Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2027 01992 7.489999800 8,281,792.0000 206,768.74 01/31/2016 12X4215 1215201 09/30/2032 01992 7.489999800 13,300,000.0000 332,056.67 01/31/2016 12X4215 1215201 09/30/2034 01992 7.489999800 13,500,000.0000 337,050.00 01/31/2016 12X4215 1215201 09/30/2038 01992 7.489999800 8,613,000.0000 215,037.90 01/31/2016 12X4215 1215201 09/30/2039 01992 7.489999800 4,677,000.0000 116,769.10 01/31/2016 12X4215 1215201 09/30/2040 01992 7.489999800 27,400,000.0000 684,086.67 01/31/2016 12X4215 1215201 09/30/2042 01992 7.489999800 36,500,000.0000 911,283.33 01/31/2016 12X4215 1215201 09/30/2043 01992 7.489999800 60,152,000.0000 1,501,794.93 01/31/2016 12X4215 1215201 09/30/2045 01992 7.489999800 4,756,000.0000 118,741.47 01/31/2016 12X4215 1215201 09/30/2046 01992 7.489999800 1,666,000.0000 41,594.47 01/31/2016 12X4215 1215201 09/30/2047 01992 7.489999800 1,588,000.0000 39,647.07 01/31/2016 12X4215 1215201 09/30/2027 01993 6.669999720 71,742,074.0000 1,595,065.45 01/31/2016 12X4215 1215201 09/30/2038 01993 6.669999720 9,728,900.0000 216,305.88 01/31/2016 12X4215 1215201 09/30/2040 01993 6.669999720 30,000,000.0000 667,000.00 01/31/2016 12X4215 1215201 09/30/2042 01993 6.669999720 25,200,000.0000 560,280.00 01/31/2016 12X4215 1215201 09/30/2043 01993 6.669999720 60,842,000.0000 1,352,720.47 01/31/2016 12X4215 1215201 09/30/2045 01993 6.669999720 5,052,000.0000 112,322.80 01/31/2016 12X4215 1215201 09/30/2046 01993 6.669999720 1,764,000.0000 39,219.60 01/31/2016 12X4215 1215201 09/30/2047 01993 6.669999720 1,652,000.0000 36,729.47 01/31/2016 12X4215 1215201 09/30/2028 01994 6.869999880 211,765,301.0000 4,849,425.39 01/31/2016 12X4215 1215201 09/30/2037 01994 6.869999880 11,000,000.0000 251,900.00 01/31/2016 12X4215 1215201 09/30/2038 01994 6.869999880 10,900,000.0000 249,610.00 01/31/2016 12X4215 1215201 09/30/2040 01994 6.869999880 45,000,000.0000 1,030,500.00 01/31/2016 12X4215 1215201 09/30/2042 01994 6.869999880 10,450,000.0000 239,305.00 01/31/2016 12X4215 1215201 09/30/2043 01994 6.869999880 2,125,000.0000 48,662.50 01/31/2016 12X4215 1215201 09/30/2045 01994 6.869999880 2,369,000.0000 54,250.10 01/31/2016 12X4215 1215201 09/30/2046 01994 6.869999880 2,136,000.0000 48,914.40 01/31/2016 12X4215 1215201 09/30/2047 01994 6.869999880 2,152,000.0000 49,280.80 01/31/2016 12X4215 1215201 09/30/2028 01995 7.329999960 120,114,697.0000 2,934,802.43 01/31/2016 12X4215 1215201 09/30/2038 01995 7.329999960 4,311,000.0000 105,332.10 01/31/2016 12X4215 1215201 09/30/2039 01995 7.329999960 5,000.0000 122.17 01/31/2016 12X4215 1215201 09/30/2040 01995 7.329999960 27,000,000.0000 659,700.00 01/31/2016 12X4215 1215201 09/30/2042 01995 7.329999960 4,650,000.0000 113,615.00 01/31/2016 12X4215 1215201 09/30/2043 01995 7.329999960 20,390,000.0000 498,195.67 01/31/2016 12X4215 1215201 09/30/2045 01995 7.329999960 1,344,000.0000 32,838.40 01/31/2016 12X4215 1215201 09/30/2046 01995 7.329999960 1,458,000.0000 35,623.80 01/31/2016 12X4215 1215201 09/30/2047 01995 7.329999960 1,467,000.0000 35,843.70 01/31/2016 12X4215 1215201 09/30/2029 01996 6.799999680 58,514,587.0000 1,326,330.64 01/31/2016 12X4215 1215201 09/30/2030 01996 6.799999680 100,000,000.0000 2,266,666.67 