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 1,828.66 02/29/2016 12X4269 1269216 09/30/2046 02006 4.039999920 1,000.0000 16.83 02/29/2016 12X4269 1269216 09/30/2047 02006 4.039999920 10,000.0000 168.33 02/29/2016 12X4269 1269216 09/30/2042 02007 4.109999760 1,282,347.0000 21,960.19 02/29/2016 12X4269 1269216 09/30/2044 02007 4.109999760 92,000.0000 1,575.50 02/29/2016 12X4269 1269216 09/30/2045 02007 4.109999760 3,000.0000 51.38 02/29/2016 12X4269 1269216 09/30/2046 02007 4.109999760 12,000.0000 205.50 02/29/2016 12X4269 1269216 09/30/2047 02007 4.109999760 5,000.0000 85.62 02/29/2016 12X4269 1269216 09/30/2043 02008 4.329999720 1,120,395.0000 20,213.79 02/29/2016 12X4269 1269216 09/30/2044 02008 4.329999720 4,169,000.0000 75,215.71 02/29/2016 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 16,072.34 02/29/2016 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 83,088.00 02/29/2016 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 12,006.00 02/29/2016 12X4269 1269216 09/30/2045 02010 3.469999680 1,615,733.0000 23,360.81 02/29/2016 12X4269 1269216 09/30/2046 02010 3.469999680 122,000.0000 1,763.92 02/29/2016 12X4269 1269216 09/30/2047 02010 3.469999680 10,000.0000 144.58 02/29/2016 12X4269 1269216 09/30/2048 02010 3.469999680 31,000.0000 448.21 02/29/2016 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 22,472.63 02/29/2016 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 1,580.25 02/29/2016 12X4269 1269216 09/30/2048 02011 4.410000000 225,000.0000 4,134.38 02/29/2016 12X4269 1269216 09/30/2049 02011 4.410000000 261,000.0000 4,795.88 02/29/2016 12X4269 1269216 09/30/2047 02012 3.169999800 2,346,000.0000 30,986.75 02/29/2016 12X4269 1269216 09/30/2048 02012 3.169999800 1,891,000.0000 24,976.96 02/29/2016 12X4269 1269216 09/30/2047 02013 4.179999960 161,000.0000 2,804.08 02/29/2016 12X4269 1269216 09/30/2048 02013 4.179999960 1,860,000.0000 32,395.00 02/29/2016 12X4269 1269216 09/30/2048 02014 3.079999800 1,738,000.0000 22,304.33 02/29/2016 12X4269 1269216 09/30/2049 02014 3.079999800 65,000.0000 834.17 02/29/2016 12X4269 1269216 09/30/2049 02015 3.079999800 346,000.0000 4,440.33 02/29/2016 ------------------------ ---------------------- 24,960,016.0000 409,930.13 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809999880 80,475.0000 1,277.54 02/29/2016 12X4269 1269230 09/30/2041 02005 3.809999880 707,000.0000 11,223.62 02/29/2016 12X4269 1269230 09/30/2042 02005 3.809999880 876,000.0000 13,906.50 02/29/2016 12X4269 1269230 09/30/2043 02005 3.809999880 630,000.0000 10,001.25 02/29/2016 12X4269 1269230 09/30/2044 02005 3.809999880 175,000.0000 2,778.12 02/29/2016 12X4269 1269230 09/30/2045 02005 3.809999880 1,219,000.0000 19,351.62 02/29/2016 12X4269 1269230 09/30/2046 02005 3.809999880 189,000.0000 3,000.37 02/29/2016 12X4269 1269230 09/30/2047 02005 3.809999880 491,000.0000 7,794.62 