Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.740000000000 12,755,000.0000 0.00 09/30/2016 12X4208 1208845 09/30/2045 01992 6.740000000000 429,000.0000 0.00 09/30/2016 12X4208 1208845 09/30/2046 01992 6.740000000000 367,000.0000 0.00 09/30/2016 12X4208 1208845 09/30/2047 01992 6.740000000000 274,000.0000 0.00 09/30/2016 12X4208 1208845 09/30/2048 01992 6.740000000000 17,368,000.0000 0.00 09/30/2016 12X4208 1208845 09/30/2048 01993 6.530000000000 11,499,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 42,692,000.0000 0.00 840 SUB-COHORT 12X4208 1208840 09/30/2046 01992 6.950000000000 14,897,200.0000 0.00 09/30/2016 12X4208 1208840 09/30/2047 01992 6.950000000000 2,396,000.0000 0.00 09/30/2016 12X4208 1208840 09/30/2048 01992 6.950000000000 2,178,000.0000 0.00 09/30/2016 12X4208 1208840 09/30/2046 01993 7.010000000000 8,856,200.0000 0.00 09/30/2016 12X4208 1208840 09/30/2047 01993 7.010000000000 10,074,000.0000 0.00 09/30/2016 12X4208 1208840 09/30/2048 01993 7.010000000000 1,708,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 40,109,400.0000 0.00 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040000000000 239,308.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 01994 7.040000000000 1,037,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2046 01995 6.680000000000 290,712.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 01995 6.680000000000 295,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2031 01996 6.450000000000 2,739,500.0000 0.00 09/30/2016 12X4208 1208850 09/30/2046 01996 6.450000000000 4,441,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 01997 5.980000000000 730,505.0000 0.00 09/30/2016 12X4208 1208850 09/30/2042 01998 6.000000000000 2,141,900.0000 0.00 09/30/2016 12X4208 1208850 09/30/2046 01998 6.000000000000 4,280,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2046 01999 5.920000000000 708,245.9100 0.00 09/30/2016 12X4208 1208850 09/30/2047 01999 5.920000000000 402,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2044 02001 5.000000000000 704,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2037 02002 4.790000000000 488,753.0000 0.00 09/30/2016 12X4208 1208850 09/30/2042 02002 4.790000000000 4,701,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2043 02002 4.790000000000 800,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2044 02004 4.690000000000 1,538,100.0000 0.00 09/30/2016 12X4208 1208850 09/30/2044 02005 4.570000000000 521,303.0000 0.00 09/30/2016 12X4208 1208850 09/30/2045 02005 4.570000000000 2,051,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2049 02006 4.410000000000 3,500.0000 0.00 09/30/2016 12X4208 1208850 09/30/2050 02006 4.410000000000 3,750.0000 0.00 09/30/2016 12X4208 1208850 09/30/2046 02007 3.450000000000 8,895,400.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 02008 1.830000000000 9,210,100.0000 0.00 09/30/2016 12X4208 1208850 09/30/2048 02008 1.830000000000 13,794,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 02009 1.000000000000 4,876,800.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 02010 2.970000000000 4,747,000.0000 0.00 09/30/2016 12X4208 1208850 09/30/2049 02010 2.970000000000 84,480,300.0000 0.00 09/30/2016 12X4208 1208850 09/30/2047 02011 4.320000000000 635,300.0000 0.00 09/30/2016 12X4208 1208850 09/30/2050 02011 4.320000000000 2,462,200.0000 0.00 09/30/2016 ------------------------ ---------------------- 157,217,676.9100 0.00 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.910000000000 79,187,475.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01994 6.910000000000 13,700,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01994 6.910000000000 1,498,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01994 6.910000000000 800,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01994 6.910000000000 1,593,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2030 01995 6.580000000000 117,055,728.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01995 6.580000000000 15,300,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01995 6.580000000000 208,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01995 6.580000000000 3,802,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01995 6.580000000000 930,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2031 01996 6.320000000000 143,140,192.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01996 6.320000000000 9,000,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 01996 6.320000000000 6,700,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 01996 6.320000000000 1,850,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01996 6.320000000000 1,312,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01996 6.320000000000 2,681,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01996 6.320000000000 6,223,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2032 01997 6.140000000000 93,067,806.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01997 6.140000000000 10,800,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 01997 6.140000000000 4,400,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 01997 6.140000000000 1,501,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01997 6.140000000000 443,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01997 6.140000000000 2,934,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01997 6.140000000000 8,162,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2033 01998 5.920000000000 180,057,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01998 5.920000000000 7,400,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 01998 5.920000000000 8,450,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 01998 5.920000000000 1,326,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 01998 5.920000000000 244,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01998 5.920000000000 2,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01998 5.920000000000 5,120,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01998 5.920000000000 7,550,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2034 01999 5.890000000000 65,882,006.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 01999 5.890000000000 2,400,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 01999 5.890000000000 6,200,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 01999 5.890000000000 2,498,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 01999 5.890000000000 4,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 01999 5.890000000000 1,862,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 01999 5.890000000000 6,010,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2035 02000 5.880000000000 74,361,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02000 5.880000000000 7,100,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02000 5.880000000000 5,850,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02000 5.880000000000 2,273,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02000 5.880000000000 1,861,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 02000 5.880000000000 882,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02000 5.880000000000 1,595,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02000 5.880000000000 6,511,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2036 02001 5.150000000000 121,830,036.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02001 5.150000000000 2,600,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02001 5.150000000000 6,900,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02001 5.150000000000 2,175,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02001 5.150000000000 721,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 02001 5.150000000000 547,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02001 5.150000000000 1,134,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02001 5.150000000000 10,268,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2037 02002 4.680000000000 251,798,171.