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 310,153.11 03/31/2016 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 498,085.00 03/31/2016 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 505,575.00 03/31/2016 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 322,556.85 03/31/2016 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 175,153.65 03/31/2016 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 1,026,130.00 03/31/2016 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 1,366,925.00 03/31/2016 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 2,252,692.40 03/31/2016 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 178,112.20 03/31/2016 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 62,391.70 03/31/2016 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 59,470.60 03/31/2016 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 2,392,598.17 03/31/2016 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 324,458.81 03/31/2016 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 1,000,500.00 03/31/2016 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 840,420.00 03/31/2016 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 2,029,080.70 03/31/2016 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 168,484.20 03/31/2016 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 58,829.40 03/31/2016 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 55,094.20 03/31/2016 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 7,274,138.09 03/31/2016 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 377,850.00 03/31/2016 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 374,415.00 03/31/2016 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 1,545,750.00 03/31/2016 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 358,957.50 03/31/2016 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 72,993.75 03/31/2016 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 81,375.15 03/31/2016 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 73,371.60 03/31/2016 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 73,921.20 03/31/2016 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 4,402,203.65 03/31/2016 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 157,998.15 03/31/2016 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 183.25 03/31/2016 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 989,550.00 03/31/2016 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 170,422.50 03/31/2016 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 747,293.50 03/31/2016 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 49,257.60 03/31/2016 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 53,435.70 03/31/2016 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 53,765.55 03/31/2016 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 1,989,495.96 03/31/2016 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 3,400,000.00 03/31/2016 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 139,400.00 03/31/2016 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 490,439.80 03/31/2016 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 965,600.00 03/31/2016 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 68,000.00 03/31/2016 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 54,196.00 03/31/2016 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 52,836.00 03/31/2016 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 114,274.00 03/31/2016 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 55,284.00 03/31/2016 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 3,310,601.47 03/31/2016 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 183,425.00 03/31/2016 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 140,070.00 03/31/2016 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 212,339.45 03/31/2016 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 677,005.00 03/31/2016 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 1,700.85 03/31/2016 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 405,202.50 03/31/2016 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 37,385.35 03/31/2016 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 34,250.45 03/31/2016 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 71,869.25 03/31/2016 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 35,851.25 03/31/2016 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 4,498,530.53 03/31/2016 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 213,480.00 03/31/2016 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 607,825.00 03/31/2016 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 288,257.30 03/31/2016 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 812,410.00 03/31/2016 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 1,191,930.00 03/31/2016 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 47,855.10 03/31/2016 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 49,485.85 03/31/2016 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 57,105.90 03/31/2016 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 60,604.60 03/31/2016 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 4,555,026.16 03/31/2016 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 267,750.00 03/31/2016 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 719,950.00 03/31/2016 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 311,884.12 03/31/2016 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 827,050.00 03/31/2016 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 1,274,787.50 03/31/2016 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 60,124.75 03/31/2016 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 67,116.00 03/31/2016 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 65,182.25 03/31/2016 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 72,500.75 03/31/2016 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 6,265,448.73 03/31/2016 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 466,500.00 03/31/2016 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 93,300.00 03/31/2016 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 273,695.55 03/31/2016 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 1,110,270.00 03/31/2016 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 2,365,155.00 03/31/2016 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 71,623.30 03/31/2016 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 85,245.10 03/31/2016 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 127,043.50 03/31/2016 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 89,754.60 03/31/2016 12X4215 1215201 09/30/2049 02000 6.219999720 2,000.0000 62.20 03/31/2016 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 386,064.83 03/31/2016 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 6,242,200.00 03/31/2016 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 264,500.00 03/31/2016 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 349,140.00 03/31/2016 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 229,744.70 03/31/2016 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 999,810.00 03/31/2016 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 1,465,330.00 03/31/2016 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 68,293.90 03/31/2016 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 77,974.60 03/31/2016 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 86,623.75 03/31/2016 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 88,369.45 03/31/2016 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 738,980.45 03/31/2016 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 5,673,550.00 03/31/2016 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 1,266,200.00 03/31/2016 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 1,128,624.93 03/31/2016 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 97.40 03/31/2016 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 881,470.00 03/31/2016 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 739,509.50 03/31/2016 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 249,197.90 03/31/2016 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 146.10 03/31/2016 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 76,191.15 03/31/2016 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 123,284.05 03/31/2016 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 86,734.70 03/31/2016 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 678,864.06 03/31/2016 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 6,097,500.00 03/31/2016 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 2,600,032.50 03/31/2016 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 240,187.50 03/31/2016 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 