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 100,633.0000 2,032.79 03/31/2016 12X4269 1269216 09/30/2046 02006 4.039999920 1,000.0000 20.20 03/31/2016 12X4269 1269216 09/30/2047 02006 4.039999920 10,000.0000 202.00 03/31/2016 12X4269 1269216 09/30/2042 02007 4.109999760 1,123,347.0000 23,084.78 03/31/2016 12X4269 1269216 09/30/2044 02007 4.109999760 92,000.0000 1,890.60 03/31/2016 12X4269 1269216 09/30/2045 02007 4.109999760 3,000.0000 61.65 03/31/2016 12X4269 1269216 09/30/2046 02007 4.109999760 12,000.0000 246.60 03/31/2016 12X4269 1269216 09/30/2047 02007 4.109999760 5,000.0000 102.75 03/31/2016 12X4269 1269216 09/30/2043 02008 4.329999720 912,395.0000 19,753.35 03/31/2016 12X4269 1269216 09/30/2044 02008 4.329999720 4,169,000.0000 90,258.85 03/31/2016 12X4269 1269216 09/30/2043 02009 4.320000000 790,908.0000 17,083.61 03/31/2016 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 99,705.60 03/31/2016 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 14,407.20 03/31/2016 12X4269 1269216 09/30/2045 02010 3.469999680 1,558,733.0000 27,044.02 03/31/2016 12X4269 1269216 09/30/2046 02010 3.469999680 122,000.0000 2,116.70 03/31/2016 12X4269 1269216 09/30/2047 02010 3.469999680 10,000.0000 173.50 03/31/2016 12X4269 1269216 09/30/2048 02010 3.469999680 31,000.0000 537.85 03/31/2016 12X4269 1269216 09/30/2046 02011 4.410000000 1,085,000.0000 23,924.25 03/31/2016 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 1,896.30 03/31/2016 12X4269 1269216 09/30/2048 02011 4.410000000 225,000.0000 4,961.25 03/31/2016 12X4269 1269216 09/30/2049 02011 4.410000000 302,000.0000 6,659.10 03/31/2016 12X4269 1269216 09/30/2047 02012 3.169999800 1,297,000.0000 20,557.45 03/31/2016 12X4269 1269216 09/30/2048 02012 3.169999800 1,891,000.0000 29,972.35 03/31/2016 12X4269 1269216 09/30/2048 02013 4.179999960 738,000.0000 15,424.20 03/31/2016 12X4269 1269216 09/30/2048 02014 3.079999800 977,000.0000 15,045.80 03/31/2016 12X4269 1269216 09/30/2049 02014 3.079999800 69,000.0000 1,062.60 03/31/2016 12X4269 1269216 09/30/2049 02015 3.079999800 552,000.0000 8,500.80 03/31/2016 ------------------------ ---------------------- 21,446,016.0000 426,726.15 230 SUB-COHORT 12X4269 1269230 09/30/2041 02005 3.809999880 684,475.0000 13,039.25 03/31/2016 12X4269 1269230 09/30/2042 02005 3.809999880 876,000.0000 16,687.80 03/31/2016 12X4269 1269230 09/30/2043 02005 3.809999880 630,000.0000 12,001.50 03/31/2016 12X4269 1269230 09/30/2044 02005 3.809999880 175,000.0000 3,333.75 03/31/2016 12X4269 1269230 09/30/2045 02005 3.809999880 1,219,000.0000 23,221.95 03/31/2016 12X4269 1269230 09/30/2046 02005 3.809999880 189,000.0000 3,600.45 03/31/2016 12X4269 1269230 09/30/2047 02005 3.809999880 491,000.0000 9,353.55 03/31/2016 12X4269 1269230 09/30/2042 02006 4.079999880 552,407.0000 11,269.10 