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 178,789.73 11/30/2015 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 4,819.10 11/30/2015 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 4,122.63 11/30/2015 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 3,077.93 11/30/2015 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 195,100.53 11/30/2015 12X4208 1208845 09/30/2044 01993 6.529999680 693,000.0000 7,542.15 11/30/2015 12X4208 1208845 09/30/2045 01993 6.529999680 208,000.0000 2,263.73 11/30/2015 12X4208 1208845 09/30/2047 01993 6.529999680 1,581,000.0000 17,206.55 11/30/2015 12X4208 1208845 09/30/2048 01993 6.529999680 13,218,000.0000 143,855.90 11/30/2015 ------------------------ ---------------------- 50,054,000.0000 556,778.25 840 SUB-COHORT 12X4208 1208840 09/30/2045 01992 6.949999800 4,450,000.0000 51,545.83 11/30/2015 12X4208 1208840 09/30/2046 01992 6.949999800 18,330,000.0000 212,322.50 11/30/2015 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 27,753.67 11/30/2015 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 25,228.50 11/30/2015 12X4208 1208840 09/30/2046 01993 7.009999920 14,957,000.0000 174,747.62 11/30/2015 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 117,697.90 11/30/2015 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 19,955.13 11/30/2015 ------------------------ ---------------------- 54,093,000.0000 629,251.15 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 698,908.0000 8,200.52 11/30/2015 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 12,167.47 11/30/2015 12X4208 1208850 09/30/2048 01994 7.039999800 8,000.0000 93.87 11/30/2015 12X4208 1208850 09/30/2046 01995 6.679999800 367,312.0000 4,089.41 11/30/2015 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 3,284.33 11/30/2015 12X4208 1208850 09/30/2031 01996 6.449999760 4,246,244.0000 45,647.12 11/30/2015 12X4208 1208850 09/30/2042 01996 6.449999760 36,000.0000 387.00 11/30/2015 12X4208 1208850 09/30/2043 01996 6.449999760 250,000.0000 2,687.50 11/30/2015 12X4208 1208850 09/30/2045 01996 6.449999760 524,000.0000 5,633.00 11/30/2015 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 47,740.75 11/30/2015 12X4208 1208850 09/30/2047 01996 6.449999760 240,000.0000 2,580.00 11/30/2015 12X4208 1208850 09/30/2047 01997 5.979999960 773,405.0000 7,708.27 11/30/2015 12X4208 1208850 09/30/2042 01998 5.999999760 2,260,000.0000 22,600.00 11/30/2015 12X4208 1208850 09/30/2043 01998 5.999999760 250,000.0000 2,500.00 11/30/2015 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 42,800.00 11/30/2015 12X4208 1208850 09/30/2047 01998 5.999999760 1,596,000.0000 15,960.00 11/30/2015 12X4208 1208850 09/30/2046 01999 5.919999840 752,745.9100 7,427.09 11/30/2015 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 3,966.40 11/30/2015 12X4208 1208850 09/30/2047 02000 5.729999760 213,000.0000 2,034.15 11/30/2015 12X4208 1208850 09/30/2048 02000 5.729999760 366,000.0000 3,495.30 11/30/2015 12X4208 1208850 09/30/2044 02001 4.999999680 1,850,000.0000 15,416.67 11/30/2015 12X4208 1208850 09/30/2046 02001 4.999999680 171,000.0000 1,425.00 11/30/2015 12X4208 1208850 09/30/2037 02002 4.789999800 839,453.0000 6,701.63 11/30/2015 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 37,529.65 11/30/2015 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 6,386.67 11/30/2015 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 6,633.25 11/30/2015 12X4208 1208850 09/30/2045 02003 4.709999880 109,000.0000 855.65 11/30/2015 12X4208 1208850 09/30/2047 02003 4.709999880 2,000.0000 15.70 11/30/2015 12X4208 1208850 09/30/2048 02003 4.709999880 17,000.0000 133.45 11/30/2015 12X4208 1208850 09/30/2043 02004 4.689999720 6,653,000.0000 52,004.28 11/30/2015 12X4208 1208850 09/30/2044 02004 4.689999720 2,674,000.0000 20,901.77 11/30/2015 12X4208 1208850 09/30/2045 02004 4.689999720 456,000.0000 3,564.40 11/30/2015 12X4208 1208850 09/30/2047 02004 4.689999720 1,000.0000 7.82 11/30/2015 12X4208 1208850 09/30/2044 02005 4.569999840 624,303.0000 4,755.11 11/30/2015 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 15,621.78 11/30/2015 12X4208 1208850 09/30/2049 02006 4.410000000 57,000.0000 418.95 11/30/2015 12X4208 1208850 09/30/2046 02007 3.449999880 10,039,000.0000 57,724.25 11/30/2015 12X4208 1208850 09/30/2047 02007 3.449999880 3,601,000.0000 20,705.75 11/30/2015 12X4208 1208850 09/30/2049 02007 3.449999880 52,000.0000 299.00 11/30/2015 12X4208 1208850 09/30/2046 02008 1.829999880 9,026,142.0000 27,529.73 11/30/2015 12X4208 1208850 09/30/2047 02008 1.829999880 18,880,000.0000 57,584.00 11/30/2015 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 42,071.70 11/30/2015 12X4208 1208850 09/30/2047 02009 4.619999880 5,531,000.0000 42,588.70 11/30/2015 12X4208 1208850 09/30/2048 02009 4.619999880 13,109,000.0000 100,939.30 11/30/2015 12X4208 1208850 09/30/2049 02009 4.619999880 2,186,000.0000 16,832.20 11/30/2015 12X4208 1208850 09/30/2046 02010 2.970000000 230,048.0000 1,138.74 11/30/2015 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 23,497.65 11/30/2015 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 74.25 11/30/2015 12X4208 1208850 09/30/2049 02010 2.970000000 85,434,300.0000 422,899.79 11/30/2015 12X4208 1208850 09/30/2047 02011 4.320000000 1,097,000.0000 7,898.40 11/30/2015 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 46,605.60 11/30/2015 12X4208 1208850 09/30/2049 02011 4.320000000 3,424,000.0000 24,652.80 11/30/2015 ------------------------ ---------------------- 222,525,860.9100 1,306,415.82 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 110,841,475.0000 1,276,524.32 11/30/2015 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 157,778.33 11/30/2015 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 17,251.97 11/30/2015 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 9,213.33 11/30/2015 