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 0.00 09/30/2015 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2044 01993 6.529999680 693,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2045 01993 6.529999680 208,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2047 01993 6.529999680 1,581,000.0000 0.00 09/30/2015 12X4208 1208845 09/30/2048 01993 6.529999680 13,218,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 50,054,000.0000 0.00 840 SUB-COHORT 12X4208 1208840 09/30/2045 01992 6.949999800 4,450,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2046 01992 6.949999800 18,330,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2046 01993 7.009999920 14,957,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 0.00 09/30/2015 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 54,093,000.0000 0.00 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 698,908.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 01994 7.039999800 8,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 01995 6.679999800 367,312.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2031 01996 6.449999760 4,246,244.0000 0.00 09/30/2015 12X4208 1208850 09/30/2042 01996 6.449999760 36,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2043 01996 6.449999760 250,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2045 01996 6.449999760 524,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 01996 6.449999760 240,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 01997 5.979999960 773,405.0000 0.00 09/30/2015 12X4208 1208850 09/30/2042 01998 5.999999760 2,260,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2043 01998 5.999999760 250,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 01998 5.999999760 1,596,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 01999 5.919999840 752,745.9100 0.00 09/30/2015 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02000 5.729999760 213,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02000 5.729999760 366,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2044 02001 4.999999680 1,850,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 02001 4.999999680 171,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2037 02002 4.789999800 839,453.0000 0.00 09/30/2015 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2045 02003 4.709999880 109,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02003 4.709999880 2,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02003 4.709999880 17,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2043 02004 4.689999720 6,653,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2044 02004 4.689999720 2,674,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2045 02004 4.689999720 456,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02004 4.689999720 1,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2044 02005 4.569999840 624,303.0000 0.00 09/30/2015 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2049 02006 4.410000000 57,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 02007 3.449999880 10,039,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02007 3.449999880 3,601,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2049 02007 3.449999880 52,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 02008 1.829999880 9,026,142.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02008 1.829999880 18,880,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02009 4.619999880 5,531,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02009 4.619999880 13,109,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2049 02009 4.619999880 2,186,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2046 02010 2.970000000 230,048.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2049 02010 2.970000000 85,434,300.0000 0.00 09/30/2015 12X4208 1208850 09/30/2047 02011 4.320000000 1,097,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 0.00 09/30/2015 12X4208 1208850 09/30/2049 02011 4.320000000 3,424,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 222,525,860.9100 0.00 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 110,841,475.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2030 01995 6.579999720 157,826,728.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2031 01996 6.319999800 225,472,192.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2032 01997 6.139999800 206,451,806.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2033 01998 5.919999840 226,297,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2034 01999 5.889999960 142,439,006.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2035 02000 5.879999880 168,657,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2036 02001 5.149999800 150,998,036.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2037 02002 4.680000000 328,714,171.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2038 02003 4.719999960 39,130,507.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2039 02004 4.579999920 256,991,181.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2040 02005 4.500000000 10,206,149.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2041 02006 4.429999800 28,543,391.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2042 02007 4.159999800 17,667,245.0000 0.00 09/30/2015 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 0.00 09/30/2015 12X4208 1208810 09/30/2048 02007 4.159999800 1,646,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 2,661,779,887.0000 0.00 855 SUB-COHORT 12X4208 1208855 09/30/2042 01994 6.480000000 628,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2030 01995 6.009999840 6,513,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2031 01996 6.049999800 5,412,128.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2032 01997 5.670000000 11,659,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2033 01998 5.739999840 7,321,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2034 01999 5.419999800 10,434,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2035 02000 4.969999800 7,552,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2036 02001 5.220000000 11,657,384.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 02002 4.259999880 6,815,477.0000 0.00 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09/30/2039 02004 4.279999680 24,434,600.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2040 02005 4.339999800 15,130,512.0000 0.00 09/30/2015 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02005 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3.319999920 6,664,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02008 4.599999720 2,363,570.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2043 02009 4.500000000 19,877,570.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2044 02010 2.719999800 8,154,476.0000 0.00 09/30/2015 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2046 02011 4.079999880 3,383,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 0.00 09/30/2015 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 627,566,005.0000 0.00 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 3,700,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2030 01995 5.999999760 7,500,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01996 5.819999760 785,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 01996 5.819999760 1,000,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 01996 5.819999760 451,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 01996 5.819999760 24,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 01996 5.819999760 2,124,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01997 5.559999840 15,186,378.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 01998 5.529999960 21,784,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 01999 5.319999720 41,925,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 02000 4.939999920 39,257,351.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 0.00 09/30/2015 12X4208 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3.960000000 76,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02004 3.960000000 400,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2040 02005 4.529999880 30,040,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 02006 4.140000000 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88,301,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2034 02009 4.119999840 24,094,913.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2035 02010 2.989999800 45,856,263.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2036 02011 4.069999800 51,473,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02012 3.069999720 7,700,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2037 02013 2.939999760 5,185,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02013 2.939999760 24,069,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02013 2.939999760 87,631,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2038 02014 2.089999800 27,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02014 2.089999800 42,396,000.0000 0.00 09/30/2015 12X4208 1208815 09/30/2039 02015 2.089999800 1,239,588.0000 0.00 09/30/2015 ------------------------ ---------------------- 1,785,231,875.0000 0.00 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 349,957,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2037 02002 4.789999800 578,646,767.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2038 02003 4.729999680 703,383,488.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2039 02004 4.629999960 523,447,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02005 4.579999920 602,765,167.0000 0.00 09/30/2015 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02006 4.439999880 248,076,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2041 02006 4.439999880 427,552,454.0000 0.00 09/30/2015 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2040 02007 4.149999720 189,626,611.0000 0.00 09/30/2015 12X4208 1208870 09/30/2041 02007 4.149999720 419,484,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 0.00 09/30/2015 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 5,255,216,487.0000 0.00 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 0.00 09/30/2015 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 988,983,000.0000 0.00 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 0.00 09/30/2015 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 45,930,000.0000 0.00 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 0.00 09/30/2015 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 0.00 09/30/2015 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 0.00 09/30/2015 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 0.00 09/30/2015 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 138,760,581.2200 0.00 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 0.00 09/30/2015 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 0.00 09/30/2015 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 0.00 09/30/2015 ------------------------ ---------------------- 261,396,900.0000 0.00 ======================== ====================== 12,091,537,596.1300 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00