03/31/2016 12X4269 1269230 09/30/2043 02006 4.079999880 205,000.0000 4,182.00 03/31/2016 12X4269 1269230 09/30/2044 02006 4.079999880 701,000.0000 14,300.40 03/31/2016 12X4269 1269230 09/30/2045 02006 4.079999880 296,000.0000 6,038.40 03/31/2016 12X4269 1269230 09/30/2047 02006 4.079999880 71,000.0000 1,448.40 03/31/2016 12X4269 1269230 09/30/2048 02006 4.079999880 96,000.0000 1,958.40 03/31/2016 12X4269 1269230 09/30/2045 02007 3.179999880 172,098.0000 2,736.36 03/31/2016 12X4269 1269230 09/30/2046 02007 3.179999880 817,000.0000 12,990.30 03/31/2016 12X4269 1269230 09/30/2047 02007 3.179999880 331,000.0000 5,262.90 03/31/2016 12X4269 1269230 09/30/2042 02008 3.809999880 125,383.0000 2,388.55 03/31/2016 12X4269 1269230 09/30/2044 02008 3.809999880 426,000.0000 8,115.30 03/31/2016 12X4269 1269230 09/30/2045 02008 3.809999880 103,000.0000 1,962.15 03/31/2016 12X4269 1269230 09/30/2046 02008 3.809999880 130,000.0000 2,476.50 03/31/2016 12X4269 1269230 09/30/2045 02009 4.879999800 292,022.0000 7,125.34 03/31/2016 12X4269 1269230 09/30/2046 02009 4.879999800 626,000.0000 15,274.40 03/31/2016 12X4269 1269230 09/30/2047 02009 4.879999800 967,000.0000 23,594.80 03/31/2016 12X4269 1269230 09/30/2048 02009 4.879999800 1,585,000.0000 38,674.00 03/31/2016 12X4269 1269230 09/30/2046 02011 4.459999680 959,000.0000 21,385.70 03/31/2016 12X4269 1269230 09/30/2047 02011 4.459999680 402,000.0000 8,964.60 03/31/2016 12X4269 1269230 09/30/2048 02011 4.459999680 1,601,700.0000 35,717.91 03/31/2016 12X4269 1269230 09/30/2049 02011 4.459999680 62,000.0000 1,382.60 03/31/2016 12X4269 1269230 09/30/2047 02012 3.899999880 501,000.0000 9,769.50 03/31/2016 12X4269 1269230 09/30/2048 02012 3.899999880 1,216,000.0000 23,712.00 03/31/2016 12X4269 1269230 09/30/2049 02012 3.899999880 925,000.0000 18,037.50 03/31/2016 12X4269 1269230 09/30/2049 02013 3.899999880 410,000.0000 7,995.00 03/31/2016 ------------------------ ---------------------- 17,837,085.0000 368,000.36 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.699999800 10,489,623.0000 246,506.14 03/31/2016 12X4269 1269215 09/30/2059 02006 4.699999800 4,549,000.0000 106,901.50 03/31/2016 12X4269 1269215 09/30/2060 02006 4.699999800 1,000,000.0000 23,500.00 03/31/2016 12X4269 1269215 09/30/2062 02006 4.699999800 85,000.0000 1,997.50 03/31/2016 12X4269 1269215 09/30/2063 02006 4.699999800 152,000.0000 3,572.00 03/31/2016 12X4269 1269215 09/30/2064 02006 4.699999800 1,441,000.0000 33,863.50 03/31/2016 12X4269 1269215 09/30/2065 02006 4.699999800 984,000.0000 23,124.00 03/31/2016 12X4269 1269215 09/30/2059 02007 4.109999760 12,726,234.0000 261,524.11 03/31/2016 12X4269 1269215 09/30/2060 02007 4.109999760 2,802,000.0000 57,581.10 03/31/2016 12X4269 1269215 09/30/2061 02007 4.109999760 1,428,000.0000 29,345.40 03/31/2016 12X4269 1269215 