581,197.50 03/31/2016 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 135,000.00 03/31/2016 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 447,750.00 03/31/2016 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 79,087.50 03/31/2016 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 71,437.50 03/31/2016 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 73,440.00 03/31/2016 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 78,435.00 03/31/2016 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 4,129,958.26 03/31/2016 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 7,712,738.50 03/31/2016 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 406,593.55 03/31/2016 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 1,167,710.15 03/31/2016 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 87,632.55 03/31/2016 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 2,679,412.50 03/31/2016 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 103,487.20 03/31/2016 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 102,716.65 03/31/2016 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 103,720.70 03/31/2016 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 105,261.80 03/31/2016 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 163.45 03/31/2016 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 7,229,771.49 03/31/2016 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 6,360,219.60 03/31/2016 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 1,303,202.40 03/31/2016 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 86,685.60 03/31/2016 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 185,706.00 03/31/2016 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 88,806.00 03/31/2016 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 95,851.20 03/31/2016 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 110,557.20 03/31/2016 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 91,656.00 03/31/2016 12X4215 1215201 09/30/2049 02005 4.559999760 2,000.0000 45.60 03/31/2016 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 11,543,687.17 03/31/2016 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 5,592,756.70 03/31/2016 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 320,689.50 03/31/2016 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 1,160,396.81 03/31/2016 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 100,516.80 03/31/2016 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 124,769.40 03/31/2016 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 121,701.30 03/31/2016 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 128,665.40 03/31/2016 12X4215 1215201 09/30/2049 02006 4.869999720 3,000.0000 73.05 03/31/2016 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 14,720,938.22 03/31/2016 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 3,981,471.95 03/31/2016 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 1,130,871.10 03/31/2016 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 109,691.00 03/31/2016 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 646.65 03/31/2016 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 125,761.45 03/31/2016 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 137,664.60 03/31/2016 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 136,826.35 03/31/2016 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 167.65 03/31/2016 12X4215 1215201 09/30/2049 02007 4.789999800 3,000.0000 71.85 03/31/2016 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 13,606,909.94 03/31/2016 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 4,264,288.32 03/31/2016 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 422,894.25 03/31/2016 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 6,048.90 03/31/2016 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 96,063.30 03/31/2016 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 99,997.20 03/31/2016 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 95,492.25 03/31/2016 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 16,150,184.67 03/31/2016 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 4,979,107.65 03/31/2016 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 429,556.05 03/31/2016 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 59,659.05 03/31/2016 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 66,556.05 03/31/2016 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 75,721.80 03/31/2016 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 27,211,143.20 03/31/2016 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 6,143,820.60 03/31/2016 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 191,935.90 03/31/2016 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 87,306.10 03/31/2016 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 100,637.90 03/31/2016 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 13,156,918.69 03/31/2016 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 2,956,215.79 03/31/2016 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 371,185.90 03/31/2016 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 39,922.35 03/31/2016 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 1,457.40 03/31/2016 12X4215 1215201 09/30/2049 02011 3.469999680 24,000.0000 416.40 03/31/2016 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 8,221,005.90 03/31/2016 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 1,372,792.05 03/31/2016 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 325,753.65 03/31/2016 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 6,366.60 03/31/2016 12X4215 1215201 09/30/2049 02012 2.430000000 39,000.0000 473.85 03/31/2016 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 7,228,732.50 03/31/2016 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 2,512,785.00 03/31/2016 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 123,763.75 03/31/2016 12X4215 1215201 09/30/2049 02013 2.749999680 416,000.0000 5,720.00 03/31/2016 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 7,096,847.60 03/31/2016 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 3,113,179.60 03/31/2016 12X4215 1215201 09/30/2049 02014 2.839999680 20,072,000.0000 285,022.40 03/31/2016 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 4,700,704.20 03/31/2016 12X4215 1215201 09/30/2049 02015 2.629999800 438,830,000.0000 5,770,614.50 03/31/2016 12X4215 1215201 09/30/2049 02016 2.629999800 246,626,000.0000 3,243,131.65 03/31/2016 ------------------------ ---------------------- 14,597,070,905.0000 308,434,338.53 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 374.50 03/31/2016 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 832.50 03/31/2016 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 2,083.54 03/31/2016 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 8,592.05 03/31/2016 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 22,222.37 03/31/2016 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 38,132.39 03/31/2016 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 9,558.66 03/31/2016 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 39,352.50 03/31/2016 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 14,840.26 03/31/2016 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 39,082.50 03/31/2016 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 38,481.55 03/31/2016 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 43,680.00 03/31/2016 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 8,633.90 03/31/2016 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 40,843.00 03/31/2016 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 10,340.00 03/31/2016 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 42,652.50 03/31/2016 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 853.05 03/31/2016 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 517.00 03/31/2016 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 1,654.40 03/31/2016 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 12,821.26 03/31/2016 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 40,482.99 03/31/2016 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 11,925.00 03/31/2016 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 57,240.00 03/31/2016 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 453.15 03/31/2016 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 214.65 03/31/2016 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 381.60 03/31/2016 12X4215 1215202 09/30/2036 02002 4.770000000 2,000.0000 47.70 03/31/2016 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 44,983.29 03/31/2016 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 13,768.50 03/31/2016 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 14,446.65 03/31/2016 