Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2030 02001 4.449999960 15.0000 0.28 02/29/2016 12X4158 1258 09/30/2016 02002 3.449999880 1,323.4500 19.02 02/29/2016 12X4158 1258 09/30/2029 02002 3.449999880 40,659.4200 584.48 02/29/2016 12X4158 1258 09/30/2030 02002 3.449999880 49.4900 0.71 02/29/2016 12X4158 1258 09/30/2016 02004 3.579999840 895.5800 13.36 02/29/2016 12X4158 1258 09/30/2029 02004 3.579999840 14,081.9700 210.06 02/29/2016 12X4158 1258 09/30/2016 02005 4.389999840 290.1600 5.31 02/29/2016 12X4158 1258 09/30/2030 02005 4.389999840 8,697.4300 159.09 02/29/2016 12X4158 1258 09/30/2021 02006 4.389999840 80.0000 1.46 02/29/2016 12X4158 1258 09/30/2022 02007 3.759999840 2,491,760.3700 39,037.58 02/29/2016 12X4158 1258 09/30/2024 02007 3.759999840 258.0000 4.04 02/29/2016 12X4158 1258 09/30/2029 02007 3.759999840 200.0000 3.13 02/29/2016 12X4158 1258 09/30/2030 02007 3.759999840 150.0000 2.35 02/29/2016 12X4158 1258 09/30/2016 02008 2.449999800 6,059,288.7300 61,855.24 02/29/2016 12X4158 1258 09/30/2025 02008 2.449999800 260.0000 2.65 02/29/2016 12X4158 1258 09/30/2029 02008 2.449999800 100.0000 1.02 02/29/2016 12X4158 1258 09/30/2030 02008 2.449999800 150.0000 1.53 02/29/2016 12X4158 1258 09/30/2017 02009 2.029999680 33,033,307.8100 279,406.73 02/29/2016 12X4158 1258 09/30/2030 02009 2.029999680 250.0000 2.11 02/29/2016 12X4158 1258 09/30/2018 02010 1.969999920 103,367,883.2800 848,478.04 02/29/2016 12X4158 1258 09/30/2027 02010 1.969999920 283.0000 2.32 02/29/2016 12X4158 1258 09/30/2030 02010 1.969999920 350.0000 2.87 02/29/2016 12X4158 1258 09/30/2019 02011 1.309999680 115,455,259.6700 630,193.29 02/29/2016 12X4158 1258 09/30/2029 02011 1.309999680 300.0000 1.64 02/29/2016 12X4158 1258 09/30/2030 02011 1.309999680 150.0000 0.82 02/29/2016 12X4158 1258 09/30/2020 02012 1.159999920 123,090,509.5500 594,937.46 02/29/2016 12X4158 1258 09/30/2029 02012 1.159999920 1,614,005.0000 7,801.02 02/29/2016 12X4158 1258 09/30/2030 02012 1.159999920 1,100.0000 5.32 02/29/2016 12X4158 1258 09/30/2021 02013 1.639999800 161,548,308.9700 1,103,913.44 02/29/2016 12X4158 1258 09/30/2030 02013 1.639999800 2,000.0000 13.67 02/29/2016 12X4158 1258 09/30/2022 02014 1.659999960 126,847,012.6800 877,358.50 02/29/2016 12X4158 1258 09/30/2030 02014 1.659999960 7,122,536.7200 49,264.21 02/29/2016 12X4158 1258 09/30/2030 02015 2.251499760 186,919,676.2200 1,753,540.21 02/29/2016 12X4158 1258 09/30/2031 02016 2.251499760 203,276,440.0000 1,906,986.90 02/29/2016 ------------------------ ---------------------- 1,070,897,632.5000 8,153,809.86 200 SUB-COHORT 12X4158 1258200 09/30/2028 02013 2.430000000 3,911,335.7200 39,602.27 02/29/2016 ------------------------ ---------------------- 3,911,335.7200 39,602.27 ======================== ====================== 1,074,808,968.2200 8,193,412.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2016 02002 12/17/2015 INT + 0.0000 1.32 477831 1258 09/30/2016 02003 12/17/2015 INT + 0.0000 49.17 477833 1258 09/30/2016 02004 12/17/2015 INT + 0.0000 53.70 477837 1258 09/30/2016 02005 12/17/2015 INT + 0.0000 1.31 477839 1258 09/30/2016 02008 12/17/2015 INT + 0.0000 78,998.07 477845 1258 09/30/2017 02009 12/17/2015 INT + 0.0000 88,847.13 477847 1258 09/30/2018 02010 12/17/2015 INT + 0.0000 126,512.63 477849 1258 09/30/2019 02011 12/17/2015 INT + 0.0000 64,967.42 477851 1258 09/30/2020 02012 12/17/2015 INT + 0.0000 41,521.01 477853 1258 09/30/2021 02006 12/17/2015 INT + 0.0000 0.44 477841 1258 09/30/2021 02013 12/17/2015 INT + 0.0000 93,812.32 477855 1258 09/30/2022 02007 12/17/2015 INT + 0.0000 1,253.72 477843 1258 09/30/2022 02014 12/17/2015 INT + 0.0000 120,715.05 477857 1258 09/30/2029 02003 12/17/2015 INT + 0.0000 0.81 477835 1258 09/30/2030 02000 12/17/2015 INT + 0.0000 1.19 477827 1258 09/30/2030 02001 12/17/2015 INT + 0.0000 3.02 477829 1258 09/30/2030 02015 12/17/2015 INT + 0.0000 269,876.78 477859 1258 09/30/2031 02016 12/17/2015 INT + 0.0000 152.65 477861 ------------------------ ---------------------- 0.0000 886,767.74 ======================== ====================== 0.0000 886,767.74