Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.739999920 12,755,000.0000 429,843.50 03/31/2016 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 14,457.30 03/31/2016 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 12,367.90 03/31/2016 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 9,233.80 03/31/2016 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 585,301.60 03/31/2016 12X4208 1208845 09/30/2048 01993 6.529999680 11,499,000.0000 375,442.35 03/31/2016 ------------------------ ---------------------- 42,692,000.0000 1,426,646.45 840 SUB-COHORT 12X4208 1208840 09/30/2046 01992 6.949999800 14,897,200.0000 517,677.70 03/31/2016 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 83,261.00 03/31/2016 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 75,685.50 03/31/2016 12X4208 1208840 09/30/2046 01993 7.009999920 8,856,200.0000 310,409.81 03/31/2016 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 353,093.70 03/31/2016 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 59,865.40 03/31/2016 ------------------------ ---------------------- 40,109,400.0000 1,399,993.11 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 239,308.0000 8,423.64 03/31/2016 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 36,502.40 03/31/2016 12X4208 1208850 09/30/2046 01995 6.679999800 290,712.0000 9,709.78 03/31/2016 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 9,853.00 03/31/2016 12X4208 1208850 09/30/2031 01996 6.449999760 2,739,500.0000 88,348.87 03/31/2016 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 143,222.25 03/31/2016 12X4208 1208850 09/30/2047 01997 5.979999960 730,505.0000 21,842.10 03/31/2016 12X4208 1208850 09/30/2042 01998 5.999999760 2,141,900.0000 64,257.00 03/31/2016 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 128,400.00 03/31/2016 12X4208 1208850 09/30/2046 01999 5.919999840 708,245.9100 20,964.08 03/31/2016 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 11,899.20 03/31/2016 12X4208 1208850 09/30/2048 02000 5.729999760 308,500.0000 8,838.52 03/31/2016 12X4208 1208850 09/30/2044 02001 4.999999680 704,000.0000 17,600.00 03/31/2016 12X4208 1208850 09/30/2037 02002 4.789999800 488,753.0000 11,705.63 03/31/2016 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 112,588.95 03/31/2016 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 19,160.00 03/31/2016 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 19,899.75 03/31/2016 12X4208 1208850 09/30/2045 02003 4.709999880 91,840.0000 2,162.83 03/31/2016 12X4208 1208850 09/30/2044 02004 4.689999720 1,538,100.0000 36,068.44 03/31/2016 12X4208 1208850 09/30/2044 02005 4.569999840 521,303.0000 11,911.77 03/31/2016 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 46,865.35 03/31/2016 12X4208 1208850 09/30/2049 02006 4.410000000 3,500.0000 77.18 03/31/2016 12X4208 1208850 09/30/2046 02007 3.449999880 8,895,400.0000 153,445.65 03/31/2016 12X4208 1208850 09/30/2047 02008 1.829999880 9,210,100.0000 84,272.41 03/31/2016 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 126,215.10 03/31/2016 12X4208 1208850 09/30/2047 02009 4.619999880 4,876,800.0000 112,654.08 03/31/2016 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 70,492.95 03/31/2016 12X4208 1208850 09/30/2049 02010 2.970000000 84,480,300.0000 1,254,532.46 03/31/2016 12X4208 1208850 09/30/2047 02011 4.320000000 635,300.0000 13,722.48 03/31/2016 12X4208 1208850 09/30/2050 02011 4.320000000 430,000.0000 9,288.00 03/31/2016 ------------------------ ---------------------- 156,427,066.9100 2,654,923.87 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 79,187,475.0000 2,735,927.26 03/31/2016 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 473,335.00 03/31/2016 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 51,755.90 03/31/2016 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 27,640.00 03/31/2016 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 55,038.15 03/31/2016 12X4208 1208810 09/30/2030 01995 6.579999720 117,055,728.0000 3,851,133.45 03/31/2016 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 503,370.00 03/31/2016 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 6,843.20 03/31/2016 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 125,085.80 03/31/2016 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 30,597.00 03/31/2016 12X4208 1208810 09/30/2031 01996 6.319999800 143,140,192.0000 4,523,230.07 03/31/2016 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 284,400.00 03/31/2016 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 211,720.00 03/31/2016 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 58,460.00 03/31/2016 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 41,459.20 03/31/2016 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 84,719.60 03/31/2016 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 196,646.80 03/31/2016 12X4208 1208810 09/30/2032 01997 6.139999800 93,067,806.0000 2,857,181.64 03/31/2016 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 331,560.00 03/31/2016 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 135,080.00 03/31/2016 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 46,080.70 03/31/2016 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 13,600.10 03/31/2016 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 90,073.80 03/31/2016 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 250,573.40 03/31/2016 12X4208 1208810 09/30/2033 01998 5.919999840 180,057,000.0000 5,329,687.20 03/31/2016 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 219,040.00 03/31/2016 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 250,120.00 03/31/2016 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 39,249.60 03/31/2016 