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 51,692.19 10/31/2015 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 83,014.17 10/31/2015 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 84,262.50 10/31/2015 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 53,759.47 10/31/2015 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 29,192.27 10/31/2015 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 171,021.67 10/31/2015 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 227,820.83 10/31/2015 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 375,448.73 10/31/2015 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 29,685.37 10/31/2015 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 10,398.62 10/31/2015 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 9,911.77 10/31/2015 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 398,766.36 10/31/2015 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 54,076.47 10/31/2015 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 166,750.00 10/31/2015 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 140,070.00 10/31/2015 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 338,180.12 10/31/2015 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 28,080.70 10/31/2015 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 9,804.90 10/31/2015 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 9,182.37 10/31/2015 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 1,212,356.35 10/31/2015 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 62,975.00 10/31/2015 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 62,402.50 10/31/2015 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 257,625.00 10/31/2015 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 59,826.25 10/31/2015 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 12,165.62 10/31/2015 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 13,562.52 10/31/2015 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 12,228.60 10/31/2015 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 12,320.20 10/31/2015 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 733,700.61 10/31/2015 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 26,333.02 10/31/2015 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 30.54 10/31/2015 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 164,925.00 10/31/2015 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 28,403.75 10/31/2015 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 124,548.92 10/31/2015 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 8,209.60 10/31/2015 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 8,905.95 10/31/2015 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 8,960.92 10/31/2015 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 331,582.66 10/31/2015 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 566,666.67 10/31/2015 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 23,233.33 10/31/2015 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 81,739.97 10/31/2015 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 160,933.33 10/31/2015 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 11,333.33 10/31/2015 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 9,032.67 10/31/2015 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 8,806.00 10/31/2015 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 19,045.67 10/31/2015 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 9,214.00 10/31/2015 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 551,766.91 10/31/2015 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 30,570.83 10/31/2015 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 23,345.00 10/31/2015 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 35,389.91 10/31/2015 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 112,834.17 10/31/2015 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 283.47 10/31/2015 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 67,533.75 10/31/2015 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 6,230.89 10/31/2015 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 5,708.41 10/31/2015 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 11,978.21 10/31/2015 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 5,975.21 10/31/2015 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 749,755.09 10/31/2015 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 35,580.00 10/31/2015 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 101,304.17 10/31/2015 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 48,042.88 10/31/2015 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 135,401.67 10/31/2015 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 198,655.00 10/31/2015 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 7,975.85 10/31/2015 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 8,247.64 10/31/2015 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 9,517.65 10/31/2015 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 10,100.77 10/31/2015 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 759,171.03 10/31/2015 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 44,625.00 10/31/2015 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 119,991.67 10/31/2015 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 51,980.69 10/31/2015 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 137,841.67 10/31/2015 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 212,464.58 10/31/2015 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 10,020.79 10/31/2015 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 11,186.00 10/31/2015 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 10,863.71 10/31/2015 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 12,083.46 10/31/2015 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 1,044,241.46 10/31/2015 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 77,750.00 10/31/2015 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 15,550.00 10/31/2015 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 45,615.92 10/31/2015 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 185,045.00 10/31/2015 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 394,192.50 10/31/2015 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 11,937.22 10/31/2015 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 14,207.52 10/31/2015 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 21,173.92 10/31/2015 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 14,959.10 10/31/2015 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 64,344.14 10/31/2015 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 1,040,366.67 10/31/2015 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 44,083.33 10/31/2015 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 58,190.00 10/31/2015 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 38,290.78 10/31/2015 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 166,635.00 10/31/2015 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 244,221.67 10/31/2015 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 11,382.32 10/31/2015 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 12,995.77 10/31/2015 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 14,437.29 10/31/2015 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 14,728.24 10/31/2015 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 123,163.41 10/31/2015 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 945,591.67 10/31/2015 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 211,033.33 10/31/2015 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 188,104.16 10/31/2015 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 16.23 10/31/2015 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 146,911.67 10/31/2015 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 123,251.58 10/31/2015 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 41,532.98 10/31/2015 