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 155,076.56 12/31/2015 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 249,042.50 12/31/2015 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 252,787.50 12/31/2015 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 161,278.42 12/31/2015 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 87,576.82 12/31/2015 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 513,065.00 12/31/2015 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 683,462.50 12/31/2015 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 1,126,346.20 12/31/2015 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 89,056.10 12/31/2015 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 31,195.85 12/31/2015 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 29,735.30 12/31/2015 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 1,196,299.08 12/31/2015 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 162,229.41 12/31/2015 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 500,250.00 12/31/2015 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 420,210.00 12/31/2015 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 1,014,540.35 12/31/2015 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 84,242.10 12/31/2015 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 29,414.70 12/31/2015 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 27,547.10 12/31/2015 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 3,637,069.04 12/31/2015 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 188,925.00 12/31/2015 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 187,207.50 12/31/2015 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 772,875.00 12/31/2015 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 179,478.75 12/31/2015 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 36,496.87 12/31/2015 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 40,687.57 12/31/2015 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 36,685.80 12/31/2015 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 36,960.60 12/31/2015 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 2,201,101.82 12/31/2015 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 78,999.07 12/31/2015 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 91.63 12/31/2015 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 494,775.00 12/31/2015 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 85,211.25 12/31/2015 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 373,646.75 12/31/2015 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 24,628.80 12/31/2015 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 26,717.85 12/31/2015 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 26,882.77 12/31/2015 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 994,747.98 12/31/2015 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 1,700,000.00 12/31/2015 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 69,700.00 12/31/2015 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 245,219.90 12/31/2015 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 482,800.00 12/31/2015 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 34,000.00 12/31/2015 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 27,098.00 12/31/2015 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 26,418.00 12/31/2015 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 57,137.00 12/31/2015 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 27,642.00 12/31/2015 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 1,655,300.74 12/31/2015 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 91,712.50 12/31/2015 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 70,035.00 12/31/2015 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 106,169.72 12/31/2015 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 338,502.50 12/31/2015 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 850.42 12/31/2015 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 202,601.25 12/31/2015 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 18,692.67 12/31/2015 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 17,125.22 12/31/2015 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 35,934.62 12/31/2015 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 17,925.62 12/31/2015 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 2,249,265.26 12/31/2015 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 106,740.00 12/31/2015 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 303,912.50 12/31/2015 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 144,128.65 12/31/2015 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 406,205.00 12/31/2015 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 595,965.00 12/31/2015 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 23,927.55 12/31/2015 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 24,742.92 12/31/2015 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 28,552.95 12/31/2015 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 30,302.30 12/31/2015 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 2,277,513.08 12/31/2015 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 133,875.00 12/31/2015 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 359,975.00 12/31/2015 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 155,942.06 12/31/2015 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 413,525.00 12/31/2015 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 637,393.75 12/31/2015 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 30,062.37 12/31/2015 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 33,558.00 12/31/2015 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 32,591.12 12/31/2015 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 36,250.37 12/31/2015 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 3,132,724.37 12/31/2015 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 233,250.00 12/31/2015 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 46,650.00 12/31/2015 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 136,847.77 12/31/2015 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 555,135.00 12/31/2015 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 1,182,577.50 12/31/2015 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 35,811.65 12/31/2015 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 42,622.55 12/31/2015 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 63,521.75 12/31/2015 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 44,877.30 12/31/2015 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 193,032.42 12/31/2015 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 3,121,100.00 12/31/2015 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 132,250.00 12/31/2015 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 174,570.00 12/31/2015 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 114,872.35 12/31/2015 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 499,905.00 12/31/2015 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 732,665.00 12/31/2015 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 34,146.95 12/31/2015 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 38,987.30 12/31/2015 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 43,311.87 12/31/2015 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 44,184.72 12/31/2015 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 369,490.22 12/31/2015 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 2,836,775.00 12/31/2015 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 633,100.00 12/31/2015 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 564,312.47 12/31/2015 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 48.70 12/31/2015 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 440,735.00 12/31/2015 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 369,754.75 12/31/2015 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 124,598.95 12/31/2015 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 73.05 12/31/2015 