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 7,222.40 03/31/2016 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 59.20 03/31/2016 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 151,552.00 03/31/2016 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 223,480.00 03/31/2016 12X4208 1208810 09/30/2034 01999 5.889999960 65,882,006.0000 1,940,225.08 03/31/2016 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 70,680.00 03/31/2016 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 182,590.00 03/31/2016 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 73,566.10 03/31/2016 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 117.80 03/31/2016 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 54,835.90 03/31/2016 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 176,994.50 03/31/2016 12X4208 1208810 09/30/2035 02000 5.879999880 74,361,000.0000 2,186,213.40 03/31/2016 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 208,740.00 03/31/2016 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 171,990.00 03/31/2016 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 66,826.20 03/31/2016 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 54,713.40 03/31/2016 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 25,930.80 03/31/2016 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 46,893.00 03/31/2016 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 191,423.40 03/31/2016 12X4208 1208810 09/30/2036 02001 5.149999800 121,830,036.0000 3,137,123.43 03/31/2016 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 66,950.00 03/31/2016 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 177,675.00 03/31/2016 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 56,006.25 03/31/2016 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 18,565.75 03/31/2016 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 14,085.25 03/31/2016 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 29,200.50 03/31/2016 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 264,401.00 03/31/2016 12X4208 1208810 09/30/2037 02002 4.680000000 251,798,171.0000 5,892,077.20 03/31/2016 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 131,063.40 03/31/2016 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 43,477.20 03/31/2016 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 13,782.60 03/31/2016 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 10,179.00 03/31/2016 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 23,704.20 03/31/2016 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 137,287.80 03/31/2016 12X4208 1208810 09/30/2038 02003 4.719999960 28,248,507.0000 666,664.77 03/31/2016 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 194,487.60 03/31/2016 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 285,135.20 03/31/2016 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 1,486.80 03/31/2016 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 78,824.00 03/31/2016 12X4208 1208810 09/30/2039 02004 4.579999920 140,937,181.0000 3,227,461.44 03/31/2016 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 1,906,676.90 03/31/2016 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 1,767,834.20 03/31/2016 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 355,339.30 03/31/2016 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 58,738.50 03/31/2016 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 36,914.80 03/31/2016 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 201,634.50 03/31/2016 12X4208 1208810 09/30/2040 02005 4.500000000 5,714,489.0000 128,576.00 03/31/2016 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 483,120.00 03/31/2016 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 350,370.00 03/31/2016 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 197,325.00 03/31/2016 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 61,357.50 03/31/2016 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 8,415.00 03/31/2016 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 55,215.00 03/31/2016 12X4208 1208810 09/30/2041 02006 4.429999800 7,320,391.0000 162,146.66 03/31/2016 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 450,021.55 03/31/2016 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 287,551.30 03/31/2016 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 427,450.70 03/31/2016 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 29,592.40 03/31/2016 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 32,981.35 03/31/2016 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 8,815.70 03/31/2016 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 31,342.25 03/31/2016 12X4208 1208810 09/30/2042 02007 4.159999800 5,987,245.0000 124,534.70 03/31/2016 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 561,974.40 03/31/2016 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 171,641.60 03/31/2016 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 295,859.20 03/31/2016 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 116,168.00 03/31/2016 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 100,838.40 03/31/2016 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 34,236.81 03/31/2016 ------------------------ ---------------------- 1,906,131,227.0000 51,573,971.16 855 SUB-COHORT 12X4208 1208855 09/30/2047 01994 6.480000000 276,000.0000 8,942.40 03/31/2016 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 62,305.20 03/31/2016 12X4208 1208855 09/30/2030 01995 6.009999840 4,071,000.0000 122,333.55 03/31/2016 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 2,404.00 03/31/2016 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 35,098.40 03/31/2016 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 3,666.10 03/31/2016 