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 24.35 10/31/2015 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 12,698.52 10/31/2015 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 20,547.34 10/31/2015 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 14,455.78 10/31/2015 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 113,144.01 10/31/2015 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 1,016,250.00 10/31/2015 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 433,338.75 10/31/2015 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 40,031.25 10/31/2015 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 96,866.25 10/31/2015 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 22,500.00 10/31/2015 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 74,625.00 10/31/2015 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 13,181.25 10/31/2015 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 11,906.25 10/31/2015 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 12,240.00 10/31/2015 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 13,072.50 10/31/2015 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 688,326.38 10/31/2015 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 1,285,456.42 10/31/2015 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 67,765.59 10/31/2015 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 194,618.36 10/31/2015 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 14,605.42 10/31/2015 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 446,568.75 10/31/2015 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 17,247.87 10/31/2015 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 17,119.44 10/31/2015 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 17,286.78 10/31/2015 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 17,543.63 10/31/2015 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 27.24 10/31/2015 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 1,204,961.92 10/31/2015 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 1,060,036.60 10/31/2015 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 217,200.40 10/31/2015 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 14,447.60 10/31/2015 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 30,951.00 10/31/2015 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 14,801.00 10/31/2015 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 15,975.20 10/31/2015 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 18,426.20 10/31/2015 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 15,276.00 10/31/2015 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 1,923,947.86 10/31/2015 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 932,126.12 10/31/2015 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 53,448.25 10/31/2015 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 193,399.47 10/31/2015 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 16,752.80 10/31/2015 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 20,794.90 10/31/2015 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 20,283.55 10/31/2015 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 21,444.23 10/31/2015 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 2,453,489.70 10/31/2015 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 663,578.66 10/31/2015 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 188,478.52 10/31/2015 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 18,281.83 10/31/2015 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 107.78 10/31/2015 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 20,960.24 10/31/2015 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 22,944.10 10/31/2015 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 22,804.39 10/31/2015 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 27.94 10/31/2015 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 2,267,818.32 10/31/2015 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 710,714.72 10/31/2015 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 70,482.38 10/31/2015 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 1,008.15 10/31/2015 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 16,010.55 10/31/2015 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 16,666.20 10/31/2015 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 15,915.38 10/31/2015 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 2,691,697.44 10/31/2015 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 829,851.27 10/31/2015 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 71,592.67 10/31/2015 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 9,943.17 10/31/2015 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 11,092.67 10/31/2015 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 12,620.30 10/31/2015 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 4,535,190.53 10/31/2015 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 1,023,970.10 10/31/2015 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 31,989.32 10/31/2015 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 14,551.02 10/31/2015 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 16,772.98 10/31/2015 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 2,192,819.78 10/31/2015 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 492,702.63 10/31/2015 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 61,864.32 10/31/2015 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 6,653.72 10/31/2015 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 242.90 10/31/2015 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 1,370,167.65 10/31/2015 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 228,798.68 10/31/2015 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 54,292.28 10/31/2015 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 1,061.10 10/31/2015 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 1,204,788.75 10/31/2015 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 418,797.50 10/31/2015 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 20,627.29 10/31/2015 12X4215 1215201 09/30/2049 02013 2.749999680 97,000.0000 222.29 10/31/2015 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 1,182,807.93 10/31/2015 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 518,863.27 10/31/2015 12X4215 1215201 09/30/2049 02014 2.839999680 10,837,000.0000 25,647.57 10/31/2015 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 783,450.70 10/31/2015 12X4215 1215201 09/30/2049 02015 2.629999800 310,990,000.0000 681,586.42 10/31/2015 12X4215 1215201 09/30/2049 02016 2.629999800 906,000.0000 1,985.65 10/31/2015 ------------------------ ---------------------- 14,213,883,905.0000 50,564,226.44 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 62.42 10/31/2015 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 138.75 10/31/2015 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 347.26 10/31/2015 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 1,432.01 10/31/2015 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 3,703.73 10/31/2015 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 6,355.40 10/31/2015 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 1,593.11 10/31/2015 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 6,558.75 10/31/2015 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 2,473.38 10/31/2015 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 6,513.75 10/31/2015 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 6,413.59 10/31/2015 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 7,280.00 10/31/2015 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 1,438.98 10/31/2015 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 6,807.17 10/31/2015 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 1,723.33 10/31/2015 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 7,108.75 10/31/2015 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 142.18 