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 446,974.33 02/29/2016 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 12,047.75 02/29/2016 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 10,306.58 02/29/2016 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 7,694.83 02/29/2016 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 487,751.33 02/29/2016 12X4208 1208845 09/30/2044 01993 6.529999680 693,000.0000 18,855.37 02/29/2016 12X4208 1208845 09/30/2045 01993 6.529999680 208,000.0000 5,659.33 02/29/2016 12X4208 1208845 09/30/2047 01993 6.529999680 1,581,000.0000 43,016.37 02/29/2016 12X4208 1208845 09/30/2048 01993 6.529999680 13,218,000.0000 359,639.75 02/29/2016 ------------------------ ---------------------- 50,054,000.0000 1,391,945.64 840 SUB-COHORT 12X4208 1208840 09/30/2045 01992 6.949999800 4,450,000.0000 128,864.58 02/29/2016 12X4208 1208840 09/30/2046 01992 6.949999800 18,330,000.0000 530,806.25 02/29/2016 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 69,384.17 02/29/2016 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 63,071.25 02/29/2016 12X4208 1208840 09/30/2046 01993 7.009999920 14,957,000.0000 436,869.04 02/29/2016 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 294,244.75 02/29/2016 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 49,887.83 02/29/2016 ------------------------ ---------------------- 54,093,000.0000 1,573,127.87 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 698,908.0000 20,501.30 02/29/2016 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 30,418.67 02/29/2016 12X4208 1208850 09/30/2048 01994 7.039999800 8,000.0000 234.67 02/29/2016 12X4208 1208850 09/30/2046 01995 6.679999800 367,312.0000 10,223.52 02/29/2016 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 8,210.83 02/29/2016 12X4208 1208850 09/30/2031 01996 6.449999760 4,246,244.0000 114,117.81 02/29/2016 12X4208 1208850 09/30/2042 01996 6.449999760 36,000.0000 967.50 02/29/2016 12X4208 1208850 09/30/2043 01996 6.449999760 250,000.0000 6,718.75 02/29/2016 12X4208 1208850 09/30/2045 01996 6.449999760 524,000.0000 14,082.50 02/29/2016 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 119,351.87 02/29/2016 12X4208 1208850 09/30/2047 01996 6.449999760 240,000.0000 6,450.00 02/29/2016 12X4208 1208850 09/30/2047 01997 5.979999960 773,405.0000 19,270.67 02/29/2016 12X4208 1208850 09/30/2042 01998 5.999999760 2,260,000.0000 56,500.00 02/29/2016 12X4208 1208850 09/30/2043 01998 5.999999760 250,000.0000 6,250.00 02/29/2016 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 107,000.00 02/29/2016 12X4208 1208850 09/30/2047 01998 5.999999760 1,596,000.0000 39,900.00 02/29/2016 12X4208 1208850 09/30/2046 01999 5.919999840 752,745.9100 18,567.73 02/29/2016 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 9,916.00 02/29/2016 12X4208 1208850 09/30/2047 02000 5.729999760 213,000.0000 5,085.37 02/29/2016 12X4208 1208850 09/30/2048 02000 5.729999760 366,000.0000 8,738.25 02/29/2016 12X4208 1208850 09/30/2044 02001 4.999999680 1,850,000.0000 38,541.67 02/29/2016 12X4208 1208850 09/30/2046 02001 4.999999680 171,000.0000 3,562.50 02/29/2016 12X4208 1208850 09/30/2037 02002 4.789999800 839,453.0000 16,754.08 02/29/2016 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 93,824.12 02/29/2016 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 15,966.67 02/29/2016 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 16,583.12 02/29/2016 12X4208 1208850 09/30/2045 02003 4.709999880 109,000.0000 2,139.12 02/29/2016 12X4208 1208850 09/30/2047 02003 4.709999880 2,000.0000 39.25 02/29/2016 12X4208 1208850 09/30/2048 02003 4.709999880 17,000.0000 333.63 02/29/2016 12X4208 1208850 09/30/2043 02004 4.689999720 6,653,000.0000 130,010.71 02/29/2016 12X4208 1208850 09/30/2044 02004 4.689999720 2,674,000.0000 52,254.42 02/29/2016 12X4208 1208850 09/30/2045 02004 4.689999720 456,000.0000 8,911.00 02/29/2016 12X4208 1208850 09/30/2047 02004 4.689999720 1,000.0000 19.54 02/29/2016 12X4208 1208850 09/30/2044 02005 4.569999840 624,303.0000 11,887.77 02/29/2016 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 39,054.46 02/29/2016 12X4208 1208850 09/30/2049 02006 4.410000000 57,000.0000 1,047.38 02/29/2016 12X4208 1208850 09/30/2046 02007 3.449999880 10,039,000.0000 144,310.62 02/29/2016 12X4208 1208850 09/30/2047 02007 3.449999880 3,601,000.0000 51,764.37 02/29/2016 12X4208 1208850 09/30/2049 02007 3.449999880 52,000.0000 747.50 02/29/2016 12X4208 1208850 09/30/2046 02008 1.829999880 9,026,142.0000 68,824.33 02/29/2016 12X4208 1208850 09/30/2047 02008 1.829999880 18,880,000.0000 143,960.00 02/29/2016 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 105,179.25 02/29/2016 12X4208 1208850 09/30/2047 02009 4.619999880 5,531,000.0000 106,471.75 02/29/2016 12X4208 1208850 09/30/2048 02009 4.619999880 13,109,000.0000 252,348.25 02/29/2016 12X4208 1208850 09/30/2049 02009 4.619999880 2,186,000.0000 42,080.50 02/29/2016 12X4208 1208850 09/30/2046 02010 2.970000000 230,048.0000 2,846.84 02/29/2016 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 58,744.13 02/29/2016 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 185.63 02/29/2016 12X4208 1208850 09/30/2049 02010 2.970000000 85,434,300.0000 1,057,249.46 02/29/2016 12X4208 1208850 09/30/2047 02011 4.320000000 1,097,000.0000 19,746.00 02/29/2016 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 116,514.00 02/29/2016 12X4208 1208850 09/30/2049 02011 4.320000000 3,424,000.0000 61,632.00 02/29/2016 12X4208 1208850 09/30/2050 02011 4.320000000 430,000.0000 7,740.00 02/29/2016 ------------------------ ---------------------- 222,955,860.9100 3,273,779.51 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 110,841,475.0000 3,191,310.80 02/29/2016 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 394,445.83 02/29/2016 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 43,129.92 02/29/2016 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 23,033.33 