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 10,275.00 03/31/2016 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 49,320.00 03/31/2016 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 390.45 03/31/2016 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 246.60 03/31/2016 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 678.15 03/31/2016 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 65,339.60 03/31/2016 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 21,679.30 03/31/2016 12X4215 1215202 09/30/2027 02004 4.309999920 500,000.0000 10,775.00 03/31/2016 12X4215 1215202 09/30/2029 02004 4.309999920 3,250,000.0000 70,037.50 03/31/2016 12X4215 1215202 09/30/2032 02004 4.309999920 5,000.0000 107.75 03/31/2016 12X4215 1215202 09/30/2033 02004 4.309999920 17,000.0000 366.35 03/31/2016 12X4215 1215202 09/30/2034 02004 4.309999920 21,000.0000 452.55 03/31/2016 12X4215 1215202 09/30/2025 02005 4.329999720 1,558,589.0000 33,743.45 03/31/2016 12X4215 1215202 09/30/2026 02005 4.329999720 4,005,000.0000 86,708.25 03/31/2016 12X4215 1215202 09/30/2027 02005 4.329999720 773,000.0000 16,735.45 03/31/2016 12X4215 1215202 09/30/2028 02005 4.329999720 15,000.0000 324.75 03/31/2016 12X4215 1215202 09/30/2029 02005 4.329999720 3,550,000.0000 76,857.50 03/31/2016 12X4215 1215202 09/30/2032 02005 4.329999720 26,000.0000 562.90 03/31/2016 12X4215 1215202 09/30/2033 02005 4.329999720 16,000.0000 346.40 03/31/2016 12X4215 1215202 09/30/2034 02005 4.329999720 30,000.0000 649.50 03/31/2016 12X4215 1215202 09/30/2026 02006 4.819999680 1,990,509.0000 47,971.27 03/31/2016 12X4215 1215202 09/30/2027 02006 4.819999680 3,101,000.0000 74,734.10 03/31/2016 12X4215 1215202 09/30/2029 02006 4.819999680 6,275,000.0000 151,227.50 03/31/2016 12X4215 1215202 09/30/2032 02006 4.819999680 15,000.0000 361.50 03/31/2016 12X4215 1215202 09/30/2033 02006 4.819999680 22,000.0000 530.20 03/31/2016 12X4215 1215202 09/30/2034 02006 4.819999680 29,000.0000 698.90 03/31/2016 12X4215 1215202 09/30/2027 02007 4.699999800 845,703.0000 19,874.02 03/31/2016 12X4215 1215202 09/30/2028 02007 4.699999800 1,078,000.0000 25,333.00 03/31/2016 12X4215 1215202 09/30/2029 02007 4.699999800 11,439,000.0000 268,816.50 03/31/2016 12X4215 1215202 09/30/2030 02007 4.699999800 20,000.0000 470.00 03/31/2016 12X4215 1215202 09/30/2032 02007 4.699999800 17,000.0000 399.50 03/31/2016 12X4215 1215202 09/30/2033 02007 4.699999800 20,000.0000 470.00 03/31/2016 12X4215 1215202 09/30/2034 02007 4.699999800 23,000.0000 540.50 03/31/2016 12X4215 1215202 09/30/2028 02008 3.849999840 4,396,199.0000 84,626.83 03/31/2016 12X4215 1215202 09/30/2029 02008 3.849999840 6,108,442.0000 117,587.51 03/31/2016 12X4215 1215202 09/30/2030 02008 3.849999840 2,265,000.0000 43,601.25 03/31/2016 12X4215 1215202 09/30/2031 02008 3.849999840 477,000.0000 9,182.25 03/31/2016 12X4215 1215202 09/30/2032 02008 3.849999840 20,000.0000 385.00 03/31/2016 12X4215 1215202 09/30/2033 02008 3.849999840 17,000.0000 327.25 03/31/2016 12X4215 1215202 09/30/2034 02008 3.849999840 12,000.0000 231.00 03/31/2016 12X4215 1215202 09/30/2029 02009 3.109999680 7,757,859.0000 120,634.71 03/31/2016 12X4215 1215202 09/30/2030 02009 3.109999680 3,996,000.0000 62,137.80 03/31/2016 12X4215 1215202 09/30/2031 02009 3.109999680 1,351,000.0000 21,008.05 03/31/2016 12X4215 1215202 09/30/2032 02009 3.109999680 710,000.0000 11,040.50 03/31/2016 12X4215 1215202 09/30/2033 02009 3.109999680 13,000.0000 202.15 03/31/2016 12X4215 1215202 09/30/2034 02009 3.109999680 16,000.0000 248.80 03/31/2016 12X4215 1215202 09/30/2030 02010 3.269999880 11,724,401.0000 191,693.96 03/31/2016 12X4215 1215202 09/30/2031 02010 3.269999880 3,096,000.0000 50,619.60 03/31/2016 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 1,553.25 03/31/2016 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 490.50 03/31/2016 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 141,701.80 03/31/2016 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 54,619.70 03/31/2016 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 4,302.60 03/31/2016 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 326.60 03/31/2016 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 54,112.50 03/31/2016 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 4,051.50 03/31/2016 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 12,654.00 03/31/2016 12X4215 1215202 09/30/2036 02012 1.849999680 2,000.0000 18.50 03/31/2016 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 85,575.00 03/31/2016 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 26,680.50 03/31/2016 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 9,282.00 03/31/2016 12X4215 1215202 09/30/2036 02013 2.099999880 7,000.0000 73.50 03/31/2016 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 101,650.00 03/31/2016 12X4215 1215202 09/30/2035 02014 2.139999840 2,515,000.0000 26,910.50 03/31/2016 12X4215 1215202 09/30/2036 02014 2.139999840 41,000.0000 438.70 03/31/2016 12X4215 1215202 09/30/2035 02015 2.139999840 12,202,000.0000 130,561.40 03/31/2016 12X4215 1215202 09/30/2036 02015 2.139999840 1,766,000.0000 18,896.20 03/31/2016 12X4215 1215202 09/30/2036 02016 2.139999840 4,271,000.0000 45,699.70 03/31/2016 ------------------------ ---------------------- 172,559,863.0000 3,029,640.01 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.569999720 16,917,082.0000 640,311.55 03/31/2016 12X4215 1215203 09/30/2044 01992 7.569999720 1,963,000.0000 74,299.55 03/31/2016 12X4215 1215203 09/30/2045 01992 7.569999720 2,514,000.0000 95,154.90 03/31/2016 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 640,463.23 03/31/2016 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 69,230.70 03/31/2016 12X4215 1215203 09/30/2042 01994 6.789999960 18,626,797.0000 632,379.76 03/31/2016 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 114,204.51 03/31/2016 12X4215 1215203 09/30/2042 01998 5.979999960 4,046,000.0000 120,975.40 03/31/2016 12X4215 1215203 09/30/2046 01998 5.979999960 40,000.0000 1,196.00 03/31/2016 12X4215 1215203 09/30/2047 01998 5.979999960 45,000.0000 1,345.50 03/31/2016 12X4215 1215203 09/30/2042 01999 5.809999680 2,730,933.0000 79,333.60 03/31/2016 12X4215 1215203 09/30/2043 01999 5.809999680 674,000.0000 19,579.70 03/31/2016 12X4215 1215203 09/30/2033 02000 6.349999680 979,263.0000 31,091.60 03/31/2016 12X4215 1215203 09/30/2042 02000 6.349999680 627,000.0000 19,907.25 03/31/2016 12X4215 1215203 09/30/2043 02000 6.349999680 118,000.0000 3,746.50 03/31/2016 12X4215 1215203 09/30/2044 02000 6.349999680 49,000.0000 1,555.75 03/31/2016 12X4215 1215203 09/30/2045 02000 6.349999680 17,000.0000 539.75 03/31/2016 12X4215 1215203 09/30/2046 02000 6.349999680 7,000.0000 222.25 03/31/2016 12X4215 1215203 09/30/2047 02000 6.349999680 14,000.0000 444.50 03/31/2016 12X4215 1215203 09/30/2048 02000 6.349999680 8,000.0000 254.00 03/31/2016 12X4215 1215203 09/30/2048 02001 4.729999680 355,000.0000 8,395.75 03/31/2016 12X4215 1215203 09/30/2042 02002 4.939999920 170,992.0000 4,223.50 03/31/2016 12X4215 1215203 09/30/2036 02003 4.099999680 37,822.0000 775.35 03/31/2016 12X4215 1215203 09/30/2042 02003 4.099999680 105,000.0000 2,152.50 03/31/2016 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 1,842.26 03/31/2016 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 59.25 03/31/2016 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 4,268.00 03/31/2016 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 97.00 03/31/2016 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 1,054.71 03/31/2016 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 1,331.00 03/31/2016 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 121.00 03/31/2016 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 242.00 03/31/2016 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 24.20 03/31/2016 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 556.60 03/31/2016 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 805.20 03/31/2016 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 224.48 03/31/2016 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 341.60 03/31/2016 12X4215 1215203 09/30/2041 02008 3.489999840 103,355.0000 1,803.54 03/31/2016 12X4215 1215203 09/30/2042 02008 3.489999840 42,000.0000 732.90 03/31/2016 12X4215 1215203 09/30/2048 02008 3.489999840 5,000.0000 87.25 03/31/2016 12X4215 1215203 09/30/2042 02009 3.089999880 106,456.0000 1,644.75 03/31/2016 12X4215 1215203 09/30/2043 02009 3.089999880 127,600.0000 1,971.42 03/31/2016 12X4215 1215203 09/30/2044 02009 3.089999880 116,600.0000 1,801.47 03/31/2016 12X4215 1215203 09/30/2046 02009 3.089999880 23,000.0000 355.35 03/31/2016 12X4215 1215203 09/30/2047 02009 3.089999880 125,000.0000 1,931.25 03/31/2016 12X4215 1215203 09/30/2043 02010 3.609999720 667,421.0000 12,046.95 03/31/2016 12X4215 1215203 09/30/2044 02011 3.299999760 588,000.0000 