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 1,081.80 03/31/2016 12X4208 1208855 09/30/2031 01996 6.049999800 2,085,128.0000 63,075.12 03/31/2016 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 83,580.75 03/31/2016 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 10,557.25 03/31/2016 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 5,838.25 03/31/2016 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 1,452.00 03/31/2016 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 8,863.25 03/31/2016 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 17,000.50 03/31/2016 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 1,573.00 03/31/2016 12X4208 1208855 09/30/2032 01997 5.670000000 8,406,000.0000 238,310.10 03/31/2016 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 32,262.30 03/31/2016 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 2,154.60 03/31/2016 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 2,579.85 03/31/2016 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,162.35 03/31/2016 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 567.00 03/31/2016 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 368.55 03/31/2016 12X4208 1208855 09/30/2033 01998 5.739999840 3,331,000.0000 95,599.70 03/31/2016 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 100,708.30 03/31/2016 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 2,267.30 03/31/2016 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 889.70 03/31/2016 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 287.00 03/31/2016 12X4208 1208855 09/30/2034 01999 5.419999800 6,454,000.0000 174,903.40 03/31/2016 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 56,747.40 03/31/2016 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 56,449.30 03/31/2016 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 6,883.40 03/31/2016 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 10,081.20 03/31/2016 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 975.60 03/31/2016 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 352.30 03/31/2016 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 135.50 03/31/2016 12X4208 1208855 09/30/2035 02000 4.969999800 3,028,000.0000 75,245.80 03/31/2016 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 273.35 03/31/2016 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 720.65 03/31/2016 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 186,548.95 03/31/2016 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 9,741.20 03/31/2016 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 4,497.85 03/31/2016 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 1,018.85 03/31/2016 12X4208 1208855 09/30/2036 02001 5.220000000 8,985,000.0000 234,508.50 03/31/2016 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 39,228.30 03/31/2016 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 44,370.00 03/31/2016 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 13,076.10 03/31/2016 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 3,105.90 03/31/2016 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 2,349.00 03/31/2016 12X4208 1208855 09/30/2042 02002 4.259999880 3,689,477.0000 78,585.86 03/31/2016 12X4208 1208855 09/30/2043 02002 4.259999880 5,664,000.0000 120,643.20 03/31/2016 12X4208 1208855 09/30/2044 02002 4.259999880 4,340,000.0000 92,442.00 03/31/2016 12X4208 1208855 09/30/2045 02002 4.259999880 213,000.0000 4,536.90 03/31/2016 12X4208 1208855 09/30/2046 02002 4.259999880 278,000.0000 5,921.40 03/31/2016 12X4208 1208855 09/30/2048 02002 4.259999880 2,000.0000 42.60 03/31/2016 12X4208 1208855 09/30/2038 02003 4.230000000 4,522,000.0000 95,640.30 03/31/2016 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 198,492.75 03/31/2016 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 95,513.40 03/31/2016 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 47,397.15 03/31/2016 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 3,701.25 03/31/2016 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 19,415.70 03/31/2016 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 1,015.20 03/31/2016 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 761.40 03/31/2016 12X4208 1208855 09/30/2039 02004 4.279999680 20,571,600.0000 440,232.24 03/31/2016 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 144,813.80 03/31/2016 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 16,092.80 03/31/2016 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 137,666.20 03/31/2016 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 57,865.60 03/31/2016 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 16,328.20 03/31/2016 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 1,348.20 03/31/2016 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 599.20 03/31/2016 12X4208 1208855 09/30/2040 02005 4.339999800 8,074,512.0000 175,216.91 03/31/2016 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 602,066.50 03/31/2016 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 197,253.00 03/31/2016 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 165,354.00 03/31/2016 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 82,742.10 03/31/2016 12X4208 1208855 09/30/2046 02005 4.339999800 10,498,000.0000 227,806.60 03/31/2016 12X4208 1208855 09/30/2047 02005 4.339999800 1,318,000.0000 28,600.60 03/31/2016 12X4208 1208855 09/30/2048 02005 4.339999800 413,000.0000 8,962.10 03/31/2016 12X4208 1208855 09/30/2042 02006 3.499999920 12,108,288.0000 211,895.04 03/31/2016 12X4208 1208855 09/30/2043 02006 3.499999920 12,881,000.0000 225,417.50 03/31/2016 12X4208 1208855 09/30/2044 02006 3.499999920 19,119,000.0000 334,582.50 03/31/2016 12X4208 1208855 09/30/2045 02006 