Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2019 01992 5.419999800 55,000.0000 1,490.50 03/31/2016 12X4213 1213110 09/30/2020 01992 5.419999800 63,000.0000 1,707.30 03/31/2016 12X4213 1213110 09/30/2019 01995 7.039999800 8,000.0000 281.60 03/31/2016 12X4213 1213110 09/30/2017 01996 6.349999680 32,556.0000 1,033.65 03/31/2016 12X4213 1213110 09/30/2020 01997 6.390000000 34,000.0000 1,086.30 03/31/2016 12X4213 1213110 09/30/2020 01998 5.519999880 51,000.0000 1,407.60 03/31/2016 12X4213 1213110 09/30/2018 01999 5.479999920 121,994.8000 3,342.66 03/31/2016 12X4213 1213110 09/30/2017 02000 6.229999800 175,899.1800 5,479.26 03/31/2016 12X4213 1213110 09/30/2018 02001 4.779999720 7,492.7500 179.08 03/31/2016 12X4213 1213110 09/30/2020 02001 4.779999720 217,000.0000 5,186.30 03/31/2016 12X4213 1213110 09/30/2017 02002 3.549999960 92,446.8000 1,640.93 03/31/2016 12X4213 1213110 09/30/2019 02002 3.549999960 150,000.0000 2,662.50 03/31/2016 12X4213 1213110 09/30/2017 02003 2.549999880 193,561.0000 2,467.90 03/31/2016 12X4213 1213110 09/30/2018 02003 2.549999880 50,000.0000 637.50 03/31/2016 12X4213 1213110 09/30/2017 02004 3.150000000 137,666.0000 2,168.24 03/31/2016 12X4213 1213110 09/30/2018 02004 3.150000000 90,000.0000 1,417.50 03/31/2016 12X4213 1213110 09/30/2019 02005 3.879999720 505,173.0000 9,800.36 03/31/2016 12X4213 1213110 09/30/2018 02006 4.749999840 365,000.0000 8,668.75 03/31/2016 ------------------------ ---------------------- 2,349,789.5300 50,657.93 114 SUB-COHORT 12X4213 1213114 09/30/2051 01992 7.319999880 21,709.0000 794.55 03/31/2016 12X4213 1213114 09/30/2051 01993 6.679999800 25,749.0000 860.02 03/31/2016 12X4213 1213114 09/30/2051 01994 6.859999800 35,396.0000 1,214.08 03/31/2016 12X4213 1213114 09/30/2051 01995 7.119999720 22,195.1800 790.15 03/31/2016 12X4213 1213114 09/30/2053 01996 6.660000000 26,812.6700 892.86 03/31/2016 12X4213 1213114 09/30/2055 01996 6.660000000 10,000.0000 333.00 03/31/2016 12X4213 1213114 09/30/2049 01997 6.519999960 110,010.0000 3,586.33 03/31/2016 12X4213 1213114 09/30/2055 01997 6.519999960 50,000.0000 1,630.00 03/31/2016 12X4213 1213114 09/30/2052 01998 5.829999840 64,708.0000 1,886.24 03/31/2016 12X4213 1213114 09/30/2054 01999 5.819999760 147,000.0000 4,277.70 03/31/2016 12X4213 1213114 09/30/2052 02000 6.199999920 363,175.2600 11,258.43 03/31/2016 12X4213 1213114 09/30/2053 02000 6.199999920 13,000.0000 403.00 03/31/2016 12X4213 1213114 09/30/2054 02000 6.199999920 58,000.0000 1,798.00 03/31/2016 12X4213 1213114 09/30/2055 02000 6.199999920 462,000.0000 14,322.00 03/31/2016 12X4213 1213114 09/30/2053 02001 4.919999760 520,341.0000 12,800.39 03/31/2016 12X4213 1213114 09/30/2049 02002 4.129999920 691,117.0000 14,271.57 03/31/2016 12X4213 1213114 09/30/2055 02002 4.129999920 300,000.0000 6,195.00 03/31/2016 12X4213 1213114 09/30/2053 02003 