997 6.039999720 3,422,856.0000 68,913.50 01/31/2016 12X4219 1219307 09/30/2031 01997 6.039999720 3,000,000.0000 60,400.00 01/31/2016 12X4219 1219307 09/30/2032 01997 6.039999720 1,000,000.0000 20,133.33 01/31/2016 12X4219 1219307 09/30/2033 01997 6.039999720 1,000,000.0000 20,133.33 01/31/2016 12X4219 1219307 09/30/2034 01997 6.039999720 310,000.0000 6,241.33 01/31/2016 12X4219 1219307 09/30/2035 01997 6.039999720 360,000.0000 7,248.00 01/31/2016 12X4219 1219307 09/30/2036 01997 6.039999720 418,000.0000 8,415.73 01/31/2016 12X4219 1219307 09/30/2037 01997 6.039999720 1,626,000.0000 32,736.80 01/31/2016 12X4219 1219307 09/30/2038 01997 6.039999720 211,000.0000 4,248.13 01/31/2016 12X4219 1219307 09/30/2041 01997 6.039999720 332,000.0000 6,684.27 01/31/2016 12X4219 1219307 09/30/2042 01997 6.039999720 315,000.0000 6,342.00 01/31/2016 12X4219 1219307 09/30/2043 01997 6.039999720 223,000.0000 4,489.73 01/31/2016 12X4219 1219307 09/30/2044 01997 6.039999720 96,000.0000 1,932.80 01/31/2016 12X4219 1219307 09/30/2031 01998 5.899999680 3,000,000.0000 59,000.00 01/31/2016 12X4219 1219307 09/30/2032 01998 5.899999680 2,000,000.0000 39,333.33 01/31/2016 12X4219 1219307 09/30/2033 01998 5.899999680 1,500,000.0000 29,500.00 01/31/2016 12X4219 1219307 09/30/2034 01998 5.899999680 800,000.0000 15,733.33 01/31/2016 12X4219 1219307 09/30/2036 01998 5.899999680 168,000.0000 3,304.00 01/31/2016 12X4219 1219307 09/30/2037 01998 5.899999680 1,712,000.0000 33,669.33 01/31/2016 12X4219 1219307 09/30/2038 01998 5.899999680 208,000.0000 4,090.67 01/31/2016 12X4219 1219307 09/30/2039 01998 5.899999680 250,000.0000 4,916.67 01/31/2016 12X4219 1219307 09/30/2041 01998 5.899999680 107,000.0000 2,104.33 01/31/2016 12X4219 1219307 09/30/2042 01998 5.899999680 8,000.0000 157.33 01/31/2016 12X4219 1219307 09/30/2043 01998 5.899999680 135,000.0000 2,655.00 01/31/2016 12X4219 1219307 09/30/2044 01998 5.899999680 140,000.0000 2,753.33 01/31/2016 12X4219 1219307 09/30/2031 01999 5.909999760 2,028,465.0000 39,960.76 01/31/2016 12X4219 1219307 09/30/2032 01999 5.909999760 3,000,000.0000 59,100.00 01/31/2016 12X4219 1219307 09/30/2033 01999 5.909999760 1,000,000.0000 19,700.00 01/31/2016 12X4219 1219307 09/30/2034 01999 5.909999760 1,280,000.0000 25,216.00 01/31/2016 12X4219 1219307 09/30/2035 01999 5.909999760 818,000.0000 16,114.60 01/31/2016 12X4219 1219307 09/30/2036 01999 5.909999760 405,000.0000 7,978.50 01/31/2016 12X4219 1219307 09/30/2037 01999 5.909999760 1,654,000.0000 32,583.80 01/31/2016 12X4219 1219307 09/30/2038 01999 5.909999760 143,000.0000 2,817.10 01/31/2016 12X4219 1219307 09/30/2041 01999 5.909999760 30,000.0000 591.00 01/31/2016 12X4219 1219307 09/30/2042 01999 5.909999760 317,000.0000 6,244.90 01/31/2016 12X4219 1219307 09/30/2043 01999 5.909999760 216,000.0000 4,255.20 01/31/2016 12X4219 1219307 09/30/2044 01999 5.909999760 5,000.0000 98.50 01/31/2016 12X4219 1219307 09/30/2032 02000 5.699999880 5,000,000.0000 95,000.00 01/31/2016 12X4219 1219307 09/30/2033 02000 5.699999880 