02/29/2016 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 45,865.12 02/29/2016 12X4208 1208810 09/30/2030 01995 6.579999720 157,826,728.0000 4,327,082.79 02/29/2016 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 419,475.00 02/29/2016 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 5,702.67 02/29/2016 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 104,238.17 02/29/2016 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 25,497.50 02/29/2016 12X4208 1208810 09/30/2031 01996 6.319999800 225,472,192.0000 5,937,434.39 02/29/2016 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 237,000.00 02/29/2016 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 176,433.33 02/29/2016 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 48,716.67 02/29/2016 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 34,549.33 02/29/2016 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 70,599.67 02/29/2016 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 163,872.33 02/29/2016 12X4208 1208810 09/30/2032 01997 6.139999800 206,451,806.0000 5,281,725.37 02/29/2016 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 276,300.00 02/29/2016 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 112,566.67 02/29/2016 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 38,400.58 02/29/2016 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 11,333.42 02/29/2016 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 75,061.50 02/29/2016 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 208,811.17 02/29/2016 12X4208 1208810 09/30/2033 01998 5.919999840 226,297,000.0000 5,581,992.67 02/29/2016 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 182,533.33 02/29/2016 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 208,433.33 02/29/2016 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 32,708.00 02/29/2016 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 6,018.67 02/29/2016 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 49.33 02/29/2016 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 126,293.33 02/29/2016 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 186,233.33 02/29/2016 12X4208 1208810 09/30/2034 01999 5.889999960 142,439,006.0000 3,495,690.61 02/29/2016 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 58,900.00 02/29/2016 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 152,158.33 02/29/2016 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 61,305.08 02/29/2016 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 98.17 02/29/2016 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 45,696.58 02/29/2016 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 147,495.42 02/29/2016 12X4208 1208810 09/30/2035 02000 5.879999880 168,657,000.0000 4,132,096.50 02/29/2016 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 173,950.00 02/29/2016 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 143,325.00 02/29/2016 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 55,688.50 02/29/2016 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 45,594.50 02/29/2016 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 21,609.00 02/29/2016 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 39,077.50 02/29/2016 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 159,519.50 02/29/2016 12X4208 1208810 09/30/2036 02001 5.149999800 150,998,036.0000 3,240,166.19 02/29/2016 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 55,791.67 02/29/2016 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 148,062.50 02/29/2016 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 46,671.87 02/29/2016 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 15,471.46 02/29/2016 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 11,737.71 02/29/2016 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 24,333.75 02/29/2016 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 220,334.17 02/29/2016 12X4208 1208810 09/30/2037 02002 4.680000000 328,714,171.0000 6,409,926.33 02/29/2016 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 109,219.50 02/29/2016 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 36,231.00 02/29/2016 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 11,485.50 02/29/2016 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 8,482.50 02/29/2016 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 19,753.50 02/29/2016 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 114,406.50 02/29/2016 12X4208 1208810 09/30/2038 02003 4.719999960 39,130,507.0000 769,566.64 02/29/2016 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 162,073.00 02/29/2016 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 237,612.67 02/29/2016 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 1,239.00 02/29/2016 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 65,686.67 02/29/2016 12X4208 1208810 09/30/2039 02004 4.579999920 256,991,181.0000 4,904,248.37 02/29/2016 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 1,588,897.42 02/29/2016 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 1,473,195.17 02/29/2016 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 296,116.08 02/29/2016 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 48,948.75 02/29/2016 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 30,762.33 02/29/2016 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 168,028.75 02/29/2016 12X4208 1208810 09/30/2040 02005 4.500000000 10,206,149.0000 191,365.29 02/29/2016 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 402,600.00 02/29/2016 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 291,975.00 02/29/2016 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 164,437.50 02/29/2016 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 51,131.25 02/29/2016 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 7,012.50 02/29/2016 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 46,012.50 02/29/2016 12X4208 1208810 