3.619999800 1,093,170.0000 19,786.38 03/31/2016 12X4213 1213114 09/30/2053 02004 3.709999800 831,154.0000 15,417.91 03/31/2016 12X4213 1213114 09/30/2055 02004 3.709999800 750,000.0000 13,912.50 03/31/2016 12X4213 1213114 09/30/2052 02005 4.059999720 197,000.0000 3,999.10 03/31/2016 12X4213 1213114 09/30/2054 02005 4.059999720 1,077,000.0000 21,863.10 03/31/2016 12X4213 1213114 09/30/2054 02006 4.729999680 363,580.0000 8,598.67 03/31/2016 12X4213 1213114 09/30/2055 02006 4.729999680 100,000.0000 2,365.00 03/31/2016 12X4213 1213114 09/30/2054 02007 4.369999680 226,000.0000 4,938.10 03/31/2016 ------------------------ ---------------------- 7,559,117.1100 168,194.08 111 SUB-COHORT 12X4213 1213111 09/30/2019 01992 6.769999800 4,000.0000 135.40 03/31/2016 12X4213 1213111 09/30/2020 01994 6.269999760 2,500.0000 78.37 03/31/2016 12X4213 1213111 09/30/2020 01995 7.049999880 4,000.0000 141.00 03/31/2016 12X4213 1213111 09/30/2020 01996 6.339999960 6,000.0000 190.20 03/31/2016 12X4213 1213111 09/30/2020 01997 6.390000000 3,500.0000 111.83 03/31/2016 12X4213 1213111 09/30/2019 01998 5.649999840 15,000.0000 423.75 03/31/2016 12X4213 1213111 09/30/2017 01999 5.439999960 21,105.0700 574.06 03/31/2016 12X4213 1213111 09/30/2017 02000 6.229999800 53,695.9500 1,672.63 03/31/2016 12X4213 1213111 09/30/2018 02001 4.799999880 45,000.0000 1,080.00 03/31/2016 12X4213 1213111 09/30/2017 02002 3.609999720 10,100.0000 182.30 03/31/2016 12X4213 1213111 09/30/2018 02002 3.609999720 35,000.0000 631.75 03/31/2016 12X4213 1213111 09/30/2019 02002 3.609999720 15,000.0000 270.75 03/31/2016 12X4213 1213111 09/30/2018 02003 2.520000000 124,580.0000 1,569.71 03/31/2016 12X4213 1213111 09/30/2019 02004 2.989999800 28,000.0000 418.60 03/31/2016 12X4213 1213111 09/30/2018 02009 1.459999800 246,300.0000 1,797.99 03/31/2016 12X4213 1213111 09/30/2019 02010 1.260000000 2,566,000.0000 16,165.80 03/31/2016 ------------------------ ---------------------- 3,179,781.0200 25,444.14 ======================== ====================== 13,088,687.6600 244,296.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4213 1213110 09/30/2016 01992 03/10/2016 INT + 0.0000 2,018.73 488494 1213110 09/30/2016 01993 03/10/2016 INT + 0.0000 61.15 488496 1213110 09/30/2016 01997 03/10/2016 INT + 0.0000 1,892.85 488502 1213110 09/30/2016 01998 03/10/2016 INT + 0.0000 2,315.81 488504 1213110 09/30/2016 02001 03/10/2016 INT + 0.0000 9,611.77 488512 1213110 09/30/2016 02002 03/10/2016 INT + 0.0000 824.43 488514 1213110 09/30/2017 01996 03/10/2016 INT + 0.0000 349.25 488500 1213110 09/30/2017 01999 03/10/2016 INT + 0.0000 383.46 488506 1213110 09/30/2017 02000 03/10/2016 INT + 0.0000 4,142.95 488510 1213110 09/30/2017 02002 03/10/2016 INT + 0.0000 134.07 488516 1213110 09/30/2017 02003 03/10/2016 INT + 0.0000 867.00 488518 1213110 09/30/2017 02004 03/10/2016 INT + 0.0000 598.50 488520 1213110 09/30/2018 01999 03/10/2016 INT + 0.0000 767.34 488508 1213110 09/30/2018 02005 03/10/2016 INT + 0.0000 1,341.96 488522 1213110 09/30/2018 02006 03/10/2016 INT + 0.0000 12,041.25 488526 1213110 09/30/2019 01995 03/10/2016 INT + 0.0000 246.40 488498 1213110 09/30/2019 02005 03/10/2016 INT + 0.0000 1,839.64 488524 1213110 09/30/2019 02007 03/10/2016 INT + 0.0000 3,435.00 488528 1213111 09/30/2016 01993 03/10/2016 INT + 0.0000 35.88 488596 1213111 09/30/2016 01994 03/10/2016 INT + 0.0000 77.72 488598 1213111 09/30/2016 01995 03/10/2016 INT + 0.0000 118.37 488600 1213111 09/30/2016 01996 03/10/2016 INT + 0.0000 182.05 488602 1213111 09/30/2016 01997 03/10/2016 INT + 0.0000 174.35 488604 1213111 09/30/2017 01998 03/10/2016 INT + 0.0000 169.48 488606 1213111 09/30/2017 01999 03/10/2016 INT + 0.0000 136.00 488608 1213111 09/30/2017 02000 03/10/2016 INT + 0.0000 124.60 488574 1213111 09/30/2017 02002 03/10/2016 INT + 0.0000 90.25 488578 1213111 09/30/2018 02001 03/10/2016 INT + 0.0000 1,152.00 488576 1213111 09/30/2018 02003 03/10/2016 INT + 0.0000 1,688.40 488580 1213111 09/30/2018 02008 03/10/2016 INT + 0.0000 2,274.08 488584 1213111 09/30/2018 02009 03/10/2016 INT + 0.0000 14,636.50 488586 1213111 09/30/2018 02010 03/10/2016 INT + 0.0000 1,968.75 488588 1213111 09/30/2019 01992 03/10/2016 INT + 0.0000 33.85 488594 1213111 09/30/2019 02004 03/10/2016 INT + 0.0000 1,823.90 488582 1213111 09/30/2019 02010 03/10/2016 INT + 0.0000 2,734.20 488590 1213111 09/30/2019 02011 03/10/2016 INT + 0.0000 500.00 488592 1213114 09/30/2049 01997 03/10/2016 INT + 0.0000 195.60 488560 1213114 09/30/2049 02002 03/10/2016 INT + 0.0000 1,961.75 488538 1213114 09/30/2051 01992 03/10/2016 INT + 0.0000 219.60 488550 1213114 09/30/2051 01993 03/10/2016 INT + 0.0000 400.80 488552 1213114 09/30/2051 01994 03/10/2016 INT + 0.0000 548.80 488554 1213114 09/30/2051 01995 03/10/2016 INT + 0.0000 462.80 488556 1213114 09/30/2052 01998 03/10/2016 INT + 0.0000 1,370.05 488562 1213114 09/30/2052 01999 03/10/2016 INT + 0.0000 3,260.95 488564 1213114 09/30/2052 02000 03/10/2016 INT + 0.0000 7,223.00 488534 1213114 09/30/2052 02005 03/10/2016 INT + 0.0000 10,779.30 488544 1213114 09/30/2053 01996 03/10/2016 INT + 0.0000 99.90 488558 1213114 09/30/2053 01999 03/10/2016 INT + 0.0000 5,820.00 488566 1213114 09/30/2053 02001 03/10/2016 INT + 0.0000 2,041.80 488536 1213114 09/30/2053 02003 03/10/2016 INT + 0.0000 11,783.10 488540 1213114 09/30/2053 02004 03/10/2016 INT + 0.0000 6,752.20 488542 1213114 09/30/2054 01999 03/10/2016 INT + 0.0000 494.70 488568 1213114 09/30/2054 02006 03/10/2016 INT + 0.0000 3,689.40 488546 1213114 09/30/2054 02007 03/10/2016 INT + 0.0000 29,934.50 488548 ------------------------ ---------------------- 0.0000 157,830.19 ======================== ====================== 0.0000 157,830.19