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 18,346.05 11/30/2015 12X4208 1208810 09/30/2030 01995 6.579999720 157,826,728.0000 1,730,833.12 11/30/2015 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 167,790.00 11/30/2015 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 2,281.07 11/30/2015 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 41,695.27 11/30/2015 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 10,199.00 11/30/2015 12X4208 1208810 09/30/2031 01996 6.319999800 225,472,192.0000 2,374,973.76 11/30/2015 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 94,800.00 11/30/2015 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 70,573.33 11/30/2015 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 19,486.67 11/30/2015 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 13,819.73 11/30/2015 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 28,239.87 11/30/2015 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 65,548.93 11/30/2015 12X4208 1208810 09/30/2032 01997 6.139999800 206,451,806.0000 2,112,690.15 11/30/2015 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 110,520.00 11/30/2015 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 45,026.67 11/30/2015 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 15,360.23 11/30/2015 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 4,533.37 11/30/2015 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 30,024.60 11/30/2015 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 83,524.47 11/30/2015 12X4208 1208810 09/30/2033 01998 5.919999840 226,297,000.0000 2,232,797.07 11/30/2015 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 73,013.33 11/30/2015 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 83,373.33 11/30/2015 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 13,083.20 11/30/2015 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 2,407.47 11/30/2015 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 19.73 11/30/2015 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 50,517.33 11/30/2015 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 74,493.33 11/30/2015 12X4208 1208810 09/30/2034 01999 5.889999960 142,439,006.0000 1,398,276.24 11/30/2015 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 23,560.00 11/30/2015 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 60,863.33 11/30/2015 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 24,522.03 11/30/2015 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 39.27 11/30/2015 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 18,278.63 11/30/2015 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 58,998.17 11/30/2015 12X4208 1208810 09/30/2035 02000 5.879999880 168,657,000.0000 1,652,838.60 11/30/2015 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 69,580.00 11/30/2015 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 57,330.00 11/30/2015 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 22,275.40 11/30/2015 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 18,237.80 11/30/2015 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 8,643.60 11/30/2015 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 15,631.00 11/30/2015 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 63,807.80 11/30/2015 12X4208 1208810 09/30/2036 02001 5.149999800 150,998,036.0000 1,296,066.48 11/30/2015 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 22,316.67 11/30/2015 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 59,225.00 11/30/2015 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 18,668.75 11/30/2015 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 6,188.58 11/30/2015 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 4,695.08 11/30/2015 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 9,733.50 11/30/2015 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 88,133.67 11/30/2015 12X4208 1208810 09/30/2037 02002 4.680000000 328,714,171.0000 2,563,970.53 11/30/2015 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 43,687.80 11/30/2015 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 14,492.40 11/30/2015 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 4,594.20 11/30/2015 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 3,393.00 11/30/2015 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 7,901.40 11/30/2015 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 45,762.60 11/30/2015 12X4208 1208810 09/30/2038 02003 4.719999960 39,130,507.0000 307,826.66 11/30/2015 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 64,829.20 11/30/2015 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 95,045.07 11/30/2015 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 495.60 11/30/2015 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 26,274.67 11/30/2015 12X4208 1208810 09/30/2039 02004 4.579999920 256,991,181.0000 1,961,699.35 11/30/2015 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 635,558.97 11/30/2015 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 589,278.07 11/30/2015 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 118,446.43 11/30/2015 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 19,579.50 11/30/2015 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 12,304.93 11/30/2015 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 67,211.50 11/30/2015 12X4208 1208810 09/30/2040 02005 4.500000000 10,206,149.0000 76,546.12 11/30/2015 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 161,040.00 11/30/2015 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 116,790.00 11/30/2015 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 65,775.00 11/30/2015 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 20,452.50 11/30/2015 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 2,805.00 11/30/2015 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 