Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.739999920 15,916,000.0000 268,184.60 12/31/2015 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 7,228.65 12/31/2015 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 6,183.95 12/31/2015 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 4,616.90 12/31/2015 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 292,650.80 12/31/2015 12X4208 1208845 09/30/2044 01993 6.529999680 693,000.0000 11,313.22 12/31/2015 12X4208 1208845 09/30/2045 01993 6.529999680 208,000.0000 3,395.60 12/31/2015 12X4208 1208845 09/30/2047 01993 6.529999680 1,581,000.0000 25,809.82 12/31/2015 12X4208 1208845 09/30/2048 01993 6.529999680 13,218,000.0000 215,783.85 12/31/2015 ------------------------ ---------------------- 50,054,000.0000 835,167.39 840 SUB-COHORT 12X4208 1208840 09/30/2045 01992 6.949999800 4,450,000.0000 77,318.75 12/31/2015 12X4208 1208840 09/30/2046 01992 6.949999800 18,330,000.0000 318,483.75 12/31/2015 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 41,630.50 12/31/2015 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 37,842.75 12/31/2015 12X4208 1208840 09/30/2046 01993 7.009999920 14,957,000.0000 262,121.42 12/31/2015 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 176,546.85 12/31/2015 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 29,932.70 12/31/2015 ------------------------ ---------------------- 54,093,000.0000 943,876.72 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 698,908.0000 12,300.78 12/31/2015 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 18,251.20 12/31/2015 12X4208 1208850 09/30/2048 01994 7.039999800 8,000.0000 140.80 12/31/2015 12X4208 1208850 09/30/2046 01995 6.679999800 367,312.0000 6,134.11 12/31/2015 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 4,926.50 12/31/2015 12X4208 1208850 09/30/2031 01996 6.449999760 4,246,244.0000 68,470.68 12/31/2015 12X4208 1208850 09/30/2042 01996 6.449999760 36,000.0000 580.50 12/31/2015 12X4208 1208850 09/30/2043 01996 6.449999760 250,000.0000 4,031.25 12/31/2015 12X4208 1208850 09/30/2045 01996 6.449999760 524,000.0000 8,449.50 12/31/2015 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 71,611.12 12/31/2015 12X4208 1208850 09/30/2047 01996 6.449999760 240,000.0000 3,870.00 12/31/2015 12X4208 1208850 09/30/2047 01997 5.979999960 773,405.0000 11,562.40 12/31/2015 12X4208 1208850 09/30/2042 01998 5.999999760 2,260,000.0000 33,900.00 12/31/2015 12X4208 1208850 09/30/2043 01998 5.999999760 250,000.0000 3,750.00 12/31/2015 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 64,200.00 12/31/2015 12X4208 1208850 09/30/2047 01998 5.999999760 1,596,000.0000 23,940.00 12/31/2015 12X4208 1208850 09/30/2046 01999 5.919999840 752,745.9100 11,140.64 12/31/2015 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 5,949.60 12/31/2015 12X4208 1208850 09/30/2047 02000 5.729999760 213,000.0000 3,051.22 12/31/2015 12X4208 1208850 09/30/2048 02000 5.729999760 366,000.0000 5,242.95 12/31/2015 12X4208 1208850 09/30/2044 02001 4.999999680 1,850,000.0000 23,125.00 12/31/2015 12X4208 1208850 09/30/2046 02001 4.999999680 171,000.0000 2,137.50 12/31/2015 12X4208 1208850 09/30/2037 02002 4.789999800 839,453.0000 10,052.45 12/31/2015 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 56,294.47 12/31/2015 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 9,580.00 12/31/2015 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 9,949.87 12/31/2015 12X4208 1208850 09/30/2045 02003 4.709999880 109,000.0000 1,283.47 12/31/2015 12X4208 1208850 09/30/2047 02003 4.709999880 2,000.0000 23.55 12/31/2015 12X4208 1208850 09/30/2048 02003 4.709999880 17,000.0000 200.18 12/31/2015 12X4208 1208850 09/30/2043 02004 4.689999720 6,653,000.0000 78,006.42 12/31/2015 12X4208 1208850 09/30/2044 02004 4.689999720 2,674,000.0000 31,352.65 12/31/2015 12X4208 1208850 09/30/2045 02004 4.689999720 456,000.0000 5,346.60 12/31/2015 12X4208 1208850 09/30/2047 02004 4.689999720 1,000.0000 11.73 12/31/2015 12X4208 1208850 09/30/2044 02005 4.569999840 624,303.0000 7,132.66 12/31/2015 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 23,432.67 12/31/2015 12X4208 1208850 09/30/2049 02006 4.410000000 57,000.0000 628.43 12/31/2015 12X4208 1208850 09/30/2046 02007 3.449999880 10,039,000.0000 86,586.37 12/31/2015 12X4208 1208850 09/30/2047 02007 3.449999880 3,601,000.0000 31,058.62 12/31/2015 12X4208 1208850 09/30/2049 02007 3.449999880 52,000.0000 448.50 12/31/2015 12X4208 1208850 09/30/2046 02008 1.829999880 9,026,142.0000 41,294.60 12/31/2015 12X4208 1208850 09/30/2047 02008 1.829999880 18,880,000.0000 86,376.00 12/31/2015 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 63,107.55 12/31/2015 12X4208 1208850 09/30/2047 02009 4.619999880 5,531,000.0000 63,883.05 12/31/2015 12X4208 1208850 09/30/2048 02009 4.619999880 13,109,000.0000 151,408.95 12/31/2015 12X4208 1208850 09/30/2049 02009 4.619999880 2,186,000.0000 25,248.30 12/31/2015 12X4208 1208850 09/30/2046 02010 2.970000000 230,048.0000 1,708.11 12/31/2015 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 35,246.48 12/31/2015 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 111.38 12/31/2015 12X4208 1208850 09/30/2049 02010 2.970000000 85,434,300.0000 634,349.68 12/31/2015 12X4208 1208850 09/30/2047 02011 4.320000000 1,097,000.0000 11,847.60 12/31/2015 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 69,908.40 12/31/2015 12X4208 1208850 09/30/2049 02011 4.320000000 3,424,000.0000 36,979.20 12/31/2015 12X4208 1208850 09/30/2050 02011 4.320000000 430,000.0000 4,644.00 12/31/2015 ------------------------ ---------------------- 222,955,860.9100 1,964,267.69 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 110,841,475.0000 1,914,786.48 12/31/2015 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 236,667.50 12/31/2015 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 25,877.95 12/31/2015 