10/31/2015 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 86.17 10/31/2015 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 275.73 10/31/2015 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 2,136.88 10/31/2015 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 6,747.17 10/31/2015 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 1,987.50 10/31/2015 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 9,540.00 10/31/2015 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 75.53 10/31/2015 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 35.78 10/31/2015 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 63.60 10/31/2015 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 7,497.22 10/31/2015 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 2,294.75 10/31/2015 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 2,407.77 10/31/2015 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 1,712.50 10/31/2015 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 8,220.00 10/31/2015 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 65.08 10/31/2015 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 41.10 10/31/2015 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 113.03 10/31/2015 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 10,889.93 10/31/2015 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 3,613.22 10/31/2015 12X4215 1215202 09/30/2027 02004 4.309999920 500,000.0000 1,795.83 10/31/2015 12X4215 1215202 09/30/2029 02004 4.309999920 3,250,000.0000 11,672.92 10/31/2015 12X4215 1215202 09/30/2032 02004 4.309999920 5,000.0000 17.96 10/31/2015 12X4215 1215202 09/30/2033 02004 4.309999920 17,000.0000 61.06 10/31/2015 12X4215 1215202 09/30/2034 02004 4.309999920 21,000.0000 75.43 10/31/2015 12X4215 1215202 09/30/2025 02005 4.329999720 1,558,589.0000 5,623.91 10/31/2015 12X4215 1215202 09/30/2026 02005 4.329999720 4,005,000.0000 14,451.37 10/31/2015 12X4215 1215202 09/30/2027 02005 4.329999720 773,000.0000 2,789.24 10/31/2015 12X4215 1215202 09/30/2028 02005 4.329999720 15,000.0000 54.13 10/31/2015 12X4215 1215202 09/30/2029 02005 4.329999720 3,550,000.0000 12,809.58 10/31/2015 12X4215 1215202 09/30/2032 02005 4.329999720 26,000.0000 93.82 10/31/2015 12X4215 1215202 09/30/2033 02005 4.329999720 16,000.0000 57.73 10/31/2015 12X4215 1215202 09/30/2034 02005 4.329999720 30,000.0000 108.25 10/31/2015 12X4215 1215202 09/30/2026 02006 4.819999680 1,990,509.0000 7,995.21 10/31/2015 12X4215 1215202 09/30/2027 02006 4.819999680 3,101,000.0000 12,455.68 10/31/2015 12X4215 1215202 09/30/2029 02006 4.819999680 6,275,000.0000 25,204.58 10/31/2015 12X4215 1215202 09/30/2032 02006 4.819999680 15,000.0000 60.25 10/31/2015 12X4215 1215202 09/30/2033 02006 4.819999680 22,000.0000 88.37 10/31/2015 12X4215 1215202 09/30/2034 02006 4.819999680 29,000.0000 116.48 10/31/2015 12X4215 1215202 09/30/2027 02007 4.699999800 845,703.0000 3,312.34 10/31/2015 12X4215 1215202 09/30/2028 02007 4.699999800 1,078,000.0000 4,222.17 10/31/2015 12X4215 1215202 09/30/2029 02007 4.699999800 11,439,000.0000 44,802.75 10/31/2015 12X4215 1215202 09/30/2030 02007 4.699999800 20,000.0000 78.33 10/31/2015 12X4215 1215202 09/30/2032 02007 4.699999800 17,000.0000 66.58 10/31/2015 12X4215 1215202 09/30/2033 02007 4.699999800 20,000.0000 78.33 10/31/2015 12X4215 1215202 09/30/2034 02007 4.699999800 23,000.0000 90.08 10/31/2015 12X4215 1215202 09/30/2028 02008 3.849999840 4,396,199.0000 14,104.47 10/31/2015 12X4215 1215202 09/30/2029 02008 3.849999840 6,108,442.0000 19,597.92 10/31/2015 12X4215 1215202 09/30/2030 02008 3.849999840 2,265,000.0000 7,266.87 10/31/2015 12X4215 1215202 09/30/2031 02008 3.849999840 477,000.0000 1,530.37 10/31/2015 12X4215 1215202 09/30/2032 02008 3.849999840 20,000.0000 64.17 10/31/2015 12X4215 1215202 09/30/2033 02008 3.849999840 17,000.0000 54.54 10/31/2015 12X4215 1215202 09/30/2034 02008 3.849999840 12,000.0000 38.50 10/31/2015 12X4215 1215202 09/30/2029 02009 3.109999680 7,757,859.0000 20,105.78 10/31/2015 12X4215 1215202 09/30/2030 02009 3.109999680 3,996,000.0000 10,356.30 10/31/2015 12X4215 1215202 09/30/2031 02009 3.109999680 1,351,000.0000 3,501.34 10/31/2015 12X4215 1215202 09/30/2032 02009 3.109999680 710,000.0000 1,840.08 10/31/2015 12X4215 1215202 09/30/2033 02009 3.109999680 13,000.0000 33.69 10/31/2015 12X4215 1215202 09/30/2034 02009 3.109999680 16,000.0000 41.47 10/31/2015 12X4215 1215202 09/30/2030 02010 3.269999880 11,724,401.0000 31,948.99 10/31/2015 12X4215 1215202 09/30/2031 02010 3.269999880 3,096,000.0000 8,436.60 10/31/2015 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 258.87 10/31/2015 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 81.75 10/31/2015 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 23,616.97 10/31/2015 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 9,103.28 10/31/2015 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 717.10 10/31/2015 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 54.43 10/31/2015 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 9,018.75 10/31/2015 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 675.25 10/31/2015 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 2,109.00 10/31/2015 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 14,262.50 10/31/2015 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 4,446.75 10/31/2015 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 1,547.00 10/31/2015 12X4215 1215202 09/30/2036 02013 2.099999880 7,000.0000 12.25 10/31/2015 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 16,941.67 10/31/2015 12X4215 1215202 09/30/2035 02014 2.139999840 2,515,000.0000 4,485.08 10/31/2015 12X4215 1215202 09/30/2035 02015 2.139999840 12,202,000.0000 21,760.23 10/31/2015 12X4215 1215202 09/30/2036 02015 2.139999840 960,000.0000 1,712.00 10/31/2015 12X4215 1215202 09/30/2036 02016 2.139999840 22,000.0000 39.23 10/31/2015 ------------------------ ---------------------- 167,459,863.0000 495,841.10 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.569999720 16,917,082.0000 106,718.59 10/31/2015 12X4215 1215203 09/30/2044 01992 7.569999720 1,963,000.0000 12,383.26 10/31/2015 12X4215 1215203 09/30/2045 01992 7.569999720 2,514,000.0000 15,859.15 10/31/2015 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 106,743.87 10/31/2015 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 11,538.45 10/31/2015 12X4215 1215203 09/30/2042 01994 6.789999960 18,626,797.0000 105,396.63 10/31/2015 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 19,034.09 10/31/2015 12X4215 1215203 09/30/2042 01998 5.979999960 4,046,000.0000 20,162.57 10/31/2015 12X4215 1215203 09/30/2046 01998 5.979999960 40,000.0000 199.33 10/31/2015 12X4215 1215203 09/30/2047 01998 5.979999960 45,000.0000 224.25 10/31/2015 12X4215 1215203 09/30/2042 01999 5.809999680 2,730,933.0000 13,222.27 10/31/2015 12X4215 1215203 09/30/2043 01999 5.809999680 674,000.0000 3,263.28 10/31/2015 12X4215 1215203 09/30/2033 02000 6.349999680 979,263.0000 5,181.93 10/31/2015 12X4215 1215203 09/30/2042 02000 6.349999680 627,000.0000 3,317.87 10/31/2015 12X4215 1215203 09/30/2043 02000 6.349999680 118,000.0000 624.42 10/31/2015 12X4215 1215203 09/30/2044 02000 6.349999680 49,000.0000 259.29 10/31/2015 12X4215 1215203 09/30/2045 02000 6.349999680 17,000.0000 89.96 10/31/2015 12X4215 1215203 09/30/2046 02000 6.349999680 7,000.0000 37.04 10/31/2015 12X4215 1215203 09/30/2047 02000 6.349999680 14,000.0000 74.08 10/31/2015 12X4215 1215203 09/30/2048 02000 6.349999680 8,000.0000 42.33 10/31/2015 12X4215 1215203 09/30/2048 02001 4.729999680 355,000.0000 1,399.29 10/31/2015 12X4215 1215203 09/30/2042 02002 4.939999920 170,992.0000 703.92 10/31/2015 12X4215 1215203 09/30/2036 02003 4.099999680 37,822.0000 129.23 10/31/2015 12X4215 1215203 09/30/2042 02003 4.099999680 105,000.0000 358.75 10/31/2015 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 307.04 10/31/2015 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 9.88 10/31/2015 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 711.33 