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02002 4.680000000000 5,601,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02002 4.680000000000 1,858,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02002 4.680000000000 589,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 02002 4.680000000000 435,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02002 4.680000000000 1,013,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02002 4.680000000000 5,867,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2038 02003 4.720000000000 28,248,507.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02003 4.720000000000 8,241,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02003 4.720000000000 12,082,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02003 4.720000000000 63,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02003 4.720000000000 3,340,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2039 02004 4.580000000000 140,937,181.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02004 4.580000000000 83,261,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02004 4.580000000000 77,198,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02004 4.580000000000 15,517,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02004 4.580000000000 2,565,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02004 4.580000000000 1,612,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02004 4.580000000000 8,805,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2040 02005 4.500000000000 5,714,489.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02005 4.500000000000 21,472,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02005 4.500000000000 15,572,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02005 4.500000000000 8,770,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02005 4.500000000000 2,727,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02005 4.500000000000 374,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02005 4.500000000000 2,454,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2041 02006 4.430000000000 7,320,391.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02006 4.430000000000 20,317,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02006 4.430000000000 12,982,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02006 4.430000000000 19,298,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02006 4.430000000000 1,336,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 02006 4.430000000000 1,489,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02006 4.430000000000 398,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02006 4.430000000000 1,415,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2042 02007 4.160000000000 5,987,245.0000 0.00 09/30/2016 12X4208 1208810 09/30/2043 02007 4.160000000000 27,018,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2044 02007 4.160000000000 8,252,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2045 02007 4.160000000000 14,224,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2046 02007 4.160000000000 5,585,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2047 02007 4.160000000000 4,848,000.0000 0.00 09/30/2016 12X4208 1208810 09/30/2048 02007 4.160000000000 1,646,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 1,906,131,227.0000 0.00 855 SUB-COHORT 12X4208 1208855 09/30/2047 01994 6.480000000000 276,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 01994 6.480000000000 1,923,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2030 01995 6.010000000000 4,071,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 01995 6.010000000000 80,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 01995 6.010000000000 1,168,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 01995 6.010000000000 122,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 01995 6.010000000000 36,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2031 01996 6.050000000000 2,085,128.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 01996 6.050000000000 2,763,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 01996 6.050000000000 349,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 01996 6.050000000000 193,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 01996 6.050000000000 48,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 01996 6.050000000000 293,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 01996 6.050000000000 562,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 01996 6.050000000000 52,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2032 01997 5.670000000000 8,406,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 01997 5.670000000000 1,138,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 01997 5.670000000000 76,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 01997 5.670000000000 91,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 01997 5.670000000000 41,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 01997 5.670000000000 20,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 01997 5.670000000000 13,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2033 01998 5.740000000000 3,331,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 01998 5.740000000000 3,509,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 01998 5.740000000000 79,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 01998 5.740000000000 31,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 01998 5.740000000000 10,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2034 01999 5.420000000000 6,454,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 01999 5.420000000000 2,094,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 01999 5.420000000000 2,083,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 01999 5.420000000000 254,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 01999 5.420000000000 372,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 01999 5.420000000000 36,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 01999 5.420000000000 13,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 01999 5.420000000000 5,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2035 02000 4.970000000000 3,028,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02000 4.970000000000 11,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02000 4.970000000000 29,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02000 4.970000000000 7,507,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02000 4.970000000000 392,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02000 4.970000000000 181,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02000 4.970000000000 41,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2036 02001 5.220000000000 8,985,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02001 5.220000000000 1,503,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02001 5.220000000000 1,700,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02001 5.220000000000 501,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02001 5.220000000000 119,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02001 5.220000000000 90,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02002 4.260000000000 3,689,477.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02002 4.260000000000 5,664,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02002 4.260000000000 4,340,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02002 4.260000000000 213,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02002 4.260000000000 278,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02002 4.260000000000 2,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2038 02003 4.230000000000 4,522,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02003 4.230000000000 9,385,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02003 4.230000000000 4,516,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02003 4.230000000000 2,241,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02003 4.230000000000 175,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02003 4.230000000000 918,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02003 4.230000000000 48,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02003 4.230000000000 36,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2039 02004 4.280000000000 20,571,600.