Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.039999920 108,633.0000 1,462.92 01/31/2016 12X4269 1269216 09/30/2046 02006 4.039999920 1,000.0000 13.47 01/31/2016 12X4269 1269216 09/30/2047 02006 4.039999920 10,000.0000 134.67 01/31/2016 12X4269 1269216 09/30/2042 02007 4.109999760 1,282,347.0000 17,568.15 01/31/2016 12X4269 1269216 09/30/2044 02007 4.109999760 92,000.0000 1,260.40 01/31/2016 12X4269 1269216 09/30/2045 02007 4.109999760 3,000.0000 41.10 01/31/2016 12X4269 1269216 09/30/2046 02007 4.109999760 12,000.0000 164.40 01/31/2016 12X4269 1269216 09/30/2047 02007 4.109999760 5,000.0000 68.50 01/31/2016 12X4269 1269216 09/30/2043 02008 4.329999720 1,120,395.0000 16,171.03 01/31/2016 12X4269 1269216 09/30/2044 02008 4.329999720 4,169,000.0000 60,172.57 01/31/2016 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 12,857.88 01/31/2016 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 66,470.40 01/31/2016 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 9,604.80 01/31/2016 12X4269 1269216 09/30/2045 02010 3.469999680 1,615,733.0000 18,688.65 01/31/2016 12X4269 1269216 09/30/2046 02010 3.469999680 122,000.0000 1,411.13 01/31/2016 12X4269 1269216 09/30/2047 02010 3.469999680 10,000.0000 115.67 01/31/2016 12X4269 1269216 09/30/2048 02010 3.469999680 31,000.0000 358.57 01/31/2016 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 17,978.10 01/31/2016 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 1,264.20 01/31/2016 12X4269 1269216 09/30/2048 02011 4.410000000 225,000.0000 3,307.50 01/31/2016 12X4269 1269216 09/30/2049 02011 4.410000000 261,000.0000 3,836.70 01/31/2016 12X4269 1269216 09/30/2047 02012 3.169999800 2,346,000.0000 24,789.40 01/31/2016 12X4269 1269216 09/30/2048 02012 3.169999800 1,891,000.0000 19,981.57 01/31/2016 12X4269 1269216 09/30/2047 02013 4.179999960 161,000.0000 2,243.27 01/31/2016 12X4269 1269216 09/30/2048 02013 4.179999960 1,860,000.0000 25,916.00 01/31/2016 12X4269 1269216 09/30/2048 02014 3.079999800 1,738,000.0000 17,843.47 01/31/2016 12X4269 1269216 09/30/2049 02014 3.079999800 65,000.0000 667.33 01/31/2016 12X4269 1269216 09/30/2049 02015 3.079999800 346,000.0000 3,552.27 01/31/2016 ------------------------ ---------------------- 24,960,016.0000 327,944.12 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809999880 80,475.0000 1,022.03 01/31/2016 12X4269 1269230 09/30/2041 02005 3.809999880 707,000.0000 8,978.90 01/31/2016 12X4269 1269230 09/30/2042 02005 3.809999880 876,000.0000 11,125.20 01/31/2016 12X4269 1269230 09/30/2043 02005 3.809999880 630,000.0000 8,001.00 01/31/2016 12X4269 1269230 09/30/2044 02005 3.809999880 175,000.0000 2,222.50 01/31/2016 12X4269 1269230 09/30/2045 02005 3.809999880 1,219,000.0000 15,481.30 01/31/2016 12X4269 1269230 09/30/2046 02005 3.809999880 189,000.0000 2,400.30 01/31/2016 12X4269 1269230 09/30/2047 02005 3.809999880 