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 1,097.19 12/31/2015 12X4269 1269216 09/30/2046 02006 4.039999920 1,000.0000 10.10 12/31/2015 12X4269 1269216 09/30/2047 02006 4.039999920 10,000.0000 101.00 12/31/2015 12X4269 1269216 09/30/2042 02007 4.109999760 1,282,347.0000 13,176.12 12/31/2015 12X4269 1269216 09/30/2044 02007 4.109999760 92,000.0000 945.30 12/31/2015 12X4269 1269216 09/30/2045 02007 4.109999760 3,000.0000 30.83 12/31/2015 12X4269 1269216 09/30/2046 02007 4.109999760 12,000.0000 123.30 12/31/2015 12X4269 1269216 09/30/2047 02007 4.109999760 5,000.0000 51.37 12/31/2015 12X4269 1269216 09/30/2043 02008 4.329999720 1,120,395.0000 12,128.28 12/31/2015 12X4269 1269216 09/30/2044 02008 4.329999720 4,169,000.0000 45,129.42 12/31/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 9,643.41 12/31/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 49,852.80 12/31/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 7,203.60 12/31/2015 12X4269 1269216 09/30/2045 02010 3.469999680 1,615,733.0000 14,016.48 12/31/2015 12X4269 1269216 09/30/2046 02010 3.469999680 122,000.0000 1,058.35 12/31/2015 12X4269 1269216 09/30/2047 02010 3.469999680 10,000.0000 86.75 12/31/2015 12X4269 1269216 09/30/2048 02010 3.469999680 31,000.0000 268.92 12/31/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 13,483.58 12/31/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 948.15 12/31/2015 12X4269 1269216 09/30/2048 02011 4.410000000 225,000.0000 2,480.63 12/31/2015 12X4269 1269216 09/30/2049 02011 4.410000000 261,000.0000 2,877.53 12/31/2015 12X4269 1269216 09/30/2047 02012 3.169999800 2,346,000.0000 18,592.05 12/31/2015 12X4269 1269216 09/30/2048 02012 3.169999800 1,891,000.0000 14,986.17 12/31/2015 12X4269 1269216 09/30/2047 02013 4.179999960 161,000.0000 1,682.45 12/31/2015 12X4269 1269216 09/30/2048 02013 4.179999960 1,860,000.0000 19,437.00 12/31/2015 12X4269 1269216 09/30/2048 02014 3.079999800 1,738,000.0000 13,382.60 12/31/2015 12X4269 1269216 09/30/2049 02014 3.079999800 65,000.0000 500.50 12/31/2015 12X4269 1269216 09/30/2049 02015 3.079999800 346,000.0000 2,664.20 12/31/2015 ------------------------ ---------------------- 24,960,016.0000 245,958.08 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809999880 80,475.0000 766.52 12/31/2015 12X4269 1269230 09/30/2041 02005 3.809999880 707,000.0000 6,734.17 12/31/2015 12X4269 1269230 09/30/2042 02005 3.809999880 876,000.0000 8,343.90 12/31/2015 12X4269 1269230 09/30/2043 02005 3.809999880 630,000.0000 6,000.75 12/31/2015 12X4269 1269230 09/30/2044 02005 3.809999880 175,000.0000 1,666.87 12/31/2015 12X4269 1269230 09/30/2045 02005 3.809999880 1,219,000.0000 11,610.97 12/31/2015 12X4269 1269230 09/30/2046 02005 3.809999880 189,000.0000 1,800.22 12/31/2015 12X4269 1269230 09/30/2047 02005 3.809999880 491,000.0000 4,676.77 12/31/2015 12X4269 1269230 09/30/2042 02006 4.079999880 631,407.0000 6,440.35 12/31/2015 12X4269 1269230 09/30/2043 02006 4.079999880 205,000.0000 2,091.00 12/31/2015 12X4269 1269230 09/30/2044 02006 4.079999880 701,000.0000 7,150.20 12/31/2015 12X4269 1269230 09/30/2045 02006 4.079999880 296,000.0000 3,019.20 12/31/2015 12X4269 1269230 09/30/2047 02006 4.079999880 71,000.0000 724.20 12/31/2015 12X4269 1269230 09/30/2048 02006 4.079999880 96,000.0000 979.20 12/31/2015 12X4269 1269230 09/30/2045 02007 3.179999880 351,098.0000 2,791.23 12/31/2015 12X4269 1269230 09/30/2046 02007 3.179999880 817,000.0000 6,495.15 12/31/2015 12X4269 1269230 09/30/2047 02007 3.179999880 331,000.0000 2,631.45 12/31/2015 12X4269 1269230 09/30/2042 02008 3.809999880 347,383.0000 3,308.82 12/31/2015 12X4269 1269230 09/30/2044 02008 3.809999880 426,000.0000 4,057.65 12/31/2015 12X4269 1269230 09/30/2045 02008 3.809999880 103,000.0000 