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 1,069.45 02/29/2016 12X4210 1210830 09/30/2038 01992 6.669999720 30,000.0000 833.75 02/29/2016 12X4210 1210830 09/30/2028 01993 6.859999800 1,041,943.0000 29,782.20 02/29/2016 12X4210 1210830 09/30/2032 01993 6.859999800 118,300.0000 3,381.41 02/29/2016 12X4210 1210830 09/30/2034 01993 6.859999800 48,000.0000 1,372.00 02/29/2016 12X4210 1210830 09/30/2035 01993 6.859999800 2,000.0000 57.17 02/29/2016 12X4210 1210830 09/30/2036 01993 6.859999800 1,238,000.0000 35,386.17 02/29/2016 12X4210 1210830 09/30/2031 01994 6.089999760 3,910,000.0000 99,216.25 02/29/2016 12X4210 1210830 09/30/2032 01994 6.089999760 100,000.0000 2,537.50 02/29/2016 12X4210 1210830 09/30/2034 01994 6.089999760 31,000.0000 786.62 02/29/2016 12X4210 1210830 09/30/2035 01994 6.089999760 23,000.0000 583.62 02/29/2016 12X4210 1210830 09/30/2036 01994 6.089999760 755,000.0000 19,158.12 02/29/2016 12X4210 1210830 09/30/2031 01995 5.509999800 1,590,399.0000 36,512.91 02/29/2016 12X4210 1210830 09/30/2032 01995 5.509999800 7,320,000.0000 168,055.00 02/29/2016 12X4210 1210830 09/30/2033 01995 5.509999800 120,000.0000 2,755.00 02/29/2016 12X4210 1210830 09/30/2034 01995 5.509999800 100,000.0000 2,295.83 02/29/2016 12X4210 1210830 09/30/2035 01995 5.509999800 5,000.0000 114.79 02/29/2016 12X4210 1210830 09/30/2036 01995 5.509999800 79,000.0000 1,813.71 02/29/2016 12X4210 1210830 09/30/2037 01995 5.509999800 1,000.0000 22.96 02/29/2016 12X4210 1210830 09/30/2032 01996 5.299999920 3,286,457.0000 72,575.93 02/29/2016 12X4210 1210830 09/30/2033 01996 5.299999920 322,000.0000 7,110.83 02/29/2016 12X4210 1210830 09/30/2034 01996 5.299999920 253,000.0000 5,587.08 02/29/2016 12X4210 1210830 09/30/2035 01996 5.299999920 183,000.0000 4,041.25 02/29/2016 12X4210 1210830 09/30/2036 01996 5.299999920 344,000.0000 7,596.67 02/29/2016 12X4210 1210830 09/30/2037 01996 5.299999920 1,000.0000 22.08 02/29/2016 12X4210 1210830 09/30/2030 01997 5.220000000 950,000.0000 20,662.50 02/29/2016 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 84,324.75 02/29/2016 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 63,053.25 02/29/2016 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 10,244.25 02/29/2016 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 1,218.00 02/29/2016 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 543.75 02/29/2016 12X4210 1210830 09/30/2030 01998 4.939999920 3,325,989.0000 68,459.94 02/29/2016 12X4210 1210830 09/30/2031 01998 4.939999920 7,960,000.0000 163,843.33 02/29/2016 12X4210 1210830 09/30/2032 01998 4.939999920 2,268,000.0000 46,683.00 02/29/2016 12X4210 1210830 09/30/2033 01998 4.939999920 1,644,000.0000 33,839.00 02/29/2016 12X4210 1210830 09/30/2035 01998 4.939999920 22,000.0000 452.83 02/29/2016 12X4210 1210830 09/30/2036 01998 4.939999920 673,000.0000 13,852.58 02/29/2016 12X4210 1210830 09/30/2022 01999 4.649999760 2,807,000.0000 54,385.62 02/29/2016 12X4210 1210830 09/30/2031 01999 4.649999760 5,548,000.0000 107,492.50 02/29/2016 12X4210 1210830 09/30/2032 01999 4.649999760 5,210,000.0000 100,943.75 02/29/2016 12X4210 1210830 09/30/2033 01999 4.649999760 5,066,000.0000 98,153.75 02/29/2016 12X4210 1210830 09/30/2034 01999 4.649999760 262,000.0000 5,076.25 02/29/2016 12X4210 1210830 09/30/2035 01999 4.649999760 340,000.0000 6,587.50 02/29/2016 12X4210 1210830 09/30/2036 01999 4.649999760 1,480,000.0000 28,675.00 02/29/2016 12X4210 1210830 09/30/2037 01999 