9,702.00 03/31/2016 12X4215 1215203 09/30/2045 02012 2.149999920 575,000.0000 6,181.25 03/31/2016 12X4215 1215203 09/30/2046 02013 1.569999960 537,000.0000 4,215.45 03/31/2016 12X4215 1215203 09/30/2048 02013 1.569999960 17,000.0000 133.45 03/31/2016 12X4215 1215203 09/30/2047 02014 2.759999760 1,010,000.0000 13,938.00 03/31/2016 12X4215 1215203 09/30/2047 02015 2.759999760 1,133,000.0000 15,635.40 03/31/2016 12X4215 1215203 09/30/2048 02015 2.759999760 788,000.0000 10,874.40 03/31/2016 12X4215 1215203 09/30/2049 02016 2.759999760 902,000.0000 12,447.60 03/31/2016 ------------------------ ---------------------- 82,168,078.0000 2,668,252.83 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999920 1,141,000.0000 39,478.60 03/31/2016 12X4215 1215206 09/30/2035 01992 6.919999920 1,600,000.0000 55,360.00 03/31/2016 12X4215 1215206 09/30/2037 01992 6.919999920 39,000.0000 1,349.40 03/31/2016 12X4215 1215206 09/30/2038 01992 6.919999920 360,000.0000 12,456.00 03/31/2016 12X4215 1215206 09/30/2042 01992 6.919999920 781,000.0000 27,022.60 03/31/2016 12X4215 1215206 09/30/2044 01992 6.919999920 51,000.0000 1,764.60 03/31/2016 12X4215 1215206 09/30/2045 01992 6.919999920 2,000.0000 69.20 03/31/2016 12X4215 1215206 09/30/2046 01992 6.919999920 1,000.0000 34.60 03/31/2016 12X4215 1215206 09/30/2047 01992 6.919999920 41,000.0000 1,418.60 03/31/2016 12X4215 1215206 09/30/2030 01993 7.049999880 1,143,889.0000 40,322.09 03/31/2016 12X4215 1215206 09/30/2038 01993 7.049999880 488,000.0000 17,202.00 03/31/2016 12X4215 1215206 09/30/2042 01993 7.049999880 1,300,000.0000 45,825.00 03/31/2016 12X4215 1215206 09/30/2044 01993 7.049999880 21,000.0000 740.25 03/31/2016 12X4215 1215206 09/30/2045 01993 7.049999880 1,939,000.0000 68,349.75 03/31/2016 12X4215 1215206 09/30/2046 01993 7.049999880 19,000.0000 669.75 03/31/2016 12X4215 1215206 09/30/2047 01993 7.049999880 4,000.0000 141.00 03/31/2016 12X4215 1215206 09/30/2043 01994 6.989999760 3,570,680.0000 124,795.27 03/31/2016 12X4215 1215206 09/30/2044 01994 6.989999760 71,000.0000 2,481.45 03/31/2016 12X4215 1215206 09/30/2045 01994 6.989999760 45,000.0000 1,572.75 03/31/2016 12X4215 1215206 09/30/2047 01994 6.989999760 83,000.0000 2,900.85 03/31/2016 12X4215 1215206 09/30/2048 01994 6.989999760 525,000.0000 18,348.75 03/31/2016 12X4215 1215206 09/30/2030 01995 6.949999800 1,182,459.0000 41,090.45 03/31/2016 12X4215 1215206 09/30/2033 01995 6.949999800 1,200,000.0000 41,700.00 03/31/2016 12X4215 1215206 09/30/2035 01995 6.949999800 310,000.0000 10,772.50 03/31/2016 12X4215 1215206 09/30/2038 01995 6.949999800 195,000.0000 6,776.25 03/31/2016 12X4215 1215206 09/30/2042 01995 6.949999800 1,600,000.0000 55,600.00 03/31/2016 12X4215 1215206 09/30/2045 01995 6.949999800 54,000.0000 1,876.50 03/31/2016 12X4215 1215206 09/30/2046 01995 6.949999800 2,000.0000 69.50 03/31/2016 12X4215 1215206 09/30/2047 01995 6.949999800 74,000.0000 2,571.50 03/31/2016 12X4215 1215206 09/30/2032 01996 6.419999880 571,401.0000 18,341.97 03/31/2016 12X4215 1215206 09/30/2034 01996 6.419999880 50,000.0000 1,605.00 03/31/2016 12X4215 1215206 09/30/2035 01996 6.419999880 400,000.0000 12,840.00 03/31/2016 12X4215 1215206 09/30/2038 01996 6.419999880 437,000.0000 14,027.70 03/31/2016 12X4215 1215206 09/30/2042 01996 6.419999880 2,550,000.0000 81,855.00 03/31/2016 12X4215 1215206 09/30/2045 01996 6.419999880 510,000.0000 16,371.00 03/31/2016 12X4215 1215206 09/30/2046 01996 6.419999880 39,000.0000 1,251.90 03/31/2016 12X4215 1215206 09/30/2047 01996 6.419999880 10,000.0000 321.00 03/31/2016 12X4215 1215206 09/30/2031 01997 6.039999720 548,201.0000 16,555.67 03/31/2016 12X4215 1215206 09/30/2032 01997 6.039999720 1,000,000.0000 30,200.00 03/31/2016 12X4215 1215206 09/30/2033 01997 6.039999720 700,000.0000 21,140.00 03/31/2016 12X4215 1215206 09/30/2035 01997 6.039999720 400,000.0000 12,080.00 03/31/2016 12X4215 1215206 09/30/2038 01997 6.039999720 317,000.0000 9,573.40 03/31/2016 12X4215 1215206 09/30/2042 01997 6.039999720 2,100,000.0000 63,420.00 03/31/2016 12X4215 1215206 09/30/2045 01997 6.039999720 498,000.0000 15,039.60 03/31/2016 12X4215 1215206 09/30/2047 01997 6.039999720 49,000.0000 1,479.80 03/31/2016 12X4215 1215206 09/30/2033 01998 5.979999960 778,600.0000 23,280.14 03/31/2016 12X4215 1215206 09/30/2035 01998 5.979999960 1,000,000.0000 29,900.00 03/31/2016 12X4215 1215206 09/30/2038 01998 5.979999960 257,000.0000 7,684.30 03/31/2016 12X4215 1215206 09/30/2040 01998 5.979999960 827,000.0000 24,727.30 03/31/2016 12X4215 1215206 09/30/2042 01998 5.979999960 706,000.0000 21,109.40 03/31/2016 12X4215 1215206 09/30/2043 01998 5.979999960 782,000.0000 23,381.80 03/31/2016 12X4215 1215206 09/30/2044 01998 5.979999960 797,000.0000 23,830.30 03/31/2016 12X4215 1215206 09/30/2045 01998 5.979999960 4,369.0000 130.63 03/31/2016 12X4215 1215206 09/30/2046 01998 5.979999960 3,000.0000 89.70 03/31/2016 12X4215 1215206 09/30/2047 01998 5.979999960 36,000.0000 1,076.40 03/31/2016 12X4215 1215206 09/30/2035 01999 5.689999800 638,635.0000 18,169.17 03/31/2016 12X4215 1215206 09/30/2036 01999 5.689999800 1,000,000.0000 28,450.00 03/31/2016 12X4215 1215206 09/30/2037 01999 5.689999800 3,400,000.0000 96,730.00 03/31/2016 12X4215 1215206 09/30/2038 01999 5.689999800 755,000.0000 21,479.75 03/31/2016 12X4215 1215206 09/30/2040 01999 5.689999800 400,000.0000 11,380.00 03/31/2016 12X4215 1215206 09/30/2042 01999 5.689999800 1,250,000.0000 35,562.50 03/31/2016 12X4215 1215206 09/30/2045 01999 5.689999800 51,000.0000 1,450.95 03/31/2016 12X4215 1215206 09/30/2047 01999 5.689999800 65,000.0000 1,849.25 03/31/2016 12X4215 1215206 09/30/2035 02000 5.349999960 666,176.0000 17,820.21 03/31/2016 12X4215 1215206 09/30/2036 02000 5.349999960 3,700,000.0000 98,975.00 03/31/2016 12X4215 1215206 09/30/2037 02000 5.349999960 2,616,000.0000 69,978.00 03/31/2016 12X4215 1215206 09/30/2038 02000 5.349999960 628,000.0000 16,799.00 03/31/2016 12X4215 1215206 09/30/2039 02000 5.349999960 2,071,000.0000 55,399.25 03/31/2016 12X4215 1215206 09/30/2042 02000 5.349999960 2,450,000.0000 65,537.50 03/31/2016 12X4215 1215206 09/30/2045 02000 5.349999960 4,000.0000 107.00 03/31/2016 12X4215 1215206 09/30/2047 02000 5.349999960 29,000.0000 775.75 03/31/2016 12X4215 1215206 09/30/2037 02001 4.939999920 3,376,610.0000 83,402.27 03/31/2016 12X4215 1215206 09/30/2038 02001 4.939999920 2,748,000.0000 67,875.60 03/31/2016 12X4215 1215206 09/30/2039 02001 4.939999920 1,593,000.0000 39,347.10 03/31/2016 12X4215 1215206 09/30/2040 02001 4.939999920 388,000.0000 9,583.60 03/31/2016 12X4215 1215206 09/30/2041 02001 4.939999920 148,000.0000 3,655.60 03/31/2016 12X4215 1215206 09/30/2042 02001 4.939999920 3,287,000.0000 81,188.90 03/31/2016 12X4215 1215206 09/30/2043 02001 4.939999920 1,370,000.0000 33,839.00 03/31/2016 12X4215 1215206 09/30/2044 02001 4.939999920 748,000.0000 18,475.60 03/31/2016 12X4215 1215206 09/30/2045 02001 4.939999920 78,000.0000 1,926.60 03/31/2016 12X4215 1215206 09/30/2046 02001 4.939999920 905,000.0000 22,353.50 03/31/2016 12X4215 1215206 09/30/2047 02001 4.939999920 63,000.0000 1,556.10 03/31/2016 12X4215 1215206 09/30/2038 02002 4.649999760 6,213,000.0000 144,452.25 03/31/2016 12X4215 1215206 09/30/2039 02002 4.649999760 1,572,000.0000 36,549.00 03/31/2016 12X4215 1215206 09/30/2040 02002 4.649999760 1,812,000.0000 42,129.00 03/31/2016 12X4215 1215206 09/30/2041 02002 4.649999760 105,000.0000 2,441.25 03/31/2016 12X4215 1215206 09/30/2042 02002 4.649999760 2,950,000.0000 68,587.50 03/31/2016 12X4215 1215206 09/30/2043 02002 4.649999760 942,000.0000 21,901.50 03/31/2016 12X4215 1215206 09/30/2044 02002 4.649999760 1,497,000.0000 34,805.25 03/31/2016 12X4215 1215206 09/30/2045 02002 4.649999760 1,466,000.0000 34,084.50 03/31/2016 12X4215 1215206 09/30/2046 02002 4.649999760 871,000.0000 20,250.75 03/31/2016 12X4215 1215206 09/30/2047 02002 4.649999760 42,000.0000 976.50 03/31/2016 12X4215 1215206 09/30/2039 02003 4.410000000 1,891,241.0000 41,701.86 03/31/2016 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 23,924.25 03/31/2016 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 123,259.50 03/31/2016 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 163,284.66 03/31/2016 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 22,843.80 03/31/2016 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 60,858.00 03/31/2016 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 21,719.25 03/31/2016 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 56,668.50 03/31/2016 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 4,299.75 03/31/2016 12X4215 1215206 09/30/2040 02004 4.549999680 5,712,000.0000 129,948.00 03/31/2016 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 26,503.75 03/31/2016 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 114,728.25 03/31/2016 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 