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 38,095.57 12/31/2015 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 61,642.02 12/31/2015 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 43,367.35 12/31/2015 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 339,432.03 12/31/2015 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 3,048,750.00 12/31/2015 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,300,016.25 12/31/2015 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 120,093.75 12/31/2015 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 290,598.75 12/31/2015 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 67,500.00 12/31/2015 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 223,875.00 12/31/2015 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 39,543.75 12/31/2015 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 35,718.75 12/31/2015 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 36,720.00 12/31/2015 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 39,217.50 12/31/2015 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 2,064,979.13 12/31/2015 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 3,856,369.25 12/31/2015 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 203,296.77 12/31/2015 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 583,855.07 12/31/2015 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 43,816.27 12/31/2015 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 1,339,706.25 12/31/2015 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 51,743.60 12/31/2015 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 51,358.32 12/31/2015 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 51,860.35 12/31/2015 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 52,630.90 12/31/2015 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 81.73 12/31/2015 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 3,614,885.75 12/31/2015 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 3,180,109.80 12/31/2015 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 651,601.20 12/31/2015 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 43,342.80 12/31/2015 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 92,853.00 12/31/2015 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 44,403.00 12/31/2015 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 47,925.60 12/31/2015 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 55,278.60 12/31/2015 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 45,828.00 12/31/2015 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 5,771,843.58 12/31/2015 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 2,796,378.35 12/31/2015 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 160,344.75 12/31/2015 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 580,198.41 12/31/2015 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 50,258.40 12/31/2015 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 62,384.70 12/31/2015 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 60,850.65 12/31/2015 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 64,332.70 12/31/2015 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 7,360,469.11 12/31/2015 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 1,990,735.97 12/31/2015 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 565,435.55 12/31/2015 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 54,845.50 12/31/2015 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 323.33 12/31/2015 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 62,880.72 12/31/2015 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 68,832.30 12/31/2015 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 68,413.17 12/31/2015 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 83.83 12/31/2015 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 6,803,454.97 12/31/2015 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 2,132,144.16 12/31/2015 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 211,447.13 12/31/2015 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 3,024.45 12/31/2015 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 48,031.65 12/31/2015 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 49,998.60 12/31/2015 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 47,746.13 12/31/2015 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 8,075,092.33 12/31/2015 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 2,489,553.82 12/31/2015 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 214,778.02 12/31/2015 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 29,829.52 12/31/2015 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 33,278.02 12/31/2015 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 37,860.90 12/31/2015 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 13,605,571.60 12/31/2015 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 3,071,910.30 12/31/2015 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 95,967.95 12/31/2015 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 43,653.05 12/31/2015 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 50,318.95 12/31/2015 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 6,578,459.35 12/31/2015 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 1,478,107.89 12/31/2015 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 185,592.95 12/31/2015 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 19,961.17 12/31/2015 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 728.70 12/31/2015 12X4215 1215201 09/30/2049 02011 3.469999680 17,000.0000 147.47 12/31/2015 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 4,110,502.95 12/31/2015 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 686,396.03 12/31/2015 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 162,876.83 12/31/2015 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 3,183.30 12/31/2015 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 3,614,366.25 12/31/2015 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 1,256,392.50 12/31/2015 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 61,881.87 12/31/2015 12X4215 1215201 09/30/2049 02013 2.749999680 169,000.0000 1,161.87 12/31/2015 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 3,548,423.80 12/31/2015 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 1,556,589.80 12/31/2015 12X4215 1215201 09/30/2049 02014 2.839999680 16,512,000.0000 117,235.20 12/31/2015 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 2,350,352.10 12/31/2015 12X4215 1215201 09/30/2049 02015 2.629999800 392,890,000.0000 2,583,251.75 12/31/2015 12X4215 1215201 09/30/2049 02016 2.629999800 75,513,000.0000 496,497.94 12/31/2015 ------------------------ ---------------------- 14,376,154,905.0000 152,762,647.62 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 187.25 12/31/2015 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 416.25 12/31/2015 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 1,041.77 12/31/2015 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 4,296.02 12/31/2015 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 11,111.19 12/31/2015 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 19,066.19 12/31/2015 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 4,779.33 12/31/2015 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 19,676.25 12/31/2015 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 7,420.13 12/31/2015 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 19,541.25 12/31/2015 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 19,240.77 12/31/2015 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 21,840.00 12/31/2015 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 4,316.95 12/31/2015 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 20,421.50 12/31/2015 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 5,170.00 12/31/2015 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 21,326.25 12/31/2015 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 426.53 12/31/2015 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 