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 258,460.93 02/29/2016 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 415,070.83 02/29/2016 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 421,312.50 02/29/2016 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 268,797.37 02/29/2016 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 145,961.37 02/29/2016 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 855,108.33 02/29/2016 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 1,139,104.17 02/29/2016 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 1,877,243.67 02/29/2016 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 148,426.83 02/29/2016 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 51,993.08 02/29/2016 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 49,558.83 02/29/2016 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 1,993,831.81 02/29/2016 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 270,382.35 02/29/2016 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 833,750.00 02/29/2016 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 700,350.00 02/29/2016 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 1,690,900.58 02/29/2016 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 140,403.50 02/29/2016 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 49,024.50 02/29/2016 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 45,911.83 02/29/2016 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 6,061,781.74 02/29/2016 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 314,875.00 02/29/2016 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 312,012.50 02/29/2016 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 1,288,125.00 02/29/2016 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 299,131.25 02/29/2016 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 60,828.12 02/29/2016 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 67,812.62 02/29/2016 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 61,143.00 02/29/2016 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 61,601.00 02/29/2016 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 3,668,503.04 02/29/2016 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 131,665.12 02/29/2016 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 152.71 02/29/2016 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 824,625.00 02/29/2016 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 142,018.75 02/29/2016 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 622,744.58 02/29/2016 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 41,048.00 02/29/2016 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 44,529.75 02/29/2016 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 44,804.62 02/29/2016 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 1,657,913.30 02/29/2016 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 2,833,333.33 02/29/2016 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 116,166.67 02/29/2016 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 408,699.83 02/29/2016 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 804,666.67 02/29/2016 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 56,666.67 02/29/2016 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 45,163.33 02/29/2016 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 44,030.00 02/29/2016 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 95,228.33 02/29/2016 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 46,070.00 02/29/2016 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 2,758,834.56 02/29/2016 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 152,854.17 02/29/2016 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 116,725.00 02/29/2016 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 176,949.54 02/29/2016 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 564,170.83 02/29/2016 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 1,417.37 02/29/2016 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 337,668.75 02/29/2016 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 31,154.46 02/29/2016 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 28,542.04 02/29/2016 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 59,891.04 02/29/2016 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 29,876.04 02/29/2016 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 3,748,775.44 02/29/2016 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 177,900.00 02/29/2016 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 506,520.83 02/29/2016 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 240,214.42 02/29/2016 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 677,008.33 02/29/2016 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 993,275.00 02/29/2016 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 39,879.25 02/29/2016 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 41,238.21 02/29/2016 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 47,588.25 02/29/2016 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 50,503.83 02/29/2016 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 3,795,855.13 02/29/2016 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 223,125.00 02/29/2016 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 599,958.33 02/29/2016 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 259,903.44 02/29/2016 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 689,208.33 02/29/2016 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 1,062,322.92 02/29/2016 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 50,103.96 02/29/2016 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 55,930.00 02/29/2016 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 54,318.54 02/29/2016 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 60,417.29 02/29/2016 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 5,221,207.28 02/29/2016 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 388,750.00 02/29/2016 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 77,750.00 02/29/2016 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 228,079.62 02/29/2016 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 925,225.00 02/29/2016 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 1,970,962.50 02/29/2016 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 59,686.08 02/29/2016 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 71,037.58 02/29/2016 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 105,869.58 02/29/2016 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 74,795.50 02/29/2016 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 321,720.70 02/29/2016 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 5,201,833.33 02/29/2016 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 220,416.67 02/29/2016 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 290,950.00 02/29/2016 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 191,453.92 02/29/2016 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 833,175.00 02/29/2016 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 1,221,108.33 02/29/2016 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 56,911.58 02/29/2016 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 64,978.83 02/29/2016 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 72,186.46 02/29/2016 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 73,641.21 02/29/2016 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 615,817.04 02/29/2016 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 4,727,958.33 02/29/2016 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 1,055,166.67 02/29/2016 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 940,520.78 02/29/2016 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 81.17 02/29/2016 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 734,558.33 02/29/2016 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 616,257.92 02/29/2016 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 207,664.92 02/29/2016 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 121.75 02/29/2016 