25,616.50 03/31/2016 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 5,983.25 03/31/2016 12X4215 1215206 09/30/2040 02005 4.559999760 2,264,819.0000 51,637.87 03/31/2016 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 103,375.20 03/31/2016 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 69,152.40 03/31/2016 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 44,460.00 03/31/2016 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 13,908.00 03/31/2016 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 10,054.80 03/31/2016 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 159.60 03/31/2016 12X4215 1215206 09/30/2042 02006 4.659999840 1,431,189.0000 33,346.70 03/31/2016 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 64,377.90 03/31/2016 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 18,174.00 03/31/2016 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 17,661.40 03/31/2016 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 48,999.90 03/31/2016 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 3,658.10 03/31/2016 12X4215 1215206 09/30/2049 02006 4.659999840 94,000.0000 2,190.20 03/31/2016 12X4215 1215206 09/30/2043 02007 4.699999800 6,438,000.0000 151,293.00 03/31/2016 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 102,147.45 03/31/2016 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 32,829.50 03/31/2016 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 36,072.50 03/31/2016 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 39,339.00 03/31/2016 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 3,736.50 03/31/2016 12X4215 1215206 09/30/2049 02007 4.699999800 792,000.0000 18,612.00 03/31/2016 12X4215 1215206 09/30/2044 02008 3.319999920 5,506,825.0000 91,413.29 03/31/2016 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 99,002.40 03/31/2016 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 42,645.40 03/31/2016 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 63,412.00 03/31/2016 12X4215 1215206 09/30/2045 02009 3.169999800 2,528,617.0000 40,078.58 03/31/2016 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 202,705.65 03/31/2016 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 71,388.40 03/31/2016 12X4215 1215206 09/30/2043 02010 3.119999760 264,030.0000 4,118.87 03/31/2016 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 9,687.60 03/31/2016 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 66,378.00 03/31/2016 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 6,193.20 03/31/2016 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 6,006.00 03/31/2016 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 36,597.60 03/31/2016 12X4215 1215206 09/30/2046 02011 4.429999800 2,857,715.0000 63,298.39 03/31/2016 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 52,296.15 03/31/2016 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 244,225.90 03/31/2016 12X4215 1215206 09/30/2049 02011 4.429999800 842,000.0000 18,650.30 03/31/2016 12X4215 1215206 09/30/2045 02012 3.909999960 386,000.0000 7,546.30 03/31/2016 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 11,925.50 03/31/2016 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 371.45 03/31/2016 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 15,106.28 03/31/2016 12X4215 1215206 09/30/2049 02012 3.909999960 191,000.0000 3,734.05 03/31/2016 12X4215 1215206 09/30/2047 02013 3.829999680 239,000.0000 4,576.85 03/31/2016 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 155,999.73 03/31/2016 12X4215 1215206 09/30/2049 02013 3.829999680 526,000.0000 10,072.90 03/31/2016 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 1,768.75 03/31/2016 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 4,716.19 03/31/2016 12X4215 1215206 09/30/2049 02014 2.829999960 447,000.0000 6,325.05 03/31/2016 12X4215 1215206 09/30/2048 02015 2.829999960 123,600.0000 1,748.94 03/31/2016 12X4215 1215206 09/30/2049 02015 2.829999960 429,000.0000 6,070.35 03/31/2016 ------------------------ ---------------------- 234,590,156.0000 5,438,501.33 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 145,640.00 03/31/2016 12X4215 1215207 09/30/2044 01992 6.619999680 41,120,000.0000 1,361,072.00 03/31/2016 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 99,300.00 03/31/2016 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 1,026,100.00 03/31/2016 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 428,479.50 03/31/2016 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 331,000.00 03/31/2016 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 4,038.20 03/31/2016 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 41,375.00 03/31/2016 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 321,070.00 03/31/2016 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 86,986.80 03/31/2016 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 913,824.80 03/31/2016 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 286,447.40 03/31/2016 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 203,896.00 03/31/2016 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 935,240.50 03/31/2016 12X4215 1215207 09/30/2044 01993 6.889999680 500,000.0000 17,225.00 03/31/2016 12X4215 1215207 09/30/2045 01993 6.889999680 49,037,745.0000 1,689,350.32 03/31/2016 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 1,171,300.00 03/31/2016 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 431,072.85 03/31/2016 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 316,940.00 03/31/2016 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 356,385.25 03/31/2016 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 163,637.50 03/31/2016 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 119,265.90 03/31/2016 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 39,962.00 03/31/2016 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 270,294.70 03/31/2016 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 681,214.30 03/31/2016 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 156,885.30 03/31/2016 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 1,094,889.90 03/31/2016 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 88,625.00 03/31/2016 12X4215 1215207 09/30/2046 01994 7.089999840 32,955,590.0000 1,168,275.67 03/31/2016 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 1,028,050.00 03/31/2016 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 585,279.50 03/31/2016 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 339,256.50 03/31/2016 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 432,490.00 03/31/2016 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 448,477.95 03/31/2016 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 269,420.00 03/31/2016 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 91,780.05 03/31/2016 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 26,764.75 03/31/2016 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 454,220.85 03/31/2016 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 611,512.50 03/31/2016 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 65,405.25 03/31/2016 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 274,879.30 03/31/2016 12X4215 1215207 09/30/2046 01995 6.709999680 24,854,362.0000 833,863.85 03/31/2016 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 67,100.00 03/31/2016 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 33,550.00 03/31/2016 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 469,700.00 03/31/2016 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 35,864.95 03/31/2016 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 224,617.25 03/31/2016 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 73,810.00 03/31/2016 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 2,113.65 03/31/2016 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 30,228.55 03/31/2016 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 110,647.90 03/31/2016 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 17,076.95 03/31/2016 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 62,939.80 03/31/2016 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 24,961.20 03/31/2016 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 69,784.00 03/31/2016 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 138,997.65 03/31/2016 12X4215 1215207 09/30/2048 01996 6.459999840 17,676,000.0000 570,934.80 03/31/2016 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 290,700.00 03/31/2016 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 21,563.48 03/31/2016 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 165,440.60 03/31/2016 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 119,510.00 03/31/2016 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 613.70 03/31/2016 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 