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 13,820.00 12/31/2015 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 27,519.07 12/31/2015 12X4208 1208810 09/30/2030 01995 6.579999720 157,826,728.0000 2,596,249.68 12/31/2015 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 251,685.00 12/31/2015 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 3,421.60 12/31/2015 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 62,542.90 12/31/2015 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 15,298.50 12/31/2015 12X4208 1208810 09/30/2031 01996 6.319999800 225,472,192.0000 3,562,460.63 12/31/2015 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 142,200.00 12/31/2015 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 105,860.00 12/31/2015 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 29,230.00 12/31/2015 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 20,729.60 12/31/2015 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 42,359.80 12/31/2015 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 98,323.40 12/31/2015 12X4208 1208810 09/30/2032 01997 6.139999800 206,451,806.0000 3,169,035.22 12/31/2015 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 165,780.00 12/31/2015 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 67,540.00 12/31/2015 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 23,040.35 12/31/2015 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 6,800.05 12/31/2015 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 45,036.90 12/31/2015 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 125,286.70 12/31/2015 12X4208 1208810 09/30/2033 01998 5.919999840 226,297,000.0000 3,349,195.60 12/31/2015 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 109,520.00 12/31/2015 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 125,060.00 12/31/2015 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 19,624.80 12/31/2015 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 3,611.20 12/31/2015 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 29.60 12/31/2015 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 75,776.00 12/31/2015 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 111,740.00 12/31/2015 12X4208 1208810 09/30/2034 01999 5.889999960 142,439,006.0000 2,097,414.36 12/31/2015 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 35,340.00 12/31/2015 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 91,295.00 12/31/2015 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 36,783.05 12/31/2015 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 58.90 12/31/2015 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 27,417.95 12/31/2015 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 88,497.25 12/31/2015 12X4208 1208810 09/30/2035 02000 5.879999880 168,657,000.0000 2,479,257.90 12/31/2015 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 104,370.00 12/31/2015 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 85,995.00 12/31/2015 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 33,413.10 12/31/2015 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 27,356.70 12/31/2015 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 12,965.40 12/31/2015 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 23,446.50 12/31/2015 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 95,711.70 12/31/2015 12X4208 1208810 09/30/2036 02001 5.149999800 150,998,036.0000 1,944,099.71 12/31/2015 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 33,475.00 12/31/2015 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 88,837.50 12/31/2015 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 28,003.12 12/31/2015 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 9,282.87 12/31/2015 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 7,042.62 12/31/2015 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 14,600.25 12/31/2015 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 132,200.50 12/31/2015 12X4208 1208810 09/30/2037 02002 4.680000000 328,714,171.0000 3,845,955.80 12/31/2015 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 65,531.70 12/31/2015 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 21,738.60 12/31/2015 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 6,891.30 12/31/2015 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 5,089.50 12/31/2015 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 11,852.10 12/31/2015 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 68,643.90 12/31/2015 12X4208 1208810 09/30/2038 02003 4.719999960 39,130,507.0000 461,739.98 12/31/2015 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 97,243.80 12/31/2015 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 142,567.60 12/31/2015 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 743.40 12/31/2015 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 39,412.00 12/31/2015 12X4208 1208810 09/30/2039 02004 4.579999920 256,991,181.0000 2,942,549.02 12/31/2015 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 953,338.45 12/31/2015 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 883,917.10 12/31/2015 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 177,669.65 12/31/2015 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 29,369.25 12/31/2015 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 18,457.40 12/31/2015 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 100,817.25 12/31/2015 12X4208 1208810 09/30/2040 02005 4.500000000 10,206,149.0000 114,819.18 12/31/2015 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 241,560.00 12/31/2015 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 175,185.00 12/31/2015 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 98,662.50 12/31/2015 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 30,678.75 12/31/2015 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 4,207.50 12/31/2015 