Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999960 5,723,264.0000 161,920.68 02/29/2016 12X4219 1219307 09/30/2037 01992 6.789999960 2,860,000.0000 80,914.17 02/29/2016 12X4219 1219307 09/30/2041 01992 6.789999960 87,000.0000 2,461.38 02/29/2016 12X4219 1219307 09/30/2042 01992 6.789999960 69,000.0000 1,952.13 02/29/2016 12X4219 1219307 09/30/2043 01992 6.789999960 61,000.0000 1,725.79 02/29/2016 12X4219 1219307 09/30/2044 01992 6.789999960 126,000.0000 3,564.75 02/29/2016 12X4219 1219307 09/30/2025 01993 6.849999720 4,709,383.0000 134,413.64 02/29/2016 12X4219 1219307 09/30/2037 01993 6.849999720 1,230,000.0000 35,106.25 02/29/2016 12X4219 1219307 09/30/2038 01993 6.849999720 28,000.0000 799.17 02/29/2016 12X4219 1219307 09/30/2041 01993 6.849999720 192,000.0000 5,480.00 02/29/2016 12X4219 1219307 09/30/2042 01993 6.849999720 267,000.0000 7,620.62 02/29/2016 12X4219 1219307 09/30/2043 01993 6.849999720 41,000.0000 1,170.21 02/29/2016 12X4219 1219307 09/30/2045 01993 6.849999720 112,000.0000 3,196.67 02/29/2016 12X4219 1219307 09/30/2026 01994 6.889999680 3,692,003.0000 105,991.25 02/29/2016 12X4219 1219307 09/30/2027 01994 6.889999680 5,000,000.0000 143,541.67 02/29/2016 12X4219 1219307 09/30/2028 01994 6.889999680 2,800,000.0000 80,383.33 02/29/2016 12X4219 1219307 09/30/2029 01994 6.889999680 3,932,000.0000 112,881.17 02/29/2016 12X4219 1219307 09/30/2036 01994 6.889999680 120,000.0000 3,445.00 02/29/2016 12X4219 1219307 09/30/2037 01994 6.889999680 4,420,000.0000 126,890.83 02/29/2016 12X4219 1219307 09/30/2039 01994 6.889999680 1,000,000.0000 28,708.33 02/29/2016 12X4219 1219307 09/30/2041 01994 6.889999680 346,000.0000 9,933.08 02/29/2016 12X4219 1219307 09/30/2042 01994 6.889999680 785,000.0000 22,536.04 02/29/2016 12X4219 1219307 09/30/2043 01994 6.889999680 82,000.0000 2,354.08 02/29/2016 12X4219 1219307 09/30/2044 01994 6.889999680 236,000.0000 6,775.17 02/29/2016 12X4219 1219307 09/30/2027 01995 6.419999880 4,273,060.0000 114,304.35 02/29/2016 12X4219 1219307 09/30/2028 01995 6.419999880 6,000,000.0000 160,500.00 02/29/2016 12X4219 1219307 09/30/2029 01995 6.419999880 2,000,000.0000 53,500.00 02/29/2016 12X4219 1219307 09/30/2031 01995 6.419999880 2,000,000.0000 53,500.00 02/29/2016 12X4219 1219307 09/30/2033 01995 6.419999880 1,000,000.0000 26,750.00 02/29/2016 12X4219 1219307 09/30/2034 01995 6.419999880 110,000.0000 2,942.50 02/29/2016 12X4219 1219307 09/30/2036 01995 6.419999880 140,000.0000 3,745.00 02/29/2016 12X4219 1219307 09/30/2037 01995 6.419999880 4,750,000.0000 127,062.50 02/29/2016 12X4219 1219307 09/30/2039 01995 6.419999880 2,991,000.0000 80,009.25 02/29/2016 12X4219 1219307 09/30/2041 01995 6.419999880 74,000.0000 1,979.50 02/29/2016 12X4219 1219307 09/30/2042 01995 6.419999880 199,000.0000 5,323.25 02/29/2016 12X4219 1219307 09/30/2043 01995 6.419999880 516,000.0000 13,803.00 02/29/2016 12X4219 1219307 09/30/2027 01996 6.159999960 1,064,783.0000 27,329.43 02/29/2016 12X4219 1219307 09/30/2028 01996 6.159999960 2,000,000.0000 51,333.33 02/29/2016 12X4219 1219307 09/30/2029 01996 6.159999960 1,000,000.0000 25,666.67 02/29/2016 12X4219 1219307 09/30/2032 01996 6.159999960 1,000,000.0000 25,666.67 02/29/2016 12X4219 1219307 09/30/2033 