1,970.30 03/31/2016 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 188,987.30 03/31/2016 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 5,232.60 03/31/2016 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 11,078.90 03/31/2016 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 5,910.90 03/31/2016 12X4215 1215207 09/30/2064 01996 6.459999840 2,577,000.0000 83,237.10 03/31/2016 12X4215 1215207 09/30/2065 01996 6.459999840 8,328,000.0000 268,994.40 03/31/2016 12X4215 1215207 09/30/2048 01997 5.949999720 5,642,717.0000 167,870.83 03/31/2016 12X4215 1215207 09/30/2049 01997 5.949999720 17,000,000.0000 505,750.00 03/31/2016 12X4215 1215207 09/30/2050 01997 5.949999720 1,000,000.0000 29,750.00 03/31/2016 12X4215 1215207 09/30/2051 01997 5.949999720 1,000,000.0000 29,750.00 03/31/2016 12X4215 1215207 09/30/2052 01997 5.949999720 14,000,000.0000 416,500.00 03/31/2016 12X4215 1215207 09/30/2055 01997 5.949999720 1,557,500.0000 46,335.62 03/31/2016 12X4215 1215207 09/30/2056 01997 5.949999720 5,215,000.0000 155,146.25 03/31/2016 12X4215 1215207 09/30/2057 01997 5.949999720 3,600,000.0000 107,100.00 03/31/2016 12X4215 1215207 09/30/2058 01997 5.949999720 651,000.0000 19,367.25 03/31/2016 12X4215 1215207 09/30/2059 01997 5.949999720 606,000.0000 18,028.50 03/31/2016 12X4215 1215207 09/30/2061 01997 5.949999720 348,000.0000 10,353.00 03/31/2016 12X4215 1215207 09/30/2062 01997 5.949999720 963,000.0000 28,649.25 03/31/2016 12X4215 1215207 09/30/2063 01997 5.949999720 1,311,000.0000 39,002.25 03/31/2016 12X4215 1215207 09/30/2064 01997 5.949999720 2,136,000.0000 63,546.00 03/31/2016 12X4215 1215207 09/30/2065 01997 5.949999720 4,112,000.0000 122,332.00 03/31/2016 12X4215 1215207 09/30/2049 01998 5.949999720 19,689,555.0000 585,764.26 03/31/2016 12X4215 1215207 09/30/2050 01998 5.949999720 19,000,000.0000 565,250.00 03/31/2016 12X4215 1215207 09/30/2051 01998 5.949999720 3,000,000.0000 89,250.00 03/31/2016 12X4215 1215207 09/30/2052 01998 5.949999720 6,000,000.0000 178,500.00 03/31/2016 12X4215 1215207 09/30/2053 01998 5.949999720 13,000,000.0000 386,750.00 03/31/2016 12X4215 1215207 09/30/2055 01998 5.949999720 2,342,000.0000 69,674.50 03/31/2016 12X4215 1215207 09/30/2056 01998 5.949999720 591,000.0000 17,582.25 03/31/2016 12X4215 1215207 09/30/2057 01998 5.949999720 4,500,000.0000 133,875.00 03/31/2016 12X4215 1215207 09/30/2058 01998 5.949999720 735,000.0000 21,866.25 03/31/2016 12X4215 1215207 09/30/2059 01998 5.949999720 1,250,000.0000 37,187.50 03/31/2016 12X4215 1215207 09/30/2060 01998 5.949999720 5,923,000.0000 176,209.25 03/31/2016 12X4215 1215207 09/30/2061 01998 5.949999720 949,000.0000 28,232.75 03/31/2016 12X4215 1215207 09/30/2062 01998 5.949999720 2,352,000.0000 69,972.00 03/31/2016 12X4215 1215207 09/30/2063 01998 5.949999720 1,527,000.0000 45,428.25 03/31/2016 12X4215 1215207 09/30/2064 01998 5.949999720 100,000.0000 2,975.00 03/31/2016 12X4215 1215207 09/30/2065 01998 5.949999720 4,795,000.0000 142,651.25 03/31/2016 12X4215 1215207 09/30/2050 01999 5.839999920 20,739,952.0000 605,606.60 03/31/2016 12X4215 1215207 09/30/2051 01999 5.839999920 13,000,000.0000 379,600.00 03/31/2016 12X4215 1215207 09/30/2052 01999 5.839999920 8,000,000.0000 233,600.00 03/31/2016 12X4215 1215207 09/30/2053 01999 5.839999920 4,200,000.0000 122,640.00 03/31/2016 12X4215 1215207 09/30/2055 01999 5.839999920 2,898,200.0000 84,627.44 03/31/2016 12X4215 1215207 09/30/2056 01999 5.839999920 1,455,000.0000 42,486.00 03/31/2016 12X4215 1215207 09/30/2057 01999 5.839999920 4,023,000.0000 117,471.60 03/31/2016 12X4215 1215207 09/30/2058 01999 5.839999920 1,546,000.0000 45,143.20 03/31/2016 12X4215 1215207 09/30/2059 01999 5.839999920 2,154,000.0000 62,896.80 03/31/2016 12X4215 1215207 09/30/2060 01999 5.839999920 1,429,000.0000 41,726.80 03/31/2016 12X4215 1215207 09/30/2061 01999 5.839999920 921,000.0000 26,893.20 03/31/2016 12X4215 1215207 09/30/2062 01999 5.839999920 1,274,000.0000 37,200.80 03/31/2016 12X4215 1215207 09/30/2063 01999 5.839999920 645,000.0000 18,834.00 03/31/2016 12X4215 1215207 09/30/2064 01999 5.839999920 25,000.0000 730.00 03/31/2016 12X4215 1215207 09/30/2065 01999 5.839999920 1,508,000.0000 44,033.60 03/31/2016 12X4215 1215207 09/30/2051 02000 5.649999840 9,032,508.0000 255,168.35 03/31/2016 12X4215 1215207 09/30/2052 02000 5.649999840 24,000,000.0000 678,000.00 03/31/2016 12X4215 1215207 09/30/2053 02000 5.649999840 9,000,000.0000 254,250.00 03/31/2016 12X4215 1215207 09/30/2055 02000 5.649999840 1,420,000.0000 40,115.00 03/31/2016 12X4215 1215207 09/30/2056 02000 5.649999840 2,754,000.0000 77,800.50 03/31/2016 12X4215 1215207 09/30/2057 02000 5.649999840 3,447,000.0000 97,377.75 03/31/2016 12X4215 1215207 09/30/2058 02000 5.649999840 1,053,000.0000 29,747.25 03/31/2016 12X4215 1215207 09/30/2059 02000 5.649999840 4,950,000.0000 139,837.50 03/31/2016 12X4215 1215207 09/30/2060 02000 5.649999840 1,021,000.0000 28,843.25 03/31/2016 12X4215 1215207 09/30/2061 02000 5.649999840 1,174,000.0000 33,165.50 03/31/2016 12X4215 1215207 09/30/2062 02000 5.649999840 1,953,000.0000 55,172.25 03/31/2016 12X4215 1215207 09/30/2063 02000 5.649999840 1,559,000.0000 44,041.75 03/31/2016 12X4215 1215207 09/30/2064 02000 5.649999840 12,000.0000 339.00 03/31/2016 12X4215 1215207 09/30/2065 02000 5.649999840 3,276,000.0000 92,547.00 03/31/2016 12X4215 1215207 09/30/2052 02001 5.349999960 11,872,746.0000 317,595.96 03/31/2016 12X4215 1215207 09/30/2053 02001 5.349999960 27,300,000.0000 730,275.00 03/31/2016 12X4215 1215207 09/30/2055 02001 5.349999960 5,969,000.0000 159,670.75 03/31/2016 12X4215 1215207 09/30/2056 02001 5.349999960 2,953,000.0000 78,992.75 03/31/2016 12X4215 1215207 09/30/2057 02001 5.349999960 2,629,500.0000 70,339.12 03/31/2016 12X4215 1215207 09/30/2058 02001 5.349999960 6,917,000.0000 185,029.75 03/31/2016 12X4215 1215207 09/30/2059 02001 5.349999960 1,781,000.0000 47,641.75 03/31/2016 12X4215 1215207 09/30/2060 02001 5.349999960 2,187,000.0000 58,502.25 03/31/2016 12X4215 1215207 09/30/2061 02001 5.349999960 1,770,000.0000 47,347.50 03/31/2016 12X4215 1215207 09/30/2062 02001 5.349999960 854,000.0000 22,844.50 03/31/2016 12X4215 1215207 09/30/2063 02001 5.349999960 1,776,000.0000 47,508.00 03/31/2016 12X4215 1215207 09/30/2064 02001 5.349999960 34,000.0000 909.50 03/31/2016 12X4215 1215207 09/30/2065 02001 5.349999960 1,913,000.0000 51,172.75 03/31/2016 12X4215 1215207 09/30/2053 02002 5.059999800 27,319,986.0000 691,195.65 03/31/2016 12X4215 1215207 09/30/2055 02002 5.059999800 12,000,000.0000 303,600.00 03/31/2016 12X4215 1215207 09/30/2056 02002 5.059999800 4,665,000.0000 118,024.50 03/31/2016 12X4215 1215207 09/30/2057 02002 5.059999800 6,254,000.0000 158,226.20 03/31/2016 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 121,212.30 03/31/2016 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 22,517.00 03/31/2016 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 130,016.70 03/31/2016 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 53,003.50 03/31/2016 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 36,381.40 03/31/2016 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 10,044.10 03/31/2016 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 98,417.00 03/31/2016 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 89,334.30 03/31/2016 12X4215 1215207 09/30/2053 02003 4.909999680 13,348,624.0000 327,708.72 03/31/2016 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 436,990.00 03/31/2016 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 233,175.90 03/31/2016 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 89,018.30 03/31/2016 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 79,247.40 03/31/2016 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 190,409.80 03/31/2016 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 174,501.40 03/31/2016 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 22,340.50 03/31/2016 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 32,577.85 03/31/2016 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 41,833.20 03/31/2016 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 43,404.40 03/31/2016 12X4215 1215207 09/30/2055 02004 4.829999760 6,152,304.0000 148,578.14 03/31/2016 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 410,429.25 03/31/2016 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 369,422.55 03/31/2016 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 91,625.10 03/31/2016 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 160,141.33 03/31/2016 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 66,654.00 03/31/2016 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 37,818.90 03/31/2016 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 136,495.80 03/31/2016 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 97,590.15 03/31/2016 