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02004 4.280000000000 6,767,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02004 4.280000000000 752,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02004 4.280000000000 6,433,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02004 4.280000000000 2,704,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02004 4.280000000000 763,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02004 4.280000000000 63,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02004 4.280000000000 28,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2040 02005 4.340000000000 8,074,512.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02005 4.340000000000 27,745,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02005 4.340000000000 9,090,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02005 4.340000000000 7,620,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02005 4.340000000000 3,813,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02005 4.340000000000 10,498,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02005 4.340000000000 1,318,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02005 4.340000000000 413,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2042 02006 3.500000000000 12,108,288.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02006 3.500000000000 12,881,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02006 3.500000000000 19,119,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02006 3.500000000000 19,340,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02006 3.500000000000 13,796,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02006 3.500000000000 2,003,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02006 3.500000000000 7,507,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02006 3.500000000000 548,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02007 3.320000000000 8,108,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02007 3.320000000000 13,252,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02007 3.320000000000 6,664,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02007 3.320000000000 3,884,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02007 3.320000000000 5,880,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02007 3.320000000000 7,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02007 3.320000000000 245,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2050 02007 3.320000000000 1,126,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02008 4.600000000000 2,213,570.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02008 4.600000000000 14,758,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02008 4.600000000000 19,907,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02008 4.600000000000 24,935,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02008 4.600000000000 9,524,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02008 4.600000000000 5,060,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02008 4.600000000000 4,710,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2043 02009 4.500000000000 14,753,570.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02009 4.500000000000 6,330,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02009 4.500000000000 10,261,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02009 4.500000000000 2,870,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02009 4.500000000000 9,706,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02009 4.500000000000 5,074,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02009 4.500000000000 18,815,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2044 02010 2.720000000000 7,912,476.0000 0.00 09/30/2016 12X4208 1208855 09/30/2045 02010 2.720000000000 16,474,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02010 2.720000000000 14,359,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02010 2.720000000000 7,864,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02010 2.720000000000 12,460,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02010 2.720000000000 8,934,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2050 02010 2.720000000000 2,504,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2046 02011 4.080000000000 3,348,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2047 02011 4.080000000000 2,166,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2048 02011 4.080000000000 2,717,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2049 02011 4.080000000000 6,817,000.0000 0.00 09/30/2016 12X4208 1208855 09/30/2050 02011 4.080000000000 11,279,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 581,064,621.0000 0.00 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770000000000 2,453,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 01994 6.770000000000 500,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 01994 6.770000000000 25,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 01994 6.770000000000 1,175,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2030 01995 6.000000000000 4,384,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 01995 6.000000000000 1,990,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 01995 6.000000000000 350,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 01995 6.000000000000 1,912,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 01996 5.820000000000 1,295,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 01996 5.820000000000 3,444,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 01996 5.820000000000 136,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 01997 5.560000000000 11,177,378.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 01997 5.560000000000 1,523,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 01997 5.560000000000 718,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 01998 5.530000000000 4,955,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 01998 5.530000000000 10,881,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 01998 5.530000000000 3,419,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 01998 5.530000000000 1,919,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 01998 5.530000000000 1,795,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 01998 5.530000000000 912,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 01998 5.530000000000 57,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 01999 5.320000000000 5,079,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 01999 5.320000000000 2,371,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 01999 5.320000000000 32,337,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 01999 5.320000000000 340,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 01999 5.320000000000 754,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 01999 5.320000000000 445,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02000 4.940000000000 25,447,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02000 4.940000000000 4,929,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02000 4.940000000000 5,200,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02000 4.940000000000 30,742,351.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02000 4.940000000000 385,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02000 4.940000000000 577,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02001 3.820000000000 12,935,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02001 3.820000000000 21,368,700.