491,000.0000 6,235.70 01/31/2016 12X4269 1269230 09/30/2042 02006 4.079999880 631,407.0000 8,587.14 01/31/2016 12X4269 1269230 09/30/2043 02006 4.079999880 205,000.0000 2,788.00 01/31/2016 12X4269 1269230 09/30/2044 02006 4.079999880 701,000.0000 9,533.60 01/31/2016 12X4269 1269230 09/30/2045 02006 4.079999880 296,000.0000 4,025.60 01/31/2016 12X4269 1269230 09/30/2047 02006 4.079999880 71,000.0000 965.60 01/31/2016 12X4269 1269230 09/30/2048 02006 4.079999880 96,000.0000 1,305.60 01/31/2016 12X4269 1269230 09/30/2045 02007 3.179999880 351,098.0000 3,721.64 01/31/2016 12X4269 1269230 09/30/2046 02007 3.179999880 817,000.0000 8,660.20 01/31/2016 12X4269 1269230 09/30/2047 02007 3.179999880 331,000.0000 3,508.60 01/31/2016 12X4269 1269230 09/30/2042 02008 3.809999880 347,383.0000 4,411.76 01/31/2016 12X4269 1269230 09/30/2044 02008 3.809999880 426,000.0000 5,410.20 01/31/2016 12X4269 1269230 09/30/2045 02008 3.809999880 103,000.0000 1,308.10 01/31/2016 12X4269 1269230 09/30/2046 02008 3.809999880 130,000.0000 1,651.00 01/31/2016 12X4269 1269230 09/30/2045 02009 4.879999800 1,046,022.0000 17,015.29 01/31/2016 12X4269 1269230 09/30/2046 02009 4.879999800 626,000.0000 10,182.93 01/31/2016 12X4269 1269230 09/30/2047 02009 4.879999800 967,000.0000 15,729.87 01/31/2016 12X4269 1269230 09/30/2048 02009 4.879999800 1,585,000.0000 25,782.67 01/31/2016 12X4269 1269230 09/30/2046 02011 4.459999680 1,002,000.0000 14,896.40 01/31/2016 12X4269 1269230 09/30/2047 02011 4.459999680 402,000.0000 5,976.40 01/31/2016 12X4269 1269230 09/30/2048 02011 4.459999680 1,601,700.0000 23,811.94 01/31/2016 12X4269 1269230 09/30/2046 02012 3.899999880 97,000.0000 1,261.00 01/31/2016 12X4269 1269230 09/30/2047 02012 3.899999880 780,000.0000 10,140.00 01/31/2016 12X4269 1269230 09/30/2048 02012 3.899999880 1,216,000.0000 15,808.00 01/31/2016 12X4269 1269230 09/30/2049 02012 3.899999880 925,000.0000 12,025.00 01/31/2016 12X4269 1269230 09/30/2049 02013 3.899999880 407,000.0000 5,291.00 01/31/2016 ------------------------ ---------------------- 19,528,085.0000 269,264.47 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.699999800 10,713,623.0000 167,846.76 01/31/2016 12X4269 1269215 09/30/2059 02006 4.699999800 4,549,000.0000 71,267.67 01/31/2016 12X4269 1269215 09/30/2060 02006 4.699999800 1,000,000.0000 15,666.67 01/31/2016 12X4269 1269215 09/30/2062 02006 4.699999800 85,000.0000 1,331.67 01/31/2016 12X4269 1269215 09/30/2063 02006 4.699999800 152,000.0000 2,381.33 01/31/2016 12X4269 1269215 09/30/2064 02006 4.699999800 1,441,000.0000 22,575.67 01/31/2016 12X4269 1269215 09/30/2065 02006 4.699999800 984,000.0000 15,416.00 01/31/2016 12X4269 1269215 09/30/2059 02007 4.109999760 13,046,234.0000 178,733.41 01/31/2016 12X4269 1269215 09/30/2060 02007 4.109999760 2,802,000.0000 38,387.40 01/31/2016 12X4269 1269215 09/30/2061 02007 4.109999760 1,428,000.0000 