09/30/2041 02006 4.429999800 28,543,391.0000 526,863.43 02/29/2016 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 375,017.96 02/29/2016 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 239,626.08 02/29/2016 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 356,208.92 02/29/2016 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 24,660.33 02/29/2016 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 27,484.46 02/29/2016 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 7,346.42 02/29/2016 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 26,118.54 02/29/2016 12X4208 1208810 09/30/2042 02007 4.159999800 17,667,245.0000 306,232.25 02/29/2016 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 468,312.00 02/29/2016 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 143,034.67 02/29/2016 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 246,549.33 02/29/2016 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 96,806.67 02/29/2016 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 84,032.00 02/29/2016 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 28,530.68 02/29/2016 ------------------------ ---------------------- 2,661,779,887.0000 60,638,859.02 855 SUB-COHORT 12X4208 1208855 09/30/2042 01994 6.480000000 628,000.0000 16,956.00 02/29/2016 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 3,942.00 02/29/2016 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 5,481.00 02/29/2016 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 5,805.00 02/29/2016 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 22,869.00 02/29/2016 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 51,921.00 02/29/2016 12X4208 1208855 09/30/2030 01995 6.009999840 6,513,000.0000 163,096.37 02/29/2016 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 2,003.33 02/29/2016 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 29,248.67 02/29/2016 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 3,055.08 02/29/2016 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 901.50 02/29/2016 12X4208 1208855 09/30/2031 01996 6.049999800 5,412,128.0000 136,430.73 02/29/2016 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 69,650.62 02/29/2016 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 8,797.71 02/29/2016 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 4,865.21 02/29/2016 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 1,210.00 02/29/2016 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 7,386.04 02/29/2016 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 14,167.08 02/29/2016 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 1,310.83 02/29/2016 12X4208 1208855 09/30/2032 01997 5.670000000 11,659,000.0000 275,443.88 02/29/2016 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 26,885.25 02/29/2016 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,795.50 02/29/2016 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 2,149.88 02/29/2016 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 968.63 02/29/2016 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 472.50 02/29/2016 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 307.13 02/29/2016 12X4208 1208855 09/30/2033 01998 5.739999840 7,321,000.0000 175,093.92 02/29/2016 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 83,923.58 02/29/2016 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 1,889.42 02/29/2016 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 741.42 02/29/2016 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 239.17 02/29/2016 12X4208 1208855 09/30/2034 01999 5.419999800 10,434,000.0000 235,634.50 02/29/2016 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 47,289.50 02/29/2016 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 47,041.08 02/29/2016 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 5,736.17 02/29/2016 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 8,401.00 02/29/2016 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 813.00 02/29/2016 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 293.58 02/29/2016 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 112.92 02/29/2016 12X4208 1208855 09/30/2035 02000 4.969999800 7,552,000.0000 156,389.33 02/29/2016 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 227.79 02/29/2016 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 600.54 02/29/2016 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 155,457.46 02/29/2016 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 8,117.67 02/29/2016 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 3,748.21 02/29/2016 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 849.04 02/29/2016 12X4208 1208855 09/30/2036 02001 5.220000000 11,657,384.0000 253,548.10 02/29/2016 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 32,690.25 02/29/2016 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 36,975.00 02/29/2016 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 10,896.75 02/29/2016 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,588.25 02/29/2016 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 1,957.50 02/29/2016 12X4208 1208855 09/30/2042 02002 4.259999880 6,815,477.0000 120,974.72 02/29/2016 12X4208 1208855 09/30/2043 02002 4.259999880 5,664,000.0000 100,536.00 02/29/2016 12X4208 1208855 09/30/2044 02002 4.259999880 4,340,000.0000 77,035.00 02/29/2016 12X4208 1208855 09/30/2045 02002 4.259999880 213,000.0000 3,780.75 02/29/2016 12X4208 1208855 09/30/2046 02002 4.259999880 278,000.0000 4,934.50 02/29/2016 12X4208 1208855 09/30/2048 02002 4.259999880 2,000.0000 35.50 02/29/2016 12X4208 1208855 09/30/2038 02003 4.230000000 9,130,000.0000 160,916.25 02/29/2016 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 165,410.63 02/29/2016 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 79,594.50 02/29/2016 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 39,497.63 02/29/2016 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 