09/30/2062 02007 4.109999760 997,000.0000 20,488.35 03/31/2016 12X4269 1269215 09/30/2064 02007 4.109999760 2,980,000.0000 61,239.00 03/31/2016 12X4269 1269215 09/30/2065 02007 4.109999760 1,429,000.0000 29,365.95 03/31/2016 12X4269 1269215 09/30/2060 02008 4.009999680 2,839,984.0000 56,941.68 03/31/2016 12X4269 1269215 09/30/2061 02008 4.009999680 23,209,000.0000 465,340.45 03/31/2016 12X4269 1269215 09/30/2062 02008 4.009999680 4,997,100.0000 100,191.85 03/31/2016 12X4269 1269215 09/30/2063 02008 4.009999680 750,000.0000 15,037.50 03/31/2016 12X4269 1269215 09/30/2064 02008 4.009999680 3,405,000.0000 68,270.25 03/31/2016 12X4269 1269215 09/30/2065 02008 4.009999680 1,662,000.0000 33,323.10 03/31/2016 12X4269 1269215 09/30/2061 02009 4.099999680 8,344,659.0000 171,065.51 03/31/2016 12X4269 1269215 09/30/2062 02009 4.099999680 5,189,000.0000 106,374.50 03/31/2016 12X4269 1269215 09/30/2064 02009 4.099999680 3,172,000.0000 65,026.00 03/31/2016 12X4269 1269215 09/30/2065 02009 4.099999680 1,489,000.0000 30,524.50 03/31/2016 12X4269 1269215 09/30/2062 02010 3.639999960 9,705,886.0000 176,647.13 03/31/2016 12X4269 1269215 09/30/2063 02010 3.639999960 25,380,000.0000 461,916.00 03/31/2016 12X4269 1269215 09/30/2065 02010 3.639999960 2,058,000.0000 37,455.60 03/31/2016 12X4269 1269215 09/30/2066 02010 3.639999960 1,342,000.0000 24,424.40 03/31/2016 12X4269 1269215 09/30/2062 02011 2.929999680 5,878,695.0000 86,122.88 03/31/2016 12X4269 1269215 09/30/2063 02011 2.929999680 373,000.0000 5,464.45 03/31/2016 12X4269 1269215 09/30/2064 02011 2.929999680 4,693,000.0000 68,752.45 03/31/2016 12X4269 1269215 09/30/2065 02011 2.929999680 667,000.0000 9,771.55 03/31/2016 12X4269 1269215 09/30/2063 02012 4.249999800 3,330,000.0000 70,762.50 03/31/2016 12X4269 1269215 09/30/2064 02012 4.249999800 7,580,000.0000 161,075.00 03/31/2016 12X4269 1269215 09/30/2065 02012 4.249999800 1,523,000.0000 32,363.75 03/31/2016 12X4269 1269215 09/30/2064 02013 4.140000000 1,752,000.0000 36,266.40 03/31/2016 12X4269 1269215 09/30/2065 02013 4.140000000 547,000.0000 11,322.90 03/31/2016 12X4269 1269215 09/30/2065 02014 3.039999840 16,712,000.0000 254,022.40 03/31/2016 12X4269 1269215 09/30/2066 02014 3.039999840 719,000.0000 10,928.80 03/31/2016 12X4269 1269215 09/30/2065 02015 3.039999840 4,315,000.0000 65,588.00 03/31/2016 12X4269 1269215 09/30/2066 02015 3.039999840 20,711,000.0000 314,807.18 03/31/2016 ------------------------ ---------------------- 203,407,181.0000 3,838,795.28 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.320000000 503,253.0000 10,870.26 03/31/2016 12X4269 1269217 09/30/2044 02006 4.320000000 109,000.0000 2,354.40 03/31/2016 12X4269 1269217 09/30/2045 02006 4.320000000 204,000.0000 4,406.40 03/31/2016 12X4269 1269217 09/30/2046 02006 4.320000000 174,000.0000 3,758.40 