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 63,492.62 02/29/2016 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 102,736.71 02/29/2016 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 72,278.92 02/29/2016 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 565,720.05 02/29/2016 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 5,081,250.00 02/29/2016 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 2,166,693.75 02/29/2016 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 200,156.25 02/29/2016 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 484,331.25 02/29/2016 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 112,500.00 02/29/2016 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 373,125.00 02/29/2016 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 65,906.25 02/29/2016 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 59,531.25 02/29/2016 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 61,200.00 02/29/2016 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 65,362.50 02/29/2016 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 3,441,631.88 02/29/2016 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 6,427,282.08 02/29/2016 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 338,827.96 02/29/2016 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 973,091.79 02/29/2016 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 73,027.12 02/29/2016 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 2,232,843.75 02/29/2016 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 86,239.33 02/29/2016 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 85,597.21 02/29/2016 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 86,433.92 02/29/2016 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 87,718.17 02/29/2016 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 136.21 02/29/2016 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 6,024,809.58 02/29/2016 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 5,300,183.00 02/29/2016 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 1,086,002.00 02/29/2016 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 72,238.00 02/29/2016 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 154,755.00 02/29/2016 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 74,005.00 02/29/2016 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 79,876.00 02/29/2016 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 92,131.00 02/29/2016 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 76,380.00 02/29/2016 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 9,619,739.31 02/29/2016 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 4,660,630.58 02/29/2016 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 267,241.25 02/29/2016 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 966,997.35 02/29/2016 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 83,764.00 02/29/2016 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 103,974.50 02/29/2016 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 101,417.75 02/29/2016 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 107,221.17 02/29/2016 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 12,267,448.52 02/29/2016 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 3,317,893.29 02/29/2016 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 942,392.58 02/29/2016 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 91,409.17 02/29/2016 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 538.88 02/29/2016 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 104,801.21 02/29/2016 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 114,720.50 02/29/2016 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 114,021.96 02/29/2016 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 139.71 02/29/2016 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 11,339,091.62 02/29/2016 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 3,553,573.60 02/29/2016 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 352,411.88 02/29/2016 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 5,040.75 02/29/2016 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 80,052.75 02/29/2016 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 83,331.00 02/29/2016 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 79,576.88 02/29/2016 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 13,458,487.22 02/29/2016 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 4,149,256.37 02/29/2016 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 357,963.37 02/29/2016 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 49,715.87 02/29/2016 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 55,463.37 02/29/2016 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 63,101.50 02/29/2016 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 22,675,952.66 02/29/2016 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 5,119,850.50 02/29/2016 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 159,946.58 02/29/2016 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 72,755.08 02/29/2016 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 83,864.92 02/29/2016 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 10,964,098.91 02/29/2016 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 2,463,513.15 02/29/2016 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 309,321.58 02/29/2016 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 33,268.62 02/29/2016 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 1,214.50 02/29/2016 12X4215 1215201 09/30/2049 02011 3.469999680 24,000.0000 347.00 02/29/2016 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 6,850,838.25 02/29/2016 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 1,143,993.38 02/29/2016 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 271,461.38 02/29/2016 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 5,305.50 02/29/2016 12X4215 1215201 09/30/2049 02012 2.430000000 25,000.0000 253.13 02/29/2016 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 6,023,943.75 02/29/2016 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 2,093,987.50 02/29/2016 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 103,136.46 02/29/2016 12X4215 1215201 09/30/2049 02013 2.749999680 215,000.0000 2,463.54 02/29/2016 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 5,914,039.67 02/29/2016 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 2,594,316.33 02/29/2016 12X4215 1215201 09/30/2049 02014 2.839999680 19,358,000.0000 229,069.67 02/29/2016 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 3,917,253.50 02/29/2016 12X4215 1215201 09/30/2049 02015 2.629999800 423,046,000.0000 4,635,879.08 02/29/2016 12X4215 1215201 09/30/2049 02016 2.629999800 193,955,000.0000 2,125,423.38 02/29/2016 ------------------------ ---------------------- 14,527,676,905.0000 256,267,358.27 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 312.08 02/29/2016 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 693.75 02/29/2016 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 1,736.29 02/29/2016 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 7,160.04 02/29/2016 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 18,518.64 02/29/2016 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 31,776.99 02/29/2016 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 7,965.55 02/29/2016 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 32,793.75 02/29/2016 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 12,366.89 02/29/2016 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 32,568.75 02/29/2016 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 32,067.96 02/29/2016 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 36,400.00 02/29/2016 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 7,194.92 02/29/2016 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 34,035.83 02/29/2016 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 8,616.67 02/29/2016 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 35,543.75 02/29/2016 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 710.88 02/29/2016 