3,000,000.0000 57,000.00 01/31/2016 12X4219 1219307 09/30/2034 02000 5.699999880 1,660,000.0000 31,540.00 01/31/2016 12X4219 1219307 09/30/2035 02000 5.699999880 1,300,000.0000 24,700.00 01/31/2016 12X4219 1219307 09/30/2036 02000 5.699999880 172,000.0000 3,268.00 01/31/2016 12X4219 1219307 09/30/2037 02000 5.699999880 2,206,000.0000 41,914.00 01/31/2016 12X4219 1219307 09/30/2038 02000 5.699999880 185,000.0000 3,515.00 01/31/2016 12X4219 1219307 09/30/2041 02000 5.699999880 140,000.0000 2,660.00 01/31/2016 12X4219 1219307 09/30/2042 02000 5.699999880 158,000.0000 3,002.00 01/31/2016 12X4219 1219307 09/30/2043 02000 5.699999880 364,000.0000 6,916.00 01/31/2016 12X4219 1219307 09/30/2034 02001 4.979999880 4,500,000.0000 74,700.00 01/31/2016 12X4219 1219307 09/30/2035 02001 4.979999880 2,000,000.0000 33,200.00 01/31/2016 12X4219 1219307 09/30/2036 02001 4.979999880 1,852,000.0000 30,743.20 01/31/2016 12X4219 1219307 09/30/2037 02001 4.979999880 2,464,000.0000 40,902.40 01/31/2016 12X4219 1219307 09/30/2038 02001 4.979999880 1,293,000.0000 21,463.80 01/31/2016 12X4219 1219307 09/30/2039 02001 4.979999880 1,266,000.0000 21,015.60 01/31/2016 12X4219 1219307 09/30/2040 02001 4.979999880 180,000.0000 2,988.00 01/31/2016 12X4219 1219307 09/30/2041 02001 4.979999880 146,000.0000 2,423.60 01/31/2016 12X4219 1219307 09/30/2042 02001 4.979999880 326,000.0000 5,411.60 01/31/2016 12X4219 1219307 09/30/2043 02001 4.979999880 298,000.0000 4,946.80 01/31/2016 12X4219 1219307 09/30/2034 02002 4.809999960 5,255,284.0000 84,259.72 01/31/2016 12X4219 1219307 09/30/2035 02002 4.809999960 2,135,000.0000 34,231.17 01/31/2016 12X4219 1219307 09/30/2036 02002 4.809999960 2,353,000.0000 37,726.43 01/31/2016 12X4219 1219307 09/30/2037 02002 4.809999960 2,050,000.0000 32,868.33 01/31/2016 12X4219 1219307 09/30/2038 02002 4.809999960 1,436,000.0000 23,023.87 01/31/2016 12X4219 1219307 09/30/2039 02002 4.809999960 808,000.0000 12,954.93 01/31/2016 12X4219 1219307 09/30/2041 02002 4.809999960 265,000.0000 4,248.83 01/31/2016 12X4219 1219307 09/30/2042 02002 4.809999960 58,000.0000 929.93 01/31/2016 12X4219 1219307 09/30/2043 02002 4.809999960 182,000.0000 2,918.07 01/31/2016 12X4219 1219307 09/30/2034 02003 4.799999880 1,538,109.0000 24,609.74 01/31/2016 12X4219 1219307 09/30/2035 02003 4.799999880 5,035,000.0000 80,560.00 01/31/2016 12X4219 1219307 09/30/2036 02003 4.799999880 4,071,000.0000 65,136.00 01/31/2016 12X4219 1219307 09/30/2037 02003 4.799999880 4,095,000.0000 65,520.00 01/31/2016 12X4219 1219307 09/30/2038 02003 4.799999880 1,493,000.0000 23,888.00 01/31/2016 12X4219 1219307 09/30/2039 02003 4.799999880 1,179,000.0000 18,864.00 01/31/2016 12X4219 1219307 09/30/2040 02003 4.799999880 567,000.0000 9,072.00 01/31/2016 12X4219 1219307 09/30/2041 02003 4.799999880 359,000.0000 5,744.00 01/31/2016 12X4219 1219307 09/30/2042 02003 4.799999880 108,000.0000 1,728.00 01/31/2016 12X4219 1219307 09/30/2043 02003 4.799999880 156,000.0000 2,496.00 01/31/2016 12X4219 1219307 09/30/2044 02003 4.799999880 