258.50 12/31/2015 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 827.20 12/31/2015 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 6,410.63 12/31/2015 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 20,241.50 12/31/2015 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 5,962.50 12/31/2015 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 28,620.00 12/31/2015 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 226.58 12/31/2015 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 107.33 12/31/2015 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 190.80 12/31/2015 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 22,491.65 12/31/2015 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 6,884.25 12/31/2015 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 7,223.32 12/31/2015 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 5,137.50 12/31/2015 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 24,660.00 12/31/2015 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 195.23 12/31/2015 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 123.30 12/31/2015 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 339.08 12/31/2015 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 32,669.80 12/31/2015 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 10,839.65 12/31/2015 12X4215 1215202 09/30/2027 02004 4.309999920 500,000.0000 5,387.50 12/31/2015 12X4215 1215202 09/30/2029 02004 4.309999920 3,250,000.0000 35,018.75 12/31/2015 12X4215 1215202 09/30/2032 02004 4.309999920 5,000.0000 53.87 12/31/2015 12X4215 1215202 09/30/2033 02004 4.309999920 17,000.0000 183.18 12/31/2015 12X4215 1215202 09/30/2034 02004 4.309999920 21,000.0000 226.28 12/31/2015 12X4215 1215202 09/30/2025 02005 4.329999720 1,558,589.0000 16,871.73 12/31/2015 12X4215 1215202 09/30/2026 02005 4.329999720 4,005,000.0000 43,354.12 12/31/2015 12X4215 1215202 09/30/2027 02005 4.329999720 773,000.0000 8,367.72 12/31/2015 12X4215 1215202 09/30/2028 02005 4.329999720 15,000.0000 162.38 12/31/2015 12X4215 1215202 09/30/2029 02005 4.329999720 3,550,000.0000 38,428.75 12/31/2015 12X4215 1215202 09/30/2032 02005 4.329999720 26,000.0000 281.45 12/31/2015 12X4215 1215202 09/30/2033 02005 4.329999720 16,000.0000 173.20 12/31/2015 12X4215 1215202 09/30/2034 02005 4.329999720 30,000.0000 324.75 12/31/2015 12X4215 1215202 09/30/2026 02006 4.819999680 1,990,509.0000 23,985.63 12/31/2015 12X4215 1215202 09/30/2027 02006 4.819999680 3,101,000.0000 37,367.05 12/31/2015 12X4215 1215202 09/30/2029 02006 4.819999680 6,275,000.0000 75,613.75 12/31/2015 12X4215 1215202 09/30/2032 02006 4.819999680 15,000.0000 180.75 12/31/2015 12X4215 1215202 09/30/2033 02006 4.819999680 22,000.0000 265.10 12/31/2015 12X4215 1215202 09/30/2034 02006 4.819999680 29,000.0000 349.45 12/31/2015 12X4215 1215202 09/30/2027 02007 4.699999800 845,703.0000 9,937.01 12/31/2015 12X4215 1215202 09/30/2028 02007 4.699999800 1,078,000.0000 12,666.50 12/31/2015 12X4215 1215202 09/30/2029 02007 4.699999800 11,439,000.0000 134,408.25 12/31/2015 12X4215 1215202 09/30/2030 02007 4.699999800 20,000.0000 235.00 12/31/2015 12X4215 1215202 09/30/2032 02007 4.699999800 17,000.0000 199.75 12/31/2015 12X4215 1215202 09/30/2033 02007 4.699999800 20,000.0000 235.00 12/31/2015 12X4215 1215202 09/30/2034 02007 4.699999800 23,000.0000 270.25 12/31/2015 12X4215 1215202 09/30/2028 02008 3.849999840 4,396,199.0000 42,313.42 12/31/2015 12X4215 1215202 09/30/2029 02008 3.849999840 6,108,442.0000 58,793.75 12/31/2015 12X4215 1215202 09/30/2030 02008 3.849999840 2,265,000.0000 21,800.62 12/31/2015 12X4215 1215202 09/30/2031 02008 3.849999840 477,000.0000 4,591.12 12/31/2015 12X4215 1215202 09/30/2032 02008 3.849999840 20,000.0000 192.50 12/31/2015 12X4215 1215202 09/30/2033 02008 3.849999840 17,000.0000 163.62 12/31/2015 12X4215 1215202 09/30/2034 02008 3.849999840 12,000.0000 115.50 12/31/2015 12X4215 1215202 09/30/2029 02009 3.109999680 7,757,859.0000 60,317.35 12/31/2015 12X4215 1215202 09/30/2030 02009 3.109999680 3,996,000.0000 31,068.90 12/31/2015 12X4215 1215202 09/30/2031 02009 3.109999680 1,351,000.0000 10,504.02 12/31/2015 12X4215 1215202 09/30/2032 02009 3.109999680 710,000.0000 5,520.25 12/31/2015 12X4215 1215202 09/30/2033 02009 3.109999680 13,000.0000 101.07 12/31/2015 12X4215 1215202 09/30/2034 02009 3.109999680 16,000.0000 124.40 12/31/2015 12X4215 1215202 09/30/2030 02010 3.269999880 11,724,401.0000 95,846.98 12/31/2015 12X4215 1215202 09/30/2031 02010 3.269999880 3,096,000.0000 25,309.80 12/31/2015 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 776.62 12/31/2015 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 245.25 12/31/2015 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 70,850.90 12/31/2015 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 27,309.85 12/31/2015 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 2,151.30 12/31/2015 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 163.30 12/31/2015 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 27,056.25 12/31/2015 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 2,025.75 12/31/2015 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 6,327.00 12/31/2015 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 42,787.50 12/31/2015 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 13,340.25 12/31/2015 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 4,641.00 12/31/2015 12X4215 1215202 09/30/2036 02013 2.099999880 7,000.0000 36.75 12/31/2015 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 50,825.00 12/31/2015 12X4215 1215202 09/30/2035 02014 2.139999840 2,515,000.0000 13,455.25 12/31/2015 12X4215 1215202 09/30/2036 02014 2.139999840 12,000.0000 64.20 12/31/2015 12X4215 1215202 09/30/2035 02015 2.139999840 12,202,000.0000 65,280.70 12/31/2015 12X4215 1215202 09/30/2036 02015 2.139999840 1,546,000.0000 8,271.10 12/31/2015 12X4215 1215202 09/30/2036 02016 2.139999840 1,560,000.0000 8,346.00 12/31/2015 ------------------------ ---------------------- 169,595,863.0000 1,498,950.89 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.569999720 16,917,082.0000 320,155.78 12/31/2015 12X4215 1215203 09/30/2044 01992 7.569999720 1,963,000.0000 37,149.77 12/31/2015 12X4215 1215203 09/30/2045 01992 7.569999720 2,514,000.0000 47,577.45 12/31/2015 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 320,231.61 12/31/2015 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 34,615.35 12/31/2015 12X4215 1215203 09/30/2042 01994 6.789999960 18,626,797.0000 316,189.88 12/31/2015 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 57,102.26 12/31/2015 12X4215 1215203 09/30/2042 01998 5.979999960 4,046,000.0000 60,487.70 12/31/2015 12X4215 1215203 09/30/2046 01998 5.979999960 40,000.0000 598.00 12/31/2015 12X4215 1215203 09/30/2047 01998 5.979999960 45,000.0000 672.75 12/31/2015 12X4215 1215203 09/30/2042 01999 5.809999680 2,730,933.0000 39,666.80 12/31/2015 12X4215 1215203 09/30/2043 01999 5.809999680 674,000.0000 9,789.85 12/31/2015 12X4215 1215203 09/30/2033 02000 6.349999680 979,263.0000 15,545.80 12/31/2015 12X4215 1215203 09/30/2042 02000 6.349999680 627,000.0000 9,953.62 12/31/2015 12X4215 1215203 09/30/2043 02000 6.349999680 118,000.0000 1,873.25 12/31/2015 12X4215 1215203 09/30/2044 02000 6.349999680 49,000.0000 777.87 12/31/2015 12X4215 1215203 09/30/2045 02000 6.349999680 17,000.0000 269.87 12/31/2015 12X4215 1215203 09/30/2046 02000 6.349999680 7,000.0000 111.12 12/31/2015 12X4215 1215203 09/30/2047 02000 6.349999680 14,000.0000 222.25 12/31/2015 12X4215 1215203 09/30/2048 02000 6.349999680 8,000.0000 127.00 12/31/2015 12X4215 1215203 09/30/2048 02001 4.729999680 355,000.0000 4,197.87 12/31/2015 12X4215 1215203 09/30/2042 02002 4.939999920 170,992.0000 2,111.75 12/31/2015 12X4215 1215203 09/30/2036 02003 4.099999680 37,822.0000 387.68 12/31/2015 12X4215 1215203 09/30/2042 02003 4.099999680 105,000.0000 1,076.25 12/31/2015 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 921.13 12/31/2015 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 29.63 12/31/2015 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 2,134.00 12/31/2015 