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 430.83 02/29/2016 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 1,378.67 02/29/2016 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 10,684.38 02/29/2016 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 33,735.83 02/29/2016 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 9,937.50 02/29/2016 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 47,700.00 02/29/2016 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 377.63 02/29/2016 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 178.88 02/29/2016 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 318.00 02/29/2016 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 37,486.08 02/29/2016 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 11,473.75 02/29/2016 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 12,038.87 02/29/2016 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 8,562.50 02/29/2016 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 41,100.00 02/29/2016 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 325.38 02/29/2016 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 205.50 02/29/2016 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 565.13 02/29/2016 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 54,449.67 02/29/2016 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 18,066.08 02/29/2016 12X4215 1215202 09/30/2027 02004 4.309999920 500,000.0000 8,979.17 02/29/2016 12X4215 1215202 09/30/2029 02004 4.309999920 3,250,000.0000 58,364.58 02/29/2016 12X4215 1215202 09/30/2032 02004 4.309999920 5,000.0000 89.79 02/29/2016 12X4215 1215202 09/30/2033 02004 4.309999920 17,000.0000 305.29 02/29/2016 12X4215 1215202 09/30/2034 02004 4.309999920 21,000.0000 377.13 02/29/2016 12X4215 1215202 09/30/2025 02005 4.329999720 1,558,589.0000 28,119.54 02/29/2016 12X4215 1215202 09/30/2026 02005 4.329999720 4,005,000.0000 72,256.87 02/29/2016 12X4215 1215202 09/30/2027 02005 4.329999720 773,000.0000 13,946.21 02/29/2016 12X4215 1215202 09/30/2028 02005 4.329999720 15,000.0000 270.63 02/29/2016 12X4215 1215202 09/30/2029 02005 4.329999720 3,550,000.0000 64,047.92 02/29/2016 12X4215 1215202 09/30/2032 02005 4.329999720 26,000.0000 469.08 02/29/2016 12X4215 1215202 09/30/2033 02005 4.329999720 16,000.0000 288.67 02/29/2016 12X4215 1215202 09/30/2034 02005 4.329999720 30,000.0000 541.25 02/29/2016 12X4215 1215202 09/30/2026 02006 4.819999680 1,990,509.0000 39,976.06 02/29/2016 12X4215 1215202 09/30/2027 02006 4.819999680 3,101,000.0000 62,278.42 02/29/2016 12X4215 1215202 09/30/2029 02006 4.819999680 6,275,000.0000 126,022.92 02/29/2016 12X4215 1215202 09/30/2032 02006 4.819999680 15,000.0000 301.25 02/29/2016 12X4215 1215202 09/30/2033 02006 4.819999680 22,000.0000 441.83 02/29/2016 12X4215 1215202 09/30/2034 02006 4.819999680 29,000.0000 582.42 02/29/2016 12X4215 1215202 09/30/2027 02007 4.699999800 845,703.0000 16,561.68 02/29/2016 12X4215 1215202 09/30/2028 02007 4.699999800 1,078,000.0000 21,110.83 02/29/2016 12X4215 1215202 09/30/2029 02007 4.699999800 11,439,000.0000 224,013.75 02/29/2016 12X4215 1215202 09/30/2030 02007 4.699999800 20,000.0000 391.67 02/29/2016 12X4215 1215202 09/30/2032 02007 4.699999800 17,000.0000 332.92 02/29/2016 12X4215 1215202 09/30/2033 02007 4.699999800 20,000.0000 391.67 02/29/2016 12X4215 1215202 09/30/2034 02007 4.699999800 23,000.0000 450.42 02/29/2016 12X4215 1215202 09/30/2028 02008 3.849999840 4,396,199.0000 70,522.36 02/29/2016 12X4215 1215202 09/30/2029 02008 3.849999840 6,108,442.0000 97,989.59 02/29/2016 12X4215 1215202 09/30/2030 02008 3.849999840 2,265,000.0000 36,334.37 02/29/2016 12X4215 1215202 09/30/2031 02008 3.849999840 477,000.0000 7,651.87 02/29/2016 12X4215 1215202 09/30/2032 02008 3.849999840 20,000.0000 320.83 02/29/2016 12X4215 1215202 09/30/2033 02008 3.849999840 17,000.0000 272.71 02/29/2016 12X4215 1215202 09/30/2034 02008 3.849999840 12,000.0000 192.50 02/29/2016 12X4215 1215202 09/30/2029 02009 3.109999680 7,757,859.0000 100,528.92 02/29/2016 12X4215 1215202 09/30/2030 02009 3.109999680 3,996,000.0000 51,781.50 02/29/2016 12X4215 1215202 09/30/2031 02009 3.109999680 1,351,000.0000 17,506.71 02/29/2016 12X4215 1215202 09/30/2032 02009 3.109999680 710,000.0000 9,200.42 02/29/2016 12X4215 1215202 09/30/2033 02009 3.109999680 13,000.0000 168.46 02/29/2016 12X4215 1215202 09/30/2034 02009 3.109999680 16,000.0000 207.33 02/29/2016 12X4215 1215202 09/30/2030 02010 3.269999880 11,724,401.0000 159,744.96 02/29/2016 12X4215 1215202 09/30/2031 02010 3.269999880 3,096,000.0000 42,183.00 02/29/2016 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 1,294.37 02/29/2016 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 408.75 02/29/2016 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 118,084.83 02/29/2016 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 45,516.42 02/29/2016 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 3,585.50 02/29/2016 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 272.17 02/29/2016 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 45,093.75 02/29/2016 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 3,376.25 02/29/2016 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 10,545.00 02/29/2016 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 71,312.50 02/29/2016 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 22,233.75 02/29/2016 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 7,735.00 02/29/2016 12X4215 1215202 09/30/2036 02013 2.099999880 7,000.0000 61.25 02/29/2016 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 84,708.33 02/29/2016 12X4215 1215202 09/30/2035 02014 2.139999840 2,515,000.0000 22,425.42 02/29/2016 12X4215 1215202 09/30/2036 02014 2.139999840 39,000.0000 347.75 02/29/2016 12X4215 1215202 09/30/2035 02015 2.139999840 12,202,000.0000 108,801.17 02/29/2016 12X4215 1215202 09/30/2036 02015 2.139999840 1,674,000.0000 14,926.50 02/29/2016 12X4215 1215202 09/30/2036 02016 2.139999840 2,805,000.0000 25,011.25 02/29/2016 ------------------------ ---------------------- 170,995,863.0000 2,510,734.88 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.569999720 16,917,082.0000 533,592.96 02/29/2016 12X4215 1215203 09/30/2044 01992 7.569999720 1,963,000.0000 61,916.29 02/29/2016 12X4215 1215203 09/30/2045 01992 7.569999720 2,514,000.0000 79,295.75 02/29/2016 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 533,719.36 02/29/2016 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 57,692.25 02/29/2016 12X4215 1215203 09/30/2042 01994 6.789999960 18,626,797.0000 526,983.13 02/29/2016 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 95,170.43 02/29/2016 12X4215 1215203 09/30/2042 01998 5.979999960 4,046,000.0000 100,812.83 02/29/2016 12X4215 1215203 09/30/2046 01998 5.979999960 40,000.0000 996.67 02/29/2016 12X4215 1215203 09/30/2047 01998 5.979999960 45,000.0000 1,121.25 02/29/2016 12X4215 1215203 09/30/2042 01999 5.809999680 2,730,933.0000 66,111.34 02/29/2016 12X4215 1215203 09/30/2043 01999 5.809999680 674,000.0000 16,316.42 02/29/2016 12X4215 1215203 09/30/2033 02000 6.349999680 979,263.0000 25,909.67 02/29/2016 12X4215 1215203 09/30/2042 02000 6.349999680 627,000.0000 16,589.37 02/29/2016 12X4215 1215203 09/30/2043 02000 6.349999680 118,000.0000 3,122.08 02/29/2016 12X4215 1215203 09/30/2044 02000 6.349999680 49,000.0000 1,296.46 02/29/2016 12X4215 1215203 09/30/2045 02000 6.349999680 17,000.0000 449.79 02/29/2016 12X4215 1215203 09/30/2046 02000 6.349999680 7,000.0000 185.21 02/29/2016 12X4215 1215203 09/30/2047 02000 6.349999680 14,000.0000 370.42 02/29/2016 12X4215 1215203 09/30/2048 02000 6.349999680 8,000.0000 211.67 02/29/2016 12X4215 1215203 09/30/2048 02001 4.729999680 355,000.0000 6,996.46 02/29/2016 12X4215 1215203 09/30/2042 02002 4.939999920 170,992.0000 3,519.59 02/29/2016 12X4215 1215203 09/30/2036 02003 4.099999680 37,822.0000 646.13 02/29/2016 12X4215 1215203 09/30/2042 02003 4.099999680 105,000.0000 1,793.75 02/29/2016 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 1,535.22 02/29/2016 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 49.38 02/29/2016 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 3,556.67 02/29/2016 