02/29/2016 12X4269 1269230 09/30/2042 02006 4.079999880 631,407.0000 10,733.92 02/29/2016 12X4269 1269230 09/30/2043 02006 4.079999880 205,000.0000 3,485.00 02/29/2016 12X4269 1269230 09/30/2044 02006 4.079999880 701,000.0000 11,917.00 02/29/2016 12X4269 1269230 09/30/2045 02006 4.079999880 296,000.0000 5,032.00 02/29/2016 12X4269 1269230 09/30/2047 02006 4.079999880 71,000.0000 1,207.00 02/29/2016 12X4269 1269230 09/30/2048 02006 4.079999880 96,000.0000 1,632.00 02/29/2016 12X4269 1269230 09/30/2045 02007 3.179999880 351,098.0000 4,652.05 02/29/2016 12X4269 1269230 09/30/2046 02007 3.179999880 817,000.0000 10,825.25 02/29/2016 12X4269 1269230 09/30/2047 02007 3.179999880 331,000.0000 4,385.75 02/29/2016 12X4269 1269230 09/30/2042 02008 3.809999880 347,383.0000 5,514.71 02/29/2016 12X4269 1269230 09/30/2044 02008 3.809999880 426,000.0000 6,762.75 02/29/2016 12X4269 1269230 09/30/2045 02008 3.809999880 103,000.0000 1,635.12 02/29/2016 12X4269 1269230 09/30/2046 02008 3.809999880 130,000.0000 2,063.75 02/29/2016 12X4269 1269230 09/30/2045 02009 4.879999800 1,046,022.0000 21,269.11 02/29/2016 12X4269 1269230 09/30/2046 02009 4.879999800 626,000.0000 12,728.67 02/29/2016 12X4269 1269230 09/30/2047 02009 4.879999800 967,000.0000 19,662.33 02/29/2016 12X4269 1269230 09/30/2048 02009 4.879999800 1,585,000.0000 32,228.33 02/29/2016 12X4269 1269230 09/30/2046 02011 4.459999680 1,002,000.0000 18,620.50 02/29/2016 12X4269 1269230 09/30/2047 02011 4.459999680 402,000.0000 7,470.50 02/29/2016 12X4269 1269230 09/30/2048 02011 4.459999680 1,601,700.0000 29,764.92 02/29/2016 12X4269 1269230 09/30/2046 02012 3.899999880 97,000.0000 1,576.25 02/29/2016 12X4269 1269230 09/30/2047 02012 3.899999880 780,000.0000 12,675.00 02/29/2016 12X4269 1269230 09/30/2048 02012 3.899999880 1,216,000.0000 19,760.00 02/29/2016 12X4269 1269230 09/30/2049 02012 3.899999880 925,000.0000 15,031.25 02/29/2016 12X4269 1269230 09/30/2049 02013 3.899999880 407,000.0000 6,613.75 02/29/2016 ------------------------ ---------------------- 19,528,085.0000 336,580.55 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.699999800 10,713,623.0000 209,808.45 02/29/2016 12X4269 1269215 09/30/2059 02006 4.699999800 4,549,000.0000 89,084.58 02/29/2016 12X4269 1269215 09/30/2060 02006 4.699999800 1,000,000.0000 19,583.33 02/29/2016 12X4269 1269215 09/30/2062 02006 4.699999800 85,000.0000 1,664.58 02/29/2016 12X4269 1269215 09/30/2063 02006 4.699999800 152,000.0000 2,976.67 02/29/2016 12X4269 1269215 09/30/2064 02006 4.699999800 1,441,000.0000 28,219.58 02/29/2016 12X4269 1269215 09/30/2065 02006 4.699999800 984,000.0000 19,270.00 02/29/2016 12X4269 1269215 09/30/2059 02007 4.109999760 13,046,234.0000 223,416.76 02/29/2016 12X4269 1269215 09/30/2060 02007 4.109999760 2,802,000.0000 47,984.25 02/29/2016 12X4269 1269215 09/30/2061 02007 4.109999760 1,428,000.0000 