18,405.00 11/30/2015 12X4208 1208810 09/30/2041 02006 4.429999800 28,543,391.0000 210,745.37 11/30/2015 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 150,007.18 11/30/2015 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 95,850.43 11/30/2015 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 142,483.57 11/30/2015 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 9,864.13 11/30/2015 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 10,993.78 11/30/2015 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 2,938.57 11/30/2015 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 10,447.42 11/30/2015 12X4208 1208810 09/30/2042 02007 4.159999800 17,667,245.0000 122,492.90 11/30/2015 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 187,324.80 11/30/2015 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 57,213.87 11/30/2015 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 98,619.73 11/30/2015 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 38,722.67 11/30/2015 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 33,612.80 11/30/2015 12X4208 1208810 09/30/2048 02007 4.159999800 1,646,000.0000 11,412.27 11/30/2015 ------------------------ ---------------------- 2,661,779,887.0000 24,255,543.62 855 SUB-COHORT 12X4208 1208855 09/30/2042 01994 6.480000000 628,000.0000 6,782.40 11/30/2015 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 1,576.80 11/30/2015 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 2,192.40 11/30/2015 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 2,322.00 11/30/2015 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 9,147.60 11/30/2015 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 20,768.40 11/30/2015 12X4208 1208855 09/30/2030 01995 6.009999840 6,513,000.0000 65,238.55 11/30/2015 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 801.33 11/30/2015 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 11,699.47 11/30/2015 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 1,222.03 11/30/2015 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 360.60 11/30/2015 12X4208 1208855 09/30/2031 01996 6.049999800 5,412,128.0000 54,572.29 11/30/2015 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 27,860.25 11/30/2015 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 3,519.08 11/30/2015 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 1,946.08 11/30/2015 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 484.00 11/30/2015 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 2,954.42 11/30/2015 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 5,666.83 11/30/2015 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 524.33 11/30/2015 12X4208 1208855 09/30/2032 01997 5.670000000 11,659,000.0000 110,177.55 11/30/2015 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 10,754.10 11/30/2015 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 718.20 11/30/2015 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 859.95 11/30/2015 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 387.45 11/30/2015 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 189.00 11/30/2015 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 122.85 11/30/2015 12X4208 1208855 09/30/2033 01998 5.739999840 7,321,000.0000 70,037.57 11/30/2015 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 33,569.43 11/30/2015 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 755.77 11/30/2015 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 296.57 11/30/2015 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 95.67 11/30/2015 12X4208 1208855 09/30/2034 01999 5.419999800 10,434,000.0000 94,253.80 11/30/2015 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 18,915.80 11/30/2015 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 18,816.43 11/30/2015 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 2,294.47 11/30/2015 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 3,360.40 11/30/2015 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 325.20 11/30/2015 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 117.43 11/30/2015 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 45.17 11/30/2015 12X4208 1208855 09/30/2035 02000 4.969999800 7,552,000.0000 62,555.73 11/30/2015 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 91.12 11/30/2015 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 240.22 11/30/2015 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 62,182.98 11/30/2015 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 3,247.07 11/30/2015 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 1,499.28 11/30/2015 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 339.62 11/30/2015 12X4208 1208855 09/30/2036 02001 5.220000000 11,657,384.0000 101,419.24 11/30/2015 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 13,076.10 11/30/2015 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 14,790.00 11/30/2015 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 4,358.70 11/30/2015 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,035.30 11/30/2015 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 783.00 11/30/2015 12X4208 1208855 09/30/2042 02002 4.259999880 6,815,477.0000 48,389.89 11/30/2015 12X4208 1208855 09/30/2043 02002 4.259999880 5,664,000.0000 40,214.40 11/30/2015 12X4208 1208855 09/30/2044 02002 4.259999880 4,340,000.0000 30,814.00 11/30/2015 12X4208 1208855 09/30/2045 02002 4.259999880 213,000.0000 1,512.30 11/30/2015 12X4208 1208855 09/30/2046 02002 4.259999880 278,000.0000 1,973.80 11/30/2015 12X4208 1208855 09/30/2048 02002 4.259999880 2,000.0000 14.20 11/30/2015 12X4208 1208855 09/30/2038 02003 4.230000000 9,130,000.0000 64,366.50 11/30/2015 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 66,164.25 11/30/2015 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 31,837.80 11/30/2015 