3.499999920 19,340,000.0000 338,450.00 03/31/2016 12X4208 1208855 09/30/2046 02006 3.499999920 13,796,000.0000 241,430.00 03/31/2016 12X4208 1208855 09/30/2047 02006 3.499999920 2,003,000.0000 35,052.50 03/31/2016 12X4208 1208855 09/30/2048 02006 3.499999920 7,507,000.0000 131,372.50 03/31/2016 12X4208 1208855 09/30/2049 02006 3.499999920 548,000.0000 9,590.00 03/31/2016 12X4208 1208855 09/30/2043 02007 3.319999920 8,108,000.0000 134,592.80 03/31/2016 12X4208 1208855 09/30/2044 02007 3.319999920 13,252,000.0000 219,983.20 03/31/2016 12X4208 1208855 09/30/2045 02007 3.319999920 6,664,000.0000 110,622.40 03/31/2016 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 64,474.40 03/31/2016 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 97,608.00 03/31/2016 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 116.20 03/31/2016 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 4,067.00 03/31/2016 12X4208 1208855 09/30/2043 02008 4.599999720 2,213,570.0000 50,912.11 03/31/2016 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 339,434.00 03/31/2016 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 457,861.00 03/31/2016 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 573,505.00 03/31/2016 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 219,052.00 03/31/2016 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 116,380.00 03/31/2016 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 108,330.00 03/31/2016 12X4208 1208855 09/30/2043 02009 4.500000000 14,753,570.0000 331,955.33 03/31/2016 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 142,425.00 03/31/2016 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 230,872.50 03/31/2016 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 64,575.00 03/31/2016 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 218,385.00 03/31/2016 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 114,165.00 03/31/2016 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 423,337.50 03/31/2016 12X4208 1208855 09/30/2044 02010 2.719999800 7,912,476.0000 107,609.67 03/31/2016 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 224,046.40 03/31/2016 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 195,282.40 03/31/2016 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 106,950.40 03/31/2016 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 169,456.00 03/31/2016 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 121,502.40 03/31/2016 12X4208 1208855 09/30/2050 02010 2.719999800 225,000.0000 3,060.00 03/31/2016 12X4208 1208855 09/30/2046 02011 4.079999880 3,348,000.0000 68,299.20 03/31/2016 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 44,186.40 03/31/2016 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 55,426.80 03/31/2016 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 139,066.80 03/31/2016 12X4208 1208855 09/30/2050 02011 4.079999880 3,860,000.0000 78,744.00 03/31/2016 12X4208 1208855 09/30/2050 02016 4.079999880 2,000.0000 40.80 03/31/2016 ------------------------ ---------------------- 570,242,621.0000 11,757,312.78 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 2,453,000.0000 83,034.05 03/31/2016 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 16,925.00 03/31/2016 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 846.25 03/31/2016 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 39,773.75 03/31/2016 12X4208 1208815 09/30/2030 01995 5.999999760 4,384,000.0000 131,520.00 03/31/2016 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 59,700.00 03/31/2016 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 10,500.00 03/31/2016 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 57,360.00 03/31/2016 12X4208 1208815 09/30/2036 01996 5.819999760 1,295,000.0000 37,684.50 03/31/2016 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 100,220.40 03/31/2016 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 3,957.60 03/31/2016 12X4208 1208815 09/30/2032 01997 5.559999840 11,177,378.0000 310,731.11 03/31/2016 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 42,339.40 03/31/2016 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 19,960.40 03/31/2016 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 137,005.75 03/31/2016 12X4208 1208815 09/30/2033 01998 5.529999960 10,881,000.0000 300,859.65 03/31/2016 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 94,535.35 03/31/2016 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 53,060.35 03/31/2016 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 49,631.75 03/31/2016 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 25,216.80 03/31/2016 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 1,576.05 03/31/2016 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 135,101.40 03/31/2016 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 63,068.60 03/31/2016 12X4208 1208815 09/30/2034 01999 5.319999720 32,337,000.0000 860,164.20 03/31/2016 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 9,044.00 03/31/2016 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 20,056.40 03/31/2016 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 11,837.00 03/31/2016 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 628,540.90 03/31/2016 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 121,746.30 03/31/2016 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 128,440.00 03/31/2016 12X4208 1208815 09/30/2035 02000 4.939999920 30,742,351.0000 759,336.07 03/31/2016 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 9,509.50 03/31/2016 12X4208 1208815 09/30/2038 02000 4.939999920 577,000.0000 14,251.90 03/31/2016 12X4208 1208815 09/30/2032 02001 3.819999960 12,935,000.0000 247,058.50 03/31/2016 12X4208 1208815 09/30/2033 02001 3.819999960 