01996 6.159999960 1,000,000.0000 25,666.67 02/29/2016 12X4219 1219307 09/30/2034 01996 6.159999960 300,000.0000 7,700.00 02/29/2016 12X4219 1219307 09/30/2036 01996 6.159999960 298,000.0000 7,648.67 02/29/2016 12X4219 1219307 09/30/2037 01996 6.159999960 1,082,000.0000 27,771.33 02/29/2016 12X4219 1219307 09/30/2038 01996 6.159999960 902,000.0000 23,151.33 02/29/2016 12X4219 1219307 09/30/2039 01996 6.159999960 575,000.0000 14,758.33 02/29/2016 12X4219 1219307 09/30/2040 01996 6.159999960 229,000.0000 5,877.67 02/29/2016 12X4219 1219307 09/30/2041 01996 6.159999960 32,000.0000 821.33 02/29/2016 12X4219 1219307 09/30/2042 01996 6.159999960 106,000.0000 2,720.67 02/29/2016 12X4219 1219307 09/30/2043 01996 6.159999960 257,000.0000 6,596.33 02/29/2016 12X4219 1219307 09/30/2029 01997 6.039999720 3,422,856.0000 86,141.88 02/29/2016 12X4219 1219307 09/30/2031 01997 6.039999720 3,000,000.0000 75,500.00 02/29/2016 12X4219 1219307 09/30/2032 01997 6.039999720 1,000,000.0000 25,166.67 02/29/2016 12X4219 1219307 09/30/2033 01997 6.039999720 1,000,000.0000 25,166.67 02/29/2016 12X4219 1219307 09/30/2034 01997 6.039999720 310,000.0000 7,801.67 02/29/2016 12X4219 1219307 09/30/2035 01997 6.039999720 360,000.0000 9,060.00 02/29/2016 12X4219 1219307 09/30/2036 01997 6.039999720 418,000.0000 10,519.67 02/29/2016 12X4219 1219307 09/30/2037 01997 6.039999720 1,626,000.0000 40,921.00 02/29/2016 12X4219 1219307 09/30/2038 01997 6.039999720 211,000.0000 5,310.17 02/29/2016 12X4219 1219307 09/30/2041 01997 6.039999720 332,000.0000 8,355.33 02/29/2016 12X4219 1219307 09/30/2042 01997 6.039999720 315,000.0000 7,927.50 02/29/2016 12X4219 1219307 09/30/2043 01997 6.039999720 223,000.0000 5,612.17 02/29/2016 12X4219 1219307 09/30/2044 01997 6.039999720 96,000.0000 2,416.00 02/29/2016 12X4219 1219307 09/30/2031 01998 5.899999680 3,000,000.0000 73,750.00 02/29/2016 12X4219 1219307 09/30/2032 01998 5.899999680 2,000,000.0000 49,166.67 02/29/2016 12X4219 1219307 09/30/2033 01998 5.899999680 1,500,000.0000 36,875.00 02/29/2016 12X4219 1219307 09/30/2034 01998 5.899999680 800,000.0000 19,666.67 02/29/2016 12X4219 1219307 09/30/2036 01998 5.899999680 168,000.0000 4,130.00 02/29/2016 12X4219 1219307 09/30/2037 01998 5.899999680 1,712,000.0000 42,086.67 02/29/2016 12X4219 1219307 09/30/2038 01998 5.899999680 208,000.0000 5,113.33 02/29/2016 12X4219 1219307 09/30/2039 01998 5.899999680 250,000.0000 6,145.83 02/29/2016 12X4219 1219307 09/30/2041 01998 5.899999680 107,000.0000 2,630.42 02/29/2016 12X4219 1219307 09/30/2042 01998 5.899999680 8,000.0000 196.67 02/29/2016 12X4219 1219307 09/30/2043 01998 5.899999680 135,000.0000 3,318.75 02/29/2016 12X4219 1219307 09/30/2044 01998 5.899999680 140,000.0000 3,441.67 02/29/2016 12X4219 1219307 09/30/2031 01999 5.909999760 2,028,465.0000 49,950.95 02/29/2016 12X4219 1219307 09/30/2032 01999 5.909999760 3,000,000.0000 73,875.00 02/29/2016 12X4219 1219307 09/30/2033 01999 5.909999760 1,000,000.0000 24,625.00 02/29/2016 12X4219 1219307 09/30/2034 01999 5.909999760 1,280,000.0000 31,520.00 02/29/2016 12X4219 1219307 09/30/2035 01999 5.909999760 818,000.0000 20,143.25 02/29/2016 12X4219 1219307 09/30/2036 01999 5.909999760 405,000.0000 9,973.12 02/29/2016 12X4219 1219307 