3,084.38 02/29/2016 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 16,179.75 02/29/2016 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 846.00 02/29/2016 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 634.50 02/29/2016 12X4208 1208855 09/30/2039 02004 4.279999680 24,434,600.0000 435,750.37 02/29/2016 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 120,678.17 02/29/2016 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 13,410.67 02/29/2016 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 114,721.83 02/29/2016 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 48,221.33 02/29/2016 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 13,606.83 02/29/2016 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 1,123.50 02/29/2016 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 499.33 02/29/2016 12X4208 1208855 09/30/2040 02005 4.339999800 15,130,512.0000 273,610.09 02/29/2016 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 501,722.08 02/29/2016 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 164,377.50 02/29/2016 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 137,795.00 02/29/2016 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 68,951.75 02/29/2016 12X4208 1208855 09/30/2046 02005 4.339999800 10,498,000.0000 189,838.83 02/29/2016 12X4208 1208855 09/30/2047 02005 4.339999800 1,318,000.0000 23,833.83 02/29/2016 12X4208 1208855 09/30/2048 02005 4.339999800 413,000.0000 7,468.42 02/29/2016 12X4208 1208855 09/30/2042 02006 3.499999920 17,369,288.0000 253,302.12 02/29/2016 12X4208 1208855 09/30/2043 02006 3.499999920 12,881,000.0000 187,847.92 02/29/2016 12X4208 1208855 09/30/2044 02006 3.499999920 19,119,000.0000 278,818.75 02/29/2016 12X4208 1208855 09/30/2045 02006 3.499999920 19,340,000.0000 282,041.67 02/29/2016 12X4208 1208855 09/30/2046 02006 3.499999920 13,796,000.0000 201,191.67 02/29/2016 12X4208 1208855 09/30/2047 02006 3.499999920 2,003,000.0000 29,210.42 02/29/2016 12X4208 1208855 09/30/2048 02006 3.499999920 7,507,000.0000 109,477.08 02/29/2016 12X4208 1208855 09/30/2049 02006 3.499999920 548,000.0000 7,991.67 02/29/2016 12X4208 1208855 09/30/2043 02007 3.319999920 14,102,000.0000 195,077.67 02/29/2016 12X4208 1208855 09/30/2044 02007 3.319999920 13,252,000.0000 183,319.33 02/29/2016 12X4208 1208855 09/30/2045 02007 3.319999920 6,664,000.0000 92,185.33 02/29/2016 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 53,728.67 02/29/2016 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 81,340.00 02/29/2016 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 96.83 02/29/2016 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 3,389.17 02/29/2016 12X4208 1208855 09/30/2043 02008 4.599999720 2,363,570.0000 45,301.76 02/29/2016 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 282,861.67 02/29/2016 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 381,550.83 02/29/2016 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 477,920.83 02/29/2016 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 182,543.33 02/29/2016 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 96,983.33 02/29/2016 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 90,275.00 02/29/2016 12X4208 1208855 09/30/2043 02009 4.500000000 19,877,570.0000 372,704.44 02/29/2016 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 118,687.50 02/29/2016 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 192,393.75 02/29/2016 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 53,812.50 02/29/2016 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 181,987.50 02/29/2016 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 95,137.50 02/29/2016 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 352,781.25 02/29/2016 12X4208 1208855 09/30/2044 02010 2.719999800 8,154,476.0000 92,417.39 02/29/2016 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 186,705.33 02/29/2016 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 162,735.33 02/29/2016 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 89,125.33 02/29/2016 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 141,213.33 02/29/2016 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 101,252.00 02/29/2016 12X4208 1208855 09/30/2050 02010 2.719999800 225,000.0000 2,550.00 02/29/2016 12X4208 1208855 09/30/2046 02011 4.079999880 3,383,000.0000 57,511.00 02/29/2016 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 36,822.00 02/29/2016 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 46,189.00 02/29/2016 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 115,889.00 02/29/2016 12X4208 1208855 09/30/2050 02011 4.079999880 3,664,000.0000 62,288.00 02/29/2016 ------------------------ ---------------------- 631,455,005.0000 10,996,101.93 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 3,700,000.0000 104,370.83 02/29/2016 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 14,104.17 02/29/2016 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 705.21 02/29/2016 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 33,144.79 02/29/2016 12X4208 1208815 09/30/2030 01995 5.999999760 7,500,000.0000 187,500.00 02/29/2016 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 49,750.00 02/29/2016 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 8,750.00 02/29/2016 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 47,800.00 02/29/2016 12X4208 1208815 09/30/2032 01996 5.819999760 785,000.0000 19,036.25 02/29/2016 12X4208 1208815 09/30/2033 01996 5.819999760 1,000,000.0000 24,250.00 02/29/2016 12X4208 1208815 09/30/2034 01996 5.819999760 451,000.0000 10,936.75 02/29/2016 12X4208 1208815 09/30/2035 01996 5.819999760 24,000.0000 582.00 02/29/2016 12X4208 1208815 09/30/2036 01996 5.819999760 2,124,000.0000 51,507.00 02/29/2016 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 83,517.00 02/29/2016 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 3,298.00 02/29/2016 12X4208 1208815 09/30/2032 