01/31/2016 12X4215 1215201 09/30/2037 01996 6.799999680 4,100,000.0000 92,933.33 01/31/2016 12X4215 1215201 09/30/2038 01996 6.799999680 14,424,700.0000 326,959.87 01/31/2016 12X4215 1215201 09/30/2040 01996 6.799999680 28,400,000.0000 643,733.33 01/31/2016 12X4215 1215201 09/30/2042 01996 6.799999680 2,000,000.0000 45,333.33 01/31/2016 12X4215 1215201 09/30/2043 01996 6.799999680 1,594,000.0000 36,130.67 01/31/2016 12X4215 1215201 09/30/2045 01996 6.799999680 1,554,000.0000 35,224.00 01/31/2016 12X4215 1215201 09/30/2046 01996 6.799999680 3,361,000.0000 76,182.67 01/31/2016 12X4215 1215201 09/30/2047 01996 6.799999680 1,626,000.0000 36,856.00 01/31/2016 12X4215 1215201 09/30/2031 01997 6.669999720 99,268,410.0000 2,207,067.65 01/31/2016 12X4215 1215201 09/30/2032 01997 6.669999720 5,500,000.0000 122,283.33 01/31/2016 12X4215 1215201 09/30/2037 01997 6.669999720 4,200,000.0000 93,380.00 01/31/2016 12X4215 1215201 09/30/2038 01997 6.669999720 6,367,000.0000 141,559.63 01/31/2016 12X4215 1215201 09/30/2040 01997 6.669999720 20,300,000.0000 451,336.67 01/31/2016 12X4215 1215201 09/30/2041 01997 6.669999720 51,000.0000 1,133.90 01/31/2016 12X4215 1215201 09/30/2042 01997 6.669999720 12,150,000.0000 270,135.00 01/31/2016 12X4215 1215201 09/30/2043 01997 6.669999720 1,121,000.0000 24,923.57 01/31/2016 12X4215 1215201 09/30/2045 01997 6.669999720 1,027,000.0000 22,833.63 01/31/2016 12X4215 1215201 09/30/2046 01997 6.669999720 2,155,000.0000 47,912.83 01/31/2016 12X4215 1215201 09/30/2047 01997 6.669999720 1,075,000.0000 23,900.83 01/31/2016 12X4215 1215201 09/30/2032 01998 5.929999920 151,721,097.0000 2,999,020.35 01/31/2016 12X4215 1215201 09/30/2033 01998 5.929999920 7,200,000.0000 142,320.00 01/31/2016 12X4215 1215201 09/30/2037 01998 5.929999920 20,500,000.0000 405,216.67 01/31/2016 12X4215 1215201 09/30/2038 01998 5.929999920 9,722,000.0000 192,171.53 01/31/2016 12X4215 1215201 09/30/2040 01998 5.929999920 27,400,000.0000 541,606.67 01/31/2016 12X4215 1215201 09/30/2042 01998 5.929999920 40,200,000.0000 794,620.00 01/31/2016 12X4215 1215201 09/30/2043 01998 5.929999920 1,614,000.0000 31,903.40 01/31/2016 12X4215 1215201 09/30/2045 01998 5.929999920 1,669,000.0000 32,990.57 01/31/2016 12X4215 1215201 09/30/2046 01998 5.929999920 1,926,000.0000 38,070.60 01/31/2016 12X4215 1215201 09/30/2047 01998 5.929999920 2,044,000.0000 40,403.07 01/31/2016 12X4215 1215201 09/30/2033 01999 5.949999720 153,110,123.0000 3,036,684.11 01/31/2016 12X4215 1215201 09/30/2034 01999 5.949999720 9,000,000.0000 178,500.00 01/31/2016 12X4215 1215201 09/30/2037 01999 5.949999720 24,200,000.0000 479,966.67 01/31/2016 12X4215 1215201 09/30/2038 01999 5.949999720 10,483,500.0000 207,922.75 01/31/2016 12X4215 1215201 09/30/2040 01999 5.949999720 27,800,000.0000 551,366.67 01/31/2016 12X4215 1215201 09/30/2042 01999 5.949999720 42,850,000.0000 849,858.33 01/31/2016 12X4215 1215201 09/30/2043 01999 5.949999720 2,021,000.0000 40,083.17 01/31/2016 12X4215 1215201 09/30/2045 01999 5.949999720 2,256,000.0000 44,744.00 01/31/2016 12X4215 1215201 09/30/2046 01999 5.949999720 2,191,000.0000 43,454.83 01/31/2016 12X4215 1215201 09/30/2047 01999 5.949999720 2,437,000.0000 48,333.83 01/31/2016 12X4215 1215201 09/30/2034 