Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2036 01992 6.669999720 25,480.9300 849.79 03/31/2016 12X4210 1210830 09/30/2038 01992 6.669999720 30,000.0000 1,000.50 03/31/2016 12X4210 1210830 09/30/2028 01993 6.859999800 153,943.0000 5,280.24 03/31/2016 12X4210 1210830 09/30/2032 01993 6.859999800 118,300.0000 4,057.69 03/31/2016 12X4210 1210830 09/30/2034 01993 6.859999800 48,000.0000 1,646.40 03/31/2016 12X4210 1210830 09/30/2035 01993 6.859999800 2,000.0000 68.60 03/31/2016 12X4210 1210830 09/30/2036 01993 6.859999800 1,238,000.0000 42,463.40 03/31/2016 12X4210 1210830 09/30/2031 01994 6.089999760 3,082,000.0000 93,846.90 03/31/2016 12X4210 1210830 09/30/2032 01994 6.089999760 100,000.0000 3,045.00 03/31/2016 12X4210 1210830 09/30/2034 01994 6.089999760 31,000.0000 943.95 03/31/2016 12X4210 1210830 09/30/2035 01994 6.089999760 23,000.0000 700.35 03/31/2016 12X4210 1210830 09/30/2036 01994 6.089999760 755,000.0000 22,989.75 03/31/2016 12X4210 1210830 09/30/2031 01995 5.509999800 410,399.0000 11,306.49 03/31/2016 12X4210 1210830 09/30/2032 01995 5.509999800 7,320,000.0000 201,666.00 03/31/2016 12X4210 1210830 09/30/2033 01995 5.509999800 120,000.0000 3,306.00 03/31/2016 12X4210 1210830 09/30/2034 01995 5.509999800 100,000.0000 2,755.00 03/31/2016 12X4210 1210830 09/30/2035 01995 5.509999800 5,000.0000 137.75 03/31/2016 12X4210 1210830 09/30/2036 01995 5.509999800 79,000.0000 2,176.45 03/31/2016 12X4210 1210830 09/30/2037 01995 5.509999800 1,000.0000 27.55 03/31/2016 12X4210 1210830 09/30/2032 01996 5.299999920 1,441,457.0000 38,198.61 03/31/2016 12X4210 1210830 09/30/2033 01996 5.299999920 322,000.0000 8,533.00 03/31/2016 12X4210 1210830 09/30/2034 01996 5.299999920 253,000.0000 6,704.50 03/31/2016 12X4210 1210830 09/30/2035 01996 5.299999920 183,000.0000 4,849.50 03/31/2016 12X4210 1210830 09/30/2036 01996 5.299999920 344,000.0000 9,116.00 03/31/2016 12X4210 1210830 09/30/2037 01996 5.299999920 1,000.0000 26.50 03/31/2016 12X4210 1210830 09/30/2031 01997 5.220000000 3,614,000.0000 94,325.40 03/31/2016 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 75,663.90 03/31/2016 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 12,293.10 03/31/2016 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 1,461.60 03/31/2016 12X4210 1210830 09/30/2037 01997 5.220000000 25,000.0000 652.50 03/31/2016 12X4210 1210830 09/30/2031 01998 4.939999920 6,493,989.0000 160,401.53 03/31/2016 12X4210 1210830 09/30/2032 01998 4.939999920 2,268,000.0000 56,019.60 03/31/2016 12X4210 1210830 09/30/2033 01998 4.939999920 1,644,000.0000 40,606.80 03/31/2016 12X4210 1210830 09/30/2035 01998 4.939999920 22,000.0000 543.40 03/31/2016 12X4210 1210830 09/30/2036 01998 4.939999920 673,000.0000 16,623.10 03/31/2016 12X4210 1210830 09/30/2031 01999 