19,563.60 01/31/2016 12X4269 1269215 09/30/2062 02007 4.109999760 997,000.0000 13,658.90 01/31/2016 12X4269 1269215 09/30/2064 02007 4.109999760 2,980,000.0000 40,826.00 01/31/2016 12X4269 1269215 09/30/2065 02007 4.109999760 1,429,000.0000 19,577.30 01/31/2016 12X4269 1269215 09/30/2060 02008 4.009999680 3,181,984.0000 42,532.52 01/31/2016 12X4269 1269215 09/30/2061 02008 4.009999680 23,209,000.0000 310,226.97 01/31/2016 12X4269 1269215 09/30/2062 02008 4.009999680 4,997,100.0000 66,794.57 01/31/2016 12X4269 1269215 09/30/2063 02008 4.009999680 750,000.0000 10,025.00 01/31/2016 12X4269 1269215 09/30/2064 02008 4.009999680 3,405,000.0000 45,513.50 01/31/2016 12X4269 1269215 09/30/2065 02008 4.009999680 1,662,000.0000 22,215.40 01/31/2016 12X4269 1269215 09/30/2061 02009 4.099999680 8,837,659.0000 120,781.34 01/31/2016 12X4269 1269215 09/30/2062 02009 4.099999680 5,189,000.0000 70,916.33 01/31/2016 12X4269 1269215 09/30/2064 02009 4.099999680 3,172,000.0000 43,350.67 01/31/2016 12X4269 1269215 09/30/2065 02009 4.099999680 1,489,000.0000 20,349.67 01/31/2016 12X4269 1269215 09/30/2062 02010 3.639999960 10,675,886.0000 129,534.08 01/31/2016 12X4269 1269215 09/30/2063 02010 3.639999960 25,380,000.0000 307,944.00 01/31/2016 12X4269 1269215 09/30/2065 02010 3.639999960 2,058,000.0000 24,970.40 01/31/2016 12X4269 1269215 09/30/2066 02010 3.639999960 262,000.0000 3,178.93 01/31/2016 12X4269 1269215 09/30/2062 02011 2.929999680 6,213,695.0000 60,687.09 01/31/2016 12X4269 1269215 09/30/2063 02011 2.929999680 373,000.0000 3,642.97 01/31/2016 12X4269 1269215 09/30/2064 02011 2.929999680 4,693,000.0000 45,834.97 01/31/2016 12X4269 1269215 09/30/2065 02011 2.929999680 667,000.0000 6,514.37 01/31/2016 12X4269 1269215 09/30/2063 02012 4.249999800 4,408,000.0000 62,446.67 01/31/2016 12X4269 1269215 09/30/2064 02012 4.249999800 7,580,000.0000 107,383.33 01/31/2016 12X4269 1269215 09/30/2065 02012 4.249999800 1,523,000.0000 21,575.83 01/31/2016 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 26,785.80 01/31/2016 12X4269 1269215 09/30/2065 02013 4.140000000 547,000.0000 7,548.60 01/31/2016 12X4269 1269215 09/30/2064 02014 3.039999840 3,289,000.0000 33,328.53 01/31/2016 12X4269 1269215 09/30/2065 02014 3.039999840 27,044,000.0000 274,045.87 01/31/2016 12X4269 1269215 09/30/2066 02014 3.039999840 719,000.0000 7,285.87 01/31/2016 12X4269 1269215 09/30/2065 02015 3.039999840 8,941,000.0000 90,602.13 01/31/2016 12X4269 1269215 09/30/2066 02015 3.039999840 8,025,000.0000 81,320.00 01/31/2016 ------------------------ ---------------------- 211,839,181.0000 2,654,567.79 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.320000000 1,133,253.0000 16,318.84 01/31/2016 12X4269 1269217 09/30/2044 02006 4.320000000 109,000.0000 1,569.60 01/31/2016 12X4269 1269217 09/30/2045 02006 4.320000000 204,000.0000 2,937.60 01/31/2016 12X4269 