01997 5.559999840 15,186,378.0000 351,817.76 02/29/2016 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 35,282.83 02/29/2016 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 16,633.67 02/29/2016 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 114,171.46 02/29/2016 12X4208 1208815 09/30/2033 01998 5.529999960 21,784,000.0000 501,939.67 02/29/2016 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 78,779.46 02/29/2016 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 44,216.96 02/29/2016 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 41,359.79 02/29/2016 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 21,014.00 02/29/2016 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 1,313.37 02/29/2016 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 112,584.50 02/29/2016 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 52,557.17 02/29/2016 12X4208 1208815 09/30/2034 01999 5.319999720 41,925,000.0000 929,337.50 02/29/2016 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 7,536.67 02/29/2016 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 16,713.67 02/29/2016 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 9,864.17 02/29/2016 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 523,784.08 02/29/2016 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 101,455.25 02/29/2016 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 107,033.33 02/29/2016 12X4208 1208815 09/30/2035 02000 4.939999920 39,257,351.0000 808,047.14 02/29/2016 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 7,924.58 02/29/2016 12X4208 1208815 09/30/2038 02000 4.939999920 577,000.0000 11,876.58 02/29/2016 12X4208 1208815 09/30/2032 02001 3.819999960 23,543,000.0000 374,726.08 02/29/2016 12X4208 1208815 09/30/2033 02001 3.819999960 21,368,700.0000 340,118.47 02/29/2016 12X4208 1208815 09/30/2034 02001 3.819999960 16,929,000.0000 269,453.25 02/29/2016 12X4208 1208815 09/30/2035 02001 3.819999960 176,000.0000 2,801.33 02/29/2016 12X4208 1208815 09/30/2036 02001 3.819999960 4,032,000.0000 64,176.00 02/29/2016 12X4208 1208815 09/30/2037 02001 3.819999960 13,431,000.0000 213,776.75 02/29/2016 12X4208 1208815 09/30/2038 02001 3.819999960 419,000.0000 6,669.08 02/29/2016 12X4208 1208815 09/30/2039 02001 3.819999960 153,000.0000 2,435.25 02/29/2016 12X4208 1208815 09/30/2040 02001 3.819999960 193,000.0000 3,071.92 02/29/2016 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 531,900.00 02/29/2016 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 291,564.00 02/29/2016 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 286,056.00 02/29/2016 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 128,538.00 02/29/2016 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 18,360.00 02/29/2016 12X4208 1208815 09/30/2037 02002 4.320000000 9,470,000.0000 170,460.00 02/29/2016 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 14,076.00 02/29/2016 12X4208 1208815 09/30/2032 02003 4.179999960 21,833,000.0000 380,258.08 02/29/2016 12X4208 1208815 09/30/2033 02003 4.179999960 14,299,000.0000 249,040.92 02/29/2016 12X4208 1208815 09/30/2034 02003 4.179999960 8,895,000.0000 154,921.25 02/29/2016 12X4208 1208815 09/30/2035 02003 4.179999960 4,045,000.0000 70,450.42 02/29/2016 12X4208 1208815 09/30/2036 02003 4.179999960 216,000.0000 3,762.00 02/29/2016 12X4208 1208815 09/30/2038 02003 4.179999960 11,971,582.0000 208,505.05 02/29/2016 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 23,529.00 02/29/2016 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 9,124.50 02/29/2016 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 10,543.50 02/29/2016 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 4,488.00 02/29/2016 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,254.00 02/29/2016 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 396.00 02/29/2016 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 1,056.00 02/29/2016 12X4208 1208815 09/30/2039 02004 3.960000000 400,000.0000 6,600.00 02/29/2016 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 736,351.50 02/29/2016 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 342,241.50 02/29/2016 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 51,736.37 02/29/2016 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 2,906.75 02/29/2016 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 21,460.87 02/29/2016 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 755.00 02/29/2016 12X4208 1208815 09/30/2040 02005 4.529999880 30,040,000.0000 567,005.00 02/29/2016 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 1,073,881.50 02/29/2016 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 571,647.75 02/29/2016 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 375,567.00 02/29/2016 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 181,487.25 02/29/2016 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 232,737.00 02/29/2016 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 147,815.25 02/29/2016 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 48,386.25 02/29/2016 12X4208 1208815 09/30/2041 02006 4.140000000 34,976,090.0000 603,337.55 02/29/2016 12X4208 1208815 09/30/2033 02007 2.790000000 17,716,865.0000 205,958.56 02/29/2016 12X4208 1208815 09/30/2034 02007 2.790000000 36,973,000.0000 429,811.13 02/29/2016 12X4208 1208815 09/30/2035 02007 2.790000000 17,712,000.0000 205,902.00 02/29/2016 12X4208 1208815 09/30/2036 02007 2.790000000 32,136,000.0000 373,581.00 02/29/2016 12X4208 1208815 09/30/2037 02007 2.790000000 17,323,000.0000 201,379.88 02/29/2016 12X4208 1208815 09/30/2038 02007 2.790000000 16,097,000.0000 187,127.63 02/29/2016 12X4208 1208815 09/30/2033 02008 3.809999880 17,888,145.0000 283,974.30 02/29/2016 12X4208 1208815 09/30/2034 02008 3.809999880 88,301,000.0000 1,401,778.37 02/29/2016 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 880,173.50 02/29/2016 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 