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02001 3.820000000000 16,929,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02001 3.820000000000 176,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02001 3.820000000000 3,632,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02001 3.820000000000 13,431,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02001 3.820000000000 419,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02001 3.820000000000 153,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02001 3.820000000000 193,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02002 4.320000000000 26,156,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02002 4.320000000000 16,198,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02002 4.320000000000 15,892,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02002 4.320000000000 7,141,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02002 4.320000000000 1,020,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02002 4.320000000000 870,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02002 4.320000000000 782,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02003 4.180000000000 21,833,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02003 4.180000000000 14,299,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02003 4.180000000000 8,895,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02003 4.180000000000 4,045,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02003 4.180000000000 216,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02003 4.180000000000 1,507,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02004 3.960000000000 207,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02004 3.960000000000 553,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02004 3.960000000000 639,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02004 3.960000000000 272,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02004 3.960000000000 76,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02004 3.960000000000 24,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02004 3.960000000000 64,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02005 4.530000000000 39,012,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02005 4.530000000000 18,132,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02005 4.530000000000 2,741,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02005 4.530000000000 154,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02005 4.530000000000 1,137,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02005 4.530000000000 40,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02005 4.530000000000 20,406,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2032 02006 4.140000000000 62,254,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02006 4.140000000000 33,139,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02006 4.140000000000 21,772,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02006 4.140000000000 10,521,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02006 4.140000000000 13,492,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02006 4.140000000000 8,569,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02006 4.140000000000 2,805,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2041 02006 4.140000000000 17,210,090.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02007 2.790000000000 5,206,865.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02007 2.790000000000 36,973,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02007 2.790000000000 17,712,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02007 2.790000000000 32,136,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02007 2.790000000000 17,323,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02007 2.790000000000 16,097,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02007 2.790000000000 15,755,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2033 02008 3.060000000000 5,150,145.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02008 3.060000000000 88,301,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02008 3.060000000000 55,444,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02008 3.060000000000 28,709,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02008 3.060000000000 17,455,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02008 3.060000000000 11,384,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02008 3.060000000000 3,628,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02008 3.060000000000 1,401,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2034 02009 2.660000000000 13,824,913.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02009 2.660000000000 50,296,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02009 2.660000000000 32,229,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02009 2.660000000000 19,890,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02009 2.660000000000 24,815,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02009 2.660000000000 9,829,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2035 02010 2.990000000000 40,554,263.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02010 2.990000000000 39,929,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02010 2.990000000000 36,929,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02010 2.990000000000 30,838,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02010 2.990000000000 10,553,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02010 2.990000000000 9,981,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2036 02011 4.070000000000 50,968,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2037 02011 4.070000000000 73,222,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02011 4.070000000000 49,654,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02011 4.070000000000 38,133,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02011 4.070000000000 24,104,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2038 02012 3.070000000000 1,498,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02012 3.070000000000 11,958,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02012 3.070000000000 2,068,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02013 2.940000000000 72,959,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02013 2.940000000000 79,599,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02014 2.090000000000 42,022,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02014 2.090000000000 87,305,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2039 02015 3.040000000000 1,116,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02015 3.040000000000 53,395,000.0000 0.00 09/30/2016 12X4208 1208815 09/30/2040 02016 3.040000000000 351,800.0000 0.00 09/30/2016 ------------------------ ---------------------- 1,865,632,505.0000 0.00 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.110000000000 209,965,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02001 5.110000000000 3,110,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02001 5.110000000000 340,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02001 5.110000000000 552,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02001 5.110000000000 5,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02001 5.110000000000 380,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2037 02002 4.790000000000 403,749,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02002 4.790000000000 3,538,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2042 02002 4.790000000000 2,360,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02002 4.790000000000 1,853,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02002 4.790000000000 1,507,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02002 4.790000000000 3,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2038 02003 4.730000000000 386,989,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02003 4.730000000000 176,784,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2041 02003 4.730000000000 7,978,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02003 4.730000000000 1,500,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02003 4.730000000000 