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 48.50 12/31/2015 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 527.35 12/31/2015 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 665.50 12/31/2015 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 60.50 12/31/2015 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 121.00 12/31/2015 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 12.10 12/31/2015 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 278.30 12/31/2015 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 402.60 12/31/2015 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 112.24 12/31/2015 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 170.80 12/31/2015 12X4215 1215203 09/30/2041 02008 3.489999840 103,355.0000 901.77 12/31/2015 12X4215 1215203 09/30/2042 02008 3.489999840 42,000.0000 366.45 12/31/2015 12X4215 1215203 09/30/2048 02008 3.489999840 5,000.0000 43.62 12/31/2015 12X4215 1215203 09/30/2042 02009 3.089999880 106,456.0000 822.37 12/31/2015 12X4215 1215203 09/30/2043 02009 3.089999880 127,600.0000 985.71 12/31/2015 12X4215 1215203 09/30/2044 02009 3.089999880 116,600.0000 900.73 12/31/2015 12X4215 1215203 09/30/2046 02009 3.089999880 23,000.0000 177.68 12/31/2015 12X4215 1215203 09/30/2047 02009 3.089999880 125,000.0000 965.62 12/31/2015 12X4215 1215203 09/30/2043 02010 3.609999720 667,421.0000 6,023.47 12/31/2015 12X4215 1215203 09/30/2044 02011 3.299999760 588,000.0000 4,851.00 12/31/2015 12X4215 1215203 09/30/2045 02012 2.149999920 575,000.0000 3,090.62 12/31/2015 12X4215 1215203 09/30/2046 02013 1.569999960 537,000.0000 2,107.72 12/31/2015 12X4215 1215203 09/30/2048 02013 1.569999960 17,000.0000 66.73 12/31/2015 12X4215 1215203 09/30/2047 02014 2.759999760 1,010,000.0000 6,969.00 12/31/2015 12X4215 1215203 09/30/2047 02015 2.759999760 1,133,000.0000 7,817.70 12/31/2015 12X4215 1215203 09/30/2048 02015 2.759999760 788,000.0000 5,437.20 12/31/2015 12X4215 1215203 09/30/2049 02016 2.759999760 139,000.0000 959.10 12/31/2015 ------------------------ ---------------------- 81,405,078.0000 1,328,861.67 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999920 1,400,000.0000 24,220.00 12/31/2015 12X4215 1215206 09/30/2035 01992 6.919999920 1,600,000.0000 27,680.00 12/31/2015 12X4215 1215206 09/30/2037 01992 6.919999920 39,000.0000 674.70 12/31/2015 12X4215 1215206 09/30/2038 01992 6.919999920 360,000.0000 6,228.00 12/31/2015 12X4215 1215206 09/30/2042 01992 6.919999920 781,000.0000 13,511.30 12/31/2015 12X4215 1215206 09/30/2044 01992 6.919999920 51,000.0000 882.30 12/31/2015 12X4215 1215206 09/30/2045 01992 6.919999920 2,000.0000 34.60 12/31/2015 12X4215 1215206 09/30/2046 01992 6.919999920 1,000.0000 17.30 12/31/2015 12X4215 1215206 09/30/2047 01992 6.919999920 41,000.0000 709.30 12/31/2015 12X4215 1215206 09/30/2029 01993 7.049999880 86,889.0000 1,531.42 12/31/2015 12X4215 1215206 09/30/2030 01993 7.049999880 1,300,000.0000 22,912.50 12/31/2015 12X4215 1215206 09/30/2038 01993 7.049999880 488,000.0000 8,601.00 12/31/2015 12X4215 1215206 09/30/2042 01993 7.049999880 1,300,000.0000 22,912.50 12/31/2015 12X4215 1215206 09/30/2044 01993 7.049999880 21,000.0000 370.13 12/31/2015 12X4215 1215206 09/30/2045 01993 7.049999880 1,939,000.0000 34,174.87 12/31/2015 12X4215 1215206 09/30/2046 01993 7.049999880 19,000.0000 334.87 12/31/2015 12X4215 1215206 09/30/2047 01993 7.049999880 4,000.0000 70.50 12/31/2015 12X4215 1215206 09/30/2043 01994 6.989999760 4,427,680.0000 77,373.71 12/31/2015 12X4215 1215206 09/30/2044 01994 6.989999760 71,000.0000 1,240.72 12/31/2015 12X4215 1215206 09/30/2045 01994 6.989999760 45,000.0000 786.38 12/31/2015 12X4215 1215206 09/30/2047 01994 6.989999760 83,000.0000 1,450.42 12/31/2015 12X4215 1215206 09/30/2048 01994 6.989999760 525,000.0000 9,174.37 12/31/2015 12X4215 1215206 09/30/2030 01995 6.949999800 1,442,459.0000 25,062.73 12/31/2015 12X4215 1215206 09/30/2033 01995 6.949999800 1,200,000.0000 20,850.00 12/31/2015 12X4215 1215206 09/30/2035 01995 6.949999800 310,000.0000 5,386.25 12/31/2015 12X4215 1215206 09/30/2038 01995 6.949999800 195,000.0000 3,388.12 12/31/2015 12X4215 1215206 09/30/2042 01995 6.949999800 1,600,000.0000 27,800.00 12/31/2015 12X4215 1215206 09/30/2045 01995 6.949999800 54,000.0000 938.25 12/31/2015 12X4215 1215206 09/30/2046 01995 6.949999800 2,000.0000 34.75 12/31/2015 12X4215 1215206 09/30/2047 01995 6.949999800 74,000.0000 1,285.75 12/31/2015 12X4215 1215206 09/30/2032 01996 6.419999880 843,401.0000 13,536.59 12/31/2015 12X4215 1215206 09/30/2034 01996 6.419999880 50,000.0000 802.50 12/31/2015 12X4215 1215206 09/30/2035 01996 6.419999880 400,000.0000 6,420.00 12/31/2015 12X4215 1215206 09/30/2038 01996 6.419999880 437,000.0000 7,013.85 12/31/2015 12X4215 1215206 09/30/2042 01996 6.419999880 2,550,000.0000 40,927.50 12/31/2015 12X4215 1215206 09/30/2045 01996 6.419999880 510,000.0000 8,185.50 12/31/2015 12X4215 1215206 09/30/2046 01996 6.419999880 39,000.0000 625.95 12/31/2015 12X4215 1215206 09/30/2047 01996 6.419999880 10,000.0000 160.50 12/31/2015 12X4215 1215206 09/30/2031 01997 6.039999720 834,201.0000 12,596.44 12/31/2015 12X4215 1215206 09/30/2032 01997 6.039999720 1,000,000.0000 15,100.00 12/31/2015 12X4215 1215206 09/30/2033 01997 6.039999720 700,000.0000 10,570.00 12/31/2015 12X4215 1215206 09/30/2035 01997 6.039999720 400,000.0000 6,040.00 12/31/2015 12X4215 1215206 09/30/2038 01997 6.039999720 317,000.0000 4,786.70 12/31/2015 12X4215 1215206 09/30/2042 01997 6.039999720 2,100,000.0000 31,710.00 12/31/2015 12X4215 1215206 09/30/2045 01997 6.039999720 498,000.0000 7,519.80 12/31/2015 12X4215 1215206 09/30/2047 01997 6.039999720 49,000.0000 739.90 12/31/2015 12X4215 1215206 09/30/2032 01998 5.979999960 443,600.0000 6,631.82 12/31/2015 12X4215 1215206 09/30/2033 01998 5.979999960 800,000.0000 11,960.00 12/31/2015 12X4215 1215206 09/30/2035 01998 5.979999960 1,000,000.0000 14,950.00 12/31/2015 12X4215 1215206 09/30/2038 01998 5.979999960 257,000.0000 3,842.15 12/31/2015 12X4215 1215206 09/30/2040 01998 5.979999960 827,000.0000 12,363.65 12/31/2015 12X4215 1215206 09/30/2042 01998 5.979999960 706,000.0000 10,554.70 12/31/2015 12X4215 1215206 09/30/2043 01998 5.979999960 782,000.0000 11,690.90 12/31/2015 12X4215 1215206 09/30/2044 01998 5.979999960 797,000.0000 11,915.15 12/31/2015 12X4215 1215206 09/30/2045 01998 5.979999960 4,369.0000 65.32 12/31/2015 12X4215 1215206 09/30/2046 01998 5.979999960 3,000.0000 44.85 12/31/2015 12X4215 1215206 09/30/2047 01998 5.979999960 36,000.0000 538.20 12/31/2015 12X4215 1215206 09/30/2035 01999 5.689999800 1,018,635.0000 14,490.08 12/31/2015 12X4215 1215206 09/30/2036 01999 5.689999800 1,000,000.0000 14,225.00 12/31/2015 12X4215 1215206 09/30/2037 01999 5.689999800 3,400,000.0000 48,365.00 12/31/2015 12X4215 1215206 09/30/2038 01999 5.689999800 755,000.0000 10,739.87 12/31/2015 12X4215 1215206 09/30/2040 01999 5.689999800 400,000.0000 5,690.00 12/31/2015 12X4215 1215206 09/30/2042 01999 5.689999800 1,250,000.0000 17,781.25 12/31/2015 12X4215 1215206 09/30/2045 01999 5.689999800 51,000.0000 725.47 12/31/2015 12X4215 1215206 09/30/2047 01999 5.689999800 65,000.0000 924.62 12/31/2015 12X4215 1215206 09/30/2035 02000 5.349999960 1,193,176.0000 15,958.73 12/31/2015 12X4215 1215206 09/30/2036 02000 5.349999960 3,700,000.0000 49,487.50 12/31/2015 12X4215 1215206 09/30/2037 02000 5.349999960 2,616,000.0000 34,989.00 12/31/2015 12X4215 1215206 09/30/2038 02000 5.349999960 628,000.0000 8,399.50 12/31/2015 12X4215 1215206 09/30/2039 02000 5.349999960 2,071,000.0000 27,699.62 12/31/2015 12X4215 1215206 09/30/2042 02000 5.349999960 2,450,000.0000 32,768.75 12/31/2015 12X4215 1215206 09/30/2045 02000 5.349999960 4,000.0000 53.50 12/31/2015 12X4215 1215206 09/30/2047 02000 5.349999960 29,000.0000 387.87 12/31/2015 12X4215 1215206 09/30/2037 02001 4.939999920 3,851,610.0000 47,567.38 12/31/2015 12X4215 1215206 09/30/2038 02001 4.939999920 2,748,000.0000 33,937.80 12/31/2015 12X4215 1215206 09/30/2039 02001 4.939999920 1,593,000.0000 19,673.55 12/31/2015 12X4215 1215206 09/30/2040 02001 4.939999920 388,000.0000 4,791.80 12/31/2015 12X4215 1215206 09/30/2041 02001 4.939999920 148,000.0000 1,827.80 