09/30/2037 01999 5.909999760 1,654,000.0000 40,729.75 02/29/2016 12X4219 1219307 09/30/2038 01999 5.909999760 143,000.0000 3,521.37 02/29/2016 12X4219 1219307 09/30/2041 01999 5.909999760 30,000.0000 738.75 02/29/2016 12X4219 1219307 09/30/2042 01999 5.909999760 317,000.0000 7,806.12 02/29/2016 12X4219 1219307 09/30/2043 01999 5.909999760 216,000.0000 5,319.00 02/29/2016 12X4219 1219307 09/30/2044 01999 5.909999760 5,000.0000 123.12 02/29/2016 12X4219 1219307 09/30/2032 02000 5.699999880 5,000,000.0000 118,750.00 02/29/2016 12X4219 1219307 09/30/2033 02000 5.699999880 3,000,000.0000 71,250.00 02/29/2016 12X4219 1219307 09/30/2034 02000 5.699999880 1,660,000.0000 39,425.00 02/29/2016 12X4219 1219307 09/30/2035 02000 5.699999880 1,300,000.0000 30,875.00 02/29/2016 12X4219 1219307 09/30/2036 02000 5.699999880 172,000.0000 4,085.00 02/29/2016 12X4219 1219307 09/30/2037 02000 5.699999880 2,206,000.0000 52,392.50 02/29/2016 12X4219 1219307 09/30/2038 02000 5.699999880 185,000.0000 4,393.75 02/29/2016 12X4219 1219307 09/30/2041 02000 5.699999880 140,000.0000 3,325.00 02/29/2016 12X4219 1219307 09/30/2042 02000 5.699999880 158,000.0000 3,752.50 02/29/2016 12X4219 1219307 09/30/2043 02000 5.699999880 364,000.0000 8,645.00 02/29/2016 12X4219 1219307 09/30/2034 02001 4.979999880 4,500,000.0000 93,375.00 02/29/2016 12X4219 1219307 09/30/2035 02001 4.979999880 2,000,000.0000 41,500.00 02/29/2016 12X4219 1219307 09/30/2036 02001 4.979999880 1,852,000.0000 38,429.00 02/29/2016 12X4219 1219307 09/30/2037 02001 4.979999880 2,464,000.0000 51,128.00 02/29/2016 12X4219 1219307 09/30/2038 02001 4.979999880 1,293,000.0000 26,829.75 02/29/2016 12X4219 1219307 09/30/2039 02001 4.979999880 1,266,000.0000 26,269.50 02/29/2016 12X4219 1219307 09/30/2040 02001 4.979999880 180,000.0000 3,735.00 02/29/2016 12X4219 1219307 09/30/2041 02001 4.979999880 146,000.0000 3,029.50 02/29/2016 12X4219 1219307 09/30/2042 02001 4.979999880 326,000.0000 6,764.50 02/29/2016 12X4219 1219307 09/30/2043 02001 4.979999880 298,000.0000 6,183.50 02/29/2016 12X4219 1219307 09/30/2034 02002 4.809999960 5,255,284.0000 105,324.65 02/29/2016 12X4219 1219307 09/30/2035 02002 4.809999960 2,135,000.0000 42,788.96 02/29/2016 12X4219 1219307 09/30/2036 02002 4.809999960 2,353,000.0000 47,158.04 02/29/2016 12X4219 1219307 09/30/2037 02002 4.809999960 2,050,000.0000 41,085.42 02/29/2016 12X4219 1219307 09/30/2038 02002 4.809999960 1,436,000.0000 28,779.83 02/29/2016 12X4219 1219307 09/30/2039 02002 4.809999960 808,000.0000 16,193.67 02/29/2016 12X4219 1219307 09/30/2041 02002 4.809999960 265,000.0000 5,311.04 02/29/2016 12X4219 1219307 09/30/2042 02002 4.809999960 58,000.0000 1,162.42 02/29/2016 12X4219 1219307 09/30/2043 02002 4.809999960 182,000.0000 3,647.58 02/29/2016 12X4219 1219307 09/30/2034 02003 4.799999880 1,538,109.0000 30,762.18 02/29/2016 12X4219 1219307 09/30/2035 02003 4.799999880 5,035,000.0000 100,700.00 02/29/2016 12X4219 1219307 09/30/2036 02003 4.799999880 4,071,000.0000 81,420.00 02/29/2016 12X4219 1219307 09/30/2037 02003 4.799999880 4,095,000.0000 81,900.00 02/29/2016 12X4219 1219307 09/30/2038 02003 4.799999880 1,493,000.0000 29,860.00 02/29/2016 12X4219 1219307 09/30/2039 02003 4.799999880 1,179,000.0000 23,580.00 