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 80.83 02/29/2016 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 878.92 02/29/2016 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 1,109.17 02/29/2016 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 100.83 02/29/2016 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 201.67 02/29/2016 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 20.17 02/29/2016 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 463.83 02/29/2016 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 671.00 02/29/2016 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 187.07 02/29/2016 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 284.67 02/29/2016 12X4215 1215203 09/30/2041 02008 3.489999840 103,355.0000 1,502.95 02/29/2016 12X4215 1215203 09/30/2042 02008 3.489999840 42,000.0000 610.75 02/29/2016 12X4215 1215203 09/30/2048 02008 3.489999840 5,000.0000 72.71 02/29/2016 12X4215 1215203 09/30/2042 02009 3.089999880 106,456.0000 1,370.62 02/29/2016 12X4215 1215203 09/30/2043 02009 3.089999880 127,600.0000 1,642.85 02/29/2016 12X4215 1215203 09/30/2044 02009 3.089999880 116,600.0000 1,501.22 02/29/2016 12X4215 1215203 09/30/2046 02009 3.089999880 23,000.0000 296.13 02/29/2016 12X4215 1215203 09/30/2047 02009 3.089999880 125,000.0000 1,609.37 02/29/2016 12X4215 1215203 09/30/2043 02010 3.609999720 667,421.0000 10,039.12 02/29/2016 12X4215 1215203 09/30/2044 02011 3.299999760 588,000.0000 8,085.00 02/29/2016 12X4215 1215203 09/30/2045 02012 2.149999920 575,000.0000 5,151.04 02/29/2016 12X4215 1215203 09/30/2046 02013 1.569999960 537,000.0000 3,512.87 02/29/2016 12X4215 1215203 09/30/2048 02013 1.569999960 17,000.0000 111.21 02/29/2016 12X4215 1215203 09/30/2047 02014 2.759999760 1,010,000.0000 11,615.00 02/29/2016 12X4215 1215203 09/30/2047 02015 2.759999760 1,133,000.0000 13,029.50 02/29/2016 12X4215 1215203 09/30/2048 02015 2.759999760 788,000.0000 9,062.00 02/29/2016 12X4215 1215203 09/30/2049 02016 2.759999760 650,000.0000 7,475.00 02/29/2016 ------------------------ ---------------------- 81,916,078.0000 2,220,646.05 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999920 1,400,000.0000 40,366.67 02/29/2016 12X4215 1215206 09/30/2035 01992 6.919999920 1,600,000.0000 46,133.33 02/29/2016 12X4215 1215206 09/30/2037 01992 6.919999920 39,000.0000 1,124.50 02/29/2016 12X4215 1215206 09/30/2038 01992 6.919999920 360,000.0000 10,380.00 02/29/2016 12X4215 1215206 09/30/2042 01992 6.919999920 781,000.0000 22,518.83 02/29/2016 12X4215 1215206 09/30/2044 01992 6.919999920 51,000.0000 1,470.50 02/29/2016 12X4215 1215206 09/30/2045 01992 6.919999920 2,000.0000 57.67 02/29/2016 12X4215 1215206 09/30/2046 01992 6.919999920 1,000.0000 28.83 02/29/2016 12X4215 1215206 09/30/2047 01992 6.919999920 41,000.0000 1,182.17 02/29/2016 12X4215 1215206 09/30/2029 01993 7.049999880 86,889.0000 2,552.36 02/29/2016 12X4215 1215206 09/30/2030 01993 7.049999880 1,300,000.0000 38,187.50 02/29/2016 12X4215 1215206 09/30/2038 01993 7.049999880 488,000.0000 14,335.00 02/29/2016 12X4215 1215206 09/30/2042 01993 7.049999880 1,300,000.0000 38,187.50 02/29/2016 12X4215 1215206 09/30/2044 01993 7.049999880 21,000.0000 616.88 02/29/2016 12X4215 1215206 09/30/2045 01993 7.049999880 1,939,000.0000 56,958.12 02/29/2016 12X4215 1215206 09/30/2046 01993 7.049999880 19,000.0000 558.12 02/29/2016 12X4215 1215206 09/30/2047 01993 7.049999880 4,000.0000 117.50 02/29/2016 12X4215 1215206 09/30/2043 01994 6.989999760 4,427,680.0000 128,956.18 02/29/2016 12X4215 1215206 09/30/2044 01994 6.989999760 71,000.0000 2,067.87 02/29/2016 12X4215 1215206 09/30/2045 01994 6.989999760 45,000.0000 1,310.62 02/29/2016 12X4215 1215206 09/30/2047 01994 6.989999760 83,000.0000 2,417.37 02/29/2016 12X4215 1215206 09/30/2048 01994 6.989999760 525,000.0000 15,290.62 02/29/2016 12X4215 1215206 09/30/2030 01995 6.949999800 1,442,459.0000 41,771.21 02/29/2016 12X4215 1215206 09/30/2033 01995 6.949999800 1,200,000.0000 34,750.00 02/29/2016 12X4215 1215206 09/30/2035 01995 6.949999800 310,000.0000 8,977.08 02/29/2016 12X4215 1215206 09/30/2038 01995 6.949999800 195,000.0000 5,646.87 02/29/2016 12X4215 1215206 09/30/2042 01995 6.949999800 1,600,000.0000 46,333.33 02/29/2016 12X4215 1215206 09/30/2045 01995 6.949999800 54,000.0000 1,563.75 02/29/2016 12X4215 1215206 09/30/2046 01995 6.949999800 2,000.0000 57.92 02/29/2016 12X4215 1215206 09/30/2047 01995 6.949999800 74,000.0000 2,142.92 02/29/2016 12X4215 1215206 09/30/2032 01996 6.419999880 843,401.0000 22,560.98 02/29/2016 12X4215 1215206 09/30/2034 01996 6.419999880 50,000.0000 1,337.50 02/29/2016 12X4215 1215206 09/30/2035 01996 6.419999880 400,000.0000 10,700.00 02/29/2016 12X4215 1215206 09/30/2038 01996 6.419999880 437,000.0000 11,689.75 02/29/2016 12X4215 1215206 09/30/2042 01996 6.419999880 2,550,000.0000 68,212.50 02/29/2016 12X4215 1215206 09/30/2045 01996 6.419999880 510,000.0000 13,642.50 02/29/2016 12X4215 1215206 09/30/2046 01996 6.419999880 39,000.0000 1,043.25 02/29/2016 12X4215 1215206 09/30/2047 01996 6.419999880 10,000.0000 267.50 02/29/2016 12X4215 1215206 09/30/2031 01997 6.039999720 834,201.0000 20,994.06 02/29/2016 12X4215 1215206 09/30/2032 01997 6.039999720 1,000,000.0000 25,166.67 02/29/2016 12X4215 1215206 09/30/2033 01997 6.039999720 700,000.0000 17,616.67 02/29/2016 12X4215 1215206 09/30/2035 01997 6.039999720 400,000.0000 10,066.67 02/29/2016 12X4215 1215206 09/30/2038 01997 6.039999720 317,000.0000 7,977.83 02/29/2016 12X4215 1215206 09/30/2042 01997 6.039999720 2,100,000.0000 52,850.00 02/29/2016 12X4215 1215206 09/30/2045 01997 6.039999720 498,000.0000 12,533.00 02/29/2016 12X4215 1215206 09/30/2047 01997 6.039999720 49,000.0000 1,233.17 02/29/2016 12X4215 1215206 09/30/2032 01998 5.979999960 443,600.0000 11,053.03 02/29/2016 12X4215 1215206 09/30/2033 01998 5.979999960 800,000.0000 19,933.33 02/29/2016 12X4215 1215206 09/30/2035 01998 5.979999960 1,000,000.0000 24,916.67 02/29/2016 12X4215 1215206 09/30/2038 01998 5.979999960 257,000.0000 6,403.58 02/29/2016 12X4215 1215206 09/30/2040 01998 5.979999960 827,000.0000 20,606.08 02/29/2016 12X4215 1215206 09/30/2042 01998 5.979999960 706,000.0000 17,591.17 02/29/2016 12X4215 1215206 09/30/2043 01998 5.979999960 782,000.0000 19,484.83 02/29/2016 12X4215 1215206 09/30/2044 01998 5.979999960 797,000.0000 19,858.58 02/29/2016 12X4215 1215206 09/30/2045 01998 5.979999960 4,369.0000 108.86 02/29/2016 12X4215 1215206 09/30/2046 01998 5.979999960 3,000.0000 74.75 02/29/2016 12X4215 1215206 09/30/2047 01998 5.979999960 36,000.0000 897.00 02/29/2016 12X4215 1215206 09/30/2035 01999 5.689999800 1,018,635.0000 24,150.14 02/29/2016 12X4215 1215206 09/30/2036 01999 5.689999800 1,000,000.0000 23,708.33 02/29/2016 12X4215 1215206 09/30/2037 01999 5.689999800 3,400,000.0000 80,608.33 02/29/2016 12X4215 1215206 09/30/2038 01999 5.689999800 755,000.0000 17,899.79 02/29/2016 12X4215 1215206 09/30/2040 01999 5.689999800 400,000.0000 9,483.33 02/29/2016 12X4215 1215206 09/30/2042 01999 5.689999800 1,250,000.0000 29,635.42 02/29/2016 12X4215 1215206 09/30/2045 01999 5.689999800 51,000.0000 1,209.12 02/29/2016 12X4215 1215206 09/30/2047 01999 5.689999800 65,000.0000 1,541.04 02/29/2016 12X4215 1215206 09/30/2035 02000 5.349999960 1,193,176.0000 26,597.88 02/29/2016 12X4215 1215206 09/30/2036 02000 5.349999960 3,700,000.0000 82,479.17 02/29/2016 12X4215 1215206 09/30/2037 02000 5.349999960 2,616,000.0000 58,315.00 02/29/2016 12X4215 1215206 09/30/2038 02000 5.349999960 628,000.0000 13,999.17 02/29/2016 12X4215 1215206 09/30/2039 02000 5.349999960 2,071,000.0000 46,166.04 02/29/2016 12X4215 1215206 09/30/2042 02000 5.349999960 2,450,000.0000 54,614.58 02/29/2016 12X4215 1215206 09/30/2045 02000 5.349999960 4,000.0000 89.17 02/29/2016 12X4215 1215206 09/30/2047 02000 5.349999960 29,000.0000 646.46 02/29/2016 12X4215 1215206 09/30/2037 02001 4.939999920 3,851,610.0000 79,278.97 02/29/2016 12X4215 1215206 09/30/2038 02001 4.939999920 2,748,000.0000 56,563.00 02/29/2016 12X4215 1215206 09/30/2039 02001 4.939999920 1,593,000.0000 32,789.25 02/29/2016 12X4215 1215206 09/30/2040 02001 4.939999920 388,000.0000 7,986.33 02/29/2016 12X4215 1215206 09/30/2041 02001 4.939999920 148,000.0000 3,046.33 