10/31/2015 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 16.17 10/31/2015 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 175.78 10/31/2015 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 221.83 10/31/2015 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 20.17 10/31/2015 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 40.33 10/31/2015 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 4.03 10/31/2015 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 92.77 10/31/2015 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 134.20 10/31/2015 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 37.41 10/31/2015 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 56.93 10/31/2015 12X4215 1215203 09/30/2041 02008 3.489999840 103,355.0000 300.59 10/31/2015 12X4215 1215203 09/30/2042 02008 3.489999840 42,000.0000 122.15 10/31/2015 12X4215 1215203 09/30/2048 02008 3.489999840 5,000.0000 14.54 10/31/2015 12X4215 1215203 09/30/2042 02009 3.089999880 106,456.0000 274.12 10/31/2015 12X4215 1215203 09/30/2043 02009 3.089999880 127,600.0000 328.57 10/31/2015 12X4215 1215203 09/30/2044 02009 3.089999880 116,600.0000 300.24 10/31/2015 12X4215 1215203 09/30/2046 02009 3.089999880 23,000.0000 59.23 10/31/2015 12X4215 1215203 09/30/2047 02009 3.089999880 125,000.0000 321.87 10/31/2015 12X4215 1215203 09/30/2043 02010 3.609999720 667,421.0000 2,007.82 10/31/2015 12X4215 1215203 09/30/2044 02011 3.299999760 588,000.0000 1,617.00 10/31/2015 12X4215 1215203 09/30/2045 02012 2.149999920 575,000.0000 1,030.21 10/31/2015 12X4215 1215203 09/30/2046 02013 1.569999960 537,000.0000 702.57 10/31/2015 12X4215 1215203 09/30/2048 02013 1.569999960 17,000.0000 22.24 10/31/2015 12X4215 1215203 09/30/2047 02014 2.759999760 1,010,000.0000 2,323.00 10/31/2015 12X4215 1215203 09/30/2047 02015 2.759999760 1,133,000.0000 2,605.90 10/31/2015 12X4215 1215203 09/30/2048 02015 2.759999760 788,000.0000 1,812.40 10/31/2015 12X4215 1215203 09/30/2049 02016 2.759999760 80,000.0000 184.00 10/31/2015 ------------------------ ---------------------- 81,346,078.0000 442,818.17 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999920 1,400,000.0000 8,073.33 10/31/2015 12X4215 1215206 09/30/2035 01992 6.919999920 1,600,000.0000 9,226.67 10/31/2015 12X4215 1215206 09/30/2037 01992 6.919999920 39,000.0000 224.90 10/31/2015 12X4215 1215206 09/30/2038 01992 6.919999920 360,000.0000 2,076.00 10/31/2015 12X4215 1215206 09/30/2042 01992 6.919999920 781,000.0000 4,503.77 10/31/2015 12X4215 1215206 09/30/2044 01992 6.919999920 51,000.0000 294.10 10/31/2015 12X4215 1215206 09/30/2045 01992 6.919999920 2,000.0000 11.53 10/31/2015 12X4215 1215206 09/30/2046 01992 6.919999920 1,000.0000 5.77 10/31/2015 12X4215 1215206 09/30/2047 01992 6.919999920 41,000.0000 236.43 10/31/2015 12X4215 1215206 09/30/2029 01993 7.049999880 86,889.0000 510.47 10/31/2015 12X4215 1215206 09/30/2030 01993 7.049999880 1,300,000.0000 7,637.50 10/31/2015 12X4215 1215206 09/30/2038 01993 7.049999880 488,000.0000 2,867.00 10/31/2015 12X4215 1215206 09/30/2042 01993 7.049999880 1,300,000.0000 7,637.50 10/31/2015 12X4215 1215206 09/30/2044 01993 7.049999880 21,000.0000 123.38 10/31/2015 12X4215 1215206 09/30/2045 01993 7.049999880 1,939,000.0000 11,391.62 10/31/2015 12X4215 1215206 09/30/2046 01993 7.049999880 19,000.0000 111.62 10/31/2015 12X4215 1215206 09/30/2047 01993 7.049999880 4,000.0000 23.50 10/31/2015 12X4215 1215206 09/30/2043 01994 6.989999760 4,427,680.0000 25,791.24 10/31/2015 12X4215 1215206 09/30/2044 01994 6.989999760 71,000.0000 413.57 10/31/2015 12X4215 1215206 09/30/2045 01994 6.989999760 45,000.0000 262.13 10/31/2015 12X4215 1215206 09/30/2047 01994 6.989999760 83,000.0000 483.47 10/31/2015 12X4215 1215206 09/30/2048 01994 6.989999760 525,000.0000 3,058.12 10/31/2015 12X4215 1215206 09/30/2030 01995 6.949999800 1,442,459.0000 8,354.24 10/31/2015 12X4215 1215206 09/30/2033 01995 6.949999800 1,200,000.0000 6,950.00 10/31/2015 12X4215 1215206 09/30/2035 01995 6.949999800 310,000.0000 1,795.42 10/31/2015 12X4215 1215206 09/30/2038 01995 6.949999800 195,000.0000 1,129.37 10/31/2015 12X4215 1215206 09/30/2042 01995 6.949999800 1,600,000.0000 9,266.67 10/31/2015 12X4215 1215206 09/30/2045 01995 6.949999800 54,000.0000 312.75 10/31/2015 12X4215 1215206 09/30/2046 01995 6.949999800 2,000.0000 11.58 10/31/2015 12X4215 1215206 09/30/2047 01995 6.949999800 74,000.0000 428.58 10/31/2015 12X4215 1215206 09/30/2032 01996 6.419999880 843,401.0000 4,512.20 10/31/2015 12X4215 1215206 09/30/2034 01996 6.419999880 50,000.0000 267.50 10/31/2015 12X4215 1215206 09/30/2035 01996 6.419999880 400,000.0000 2,140.00 10/31/2015 12X4215 1215206 09/30/2038 01996 6.419999880 437,000.0000 2,337.95 10/31/2015 12X4215 1215206 09/30/2042 01996 6.419999880 2,550,000.0000 13,642.50 10/31/2015 12X4215 1215206 09/30/2045 01996 6.419999880 510,000.0000 2,728.50 10/31/2015 12X4215 1215206 09/30/2046 01996 6.419999880 39,000.0000 208.65 10/31/2015 12X4215 1215206 09/30/2047 01996 6.419999880 10,000.0000 53.50 10/31/2015 12X4215 1215206 09/30/2031 01997 6.039999720 834,201.0000 4,198.81 10/31/2015 12X4215 1215206 09/30/2032 01997 6.039999720 1,000,000.0000 5,033.33 10/31/2015 12X4215 1215206 09/30/2033 01997 6.039999720 700,000.0000 3,523.33 10/31/2015 12X4215 1215206 09/30/2035 01997 6.039999720 400,000.0000 2,013.33 10/31/2015 12X4215 1215206 09/30/2038 01997 6.039999720 317,000.0000 1,595.57 10/31/2015 12X4215 1215206 09/30/2042 01997 6.039999720 2,100,000.0000 10,570.00 10/31/2015 12X4215 1215206 09/30/2045 01997 6.039999720 498,000.0000 2,506.60 10/31/2015 12X4215 1215206 09/30/2047 01997 6.039999720 49,000.0000 246.63 10/31/2015 12X4215 1215206 09/30/2032 01998 5.979999960 443,600.0000 2,210.61 10/31/2015 12X4215 1215206 09/30/2033 01998 5.979999960 800,000.0000 3,986.67 10/31/2015 12X4215 1215206 09/30/2035 01998 5.979999960 1,000,000.0000 4,983.33 10/31/2015 12X4215 1215206 09/30/2038 01998 5.979999960 257,000.0000 1,280.72 10/31/2015 12X4215 1215206 09/30/2040 01998 5.979999960 827,000.0000 4,121.22 10/31/2015 12X4215 1215206 09/30/2042 01998 5.979999960 706,000.0000 3,518.23 10/31/2015 12X4215 1215206 09/30/2043 01998 5.979999960 782,000.0000 3,896.97 10/31/2015 12X4215 1215206 09/30/2044 01998 5.979999960 797,000.0000 3,971.72 10/31/2015 12X4215 1215206 09/30/2045 01998 5.979999960 4,369.0000 21.77 10/31/2015 12X4215 1215206 09/30/2046 01998 5.979999960 3,000.0000 14.95 10/31/2015 12X4215 1215206 09/30/2047 01998 5.979999960 36,000.0000 179.40 10/31/2015 12X4215 1215206 09/30/2035 01999 5.689999800 1,018,635.0000 4,830.03 10/31/2015 12X4215 1215206 09/30/2036 01999 5.689999800 1,000,000.0000 4,741.67 10/31/2015 12X4215 1215206 09/30/2037 01999 5.689999800 3,400,000.0000 16,121.67 10/31/2015 12X4215 1215206 09/30/2038 01999 5.689999800 755,000.0000 3,579.96 10/31/2015 12X4215 1215206 09/30/2040 01999 5.689999800 400,000.0000 1,896.67 10/31/2015 12X4215 1215206 09/30/2042 01999 5.689999800 1,250,000.0000 5,927.08 10/31/2015 12X4215 1215206 09/30/2045 01999 5.689999800 51,000.0000 241.82 10/31/2015 12X4215 1215206 09/30/2047 01999 5.689999800 65,000.0000 308.21 10/31/2015 12X4215 1215206 09/30/2035 02000 5.349999960 1,193,176.0000 5,319.58 10/31/2015 12X4215 1215206 09/30/2036 02000 5.349999960 3,700,000.0000 16,495.83 10/31/2015 12X4215 1215206 09/30/2037 02000 5.349999960 2,616,000.0000 11,663.00 10/31/2015 12X4215 1215206 09/30/2038 02000 5.349999960 628,000.0000 2,799.83 10/31/2015 12X4215 1215206 09/30/2039 02000 5.349999960 2,071,000.0000 9,233.21 10/31/2015 12X4215 1215206 09/30/2042 02000 5.349999960 2,450,000.0000 10,922.92 10/31/2015 12X4215 1215206 09/30/2045 02000 5.349999960 4,000.0000 17.83 10/31/2015 12X4215 1215206 09/30/2047 02000 5.349999960 29,000.0000 129.29 10/31/2015 12X4215 1215206 09/30/2037 02001 4.939999920 3,851,610.0000 15,855.79 10/31/2015 12X4215 1215206 09/30/2038 02001 4.939999920 2,748,000.0000 11,312.60 10/31/2015 12X4215 1215206 09/30/2039 02001 4.939999920 1,593,000.0000 6,557.85 10/31/2015 12X4215 1215206 09/30/2040 02001 4.939999920 