903,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02003 4.730000000000 1,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02003 4.730000000000 7,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2039 02004 4.630000000000 154,756,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02004 4.630000000000 264,671,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2041 02004 4.630000000000 104,748,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2042 02004 4.630000000000 14,107,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02004 4.630000000000 10,501,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02004 4.630000000000 1,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02005 4.580000000000 400,367,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2041 02005 4.580000000000 164,058,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2042 02005 4.580000000000 45,586,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02005 4.580000000000 18,549,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02005 4.580000000000 4,561,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02005 4.580000000000 1,760,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02005 4.580000000000 1,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2040 02006 4.440000000000 219,732,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2041 02006 4.440000000000 172,487,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2042 02006 4.440000000000 88,142,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02006 4.440000000000 54,238,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02006 4.440000000000 5,050,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02006 4.440000000000 750,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02006 4.440000000000 1,439,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2041 02007 4.150000000000 342,082,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2042 02007 4.150000000000 117,133,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2043 02007 4.150000000000 80,433,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2044 02007 4.150000000000 18,586,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2045 02007 4.150000000000 17,061,000.0000 0.00 09/30/2016 12X4208 1208870 09/30/2046 02007 4.150000000000 82,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 3,502,405,000.0000 0.00 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.400000000000 2,810,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01993 6.650000000000 2,672,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 01993 6.650000000000 12,951,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01994 5.900000000000 1,903,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01995 5.990000000000 2,686,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 01995 5.990000000000 12,631,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01996 5.950000000000 1,946,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01997 5.750000000000 3,283,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 01997 5.750000000000 1,492,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 01997 5.750000000000 20,237,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01998 5.800000000000 4,658,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 01999 5.780000000000 13,754,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 01999 5.780000000000 742,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02000 5.490000000000 19,579,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02000 5.490000000000 38,054,800.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02001 4.890000000000 8,806,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02001 4.890000000000 8,680,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02001 4.890000000000 7,374,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02002 4.610000000000 25,980,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02002 4.610000000000 21,170,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02003 4.700000000000 27,627,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02003 4.700000000000 28,475,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02003 4.700000000000 58,842,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02004 4.610000000000 16,368,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02004 4.610000000000 19,790,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02004 4.610000000000 70,061,600.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02005 4.580000000000 8,873,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02005 4.580000000000 20,244,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02005 4.580000000000 12,051,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02005 4.580000000000 15,907,900.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02006 4.170000000000 91,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02006 4.170000000000 35,236,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02006 4.170000000000 22,340,154.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02007 3.700000000000 1,238,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02007 3.700000000000 32,579,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02008 3.540000000000 1,745,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02008 3.540000000000 82,211,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02008 3.540000000000 191,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02008 3.540000000000 56,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02009 3.320000000000 11,258,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02009 3.320000000000 74,957,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02009 3.320000000000 4,756,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02009 3.320000000000 106,421,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2046 02010 2.810000000000 121,351,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02010 2.810000000000 3,179,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02010 2.810000000000 2,166,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02010 2.810000000000 1,530,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02010 2.810000000000 2,119,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2046 02011 2.580000000000 48,600,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02011 2.580000000000 33,757,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02011 2.580000000000 28,796,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02011 2.580000000000 14,908,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02011 2.580000000000 10,294,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2046 02012 2.780000000000 1,400,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02012 2.780000000000 48,534,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02012 2.780000000000 35,734,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02012 2.780000000000 21,501,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02012 2.780000000000 13,499,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2047 02013 2.930000000000 9,066,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02013 2.930000000000 40,599,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02013 2.930000000000 42,902,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02013 2.930000000000 27,463,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2048 02014 2.510000000000 24,018,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02014 2.510000000000 10,777,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02014 2.510000000000 14,056,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2049 02015 3.180000000000 2,314,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02015 3.180000000000 49,365,000.0000 0.00 09/30/2016 12X4208 1208820 09/30/2050 02016 3.240000000000 4,833,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 1,475,488,454.0000 0.00 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950000000000 