02/29/2016 12X4215 1215206 09/30/2042 02001 4.939999920 3,287,000.0000 67,657.42 02/29/2016 12X4215 1215206 09/30/2043 02001 4.939999920 1,370,000.0000 28,199.17 02/29/2016 12X4215 1215206 09/30/2044 02001 4.939999920 748,000.0000 15,396.33 02/29/2016 12X4215 1215206 09/30/2045 02001 4.939999920 78,000.0000 1,605.50 02/29/2016 12X4215 1215206 09/30/2046 02001 4.939999920 905,000.0000 18,627.92 02/29/2016 12X4215 1215206 09/30/2047 02001 4.939999920 63,000.0000 1,296.75 02/29/2016 12X4215 1215206 09/30/2038 02002 4.649999760 6,800,000.0000 131,750.00 02/29/2016 12X4215 1215206 09/30/2039 02002 4.649999760 1,572,000.0000 30,457.50 02/29/2016 12X4215 1215206 09/30/2040 02002 4.649999760 1,812,000.0000 35,107.50 02/29/2016 12X4215 1215206 09/30/2041 02002 4.649999760 105,000.0000 2,034.37 02/29/2016 12X4215 1215206 09/30/2042 02002 4.649999760 2,950,000.0000 57,156.25 02/29/2016 12X4215 1215206 09/30/2043 02002 4.649999760 942,000.0000 18,251.25 02/29/2016 12X4215 1215206 09/30/2044 02002 4.649999760 1,497,000.0000 29,004.37 02/29/2016 12X4215 1215206 09/30/2045 02002 4.649999760 1,466,000.0000 28,403.75 02/29/2016 12X4215 1215206 09/30/2046 02002 4.649999760 871,000.0000 16,875.62 02/29/2016 12X4215 1215206 09/30/2047 02002 4.649999760 42,000.0000 813.75 02/29/2016 12X4215 1215206 09/30/2039 02003 4.410000000 2,648,241.0000 48,661.43 02/29/2016 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 19,936.88 02/29/2016 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 102,716.25 02/29/2016 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 136,070.55 02/29/2016 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 19,036.50 02/29/2016 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 50,715.00 02/29/2016 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 18,099.38 02/29/2016 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 47,223.75 02/29/2016 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 3,583.13 02/29/2016 12X4215 1215206 09/30/2040 02004 4.549999680 6,334,000.0000 120,082.08 02/29/2016 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 22,086.46 02/29/2016 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 95,606.87 02/29/2016 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 21,347.08 02/29/2016 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 4,986.04 02/29/2016 12X4215 1215206 09/30/2040 02005 4.559999760 2,656,819.0000 50,479.56 02/29/2016 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 86,146.00 02/29/2016 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 57,627.00 02/29/2016 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 37,050.00 02/29/2016 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 11,590.00 02/29/2016 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 8,379.00 02/29/2016 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 133.00 02/29/2016 12X4215 1215206 09/30/2041 02006 4.659999840 140,189.0000 2,722.00 02/29/2016 12X4215 1215206 09/30/2042 02006 4.659999840 1,482,000.0000 28,775.50 02/29/2016 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 53,648.25 02/29/2016 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 15,145.00 02/29/2016 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 14,717.83 02/29/2016 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 40,833.25 02/29/2016 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 3,048.42 02/29/2016 12X4215 1215206 09/30/2049 02006 4.659999840 94,000.0000 1,825.17 02/29/2016 12X4215 1215206 09/30/2043 02007 4.699999800 6,766,000.0000 132,500.83 02/29/2016 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 85,122.87 02/29/2016 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 27,357.92 02/29/2016 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 30,060.42 02/29/2016 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 32,782.50 02/29/2016 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 3,113.75 02/29/2016 12X4215 1215206 09/30/2049 02007 4.699999800 534,000.0000 10,457.50 02/29/2016 12X4215 1215206 09/30/2044 02008 3.319999920 5,961,825.0000 82,471.91 02/29/2016 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 82,502.00 02/29/2016 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 35,537.83 02/29/2016 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 52,843.33 02/29/2016 12X4215 1215206 09/30/2045 02009 3.169999800 2,748,617.0000 36,304.65 02/29/2016 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 168,921.37 02/29/2016 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 59,490.33 02/29/2016 12X4215 1215206 09/30/2043 02010 3.119999760 806,030.0000 10,478.39 02/29/2016 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 8,073.00 02/29/2016 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 55,315.00 02/29/2016 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 5,161.00 02/29/2016 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 5,005.00 02/29/2016 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 30,498.00 02/29/2016 12X4215 1215206 09/30/2046 02011 4.429999800 5,857,715.0000 108,123.66 02/29/2016 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 43,580.12 02/29/2016 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 203,521.58 02/29/2016 12X4215 1215206 09/30/2049 02011 4.429999800 596,000.0000 11,001.17 02/29/2016 12X4215 1215206 09/30/2045 02012 3.909999960 414,000.0000 6,744.75 02/29/2016 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 9,937.92 02/29/2016 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 309.54 02/29/2016 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 12,588.57 02/29/2016 12X4215 1215206 09/30/2049 02012 3.909999960 191,000.0000 3,111.71 02/29/2016 12X4215 1215206 09/30/2046 02013 3.829999680 554,000.0000 8,840.92 02/29/2016 12X4215 1215206 09/30/2047 02013 3.829999680 562,000.0000 8,968.58 02/29/2016 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 129,999.77 02/29/2016 12X4215 1215206 09/30/2049 02013 3.829999680 526,000.0000 8,394.08 02/29/2016 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 1,473.96 02/29/2016 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 3,930.16 02/29/2016 12X4215 1215206 09/30/2049 02014 2.829999960 299,000.0000 3,525.71 02/29/2016 12X4215 1215206 09/30/2048 02015 2.829999960 124,600.0000 1,469.24 02/29/2016 12X4215 1215206 09/30/2049 02015 2.829999960 429,000.0000 5,058.62 02/29/2016 ------------------------ ---------------------- 245,962,156.0000 4,765,174.49 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 121,366.67 02/29/2016 12X4215 1215207 09/30/2044 01992 6.619999680 69,500,000.0000 1,917,041.67 02/29/2016 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 82,750.00 02/29/2016 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 855,083.33 02/29/2016 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 357,066.25 02/29/2016 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 275,833.33 02/29/2016 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 3,365.17 02/29/2016 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 34,479.17 02/29/2016 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 267,558.33 02/29/2016 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 72,489.00 02/29/2016 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 761,520.67 02/29/2016 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 238,706.17 02/29/2016 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 169,913.33 02/29/2016 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 779,367.08 02/29/2016 12X4215 1215207 09/30/2044 01993 6.889999680 27,065,745.0000 777,012.43 02/29/2016 12X4215 1215207 09/30/2045 01993 6.889999680 54,000,000.0000 1,550,250.00 02/29/2016 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 976,083.33 02/29/2016 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 359,227.37 02/29/2016 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 264,116.67 02/29/2016 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 296,987.71 02/29/2016 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 136,364.58 02/29/2016 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 99,388.25 02/29/2016 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 