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 27,607.50 12/31/2015 12X4208 1208810 09/30/2041 02006 4.429999800 28,543,391.0000 316,118.06 12/31/2015 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 225,010.77 12/31/2015 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 143,775.65 12/31/2015 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 213,725.35 12/31/2015 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 14,796.20 12/31/2015 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 16,490.67 12/31/2015 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 4,407.85 12/31/2015 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 15,671.12 12/31/2015 12X4208 1208810 09/30/2042 02007 4.159999800 17,667,245.0000 183,739.35 12/31/2015 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 280,987.20 12/31/2015 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 85,820.80 12/31/2015 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 147,929.60 12/31/2015 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 58,084.00 12/31/2015 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 50,419.20 12/31/2015 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 17,118.41 12/31/2015 ------------------------ ---------------------- 2,661,779,887.0000 36,383,315.37 855 SUB-COHORT 12X4208 1208855 09/30/2042 01994 6.480000000 628,000.0000 10,173.60 12/31/2015 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 2,365.20 12/31/2015 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 3,288.60 12/31/2015 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 3,483.00 12/31/2015 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 13,721.40 12/31/2015 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 31,152.60 12/31/2015 12X4208 1208855 09/30/2030 01995 6.009999840 6,513,000.0000 97,857.82 12/31/2015 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 1,202.00 12/31/2015 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 17,549.20 12/31/2015 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 1,833.05 12/31/2015 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 540.90 12/31/2015 12X4208 1208855 09/30/2031 01996 6.049999800 5,412,128.0000 81,858.44 12/31/2015 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 41,790.37 12/31/2015 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 5,278.62 12/31/2015 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 2,919.12 12/31/2015 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 726.00 12/31/2015 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 4,431.62 12/31/2015 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 8,500.25 12/31/2015 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 786.50 12/31/2015 12X4208 1208855 09/30/2032 01997 5.670000000 11,659,000.0000 165,266.33 12/31/2015 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 16,131.15 12/31/2015 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,077.30 12/31/2015 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,289.93 12/31/2015 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 581.18 12/31/2015 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 283.50 12/31/2015 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 184.28 12/31/2015 12X4208 1208855 09/30/2033 01998 5.739999840 7,321,000.0000 105,056.35 12/31/2015 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 50,354.15 12/31/2015 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 1,133.65 12/31/2015 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 444.85 12/31/2015 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 143.50 12/31/2015 12X4208 1208855 09/30/2034 01999 5.419999800 10,434,000.0000 141,380.70 12/31/2015 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 28,373.70 12/31/2015 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 28,224.65 12/31/2015 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 3,441.70 12/31/2015 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 5,040.60 12/31/2015 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 487.80 12/31/2015 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 176.15 12/31/2015 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 67.75 12/31/2015 12X4208 1208855 09/30/2035 02000 4.969999800 7,552,000.0000 93,833.60 12/31/2015 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 136.67 12/31/2015 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 360.32 12/31/2015 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 93,274.47 12/31/2015 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 4,870.60 12/31/2015 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 2,248.92 12/31/2015 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 509.43 12/31/2015 12X4208 1208855 09/30/2036 02001 5.220000000 11,657,384.0000 152,128.86 12/31/2015 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 19,614.15 12/31/2015 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 22,185.00 12/31/2015 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 6,538.05 12/31/2015 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,552.95 12/31/2015 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 1,174.50 12/31/2015 12X4208 1208855 09/30/2042 02002 4.259999880 6,815,477.0000 72,584.83 12/31/2015 12X4208 1208855 09/30/2043 02002 4.259999880 5,664,000.0000 60,321.60 12/31/2015 12X4208 1208855 09/30/2044 02002 4.259999880 4,340,000.0000 46,221.00 12/31/2015 12X4208 1208855 09/30/2045 02002 4.259999880 213,000.0000 2,268.45 12/31/2015 12X4208 1208855 09/30/2046 02002 4.259999880 278,000.0000 2,960.70 12/31/2015 12X4208 1208855 09/30/2048 02002 4.259999880 2,000.0000 21.30 12/31/2015 12X4208 1208855 09/30/2038 02003 4.230000000 9,130,000.0000 96,549.75 12/31/2015 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 99,246.38 12/31/2015 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 47,756.70 12/31/2015 