388,000.0000 1,597.27 10/31/2015 12X4215 1215206 09/30/2041 02001 4.939999920 148,000.0000 609.27 10/31/2015 12X4215 1215206 09/30/2042 02001 4.939999920 3,287,000.0000 13,531.48 10/31/2015 12X4215 1215206 09/30/2043 02001 4.939999920 1,370,000.0000 5,639.83 10/31/2015 12X4215 1215206 09/30/2044 02001 4.939999920 748,000.0000 3,079.27 10/31/2015 12X4215 1215206 09/30/2045 02001 4.939999920 78,000.0000 321.10 10/31/2015 12X4215 1215206 09/30/2046 02001 4.939999920 905,000.0000 3,725.58 10/31/2015 12X4215 1215206 09/30/2047 02001 4.939999920 63,000.0000 259.35 10/31/2015 12X4215 1215206 09/30/2038 02002 4.649999760 6,800,000.0000 26,350.00 10/31/2015 12X4215 1215206 09/30/2039 02002 4.649999760 1,572,000.0000 6,091.50 10/31/2015 12X4215 1215206 09/30/2040 02002 4.649999760 1,812,000.0000 7,021.50 10/31/2015 12X4215 1215206 09/30/2041 02002 4.649999760 105,000.0000 406.87 10/31/2015 12X4215 1215206 09/30/2042 02002 4.649999760 2,950,000.0000 11,431.25 10/31/2015 12X4215 1215206 09/30/2043 02002 4.649999760 942,000.0000 3,650.25 10/31/2015 12X4215 1215206 09/30/2044 02002 4.649999760 1,497,000.0000 5,800.87 10/31/2015 12X4215 1215206 09/30/2045 02002 4.649999760 1,466,000.0000 5,680.75 10/31/2015 12X4215 1215206 09/30/2046 02002 4.649999760 871,000.0000 3,375.12 10/31/2015 12X4215 1215206 09/30/2047 02002 4.649999760 42,000.0000 162.75 10/31/2015 12X4215 1215206 09/30/2039 02003 4.410000000 2,648,241.0000 9,732.29 10/31/2015 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 3,987.38 10/31/2015 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 20,543.25 10/31/2015 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 27,214.11 10/31/2015 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 3,807.30 10/31/2015 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 10,143.00 10/31/2015 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 3,619.88 10/31/2015 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 9,444.75 10/31/2015 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 716.63 10/31/2015 12X4215 1215206 09/30/2040 02004 4.549999680 6,334,000.0000 24,016.42 10/31/2015 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 4,417.29 10/31/2015 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 19,121.37 10/31/2015 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 4,269.42 10/31/2015 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 997.21 10/31/2015 12X4215 1215206 09/30/2040 02005 4.559999760 2,656,819.0000 10,095.91 10/31/2015 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 17,229.20 10/31/2015 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 11,525.40 10/31/2015 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 7,410.00 10/31/2015 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 2,318.00 10/31/2015 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 1,675.80 10/31/2015 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 26.60 10/31/2015 12X4215 1215206 09/30/2041 02006 4.659999840 140,189.0000 544.40 10/31/2015 12X4215 1215206 09/30/2042 02006 4.659999840 1,482,000.0000 5,755.10 10/31/2015 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 10,729.65 10/31/2015 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 3,029.00 10/31/2015 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 2,943.57 10/31/2015 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 8,166.65 10/31/2015 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 609.68 10/31/2015 12X4215 1215206 09/30/2043 02007 4.699999800 6,766,000.0000 26,500.17 10/31/2015 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 17,024.57 10/31/2015 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 5,471.58 10/31/2015 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 6,012.08 10/31/2015 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 6,556.50 10/31/2015 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 622.75 10/31/2015 12X4215 1215206 09/30/2044 02008 3.319999920 5,961,825.0000 16,494.38 10/31/2015 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 16,500.40 10/31/2015 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 7,107.57 10/31/2015 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 10,568.67 10/31/2015 12X4215 1215206 09/30/2045 02009 3.169999800 2,748,617.0000 7,260.93 10/31/2015 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 33,784.27 10/31/2015 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 11,898.07 10/31/2015 12X4215 1215206 09/30/2043 02010 3.119999760 806,030.0000 2,095.68 10/31/2015 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 1,614.60 10/31/2015 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 11,063.00 10/31/2015 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 1,032.20 10/31/2015 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 1,001.00 10/31/2015 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 6,099.60 10/31/2015 12X4215 1215206 09/30/2046 02011 4.429999800 5,857,715.0000 21,624.73 10/31/2015 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 8,716.02 10/31/2015 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 40,704.32 10/31/2015 12X4215 1215206 09/30/2049 02011 4.429999800 8,000.0000 29.53 10/31/2015 12X4215 1215206 09/30/2045 02012 3.909999960 414,000.0000 1,348.95 10/31/2015 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 1,987.58 10/31/2015 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 61.91 10/31/2015 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 2,517.71 10/31/2015 12X4215 1215206 09/30/2049 02012 3.909999960 168,000.0000 547.40 10/31/2015 12X4215 1215206 09/30/2046 02013 3.829999680 554,000.0000 1,768.18 10/31/2015 12X4215 1215206 09/30/2047 02013 3.829999680 562,000.0000 1,793.72 10/31/2015 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 25,999.95 10/31/2015 12X4215 1215206 09/30/2049 02013 3.829999680 95,000.0000 303.21 10/31/2015 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 294.79 10/31/2015 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 786.03 10/31/2015 12X4215 1215206 09/30/2048 02015 2.829999960 124,600.0000 293.85 10/31/2015 12X4215 1215206 09/30/2049 02015 2.829999960 101,000.0000 238.19 10/31/2015 ------------------------ ---------------------- 243,665,156.0000 945,478.42 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 24,273.33 10/31/2015 12X4215 1215207 09/30/2044 01992 6.619999680 69,500,000.0000 383,408.33 10/31/2015 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 16,550.00 10/31/2015 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 171,016.67 10/31/2015 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 71,413.25 10/31/2015 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 55,166.67 10/31/2015 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 673.03 10/31/2015 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 6,895.83 10/31/2015 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 53,511.67 10/31/2015 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 14,497.80 10/31/2015 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 152,304.13 10/31/2015 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 47,741.23 10/31/2015 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 33,982.67 10/31/2015 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 155,873.42 10/31/2015 12X4215 1215207 09/30/2044 01993 6.889999680 27,065,745.0000 155,402.49 10/31/2015 12X4215 1215207 09/30/2045 01993 6.889999680 54,000,000.0000 310,050.00 10/31/2015 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 195,216.67 10/31/2015 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 71,845.47 10/31/2015 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 52,823.33 10/31/2015 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 59,397.54 10/31/2015 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 27,272.92 10/31/2015 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 19,877.65 10/31/2015 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 6,660.33 10/31/2015 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 