12/31/2015 12X4215 1215206 09/30/2042 02001 4.939999920 3,287,000.0000 40,594.45 12/31/2015 12X4215 1215206 09/30/2043 02001 4.939999920 1,370,000.0000 16,919.50 12/31/2015 12X4215 1215206 09/30/2044 02001 4.939999920 748,000.0000 9,237.80 12/31/2015 12X4215 1215206 09/30/2045 02001 4.939999920 78,000.0000 963.30 12/31/2015 12X4215 1215206 09/30/2046 02001 4.939999920 905,000.0000 11,176.75 12/31/2015 12X4215 1215206 09/30/2047 02001 4.939999920 63,000.0000 778.05 12/31/2015 12X4215 1215206 09/30/2038 02002 4.649999760 6,800,000.0000 79,050.00 12/31/2015 12X4215 1215206 09/30/2039 02002 4.649999760 1,572,000.0000 18,274.50 12/31/2015 12X4215 1215206 09/30/2040 02002 4.649999760 1,812,000.0000 21,064.50 12/31/2015 12X4215 1215206 09/30/2041 02002 4.649999760 105,000.0000 1,220.62 12/31/2015 12X4215 1215206 09/30/2042 02002 4.649999760 2,950,000.0000 34,293.75 12/31/2015 12X4215 1215206 09/30/2043 02002 4.649999760 942,000.0000 10,950.75 12/31/2015 12X4215 1215206 09/30/2044 02002 4.649999760 1,497,000.0000 17,402.62 12/31/2015 12X4215 1215206 09/30/2045 02002 4.649999760 1,466,000.0000 17,042.25 12/31/2015 12X4215 1215206 09/30/2046 02002 4.649999760 871,000.0000 10,125.37 12/31/2015 12X4215 1215206 09/30/2047 02002 4.649999760 42,000.0000 488.25 12/31/2015 12X4215 1215206 09/30/2039 02003 4.410000000 2,648,241.0000 29,196.86 12/31/2015 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 11,962.13 12/31/2015 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 61,629.75 12/31/2015 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 81,642.33 12/31/2015 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 11,421.90 12/31/2015 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 30,429.00 12/31/2015 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 10,859.63 12/31/2015 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 28,334.25 12/31/2015 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 2,149.88 12/31/2015 12X4215 1215206 09/30/2040 02004 4.549999680 6,334,000.0000 72,049.25 12/31/2015 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 13,251.87 12/31/2015 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 57,364.12 12/31/2015 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 12,808.25 12/31/2015 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 2,991.62 12/31/2015 12X4215 1215206 09/30/2040 02005 4.559999760 2,656,819.0000 30,287.74 12/31/2015 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 51,687.60 12/31/2015 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 34,576.20 12/31/2015 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 22,230.00 12/31/2015 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 6,954.00 12/31/2015 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 5,027.40 12/31/2015 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 79.80 12/31/2015 12X4215 1215206 09/30/2041 02006 4.659999840 140,189.0000 1,633.20 12/31/2015 12X4215 1215206 09/30/2042 02006 4.659999840 1,482,000.0000 17,265.30 12/31/2015 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 32,188.95 12/31/2015 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 9,087.00 12/31/2015 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 8,830.70 12/31/2015 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 24,499.95 12/31/2015 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 1,829.05 12/31/2015 12X4215 1215206 09/30/2049 02006 4.659999840 24,000.0000 279.60 12/31/2015 12X4215 1215206 09/30/2043 02007 4.699999800 6,766,000.0000 79,500.50 12/31/2015 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 51,073.72 12/31/2015 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 16,414.75 12/31/2015 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 18,036.25 12/31/2015 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 19,669.50 12/31/2015 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 1,868.25 12/31/2015 12X4215 1215206 09/30/2049 02007 4.699999800 40,000.0000 470.00 12/31/2015 12X4215 1215206 09/30/2044 02008 3.319999920 5,961,825.0000 49,483.15 12/31/2015 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 49,501.20 12/31/2015 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 21,322.70 12/31/2015 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 31,706.00 12/31/2015 12X4215 1215206 09/30/2045 02009 3.169999800 2,748,617.0000 21,782.79 12/31/2015 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 101,352.82 12/31/2015 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 35,694.20 12/31/2015 12X4215 1215206 09/30/2043 02010 3.119999760 806,030.0000 6,287.03 12/31/2015 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 4,843.80 12/31/2015 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 33,189.00 12/31/2015 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 3,096.60 12/31/2015 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 3,003.00 12/31/2015 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 18,298.80 12/31/2015 12X4215 1215206 09/30/2046 02011 4.429999800 5,857,715.0000 64,874.19 12/31/2015 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 26,148.07 12/31/2015 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 122,112.95 12/31/2015 12X4215 1215206 09/30/2049 02011 4.429999800 27,000.0000 299.02 12/31/2015 12X4215 1215206 09/30/2045 02012 3.909999960 414,000.0000 4,046.85 12/31/2015 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 5,962.75 12/31/2015 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 185.72 12/31/2015 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 7,553.14 12/31/2015 12X4215 1215206 09/30/2049 02012 3.909999960 191,000.0000 1,867.02 12/31/2015 12X4215 1215206 09/30/2046 02013 3.829999680 554,000.0000 5,304.55 12/31/2015 12X4215 1215206 09/30/2047 02013 3.829999680 562,000.0000 5,381.15 12/31/2015 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 77,999.86 12/31/2015 12X4215 1215206 09/30/2049 02013 3.829999680 212,000.0000 2,029.90 12/31/2015 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 884.38 12/31/2015 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 2,358.10 12/31/2015 12X4215 1215206 09/30/2049 02014 2.829999960 39,000.0000 275.92 12/31/2015 12X4215 1215206 09/30/2048 02015 2.829999960 124,600.0000 881.54 12/31/2015 12X4215 1215206 09/30/2049 02015 2.829999960 101,000.0000 714.57 12/31/2015 ------------------------ ---------------------- 243,927,156.0000 2,839,016.33 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 72,820.00 12/31/2015 12X4215 1215207 09/30/2044 01992 6.619999680 69,500,000.0000 1,150,225.00 12/31/2015 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 49,650.00 12/31/2015 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 513,050.00 12/31/2015 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 214,239.75 12/31/2015 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 165,500.00 12/31/2015 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 2,019.10 12/31/2015 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 20,687.50 12/31/2015 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 160,535.00 12/31/2015 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 43,493.40 12/31/2015 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 456,912.40 12/31/2015 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 143,223.70 12/31/2015 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 101,948.00 12/31/2015 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 467,620.25 12/31/2015 12X4215 1215207 09/30/2044 01993 6.889999680 27,065,745.0000 466,207.46 12/31/2015 12X4215 1215207 09/30/2045 01993 6.889999680 54,000,000.0000 930,150.00 12/31/2015 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 585,650.00 12/31/2015 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 215,536.42 12/31/2015 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 158,470.00 12/31/2015 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 178,192.62 12/31/2015 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 81,818.75 12/31/2015 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 59,632.95 12/31/2015 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 