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 23,698.58 12/31/2015 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 1,850.63 12/31/2015 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 9,707.85 12/31/2015 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 507.60 12/31/2015 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 380.70 12/31/2015 12X4208 1208855 09/30/2039 02004 4.279999680 24,434,600.0000 261,450.22 12/31/2015 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 72,406.90 12/31/2015 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 8,046.40 12/31/2015 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 68,833.10 12/31/2015 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 28,932.80 12/31/2015 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 8,164.10 12/31/2015 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 674.10 12/31/2015 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 299.60 12/31/2015 12X4208 1208855 09/30/2040 02005 4.339999800 15,130,512.0000 164,166.06 12/31/2015 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 301,033.25 12/31/2015 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 98,626.50 12/31/2015 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 82,677.00 12/31/2015 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 41,371.05 12/31/2015 12X4208 1208855 09/30/2046 02005 4.339999800 10,498,000.0000 113,903.30 12/31/2015 12X4208 1208855 09/30/2047 02005 4.339999800 1,318,000.0000 14,300.30 12/31/2015 12X4208 1208855 09/30/2048 02005 4.339999800 413,000.0000 4,481.05 12/31/2015 12X4208 1208855 09/30/2042 02006 3.499999920 17,369,288.0000 151,981.27 12/31/2015 12X4208 1208855 09/30/2043 02006 3.499999920 12,881,000.0000 112,708.75 12/31/2015 12X4208 1208855 09/30/2044 02006 3.499999920 19,119,000.0000 167,291.25 12/31/2015 12X4208 1208855 09/30/2045 02006 3.499999920 19,340,000.0000 169,225.00 12/31/2015 12X4208 1208855 09/30/2046 02006 3.499999920 13,796,000.0000 120,715.00 12/31/2015 12X4208 1208855 09/30/2047 02006 3.499999920 2,003,000.0000 17,526.25 12/31/2015 12X4208 1208855 09/30/2048 02006 3.499999920 7,507,000.0000 65,686.25 12/31/2015 12X4208 1208855 09/30/2049 02006 3.499999920 548,000.0000 4,795.00 12/31/2015 12X4208 1208855 09/30/2043 02007 3.319999920 14,102,000.0000 117,046.60 12/31/2015 12X4208 1208855 09/30/2044 02007 3.319999920 13,252,000.0000 109,991.60 12/31/2015 12X4208 1208855 09/30/2045 02007 3.319999920 6,664,000.0000 55,311.20 12/31/2015 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 32,237.20 12/31/2015 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 48,804.00 12/31/2015 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 58.10 12/31/2015 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 2,033.50 12/31/2015 12X4208 1208855 09/30/2043 02008 4.599999720 2,363,570.0000 27,181.05 12/31/2015 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 169,717.00 12/31/2015 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 228,930.50 12/31/2015 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 286,752.50 12/31/2015 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 109,526.00 12/31/2015 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 58,190.00 12/31/2015 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 54,165.00 12/31/2015 12X4208 1208855 09/30/2043 02009 4.500000000 19,877,570.0000 223,622.66 12/31/2015 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 71,212.50 12/31/2015 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 115,436.25 12/31/2015 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 32,287.50 12/31/2015 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 109,192.50 12/31/2015 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 57,082.50 12/31/2015 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 211,668.75 12/31/2015 12X4208 1208855 09/30/2044 02010 2.719999800 8,154,476.0000 55,450.44 12/31/2015 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 112,023.20 12/31/2015 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 97,641.20 12/31/2015 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 53,475.20 12/31/2015 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 84,728.00 12/31/2015 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 60,751.20 12/31/2015 12X4208 1208855 09/30/2046 02011 4.079999880 3,383,000.0000 34,506.60 12/31/2015 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 22,093.20 12/31/2015 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 27,713.40 12/31/2015 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 69,533.40 12/31/2015 12X4208 1208855 09/30/2050 02011 4.079999880 3,528,000.0000 35,985.60 12/31/2015 ------------------------ ---------------------- 631,094,005.0000 6,594,743.95 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 3,700,000.0000 62,622.50 12/31/2015 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 8,462.50 12/31/2015 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 423.13 12/31/2015 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 19,886.87 12/31/2015 12X4208 1208815 09/30/2030 01995 5.999999760 7,500,000.0000 112,500.00 12/31/2015 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 29,850.00 12/31/2015 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 5,250.00 12/31/2015 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 28,680.00 12/31/2015 12X4208 1208815 09/30/2032 01996 5.819999760 785,000.0000 11,421.75 12/31/2015 12X4208 1208815 09/30/2033 01996 5.819999760 1,000,000.0000 14,550.00 12/31/2015 12X4208 1208815 09/30/2034 01996 5.819999760 451,000.0000 6,562.05 12/31/2015 12X4208 1208815 09/30/2035 01996 5.819999760 24,000.0000 349.20 12/31/2015 12X4208 1208815 09/30/2036 01996 5.819999760 2,124,000.0000 30,904.20 12/31/2015 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 50,110.20 12/31/2015 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 