21,368,700.0000 408,142.17 03/31/2016 12X4208 1208815 09/30/2034 02001 3.819999960 16,929,000.0000 323,343.90 03/31/2016 12X4208 1208815 09/30/2035 02001 3.819999960 176,000.0000 3,361.60 03/31/2016 12X4208 1208815 09/30/2036 02001 3.819999960 3,632,000.0000 69,371.20 03/31/2016 12X4208 1208815 09/30/2037 02001 3.819999960 13,431,000.0000 256,532.10 03/31/2016 12X4208 1208815 09/30/2038 02001 3.819999960 419,000.0000 8,002.90 03/31/2016 12X4208 1208815 09/30/2039 02001 3.819999960 153,000.0000 2,922.30 03/31/2016 12X4208 1208815 09/30/2040 02001 3.819999960 193,000.0000 3,686.30 03/31/2016 12X4208 1208815 09/30/2032 02002 4.320000000 26,156,000.0000 564,969.60 03/31/2016 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 349,876.80 03/31/2016 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 343,267.20 03/31/2016 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 154,245.60 03/31/2016 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 22,032.00 03/31/2016 12X4208 1208815 09/30/2037 02002 4.320000000 870,000.0000 18,792.00 03/31/2016 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 16,891.20 03/31/2016 12X4208 1208815 09/30/2032 02003 4.179999960 21,833,000.0000 456,309.70 03/31/2016 12X4208 1208815 09/30/2033 02003 4.179999960 14,299,000.0000 298,849.10 03/31/2016 12X4208 1208815 09/30/2034 02003 4.179999960 8,895,000.0000 185,905.50 03/31/2016 12X4208 1208815 09/30/2035 02003 4.179999960 4,045,000.0000 84,540.50 03/31/2016 12X4208 1208815 09/30/2036 02003 4.179999960 216,000.0000 4,514.40 03/31/2016 12X4208 1208815 09/30/2038 02003 4.179999960 1,507,000.0000 31,496.30 03/31/2016 12X4208 1208815 09/30/2032 02004 3.960000000 207,000.0000 4,098.60 03/31/2016 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 10,949.40 03/31/2016 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 12,652.20 03/31/2016 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 5,385.60 03/31/2016 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,504.80 03/31/2016 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 475.20 03/31/2016 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 1,267.20 03/31/2016 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 883,621.80 03/31/2016 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 410,689.80 03/31/2016 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 62,083.65 03/31/2016 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 3,488.10 03/31/2016 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 25,753.05 03/31/2016 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 906.00 03/31/2016 12X4208 1208815 09/30/2040 02005 4.529999880 20,406,000.0000 462,195.90 03/31/2016 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 1,288,657.80 03/31/2016 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 685,977.30 03/31/2016 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 450,680.40 03/31/2016 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 217,784.70 03/31/2016 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 279,284.40 03/31/2016 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 177,378.30 03/31/2016 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 58,063.50 03/31/2016 12X4208 1208815 09/30/2041 02006 4.140000000 17,210,090.0000 356,248.86 03/31/2016 12X4208 1208815 09/30/2033 02007 2.790000000 5,206,865.0000 72,635.77 03/31/2016 12X4208 1208815 09/30/2034 02007 2.790000000 36,973,000.0000 515,773.35 03/31/2016 12X4208 1208815 09/30/2035 02007 2.790000000 17,712,000.0000 247,082.40 03/31/2016 12X4208 1208815 09/30/2036 02007 2.790000000 32,136,000.0000 448,297.20 03/31/2016 12X4208 1208815 09/30/2037 02007 2.790000000 17,323,000.0000 241,655.85 03/31/2016 12X4208 1208815 09/30/2038 02007 2.790000000 16,097,000.0000 224,553.15 03/31/2016 12X4208 1208815 09/30/2033 02008 3.809999880 5,150,145.0000 98,110.26 03/31/2016 12X4208 1208815 09/30/2034 02008 3.809999880 88,301,000.0000 1,682,134.05 03/31/2016 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 1,056,208.20 03/31/2016 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 546,906.45 03/31/2016 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 332,517.75 03/31/2016 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 216,865.20 03/31/2016 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 69,113.40 03/31/2016 12X4208 1208815 09/30/2040 02008 3.809999880 1,401,000.0000 26,689.05 03/31/2016 12X4208 1208815 09/30/2034 02009 4.119999840 13,824,913.0000 284,793.21 03/31/2016 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 1,036,097.60 03/31/2016 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 663,917.40 03/31/2016 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 409,734.00 03/31/2016 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 511,189.00 03/31/2016 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 178,210.60 03/31/2016 12X4208 1208815 09/30/2035 02010 2.989999800 40,554,263.0000 606,286.23 03/31/2016 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 596,938.55 03/31/2016 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 552,088.55 03/31/2016 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 461,028.10 03/31/2016 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 157,767.35 03/31/2016 12X4208 1208815 09/30/2040 02010 2.989999800 8,373,000.0000 125,176.34 03/31/2016 12X4208 1208815 09/30/2036 02011 4.069999800 50,968,000.0000 1,037,198.80 03/31/2016 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 1,490,067.70 03/31/2016 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 1,010,458.90 03/31/2016 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 776,006.55 03/31/2016 12X4208 1208815 09/30/2040 02011 4.069999800 12,888,000.0000 