455,755.37 02/29/2016 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 277,098.12 02/29/2016 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 180,721.00 02/29/2016 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 57,594.50 02/29/2016 12X4208 1208815 09/30/2040 02008 3.809999880 1,401,000.0000 22,240.87 02/29/2016 12X4208 1208815 09/30/2034 02009 4.119999840 24,094,913.0000 413,629.34 02/29/2016 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 863,414.67 02/29/2016 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 553,264.50 02/29/2016 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 341,445.00 02/29/2016 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 425,990.83 02/29/2016 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 148,508.83 02/29/2016 12X4208 1208815 09/30/2035 02010 2.989999800 45,856,263.0000 571,292.61 02/29/2016 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 497,448.79 02/29/2016 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 460,073.79 02/29/2016 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 384,190.08 02/29/2016 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 131,472.79 02/29/2016 12X4208 1208815 09/30/2040 02010 2.989999800 7,458,000.0000 92,914.24 02/29/2016 12X4208 1208815 09/30/2036 02011 4.069999800 51,473,000.0000 872,896.29 02/29/2016 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 1,241,723.08 02/29/2016 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 842,049.08 02/29/2016 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 646,672.12 02/29/2016 12X4208 1208815 09/30/2040 02011 4.069999800 8,806,000.0000 149,335.08 02/29/2016 12X4208 1208815 09/30/2038 02012 3.069999720 7,700,000.0000 98,495.83 02/29/2016 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 152,962.75 02/29/2016 12X4208 1208815 09/30/2037 02013 2.939999760 5,185,000.0000 63,516.25 02/29/2016 12X4208 1208815 09/30/2038 02013 2.939999760 24,069,000.0000 294,845.25 02/29/2016 12X4208 1208815 09/30/2039 02013 2.939999760 87,631,000.0000 1,073,479.75 02/29/2016 12X4208 1208815 09/30/2040 02013 2.939999760 17,367,000.0000 212,745.73 02/29/2016 12X4208 1208815 09/30/2038 02014 2.089999800 27,000.0000 235.13 02/29/2016 12X4208 1208815 09/30/2039 02014 2.089999800 42,396,000.0000 369,198.50 02/29/2016 12X4208 1208815 09/30/2040 02014 2.089999800 29,227,000.0000 254,518.43 02/29/2016 12X4208 1208815 09/30/2039 02015 2.089999800 1,239,588.0000 10,794.75 02/29/2016 12X4208 1208815 09/30/2040 02015 2.089999800 15,484,000.0000 134,839.82 02/29/2016 12X4208 1208815 09/30/2040 02016 2.089999800 22,000.0000 191.58 02/29/2016 ------------------------ ---------------------- 1,865,189,875.0000 29,799,164.12 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 349,957,000.0000 7,451,167.79 02/29/2016 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 66,217.08 02/29/2016 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 7,239.17 02/29/2016 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 11,753.00 02/29/2016 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 106.46 02/29/2016 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 8,090.83 02/29/2016 12X4208 1208870 09/30/2037 02002 4.789999800 578,646,767.0000 11,548,825.06 02/29/2016 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 70,612.58 02/29/2016 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 47,101.67 02/29/2016 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 36,982.79 02/29/2016 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 30,077.21 02/29/2016 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 59.88 02/29/2016 12X4208 1208870 09/30/2038 02003 4.729999680 703,383,488.0000 13,862,516.24 02/29/2016 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 3,484,118.00 02/29/2016 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 157,233.08 02/29/2016 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 29,562.50 02/29/2016 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 17,796.62 02/29/2016 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 19.71 02/29/2016 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 137.96 02/29/2016 12X4208 1208870 09/30/2039 02004 4.629999960 523,447,000.0000 10,098,165.04 02/29/2016 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 5,105,944.71 02/29/2016 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 2,020,763.50 02/29/2016 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 272,147.54 02/29/2016 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 202,581.79 02/29/2016 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 19.29 02/29/2016 12X4208 1208870 09/30/2040 02005 4.579999920 602,765,167.0000 11,502,768.60 02/29/2016 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 3,130,773.50 02/29/2016 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 869,932.83 02/29/2016 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 353,976.75 02/29/2016 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 87,039.08 02/29/2016 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 33,586.67 02/29/2016 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 19.08 02/29/2016 12X4208 1208870 09/30/2040 02006 4.439999880 248,076,000.0000 4,589,406.00 02/29/2016 12X4208 1208870 09/30/2041 02006 4.439999880 427,552,454.0000 7,909,720.40 02/29/2016 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 1,630,627.00 02/29/2016 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 1,003,403.00 02/29/2016 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 93,425.00 02/29/2016 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 13,875.00 02/29/2016 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 26,621.50 02/29/2016 12X4208 1208870 09/30/2040 02007 4.149999720 189,626,611.0000 3,278,960.15 02/29/2016 12X4208 1208870 09/30/2041 02007 4.149999720 419,484,000.0000 7,253,577.50 02/29/2016 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 