4.649999760 3,942,000.0000 91,651.50 03/31/2016 12X4210 1210830 09/30/2032 01999 4.649999760 5,210,000.0000 121,132.50 03/31/2016 12X4210 1210830 09/30/2033 01999 4.649999760 5,066,000.0000 117,784.50 03/31/2016 12X4210 1210830 09/30/2034 01999 4.649999760 262,000.0000 6,091.50 03/31/2016 12X4210 1210830 09/30/2035 01999 4.649999760 340,000.0000 7,905.00 03/31/2016 12X4210 1210830 09/30/2036 01999 4.649999760 1,480,000.0000 34,410.00 03/31/2016 12X4210 1210830 09/30/2037 01999 4.649999760 13,000.0000 302.25 03/31/2016 12X4210 1210830 09/30/2021 02000 4.839999840 23,856,043.0000 577,316.24 03/31/2016 12X4210 1210830 09/30/2031 02000 4.839999840 5,131,000.0000 124,170.20 03/31/2016 12X4210 1210830 09/30/2032 02000 4.839999840 2,223,000.0000 53,796.60 03/31/2016 12X4210 1210830 09/30/2033 02000 4.839999840 926,000.0000 22,409.20 03/31/2016 12X4210 1210830 09/30/2034 02000 4.839999840 153,000.0000 3,702.60 03/31/2016 12X4210 1210830 09/30/2023 02001 4.349999880 3,183,000.0000 69,230.25 03/31/2016 12X4210 1210830 09/30/2031 02001 4.349999880 4,514,000.0000 98,179.50 03/31/2016 12X4210 1210830 09/30/2032 02001 4.349999880 3,233,000.0000 70,317.75 03/31/2016 12X4210 1210830 09/30/2033 02001 4.349999880 1,940,000.0000 42,195.00 03/31/2016 12X4210 1210830 09/30/2034 02001 4.349999880 234,000.0000 5,089.50 03/31/2016 12X4210 1210830 09/30/2035 02001 4.349999880 275,000.0000 5,981.25 03/31/2016 12X4210 1210830 09/30/2036 02001 4.349999880 629,000.0000 13,680.75 03/31/2016 12X4210 1210830 09/30/2037 02001 4.349999880 15,000.0000 326.25 03/31/2016 12X4210 1210830 09/30/2038 02001 4.349999880 1,250,000.0000 27,187.50 03/31/2016 12X4210 1210830 09/30/2032 02002 4.849999920 4,283,000.0000 103,862.75 03/31/2016 12X4210 1210830 09/30/2033 02002 4.849999920 7,861,000.0000 190,629.25 03/31/2016 12X4210 1210830 09/30/2034 02002 4.849999920 674,000.0000 16,344.50 03/31/2016 12X4210 1210830 09/30/2035 02002 4.849999920 3,072,000.0000 74,496.00 03/31/2016 12X4210 1210830 09/30/2037 02002 4.849999920 58,000.0000 1,406.50 03/31/2016 12X4210 1210830 09/30/2032 02003 3.529999800 1,343,649.0000 23,715.40 03/31/2016 12X4210 1210830 09/30/2033 02003 3.529999800 8,514,000.0000 150,272.10 03/31/2016 12X4210 1210830 09/30/2034 02003 3.529999800 12,189,000.0000 215,135.85 03/31/2016 12X4210 1210830 09/30/2035 02003 3.529999800 4,496,000.0000 79,354.40 03/31/2016 12X4210 1210830 09/30/2036 02003 3.529999800 93,000.0000 1,641.45 03/31/2016 12X4210 1210830 09/30/2037 02003 3.529999800 1,298,000.0000 22,909.70 03/31/2016 12X4210 1210830 09/30/2031 02004 3.969999720 11,538,572.0000 229,040.65 03/31/2016 12X4210 1210830 09/30/2032 02004 3.969999720 5,497,000.0000 109,115.45 03/31/2016 12X4210 1210830 09/30/2033 02004 3.969999720 6,090,000.0000 120,886.50 03/31/2016 