1,978.80 12/31/2015 12X4208 1208815 09/30/2032 01997 5.559999840 15,186,378.0000 211,090.65 12/31/2015 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 21,169.70 12/31/2015 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 9,980.20 12/31/2015 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 68,502.87 12/31/2015 12X4208 1208815 09/30/2033 01998 5.529999960 21,784,000.0000 301,163.80 12/31/2015 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 47,267.67 12/31/2015 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 26,530.17 12/31/2015 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 24,815.87 12/31/2015 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 12,608.40 12/31/2015 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 788.02 12/31/2015 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 67,550.70 12/31/2015 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 31,534.30 12/31/2015 12X4208 1208815 09/30/2034 01999 5.319999720 41,925,000.0000 557,602.50 12/31/2015 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 4,522.00 12/31/2015 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 10,028.20 12/31/2015 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 5,918.50 12/31/2015 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 314,270.45 12/31/2015 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 60,873.15 12/31/2015 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 64,220.00 12/31/2015 12X4208 1208815 09/30/2035 02000 4.939999920 39,257,351.0000 484,828.28 12/31/2015 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 4,754.75 12/31/2015 12X4208 1208815 09/30/2038 02000 4.939999920 577,000.0000 7,125.95 12/31/2015 12X4208 1208815 09/30/2032 02001 3.819999960 23,543,000.0000 224,835.65 12/31/2015 12X4208 1208815 09/30/2033 02001 3.819999960 21,368,700.0000 204,071.08 12/31/2015 12X4208 1208815 09/30/2034 02001 3.819999960 16,929,000.0000 161,671.95 12/31/2015 12X4208 1208815 09/30/2035 02001 3.819999960 176,000.0000 1,680.80 12/31/2015 12X4208 1208815 09/30/2036 02001 3.819999960 4,032,000.0000 38,505.60 12/31/2015 12X4208 1208815 09/30/2037 02001 3.819999960 13,431,000.0000 128,266.05 12/31/2015 12X4208 1208815 09/30/2038 02001 3.819999960 419,000.0000 4,001.45 12/31/2015 12X4208 1208815 09/30/2039 02001 3.819999960 153,000.0000 1,461.15 12/31/2015 12X4208 1208815 09/30/2040 02001 3.819999960 193,000.0000 1,843.15 12/31/2015 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 319,140.00 12/31/2015 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 174,938.40 12/31/2015 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 171,633.60 12/31/2015 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 77,122.80 12/31/2015 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 11,016.00 12/31/2015 12X4208 1208815 09/30/2037 02002 4.320000000 9,470,000.0000 102,276.00 12/31/2015 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 8,445.60 12/31/2015 12X4208 1208815 09/30/2032 02003 4.179999960 21,833,000.0000 228,154.85 12/31/2015 12X4208 1208815 09/30/2033 02003 4.179999960 14,299,000.0000 149,424.55 12/31/2015 12X4208 1208815 09/30/2034 02003 4.179999960 8,895,000.0000 92,952.75 12/31/2015 12X4208 1208815 09/30/2035 02003 4.179999960 4,045,000.0000 42,270.25 12/31/2015 12X4208 1208815 09/30/2036 02003 4.179999960 216,000.0000 2,257.20 12/31/2015 12X4208 1208815 09/30/2038 02003 4.179999960 11,971,582.0000 125,103.03 12/31/2015 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 14,117.40 12/31/2015 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 5,474.70 12/31/2015 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 6,326.10 12/31/2015 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 2,692.80 12/31/2015 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 752.40 12/31/2015 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 237.60 12/31/2015 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 633.60 12/31/2015 12X4208 1208815 09/30/2039 02004 3.960000000 400,000.0000 3,960.00 12/31/2015 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 441,810.90 12/31/2015 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 205,344.90 12/31/2015 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 31,041.82 12/31/2015 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 1,744.05 12/31/2015 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 12,876.52 12/31/2015 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 453.00 12/31/2015 12X4208 1208815 09/30/2040 02005 4.529999880 30,040,000.0000 340,203.00 12/31/2015 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 644,328.90 12/31/2015 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 342,988.65 12/31/2015 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 225,340.20 12/31/2015 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 108,892.35 12/31/2015 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 139,642.20 12/31/2015 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 88,689.15 12/31/2015 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 29,031.75 12/31/2015 12X4208 1208815 09/30/2041 02006 4.140000000 34,976,090.0000 362,002.53 12/31/2015 12X4208 1208815 09/30/2033 02007 2.790000000 17,716,865.0000 123,575.13 12/31/2015 12X4208 1208815 09/30/2034 02007 2.790000000 36,973,000.0000 257,886.68 12/31/2015 12X4208 1208815 09/30/2035 02007 2.790000000 17,712,000.0000 123,541.20 12/31/2015 12X4208 1208815 09/30/2036 02007 2.790000000 32,136,000.0000 224,148.60 12/31/2015 12X4208 1208815 09/30/2037 02007 2.790000000 17,323,000.0000 120,827.93 12/31/2015 12X4208 1208815 09/30/2038 02007 2.790000000 16,097,000.0000 112,276.58 12/31/2015 12X4208 1208815 09/30/2033 02008 3.809999880 17,888,145.0000 170,384.58 12/31/2015 12X4208 1208815 09/30/2034 02008 3.809999880 88,301,000.0000 841,067.02 12/31/2015 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 