33,301.67 02/29/2016 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 225,245.58 02/29/2016 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 567,678.58 02/29/2016 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 130,737.75 02/29/2016 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 912,408.25 02/29/2016 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 73,854.17 02/29/2016 12X4215 1215207 09/30/2046 01994 7.089999840 40,995,590.0000 1,211,078.05 02/29/2016 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 856,708.33 02/29/2016 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 487,732.92 02/29/2016 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 282,713.75 02/29/2016 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 360,408.33 02/29/2016 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 373,731.62 02/29/2016 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 224,516.67 02/29/2016 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 76,483.37 02/29/2016 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 22,303.96 02/29/2016 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 378,517.37 02/29/2016 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 509,593.75 02/29/2016 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 54,504.37 02/29/2016 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 229,066.08 02/29/2016 12X4215 1215207 09/30/2046 01995 6.709999680 29,033,362.0000 811,724.41 02/29/2016 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 55,916.67 02/29/2016 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 27,958.33 02/29/2016 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 391,416.67 02/29/2016 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 29,887.46 02/29/2016 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 187,181.04 02/29/2016 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 61,508.33 02/29/2016 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 1,761.37 02/29/2016 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 25,190.46 02/29/2016 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 92,206.58 02/29/2016 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 14,230.79 02/29/2016 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 52,449.83 02/29/2016 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 20,801.00 02/29/2016 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 58,153.33 02/29/2016 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 115,831.37 02/29/2016 12X4215 1215207 09/30/2048 01996 6.459999840 25,800,000.0000 694,450.00 02/29/2016 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 242,250.00 02/29/2016 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 17,969.57 02/29/2016 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 137,867.17 02/29/2016 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 99,591.67 02/29/2016 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 511.42 02/29/2016 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 1,641.92 02/29/2016 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 157,489.42 02/29/2016 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 4,360.50 02/29/2016 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 9,232.42 02/29/2016 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 4,925.75 02/29/2016 12X4215 1215207 09/30/2064 01996 6.459999840 2,577,000.0000 69,364.25 02/29/2016 12X4215 1215207 09/30/2065 01996 6.459999840 8,328,000.0000 224,162.00 02/29/2016 12X4215 1215207 09/30/2048 01997 5.949999720 9,102,717.0000 225,671.53 02/29/2016 12X4215 1215207 09/30/2049 01997 5.949999720 17,000,000.0000 421,458.33 02/29/2016 12X4215 1215207 09/30/2050 01997 5.949999720 1,000,000.0000 24,791.67 02/29/2016 12X4215 1215207 09/30/2051 01997 5.949999720 1,000,000.0000 24,791.67 02/29/2016 12X4215 1215207 09/30/2052 01997 5.949999720 14,000,000.0000 347,083.33 02/29/2016 12X4215 1215207 09/30/2055 01997 5.949999720 1,557,500.0000 38,613.02 02/29/2016 12X4215 1215207 09/30/2056 01997 5.949999720 5,215,000.0000 129,288.54 02/29/2016 12X4215 1215207 09/30/2057 01997 5.949999720 3,600,000.0000 89,250.00 02/29/2016 12X4215 1215207 09/30/2058 01997 5.949999720 651,000.0000 16,139.37 02/29/2016 12X4215 1215207 09/30/2059 01997 5.949999720 606,000.0000 15,023.75 02/29/2016 12X4215 1215207 09/30/2061 01997 5.949999720 348,000.0000 8,627.50 02/29/2016 12X4215 1215207 09/30/2062 01997 5.949999720 963,000.0000 23,874.37 02/29/2016 12X4215 1215207 09/30/2063 01997 5.949999720 1,311,000.0000 32,501.87 02/29/2016 12X4215 1215207 09/30/2064 01997 5.949999720 2,136,000.0000 52,955.00 02/29/2016 12X4215 1215207 09/30/2065 01997 5.949999720 4,112,000.0000 101,943.33 02/29/2016 12X4215 1215207 09/30/2049 01998 5.949999720 21,675,555.0000 537,373.13 02/29/2016 12X4215 1215207 09/30/2050 01998 5.949999720 19,000,000.0000 471,041.67 02/29/2016 12X4215 1215207 09/30/2051 01998 5.949999720 3,000,000.0000 74,375.00 02/29/2016 12X4215 1215207 09/30/2052 01998 5.949999720 6,000,000.0000 148,750.00 02/29/2016 12X4215 1215207 09/30/2053 01998 5.949999720 13,000,000.0000 322,291.67 02/29/2016 12X4215 1215207 09/30/2055 01998 5.949999720 2,342,000.0000 58,062.08 02/29/2016 12X4215 1215207 09/30/2056 01998 5.949999720 591,000.0000 14,651.87 02/29/2016 12X4215 1215207 09/30/2057 01998 5.949999720 4,500,000.0000 111,562.50 02/29/2016 12X4215 1215207 09/30/2058 01998 5.949999720 735,000.0000 18,221.87 02/29/2016 12X4215 1215207 09/30/2059 01998 5.949999720 1,250,000.0000 30,989.58 02/29/2016 12X4215 1215207 09/30/2060 01998 5.949999720 5,923,000.0000 146,841.04 02/29/2016 12X4215 1215207 09/30/2061 01998 5.949999720 949,000.0000 23,527.29 02/29/2016 12X4215 1215207 09/30/2062 01998 5.949999720 2,352,000.0000 58,310.00 02/29/2016 12X4215 1215207 09/30/2063 01998 5.949999720 1,527,000.0000 37,856.87 02/29/2016 12X4215 1215207 09/30/2064 01998 5.949999720 100,000.0000 2,479.17 02/29/2016 12X4215 1215207 09/30/2065 01998 5.949999720 4,795,000.0000 118,876.04 02/29/2016 12X4215 1215207 09/30/2050 01999 5.839999920 21,309,952.0000 518,542.17 02/29/2016 12X4215 1215207 09/30/2051 01999 5.839999920 13,000,000.0000 316,333.33 02/29/2016 12X4215 1215207 09/30/2052 01999 5.839999920 8,000,000.0000 194,666.67 02/29/2016 12X4215 1215207 09/30/2053 01999 5.839999920 4,200,000.0000 102,200.00 02/29/2016 12X4215 1215207 09/30/2055 01999 5.839999920 2,898,200.0000 70,522.87 02/29/2016 12X4215 1215207 09/30/2056 01999 5.839999920 1,455,000.0000 35,405.00 02/29/2016 12X4215 1215207 09/30/2057 01999 5.839999920 4,023,000.0000 97,893.00 02/29/2016 12X4215 1215207 09/30/2058 01999 5.839999920 1,546,000.0000 37,619.33 02/29/2016 12X4215 1215207 09/30/2059 01999 5.839999920 2,154,000.0000 52,414.00 02/29/2016 12X4215 1215207 09/30/2060 01999 5.839999920 1,429,000.0000 34,772.33 02/29/2016 12X4215 1215207 09/30/2061 01999 5.839999920 921,000.0000 22,411.00 02/29/2016 12X4215 1215207 09/30/2062 01999 5.839999920 1,274,000.0000 31,000.67 02/29/2016 12X4215 1215207 09/30/2063 01999 5.839999920 645,000.0000 15,695.00 02/29/2016 12X4215 1215207 09/30/2064 01999 5.839999920 25,000.0000 608.33 02/29/2016 12X4215 1215207 09/30/2065 01999 5.839999920 1,508,000.0000 36,694.67 02/29/2016 12X4215 1215207 09/30/2051 02000 5.649999840 10,674,508.0000 251,295.71 02/29/2016 12X4215 1215207 09/30/2052 02000 5.649999840 24,000,000.0000 565,000.00 02/29/2016 12X4215 1215207 09/30/2053 02000 5.649999840 9,000,000.0000 211,875.00 02/29/2016 12X4215 1215207 09/30/2055 02000 5.649999840 1,420,000.0000 33,429.17 02/29/2016 12X4215 1215207 09/30/2056 02000 5.649999840 2,754,000.0000 64,833.75 02/29/2016 12X4215 1215207 09/30/2057 02000 5.649999840 3,447,000.0000 81,148.12 02/29/2016 12X4215 1215207 09/30/2058 02000 5.649999840 1,053,000.0000 24,789.37 02/29/2016 12X4215 1215207 09/30/2059 02000 5.649999840 4,950,000.0000 116,531.25 02/29/2016 12X4215 1215207 09/30/2060 02000 5.649999840 1,021,000.0000 24,036.04 02/29/2016 12X4215 1215207 09/30/2061 02000 5.649999840 1,174,000.0000 27,637.92 02/29/2016 12X4215 1215207 09/30/2062 02000 5.649999840 1,953,000.0000 45,976.87 02/29/2016 12X4215 1215207 09/30/2063 02000 5.649999840 1,559,000.0000 36,701.46 02/29/2016 