12X4210 1210830 09/30/2034 02004 3.969999720 3,411,000.0000 67,708.35 03/31/2016 12X4210 1210830 09/30/2035 02004 3.969999720 572,000.0000 11,354.20 03/31/2016 12X4210 1210830 09/30/2036 02004 3.969999720 55,000.0000 1,091.75 03/31/2016 12X4210 1210830 09/30/2031 02005 4.069999800 19,567,100.0000 398,190.48 03/31/2016 12X4210 1210830 09/30/2032 02005 4.069999800 12,333,000.0000 250,976.55 03/31/2016 12X4210 1210830 09/30/2033 02005 4.069999800 2,878,000.0000 58,567.30 03/31/2016 12X4210 1210830 09/30/2034 02005 4.069999800 4,812,000.0000 97,924.20 03/31/2016 12X4210 1210830 09/30/2035 02005 4.069999800 2,961,414.0000 60,264.77 03/31/2016 12X4210 1210830 09/30/2036 02005 4.069999800 1,188,000.0000 24,175.80 03/31/2016 12X4210 1210830 09/30/2037 02005 4.069999800 3,000.0000 61.05 03/31/2016 12X4210 1210830 09/30/2039 02016 4.069999800 5,000.0000 101.75 03/31/2016 ------------------------ ---------------------- 213,020,346.9300 4,726,373.39 ======================== ====================== 213,020,346.9300 4,726,373.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2021 02000 03/10/2016 INT + 0.0000 9,171.80 477431 1210830 09/30/2022 01999 03/10/2016 INT + 0.0000 32,712.75 477425 1210830 09/30/2022 01999 03/10/2016 INT + 0.0000 32,550.00 477427 1210830 09/30/2023 02001 03/10/2016 INT + 0.0000 72,405.75 477433 1210830 09/30/2026 02004 03/10/2016 INT + 0.0000 64,166.55 477439 1210830 09/30/2026 02004 03/10/2016 INT + 0.0000 27,790.00 477441 1210830 09/30/2027 02005 03/10/2016 INT + 0.0000 15,040.68 477445 1210830 09/30/2027 02005 03/10/2016 INT + 0.0000 36,630.00 477447 1210830 09/30/2028 01993 03/10/2016 INT + 0.0000 11,728.64 477405 1210830 09/30/2028 01993 03/10/2016 INT + 0.0000 18,729.75 477407 1210830 09/30/2030 01997 03/10/2016 INT + 0.0000 24,795.00 477415 1210830 09/30/2030 01998 03/10/2016 INT + 0.0000 32,751.93 477419 1210830 09/30/2030 01998 03/10/2016 INT + 0.0000 49,400.00 477421 1210830 09/30/2031 01994 03/10/2016 INT + 0.0000 25,212.60 477409 1210830 09/30/2031 01995 03/10/2016 INT + 0.0000 32,509.00 477411 1210830 09/30/2031 01997 03/10/2016 INT + 0.0000 6,864.30 477417 1210830 09/30/2031 01998 03/10/2016 INT + 0.0000 36,210.47 477423 1210830 09/30/2031 01999 03/10/2016 INT + 0.0000 37,339.50 477429 1210830 09/30/2031 02004 03/10/2016 INT + 0.0000 862.05 477443 1210830 09/30/2031 02005 03/10/2016 INT + 0.0000 61,231.11 477449 1210830 09/30/2032 01996 03/10/2016 INT + 0.0000 48,892.50 477413 1210830 09/30/2032 02002 03/10/2016 INT + 0.0000 58,951.75 477435 1210830 09/30/2032 02003 03/10/2016 INT + 0.0000 60,521.85 477437 1210830 09/30/2036 01992 03/10/2016 INT + 0.0000 433.55 477403 ------------------------ ---------------------- 0.0000 796,901.53 ======================== ====================== 0.0000 796,901.53