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 15,799.05 11/30/2015 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 1,233.75 11/30/2015 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 6,471.90 11/30/2015 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 338.40 11/30/2015 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 253.80 11/30/2015 12X4208 1208855 09/30/2039 02004 4.279999680 24,434,600.0000 174,300.15 11/30/2015 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 48,271.27 11/30/2015 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 5,364.27 11/30/2015 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 45,888.73 11/30/2015 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 19,288.53 11/30/2015 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 5,442.73 11/30/2015 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 449.40 11/30/2015 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 199.73 11/30/2015 12X4208 1208855 09/30/2040 02005 4.339999800 15,130,512.0000 109,444.04 11/30/2015 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 200,688.83 11/30/2015 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 65,751.00 11/30/2015 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 55,118.00 11/30/2015 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 27,580.70 11/30/2015 12X4208 1208855 09/30/2046 02005 4.339999800 10,498,000.0000 75,935.53 11/30/2015 12X4208 1208855 09/30/2047 02005 4.339999800 1,318,000.0000 9,533.53 11/30/2015 12X4208 1208855 09/30/2048 02005 4.339999800 413,000.0000 2,987.37 11/30/2015 12X4208 1208855 09/30/2042 02006 3.499999920 17,369,288.0000 101,320.85 11/30/2015 12X4208 1208855 09/30/2043 02006 3.499999920 12,881,000.0000 75,139.17 11/30/2015 12X4208 1208855 09/30/2044 02006 3.499999920 19,119,000.0000 111,527.50 11/30/2015 12X4208 1208855 09/30/2045 02006 3.499999920 19,340,000.0000 112,816.67 11/30/2015 12X4208 1208855 09/30/2046 02006 3.499999920 13,796,000.0000 80,476.67 11/30/2015 12X4208 1208855 09/30/2047 02006 3.499999920 2,003,000.0000 11,684.17 11/30/2015 12X4208 1208855 09/30/2048 02006 3.499999920 7,507,000.0000 43,790.83 11/30/2015 12X4208 1208855 09/30/2049 02006 3.499999920 548,000.0000 3,196.67 11/30/2015 12X4208 1208855 09/30/2043 02007 3.319999920 14,102,000.0000 78,031.07 11/30/2015 12X4208 1208855 09/30/2044 02007 3.319999920 13,252,000.0000 73,327.73 11/30/2015 12X4208 1208855 09/30/2045 02007 3.319999920 6,664,000.0000 36,874.13 11/30/2015 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 21,491.47 11/30/2015 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 32,536.00 11/30/2015 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 38.73 11/30/2015 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 1,355.67 11/30/2015 12X4208 1208855 09/30/2043 02008 4.599999720 2,363,570.0000 18,120.70 11/30/2015 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 113,144.67 11/30/2015 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 152,620.33 11/30/2015 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 191,168.33 11/30/2015 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 73,017.33 11/30/2015 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 38,793.33 11/30/2015 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 36,110.00 11/30/2015 12X4208 1208855 09/30/2043 02009 4.500000000 19,877,570.0000 149,081.78 11/30/2015 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 47,475.00 11/30/2015 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 76,957.50 11/30/2015 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 21,525.00 11/30/2015 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 72,795.00 11/30/2015 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 38,055.00 11/30/2015 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 141,112.50 11/30/2015 12X4208 1208855 09/30/2044 02010 2.719999800 8,154,476.0000 36,966.96 11/30/2015 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 74,682.13 11/30/2015 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 65,094.13 11/30/2015 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 35,650.13 11/30/2015 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 56,485.33 11/30/2015 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 40,500.80 11/30/2015 12X4208 1208855 09/30/2046 02011 4.079999880 3,383,000.0000 23,004.40 11/30/2015 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 14,728.80 11/30/2015 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 18,475.60 11/30/2015 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 46,355.60 11/30/2015 12X4208 1208855 09/30/2050 02011 4.079999880 188,000.0000 1,278.40 11/30/2015 ------------------------ ---------------------- 627,754,005.0000 4,373,783.96 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 3,700,000.0000 41,748.33 11/30/2015 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 5,641.67 11/30/2015 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 282.08 11/30/2015 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 13,257.92 11/30/2015 12X4208 1208815 09/30/2030 01995 5.999999760 7,500,000.0000 75,000.00 11/30/2015 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 19,900.00 11/30/2015 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 3,500.00 11/30/2015 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 19,120.00 11/30/2015 12X4208 1208815 09/30/2032 01996 5.819999760 785,000.0000 7,614.50 11/30/2015 12X4208 1208815 09/30/2033 01996 5.819999760 1,000,000.0000 9,700.00 11/30/2015 12X4208 1208815 09/30/2034 01996 5.819999760 451,000.0000 4,374.70 11/30/2015 12X4208 1208815 09/30/2035 01996 5.819999760 24,000.0000 232.80 11/30/2015 12X4208 1208815 09/30/2036 01996 5.819999760 2,124,000.0000 20,602.80 11/30/2015 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 33,406.80 11/30/2015 