19,981.00 12/31/2015 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 135,147.35 12/31/2015 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 340,607.15 12/31/2015 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 78,442.65 12/31/2015 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 547,444.95 12/31/2015 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 44,312.50 12/31/2015 12X4215 1215207 09/30/2046 01994 7.089999840 40,995,590.0000 726,646.83 12/31/2015 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 514,025.00 12/31/2015 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 292,639.75 12/31/2015 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 169,628.25 12/31/2015 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 216,245.00 12/31/2015 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 224,238.97 12/31/2015 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 134,710.00 12/31/2015 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 45,890.02 12/31/2015 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 13,382.37 12/31/2015 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 227,110.42 12/31/2015 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 305,756.25 12/31/2015 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 32,702.62 12/31/2015 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 137,439.65 12/31/2015 12X4215 1215207 09/30/2046 01995 6.709999680 29,033,362.0000 487,034.65 12/31/2015 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 33,550.00 12/31/2015 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 16,775.00 12/31/2015 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 234,850.00 12/31/2015 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 17,932.47 12/31/2015 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 112,308.62 12/31/2015 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 36,905.00 12/31/2015 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 1,056.82 12/31/2015 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 15,114.27 12/31/2015 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 55,323.95 12/31/2015 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 8,538.47 12/31/2015 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 31,469.90 12/31/2015 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 12,480.60 12/31/2015 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 34,892.00 12/31/2015 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 69,498.82 12/31/2015 12X4215 1215207 09/30/2048 01996 6.459999840 25,800,000.0000 416,670.00 12/31/2015 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 145,350.00 12/31/2015 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 10,781.74 12/31/2015 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 82,720.30 12/31/2015 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 59,755.00 12/31/2015 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 306.85 12/31/2015 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 985.15 12/31/2015 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 94,493.65 12/31/2015 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 2,616.30 12/31/2015 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 5,539.45 12/31/2015 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 2,955.45 12/31/2015 12X4215 1215207 09/30/2064 01996 6.459999840 2,577,000.0000 41,618.55 12/31/2015 12X4215 1215207 09/30/2065 01996 6.459999840 8,328,000.0000 134,497.20 12/31/2015 12X4215 1215207 09/30/2048 01997 5.949999720 9,102,717.0000 135,402.92 12/31/2015 12X4215 1215207 09/30/2049 01997 5.949999720 17,000,000.0000 252,875.00 12/31/2015 12X4215 1215207 09/30/2050 01997 5.949999720 1,000,000.0000 14,875.00 12/31/2015 12X4215 1215207 09/30/2051 01997 5.949999720 1,000,000.0000 14,875.00 12/31/2015 12X4215 1215207 09/30/2052 01997 5.949999720 14,000,000.0000 208,250.00 12/31/2015 12X4215 1215207 09/30/2055 01997 5.949999720 1,557,500.0000 23,167.81 12/31/2015 12X4215 1215207 09/30/2056 01997 5.949999720 5,215,000.0000 77,573.12 12/31/2015 12X4215 1215207 09/30/2057 01997 5.949999720 3,600,000.0000 53,550.00 12/31/2015 12X4215 1215207 09/30/2058 01997 5.949999720 651,000.0000 9,683.62 12/31/2015 12X4215 1215207 09/30/2059 01997 5.949999720 606,000.0000 9,014.25 12/31/2015 12X4215 1215207 09/30/2061 01997 5.949999720 348,000.0000 5,176.50 12/31/2015 12X4215 1215207 09/30/2062 01997 5.949999720 963,000.0000 14,324.62 12/31/2015 12X4215 1215207 09/30/2063 01997 5.949999720 1,311,000.0000 19,501.12 12/31/2015 12X4215 1215207 09/30/2064 01997 5.949999720 2,136,000.0000 31,773.00 12/31/2015 12X4215 1215207 09/30/2065 01997 5.949999720 4,112,000.0000 61,166.00 12/31/2015 12X4215 1215207 09/30/2049 01998 5.949999720 21,675,555.0000 322,423.88 12/31/2015 12X4215 1215207 09/30/2050 01998 5.949999720 19,000,000.0000 282,625.00 12/31/2015 12X4215 1215207 09/30/2051 01998 5.949999720 3,000,000.0000 44,625.00 12/31/2015 12X4215 1215207 09/30/2052 01998 5.949999720 6,000,000.0000 89,250.00 12/31/2015 12X4215 1215207 09/30/2053 01998 5.949999720 13,000,000.0000 193,375.00 12/31/2015 12X4215 1215207 09/30/2055 01998 5.949999720 2,342,000.0000 34,837.25 12/31/2015 12X4215 1215207 09/30/2056 01998 5.949999720 591,000.0000 8,791.12 12/31/2015 12X4215 1215207 09/30/2057 01998 5.949999720 4,500,000.0000 66,937.50 12/31/2015 12X4215 1215207 09/30/2058 01998 5.949999720 735,000.0000 10,933.12 12/31/2015 12X4215 1215207 09/30/2059 01998 5.949999720 1,250,000.0000 18,593.75 12/31/2015 12X4215 1215207 09/30/2060 01998 5.949999720 5,923,000.0000 88,104.62 12/31/2015 12X4215 1215207 09/30/2061 01998 5.949999720 949,000.0000 14,116.37 12/31/2015 12X4215 1215207 09/30/2062 01998 5.949999720 2,352,000.0000 34,986.00 12/31/2015 12X4215 1215207 09/30/2063 01998 5.949999720 1,527,000.0000 22,714.12 12/31/2015 12X4215 1215207 09/30/2064 01998 5.949999720 100,000.0000 1,487.50 12/31/2015 12X4215 1215207 09/30/2065 01998 5.949999720 4,795,000.0000 71,325.62 12/31/2015 12X4215 1215207 09/30/2050 01999 5.839999920 21,309,952.0000 311,125.30 12/31/2015 12X4215 1215207 09/30/2051 01999 5.839999920 13,000,000.0000 189,800.00 12/31/2015 12X4215 1215207 09/30/2052 01999 5.839999920 8,000,000.0000 116,800.00 12/31/2015 12X4215 1215207 09/30/2053 01999 5.839999920 4,200,000.0000 61,320.00 12/31/2015 12X4215 1215207 09/30/2055 01999 5.839999920 2,898,200.0000 42,313.72 12/31/2015 12X4215 1215207 09/30/2056 01999 5.839999920 1,455,000.0000 21,243.00 12/31/2015 12X4215 1215207 09/30/2057 01999 5.839999920 4,023,000.0000 58,735.80 12/31/2015 12X4215 1215207 09/30/2058 01999 5.839999920 1,546,000.0000 22,571.60 12/31/2015 12X4215 1215207 09/30/2059 01999 5.839999920 2,154,000.0000 31,448.40 12/31/2015 12X4215 1215207 09/30/2060 01999 5.839999920 1,429,000.0000 20,863.40 12/31/2015 12X4215 1215207 09/30/2061 01999 5.839999920 921,000.0000 13,446.60 12/31/2015 12X4215 1215207 09/30/2062 01999 5.839999920 1,274,000.0000 18,600.40 12/31/2015 12X4215 1215207 09/30/2063 01999 5.839999920 645,000.0000 9,417.00 12/31/2015 12X4215 1215207 09/30/2064 01999 5.839999920 25,000.0000 365.00 12/31/2015 12X4215 1215207 09/30/2065 01999 5.839999920 1,508,000.0000 22,016.80 12/31/2015 12X4215 1215207 09/30/2051 02000 5.649999840 10,674,508.0000 150,777.43 12/31/2015 12X4215 1215207 09/30/2052 02000 5.649999840 24,000,000.0000 339,000.00 12/31/2015 12X4215 1215207 09/30/2053 02000 5.649999840 9,000,000.0000 127,125.00 12/31/2015 12X4215 1215207 09/30/2055 02000 5.649999840 1,420,000.0000 20,057.50 12/31/2015 12X4215 1215207 09/30/2056 02000 5.649999840 2,754,000.0000 38,900.25 12/31/2015 12X4215 1215207 09/30/2057 02000 5.649999840 3,447,000.0000 48,688.87 12/31/2015 12X4215 1215207 09/30/2058 02000 5.649999840 1,053,000.0000 14,873.62 12/31/2015 12X4215 1215207 09/30/2059 02000 5.649999840 4,950,000.0000 69,918.75 12/31/2015 12X4215 1215207 09/30/2060 02000 5.649999840 1,021,000.0000 14,421.62 12/31/2015 12X4215 1215207 09/30/2061 02000 5.649999840 1,174,000.0000 16,582.75 12/31/2015 12X4215 1215207 09/30/2062 02000 5.649999840 1,953,000.0000 27,586.12 12/31/2015 12X4215 1215207 09/30/2063 02000 5.649999840 