24,454.50 02/29/2016 12X4269 1269215 09/30/2062 02007 4.109999760 997,000.0000 17,073.62 02/29/2016 12X4269 1269215 09/30/2064 02007 4.109999760 2,980,000.0000 51,032.50 02/29/2016 12X4269 1269215 09/30/2065 02007 4.109999760 1,429,000.0000 24,471.62 02/29/2016 12X4269 1269215 09/30/2060 02008 4.009999680 3,181,984.0000 53,165.65 02/29/2016 12X4269 1269215 09/30/2061 02008 4.009999680 23,209,000.0000 387,783.71 02/29/2016 12X4269 1269215 09/30/2062 02008 4.009999680 4,997,100.0000 83,493.21 02/29/2016 12X4269 1269215 09/30/2063 02008 4.009999680 750,000.0000 12,531.25 02/29/2016 12X4269 1269215 09/30/2064 02008 4.009999680 3,405,000.0000 56,891.87 02/29/2016 12X4269 1269215 09/30/2065 02008 4.009999680 1,662,000.0000 27,769.25 02/29/2016 12X4269 1269215 09/30/2061 02009 4.099999680 8,837,659.0000 150,976.67 02/29/2016 12X4269 1269215 09/30/2062 02009 4.099999680 5,189,000.0000 88,645.42 02/29/2016 12X4269 1269215 09/30/2064 02009 4.099999680 3,172,000.0000 54,188.33 02/29/2016 12X4269 1269215 09/30/2065 02009 4.099999680 1,489,000.0000 25,437.08 02/29/2016 12X4269 1269215 09/30/2062 02010 3.639999960 10,675,886.0000 161,917.60 02/29/2016 12X4269 1269215 09/30/2063 02010 3.639999960 25,380,000.0000 384,930.00 02/29/2016 12X4269 1269215 09/30/2065 02010 3.639999960 2,058,000.0000 31,213.00 02/29/2016 12X4269 1269215 09/30/2066 02010 3.639999960 1,342,000.0000 20,353.67 02/29/2016 12X4269 1269215 09/30/2062 02011 2.929999680 6,213,695.0000 75,858.86 02/29/2016 12X4269 1269215 09/30/2063 02011 2.929999680 373,000.0000 4,553.71 02/29/2016 12X4269 1269215 09/30/2064 02011 2.929999680 4,693,000.0000 57,293.71 02/29/2016 12X4269 1269215 09/30/2065 02011 2.929999680 667,000.0000 8,142.96 02/29/2016 12X4269 1269215 09/30/2063 02012 4.249999800 4,408,000.0000 78,058.33 02/29/2016 12X4269 1269215 09/30/2064 02012 4.249999800 7,580,000.0000 134,229.17 02/29/2016 12X4269 1269215 09/30/2065 02012 4.249999800 1,523,000.0000 26,969.79 02/29/2016 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 33,482.25 02/29/2016 12X4269 1269215 09/30/2065 02013 4.140000000 547,000.0000 9,435.75 02/29/2016 12X4269 1269215 09/30/2064 02014 3.039999840 3,289,000.0000 41,660.67 02/29/2016 12X4269 1269215 09/30/2065 02014 3.039999840 27,044,000.0000 342,557.33 02/29/2016 12X4269 1269215 09/30/2066 02014 3.039999840 719,000.0000 9,107.33 02/29/2016 12X4269 1269215 09/30/2065 02015 3.039999840 8,941,000.0000 113,252.67 02/29/2016 12X4269 1269215 09/30/2066 02015 3.039999840 17,083,000.0000 216,384.66 02/29/2016 ------------------------ ---------------------- 221,977,181.0000 3,449,324.34 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.320000000 1,133,253.0000 20,398.55 02/29/2016 12X4269 1269217 09/30/2044 02006 4.320000000 109,000.0000 1,962.00 02/29/2016 12X4269 1269217 09/30/2045 02006 4.320000000 204,000.0000 3,672.00 02/29/2016 12X4269 1269217 