262,270.79 03/31/2016 12X4208 1208815 09/30/2038 02012 3.069999720 1,498,000.0000 22,994.30 03/31/2016 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 183,555.30 03/31/2016 12X4208 1208815 09/30/2039 02013 2.939999760 72,959,000.0000 1,072,497.30 03/31/2016 12X4208 1208815 09/30/2040 02013 2.939999760 17,367,000.0000 255,294.88 03/31/2016 12X4208 1208815 09/30/2039 02014 2.089999800 42,022,000.0000 439,129.90 03/31/2016 12X4208 1208815 09/30/2040 02014 2.089999800 31,892,000.0000 333,271.37 03/31/2016 12X4208 1208815 09/30/2039 02015 2.089999800 1,116,000.0000 11,662.20 03/31/2016 12X4208 1208815 09/30/2040 02015 2.089999800 17,883,000.0000 186,877.33 03/31/2016 12X4208 1208815 09/30/2040 02016 2.089999800 28,000.0000 292.60 03/31/2016 ------------------------ ---------------------- 1,680,326,705.0000 32,034,138.79 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 209,965,000.0000 5,364,605.75 03/31/2016 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 79,460.50 03/31/2016 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 8,687.00 03/31/2016 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 14,103.60 03/31/2016 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 127.75 03/31/2016 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 9,709.00 03/31/2016 12X4208 1208870 09/30/2037 02002 4.789999800 403,749,000.0000 9,669,788.55 03/31/2016 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 84,735.10 03/31/2016 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 56,522.00 03/31/2016 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 44,379.35 03/31/2016 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 36,092.65 03/31/2016 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 71.85 03/31/2016 12X4208 1208870 09/30/2038 02003 4.729999680 386,989,000.0000 9,152,289.85 03/31/2016 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 4,180,941.60 03/31/2016 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 188,679.70 03/31/2016 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 35,475.00 03/31/2016 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 21,355.95 03/31/2016 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 23.65 03/31/2016 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 165.55 03/31/2016 12X4208 1208870 09/30/2039 02004 4.629999960 154,756,000.0000 3,582,601.40 03/31/2016 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 6,127,133.65 03/31/2016 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 2,424,916.20 03/31/2016 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 326,577.05 03/31/2016 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 243,098.15 03/31/2016 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 23.15 03/31/2016 12X4208 1208870 09/30/2040 02005 4.579999920 400,367,000.0000 9,168,404.30 03/31/2016 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 3,756,928.20 03/31/2016 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 1,043,919.40 03/31/2016 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 424,772.10 03/31/2016 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 104,446.90 03/31/2016 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 40,304.00 03/31/2016 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 22.90 03/31/2016 12X4208 1208870 09/30/2040 02006 4.439999880 219,732,000.0000 4,878,050.40 03/31/2016 12X4208 1208870 09/30/2041 02006 4.439999880 172,487,000.0000 3,829,211.40 03/31/2016 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 1,956,752.40 03/31/2016 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 1,204,083.60 03/31/2016 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 112,110.00 03/31/2016 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 16,650.00 03/31/2016 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 31,945.80 03/31/2016 12X4208 1208870 09/30/2041 02007 4.149999720 342,082,000.0000 7,098,201.50 03/31/2016 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 2,430,509.75 03/31/2016 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 1,668,984.75 03/31/2016 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 385,659.50 03/31/2016 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 354,015.75 03/31/2016 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 1,701.50 03/31/2016 ------------------------ ---------------------- 3,502,405,000.0000 80,158,238.15 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 103,970.00 03/31/2016 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 88,844.00 03/31/2016 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 56,138.50 03/31/2016 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 80,445.70 03/31/2016 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 57,893.50 03/31/2016 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 94,386.25 03/31/2016 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 42,895.00 03/31/2016 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 135,082.00 03/31/2016 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 397,490.60 03/31/2016 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 21,443.80 03/31/2016 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 537,443.55 03/31/2016 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 215,306.70 03/31/2016 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 212,226.00 03/31/2016 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 598,839.00 03/31/2016 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 487,968.50 03/31/2016 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 649,234.50 03/31/2016 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 669,162.50 03/31/2016 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 377,282.40 