1,559,000.0000 22,020.87 12/31/2015 12X4215 1215207 09/30/2064 02000 5.649999840 12,000.0000 169.50 12/31/2015 12X4215 1215207 09/30/2065 02000 5.649999840 3,276,000.0000 46,273.50 12/31/2015 12X4215 1215207 09/30/2052 02001 5.349999960 12,806,746.0000 171,290.23 12/31/2015 12X4215 1215207 09/30/2053 02001 5.349999960 27,300,000.0000 365,137.50 12/31/2015 12X4215 1215207 09/30/2055 02001 5.349999960 5,969,000.0000 79,835.37 12/31/2015 12X4215 1215207 09/30/2056 02001 5.349999960 2,953,000.0000 39,496.37 12/31/2015 12X4215 1215207 09/30/2057 02001 5.349999960 2,629,500.0000 35,169.56 12/31/2015 12X4215 1215207 09/30/2058 02001 5.349999960 6,917,000.0000 92,514.87 12/31/2015 12X4215 1215207 09/30/2059 02001 5.349999960 1,781,000.0000 23,820.87 12/31/2015 12X4215 1215207 09/30/2060 02001 5.349999960 2,187,000.0000 29,251.12 12/31/2015 12X4215 1215207 09/30/2061 02001 5.349999960 1,770,000.0000 23,673.75 12/31/2015 12X4215 1215207 09/30/2062 02001 5.349999960 854,000.0000 11,422.25 12/31/2015 12X4215 1215207 09/30/2063 02001 5.349999960 1,776,000.0000 23,754.00 12/31/2015 12X4215 1215207 09/30/2064 02001 5.349999960 34,000.0000 454.75 12/31/2015 12X4215 1215207 09/30/2065 02001 5.349999960 1,913,000.0000 25,586.37 12/31/2015 12X4215 1215207 09/30/2053 02002 5.059999800 29,328,986.0000 371,011.67 12/31/2015 12X4215 1215207 09/30/2055 02002 5.059999800 12,000,000.0000 151,800.00 12/31/2015 12X4215 1215207 09/30/2056 02002 5.059999800 4,665,000.0000 59,012.25 12/31/2015 12X4215 1215207 09/30/2057 02002 5.059999800 6,254,000.0000 79,113.10 12/31/2015 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 60,606.15 12/31/2015 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 11,258.50 12/31/2015 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 65,008.35 12/31/2015 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 26,501.75 12/31/2015 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 18,190.70 12/31/2015 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 5,022.05 12/31/2015 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 49,208.50 12/31/2015 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 44,667.15 12/31/2015 12X4215 1215207 09/30/2053 02003 4.909999680 13,859,624.0000 170,126.88 12/31/2015 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 218,495.00 12/31/2015 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 116,587.95 12/31/2015 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 44,509.15 12/31/2015 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 39,623.70 12/31/2015 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 95,204.90 12/31/2015 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 87,250.70 12/31/2015 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 11,170.25 12/31/2015 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 16,288.92 12/31/2015 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 20,916.60 12/31/2015 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 21,702.20 12/31/2015 12X4215 1215207 09/30/2055 02004 4.829999760 6,941,304.0000 83,816.25 12/31/2015 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 205,214.62 12/31/2015 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 184,711.27 12/31/2015 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 45,812.55 12/31/2015 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 80,070.67 12/31/2015 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 33,327.00 12/31/2015 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 18,909.45 12/31/2015 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 68,247.90 12/31/2015 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 48,795.07 12/31/2015 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 42,129.67 12/31/2015 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 19,380.37 12/31/2015 12X4215 1215207 09/30/2056 02005 4.719999960 8,358,780.0000 98,633.60 12/31/2015 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 167,630.80 12/31/2015 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 163,500.80 12/31/2015 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 81,585.20 12/31/2015 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 37,264.40 12/31/2015 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 12,590.60 12/31/2015 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 37,288.00 12/31/2015 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 48,592.40 12/31/2015 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 8,507.80 12/31/2015 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 18,703.00 12/31/2015 12X4215 1215207 09/30/2057 02006 4.479999840 4,461,227.0000 49,965.74 12/31/2015 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 149,945.60 12/31/2015 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 148,822.03 12/31/2015 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 96,745.60 12/31/2015 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 124,611.20 12/31/2015 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 30,643.20 12/31/2015 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 33,532.80 12/31/2015 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 17,192.00 12/31/2015 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 13,720.00 12/31/2015 12X4215 1215207 09/30/2058 02007 4.209999840 10,027,110.0000 105,535.33 12/31/2015 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 221,372.32 12/31/2015 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 112,259.65 12/31/2015 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 80,021.57 12/31/2015 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 33,943.12 12/31/2015 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 59,224.17 12/31/2015 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 7,378.02 12/31/2015 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 13,482.52 12/31/2015 12X4215 1215207 09/30/2059 02008 3.979999800 9,024,972.0000 89,798.47 12/31/2015 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 134,185.70 12/31/2015 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 71,092.75 12/31/2015 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 59,610.45 12/31/2015 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 52,426.55 12/31/2015 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 17,651.30 12/31/2015 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 26,248.10 12/31/2015 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 84,020.21 12/31/2015 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 64,694.70 12/31/2015 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 197,854.65 12/31/2015 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 62,351.10 12/31/2015 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 10,149.30 12/31/2015 12X4215 1215207 09/30/2061 02010 3.549999960 7,023,630.0000 62,334.72 12/31/2015 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 109,837.00 12/31/2015 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 179,275.00 12/31/2015 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 37,514.62 12/31/2015 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 7,144.37 12/31/2015 12X4215 1215207 09/30/2066 02010 3.549999960 883,000.0000 7,836.62 12/31/2015 12X4215 1215207 09/30/2061 02011 3.150000000 993,460.0000 7,823.50 12/31/2015 12X4215 1215207 09/30/2062 02011 3.150000000 9,984,000.0000 78,624.00 12/31/2015 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 73,206.00 12/31/2015 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 49,557.38 12/31/2015 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 85,664.25 12/31/2015 12X4215 1215207 09/30/2066 02011 3.150000000 628,000.0000 4,945.50 12/31/2015 12X4215 1215207 09/30/2063 02012 3.089999880 16,589,000.0000 128,150.02 12/31/2015 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 72,924.00 12/31/2015 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 97,219.12 12/31/2015 12X4215 1215207 09/30/2066 02012 3.089999880 510,000.0000 3,939.75 12/31/2015 12X4215 1215207 09/30/2063 02013 4.179999960 2,762,000.0000 28,862.90 12/31/2015 12X4215 1215207 09/30/2064 02013 4.179999960 6,700,000.0000 70,015.00 