02/29/2016 12X4219 1219307 09/30/2040 02003 4.799999880 567,000.0000 11,340.00 02/29/2016 12X4219 1219307 09/30/2041 02003 4.799999880 359,000.0000 7,180.00 02/29/2016 12X4219 1219307 09/30/2042 02003 4.799999880 108,000.0000 2,160.00 02/29/2016 12X4219 1219307 09/30/2043 02003 4.799999880 156,000.0000 3,120.00 02/29/2016 12X4219 1219307 09/30/2044 02003 4.799999880 3,000.0000 60.00 02/29/2016 12X4219 1219307 09/30/2035 02004 4.680000000 2,852,553.0000 55,624.78 02/29/2016 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 89,368.50 02/29/2016 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 80,769.00 02/29/2016 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 23,439.00 02/29/2016 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 18,895.50 02/29/2016 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 11,310.00 02/29/2016 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 9,282.00 02/29/2016 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 7,117.50 02/29/2016 12X4219 1219307 09/30/2043 02004 4.680000000 271,000.0000 5,284.50 02/29/2016 12X4219 1219307 09/30/2044 02004 4.680000000 153,000.0000 2,983.50 02/29/2016 12X4219 1219307 09/30/2045 02004 4.680000000 54,000.0000 1,053.00 02/29/2016 12X4219 1219307 09/30/2036 02005 4.680000000 3,495,617.0000 68,164.53 02/29/2016 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 108,010.50 02/29/2016 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 45,630.00 02/29/2016 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 37,245.00 02/29/2016 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 24,258.00 02/29/2016 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 20,065.50 02/29/2016 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 3,900.00 02/29/2016 12X4219 1219307 09/30/2043 02005 4.680000000 384,000.0000 7,488.00 02/29/2016 12X4219 1219307 09/30/2044 02005 4.680000000 3,000.0000 58.50 02/29/2016 12X4219 1219307 09/30/2037 02006 4.549999680 1,637,874.0000 31,051.36 02/29/2016 12X4219 1219307 09/30/2038 02006 4.549999680 3,541,000.0000 67,131.46 02/29/2016 12X4219 1219307 09/30/2039 02006 4.549999680 5,528,000.0000 104,801.67 02/29/2016 12X4219 1219307 09/30/2040 02006 4.549999680 3,615,000.0000 68,534.37 02/29/2016 12X4219 1219307 09/30/2041 02006 4.549999680 1,372,000.0000 26,010.83 02/29/2016 12X4219 1219307 09/30/2042 02006 4.549999680 774,000.0000 14,673.75 02/29/2016 12X4219 1219307 09/30/2043 02006 4.549999680 704,000.0000 13,346.67 02/29/2016 12X4219 1219307 09/30/2044 02006 4.549999680 408,000.0000 7,735.00 02/29/2016 12X4219 1219307 09/30/2038 02007 4.089999960 4,552,441.0000 77,581.18 02/29/2016 12X4219 1219307 09/30/2039 02007 4.089999960 4,136,000.0000 70,484.33 02/29/2016 12X4219 1219307 09/30/2040 02007 4.089999960 4,483,000.0000 76,397.79 02/29/2016 12X4219 1219307 09/30/2041 02007 4.089999960 2,193,000.0000 37,372.37 02/29/2016 12X4219 1219307 09/30/2042 02007 4.089999960 1,129,000.0000 19,240.04 02/29/2016 12X4219 1219307 09/30/2043 02007 4.089999960 859,000.0000 14,638.79 02/29/2016 12X4219 1219307 09/30/2044 02007 4.089999960 1,181,000.0000 20,126.21 02/29/2016 12X4219 1219307 09/30/2045 02007 4.089999960 90,000.0000 1,533.75 02/29/2016 12X4219 1219307 09/30/2046 