03/31/2016 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 456,159.50 03/31/2016 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 203,191.70 03/31/2016 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 463,587.60 03/31/2016 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 275,967.90 03/31/2016 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 1,897.35 03/31/2016 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 734,670.60 03/31/2016 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 22,903.00 03/31/2016 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 602,711.50 03/31/2016 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 30,886.50 03/31/2016 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 1,455,134.70 03/31/2016 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 3,380.70 03/31/2016 12X4208 1208820 09/30/2050 02008 3.539999880 56,000.0000 991.20 03/31/2016 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 186,882.80 03/31/2016 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 1,244,286.20 03/31/2016 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 78,949.60 03/31/2016 12X4208 1208820 09/30/2050 02009 3.319999920 2,045,000.0000 33,947.00 03/31/2016 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 1,844,535.20 03/31/2016 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 48,320.80 03/31/2016 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 32,923.20 03/31/2016 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 23,256.00 03/31/2016 12X4208 1208820 09/30/2050 02010 3.039999840 1,559,000.0000 23,696.80 03/31/2016 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 736,290.00 03/31/2016 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 511,418.55 03/31/2016 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 436,259.40 03/31/2016 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 225,856.20 03/31/2016 12X4208 1208820 09/30/2050 02011 3.029999760 5,193,000.0000 78,673.94 03/31/2016 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 22,050.00 03/31/2016 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 764,410.50 03/31/2016 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 562,810.50 03/31/2016 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 338,640.75 03/31/2016 12X4208 1208820 09/30/2050 02012 3.150000000 10,707,000.0000 168,635.25 03/31/2016 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 147,322.50 03/31/2016 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 659,733.75 03/31/2016 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 697,157.50 03/31/2016 12X4208 1208820 09/30/2050 02013 3.249999720 17,576,000.0000 285,609.98 03/31/2016 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 329,046.60 03/31/2016 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 147,644.90 03/31/2016 12X4208 1208820 09/30/2050 02014 2.739999960 10,894,000.0000 149,247.80 03/31/2016 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 40,610.70 03/31/2016 12X4208 1208820 09/30/2050 02015 3.510000000 15,068,000.0000 264,443.40 03/31/2016 ------------------------ ---------------------- 1,052,081,000.0000 19,160,194.57 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 7,784.00 03/31/2016 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 49,136.50 03/31/2016 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 1,055.55 03/31/2016 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 3,711.45 03/31/2016 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 22,439.40 03/31/2016 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 19,578.60 03/31/2016 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 1,304.10 03/31/2016 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 18,785.25 03/31/2016 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 12,795.75 03/31/2016 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 14,036.00 03/31/2016 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 20,539.75 03/31/2016 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 14,917.90 03/31/2016 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 12,218.70 03/31/2016 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 5,050.50 03/31/2016 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 3,833.20 03/31/2016 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 4,579.30 03/31/2016 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 7,033.40 03/31/2016 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 21,204.00 03/31/2016 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 25,097.60 03/31/2016 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 10,170.30 03/31/2016 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 20.30 03/31/2016 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 1,928.50 03/31/2016 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 14,479.60 03/31/2016 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 11,999.20 03/31/2016 12X4208 1208825 09/30/2050 02002 4.239999720 3,000.0000 63.60 03/31/2016 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 25,804.35 03/31/2016 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 11,187.90 03/31/2016 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 16,537.75 03/31/2016 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 43,326.00 03/31/2016 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 2,956.50 03/31/2016 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 7,938.00 03/31/2016 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 11,771.10 03/31/2016 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 24,058.80 03/31/2016 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 11,808.00 03/31/2016 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 