45,049.12 10/31/2015 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 113,535.72 10/31/2015 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 26,147.55 10/31/2015 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 182,481.65 10/31/2015 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 14,770.83 10/31/2015 12X4215 1215207 09/30/2046 01994 7.089999840 40,995,590.0000 242,215.61 10/31/2015 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 171,341.67 10/31/2015 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 97,546.58 10/31/2015 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 56,542.75 10/31/2015 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 72,081.67 10/31/2015 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 74,746.32 10/31/2015 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 44,903.33 10/31/2015 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 15,296.67 10/31/2015 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 4,460.79 10/31/2015 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 75,703.47 10/31/2015 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 101,918.75 10/31/2015 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 10,900.87 10/31/2015 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 45,813.22 10/31/2015 12X4215 1215207 09/30/2046 01995 6.709999680 29,033,362.0000 162,344.88 10/31/2015 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 11,183.33 10/31/2015 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 5,591.67 10/31/2015 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 78,283.33 10/31/2015 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 5,977.49 10/31/2015 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 37,436.21 10/31/2015 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 12,301.67 10/31/2015 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 352.27 10/31/2015 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 5,038.09 10/31/2015 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 18,441.32 10/31/2015 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 2,846.16 10/31/2015 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 10,489.97 10/31/2015 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 4,160.20 10/31/2015 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 11,630.67 10/31/2015 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 23,166.27 10/31/2015 12X4215 1215207 09/30/2048 01996 6.459999840 25,800,000.0000 138,890.00 10/31/2015 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 48,450.00 10/31/2015 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 3,593.91 10/31/2015 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 27,573.43 10/31/2015 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 19,918.33 10/31/2015 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 102.28 10/31/2015 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 328.38 10/31/2015 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 31,497.88 10/31/2015 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 872.10 10/31/2015 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 1,846.48 10/31/2015 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 985.15 10/31/2015 12X4215 1215207 09/30/2064 01996 6.459999840 2,577,000.0000 13,872.85 10/31/2015 12X4215 1215207 09/30/2065 01996 6.459999840 8,328,000.0000 44,832.40 10/31/2015 12X4215 1215207 09/30/2048 01997 5.949999720 9,102,717.0000 45,134.31 10/31/2015 12X4215 1215207 09/30/2049 01997 5.949999720 17,000,000.0000 84,291.67 10/31/2015 12X4215 1215207 09/30/2050 01997 5.949999720 1,000,000.0000 4,958.33 10/31/2015 12X4215 1215207 09/30/2051 01997 5.949999720 1,000,000.0000 4,958.33 10/31/2015 12X4215 1215207 09/30/2052 01997 5.949999720 14,000,000.0000 69,416.67 10/31/2015 12X4215 1215207 09/30/2055 01997 5.949999720 1,557,500.0000 7,722.60 10/31/2015 12X4215 1215207 09/30/2056 01997 5.949999720 5,215,000.0000 25,857.71 10/31/2015 12X4215 1215207 09/30/2057 01997 5.949999720 3,600,000.0000 17,850.00 10/31/2015 12X4215 1215207 09/30/2058 01997 5.949999720 651,000.0000 3,227.87 10/31/2015 12X4215 1215207 09/30/2059 01997 5.949999720 606,000.0000 3,004.75 10/31/2015 12X4215 1215207 09/30/2061 01997 5.949999720 348,000.0000 1,725.50 10/31/2015 12X4215 1215207 09/30/2062 01997 5.949999720 963,000.0000 4,774.87 10/31/2015 12X4215 1215207 09/30/2063 01997 5.949999720 1,311,000.0000 6,500.37 10/31/2015 12X4215 1215207 09/30/2064 01997 5.949999720 2,136,000.0000 10,591.00 10/31/2015 12X4215 1215207 09/30/2065 01997 5.949999720 4,112,000.0000 20,388.67 10/31/2015 12X4215 1215207 09/30/2049 01998 5.949999720 21,675,555.0000 107,474.63 10/31/2015 12X4215 1215207 09/30/2050 01998 5.949999720 19,000,000.0000 94,208.33 10/31/2015 12X4215 1215207 09/30/2051 01998 5.949999720 3,000,000.0000 14,875.00 10/31/2015 12X4215 1215207 09/30/2052 01998 5.949999720 6,000,000.0000 29,750.00 10/31/2015 12X4215 1215207 09/30/2053 01998 5.949999720 13,000,000.0000 64,458.33 10/31/2015 12X4215 1215207 09/30/2055 01998 5.949999720 2,342,000.0000 11,612.42 10/31/2015 12X4215 1215207 09/30/2056 01998 5.949999720 591,000.0000 2,930.37 10/31/2015 12X4215 1215207 09/30/2057 01998 5.949999720 4,500,000.0000 22,312.50 10/31/2015 12X4215 1215207 09/30/2058 01998 5.949999720 735,000.0000 3,644.37 10/31/2015 12X4215 1215207 09/30/2059 01998 5.949999720 1,250,000.0000 6,197.92 10/31/2015 12X4215 1215207 09/30/2060 01998 5.949999720 5,923,000.0000 29,368.21 10/31/2015 12X4215 1215207 09/30/2061 01998 5.949999720 949,000.0000 4,705.46 10/31/2015 12X4215 1215207 09/30/2062 01998 5.949999720 2,352,000.0000 11,662.00 10/31/2015 12X4215 1215207 09/30/2063 01998 5.949999720 1,527,000.0000 7,571.37 10/31/2015 12X4215 1215207 09/30/2064 01998 5.949999720 100,000.0000 495.83 10/31/2015 12X4215 1215207 09/30/2065 01998 5.949999720 4,795,000.0000 23,775.21 10/31/2015 12X4215 1215207 09/30/2050 01999 5.839999920 21,309,952.0000 103,708.43 10/31/2015 12X4215 1215207 09/30/2051 01999 5.839999920 13,000,000.0000 63,266.67 10/31/2015 12X4215 1215207 09/30/2052 01999 5.839999920 8,000,000.0000 38,933.33 10/31/2015 12X4215 1215207 09/30/2053 01999 5.839999920 4,200,000.0000 20,440.00 10/31/2015 12X4215 1215207 09/30/2055 01999 5.839999920 2,898,200.0000 14,104.57 10/31/2015 12X4215 1215207 09/30/2056 01999 5.839999920 1,455,000.0000 7,081.00 10/31/2015 12X4215 1215207 09/30/2057 01999 5.839999920 4,023,000.0000 19,578.60 10/31/2015 12X4215 1215207 09/30/2058 01999 5.839999920 1,546,000.0000 7,523.87 10/31/2015 12X4215 1215207 09/30/2059 01999 5.839999920 2,154,000.0000 10,482.80 10/31/2015 12X4215 1215207 09/30/2060 01999 5.839999920 1,429,000.0000 6,954.47 10/31/2015 12X4215 1215207 09/30/2061 01999 5.839999920 921,000.0000 4,482.20 10/31/2015 12X4215 1215207 09/30/2062 01999 5.839999920 1,274,000.0000 6,200.13 10/31/2015 12X4215 1215207 09/30/2063 01999 5.839999920 645,000.0000 3,139.00 10/31/2015 12X4215 1215207 09/30/2064 01999 5.839999920 25,000.0000 121.67 10/31/2015 12X4215 1215207 09/30/2065 01999 5.839999920 1,508,000.0000 7,338.93 10/31/2015 12X4215 1215207 09/30/2051 02000 5.649999840 10,674,508.0000 50,259.14 10/31/2015 12X4215 1215207 09/30/2052 02000 5.649999840 24,000,000.0000 113,000.00 10/31/2015 12X4215 1215207 09/30/2053 02000 5.649999840 9,000,000.0000 42,375.00 10/31/2015 12X4215 1215207 09/30/2055 02000 5.649999840 1,420,000.0000 6,685.83 10/31/2015 12X4215 1215207 09/30/2056 02000 5.649999840 2,754,000.0000 12,966.75 10/31/2015 12X4215 1215207 09/30/2057 02000 5.649999840 3,447,000.0000 16,229.62 10/31/2015 12X4215 1215207 09/30/2058 02000 5.649999840 1,053,000.0000 4,957.87 10/31/2015 12X4215 1215207 09/30/2059 02000 5.649999840 4,950,000.0000 23,306.25 10/31/2015 12X4215 1215207 09/30/2060 02000 5.649999840 1,021,000.0000 4,807.21 10/31/2015 12X4215 1215207 09/30/2061 02000 5.649999840 1,174,000.0000 5,527.58 10/31/2015 12X4215 1215207 09/30/2062 02000 5.649999840 1,953,000.0000 9,195.37 10/31/2015 12X4215 1215207 09/30/2063 02000 5.649999840 1,559,000.0000 