4.649999760 13,000.0000 251.88 02/29/2016 12X4210 1210830 09/30/2021 02000 4.839999840 24,235,043.0000 488,740.03 02/29/2016 12X4210 1210830 09/30/2031 02000 4.839999840 5,131,000.0000 103,475.17 02/29/2016 12X4210 1210830 09/30/2032 02000 4.839999840 2,223,000.0000 44,830.50 02/29/2016 12X4210 1210830 09/30/2033 02000 4.839999840 926,000.0000 18,674.33 02/29/2016 12X4210 1210830 09/30/2034 02000 4.839999840 153,000.0000 3,085.50 02/29/2016 12X4210 1210830 09/30/2023 02001 4.349999880 6,512,000.0000 118,030.00 02/29/2016 12X4210 1210830 09/30/2031 02001 4.349999880 4,514,000.0000 81,816.25 02/29/2016 12X4210 1210830 09/30/2032 02001 4.349999880 3,233,000.0000 58,598.12 02/29/2016 12X4210 1210830 09/30/2033 02001 4.349999880 1,940,000.0000 35,162.50 02/29/2016 12X4210 1210830 09/30/2034 02001 4.349999880 234,000.0000 4,241.25 02/29/2016 12X4210 1210830 09/30/2035 02001 4.349999880 275,000.0000 4,984.37 02/29/2016 12X4210 1210830 09/30/2036 02001 4.349999880 629,000.0000 11,400.62 02/29/2016 12X4210 1210830 09/30/2037 02001 4.349999880 15,000.0000 271.88 02/29/2016 12X4210 1210830 09/30/2038 02001 4.349999880 1,250,000.0000 22,656.25 02/29/2016 12X4210 1210830 09/30/2032 02002 4.849999920 6,714,000.0000 135,678.75 02/29/2016 12X4210 1210830 09/30/2033 02002 4.849999920 7,861,000.0000 158,857.71 02/29/2016 12X4210 1210830 09/30/2034 02002 4.849999920 674,000.0000 13,620.42 02/29/2016 12X4210 1210830 09/30/2035 02002 4.849999920 3,072,000.0000 62,080.00 02/29/2016 12X4210 1210830 09/30/2037 02002 4.849999920 58,000.0000 1,172.08 02/29/2016 12X4210 1210830 09/30/2032 02003 3.529999800 4,772,649.0000 70,197.71 02/29/2016 12X4210 1210830 09/30/2033 02003 3.529999800 8,514,000.0000 125,226.75 02/29/2016 12X4210 1210830 09/30/2034 02003 3.529999800 12,189,000.0000 179,279.87 02/29/2016 12X4210 1210830 09/30/2035 02003 3.529999800 4,496,000.0000 66,128.67 02/29/2016 12X4210 1210830 09/30/2036 02003 3.529999800 93,000.0000 1,367.87 02/29/2016 12X4210 1210830 09/30/2037 02003 3.529999800 1,298,000.0000 19,091.42 02/29/2016 12X4210 1210830 09/30/2026 02004 3.969999720 4,632,572.0000 76,630.46 02/29/2016 12X4210 1210830 09/30/2031 02004 3.969999720 11,582,000.0000 191,585.58 02/29/2016 12X4210 1210830 09/30/2032 02004 3.969999720 5,497,000.0000 90,929.54 02/29/2016 12X4210 1210830 09/30/2033 02004 3.969999720 6,090,000.0000 100,738.75 02/29/2016 12X4210 1210830 09/30/2034 02004 3.969999720 3,411,000.0000 56,423.62 02/29/2016 12X4210 1210830 09/30/2035 02004 3.969999720 572,000.0000 9,461.83 02/29/2016 12X4210 1210830 09/30/2036 02004 3.969999720 55,000.0000 909.79 02/29/2016 12X4210 1210830 09/30/2027 02005 4.069999800 2,539,100.0000 43,058.90 02/29/2016 12X4210 1210830 09/30/2031 02005 4.069999800 22,576,000.0000 382,851.33 02/29/2016 12X4210 1210830 09/30/2032 02005 4.069999800 12,333,000.0000 209,147.12 02/29/2016 12X4210 1210830 09/30/2033 02005 4.069999800 2,878,000.0000 48,806.08 02/29/2016 12X4210 1210830 09/30/2034 02005 4.069999800 4,812,000.0000 81,603.50 02/29/2016 12X4210 1210830 09/30/2035 02005 4.069999800 2,961,414.0000 50,220.65 02/29/2016 12X4210 1210830 09/30/2036 02005 4.069999800 1,188,000.0000 20,146.50 02/29/2016 12X4210 1210830 09/30/2037 02005 4.069999800 3,000.0000 50.88 02/29/2016 ------------------------ ---------------------- 247,979,346.9300 4,602,644.28 ======================== ====================== 247,979,346.9300 4,602,644.28 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00