03/31/2016 12X4269 1269217 09/30/2047 02006 4.320000000 568,000.0000 12,268.80 03/31/2016 12X4269 1269217 09/30/2048 02006 4.320000000 1,252,000.0000 27,043.20 03/31/2016 12X4269 1269217 09/30/2042 02007 4.489999920 889,842.0000 19,976.95 03/31/2016 12X4269 1269217 09/30/2044 02007 4.489999920 230,000.0000 5,163.50 03/31/2016 12X4269 1269217 09/30/2045 02007 4.489999920 16,000.0000 359.20 03/31/2016 12X4269 1269217 09/30/2046 02007 4.489999920 77,000.0000 1,728.65 03/31/2016 12X4269 1269217 09/30/2047 02007 4.489999920 13,000.0000 291.85 03/31/2016 12X4269 1269217 09/30/2048 02007 4.489999920 102,000.0000 2,289.90 03/31/2016 12X4269 1269217 09/30/2044 02008 4.489999920 3,053,965.0000 68,561.51 03/31/2016 12X4269 1269217 09/30/2045 02008 4.489999920 2,134,000.0000 47,908.30 03/31/2016 12X4269 1269217 09/30/2046 02008 4.489999920 566,000.0000 12,706.70 03/31/2016 12X4269 1269217 09/30/2048 02008 4.489999920 235,000.0000 5,275.75 03/31/2016 12X4269 1269217 09/30/2045 02009 4.199999760 1,104,198.0000 23,188.16 03/31/2016 12X4269 1269217 09/30/2046 02009 4.199999760 1,154,000.0000 24,234.00 03/31/2016 12X4269 1269217 09/30/2047 02009 4.199999760 98,000.0000 2,058.00 03/31/2016 12X4269 1269217 09/30/2048 02009 4.199999760 39,000.0000 819.00 03/31/2016 12X4269 1269217 09/30/2045 02010 3.979999800 1,628,644.0000 32,410.02 03/31/2016 12X4269 1269217 09/30/2046 02010 3.979999800 5,694,000.0000 113,310.60 03/31/2016 12X4269 1269217 09/30/2047 02010 3.979999800 871,000.0000 17,332.90 03/31/2016 12X4269 1269217 09/30/2048 02010 3.979999800 1,731,000.0000 34,446.90 03/31/2016 12X4269 1269217 09/30/2046 02011 4.169999880 603,039.0000 12,573.36 03/31/2016 12X4269 1269217 09/30/2047 02011 4.169999880 1,689,000.0000 35,215.65 03/31/2016 12X4269 1269217 09/30/2048 02011 4.169999880 41,000.0000 854.85 03/31/2016 12X4269 1269217 09/30/2049 02011 4.169999880 25,000.0000 521.25 03/31/2016 12X4269 1269217 09/30/2047 02012 3.619999800 586,000.0000 10,606.60 03/31/2016 12X4269 1269217 09/30/2048 02012 3.619999800 552,000.0000 9,991.20 03/31/2016 12X4269 1269217 09/30/2048 02013 3.379999680 1,100,000.0000 18,590.00 03/31/2016 12X4269 1269217 09/30/2049 02013 3.379999680 68,000.0000 1,149.20 03/31/2016 12X4269 1269217 09/30/2048 02014 3.379999680 924,600.0000 15,625.74 03/31/2016 12X4269 1269217 09/30/2049 02014 3.379999680 639,000.0000 10,799.10 03/31/2016 12X4269 1269217 09/30/2049 02015 3.379999680 267,000.0000 4,512.30 03/31/2016 ------------------------ ---------------------- 28,941,541.0000 593,202.60 ======================== ====================== 271,631,823.0000 5,226,724.