Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- AMTRAK SUB-COHORT 69X4420 6920AMTRA 09/30/2036 02011 4.339999800 431,115,277.8600 6,236,801.02 01/31/2016 ------------------------ ---------------------- 431,115,277.8600 6,236,801.02 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.969999800 1,263,368.0800 20,929.80 01/31/2016 ------------------------ ---------------------- 1,263,368.0800 20,929.80 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 22,178.0000 306.06 01/31/2016 ------------------------ ---------------------- 22,178.0000 306.06 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 3.989999880 59,848,835.2700 795,989.51 01/31/2016 ------------------------ ---------------------- 59,848,835.2700 795,989.51 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999960 7,793,195.0300 113,261.10 01/31/2016 69X4420 6920AANDM 09/30/2045 02015 2.452399920 6,810,979.7300 55,677.49 01/31/2016 ------------------------ ---------------------- 14,604,174.7600 168,938.59 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999920 1,225,331.8000 16,501.13 01/31/2016 ------------------------ ---------------------- 1,225,331.8000 16,501.13 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 4.275299880 57,002.8900 812.35 01/31/2016 ------------------------ ---------------------- 57,002.8900 812.35 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999960 23,431,211.0100 347,562.96 01/31/2016 69X4420 6920IOWA 09/30/2031 02006 4.860000000 6,884,359.8100 111,526.63 01/31/2016 69X4420 6920IOWA 09/30/2034 02009 3.399999840 24,252,638.9300 274,863.24 01/31/2016 ------------------------ ---------------------- 54,568,209.7500 733,952.83 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 3.739999680 4,410,441.7600 54,983.51 01/31/2016 ------------------------ ---------------------- 4,410,441.7600 54,983.51 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.399999920 5,654,007.0300 82,925.44 01/31/2016 ------------------------ ---------------------- 5,654,007.0300 82,925.44 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 35,638,493.2400 523,885.85 01/31/2016 ------------------------ ---------------------- 35,638,493.2400 523,885.85 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.845199680 5,217,895.3500 84,272.49 01/31/2016 ------------------------ ---------------------- 5,217,895.3500 84,272.49 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 4.739999760 24,538,513.1700 387,708.51 01/31/2016 ------------------------ ---------------------- 24,538,513.1700 387,708.51 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.467999960 2,487,636.0700 37,049.19 01/31/2016 69X4420 6920RJCOR 09/30/2032 02006 4.966200000 21,426,221.8200 354,689.68 01/31/2016 ------------------------ ---------------------- 23,913,857.8900 391,738.87 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 3.809999880 13,900,688.2000 176,538.74 01/31/2016 ------------------------ ---------------------- 13,900,688.2000 176,538.74 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 2.997999720 167,455,092.4900 1,673,434.56 01/31/2016 ------------------------ ---------------------- 167,455,092.4900 1,673,434.56 C&J SUB-COHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 8,305.7300 74.75 01/31/2016 ------------------------ ---------------------- 8,305.7300 74.75 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 2.119999680 3,003,861.6800 21,227.29 01/31/2016 ------------------------ ---------------------- 3,003,861.6800 21,227.29 KCSR SUB-COHORT 69X4420 6920KCSR 09/30/2037 02012 2.269999800 51,815,986.0300 392,074.29 01/31/2016 ------------------------ ---------------------- 51,815,986.0300 392,074.29 ACTA SUB-COHORT 69X4420 6920ACTA 09/30/2036 02012 2.430000000 83,212,465.1600 674,020.97 01/31/2016 ------------------------ ---------------------- 83,212,465.1600 674,020.97 ======================== ====================== 981,473,986.1400 12,437,116.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00