528,104.10 12/31/2015 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 273,453.22 12/31/2015 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 166,258.87 12/31/2015 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 108,432.60 12/31/2015 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 34,556.70 12/31/2015 12X4208 1208815 09/30/2040 02008 3.809999880 1,401,000.0000 13,344.52 12/31/2015 12X4208 1208815 09/30/2034 02009 4.119999840 24,094,913.0000 248,177.60 12/31/2015 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 518,048.80 12/31/2015 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 331,958.70 12/31/2015 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 204,867.00 12/31/2015 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 255,594.50 12/31/2015 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 89,105.30 12/31/2015 12X4208 1208815 09/30/2035 02010 2.989999800 45,856,263.0000 342,775.57 12/31/2015 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 298,469.27 12/31/2015 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 276,044.27 12/31/2015 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 230,514.05 12/31/2015 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 78,883.67 12/31/2015 12X4208 1208815 09/30/2040 02010 2.989999800 6,476,000.0000 48,408.10 12/31/2015 12X4208 1208815 09/30/2036 02011 4.069999800 51,473,000.0000 523,737.77 12/31/2015 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 745,033.85 12/31/2015 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 505,229.45 12/31/2015 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 388,003.27 12/31/2015 12X4208 1208815 09/30/2040 02011 4.069999800 4,267,000.0000 43,416.72 12/31/2015 12X4208 1208815 09/30/2038 02012 3.069999720 7,700,000.0000 59,097.50 12/31/2015 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 91,777.65 12/31/2015 12X4208 1208815 09/30/2037 02013 2.939999760 5,185,000.0000 38,109.75 12/31/2015 12X4208 1208815 09/30/2038 02013 2.939999760 24,069,000.0000 176,907.15 12/31/2015 12X4208 1208815 09/30/2039 02013 2.939999760 87,631,000.0000 644,087.85 12/31/2015 12X4208 1208815 09/30/2040 02013 2.939999760 12,689,000.0000 93,264.14 12/31/2015 12X4208 1208815 09/30/2038 02014 2.089999800 27,000.0000 141.08 12/31/2015 12X4208 1208815 09/30/2039 02014 2.089999800 42,396,000.0000 221,519.10 12/31/2015 12X4208 1208815 09/30/2040 02014 2.089999800 19,885,000.0000 103,899.12 12/31/2015 12X4208 1208815 09/30/2039 02015 2.089999800 1,239,588.0000 6,476.85 12/31/2015 12X4208 1208815 09/30/2040 02015 2.089999800 13,737,000.0000 71,775.82 12/31/2015 12X4208 1208815 09/30/2040 02016 2.089999800 15,000.0000 78.37 12/31/2015 ------------------------ ---------------------- 1,843,894,875.0000 17,733,613.76 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 349,957,000.0000 4,470,700.67 12/31/2015 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 39,730.25 12/31/2015 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 4,343.50 12/31/2015 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 7,051.80 12/31/2015 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 63.87 12/31/2015 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 4,854.50 12/31/2015 12X4208 1208870 09/30/2037 02002 4.789999800 578,646,767.0000 6,929,295.03 12/31/2015 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 42,367.55 12/31/2015 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 28,261.00 12/31/2015 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 22,189.67 12/31/2015 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 18,046.32 12/31/2015 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 35.93 12/31/2015 12X4208 1208870 09/30/2038 02003 4.729999680 703,383,488.0000 8,317,509.75 12/31/2015 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 2,090,470.80 12/31/2015 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 94,339.85 12/31/2015 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 17,737.50 12/31/2015 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 10,677.97 12/31/2015 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 11.83 12/31/2015 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 82.77 12/31/2015 12X4208 1208870 09/30/2039 02004 4.629999960 523,447,000.0000 6,058,899.02 12/31/2015 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 3,063,566.82 12/31/2015 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 1,212,458.10 12/31/2015 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 163,288.52 12/31/2015 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 121,549.07 12/31/2015 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 11.57 12/31/2015 12X4208 1208870 09/30/2040 02005 4.579999920 602,765,167.0000 6,901,661.16 12/31/2015 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 1,878,464.10 12/31/2015 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 521,959.70 12/31/2015 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 212,386.05 12/31/2015 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 52,223.45 12/31/2015 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 20,152.00 12/31/2015 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 11.45 12/31/2015 12X4208 1208870 09/30/2040 02006 4.439999880 248,076,000.0000 2,753,643.60 12/31/2015 12X4208 1208870 09/30/2041 02006 4.439999880 427,552,454.0000 4,745,832.24 12/31/2015 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 978,376.20 12/31/2015 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 602,041.80 12/31/2015 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 56,055.00 12/31/2015 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 8,325.00 12/31/2015 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 15,972.90 12/31/2015 12X4208 1208870 09/30/2040 02007 4.149999720 189,626,611.0000 1,967,376.09 12/31/2015 12X4208 1208870 09/30/2041 02007 