2,025,424.79 02/29/2016 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 1,390,820.62 02/29/2016 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 321,382.92 02/29/2016 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 295,013.12 02/29/2016 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 1,417.92 02/29/2016 ------------------------ ---------------------- 5,255,216,487.0000 100,341,010.93 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 86,641.67 02/29/2016 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 74,036.67 02/29/2016 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 46,782.08 02/29/2016 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 67,038.08 02/29/2016 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 48,244.58 02/29/2016 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 78,655.21 02/29/2016 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 35,745.83 02/29/2016 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 112,568.33 02/29/2016 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 331,242.17 02/29/2016 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 17,869.83 02/29/2016 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 447,869.63 02/29/2016 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 179,422.25 02/29/2016 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 176,855.00 02/29/2016 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 499,032.50 02/29/2016 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 406,640.42 02/29/2016 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 541,028.75 02/29/2016 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 557,635.42 02/29/2016 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 314,402.00 02/29/2016 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 380,132.92 02/29/2016 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 169,326.42 02/29/2016 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 386,323.00 02/29/2016 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 229,973.25 02/29/2016 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 1,581.12 02/29/2016 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 612,225.50 02/29/2016 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 19,085.83 02/29/2016 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 502,259.58 02/29/2016 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 25,738.75 02/29/2016 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 1,212,612.25 02/29/2016 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 2,817.25 02/29/2016 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 155,735.67 02/29/2016 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 1,036,905.17 02/29/2016 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 65,791.33 02/29/2016 12X4208 1208820 09/30/2050 02009 3.319999920 2,045,000.0000 28,289.17 02/29/2016 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 1,537,112.67 02/29/2016 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 40,267.33 02/29/2016 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 27,436.00 02/29/2016 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 19,380.00 02/29/2016 12X4208 1208820 09/30/2050 02010 3.039999840 1,523,000.0000 19,291.33 02/29/2016 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 613,575.00 02/29/2016 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 426,182.12 02/29/2016 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 363,549.50 02/29/2016 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 188,213.50 02/29/2016 12X4208 1208820 09/30/2050 02011 3.029999760 3,685,000.0000 46,523.12 02/29/2016 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 18,375.00 02/29/2016 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 637,008.75 02/29/2016 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 469,008.75 02/29/2016 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 282,200.63 02/29/2016 12X4208 1208820 09/30/2050 02012 3.150000000 9,688,000.0000 127,155.00 02/29/2016 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 122,768.75 02/29/2016 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 549,778.12 02/29/2016 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 580,964.58 02/29/2016 12X4208 1208820 09/30/2050 02013 3.249999720 16,733,000.0000 226,592.69 02/29/2016 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 274,205.50 02/29/2016 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 123,037.42 02/29/2016 12X4208 1208820 09/30/2050 02014 2.739999960 6,191,000.0000 70,680.58 02/29/2016 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 33,842.25 02/29/2016 12X4208 1208820 09/30/2050 02015 3.510000000 13,511,000.0000 197,598.38 02/29/2016 ------------------------ ---------------------- 1,042,359,000.0000 15,845,254.60 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 6,486.67 02/29/2016 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 40,947.08 02/29/2016 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 879.62 02/29/2016 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 3,092.87 02/29/2016 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 18,699.50 02/29/2016 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 16,315.50 02/29/2016 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 1,086.75 02/29/2016 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 15,654.38 02/29/2016 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 10,663.12 02/29/2016 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 11,696.67 02/29/2016 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 17,116.46 02/29/2016 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 12,431.58 02/29/2016 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 10,182.25 02/29/2016 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 4,208.75 02/29/2016 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 