12X4215 1215207 09/30/2064 02000 5.649999840 12,000.0000 282.50 02/29/2016 12X4215 1215207 09/30/2065 02000 5.649999840 3,276,000.0000 77,122.50 02/29/2016 12X4215 1215207 09/30/2052 02001 5.349999960 12,806,746.0000 285,483.71 02/29/2016 12X4215 1215207 09/30/2053 02001 5.349999960 27,300,000.0000 608,562.50 02/29/2016 12X4215 1215207 09/30/2055 02001 5.349999960 5,969,000.0000 133,058.96 02/29/2016 12X4215 1215207 09/30/2056 02001 5.349999960 2,953,000.0000 65,827.29 02/29/2016 12X4215 1215207 09/30/2057 02001 5.349999960 2,629,500.0000 58,615.94 02/29/2016 12X4215 1215207 09/30/2058 02001 5.349999960 6,917,000.0000 154,191.46 02/29/2016 12X4215 1215207 09/30/2059 02001 5.349999960 1,781,000.0000 39,701.46 02/29/2016 12X4215 1215207 09/30/2060 02001 5.349999960 2,187,000.0000 48,751.87 02/29/2016 12X4215 1215207 09/30/2061 02001 5.349999960 1,770,000.0000 39,456.25 02/29/2016 12X4215 1215207 09/30/2062 02001 5.349999960 854,000.0000 19,037.08 02/29/2016 12X4215 1215207 09/30/2063 02001 5.349999960 1,776,000.0000 39,590.00 02/29/2016 12X4215 1215207 09/30/2064 02001 5.349999960 34,000.0000 757.92 02/29/2016 12X4215 1215207 09/30/2065 02001 5.349999960 1,913,000.0000 42,643.96 02/29/2016 12X4215 1215207 09/30/2053 02002 5.059999800 29,328,986.0000 618,352.79 02/29/2016 12X4215 1215207 09/30/2055 02002 5.059999800 12,000,000.0000 253,000.00 02/29/2016 12X4215 1215207 09/30/2056 02002 5.059999800 4,665,000.0000 98,353.75 02/29/2016 12X4215 1215207 09/30/2057 02002 5.059999800 6,254,000.0000 131,855.17 02/29/2016 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 101,010.25 02/29/2016 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 18,764.17 02/29/2016 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 108,347.25 02/29/2016 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 44,169.58 02/29/2016 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 30,317.83 02/29/2016 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 8,370.08 02/29/2016 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 82,014.17 02/29/2016 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 74,445.25 02/29/2016 12X4215 1215207 09/30/2053 02003 4.909999680 13,859,624.0000 283,544.81 02/29/2016 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 364,158.33 02/29/2016 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 194,313.25 02/29/2016 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 74,181.92 02/29/2016 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 66,039.50 02/29/2016 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 158,674.83 02/29/2016 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 145,417.83 02/29/2016 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 18,617.08 02/29/2016 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 27,148.21 02/29/2016 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 34,861.00 02/29/2016 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 36,170.33 02/29/2016 12X4215 1215207 09/30/2055 02004 4.829999760 6,941,304.0000 139,693.74 02/29/2016 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 342,024.37 02/29/2016 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 307,852.12 02/29/2016 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 76,354.25 02/29/2016 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 133,451.11 02/29/2016 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 55,545.00 02/29/2016 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 31,515.75 02/29/2016 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 113,746.50 02/29/2016 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 81,325.12 02/29/2016 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 70,216.12 02/29/2016 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 32,300.62 02/29/2016 12X4215 1215207 09/30/2056 02005 4.719999960 8,358,780.0000 164,389.34 02/29/2016 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 279,384.67 02/29/2016 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 272,501.33 02/29/2016 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 135,975.33 02/29/2016 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 62,107.33 02/29/2016 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 20,984.33 02/29/2016 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 62,146.67 02/29/2016 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 80,987.33 02/29/2016 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 14,179.67 02/29/2016 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 31,171.67 02/29/2016 12X4215 1215207 09/30/2057 02006 4.479999840 4,461,227.0000 83,276.24 02/29/2016 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 249,909.33 02/29/2016 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 248,036.71 02/29/2016 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 161,242.67 02/29/2016 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 207,685.33 02/29/2016 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 51,072.00 02/29/2016 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 55,888.00 02/29/2016 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 28,653.33 02/29/2016 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 22,866.67 02/29/2016 12X4215 1215207 09/30/2066 02006 4.479999840 147,000.0000 2,744.00 02/29/2016 12X4215 1215207 09/30/2058 02007 4.209999840 10,027,110.0000 175,892.22 02/29/2016 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 368,953.87 02/29/2016 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 187,099.42 02/29/2016 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 133,369.29 02/29/2016 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 56,571.87 02/29/2016 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 98,706.96 02/29/2016 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 12,296.71 02/29/2016 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 22,470.87 02/29/2016 12X4215 1215207 09/30/2059 02008 3.979999800 9,024,972.0000 149,664.12 02/29/2016 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 223,642.83 02/29/2016 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 118,487.92 02/29/2016 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 99,350.75 02/29/2016 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 87,377.58 02/29/2016 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 29,418.83 02/29/2016 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 43,746.83 02/29/2016 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 140,033.68 02/29/2016 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 107,824.50 02/29/2016 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 329,757.75 02/29/2016 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 103,918.50 02/29/2016 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 16,915.50 02/29/2016 12X4215 1215207 09/30/2061 02010 3.549999960 7,023,630.0000 103,891.19 02/29/2016 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 183,061.67 02/29/2016 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 298,791.67 02/29/2016 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 62,524.37 02/29/2016 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 11,907.29 02/29/2016 12X4215 1215207 09/30/2066 02010 3.549999960 883,000.0000 13,061.04 02/29/2016 12X4215 1215207 09/30/2061 02011 3.150000000 993,460.0000 13,039.16 02/29/2016 12X4215 1215207 09/30/2062 02011 3.150000000 9,984,000.0000 131,040.00 02/29/2016 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 122,010.00 02/29/2016 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 82,595.63 02/29/2016 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 142,773.75 02/29/2016 12X4215 1215207 09/30/2066 02011 3.150000000 1,469,000.0000 19,280.63 02/29/2016 12X4215 1215207 09/30/2063 02012 3.089999880 16,589,000.0000 213,583.37 02/29/2016 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 121,540.00 02/29/2016 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 162,031.87 02/29/2016 12X4215 1215207 09/30/2066 02012 3.089999880 1,186,000.0000 15,269.75 02/29/2016 12X4215 1215207 09/30/2063 02013 4.179999960 2,762,000.0000 48,104.83 02/29/2016 12X4215 1215207 09/30/2064 02013 