4.149999720 419,484,000.0000 4,352,146.50 12/31/2015 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 1,215,254.87 12/31/2015 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 834,492.37 12/31/2015 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 192,829.75 12/31/2015 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 177,007.87 12/31/2015 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 850.75 12/31/2015 ------------------------ ---------------------- 5,255,216,487.0000 60,204,606.51 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 51,985.00 12/31/2015 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 44,422.00 12/31/2015 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 28,069.25 12/31/2015 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 40,222.85 12/31/2015 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 28,946.75 12/31/2015 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 47,193.12 12/31/2015 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 21,447.50 12/31/2015 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 67,541.00 12/31/2015 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 198,745.30 12/31/2015 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 10,721.90 12/31/2015 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 268,721.78 12/31/2015 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 107,653.35 12/31/2015 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 106,113.00 12/31/2015 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 299,419.50 12/31/2015 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 243,984.25 12/31/2015 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 324,617.25 12/31/2015 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 334,581.25 12/31/2015 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 188,641.20 12/31/2015 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 228,079.75 12/31/2015 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 101,595.85 12/31/2015 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 231,793.80 12/31/2015 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 137,983.95 12/31/2015 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 948.67 12/31/2015 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 367,335.30 12/31/2015 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 11,451.50 12/31/2015 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 301,355.75 12/31/2015 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 15,443.25 12/31/2015 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 727,567.35 12/31/2015 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 1,690.35 12/31/2015 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 93,441.40 12/31/2015 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 622,143.10 12/31/2015 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 39,474.80 12/31/2015 12X4208 1208820 09/30/2050 02009 3.319999920 1,539,000.0000 12,773.70 12/31/2015 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 922,267.60 12/31/2015 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 24,160.40 12/31/2015 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 16,461.60 12/31/2015 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 11,628.00 12/31/2015 12X4208 1208820 09/30/2050 02010 3.039999840 623,000.0000 4,734.80 12/31/2015 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 368,145.00 12/31/2015 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 255,709.27 12/31/2015 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 218,129.70 12/31/2015 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 112,928.10 12/31/2015 12X4208 1208820 09/30/2050 02011 3.029999760 2,119,000.0000 16,051.42 12/31/2015 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 11,025.00 12/31/2015 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 382,205.25 12/31/2015 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 281,405.25 12/31/2015 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 169,320.38 12/31/2015 12X4208 1208820 09/30/2050 02012 3.150000000 4,162,000.0000 32,775.75 12/31/2015 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 73,661.25 12/31/2015 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 329,866.87 12/31/2015 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 348,578.75 12/31/2015 12X4208 1208820 09/30/2050 02013 3.249999720 11,144,000.0000 90,544.99 12/31/2015 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 164,523.30 12/31/2015 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 73,822.45 12/31/2015 12X4208 1208820 09/30/2050 02014 2.739999960 3,546,000.0000 24,290.10 12/31/2015 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 20,305.35 12/31/2015 12X4208 1208820 09/30/2050 02015 3.510000000 10,762,000.0000 94,436.55 12/31/2015 ------------------------ ---------------------- 1,022,878,000.0000 9,353,081.90 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 3,892.00 12/31/2015 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 24,568.25 12/31/2015 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 527.77 12/31/2015 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 1,855.72 12/31/2015 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 11,219.70 12/31/2015 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 9,789.30 12/31/2015 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 652.05 12/31/2015 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 9,392.63 12/31/2015 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 6,397.87 12/31/2015 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 7,018.00 12/31/2015 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 10,269.87 12/31/2015 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 7,458.95 12/31/2015 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 6,109.35 12/31/2015 