Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2027 01992 7.489999800 8,281,792.0000 0.00 09/30/2015 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 0.00 09/30/2015 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 0.00 09/30/2015 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 0.00 09/30/2015 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 0.00 09/30/2015 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 0.00 09/30/2015 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 0.00 09/30/2015 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 0.00 09/30/2015 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2049 02014 2.839999680 8,328,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 0.00 09/30/2015 12X4215 1215201 09/30/2049 02015 2.629999800 248,329,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 14,147,710,905.0000 0.00 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 0.00 09/30/2015 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 0.00 09/30/2015 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 0.00 09/30/2015 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2027 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3,096,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 0.00 09/30/2015 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 0.00 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4.099999680 105,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 0.00 09/30/2015 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 0.00 09/30/2015 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 0.00 09/30/2015 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 0.00 09/30/2015 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 0.00 09/30/2015 12X4215 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4.549999680 6,334,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2040 02005 4.559999760 2,656,819.0000 0.00 09/30/2015 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2041 02006 4.659999840 140,189.0000 0.00 09/30/2015 12X4215 1215206 09/30/2042 02006 4.659999840 1,482,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2043 02007 4.699999800 6,766,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2044 02008 3.319999920 5,961,825.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02009 3.169999800 2,748,617.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2043 02010 3.119999760 806,030.0000 0.00 09/30/2015 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02011 4.429999800 5,857,715.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2045 02012 3.909999960 414,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 0.00 09/30/2015 12X4215 1215206 09/30/2046 02013 3.829999680 554,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02013 3.829999680 562,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 0.00 09/30/2015 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 0.00 09/30/2015 12X4215 1215206 09/30/2048 02015 2.829999960 124,600.0000 0.00 09/30/2015 ------------------------ ---------------------- 243,293,156.0000 0.00 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2044 01992 6.619999680 69,500,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2044 01993 6.889999680 27,065,745.0000 0.00 09/30/2015 12X4215 1215207 09/30/2045 01993 6.889999680 54,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2046 01994 7.089999840 40,995,590.0000 0.00 09/30/2015 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2046 01995 6.709999680 29,033,362.0000 0.00 09/30/2015 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2048 01996 6.459999840 25,800,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 0.00 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0.00 09/30/2015 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2053 02003 4.909999680 13,859,624.0000 0.00 09/30/2015 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2055 02004 4.829999760 6,941,304.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2056 02005 4.719999960 8,358,780.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2057 02006 4.479999840 4,461,227.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2058 02007 4.209999840 10,027,110.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2059 02008 3.979999800 9,024,972.0000 0.00 09/30/2015 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02010 3.549999960 7,023,630.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2061 02011 3.150000000 993,460.0000 0.00 09/30/2015 12X4215 1215207 09/30/2062 02011 3.150000000 9,984,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02012 3.089999880 16,589,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2063 02013 4.179999960 2,762,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02013 4.179999960 6,700,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2064 02014 3.049999920 1,045,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02014 3.049999920 11,988,000.0000 0.00 09/30/2015 12X4215 1215207 09/30/2065 02015 3.049999920 478,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 1,721,857,887.0000 0.00 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2018 02006 3.589999920 99,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2017 02007 0.999999720 733,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2016 02009 2.439999720 253,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2016 02010 0.999999720 23,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2017 02010 0.999999720 12,000.0000 0.00 09/30/2015 12X4215 1215208 09/30/2018 02010 0.999999720 525,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 1,821,000.0000 0.00 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 550,175.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2057 01993 6.709999680 472,148.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2057 01994 6.769999800 1,957,576.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 01997 6.889999680 1,309,929.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 01998 5.979999960 302,015.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 01999 5.809999680 121,952.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2050 02000 6.359999760 101,722.0000 0.00 09/30/2015 12X4215 1215209 09/30/2054 02000 6.359999760 8,500.0000 0.00 09/30/2015 12X4215 1215209 09/30/2055 02000 6.359999760 13,900.0000 0.00 09/30/2015 12X4215 1215209 09/30/2056 02000 6.359999760 1,500.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02000 6.359999760 349,100.0000 0.00 09/30/2015 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 0.00 09/30/2015 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 0.00 09/30/2015 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 0.00 09/30/2015 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2054 02003 4.899999960 659,469.0000 0.00 09/30/2015 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2054 02004 5.189999760 136,790.0000 0.00 09/30/2015 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2055 02005 4.479999840 574,332.0000 0.00 09/30/2015 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2057 02006 4.889999880 580,123.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2057 02007 4.909999680 794,603.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2058 02008 4.189999680 892,548.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2059 02009 3.839999760 884,668.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2060 02010 4.389999840 687,957.0000 0.00 09/30/2015 12X4215 1215209 09/30/2061 02011 4.140000000 108,457.0000 0.00 09/30/2015 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 0.00 09/30/2015 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 16,251,670.0000 0.00 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 0.00 09/30/2015 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 0.00 09/30/2015 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 448,800.0000 0.00 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 108,000.0000 0.00 09/30/2015 12X4215 1215401 09/30/2016 02006 3.409999920 1,000.0000 0.00 09/30/2015 12X4215 1215401 09/30/2018 02007 2.169999720 100.0000 0.00 09/30/2015 ------------------------ ---------------------- 109,100.0000 0.00 ======================== ====================== 16,379,229,459.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00