981.07 12/31/2015 12X4269 1269230 09/30/2046 02008 3.809999880 130,000.0000 1,238.25 12/31/2015 12X4269 1269230 09/30/2045 02009 4.879999800 1,046,022.0000 12,761.47 12/31/2015 12X4269 1269230 09/30/2046 02009 4.879999800 626,000.0000 7,637.20 12/31/2015 12X4269 1269230 09/30/2047 02009 4.879999800 967,000.0000 11,797.40 12/31/2015 12X4269 1269230 09/30/2048 02009 4.879999800 1,585,000.0000 19,337.00 12/31/2015 12X4269 1269230 09/30/2046 02011 4.459999680 1,002,000.0000 11,172.30 12/31/2015 12X4269 1269230 09/30/2047 02011 4.459999680 402,000.0000 4,482.30 12/31/2015 12X4269 1269230 09/30/2048 02011 4.459999680 1,601,700.0000 17,858.95 12/31/2015 12X4269 1269230 09/30/2046 02012 3.899999880 97,000.0000 945.75 12/31/2015 12X4269 1269230 09/30/2047 02012 3.899999880 780,000.0000 7,605.00 12/31/2015 12X4269 1269230 09/30/2048 02012 3.899999880 1,216,000.0000 11,856.00 12/31/2015 12X4269 1269230 09/30/2049 02012 3.899999880 925,000.0000 9,018.75 12/31/2015 ------------------------ ---------------------- 19,121,085.0000 197,980.06 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.699999800 10,713,623.0000 125,885.07 12/31/2015 12X4269 1269215 09/30/2059 02006 4.699999800 4,549,000.0000 53,450.75 12/31/2015 12X4269 1269215 09/30/2060 02006 4.699999800 1,000,000.0000 11,750.00 12/31/2015 12X4269 1269215 09/30/2062 02006 4.699999800 85,000.0000 998.75 12/31/2015 12X4269 1269215 09/30/2063 02006 4.699999800 152,000.0000 1,786.00 12/31/2015 12X4269 1269215 09/30/2064 02006 4.699999800 1,441,000.0000 16,931.75 12/31/2015 12X4269 1269215 09/30/2065 02006 4.699999800 984,000.0000 11,562.00 12/31/2015 12X4269 1269215 09/30/2059 02007 4.109999760 13,046,234.0000 134,050.05 12/31/2015 12X4269 1269215 09/30/2060 02007 4.109999760 2,802,000.0000 28,790.55 12/31/2015 12X4269 1269215 09/30/2061 02007 4.109999760 1,428,000.0000 14,672.70 12/31/2015 12X4269 1269215 09/30/2062 02007 4.109999760 997,000.0000 10,244.17 12/31/2015 12X4269 1269215 09/30/2064 02007 4.109999760 2,980,000.0000 30,619.50 12/31/2015 12X4269 1269215 09/30/2065 02007 4.109999760 1,429,000.0000 14,682.97 12/31/2015 12X4269 1269215 09/30/2060 02008 4.009999680 3,181,984.0000 31,899.39 12/31/2015 12X4269 1269215 09/30/2061 02008 4.009999680 23,209,000.0000 232,670.22 12/31/2015 12X4269 1269215 09/30/2062 02008 4.009999680 4,997,100.0000 50,095.93 12/31/2015 12X4269 1269215 09/30/2063 02008 4.009999680 750,000.0000 7,518.75 12/31/2015 12X4269 1269215 09/30/2064 02008 4.009999680 3,405,000.0000 34,135.12 12/31/2015 12X4269 1269215 09/30/2065 02008 4.009999680 1,662,000.0000 16,661.55 12/31/2015 12X4269 1269215 09/30/2061 02009 4.099999680 8,837,659.0000 90,586.00 12/31/2015 12X4269 1269215 09/30/2062 02009 4.099999680 5,189,000.0000 53,187.25 12/31/2015 12X4269 1269215 09/30/2064 02009 4.099999680 3,172,000.0000 32,513.00 12/31/2015 12X4269 1269215 09/30/2065 02009 4.099999680 1,489,000.0000 15,262.25 12/31/2015 12X4269 1269215 09/30/2062 02010 3.639999960 10,675,886.0000 97,150.56 12/31/2015 12X4269 1269215 09/30/2063 02010 3.639999960 25,380,000.0000 230,958.00 12/31/2015 12X4269 1269215 09/30/2065 02010 3.639999960 2,058,000.0000 18,727.80 12/31/2015 12X4269 1269215 09/30/2062 02011 2.929999680 6,213,695.0000 45,515.32 12/31/2015 12X4269 1269215 09/30/2063 02011 2.929999680 373,000.0000 2,732.22 12/31/2015 12X4269 1269215 09/30/2064 02011 2.929999680 4,693,000.0000 34,376.22 12/31/2015 12X4269 1269215 09/30/2065 02011 2.929999680 667,000.0000 4,885.77 12/31/2015 12X4269 1269215 09/30/2063 02012 4.249999800 4,408,000.0000 46,835.00 12/31/2015 12X4269 1269215 09/30/2064 02012 4.249999800 7,580,000.0000 80,537.50 12/31/2015 12X4269 1269215 09/30/2065 02012 4.249999800 1,523,000.0000 16,181.87 12/31/2015 12X4269 1269215 09/30/2064 02013 