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 1,319.20 11/30/2015 12X4208 1208815 09/30/2032 01997 5.559999840 15,186,378.0000 140,727.10 11/30/2015 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 14,113.13 11/30/2015 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 6,653.47 11/30/2015 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 45,668.58 11/30/2015 12X4208 1208815 09/30/2033 01998 5.529999960 21,784,000.0000 200,775.87 11/30/2015 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 31,511.78 11/30/2015 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 17,686.78 11/30/2015 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 16,543.92 11/30/2015 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 8,405.60 11/30/2015 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 525.35 11/30/2015 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 45,033.80 11/30/2015 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 21,022.87 11/30/2015 12X4208 1208815 09/30/2034 01999 5.319999720 41,925,000.0000 371,735.00 11/30/2015 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 3,014.67 11/30/2015 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 6,685.47 11/30/2015 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 3,945.67 11/30/2015 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 209,513.63 11/30/2015 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 40,582.10 11/30/2015 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 42,813.33 11/30/2015 12X4208 1208815 09/30/2035 02000 4.939999920 39,257,351.0000 323,218.86 11/30/2015 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 3,169.83 11/30/2015 12X4208 1208815 09/30/2038 02000 4.939999920 577,000.0000 4,750.63 11/30/2015 12X4208 1208815 09/30/2032 02001 3.819999960 23,543,000.0000 149,890.43 11/30/2015 12X4208 1208815 09/30/2033 02001 3.819999960 21,368,700.0000 136,047.39 11/30/2015 12X4208 1208815 09/30/2034 02001 3.819999960 16,929,000.0000 107,781.30 11/30/2015 12X4208 1208815 09/30/2035 02001 3.819999960 176,000.0000 1,120.53 11/30/2015 12X4208 1208815 09/30/2036 02001 3.819999960 4,032,000.0000 25,670.40 11/30/2015 12X4208 1208815 09/30/2037 02001 3.819999960 13,431,000.0000 85,510.70 11/30/2015 12X4208 1208815 09/30/2038 02001 3.819999960 419,000.0000 2,667.63 11/30/2015 12X4208 1208815 09/30/2039 02001 3.819999960 153,000.0000 974.10 11/30/2015 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 212,760.00 11/30/2015 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 116,625.60 11/30/2015 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 114,422.40 11/30/2015 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 51,415.20 11/30/2015 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 7,344.00 11/30/2015 12X4208 1208815 09/30/2037 02002 4.320000000 9,470,000.0000 68,184.00 11/30/2015 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 5,630.40 11/30/2015 12X4208 1208815 09/30/2032 02003 4.179999960 21,833,000.0000 152,103.23 11/30/2015 12X4208 1208815 09/30/2033 02003 4.179999960 14,299,000.0000 99,616.37 11/30/2015 12X4208 1208815 09/30/2034 02003 4.179999960 8,895,000.0000 61,968.50 11/30/2015 12X4208 1208815 09/30/2035 02003 4.179999960 4,045,000.0000 28,180.17 11/30/2015 12X4208 1208815 09/30/2036 02003 4.179999960 216,000.0000 1,504.80 11/30/2015 12X4208 1208815 09/30/2038 02003 4.179999960 11,971,582.0000 83,402.02 11/30/2015 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 9,411.60 11/30/2015 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 3,649.80 11/30/2015 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 4,217.40 11/30/2015 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 1,795.20 11/30/2015 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 501.60 11/30/2015 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 158.40 11/30/2015 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 422.40 11/30/2015 12X4208 1208815 09/30/2039 02004 3.960000000 400,000.0000 2,640.00 11/30/2015 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 294,540.60 11/30/2015 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 136,896.60 11/30/2015 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 20,694.55 11/30/2015 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 1,162.70 11/30/2015 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 8,584.35 11/30/2015 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 302.00 11/30/2015 12X4208 1208815 09/30/2040 02005 4.529999880 30,040,000.0000 226,802.00 11/30/2015 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 429,552.60 11/30/2015 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 228,659.10 11/30/2015 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 150,226.80 11/30/2015 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 72,594.90 11/30/2015 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 93,094.80 11/30/2015 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 59,126.10 11/30/2015 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 19,354.50 11/30/2015 12X4208 1208815 09/30/2041 02006 4.140000000 34,976,090.0000 241,335.02 11/30/2015 12X4208 1208815 09/30/2033 02007 2.790000000 17,716,865.0000 82,383.42 11/30/2015 12X4208 1208815 09/30/2034 02007 2.790000000 36,973,000.0000 171,924.45 11/30/2015 12X4208 1208815 09/30/2035 02007 2.790000000 17,712,000.0000 82,360.80 11/30/2015 12X4208 1208815 09/30/2036 02007 2.790000000 32,136,000.0000 149,432.40 11/30/2015 12X4208 1208815 09/30/2037 02007 2.790000000 17,323,000.0000 80,551.95 11/30/2015 12X4208 1208815 09/30/2038 02007 2.790000000 16,097,000.0000 74,851.05 11/30/2015 12X4208 1208815 09/30/2033 02008 3.809999880 17,888,145.0000 113,589.72 11/30/2015 12X4208 1208815 09/30/2034 02008 3.809999880 88,301,000.0000 560,711.35 11/30/2015 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 