4.179999960 6,700,000.0000 116,691.67 02/29/2016 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 156,802.25 02/29/2016 12X4215 1215207 09/30/2066 02013 4.179999960 159,000.0000 2,769.25 02/29/2016 12X4215 1215207 09/30/2064 02014 3.049999920 1,045,000.0000 13,280.21 02/29/2016 12X4215 1215207 09/30/2065 02014 3.049999920 11,988,000.0000 152,347.50 02/29/2016 12X4215 1215207 09/30/2066 02014 3.049999920 4,993,000.0000 63,452.71 02/29/2016 12X4215 1215207 09/30/2065 02015 3.049999920 478,000.0000 6,074.58 02/29/2016 12X4215 1215207 09/30/2066 02015 3.049999920 5,097,000.0000 64,774.37 02/29/2016 ------------------------ ---------------------- 1,735,791,887.0000 40,824,481.09 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 495.83 02/29/2016 12X4215 1215208 09/30/2018 02006 3.589999920 99,000.0000 1,480.88 02/29/2016 12X4215 1215208 09/30/2017 02007 0.999999720 733,000.0000 3,054.17 02/29/2016 12X4215 1215208 09/30/2016 02009 2.439999720 253,000.0000 2,572.17 02/29/2016 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 1,433.50 02/29/2016 12X4215 1215208 09/30/2016 02010 0.999999720 23,000.0000 95.83 02/29/2016 12X4215 1215208 09/30/2017 02010 0.999999720 12,000.0000 50.00 02/29/2016 12X4215 1215208 09/30/2018 02010 0.999999720 525,000.0000 2,187.50 02/29/2016 ------------------------ ---------------------- 1,821,000.0000 11,369.88 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 550,175.0000 16,757.41 02/29/2016 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 2,101.62 02/29/2016 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 121.83 02/29/2016 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 91.38 02/29/2016 12X4215 1215209 09/30/2057 01993 6.709999680 472,148.0000 13,200.47 02/29/2016 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 27.96 02/29/2016 12X4215 1215209 09/30/2057 01994 6.769999800 1,957,576.0000 55,219.96 02/29/2016 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 4,654.37 02/29/2016 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 677.00 02/29/2016 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 28.21 02/29/2016 12X4215 1215209 09/30/2060 01997 6.889999680 1,309,929.0000 37,605.88 02/29/2016 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 2,842.12 02/29/2016 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 1,263.17 02/29/2016 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 57.42 02/29/2016 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 28.71 02/29/2016 12X4215 1215209 09/30/2059 01998 5.979999960 302,015.0000 7,525.21 02/29/2016 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 2,760.77 02/29/2016 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 249.17 02/29/2016 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 647.83 02/29/2016 12X4215 1215209 09/30/2059 01999 5.809999680 121,952.0000 2,952.25 02/29/2016 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 46,622.83 02/29/2016 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 266.29 02/29/2016 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 24.21 02/29/2016 12X4215 1215209 09/30/2050 02000 6.359999760 101,722.0000 2,695.63 02/29/2016 12X4215 1215209 09/30/2054 02000 6.359999760 8,500.0000 225.25 02/29/2016 12X4215 1215209 09/30/2055 02000 6.359999760 13,900.0000 368.35 02/29/2016 12X4215 1215209 09/30/2056 02000 6.359999760 1,500.0000 39.75 02/29/2016 12X4215 1215209 09/30/2060 02000 6.359999760 349,100.0000 9,251.15 02/29/2016 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 2,862.05 02/29/2016 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,835.00 02/29/2016 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 583.54 02/29/2016 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 177.19 02/29/2016 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 16,348.50 02/29/2016 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 23.63 02/29/2016 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 47.25 02/29/2016 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 13,233.76 02/29/2016 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 116.67 02/29/2016 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 9,566.67 02/29/2016 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 210.00 02/29/2016 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 23.33 02/29/2016 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 46.67 02/29/2016 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 46.67 02/29/2016 12X4215 1215209 09/30/2054 02003 4.899999960 659,469.0000 13,464.16 02/29/2016 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 1,020.83 02/29/2016 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 7,186.67 02/29/2016 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 2,266.25 02/29/2016 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 224.58 02/29/2016 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 20.42 02/29/2016 12X4215 1215209 09/30/2054 02004 5.189999760 136,790.0000 2,958.08 02/29/2016 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 216.25 02/29/2016 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 1,946.25 02/29/2016 12X4215 1215209 09/30/2055 02005 4.479999840 574,332.0000 10,720.86 02/29/2016 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 3,304.00 02/29/2016 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 728.00 02/29/2016 12X4215 1215209 09/30/2057 02006 4.889999880 580,123.0000 11,820.01 02/29/2016 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 2,322.75 02/29/2016 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 285.25 02/29/2016 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 611.25 02/29/2016 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 40.75 02/29/2016 12X4215 1215209 09/30/2057 02007 4.909999680 794,603.0000 16,256.25 02/29/2016 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 1,350.25 02/29/2016 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 736.50 02/29/2016 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 102.29 02/29/2016 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 20.46 02/29/2016 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 20.46 02/29/2016 12X4215 1215209 09/30/2058 02008 4.189999680 892,548.0000 15,582.40 02/29/2016 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 680.87 02/29/2016 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 349.17 02/29/2016 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 17.46 02/29/2016 12X4215 1215209 09/30/2059 02009 3.839999760 884,668.0000 14,154.69 02/29/2016 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 1,680.00 02/29/2016 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 16.00 02/29/2016 12X4215 1215209 09/30/2060 02010 4.389999840 687,957.0000 12,583.88 02/29/2016 12X4215 1215209 09/30/2061 02011 4.140000000 108,457.0000 1,870.88 02/29/2016 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 51.75 02/29/2016 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 51.75 02/29/2016 ------------------------ ---------------------- 16,251,670.0000 379,088.55 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 22.38 02/29/2016 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 2,595.50 02/29/2016 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 756.27 02/29/2016 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 44.08 02/29/2016 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 3,989.54 02/29/2016 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 330.63 02/29/2016 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 17.71 02/29/2016 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 1,682.29 02/29/2016 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 70.83 02/29/2016 ------------------------ ---------------------- 448,800.0000 9,509.23 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 108,000.0000 1,629.00 02/29/2016 12X4215 1215401 09/30/2016 02006 3.409999920 1,000.0000 14.21 02/29/2016 12X4215 1215401 09/30/2018 02007 2.169999720 100.0000 0.90 02/29/2016 ------------------------ ---------------------- 109,100.0000 1,644.11 ======================== ====================== 16,780,973,459.0000 306,990,006.55 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00