7,340.29 10/31/2015 12X4215 1215207 09/30/2064 02000 5.649999840 12,000.0000 56.50 10/31/2015 12X4215 1215207 09/30/2065 02000 5.649999840 3,276,000.0000 15,424.50 10/31/2015 12X4215 1215207 09/30/2052 02001 5.349999960 12,806,746.0000 57,096.74 10/31/2015 12X4215 1215207 09/30/2053 02001 5.349999960 27,300,000.0000 121,712.50 10/31/2015 12X4215 1215207 09/30/2055 02001 5.349999960 5,969,000.0000 26,611.79 10/31/2015 12X4215 1215207 09/30/2056 02001 5.349999960 2,953,000.0000 13,165.46 10/31/2015 12X4215 1215207 09/30/2057 02001 5.349999960 2,629,500.0000 11,723.19 10/31/2015 12X4215 1215207 09/30/2058 02001 5.349999960 6,917,000.0000 30,838.29 10/31/2015 12X4215 1215207 09/30/2059 02001 5.349999960 1,781,000.0000 7,940.29 10/31/2015 12X4215 1215207 09/30/2060 02001 5.349999960 2,187,000.0000 9,750.37 10/31/2015 12X4215 1215207 09/30/2061 02001 5.349999960 1,770,000.0000 7,891.25 10/31/2015 12X4215 1215207 09/30/2062 02001 5.349999960 854,000.0000 3,807.42 10/31/2015 12X4215 1215207 09/30/2063 02001 5.349999960 1,776,000.0000 7,918.00 10/31/2015 12X4215 1215207 09/30/2064 02001 5.349999960 34,000.0000 151.58 10/31/2015 12X4215 1215207 09/30/2065 02001 5.349999960 1,913,000.0000 8,528.79 10/31/2015 12X4215 1215207 09/30/2053 02002 5.059999800 29,328,986.0000 123,670.56 10/31/2015 12X4215 1215207 09/30/2055 02002 5.059999800 12,000,000.0000 50,600.00 10/31/2015 12X4215 1215207 09/30/2056 02002 5.059999800 4,665,000.0000 19,670.75 10/31/2015 12X4215 1215207 09/30/2057 02002 5.059999800 6,254,000.0000 26,371.03 10/31/2015 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 20,202.05 10/31/2015 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 3,752.83 10/31/2015 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 21,669.45 10/31/2015 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 8,833.92 10/31/2015 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 6,063.57 10/31/2015 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 1,674.02 10/31/2015 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 16,402.83 10/31/2015 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 14,889.05 10/31/2015 12X4215 1215207 09/30/2053 02003 4.909999680 13,859,624.0000 56,708.96 10/31/2015 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 72,831.67 10/31/2015 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 38,862.65 10/31/2015 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 14,836.38 10/31/2015 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 13,207.90 10/31/2015 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 31,734.97 10/31/2015 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 29,083.57 10/31/2015 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 3,723.42 10/31/2015 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 5,429.64 10/31/2015 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 6,972.20 10/31/2015 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 7,234.07 10/31/2015 12X4215 1215207 09/30/2055 02004 4.829999760 6,941,304.0000 27,938.75 10/31/2015 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 68,404.87 10/31/2015 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 61,570.42 10/31/2015 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 15,270.85 10/31/2015 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 26,690.22 10/31/2015 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 11,109.00 10/31/2015 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 6,303.15 10/31/2015 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 22,749.30 10/31/2015 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 16,265.02 10/31/2015 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 14,043.22 10/31/2015 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 6,460.12 10/31/2015 12X4215 1215207 09/30/2056 02005 4.719999960 8,358,780.0000 32,877.87 10/31/2015 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 55,876.93 10/31/2015 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 54,500.27 10/31/2015 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 27,195.07 10/31/2015 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 12,421.47 10/31/2015 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 4,196.87 10/31/2015 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 12,429.33 10/31/2015 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 16,197.47 10/31/2015 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 2,835.93 10/31/2015 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 6,234.33 10/31/2015 12X4215 1215207 09/30/2057 02006 4.479999840 4,461,227.0000 16,655.25 10/31/2015 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 49,981.87 10/31/2015 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 49,607.34 10/31/2015 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 32,248.53 10/31/2015 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 41,537.07 10/31/2015 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 10,214.40 10/31/2015 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 11,177.60 10/31/2015 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 5,730.67 10/31/2015 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 4,573.33 10/31/2015 12X4215 1215207 09/30/2058 02007 4.209999840 10,027,110.0000 35,178.44 10/31/2015 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 73,790.77 10/31/2015 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 37,419.88 10/31/2015 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 26,673.86 10/31/2015 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 11,314.37 10/31/2015 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 19,741.39 10/31/2015 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 2,459.34 10/31/2015 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 4,494.17 10/31/2015 12X4215 1215207 09/30/2059 02008 3.979999800 9,024,972.0000 29,932.82 10/31/2015 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 44,728.57 10/31/2015 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 23,697.58 10/31/2015 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 19,870.15 10/31/2015 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 17,475.52 10/31/2015 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 5,883.77 10/31/2015 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 8,749.37 10/31/2015 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 28,006.74 10/31/2015 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 21,564.90 10/31/2015 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 65,951.55 10/31/2015 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 20,783.70 10/31/2015 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 3,383.10 10/31/2015 12X4215 1215207 09/30/2061 02010 3.549999960 7,023,630.0000 20,778.24 10/31/2015 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 36,612.33 10/31/2015 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 59,758.33 10/31/2015 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 12,504.87 10/31/2015 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 2,381.46 10/31/2015 12X4215 1215207 09/30/2061 02011 3.150000000 993,460.0000 2,607.83 10/31/2015 12X4215 1215207 09/30/2062 02011 3.150000000 9,984,000.0000 26,208.00 10/31/2015 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 24,402.00 10/31/2015 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 16,519.13 10/31/2015 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 28,554.75 10/31/2015 12X4215 1215207 09/30/2066 02011 3.150000000 35,000.0000 91.88 10/31/2015 12X4215 1215207 09/30/2063 02012 3.089999880 16,589,000.0000 42,716.67 10/31/2015 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 24,308.00 10/31/2015 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 32,406.37 10/31/2015 12X4215 1215207 09/30/2066 02012 3.089999880 269,000.0000 692.67 10/31/2015 12X4215 1215207 09/30/2063 02013 4.179999960 2,762,000.0000 9,620.97 10/31/2015 12X4215 1215207 09/30/2064 02013 4.179999960 6,700,000.0000 23,338.33 10/31/2015 