02007 4.089999960 144,000.0000 2,454.00 02/29/2016 12X4219 1219307 09/30/2039 02008 3.679999920 4,463,938.0000 68,447.05 02/29/2016 12X4219 1219307 09/30/2040 02008 3.679999920 5,423,000.0000 83,152.67 02/29/2016 12X4219 1219307 09/30/2041 02008 3.679999920 4,351,000.0000 66,715.33 02/29/2016 12X4219 1219307 09/30/2042 02008 3.679999920 1,987,000.0000 30,467.33 02/29/2016 12X4219 1219307 09/30/2043 02008 3.679999920 975,000.0000 14,950.00 02/29/2016 12X4219 1219307 09/30/2044 02008 3.679999920 1,777,000.0000 27,247.33 02/29/2016 12X4219 1219307 09/30/2045 02008 3.679999920 347,000.0000 5,320.67 02/29/2016 12X4219 1219307 09/30/2040 02009 4.439999880 5,839,473.0000 108,030.25 02/29/2016 12X4219 1219307 09/30/2041 02009 4.439999880 4,146,000.0000 76,701.00 02/29/2016 12X4219 1219307 09/30/2042 02009 4.439999880 2,733,000.0000 50,560.50 02/29/2016 12X4219 1219307 09/30/2043 02009 4.439999880 2,384,000.0000 44,104.00 02/29/2016 12X4219 1219307 09/30/2044 02009 4.439999880 545,000.0000 10,082.50 02/29/2016 12X4219 1219307 09/30/2045 02009 4.439999880 429,000.0000 7,936.50 02/29/2016 12X4219 1219307 09/30/2046 02009 4.439999880 383,000.0000 7,085.50 02/29/2016 12X4219 1219307 09/30/2041 02010 3.249999720 6,087,886.0000 82,440.12 02/29/2016 12X4219 1219307 09/30/2042 02010 3.249999720 4,512,000.0000 61,100.00 02/29/2016 12X4219 1219307 09/30/2043 02010 3.249999720 3,780,000.0000 51,187.50 02/29/2016 12X4219 1219307 09/30/2044 02010 3.249999720 2,182,000.0000 29,547.92 02/29/2016 12X4219 1219307 09/30/2045 02010 3.249999720 1,450,000.0000 19,635.42 02/29/2016 12X4219 1219307 09/30/2046 02010 3.249999720 434,000.0000 5,877.08 02/29/2016 12X4219 1219307 09/30/2042 02011 4.429999800 2,461,000.0000 45,425.96 02/29/2016 12X4219 1219307 09/30/2043 02011 4.429999800 2,602,000.0000 48,028.58 02/29/2016 12X4219 1219307 09/30/2044 02011 4.429999800 1,097,000.0000 20,248.79 02/29/2016 12X4219 1219307 09/30/2045 02011 4.429999800 2,335,000.0000 43,100.21 02/29/2016 12X4219 1219307 09/30/2046 02011 4.429999800 377,000.0000 6,958.79 02/29/2016 12X4219 1219307 09/30/2043 02012 3.889999800 2,421,000.0000 39,240.37 02/29/2016 12X4219 1219307 09/30/2044 02012 3.889999800 3,666,000.0000 59,419.75 02/29/2016 12X4219 1219307 09/30/2045 02012 3.889999800 1,990,000.0000 32,254.58 02/29/2016 12X4219 1219307 09/30/2046 02012 3.889999800 147,000.0000 2,382.62 02/29/2016 12X4219 1219307 09/30/2044 02013 3.780000000 3,827,000.0000 60,275.25 02/29/2016 12X4219 1219307 09/30/2045 02013 3.780000000 3,860,000.0000 60,795.00 02/29/2016 12X4219 1219307 09/30/2046 02013 3.780000000 522,000.0000 8,221.50 02/29/2016 12X4219 1219307 09/30/2044 02014 2.759999760 818,000.0000 9,407.00 02/29/2016 12X4219 1219307 09/30/2045 02014 2.759999760 3,628,000.0000 41,722.00 02/29/2016 12X4219 1219307 09/30/2046 02014 2.759999760 1,675,000.0000 19,262.50 02/29/2016 12X4219 1219307 09/30/2045 02015 3.669999840 313,900.0000 4,800.05 02/29/2016 12X4219 1219307 09/30/2046 02015 3.669999840 1,067,000.0000 16,316.21 02/29/2016 ------------------------ ---------------------- 321,887,889.0000 6,743,819.03 ======================== ====================== 321,887,889.0000 6,743,819.03 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00