352,069.40 11/30/2015 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 182,302.15 11/30/2015 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 110,839.25 11/30/2015 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 72,288.40 11/30/2015 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 23,037.80 11/30/2015 12X4208 1208815 09/30/2034 02009 4.119999840 24,094,913.0000 165,451.74 11/30/2015 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 345,365.87 11/30/2015 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 221,305.80 11/30/2015 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 136,578.00 11/30/2015 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 170,396.33 11/30/2015 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 59,403.53 11/30/2015 12X4208 1208815 09/30/2035 02010 2.989999800 45,856,263.0000 228,517.04 11/30/2015 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 198,979.52 11/30/2015 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 184,029.52 11/30/2015 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 153,676.03 11/30/2015 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 52,589.12 11/30/2015 12X4208 1208815 09/30/2040 02010 2.989999800 6,476,000.0000 32,272.06 11/30/2015 12X4208 1208815 09/30/2036 02011 4.069999800 51,473,000.0000 349,158.52 11/30/2015 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 496,689.23 11/30/2015 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 336,819.63 11/30/2015 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 258,668.85 11/30/2015 12X4208 1208815 09/30/2040 02011 4.069999800 4,267,000.0000 28,944.48 11/30/2015 12X4208 1208815 09/30/2038 02012 3.069999720 7,700,000.0000 39,398.33 11/30/2015 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 61,185.10 11/30/2015 12X4208 1208815 09/30/2037 02013 2.939999760 5,185,000.0000 25,406.50 11/30/2015 12X4208 1208815 09/30/2038 02013 2.939999760 24,069,000.0000 117,938.10 11/30/2015 12X4208 1208815 09/30/2039 02013 2.939999760 87,631,000.0000 429,391.90 11/30/2015 12X4208 1208815 09/30/2040 02013 2.939999760 8,682,000.0000 42,541.80 11/30/2015 12X4208 1208815 09/30/2038 02014 2.089999800 27,000.0000 94.05 11/30/2015 12X4208 1208815 09/30/2039 02014 2.089999800 42,396,000.0000 147,679.40 11/30/2015 12X4208 1208815 09/30/2040 02014 2.089999800 15,167,000.0000 52,831.71 11/30/2015 12X4208 1208815 09/30/2039 02015 2.089999800 1,239,588.0000 4,317.90 11/30/2015 12X4208 1208815 09/30/2040 02015 2.089999800 11,599,000.0000 40,403.18 11/30/2015 12X4208 1208815 09/30/2040 02016 2.089999800 15,000.0000 52.25 11/30/2015 ------------------------ ---------------------- 1,831,437,875.0000 11,768,768.06 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 349,957,000.0000 2,980,467.12 11/30/2015 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 26,486.83 11/30/2015 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 2,895.67 11/30/2015 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 4,701.20 11/30/2015 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 42.58 11/30/2015 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 3,236.33 11/30/2015 12X4208 1208870 09/30/2037 02002 4.789999800 578,646,767.0000 4,619,530.02 11/30/2015 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 28,245.03 11/30/2015 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 18,840.67 11/30/2015 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 14,793.12 11/30/2015 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 12,030.88 11/30/2015 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 23.95 11/30/2015 12X4208 1208870 09/30/2038 02003 4.729999680 703,383,488.0000 5,545,006.50 11/30/2015 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 1,393,647.20 11/30/2015 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 62,893.23 11/30/2015 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 11,825.00 11/30/2015 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 7,118.65 11/30/2015 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 7.88 11/30/2015 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 55.18 11/30/2015 12X4208 1208870 09/30/2039 02004 4.629999960 523,447,000.0000 4,039,266.02 11/30/2015 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 2,042,377.88 11/30/2015 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 808,305.40 11/30/2015 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 108,859.02 11/30/2015 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 81,032.72 11/30/2015 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 7.72 11/30/2015 12X4208 1208870 09/30/2040 02005 4.579999920 602,765,167.0000 4,601,107.44 11/30/2015 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 1,252,309.40 11/30/2015 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 347,973.13 11/30/2015 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 141,590.70 11/30/2015 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 34,815.63 11/30/2015 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 13,434.67 11/30/2015 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 7.63 11/30/2015 12X4208 1208870 09/30/2040 02006 4.439999880 248,076,000.0000 1,835,762.40 11/30/2015 12X4208 1208870 09/30/2041 02006 4.439999880 427,552,454.0000 3,163,888.16 11/30/2015 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 652,250.80 11/30/2015 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 401,361.20 11/30/2015 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 37,370.00 11/30/2015 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 5,550.00 11/30/2015 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 10,648.60 11/30/2015 12X4208 1208870 09/30/2040 02007 4.149999720 189,626,611.0000 1,311,584.06 11/30/2015 12X4208 1208870 09/30/2041 02007 4.149999720 419,484,000.0000 2,901,431.00 11/30/2015 