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 2,525.25 12/31/2015 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 1,916.60 12/31/2015 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 2,289.65 12/31/2015 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 3,516.70 12/31/2015 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 10,602.00 12/31/2015 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 12,548.80 12/31/2015 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 5,085.15 12/31/2015 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 10.15 12/31/2015 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 964.25 12/31/2015 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 7,239.80 12/31/2015 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 5,999.60 12/31/2015 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 12,902.17 12/31/2015 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 5,593.95 12/31/2015 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 8,268.87 12/31/2015 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 21,663.00 12/31/2015 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 1,478.25 12/31/2015 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 3,969.00 12/31/2015 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 5,885.55 12/31/2015 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 12,029.40 12/31/2015 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 5,904.00 12/31/2015 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 3,790.50 12/31/2015 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 6,483.75 12/31/2015 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 10,683.75 12/31/2015 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 18,752.52 12/31/2015 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 41,154.30 12/31/2015 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 55,370.70 12/31/2015 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 227.70 12/31/2015 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 3,574.60 12/31/2015 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 26,875.42 12/31/2015 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 1,574.87 12/31/2015 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 476.12 12/31/2015 12X4208 1208825 09/30/2050 02010 2.929999680 74,000.0000 542.05 12/31/2015 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 1,025.15 12/31/2015 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 16,382.10 12/31/2015 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 17,194.10 12/31/2015 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 10,302.25 12/31/2015 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 16,473.45 12/31/2015 12X4208 1208825 09/30/2050 02011 4.059999720 335,000.0000 3,400.25 12/31/2015 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 1,189.57 12/31/2015 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 8,000.47 12/31/2015 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 5,434.72 12/31/2015 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 2,589.07 12/31/2015 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 3,374.35 12/31/2015 12X4208 1208825 09/30/2050 02014 3.109999680 60,000.0000 466.50 12/31/2015 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 1,632.75 12/31/2015 12X4208 1208825 09/30/2050 02015 3.109999680 317,000.0000 2,464.67 12/31/2015 ------------------------ ---------------------- 46,716,000.0000 488,979.28 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 426,268.00 12/31/2015 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 12,200.00 12/31/2015 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 14,774.20 12/31/2015 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 107,921.20 12/31/2015 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 445,239.00 12/31/2015 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 161,719.67 12/31/2015 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 104,333.65 12/31/2015 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 219,375.00 12/31/2015 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 1,623.38 12/31/2015 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 737.10 12/31/2015 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 20,144.80 12/31/2015 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 23,467.50 12/31/2015 ------------------------ ---------------------- 138,760,581.2200 1,537,803.50 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 160,650.00 12/31/2015 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 282,398.90 12/31/2015 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 113,986.25 12/31/2015 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 205,395.75 12/31/2015 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 121,184.00 12/31/2015 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 162,120.00 12/31/2015 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 10,235.35 12/31/2015 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 220,644.60 12/31/2015 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 169,099.62 12/31/2015 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 8.27 12/31/2015 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 60,583.60 12/31/2015 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 30,172.37 12/31/2015 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 350,414.02 12/31/2015 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 259,167.40 12/31/2015 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 158,000.00 12/31/2015 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 69,962.40 12/31/2015 ------------------------ ---------------------- 261,396,900.0000 2,374,022.53 ======================== ====================== 12,188,839,596.1300 138,413,478.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================