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 84,259.35 03/31/2016 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 38,760.75 03/31/2016 12X4215 1215207 09/30/2056 02005 4.719999960 7,412,780.0000 174,941.61 03/31/2016 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 335,261.60 03/31/2016 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 327,001.60 03/31/2016 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 163,170.40 03/31/2016 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 74,528.80 03/31/2016 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 25,181.20 03/31/2016 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 74,576.00 03/31/2016 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 97,184.80 03/31/2016 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 17,015.60 03/31/2016 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 37,406.00 03/31/2016 12X4215 1215207 09/30/2057 02006 4.479999840 3,661,227.0000 82,011.48 03/31/2016 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 299,891.20 03/31/2016 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 297,644.05 03/31/2016 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 193,491.20 03/31/2016 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 249,222.40 03/31/2016 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 61,286.40 03/31/2016 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 67,065.60 03/31/2016 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 34,384.00 03/31/2016 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 27,440.00 03/31/2016 12X4215 1215207 09/30/2066 02006 4.479999840 147,000.0000 3,292.80 03/31/2016 12X4215 1215207 09/30/2058 02007 4.209999840 9,369,110.0000 197,219.77 03/31/2016 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 442,744.65 03/31/2016 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 224,519.30 03/31/2016 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 160,043.15 03/31/2016 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 67,886.25 03/31/2016 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 118,448.35 03/31/2016 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 14,756.05 03/31/2016 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 26,965.05 03/31/2016 12X4215 1215207 09/30/2059 02008 3.979999800 7,790,972.0000 155,040.34 03/31/2016 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 268,371.40 03/31/2016 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 142,185.50 03/31/2016 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 119,220.90 03/31/2016 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 104,853.10 03/31/2016 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 35,302.60 03/31/2016 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 52,496.20 03/31/2016 12X4215 1215207 09/30/2061 02009 3.780000000 8,180,027.0000 154,602.51 03/31/2016 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 129,389.40 03/31/2016 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 395,709.30 03/31/2016 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 124,702.20 03/31/2016 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 20,298.60 03/31/2016 12X4215 1215207 09/30/2061 02010 3.549999960 6,092,630.0000 108,144.18 03/31/2016 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 219,674.00 03/31/2016 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 358,550.00 03/31/2016 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 75,029.25 03/31/2016 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 14,288.75 03/31/2016 12X4215 1215207 09/30/2066 02010 3.549999960 883,000.0000 15,673.25 03/31/2016 12X4215 1215207 09/30/2062 02011 3.150000000 5,863,460.0000 92,349.50 03/31/2016 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 146,412.00 03/31/2016 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 99,114.75 03/31/2016 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 171,328.50 03/31/2016 12X4215 1215207 09/30/2066 02011 3.150000000 1,469,000.0000 23,136.75 03/31/2016 12X4215 1215207 09/30/2063 02012 3.089999880 14,133,000.0000 218,354.85 03/31/2016 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 145,848.00 03/31/2016 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 194,438.25 03/31/2016 12X4215 1215207 09/30/2066 02012 3.089999880 1,186,000.0000 18,323.70 03/31/2016 12X4215 1215207 09/30/2064 02013 4.179999960 5,649,000.0000 118,064.10 03/31/2016 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 188,162.70 03/31/2016 12X4215 1215207 09/30/2066 02013 4.179999960 197,000.0000 4,117.30 03/31/2016 12X4215 1215207 09/30/2065 02014 3.049999920 11,879,000.0000 181,154.75 03/31/2016 12X4215 1215207 09/30/2066 02014 3.049999920 5,342,000.0000 81,465.50 03/31/2016 12X4215 1215207 09/30/2065 02015 3.049999920 461,000.0000 7,030.25 03/31/2016 12X4215 1215207 09/30/2066 02015 3.049999920 5,327,000.0000 81,236.75 03/31/2016 ------------------------ ---------------------- 1,626,422,887.0000 45,628,738.18 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 595.00 03/31/2016 12X4215 1215208 09/30/2019 02001 3.399999840 38,000.0000 646.00 03/31/2016 12X4215 1215208 09/30/2018 02006 3.589999920 5,700.0000 102.32 03/31/2016 12X4215 1215208 09/30/2017 02007 0.999999720 721,000.0000 3,605.00 03/31/2016 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 1,720.20 03/31/2016 12X4215 1215208 09/30/2019 02009 2.439999720 243,000.0000 2,964.60 03/31/2016 12X4215 1215208 09/30/2018 02010 0.999999720 464,000.0000 2,320.00 03/31/2016 ------------------------ ---------------------- 1,647,700.0000 11,953.12 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 440,175.0000 16,088.40 03/31/2016 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 2,521.95 03/31/2016 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 146.20 03/31/2016 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 109.65 03/31/2016 12X4215 1215209 09/30/2057 01993 6.709999680 435,148.0000 14,599.22 03/31/2016 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 33.55 03/31/2016 12X4215 1215209 09/30/2057 01994 6.769999800 1,759,576.0000 59,561.65 03/31/2016 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 5,585.25 03/31/2016 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 812.40 03/31/2016 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 33.85 03/31/2016 12X4215 1215209 09/30/2060 01997 6.889999680 1,162,929.0000 40,062.90 03/31/2016 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 3,410.55 03/31/2016 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 1,515.80 03/31/2016 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 68.90 03/31/2016 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 34.45 03/31/2016 12X4215 1215209 09/30/2059 01998 5.979999960 236,015.0000 7,056.85 03/31/2016 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 3,312.92 03/31/2016 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 299.00 03/31/2016 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 777.40 03/31/2016 12X4215 1215209 09/30/2059 01999 5.809999680 65,952.0000 1,915.91 03/31/2016 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 55,947.39 03/31/2016 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 319.55 03/31/2016 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 29.05 03/31/2016 12X4215 1215209 09/30/2060 02000 6.359999760 340,100.0000 10,815.18 03/31/2016 12X4215 1215209 09/30/2051 02001 5.670000000 109,145.0000 3,094.26 03/31/2016 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 3,402.00 03/31/2016 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 700.25 03/31/2016 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 212.63 03/31/2016 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 19,618.20 03/31/2016 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 28.35 03/31/2016 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 56.70 03/31/2016 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 15,880.51 03/31/2016 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 140.00 03/31/2016 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 11,480.00 03/31/2016 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 252.00 03/31/2016 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 28.00 03/31/2016 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 56.00 03/31/2016 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 56.00 03/31/2016 12X4215 1215209 09/30/2054 02003 4.899999960 598,469.0000 14,662.49 03/31/2016 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 1,225.00 03/31/2016 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 8,624.00 03/31/2016 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 2,719.50 03/31/2016 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 269.50 03/31/2016 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 24.50 03/31/2016 