02000 6.219999720 201,461,374.0000 4,176,965.82 01/31/2016 12X4215 1215201 09/30/2035 02000 6.219999720 15,000,000.0000 311,000.00 01/31/2016 12X4215 1215201 09/30/2037 02000 6.219999720 3,000,000.0000 62,200.00 01/31/2016 12X4215 1215201 09/30/2038 02000 6.219999720 8,800,500.0000 182,463.70 01/31/2016 12X4215 1215201 09/30/2040 02000 6.219999720 35,700,000.0000 740,180.00 01/31/2016 12X4215 1215201 09/30/2042 02000 6.219999720 76,050,000.0000 1,576,770.00 01/31/2016 12X4215 1215201 09/30/2043 02000 6.219999720 2,303,000.0000 47,748.87 01/31/2016 12X4215 1215201 09/30/2045 02000 6.219999720 2,741,000.0000 56,830.07 01/31/2016 12X4215 1215201 09/30/2046 02000 6.219999720 4,085,000.0000 84,695.67 01/31/2016 12X4215 1215201 09/30/2047 02000 6.219999720 2,886,000.0000 59,836.40 01/31/2016 12X4215 1215201 09/30/2034 02001 5.289999840 14,596,024.0000 257,376.56 01/31/2016 12X4215 1215201 09/30/2035 02001 5.289999840 236,000,000.0000 4,161,466.67 01/31/2016 12X4215 1215201 09/30/2036 02001 5.289999840 10,000,000.0000 176,333.33 01/31/2016 12X4215 1215201 09/30/2037 02001 5.289999840 13,200,000.0000 232,760.00 01/31/2016 12X4215 1215201 09/30/2038 02001 5.289999840 8,686,000.0000 153,163.13 01/31/2016 12X4215 1215201 09/30/2040 02001 5.289999840 37,800,000.0000 666,540.00 01/31/2016 12X4215 1215201 09/30/2042 02001 5.289999840 55,400,000.0000 976,886.67 01/31/2016 12X4215 1215201 09/30/2043 02001 5.289999840 2,582,000.0000 45,529.27 01/31/2016 12X4215 1215201 09/30/2045 02001 5.289999840 2,948,000.0000 51,983.07 01/31/2016 12X4215 1215201 09/30/2046 02001 5.289999840 3,275,000.0000 57,749.17 01/31/2016 12X4215 1215201 09/30/2047 02001 5.289999840 3,341,000.0000 58,912.97 01/31/2016 12X4215 1215201 09/30/2035 02002 4.869999720 30,348,273.0000 492,653.63 01/31/2016 12X4215 1215201 09/30/2036 02002 4.869999720 233,000,000.0000 3,782,366.67 01/31/2016 12X4215 1215201 09/30/2037 02002 4.869999720 52,000,000.0000 844,133.33 01/31/2016 12X4215 1215201 09/30/2038 02002 4.869999720 46,350,100.0000 752,416.62 01/31/2016 12X4215 1215201 09/30/2039 02002 4.869999720 4,000.0000 64.93 01/31/2016 12X4215 1215201 09/30/2040 02002 4.869999720 36,200,000.0000 587,646.67 01/31/2016 12X4215 1215201 09/30/2042 02002 4.869999720 30,370,000.0000 493,006.33 01/31/2016 12X4215 1215201 09/30/2043 02002 4.869999720 10,234,000.0000 166,131.93 01/31/2016 12X4215 1215201 09/30/2044 02002 4.869999720 6,000.0000 97.40 01/31/2016 12X4215 1215201 09/30/2045 02002 4.869999720 3,129,000.0000 50,794.10 01/31/2016 12X4215 1215201 09/30/2046 02002 4.869999720 5,063,000.0000 82,189.37 01/31/2016 12X4215 1215201 09/30/2047 02002 4.869999720 3,562,000.0000 57,823.13 01/31/2016 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 452,576.04 01/31/2016 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 4,065,000.00 01/31/2016 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,733,355.00 01/31/2016 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 160,125.00 01/31/2016 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 387,465.00 01/31/2016 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 90,000.00 01/31/2016 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 298,500.00 01/31/2016 