12/31/2015 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 94,081.35 12/31/2015 12X4215 1215207 09/30/2066 02013 4.179999960 159,000.0000 1,661.55 12/31/2015 12X4215 1215207 09/30/2064 02014 3.049999920 1,045,000.0000 7,968.12 12/31/2015 12X4215 1215207 09/30/2065 02014 3.049999920 11,988,000.0000 91,408.50 12/31/2015 12X4215 1215207 09/30/2066 02014 3.049999920 4,858,000.0000 37,042.25 12/31/2015 12X4215 1215207 09/30/2065 02015 3.049999920 478,000.0000 3,644.75 12/31/2015 12X4215 1215207 09/30/2066 02015 3.049999920 4,576,000.0000 34,892.00 12/31/2015 ------------------------ ---------------------- 1,733,471,887.0000 24,476,195.12 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 297.50 12/31/2015 12X4215 1215208 09/30/2018 02006 3.589999920 99,000.0000 888.53 12/31/2015 12X4215 1215208 09/30/2017 02007 0.999999720 733,000.0000 1,832.50 12/31/2015 12X4215 1215208 09/30/2016 02009 2.439999720 253,000.0000 1,543.30 12/31/2015 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 860.10 12/31/2015 12X4215 1215208 09/30/2016 02010 0.999999720 23,000.0000 57.50 12/31/2015 12X4215 1215208 09/30/2017 02010 0.999999720 12,000.0000 30.00 12/31/2015 12X4215 1215208 09/30/2018 02010 0.999999720 525,000.0000 1,312.50 12/31/2015 ------------------------ ---------------------- 1,821,000.0000 6,821.93 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 550,175.0000 10,054.45 12/31/2015 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 1,260.97 12/31/2015 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 73.10 12/31/2015 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 54.83 12/31/2015 12X4215 1215209 09/30/2057 01993 6.709999680 472,148.0000 7,920.28 12/31/2015 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 16.78 12/31/2015 12X4215 1215209 09/30/2057 01994 6.769999800 1,957,576.0000 33,131.97 12/31/2015 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 2,792.62 12/31/2015 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 406.20 12/31/2015 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 16.93 12/31/2015 12X4215 1215209 09/30/2060 01997 6.889999680 1,309,929.0000 22,563.53 12/31/2015 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 1,705.27 12/31/2015 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 757.90 12/31/2015 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 34.45 12/31/2015 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 17.23 12/31/2015 12X4215 1215209 09/30/2059 01998 5.979999960 302,015.0000 4,515.12 12/31/2015 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 1,656.46 12/31/2015 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 149.50 12/31/2015 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 388.70 12/31/2015 12X4215 1215209 09/30/2059 01999 5.809999680 121,952.0000 1,771.35 12/31/2015 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 27,973.70 12/31/2015 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 159.78 12/31/2015 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 14.53 12/31/2015 12X4215 1215209 09/30/2050 02000 6.359999760 101,722.0000 1,617.38 12/31/2015 12X4215 1215209 09/30/2054 02000 6.359999760 8,500.0000 135.15 12/31/2015 12X4215 1215209 09/30/2055 02000 6.359999760 13,900.0000 221.01 12/31/2015 12X4215 1215209 09/30/2056 02000 6.359999760 1,500.0000 23.85 12/31/2015 12X4215 1215209 09/30/2060 02000 6.359999760 349,100.0000 5,550.69 12/31/2015 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 1,717.23 12/31/2015 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 1,701.00 12/31/2015 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 350.12 12/31/2015 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 106.31 12/31/2015 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 9,809.10 12/31/2015 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 14.18 12/31/2015 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 28.35 12/31/2015 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 7,940.25 12/31/2015 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 70.00 12/31/2015 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 5,740.00 12/31/2015 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 126.00 12/31/2015 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 14.00 12/31/2015 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 28.00 12/31/2015 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 28.00 12/31/2015 12X4215 1215209 09/30/2054 02003 4.899999960 659,469.0000 8,078.50 12/31/2015 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 612.50 12/31/2015 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 4,312.00 12/31/2015 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 1,359.75 12/31/2015 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 134.75 12/31/2015 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 12.25 12/31/2015 12X4215 1215209 09/30/2054 02004 5.189999760 136,790.0000 1,774.85 12/31/2015 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 129.75 12/31/2015 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 1,167.75 12/31/2015 12X4215 1215209 09/30/2055 02005 4.479999840 574,332.0000 6,432.52 12/31/2015 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 1,982.40 12/31/2015 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 436.80 12/31/2015 12X4215 1215209 09/30/2057 02006 4.889999880 580,123.0000 7,092.00 12/31/2015 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 1,393.65 12/31/2015 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 171.15 12/31/2015 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 366.75 12/31/2015 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 24.45 12/31/2015 12X4215 1215209 09/30/2057 02007 4.909999680 794,603.0000 9,753.75 12/31/2015 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 810.15 12/31/2015 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 441.90 12/31/2015 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 61.37 12/31/2015 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 12.28 12/31/2015 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 12.28 12/31/2015 12X4215 1215209 09/30/2058 02008 4.189999680 892,548.0000 9,349.44 12/31/2015 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 408.52 12/31/2015 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 209.50 12/31/2015 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 10.48 12/31/2015 12X4215 1215209 09/30/2059 02009 3.839999760 884,668.0000 8,492.81 12/31/2015 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 1,008.00 12/31/2015 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 9.60 12/31/2015 12X4215 1215209 09/30/2060 02010 4.389999840 687,957.0000 7,550.33 12/31/2015 12X4215 1215209 09/30/2061 02011 4.140000000 108,457.0000 1,122.53 12/31/2015 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 31.05 12/31/2015 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 31.05 12/31/2015 ------------------------ ---------------------- 16,251,670.0000 227,453.13 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 13.43 12/31/2015 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 1,557.30 12/31/2015 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 453.76 12/31/2015 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 26.45 12/31/2015 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 2,393.72 12/31/2015 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 198.38 12/31/2015 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 10.63 12/31/2015 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 1,009.37 12/31/2015 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 42.50 12/31/2015 ------------------------ ---------------------- 448,800.0000 5,705.54 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 108,000.0000 977.40 12/31/2015 12X4215 1215401 09/30/2016 02006 3.409999920 1,000.0000 8.52 12/31/2015 12X4215 1215401 09/30/2018 02007 2.169999720 100.0000 0.54 12/31/2015 ------------------------ ---------------------- 109,100.0000 986.46 ======================== ====================== 16,623,185,459.0000 183,146,638.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================