7,581.00 03/31/2016 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 12,967.50 03/31/2016 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 21,367.50 03/31/2016 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 37,505.05 03/31/2016 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 82,308.60 03/31/2016 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 110,741.40 03/31/2016 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 455.40 03/31/2016 12X4208 1208825 09/30/2050 02009 3.960000000 34,000.0000 673.20 03/31/2016 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 7,149.20 03/31/2016 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 53,750.85 03/31/2016 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 3,149.75 03/31/2016 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 952.25 03/31/2016 12X4208 1208825 09/30/2050 02010 2.929999680 82,000.0000 1,201.30 03/31/2016 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 2,050.30 03/31/2016 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 32,764.20 03/31/2016 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 34,388.20 03/31/2016 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 20,604.50 03/31/2016 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 32,946.90 03/31/2016 12X4208 1208825 09/30/2050 02011 4.059999720 764,000.0000 15,509.20 03/31/2016 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 2,379.15 03/31/2016 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 16,000.95 03/31/2016 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 10,869.45 03/31/2016 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 5,178.15 03/31/2016 12X4208 1208825 09/30/2050 02012 3.109999680 37,000.0000 575.35 03/31/2016 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 6,748.70 03/31/2016 12X4208 1208825 09/30/2050 02014 3.109999680 237,000.0000 3,685.35 03/31/2016 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 3,265.50 03/31/2016 12X4208 1208825 09/30/2050 02015 3.109999680 641,000.0000 9,967.55 03/31/2016 ------------------------ ---------------------- 47,728,000.0000 995,887.30 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 852,536.00 03/31/2016 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 24,400.00 03/31/2016 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 29,548.40 03/31/2016 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 215,842.40 03/31/2016 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 890,478.00 03/31/2016 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 323,439.34 03/31/2016 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 208,667.30 03/31/2016 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 438,750.00 03/31/2016 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 3,246.75 03/31/2016 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 1,474.20 03/31/2016 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 40,289.60 03/31/2016 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 46,935.00 03/31/2016 ------------------------ ---------------------- 138,760,581.2200 3,075,606.99 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 321,300.00 03/31/2016 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 564,797.80 03/31/2016 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 227,972.50 03/31/2016 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 410,791.50 03/31/2016 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 242,368.00 03/31/2016 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 324,240.00 03/31/2016 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 20,470.69 03/31/2016 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 441,289.20 03/31/2016 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 338,199.25 03/31/2016 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 16.55 03/31/2016 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 121,167.20 03/31/2016 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 60,344.75 03/31/2016 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 700,828.05 03/31/2016 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 518,334.80 03/31/2016 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 316,000.00 03/31/2016 12X4208 1208871 09/30/2050 02013 3.159999720 12,000,000.0000 189,599.98 03/31/2016 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 139,924.80 03/31/2016 ------------------------ ---------------------- 273,396,900.0000 4,937,645.07 ======================== ====================== 9,410,300,501.1300 209,174,558.24 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- 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03/10/2016 INT + 0.0000 346,802.39 502512 1208810 09/30/2036 02001 03/10/2016 INT + 0.0000 751,075.97 502514 1208810 09/30/2037 02002 03/10/2016 INT + 0.0000 1,799,834.40 502516 1208810 09/30/2038 02003 03/10/2016 INT + 0.0000 182,062.36 502518 1208810 09/30/2038 02003 03/10/2016 INT + 0.0000 74,752.83 502520 1208810 09/30/2039 02004 03/10/2016 INT + 0.0000 2,657,636.55 502522 1208810 09/30/2040 02005 03/10/2016 INT + 0.0000 101,062.35 502524 1208810 09/30/2041 02006 03/10/2016 INT + 0.0000 470,089.43 502526 1208810 09/30/2042 02007 03/10/2016 INT + 0.0000 242,943.99 502528 1208815 09/30/2029 01994 03/10/2016 INT + 0.0000 42,210.95 502608 1208815 09/30/2030 01995 03/10/2016 INT + 0.0000 93,480.00 502610 1208815 09/30/2032 01996 03/10/2016 INT + 0.0000 22,843.50 502612 1208815 09/30/2032 01997 03/10/2016 INT + 0.0000 111,450.20 502622 1208815 09/30/2032 02001 03/10/2016 INT + 0.0000 202,612.80 502558 1208815 09/30/2032 02002 03/10/2016 INT + 0.0000 73,310.40 502564 1208815 09/30/2032 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