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 810,169.92 11/30/2015 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 556,328.25 11/30/2015 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 128,553.17 11/30/2015 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 118,005.25 11/30/2015 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 567.17 11/30/2015 ------------------------ ---------------------- 5,255,216,487.0000 40,136,404.38 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 34,656.67 11/30/2015 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 29,614.67 11/30/2015 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 18,712.83 11/30/2015 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 26,815.23 11/30/2015 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 19,297.83 11/30/2015 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 31,462.08 11/30/2015 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 14,298.33 11/30/2015 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 45,027.33 11/30/2015 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 132,496.87 11/30/2015 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 7,147.93 11/30/2015 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 179,147.85 11/30/2015 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 71,768.90 11/30/2015 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 70,742.00 11/30/2015 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 199,613.00 11/30/2015 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 162,656.17 11/30/2015 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 216,411.50 11/30/2015 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 223,054.17 11/30/2015 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 125,760.80 11/30/2015 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 152,053.17 11/30/2015 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 67,730.57 11/30/2015 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 154,529.20 11/30/2015 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 91,989.30 11/30/2015 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 632.45 11/30/2015 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 244,890.20 11/30/2015 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 7,634.33 11/30/2015 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 200,903.83 11/30/2015 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 10,295.50 11/30/2015 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 485,044.90 11/30/2015 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 1,126.90 11/30/2015 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 62,294.27 11/30/2015 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 414,762.07 11/30/2015 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 26,316.53 11/30/2015 12X4208 1208820 09/30/2050 02009 3.319999920 1,104,000.0000 6,108.80 11/30/2015 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 614,845.07 11/30/2015 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 16,106.93 11/30/2015 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 10,974.40 11/30/2015 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 7,752.00 11/30/2015 12X4208 1208820 09/30/2050 02010 3.039999840 312,000.0000 1,580.80 11/30/2015 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 245,430.00 11/30/2015 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 170,472.85 11/30/2015 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 145,419.80 11/30/2015 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 75,285.40 11/30/2015 12X4208 1208820 09/30/2050 02011 3.029999760 1,721,000.0000 8,691.05 11/30/2015 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 7,350.00 11/30/2015 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 254,803.50 11/30/2015 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 187,603.50 11/30/2015 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 112,880.25 11/30/2015 12X4208 1208820 09/30/2050 02012 3.150000000 2,591,000.0000 13,602.75 11/30/2015 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 49,107.50 11/30/2015 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 219,911.25 11/30/2015 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 232,385.83 11/30/2015 12X4208 1208820 09/30/2050 02013 3.249999720 4,425,000.0000 23,968.75 11/30/2015 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 109,682.20 11/30/2015 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 49,214.97 11/30/2015 12X4208 1208820 09/30/2050 02014 2.739999960 2,437,000.0000 11,128.97 11/30/2015 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 13,536.90 11/30/2015 12X4208 1208820 09/30/2050 02015 3.510000000 976,000.0000 5,709.60 11/30/2015 ------------------------ ---------------------- 1,002,549,000.0000 6,122,440.45 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 2,594.67 11/30/2015 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 16,378.83 11/30/2015 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 351.85 11/30/2015 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 1,237.15 11/30/2015 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 7,479.80 11/30/2015 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 6,526.20 11/30/2015 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 434.70 11/30/2015 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 6,261.75 11/30/2015 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 4,265.25 11/30/2015 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 4,678.67 11/30/2015 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 6,846.58 11/30/2015 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 4,972.63 11/30/2015 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 4,072.90 11/30/2015 