4.140000000 1,941,000.0000 20,089.35 12/31/2015 12X4269 1269215 09/30/2065 02013 4.140000000 547,000.0000 5,661.45 12/31/2015 12X4269 1269215 09/30/2064 02014 3.039999840 3,289,000.0000 24,996.40 12/31/2015 12X4269 1269215 09/30/2065 02014 3.039999840 27,044,000.0000 205,534.40 12/31/2015 12X4269 1269215 09/30/2066 02014 3.039999840 719,000.0000 5,464.40 12/31/2015 12X4269 1269215 09/30/2065 02015 3.039999840 8,941,000.0000 67,951.60 12/31/2015 12X4269 1269215 09/30/2066 02015 3.039999840 6,849,000.0000 52,052.40 12/31/2015 ------------------------ ---------------------- 210,401,181.0000 1,979,603.98 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.320000000 1,133,253.0000 12,239.13 12/31/2015 12X4269 1269217 09/30/2044 02006 4.320000000 109,000.0000 1,177.20 12/31/2015 12X4269 1269217 09/30/2045 02006 4.320000000 204,000.0000 2,203.20 12/31/2015 12X4269 1269217 09/30/2046 02006 4.320000000 174,000.0000 1,879.20 12/31/2015 12X4269 1269217 09/30/2047 02006 4.320000000 568,000.0000 6,134.40 12/31/2015 12X4269 1269217 09/30/2048 02006 4.320000000 1,252,000.0000 13,521.60 12/31/2015 12X4269 1269217 09/30/2042 02007 4.489999920 918,842.0000 10,314.00 12/31/2015 12X4269 1269217 09/30/2044 02007 4.489999920 230,000.0000 2,581.75 12/31/2015 12X4269 1269217 09/30/2045 02007 4.489999920 16,000.0000 179.60 12/31/2015 12X4269 1269217 09/30/2046 02007 4.489999920 77,000.0000 864.32 12/31/2015 12X4269 1269217 09/30/2047 02007 4.489999920 13,000.0000 145.93 12/31/2015 12X4269 1269217 09/30/2048 02007 4.489999920 102,000.0000 1,144.95 12/31/2015 12X4269 1269217 09/30/2044 02008 4.489999920 3,089,965.0000 34,684.86 12/31/2015 12X4269 1269217 09/30/2045 02008 4.489999920 2,134,000.0000 23,954.15 12/31/2015 12X4269 1269217 09/30/2046 02008 4.489999920 566,000.0000 6,353.35 12/31/2015 12X4269 1269217 09/30/2048 02008 4.489999920 235,000.0000 2,637.87 12/31/2015 12X4269 1269217 09/30/2045 02009 4.199999760 1,108,198.0000 11,636.08 12/31/2015 12X4269 1269217 09/30/2046 02009 4.199999760 1,154,000.0000 12,117.00 12/31/2015 12X4269 1269217 09/30/2047 02009 4.199999760 98,000.0000 1,029.00 12/31/2015 12X4269 1269217 09/30/2048 02009 4.199999760 39,000.0000 409.50 12/31/2015 12X4269 1269217 09/30/2045 02010 3.979999800 2,707,644.0000 26,941.06 12/31/2015 12X4269 1269217 09/30/2046 02010 3.979999800 5,694,000.0000 56,655.30 12/31/2015 12X4269 1269217 09/30/2047 02010 3.979999800 871,000.0000 8,666.45 12/31/2015 12X4269 1269217 09/30/2048 02010 3.979999800 1,731,000.0000 17,223.45 12/31/2015 12X4269 1269217 09/30/2046 02011 4.169999880 683,039.0000 7,120.68 12/31/2015 12X4269 1269217 09/30/2047 02011 4.169999880 1,689,000.0000 17,607.82 12/31/2015 12X4269 1269217 09/30/2048 02011 4.169999880 41,000.0000 427.43 12/31/2015 12X4269 1269217 09/30/2046 02012 3.619999800 117,000.0000 1,058.85 12/31/2015 12X4269 1269217 09/30/2047 02012 3.619999800 939,000.0000 8,497.95 12/31/2015 12X4269 1269217 09/30/2048 02012 3.619999800 552,000.0000 4,995.60 12/31/2015 12X4269 1269217 09/30/2046 02013 3.379999680 362,000.0000 3,058.90 12/31/2015 12X4269 1269217 09/30/2047 02013 3.379999680 221,000.0000 1,867.45 12/31/2015 12X4269 1269217 09/30/2048 02013 3.379999680 2,394,000.0000 20,229.30 12/31/2015 12X4269 1269217 09/30/2049 02013 3.379999680 33,000.0000 278.85 12/31/2015 12X4269 1269217 09/30/2048 02014 3.379999680 1,295,600.0000 10,947.82 12/31/2015 12X4269 1269217 09/30/2049 02014 3.379999680 378,000.0000 3,194.10 12/31/2015 12X4269 1269217 09/30/2049 02015 3.379999680 10,000.0000 84.50 12/31/2015 ------------------------ ---------------------- 32,939,541.0000 334,062.60 ======================== ====================== 287,421,823.0000 2,757,604.72 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================