224,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01992 6.950000000000 1,414,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01993 6.810000000000 31,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01993 6.810000000000 109,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 01993 6.810000000000 252,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01994 5.960000000000 753,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01994 5.960000000000 657,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2046 01995 6.210000000000 42,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01995 6.210000000000 605,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 01996 6.050000000000 125,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01997 4.820000000000 619,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01997 4.820000000000 507,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01998 5.180000000000 195,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01998 5.180000000000 148,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 01999 5.060000000000 181,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 01999 5.060000000000 278,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02000 4.960000000000 855,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02000 4.960000000000 1,012,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02001 4.060000000000 501,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02001 4.060000000000 1,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02001 4.060000000000 95,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02001 4.060000000000 446,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02002 3.990000000000 683,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02002 3.990000000000 566,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02002 3.990000000000 1,373,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02003 4.010000000000 1,287,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02003 4.010000000000 558,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02004 4.150000000000 797,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02004 4.150000000000 2,088,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02005 4.050000000000 146,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02005 4.050000000000 392,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02006 3.690000000000 638,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02006 3.690000000000 1,304,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02006 3.690000000000 640,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02007 2.600000000000 380,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02007 2.600000000000 650,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02007 2.600000000000 2,835,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02008 4.070000000000 1,050,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02008 4.070000000000 1,843,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02009 3.960000000000 4,157,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02009 3.960000000000 5,593,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02009 3.960000000000 23,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02009 3.960000000000 34,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2046 02010 2.930000000000 488,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02010 2.930000000000 3,669,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02010 2.930000000000 215,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02010 2.930000000000 65,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02010 2.930000000000 108,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2045 02011 4.060000000000 101,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2046 02011 4.060000000000 1,614,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02011 4.060000000000 1,694,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02011 4.060000000000 1,015,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02011 4.060000000000 1,623,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02011 4.060000000000 1,621,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2046 02012 3.110000000000 153,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2047 02012 3.110000000000 1,029,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2048 02012 3.110000000000 699,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02012 3.110000000000 333,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02012 3.110000000000 37,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02014 2.030000000000 434,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02014 2.030000000000 950,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2049 02015 2.030000000000 210,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02015 2.030000000000 1,849,000.0000 0.00 09/30/2016 12X4208 1208825 09/30/2050 02016 2.030000000000 257,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 54,251,000.0000 0.00 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880000000000 34,940,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2045 02007 4.880000000000 1,000,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2047 02007 4.880000000000 1,211,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2049 02007 4.880000000000 8,846,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2050 02007 4.880000000000 36,495,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2044 02009 3.510000000000 11,889,874.7300 0.00 09/30/2016 12X4208 1208881 09/30/2045 02009 3.510000000000 25,000,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2047 02009 3.510000000000 185,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2049 02009 3.510000000000 84,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2051 02009 3.510000000000 12,566,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2049 02014 2.980000000000 2,704,000.0000 0.00 09/30/2016 12X4208 1208881 09/30/2050 02014 2.980000000000 3,150,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 138,070,874.7300 0.00 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880000000000 13,255,706.4900 0.00 09/30/2016 ------------------------ ---------------------- 13,255,706.4900 0.00 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.760000000000 13,500,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02005 4.760000000000 23,731,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2047 02006 4.900000000000 9,305,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02006 4.900000000000 16,767,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2047 02008 4.480000000000 10,820,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02008 4.480000000000 14,475,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2045 02010 3.310000000000 1,236,900.0000 0.00 09/30/2016 12X4208 1208871 09/30/2046 02010 3.310000000000 26,664,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2047 02010 3.310000000000 20,435,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02010 3.310000000000 1,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2046 02011 2.810000000000 8,624,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2047 02011 2.810000000000 4,295,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02011 2.810000000000 49,881,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02012 3.160000000000 32,806,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2050 02012 3.160000000000 15,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02013 2.840000000000 20,000,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2050 02013 2.840000000000 23,839,000.0000 0.00 09/30/2016 12X4208 1208871 09/30/2048 02014 2.440000000000 8,856,000.0000 0.00 09/30/2016 ------------------------ ---------------------- 285,250,900.0000 0.00 ======================== ====================== 10,061,569,365.1300 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00