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 1,683.50 11/30/2015 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 1,277.73 11/30/2015 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 1,526.43 11/30/2015 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 2,344.47 11/30/2015 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 7,068.00 11/30/2015 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 8,365.87 11/30/2015 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 3,390.10 11/30/2015 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 6.77 11/30/2015 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 642.83 11/30/2015 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 4,826.53 11/30/2015 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 3,999.73 11/30/2015 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 8,601.45 11/30/2015 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 3,729.30 11/30/2015 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 5,512.58 11/30/2015 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 14,442.00 11/30/2015 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 985.50 11/30/2015 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 2,646.00 11/30/2015 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 3,923.70 11/30/2015 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 8,019.60 11/30/2015 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 3,936.00 11/30/2015 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 2,527.00 11/30/2015 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 4,322.50 11/30/2015 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 7,122.50 11/30/2015 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 12,501.68 11/30/2015 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 27,436.20 11/30/2015 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 36,913.80 11/30/2015 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 151.80 11/30/2015 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 2,383.07 11/30/2015 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 17,916.95 11/30/2015 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 1,049.92 11/30/2015 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 317.42 11/30/2015 12X4208 1208825 09/30/2050 02010 2.929999680 74,000.0000 361.37 11/30/2015 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 683.43 11/30/2015 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 10,921.40 11/30/2015 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 11,462.73 11/30/2015 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 6,868.17 11/30/2015 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 10,982.30 11/30/2015 12X4208 1208825 09/30/2050 02011 4.059999720 287,000.0000 1,942.03 11/30/2015 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 793.05 11/30/2015 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 5,333.65 11/30/2015 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 3,623.15 11/30/2015 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 1,726.05 11/30/2015 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 2,249.57 11/30/2015 12X4208 1208825 09/30/2050 02014 3.109999680 37,000.0000 191.78 11/30/2015 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 1,088.50 11/30/2015 12X4208 1208825 09/30/2050 02015 3.109999680 276,000.0000 1,430.60 11/30/2015 ------------------------ ---------------------- 46,604,000.0000 325,329.69 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 284,178.67 11/30/2015 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 8,133.33 11/30/2015 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 9,849.47 11/30/2015 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 71,947.47 11/30/2015 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 296,826.00 11/30/2015 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 107,813.11 11/30/2015 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 69,555.77 11/30/2015 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 146,250.00 11/30/2015 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 1,082.25 11/30/2015 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 491.40 11/30/2015 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 13,429.87 11/30/2015 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 15,645.00 11/30/2015 ------------------------ ---------------------- 138,760,581.2200 1,025,202.34 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 107,100.00 11/30/2015 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 188,265.93 11/30/2015 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 75,990.83 11/30/2015 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 136,930.50 11/30/2015 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 80,789.33 11/30/2015 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 108,080.00 11/30/2015 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 6,823.56 11/30/2015 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 147,096.40 11/30/2015 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 112,733.08 11/30/2015 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 5.52 11/30/2015 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 40,389.07 11/30/2015 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 20,114.92 11/30/2015 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 233,609.35 11/30/2015 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 172,778.27 11/30/2015 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 105,333.33 11/30/2015 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 46,641.60 11/30/2015 ------------------------ ---------------------- 261,396,900.0000 1,582,681.69 ======================== ====================== 12,152,171,596.1300 92,082,599.41 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00