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 52,725.00 01/31/2016 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 47,625.00 01/31/2016 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 48,960.00 01/31/2016 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 52,290.00 01/31/2016 12X4215 1215201 09/30/2037 02004 4.669999920 176,871,874.0000 2,753,305.51 01/31/2016 12X4215 1215201 09/30/2038 02004 4.669999920 330,310,000.0000 5,141,825.67 01/31/2016 12X4215 1215201 09/30/2039 02004 4.669999920 17,413,000.0000 271,062.37 01/31/2016 12X4215 1215201 09/30/2040 02004 4.669999920 50,009,000.0000 778,473.43 01/31/2016 12X4215 1215201 09/30/2041 02004 4.669999920 3,753,000.0000 58,421.70 01/31/2016 12X4215 1215201 09/30/2042 02004 4.669999920 114,750,000.0000 1,786,275.00 01/31/2016 12X4215 1215201 09/30/2043 02004 4.669999920 4,432,000.0000 68,991.47 01/31/2016 12X4215 1215201 09/30/2045 02004 4.669999920 4,399,000.0000 68,477.77 01/31/2016 12X4215 1215201 09/30/2046 02004 4.669999920 4,442,000.0000 69,147.13 01/31/2016 12X4215 1215201 09/30/2047 02004 4.669999920 4,508,000.0000 70,174.53 01/31/2016 12X4215 1215201 09/30/2048 02004 4.669999920 7,000.0000 108.97 01/31/2016 12X4215 1215201 09/30/2038 02005 4.559999760 317,095,241.0000 4,819,847.66 01/31/2016 12X4215 1215201 09/30/2039 02005 4.559999760 278,957,000.0000 4,240,146.40 01/31/2016 12X4215 1215201 09/30/2040 02005 4.559999760 57,158,000.0000 868,801.60 01/31/2016 12X4215 1215201 09/30/2041 02005 4.559999760 3,802,000.0000 57,790.40 01/31/2016 12X4215 1215201 09/30/2042 02005 4.559999760 8,145,000.0000 123,804.00 01/31/2016 12X4215 1215201 09/30/2043 02005 4.559999760 3,895,000.0000 59,204.00 01/31/2016 12X4215 1215201 09/30/2045 02005 4.559999760 4,204,000.0000 63,900.80 01/31/2016 12X4215 1215201 09/30/2046 02005 4.559999760 4,849,000.0000 73,704.80 01/31/2016 12X4215 1215201 09/30/2047 02005 4.559999760 4,020,000.0000 61,104.00 01/31/2016 12X4215 1215201 09/30/2039 02006 4.869999720 474,073,395.0000 7,695,791.45 01/31/2016 12X4215 1215201 09/30/2040 02006 4.869999720 229,682,000.0000 3,728,504.47 01/31/2016 12X4215 1215201 09/30/2041 02006 4.869999720 13,170,000.0000 213,793.00 01/31/2016 12X4215 1215201 09/30/2042 02006 4.869999720 47,654,900.0000 773,597.88 01/31/2016 12X4215 1215201 09/30/2043 02006 4.869999720 4,128,000.0000 67,011.20 01/31/2016 12X4215 1215201 09/30/2045 02006 4.869999720 5,124,000.0000 83,179.60 01/31/2016 12X4215 1215201 09/30/2046 02006 4.869999720 4,998,000.0000 81,134.20 01/31/2016 12X4215 1215201 09/30/2047 02006 4.869999720 5,284,000.0000 85,776.93 01/31/2016 12X4215 1215201 09/30/2040 02007 4.789999800 614,652,953.0000 9,813,958.82 01/31/2016 12X4215 1215201 09/30/2041 02007 4.789999800 166,241,000.0000 2,654,314.63 01/31/2016 12X4215 1215201 09/30/2042 02007 4.789999800 47,218,000.0000 753,914.07 01/31/2016 12X4215 1215201 09/30/2043 02007 4.789999800 4,580,000.0000 73,127.33 01/31/2016 12X4215 1215201 09/30/2044 02007 4.789999800 27,000.0000 431.10 01/31/2016 12X4215 1215201 09/30/2045 02007 4.789999800 5,251,000.0000 83,840.97 01/31/2016 12X4215 1215201 09/30/2046 02007 4.789999800 5,748,000.0000 91,776.40 01/31/2016 12X4215 1215201 09/30/2047 02007 4.789999800 5,713,000.0000 91,217.57 01/31/2016 