3,194.33 02/29/2016 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 3,816.08 02/29/2016 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 5,861.17 02/29/2016 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 17,670.00 02/29/2016 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 20,914.67 02/29/2016 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 8,475.25 02/29/2016 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 16.92 02/29/2016 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 1,607.08 02/29/2016 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 12,066.33 02/29/2016 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 9,999.33 02/29/2016 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 21,503.62 02/29/2016 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 9,323.25 02/29/2016 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 13,781.46 02/29/2016 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 36,105.00 02/29/2016 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 2,463.75 02/29/2016 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 6,615.00 02/29/2016 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 9,809.25 02/29/2016 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 20,049.00 02/29/2016 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 9,840.00 02/29/2016 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 6,317.50 02/29/2016 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 10,806.25 02/29/2016 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 17,806.25 02/29/2016 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 31,254.21 02/29/2016 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 68,590.50 02/29/2016 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 92,284.50 02/29/2016 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 379.50 02/29/2016 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 5,957.67 02/29/2016 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 44,792.37 02/29/2016 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 2,624.79 02/29/2016 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 793.54 02/29/2016 12X4208 1208825 09/30/2050 02010 2.929999680 74,000.0000 903.42 02/29/2016 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 1,708.58 02/29/2016 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 27,303.50 02/29/2016 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 28,656.83 02/29/2016 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 17,170.42 02/29/2016 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 27,455.75 02/29/2016 12X4208 1208825 09/30/2050 02011 4.059999720 485,000.0000 8,204.58 02/29/2016 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 1,982.62 02/29/2016 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 13,334.12 02/29/2016 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 9,057.87 02/29/2016 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 4,315.12 02/29/2016 12X4208 1208825 09/30/2050 02012 3.109999680 25,000.0000 323.96 02/29/2016 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 5,623.92 02/29/2016 12X4208 1208825 09/30/2050 02014 3.109999680 199,000.0000 2,578.71 02/29/2016 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 2,721.25 02/29/2016 12X4208 1208825 09/30/2050 02015 3.109999680 637,000.0000 8,254.46 02/29/2016 ------------------------ ---------------------- 47,350,000.0000 823,774.88 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 710,446.67 02/29/2016 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 20,333.33 02/29/2016 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 24,623.67 02/29/2016 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 179,868.67 02/29/2016 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 742,065.00 02/29/2016 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 269,532.79 02/29/2016 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 173,889.42 02/29/2016 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 365,625.00 02/29/2016 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 2,705.63 02/29/2016 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 1,228.50 02/29/2016 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 33,574.67 02/29/2016 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 39,112.50 02/29/2016 ------------------------ ---------------------- 138,760,581.2200 2,563,005.85 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 267,750.00 02/29/2016 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 470,664.83 02/29/2016 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 189,977.08 02/29/2016 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 342,326.25 02/29/2016 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 201,973.33 02/29/2016 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 270,200.00 02/29/2016 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 17,058.91 02/29/2016 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 367,741.00 02/29/2016 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 281,832.71 02/29/2016 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 13.79 02/29/2016 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 100,972.67 02/29/2016 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 50,287.29 02/29/2016 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 584,023.37 02/29/2016 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 431,945.67 02/29/2016 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 263,333.33 02/29/2016 12X4208 1208871 09/30/2050 02013 3.159999720 12,000,000.0000 157,999.99 02/29/2016 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 116,604.00 02/29/2016 ------------------------ ---------------------- 273,396,900.0000 4,114,704.22 ======================== ====================== 12,242,610,596.1300 231,360,728.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00