3,000.0000 48.00 01/31/2016 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 44,499.83 01/31/2016 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 71,494.80 01/31/2016 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 64,615.20 01/31/2016 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 18,751.20 01/31/2016 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 15,116.40 01/31/2016 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 9,048.00 01/31/2016 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 7,425.60 01/31/2016 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 5,694.00 01/31/2016 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 4,227.60 01/31/2016 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 2,386.80 01/31/2016 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 842.40 01/31/2016 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 54,531.63 01/31/2016 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 86,408.40 01/31/2016 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 36,504.00 01/31/2016 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 29,796.00 01/31/2016 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 19,406.40 01/31/2016 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 16,052.40 01/31/2016 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 3,120.00 01/31/2016 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 5,990.40 01/31/2016 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 46.80 01/31/2016 12X4219 1219307 09/30/2037 02006 4.549999680 1,637,874.0000 24,841.09 01/31/2016 12X4219 1219307 09/30/2038 02006 4.549999680 3,541,000.0000 53,705.17 01/31/2016 12X4219 1219307 09/30/2039 02006 4.549999680 5,528,000.0000 83,841.33 01/31/2016 12X4219 1219307 09/30/2040 02006 4.549999680 3,615,000.0000 54,827.50 01/31/2016 12X4219 1219307 09/30/2041 02006 4.549999680 1,372,000.0000 20,808.67 01/31/2016 12X4219 1219307 09/30/2042 02006 4.549999680 774,000.0000 11,739.00 01/31/2016 12X4219 1219307 09/30/2043 02006 4.549999680 704,000.0000 10,677.33 01/31/2016 12X4219 1219307 09/30/2044 02006 4.549999680 408,000.0000 6,188.00 01/31/2016 12X4219 1219307 09/30/2038 02007 4.089999960 4,552,441.0000 62,064.95 01/31/2016 12X4219 1219307 09/30/2039 02007 4.089999960 4,136,000.0000 56,387.47 01/31/2016 12X4219 1219307 09/30/2040 02007 4.089999960 4,483,000.0000 61,118.23 01/31/2016 12X4219 1219307 09/30/2041 02007 4.089999960 2,193,000.0000 29,897.90 01/31/2016 12X4219 1219307 09/30/2042 02007 4.089999960 1,129,000.0000 15,392.03 01/31/2016 12X4219 1219307 09/30/2043 02007 4.089999960 859,000.0000 11,711.03 01/31/2016 12X4219 1219307 09/30/2044 02007 4.089999960 1,181,000.0000 16,100.97 01/31/2016 12X4219 1219307 09/30/2045 02007 4.089999960 90,000.0000 1,227.00 01/31/2016 12X4219 1219307 09/30/2046 02007 4.089999960 144,000.0000 1,963.20 01/31/2016 12X4219 1219307 09/30/2039 02008 3.679999920 4,463,938.0000 54,757.64 01/31/2016 12X4219 1219307 09/30/2040 02008 3.679999920 5,423,000.0000 66,522.13 