12X4215 1215201 09/30/2048 02007 4.789999800 7,000.0000 111.77 01/31/2016 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 9,071,273.30 01/31/2016 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 2,842,858.88 01/31/2016 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 281,929.50 01/31/2016 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 4,032.60 01/31/2016 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 64,042.20 01/31/2016 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 66,664.80 01/31/2016 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 63,661.50 01/31/2016 12X4215 1215201 09/30/2042 02009 3.629999880 889,817,337.0000 10,766,789.78 01/31/2016 12X4215 1215201 09/30/2043 02009 3.629999880 274,331,000.0000 3,319,405.10 01/31/2016 12X4215 1215201 09/30/2044 02009 3.629999880 23,667,000.0000 286,370.70 01/31/2016 12X4215 1215201 09/30/2045 02009 3.629999880 3,287,000.0000 39,772.70 01/31/2016 12X4215 1215201 09/30/2046 02009 3.629999880 3,667,000.0000 44,370.70 01/31/2016 12X4215 1215201 09/30/2047 02009 3.629999880 4,172,000.0000 50,481.20 01/31/2016 12X4215 1215201 09/30/2043 02010 3.819999960 1,424,667,183.0000 18,140,762.13 01/31/2016 12X4215 1215201 09/30/2044 02010 3.819999960 321,666,000.0000 4,095,880.40 01/31/2016 12X4215 1215201 09/30/2045 02010 3.819999960 10,049,000.0000 127,957.27 01/31/2016 12X4215 1215201 09/30/2046 02010 3.819999960 4,571,000.0000 58,204.07 01/31/2016 12X4215 1215201 09/30/2047 02010 3.819999960 5,269,000.0000 67,091.93 01/31/2016 12X4215 1215201 09/30/2044 02011 3.469999680 758,323,844.0000 8,771,279.13 01/31/2016 12X4215 1215201 09/30/2045 02011 3.469999680 170,387,077.0000 1,970,810.52 01/31/2016 12X4215 1215201 09/30/2046 02011 3.469999680 21,394,000.0000 247,457.27 01/31/2016 12X4215 1215201 09/30/2047 02011 3.469999680 2,301,000.0000 26,614.90 01/31/2016 12X4215 1215201 09/30/2048 02011 3.469999680 84,000.0000 971.60 01/31/2016 12X4215 1215201 09/30/2049 02011 3.469999680 17,000.0000 196.63 01/31/2016 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 5,480,670.60 01/31/2016 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 915,194.70 01/31/2016 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 217,169.10 01/31/2016 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 4,244.40 01/31/2016 12X4215 1215201 09/30/2049 02012 2.430000000 19,000.0000 153.90 01/31/2016 12X4215 1215201 09/30/2046 02013 2.749999680 525,726,000.0000 4,819,155.00 01/31/2016 12X4215 1215201 09/30/2047 02013 2.749999680 182,748,000.0000 1,675,190.00 01/31/2016 12X4215 1215201 09/30/2048 02013 2.749999680 9,001,000.0000 82,509.17 01/31/2016 12X4215 1215201 09/30/2049 02013 2.749999680 180,000.0000 1,650.00 01/31/2016 12X4215 1215201 09/30/2047 02014 2.839999680 499,778,000.0000 4,731,231.73 01/31/2016 12X4215 1215201 09/30/2048 02014 2.839999680 219,238,000.0000 2,075,453.07 01/31/2016 12X4215 1215201 09/30/2049 02014 2.839999680 18,620,000.0000 176,269.33 01/31/2016 12X4215 1215201 09/30/2048 02015 2.629999800 357,468,000.0000 3,133,802.80 01/31/2016 12X4215 1215201 09/30/2049 02015 2.629999800 408,846,000.0000 3,584,216.60 01/31/2016 12X4215 1215201 09/30/2049 02016 2.629999800 111,584,000.0000 978,219.66 01/31/2016 ------------------------ ---------------------- 14,430,319,905.0000 204,159,844.24 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.489999800 10,000.0000 249.67 01/31/2016 12X4215 1215202 09/30/2035 01993 6.660000000 25,000.0000 555.00 01/31/2016 12X4215 1215202 09/30/2029 01994 6.819999840 61,101.0000 1,389.03 01/31/2016 12X4215 1215202 09/30/2030 01995 7.189999920 239,000.0000 5,728.03 01/31/2016 12X4215 1215202 09/30/2029 01996 6.649999920 668,342.0000 14,814.91 01/31/2016 12X4215 1215202 09/30/2029 01997 6.669999720 1,143,400.0000 25,421.59 01/31/2016 12X4215 1215202 09/30/2026 01998 5.829999840 327,913.0000 6,372.44 01/31/2016 12X4215 1215202 09/30/2029 01998 5.829999840 1,350,000.0000 26,235.00 01/31/2016 12X4215 1215202 09/30/2026 01999 5.789999880 512,617.0000 9,893.51 01/31/2016 12X4215 1215202 09/30/2029 01999 5.789999880 1,350,000.0000 26,055.00 01/31/2016 12X4215 1215202 09/30/2026 02000 6.239999880 1,233,383.0000 25,654.37 01/31/2016 12X4215 1215202 09/30/2029 02000 6.239999880 1,400,000.0000 29,120.00 01/31/2016 12X4215 1215202 09/30/2024 02001 5.169999960 334,000.0000 5,755.93 01/31/2016 12X4215 1215202 09/30/2026 02001 5.169999960 1,580,000.0000 27,228.67 01/31/2016 12X4215 1215202 09/30/2027 02001 5.169999960 400,000.0000 6,893.33 01/31/2016 12X4215 1215202 09/30/2029 02001 5.169999960 1,650,000.0000 28,435.00 01/31/2016 12X4215 1215202 09/30/2032 02001 5.169999960 33,000.0000 568.70 01/31/2016 12X4215 1215202 09/30/2033 02001 5.169999960 20,000.0000 344.67 01/31/2016 12X4215 1215202 09/30/2034 02001 5.169999960 64,000.0000 1,102.93 01/31/2016 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 8,547.51 01/31/2016 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 26,988.66 01/31/2016 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 7,950.00 01/31/2016 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 38,160.00 01/31/2016 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 302.10 01/31/2016 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 143.10 01/31/2016 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 254.40 01/31/2016 12X4215 1215202 09/30/2024 02003 4.109999760 2,188,968.0000 29,988.86 01/31/2016 12X4215 1215202 09/30/2025 02003 4.109999760 670,000.0000 9,179.00 01/31/2016 12X4215 1215202 09/30/2026 02003 4.109999760 703,000.0000 9,631.10 01/31/2016 12X4215 1215202 09/30/2027 02003 4.109999760 500,000.0000 6,850.00 01/31/2016 12X4215 1215202 09/30/2029 02003 4.109999760 2,400,000.0000 32,880.00 01/31/2016 12X4215 1215202 09/30/2032 02003 4.109999760 19,000.0000 260.30 01/31/2016 12X4215 1215202 09/30/2033 02003 4.109999760 12,000.0000 164.40 01/31/2016 12X4215 1215202 09/30/2034 02003 4.109999760 33,000.0000 452.10 01/31/2016 12X4215 1215202 09/30/2025 02004 4.309999920 3,032,000.0000 43,559.73 01/31/2016 12X4215 1215202 09/30/2026 02004 4.309999920 1,006,000.0000 14,452.87 01/31/2016 12X4215 1215202 09/30/2027 02004 4.309999920 500,000.0000 7,183.33 01/31/2016 12X4215 1215202 09/30/2029 02004 4.309999920 3,250,000.0000 46,691.67 01/31/2016 12X4215 1215202 09/30/2032 02004 4.309999920 5,000.0000 71.83 01/31/2016 12X4215 1215202 09/30/2033 02004 4.309999920 17,000.0000 244.23 01/31/2016 12X4215 1215202 09/30/2034 02004 4.309999920 