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 31,360.45 10/31/2015 12X4215 1215207 09/30/2066 02013 4.179999960 106,000.0000 369.23 10/31/2015 12X4215 1215207 09/30/2064 02014 3.049999920 1,045,000.0000 2,656.04 10/31/2015 12X4215 1215207 09/30/2065 02014 3.049999920 11,988,000.0000 30,469.50 10/31/2015 12X4215 1215207 09/30/2066 02014 3.049999920 284,000.0000 721.83 10/31/2015 12X4215 1215207 09/30/2065 02015 3.049999920 478,000.0000 1,214.92 10/31/2015 12X4215 1215207 09/30/2066 02015 3.049999920 139,000.0000 353.29 10/31/2015 ------------------------ ---------------------- 1,722,690,887.0000 8,130,854.66 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 99.17 10/31/2015 12X4215 1215208 09/30/2018 02006 3.589999920 99,000.0000 296.18 10/31/2015 12X4215 1215208 09/30/2017 02007 0.999999720 733,000.0000 610.83 10/31/2015 12X4215 1215208 09/30/2016 02009 2.439999720 253,000.0000 514.43 10/31/2015 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 286.70 10/31/2015 12X4215 1215208 09/30/2016 02010 0.999999720 23,000.0000 19.17 10/31/2015 12X4215 1215208 09/30/2017 02010 0.999999720 12,000.0000 10.00 10/31/2015 12X4215 1215208 09/30/2018 02010 0.999999720 525,000.0000 437.50 10/31/2015 ------------------------ ---------------------- 1,821,000.0000 2,273.98 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 550,175.0000 3,351.48 10/31/2015 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 420.32 10/31/2015 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 24.37 10/31/2015 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 18.28 10/31/2015 12X4215 1215209 09/30/2057 01993 6.709999680 472,148.0000 2,640.09 10/31/2015 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 5.59 10/31/2015 12X4215 1215209 09/30/2057 01994 6.769999800 1,957,576.0000 11,043.99 10/31/2015 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 930.87 10/31/2015 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 135.40 10/31/2015 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 5.64 10/31/2015 12X4215 1215209 09/30/2060 01997 6.889999680 1,309,929.0000 7,521.18 10/31/2015 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 568.42 10/31/2015 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 252.63 10/31/2015 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 11.48 10/31/2015 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 5.74 10/31/2015 12X4215 1215209 09/30/2059 01998 5.979999960 302,015.0000 1,505.04 10/31/2015 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 552.15 10/31/2015 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 49.83 10/31/2015 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 129.57 10/31/2015 12X4215 1215209 09/30/2059 01999 5.809999680 121,952.0000 590.45 10/31/2015 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 9,324.57 10/31/2015 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 53.26 10/31/2015 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 4.84 10/31/2015 12X4215 1215209 09/30/2050 02000 6.359999760 101,722.0000 539.13 10/31/2015 12X4215 1215209 09/30/2054 02000 6.359999760 8,500.0000 45.05 10/31/2015 12X4215 1215209 09/30/2055 02000 6.359999760 13,900.0000 73.67 10/31/2015 12X4215 1215209 09/30/2056 02000 6.359999760 1,500.0000 7.95 10/31/2015 12X4215 1215209 09/30/2060 02000 6.359999760 349,100.0000 1,850.23 10/31/2015 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 572.41 10/31/2015 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 567.00 10/31/2015 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 116.71 10/31/2015 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 35.44 10/31/2015 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 3,269.70 10/31/2015 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 4.73 10/31/2015 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 9.45 10/31/2015 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 2,646.75 10/31/2015 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 23.33 10/31/2015 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 1,913.33 10/31/2015 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 42.00 10/31/2015 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 4.67 10/31/2015 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 9.33 10/31/2015 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 9.33 10/31/2015 12X4215 1215209 09/30/2054 02003 4.899999960 659,469.0000 2,692.83 10/31/2015 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 204.17 10/31/2015 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 1,437.33 10/31/2015 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 453.25 10/31/2015 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 44.92 10/31/2015 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 4.08 10/31/2015 12X4215 1215209 09/30/2054 02004 5.189999760 136,790.0000 591.62 10/31/2015 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 43.25 10/31/2015 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 389.25 10/31/2015 12X4215 1215209 09/30/2055 02005 4.479999840 574,332.0000 2,144.17 10/31/2015 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 660.80 10/31/2015 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 145.60 10/31/2015 12X4215 1215209 09/30/2057 02006 4.889999880 580,123.0000 2,364.00 10/31/2015 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 464.55 10/31/2015 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 57.05 10/31/2015 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 122.25 10/31/2015 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 8.15 10/31/2015 12X4215 1215209 09/30/2057 02007 4.909999680 794,603.0000 3,251.25 10/31/2015 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 270.05 10/31/2015 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 147.30 10/31/2015 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 20.46 10/31/2015 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 4.09 10/31/2015 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 4.09 10/31/2015 12X4215 1215209 09/30/2058 02008 4.189999680 892,548.0000 3,116.48 10/31/2015 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 136.17 10/31/2015 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 69.83 10/31/2015 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 3.49 10/31/2015 12X4215 1215209 09/30/2059 02009 3.839999760 884,668.0000 2,830.94 10/31/2015 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 336.00 10/31/2015 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 3.20 10/31/2015 12X4215 1215209 09/30/2060 02010 4.389999840 687,957.0000 2,516.78 10/31/2015 12X4215 1215209 09/30/2061 02011 4.140000000 108,457.0000 374.18 10/31/2015 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 10.35 10/31/2015 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 10.35 10/31/2015 ------------------------ ---------------------- 16,251,670.0000 75,817.68 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 4.48 10/31/2015 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 519.10 10/31/2015 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 151.25 10/31/2015 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 8.82 10/31/2015 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 797.91 10/31/2015 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 66.13 10/31/2015 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 3.54 10/31/2015 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 336.46 10/31/2015 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 14.17 10/31/2015 ------------------------ ---------------------- 448,800.0000 1,901.86 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 108,000.0000 325.80 10/31/2015 12X4215 1215401 09/30/2016 02006 3.409999920 1,000.0000 2.84 10/31/2015 12X4215 1215401 09/30/2018 02007 2.169999720 100.0000 0.18 10/31/2015 ------------------------ ---------------------- 109,100.0000 328.82 ======================== ====================== 16,447,676,459.0000 60,659,541.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00