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2058 02006 03/10/2016 INT + 0.0000 5,264.00 477699 1269215 09/30/2059 02007 03/10/2016 INT + 0.0000 6,576.00 477701 1269215 09/30/2060 02008 03/10/2016 INT + 0.0000 6,857.10 477703 1269215 09/30/2061 02009 03/10/2016 INT + 0.0000 10,106.50 477705 1269215 09/30/2062 02010 03/10/2016 INT + 0.0000 17,654.00 477707 1269215 09/30/2062 02011 03/10/2016 INT + 0.0000 4,907.75 477709 1269215 09/30/2063 02012 03/10/2016 INT + 0.0000 22,907.50 477711 1269215 09/30/2064 02013 03/10/2016 INT + 0.0000 3,912.30 477713 1269215 09/30/2064 02014 03/10/2016 INT + 0.0000 49,992.80 477715 1269215 09/30/2065 02014 03/10/2016 INT + 0.0000 157,046.39 477717 1269215 09/30/2065 02015 03/10/2016 INT + 0.0000 70,315.20 477719 1269216 09/30/2042 02006 03/10/2016 INT + 0.0000 161.60 477721 1269216 09/30/2042 02007 03/10/2016 INT + 0.0000 3,267.45 477723 1269216 09/30/2043 02008 03/10/2016 INT + 0.0000 4,503.20 477725 1269216 09/30/2043 02009 03/10/2016 INT + 0.0000 2,203.20 477727 1269216 09/30/2045 02010 03/10/2016 INT + 0.0000 988.95 477729 1269216 09/30/2046 02011 03/10/2016 INT + 0.0000 3,042.90 477731 1269216 09/30/2047 02012 03/10/2016 INT + 0.0000 16,626.65 477733 1269216 09/30/2047 02013 03/10/2016 INT + 0.0000 3,260.40 477735 1269216 09/30/2047 02013 03/10/2016 INT + 0.0000 104.50 477737 1269216 09/30/2048 02013 03/10/2016 INT + 0.0000 23,449.80 477739 1269216 09/30/2048 02014 03/10/2016 INT + 0.0000 11,719.40 477741 1269217 09/30/2042 02006 03/10/2016 INT + 0.0000 13,608.00 477655 1269217 09/30/2042 02007 03/10/2016 INT + 0.0000 651.05 477657 1269217 09/30/2044 02008 03/10/2016 INT + 0.0000 808.20 477659 1269217 09/30/2045 02009 03/10/2016 INT + 0.0000 84.00 477661 1269217 09/30/2045 02010 03/10/2016 INT + 0.0000 21,472.10 477663 1269217 09/30/2046 02011 03/10/2016 INT + 0.0000 1,668.00 477665 1269217 09/30/2046 02012 03/10/2016 INT + 0.0000 2,117.70 477667 1269217 09/30/2046 02013 03/10/2016 INT + 0.0000 6,117.80 477671 1269217 09/30/2047 02012 03/10/2016 INT + 0.0000 6,389.30 477669 1269217 09/30/2047 02013 03/10/2016 INT + 0.0000 3,734.90 477673 1269217 09/30/2048 02013 03/10/2016 INT + 0.0000 21,868.60 477675 1269217 09/30/2048 02014 03/10/2016 INT + 0.0000 6,269.90 477677 1269230 09/30/2040 02005 03/10/2016 INT + 0.0000 1,437.80 477679 1269230 09/30/2040 02005 03/10/2016 INT + 0.0000 95.25 477681 1269230 09/30/2041 02005 03/10/2016 INT + 0.0000 429.10 477683 1269230 09/30/2042 02006 03/10/2016 INT + 0.0000 1,611.60 477685 1269230 09/30/2042 02008 03/10/2016 INT + 0.0000 4,229.10 477689 1269230 09/30/2045 02007 03/10/2016 INT + 0.0000 2,846.10 477687 1269230 09/30/2045 02009 03/10/2016 INT + 0.0000 18,397.60 477691 1269230 09/30/2046 02011 03/10/2016 INT + 0.0000 958.90 477693 1269230 09/30/2046 02012 03/10/2016 INT + 0.0000 1,891.50 477695 1269230 09/30/2047 02012 03/10/2016 INT + 0.0000 5,440.50 477697 ------------------------ ---------------------- 0.0000 546,994.59 ======================== ====================== 0.0000 546,994.59