21,000.0000 301.70 01/31/2016 12X4215 1215202 09/30/2025 02005 4.329999720 1,558,589.0000 22,495.63 01/31/2016 12X4215 1215202 09/30/2026 02005 4.329999720 4,005,000.0000 57,805.50 01/31/2016 12X4215 1215202 09/30/2027 02005 4.329999720 773,000.0000 11,156.97 01/31/2016 12X4215 1215202 09/30/2028 02005 4.329999720 15,000.0000 216.50 01/31/2016 12X4215 1215202 09/30/2029 02005 4.329999720 3,550,000.0000 51,238.33 01/31/2016 12X4215 1215202 09/30/2032 02005 4.329999720 26,000.0000 375.27 01/31/2016 12X4215 1215202 09/30/2033 02005 4.329999720 16,000.0000 230.93 01/31/2016 12X4215 1215202 09/30/2034 02005 4.329999720 30,000.0000 433.00 01/31/2016 12X4215 1215202 09/30/2026 02006 4.819999680 1,990,509.0000 31,980.84 01/31/2016 12X4215 1215202 09/30/2027 02006 4.819999680 3,101,000.0000 49,822.73 01/31/2016 12X4215 1215202 09/30/2029 02006 4.819999680 6,275,000.0000 100,818.33 01/31/2016 12X4215 1215202 09/30/2032 02006 4.819999680 15,000.0000 241.00 01/31/2016 12X4215 1215202 09/30/2033 02006 4.819999680 22,000.0000 353.47 01/31/2016 12X4215 1215202 09/30/2034 02006 4.819999680 29,000.0000 465.93 01/31/2016 12X4215 1215202 09/30/2027 02007 4.699999800 845,703.0000 13,249.35 01/31/2016 12X4215 1215202 09/30/2028 02007 4.699999800 1,078,000.0000 16,888.67 01/31/2016 12X4215 1215202 09/30/2029 02007 4.699999800 11,439,000.0000 179,211.00 01/31/2016 12X4215 1215202 09/30/2030 02007 4.699999800 20,000.0000 313.33 01/31/2016 12X4215 1215202 09/30/2032 02007 4.699999800 17,000.0000 266.33 01/31/2016 12X4215 1215202 09/30/2033 02007 4.699999800 20,000.0000 313.33 01/31/2016 12X4215 1215202 09/30/2034 02007 4.699999800 23,000.0000 360.33 01/31/2016 12X4215 1215202 09/30/2028 02008 3.849999840 4,396,199.0000 56,417.89 01/31/2016 12X4215 1215202 09/30/2029 02008 3.849999840 6,108,442.0000 78,391.67 01/31/2016 12X4215 1215202 09/30/2030 02008 3.849999840 2,265,000.0000 29,067.50 01/31/2016 12X4215 1215202 09/30/2031 02008 3.849999840 477,000.0000 6,121.50 01/31/2016 12X4215 1215202 09/30/2032 02008 3.849999840 20,000.0000 256.67 01/31/2016 12X4215 1215202 09/30/2033 02008 3.849999840 17,000.0000 218.17 01/31/2016 12X4215 1215202 09/30/2034 02008 3.849999840 12,000.0000 154.00 01/31/2016 12X4215 1215202 09/30/2029 02009 3.109999680 7,757,859.0000 80,423.14 01/31/2016 12X4215 1215202 09/30/2030 02009 3.109999680 3,996,000.0000 41,425.20 01/31/2016 12X4215 1215202 09/30/2031 02009 3.109999680 1,351,000.0000 14,005.37 01/31/2016 12X4215 1215202 09/30/2032 02009 3.109999680 710,000.0000 7,360.33 01/31/2016 12X4215 1215202 09/30/2033 02009 3.109999680 13,000.0000 134.77 01/31/2016 12X4215 1215202 09/30/2034 02009 3.109999680 16,000.0000 165.87 01/31/2016 12X4215 1215202 09/30/2030 02010 3.269999880 11,724,401.0000 127,795.97 01/31/2016 12X4215 1215202 09/30/2031 02010 3.269999880 3,096,000.0000 33,746.40 01/31/2016 12X4215 1215202 09/30/2032 02010 3.269999880 95,000.0000 1,035.50 01/31/2016 12X4215 1215202 09/30/2033 02010 3.269999880 30,000.0000 327.00 01/31/2016 12X4215 1215202 09/30/2031 02011 2.839999680 9,979,000.0000 94,467.87 01/31/2016 12X4215 1215202 09/30/2032 02011 2.839999680 3,846,458.0000 36,413.14 01/31/2016 12X4215 1215202 09/30/2033 02011 2.839999680 303,000.0000 2,868.40 