12X4215 1215209 09/30/2054 02004 5.189999760 132,790.0000 3,445.90 03/31/2016 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 259.50 03/31/2016 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 2,335.50 03/31/2016 12X4215 1215209 09/30/2055 02005 4.479999840 519,332.0000 11,633.04 03/31/2016 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 3,964.80 03/31/2016 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 873.60 03/31/2016 12X4215 1215209 09/30/2057 02006 4.889999880 429,123.0000 10,492.06 03/31/2016 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 2,787.30 03/31/2016 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 342.30 03/31/2016 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 733.50 03/31/2016 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 48.90 03/31/2016 12X4215 1215209 09/30/2057 02007 4.909999680 787,603.0000 19,335.65 03/31/2016 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 1,620.30 03/31/2016 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 883.80 03/31/2016 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 122.75 03/31/2016 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 24.55 03/31/2016 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 24.55 03/31/2016 12X4215 1215209 09/30/2058 02008 4.189999680 872,548.0000 18,279.88 03/31/2016 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 817.05 03/31/2016 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 419.00 03/31/2016 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 20.95 03/31/2016 12X4215 1215209 09/30/2059 02009 3.839999760 868,668.0000 16,678.43 03/31/2016 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 2,016.00 03/31/2016 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 19.20 03/31/2016 12X4215 1215209 09/30/2060 02010 4.389999840 678,957.0000 14,903.11 03/31/2016 12X4215 1215209 09/30/2061 02011 4.140000000 105,457.0000 2,182.96 03/31/2016 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 62.10 03/31/2016 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 62.10 03/31/2016 ------------------------ ---------------------- 15,165,048.0000 421,976.64 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 26.85 03/31/2016 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 3,114.60 03/31/2016 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 907.53 03/31/2016 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 52.90 03/31/2016 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 4,787.45 03/31/2016 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 396.75 03/31/2016 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 21.25 03/31/2016 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 2,018.75 03/31/2016 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 85.00 03/31/2016 ------------------------ ---------------------- 448,800.0000 11,411.08 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 2,650.0000 47.96 03/31/2016 ------------------------ ---------------------- 2,650.0000 47.96 ======================== ====================== 16,730,076,087.0000 365,644,859.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215206 09/30/2029 01992 03/10/2016 INT + 0.0000 8,961.40 497377 1215206 09/30/2029 01993 03/10/2016 INT + 0.0000 3,062.84 497379 1215206 09/30/2030 01993 03/10/2016 INT + 0.0000 5,502.91 497381 1215206 09/30/2030 01995 03/10/2016 INT + 0.0000 9,035.00 497385 1215206 09/30/2031 01997 03/10/2016 INT + 0.0000 8,637.20 497389 1215206 09/30/2032 01996 03/10/2016 INT + 0.0000 8,731.20 497387 1215206 09/30/2032 01998 03/10/2016 INT + 0.0000 13,263.64 497391 1215206 09/30/2033 01998 03/10/2016 INT + 0.0000 639.86 497393 1215206 09/30/2035 01999 03/10/2016 INT + 0.0000 10,811.00 497395 1215206 09/30/2035 02000 03/10/2016 INT + 0.0000 14,097.25 497343 1215206 09/30/2037 02001 03/10/2016 INT + 0.0000 11,732.50 497345 1215206 09/30/2038 02002 03/10/2016 INT + 0.0000 13,647.75 497347 1215206 09/30/2039 02003 03/10/2016 INT + 0.0000 16,691.85 497349 1215206 09/30/2040 02004 03/10/2016 INT + 0.0000 14,150.50 497351 1215206 09/30/2040 02005 03/10/2016 INT + 0.0000 8,937.60 497353 1215206 09/30/2041 02006 03/10/2016 INT + 0.0000 3,266.40 497355 1215206 09/30/2042 02006 03/10/2016 INT + 0.0000 1,183.90 497357 1215206 09/30/2043 01994 03/10/2016 INT + 0.0000 29,952.15 497383 1215206 09/30/2043 02007 03/10/2016 INT + 0.0000 7,708.00 497359 1215206 09/30/2043 02010 03/10/2016 INT + 0.0000 8,455.20 497365 1215206 09/30/2044 02008 03/10/2016 INT + 0.0000 7,553.00 497361 1215206 09/30/2045 02009 03/10/2016 INT + 0.0000 3,487.00 497363 1215206 09/30/2045 02012 03/10/2016 INT + 0.0000 547.40 497369 1215206 09/30/2046 02011 03/10/2016 INT + 0.0000 66,450.00 497367 1215206 09/30/2046 02013 03/10/2016 INT + 0.0000 10,609.10 497371 1215206 09/30/2047 02013 03/10/2016 INT + 0.0000 6,185.45 497373 1215206 09/30/2048 02015 03/10/2016 INT + 0.0000 14.15 497375 1215207 09/30/2044 01992 03/10/2016 INT + 0.0000 939,377.95 497445 1215207 09/30/2044 01993 03/10/2016 INT + 0.0000 915,189.87 497447 1215207 09/30/2045 01993 03/10/2016 INT + 0.0000 170,949.68 497449 1215207 09/30/2046 01994 03/10/2016 INT + 0.0000 285,017.99 497451 1215207 09/30/2046 01995 03/10/2016 INT + 0.0000 140,205.44 497453 1215207 09/30/2048 01996 03/10/2016 INT + 0.0000 262,405.19 497455 1215207 09/30/2048 01997 03/10/2016 INT + 0.0000 102,935.00 497457 1215207 09/30/2049 01998 03/10/2016 INT + 0.0000 59,083.50 497459 1215207 09/30/2050 01999 03/10/2016 INT + 0.0000 16,644.00 497461 1215207 09/30/2051 02000 03/10/2016 INT + 0.0000 46,386.50 497405 1215207 09/30/2052 02001 03/10/2016 INT + 0.0000 24,984.50 497407 1215207 09/30/2053 02002 03/10/2016 INT + 0.0000 50,827.70 497409 1215207 09/30/2053 02003 03/10/2016 INT + 0.0000 12,545.05 497411 1215207 09/30/2055 02004 03/10/2016 INT + 0.0000 19,054.35 497413 1215207 09/30/2056 02005 03/10/2016 INT + 0.0000 22,325.60 497415 1215207 09/30/2057 02006 03/10/2016 INT + 0.0000 17,920.00 497417 1215207 09/30/2058 02007 03/10/2016 INT + 0.0000 13,850.90 497419 1215207 09/30/2059 02008 03/10/2016 INT + 0.0000 24,556.60 497421 1215207 09/30/2061 02009 03/10/2016 INT + 0.0000 13,437.90 497423 1215207 09/30/2061 02010 03/10/2016 INT + 0.0000 16,525.25 497425 1215207 09/30/2061 02011 03/10/2016 INT + 0.0000 15,647.00 497427 1215207 09/30/2062 02011 03/10/2016 INT + 0.0000 64,898.51 497429 1215207 09/30/2063 02012 03/10/2016 INT + 0.0000 37,945.20 497431 1215207 09/30/2063 02013 03/10/2016 INT + 0.0000 57,454.10 497433 1215207 09/30/2063 02013 03/10/2016 INT + 0.0000 271.70 497435 1215207 09/30/2064 02013 03/10/2016 INT + 0.0000 21,965.90 497437 1215207 09/30/2064 02014 03/10/2016 INT + 0.0000 15,936.25 497439 1215207 09/30/2065 02014 03/10/2016 INT + 0.0000 1,662.25 497441 1215207 09/30/2065 02015 03/10/2016 INT + 0.0000 259.25 497443 1215208 09/30/2016 02009 03/10/2016 INT + 0.0000 3,086.60 497335 1215208 09/30/2016 02010 03/10/2016 INT + 0.0000 115.00 497337 1215208 09/30/2017 02007 03/10/2016 INT + 0.0000 60.00 497333 1215208 09/30/2017 02010 03/10/2016 INT + 0.0000 60.00 497339 1215208 09/30/2018 02006 03/10/2016 INT + 0.0000 1,674.73 497331 1215208 09/30/2018 02010 03/10/2016 INT + 0.0000 305.00 497341 1215209 09/30/2050 02000 03/10/2016 INT + 0.0000 3,234.76 497463 1215209 09/30/2051 02001 03/10/2016 INT + 0.0000 340.20 497473 1215209 09/30/2054 02000 03/10/2016 INT + 0.0000 270.30 497465 1215209 09/30/2054 02003 03/10/2016 INT + 0.0000 1,494.50 497475 1215209 09/30/2054 02004 03/10/2016 INT + 0.0000 103.80 497477 1215209 09/30/2055 02000 03/10/2016 INT + 0.0000 442.02 497467 1215209 09/30/2055 02005 03/10/2016 INT + 0.0000 1,232.00 497479 1215209 09/30/2056 02000 03/10/2016 INT + 0.0000 47.70 497469 1215209 09/30/2057 01993 03/10/2016 INT + 0.0000 1,241.35 497495 1215209 09/30/2057 01994 03/10/2016 INT + 0.0000 6,702.30 497497 1215209 09/30/2057 02006 03/10/2016 INT + 0.0000 3,691.95 497481 1215209 09/30/2057 02007 03/10/2016 INT + 0.0000 171.85 497483 1215209 09/30/2058 02008 03/10/2016 INT + 0.0000 419.00 497485 1215209 09/30/2059 01998 03/10/2016 INT + 0.0000 1,973.40 497501 1215209 09/30/2059 01999 03/10/2016 INT + 0.0000 1,626.80 497503 1215209 09/30/2059 02009 03/10/2016 INT + 0.0000 307.20 497487 1215209 09/30/2060 01992 03/10/2016 INT + 0.0000 4,020.50 497493 1215209 09/30/2060 01997 03/10/2016 INT + 0.0000 5,064.15 497499 1215209 09/30/2060 02000 03/10/2016 INT + 0.0000 286.20 497471 1215209 09/30/2060 02010 03/10/2016 INT + 0.0000 197.55 497489 1215209 09/30/2061 02011 03/10/2016 INT + 0.0000 62.10 497491 1215401 09/30/2016 02006 03/10/2016 INT + 0.0000 17.05 497399 1215401 09/30/2018 02005 03/10/2016 INT + 0.0000 1,906.83 497403 1215401 09/30/2018 02007 03/10/2016 INT + 0.0000 1.08 497401 ------------------------ ---------------------- 0.0000 3,703,733.30 ======================== ====================== 0.0000 3,703,733.30