09/30/2046 02006 4.320000000 174,000.0000 3,132.00 02/29/2016 12X4269 1269217 09/30/2047 02006 4.320000000 568,000.0000 10,224.00 02/29/2016 12X4269 1269217 09/30/2048 02006 4.320000000 1,252,000.0000 22,536.00 02/29/2016 12X4269 1269217 09/30/2042 02007 4.489999920 918,842.0000 17,190.00 02/29/2016 12X4269 1269217 09/30/2044 02007 4.489999920 230,000.0000 4,302.92 02/29/2016 12X4269 1269217 09/30/2045 02007 4.489999920 16,000.0000 299.33 02/29/2016 12X4269 1269217 09/30/2046 02007 4.489999920 77,000.0000 1,440.54 02/29/2016 12X4269 1269217 09/30/2047 02007 4.489999920 13,000.0000 243.21 02/29/2016 12X4269 1269217 09/30/2048 02007 4.489999920 102,000.0000 1,908.25 02/29/2016 12X4269 1269217 09/30/2044 02008 4.489999920 3,089,965.0000 57,808.10 02/29/2016 12X4269 1269217 09/30/2045 02008 4.489999920 2,134,000.0000 39,923.58 02/29/2016 12X4269 1269217 09/30/2046 02008 4.489999920 566,000.0000 10,588.92 02/29/2016 12X4269 1269217 09/30/2048 02008 4.489999920 235,000.0000 4,396.46 02/29/2016 12X4269 1269217 09/30/2045 02009 4.199999760 1,108,198.0000 19,393.46 02/29/2016 12X4269 1269217 09/30/2046 02009 4.199999760 1,154,000.0000 20,195.00 02/29/2016 12X4269 1269217 09/30/2047 02009 4.199999760 98,000.0000 1,715.00 02/29/2016 12X4269 1269217 09/30/2048 02009 4.199999760 39,000.0000 682.50 02/29/2016 12X4269 1269217 09/30/2045 02010 3.979999800 2,707,644.0000 44,901.76 02/29/2016 12X4269 1269217 09/30/2046 02010 3.979999800 5,694,000.0000 94,425.50 02/29/2016 12X4269 1269217 09/30/2047 02010 3.979999800 871,000.0000 14,444.08 02/29/2016 12X4269 1269217 09/30/2048 02010 3.979999800 1,731,000.0000 28,705.75 02/29/2016 12X4269 1269217 09/30/2046 02011 4.169999880 683,039.0000 11,867.80 02/29/2016 12X4269 1269217 09/30/2047 02011 4.169999880 1,689,000.0000 29,346.37 02/29/2016 12X4269 1269217 09/30/2048 02011 4.169999880 41,000.0000 712.38 02/29/2016 12X4269 1269217 09/30/2046 02012 3.619999800 117,000.0000 1,764.75 02/29/2016 12X4269 1269217 09/30/2047 02012 3.619999800 939,000.0000 14,163.25 02/29/2016 12X4269 1269217 09/30/2048 02012 3.619999800 552,000.0000 8,326.00 02/29/2016 12X4269 1269217 09/30/2046 02013 3.379999680 362,000.0000 5,098.17 02/29/2016 12X4269 1269217 09/30/2047 02013 3.379999680 221,000.0000 3,112.42 02/29/2016 12X4269 1269217 09/30/2048 02013 3.379999680 2,394,000.0000 33,715.50 02/29/2016 12X4269 1269217 09/30/2049 02013 3.379999680 33,000.0000 464.75 02/29/2016 12X4269 1269217 09/30/2048 02014 3.379999680 1,295,600.0000 18,246.37 02/29/2016 12X4269 1269217 09/30/2049 02014 3.379999680 639,000.0000 8,999.25 02/29/2016 12X4269 1269217 09/30/2049 02015 3.379999680 267,000.0000 3,760.25 02/29/2016 ------------------------ ---------------------- 33,457,541.0000 564,066.17 ======================== ====================== 299,922,823.0000 4,759,901.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00