1269217 09/30/2046 02006 4.320000000 174,000.0000 2,505.60 01/31/2016 12X4269 1269217 09/30/2047 02006 4.320000000 568,000.0000 8,179.20 01/31/2016 12X4269 1269217 09/30/2048 02006 4.320000000 1,252,000.0000 18,028.80 01/31/2016 12X4269 1269217 09/30/2042 02007 4.489999920 918,842.0000 13,752.00 01/31/2016 12X4269 1269217 09/30/2044 02007 4.489999920 230,000.0000 3,442.33 01/31/2016 12X4269 1269217 09/30/2045 02007 4.489999920 16,000.0000 239.47 01/31/2016 12X4269 1269217 09/30/2046 02007 4.489999920 77,000.0000 1,152.43 01/31/2016 12X4269 1269217 09/30/2047 02007 4.489999920 13,000.0000 194.57 01/31/2016 12X4269 1269217 09/30/2048 02007 4.489999920 102,000.0000 1,526.60 01/31/2016 12X4269 1269217 09/30/2044 02008 4.489999920 3,089,965.0000 46,246.48 01/31/2016 12X4269 1269217 09/30/2045 02008 4.489999920 2,134,000.0000 31,938.87 01/31/2016 12X4269 1269217 09/30/2046 02008 4.489999920 566,000.0000 8,471.13 01/31/2016 12X4269 1269217 09/30/2048 02008 4.489999920 235,000.0000 3,517.17 01/31/2016 12X4269 1269217 09/30/2045 02009 4.199999760 1,108,198.0000 15,514.77 01/31/2016 12X4269 1269217 09/30/2046 02009 4.199999760 1,154,000.0000 16,156.00 01/31/2016 12X4269 1269217 09/30/2047 02009 4.199999760 98,000.0000 1,372.00 01/31/2016 12X4269 1269217 09/30/2048 02009 4.199999760 39,000.0000 546.00 01/31/2016 12X4269 1269217 09/30/2045 02010 3.979999800 2,707,644.0000 35,921.41 01/31/2016 12X4269 1269217 09/30/2046 02010 3.979999800 5,694,000.0000 75,540.40 01/31/2016 12X4269 1269217 09/30/2047 02010 3.979999800 871,000.0000 11,555.27 01/31/2016 12X4269 1269217 09/30/2048 02010 3.979999800 1,731,000.0000 22,964.60 01/31/2016 12X4269 1269217 09/30/2046 02011 4.169999880 683,039.0000 9,494.24 01/31/2016 12X4269 1269217 09/30/2047 02011 4.169999880 1,689,000.0000 23,477.10 01/31/2016 12X4269 1269217 09/30/2048 02011 4.169999880 41,000.0000 569.90 01/31/2016 12X4269 1269217 09/30/2046 02012 3.619999800 117,000.0000 1,411.80 01/31/2016 12X4269 1269217 09/30/2047 02012 3.619999800 939,000.0000 11,330.60 01/31/2016 12X4269 1269217 09/30/2048 02012 3.619999800 552,000.0000 6,660.80 01/31/2016 12X4269 1269217 09/30/2046 02013 3.379999680 362,000.0000 4,078.53 01/31/2016 12X4269 1269217 09/30/2047 02013 3.379999680 221,000.0000 2,489.93 01/31/2016 12X4269 1269217 09/30/2048 02013 3.379999680 2,394,000.0000 26,972.40 01/31/2016 12X4269 1269217 09/30/2049 02013 3.379999680 33,000.0000 371.80 01/31/2016 12X4269 1269217 09/30/2048 02014 3.379999680 1,295,600.0000 14,597.09 01/31/2016 12X4269 1269217 09/30/2049 02014 3.379999680 378,000.0000 4,258.80 01/31/2016 12X4269 1269217 09/30/2049 02015 3.379999680 158,000.0000 1,780.13 01/31/2016 ------------------------ ---------------------- 33,087,541.0000 447,084.26 ======================== ====================== 289,414,823.0000 3,698,860.64 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00