01/31/2016 12X4219 1219307 09/30/2041 02008 3.679999920 4,351,000.0000 53,372.27 01/31/2016 12X4219 1219307 09/30/2042 02008 3.679999920 1,987,000.0000 24,373.87 01/31/2016 12X4219 1219307 09/30/2043 02008 3.679999920 975,000.0000 11,960.00 01/31/2016 12X4219 1219307 09/30/2044 02008 3.679999920 1,777,000.0000 21,797.87 01/31/2016 12X4219 1219307 09/30/2045 02008 3.679999920 347,000.0000 4,256.53 01/31/2016 12X4219 1219307 09/30/2040 02009 4.439999880 5,839,473.0000 86,424.20 01/31/2016 12X4219 1219307 09/30/2041 02009 4.439999880 4,146,000.0000 61,360.80 01/31/2016 12X4219 1219307 09/30/2042 02009 4.439999880 2,733,000.0000 40,448.40 01/31/2016 12X4219 1219307 09/30/2043 02009 4.439999880 2,384,000.0000 35,283.20 01/31/2016 12X4219 1219307 09/30/2044 02009 4.439999880 545,000.0000 8,066.00 01/31/2016 12X4219 1219307 09/30/2045 02009 4.439999880 429,000.0000 6,349.20 01/31/2016 12X4219 1219307 09/30/2046 02009 4.439999880 383,000.0000 5,668.40 01/31/2016 12X4219 1219307 09/30/2041 02010 3.249999720 6,087,886.0000 65,952.10 01/31/2016 12X4219 1219307 09/30/2042 02010 3.249999720 4,512,000.0000 48,880.00 01/31/2016 12X4219 1219307 09/30/2043 02010 3.249999720 3,780,000.0000 40,950.00 01/31/2016 12X4219 1219307 09/30/2044 02010 3.249999720 2,182,000.0000 23,638.33 01/31/2016 12X4219 1219307 09/30/2045 02010 3.249999720 1,450,000.0000 15,708.33 01/31/2016 12X4219 1219307 09/30/2046 02010 3.249999720 378,000.0000 4,095.00 01/31/2016 12X4219 1219307 09/30/2042 02011 4.429999800 2,461,000.0000 36,340.77 01/31/2016 12X4219 1219307 09/30/2043 02011 4.429999800 2,602,000.0000 38,422.87 01/31/2016 12X4219 1219307 09/30/2044 02011 4.429999800 1,097,000.0000 16,199.03 01/31/2016 12X4219 1219307 09/30/2045 02011 4.429999800 2,335,000.0000 34,480.17 01/31/2016 12X4219 1219307 09/30/2046 02011 4.429999800 288,000.0000 4,252.80 01/31/2016 12X4219 1219307 09/30/2043 02012 3.889999800 2,421,000.0000 31,392.30 01/31/2016 12X4219 1219307 09/30/2044 02012 3.889999800 3,666,000.0000 47,535.80 01/31/2016 12X4219 1219307 09/30/2045 02012 3.889999800 1,990,000.0000 25,803.67 01/31/2016 12X4219 1219307 09/30/2046 02012 3.889999800 134,000.0000 1,737.53 01/31/2016 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 48,220.20 01/31/2016 12X4219 1219307 09/30/2045 02013 3.780000000 3,860,000.0000 48,636.00 01/31/2016 12X4219 1219307 09/30/2046 02013 3.780000000 254,000.0000 3,200.40 01/31/2016 12X4219 1219307 09/30/2044 02014 2.759999760 818,000.0000 7,525.60 01/31/2016 12X4219 1219307 09/30/2045 02014 2.759999760 3,628,000.0000 33,377.60 01/31/2016 12X4219 1219307 09/30/2046 02014 2.759999760 1,484,000.0000 13,652.80 01/31/2016 12X4219 1219307 09/30/2045 02015 3.669999840 313,900.0000 3,840.04 01/31/2016 12X4219 1219307 09/30/2046 02015 3.669999840 579,000.0000 7,083.10 01/31/2016 ------------------------ ---------------------- 320,782,889.0000 5,381,861.86 ======================== ====================== 320,782,889.0000 5,381,861.86 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00