01/31/2016 12X4215 1215202 09/30/2034 02011 2.839999680 23,000.0000 217.73 01/31/2016 12X4215 1215202 09/30/2032 02012 1.849999680 5,850,000.0000 36,075.00 01/31/2016 12X4215 1215202 09/30/2033 02012 1.849999680 438,000.0000 2,701.00 01/31/2016 12X4215 1215202 09/30/2034 02012 1.849999680 1,368,000.0000 8,436.00 01/31/2016 12X4215 1215202 09/30/2033 02013 2.099999880 8,150,000.0000 57,050.00 01/31/2016 12X4215 1215202 09/30/2034 02013 2.099999880 2,541,000.0000 17,787.00 01/31/2016 12X4215 1215202 09/30/2035 02013 2.099999880 884,000.0000 6,188.00 01/31/2016 12X4215 1215202 09/30/2036 02013 2.099999880 7,000.0000 49.00 01/31/2016 12X4215 1215202 09/30/2034 02014 2.139999840 9,500,000.0000 67,766.67 01/31/2016 12X4215 1215202 09/30/2035 02014 2.139999840 2,515,000.0000 17,940.33 01/31/2016 12X4215 1215202 09/30/2036 02014 2.139999840 39,000.0000 278.20 01/31/2016 12X4215 1215202 09/30/2035 02015 2.139999840 12,202,000.0000 87,040.93 01/31/2016 12X4215 1215202 09/30/2036 02015 2.139999840 1,608,000.0000 11,470.40 01/31/2016 12X4215 1215202 09/30/2036 02016 2.139999840 2,232,000.0000 15,921.60 01/31/2016 ------------------------ ---------------------- 170,356,863.0000 2,004,029.66 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.569999720 16,917,082.0000 426,874.37 01/31/2016 12X4215 1215203 09/30/2044 01992 7.569999720 1,963,000.0000 49,533.03 01/31/2016 12X4215 1215203 09/30/2045 01992 7.569999720 2,514,000.0000 63,436.60 01/31/2016 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 426,975.49 01/31/2016 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 46,153.80 01/31/2016 12X4215 1215203 09/30/2042 01994 6.789999960 18,626,797.0000 421,586.51 01/31/2016 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 76,136.34 01/31/2016 12X4215 1215203 09/30/2042 01998 5.979999960 4,046,000.0000 80,650.27 01/31/2016 12X4215 1215203 09/30/2046 01998 5.979999960 40,000.0000 797.33 01/31/2016 12X4215 1215203 09/30/2047 01998 5.979999960 45,000.0000 897.00 01/31/2016 12X4215 1215203 09/30/2042 01999 5.809999680 2,730,933.0000 52,889.07 01/31/2016 12X4215 1215203 09/30/2043 01999 5.809999680 674,000.0000 13,053.13 01/31/2016 12X4215 1215203 09/30/2033 02000 6.349999680 979,263.0000 20,727.73 01/31/2016 12X4215 1215203 09/30/2042 02000 6.349999680 627,000.0000 13,271.50 01/31/2016 12X4215 1215203 09/30/2043 02000 6.349999680 118,000.0000 2,497.67 01/31/2016 12X4215 1215203 09/30/2044 02000 6.349999680 49,000.0000 1,037.17 01/31/2016 12X4215 1215203 09/30/2045 02000 6.349999680 17,000.0000 359.83 01/31/2016 12X4215 1215203 09/30/2046 02000 6.349999680 7,000.0000 148.17 01/31/2016 12X4215 1215203 09/30/2047 02000 6.349999680 14,000.0000 296.33 01/31/2016 12X4215 1215203 09/30/2048 02000 6.349999680 8,000.0000 169.33 01/31/2016 12X4215 1215203 09/30/2048 02001 4.729999680 355,000.0000 5,597.17 01/31/2016 12X4215 1215203 09/30/2042 02002 4.939999920 170,992.0000 2,815.67 01/31/2016 12X4215 1215203 09/30/2036 02003 4.099999680 37,822.0000 516.90 01/31/2016 12X4215 1215203 09/30/2042 02003 4.099999680 105,000.0000 1,435.00 01/31/2016 12X4215 1215203 09/30/2037 02004 3.949999920 93,279.0000 1,228.17 01/31/2016 12X4215 1215203 09/30/2048 02004 3.949999920 3,000.0000 39.50 01/31/2016 12X4215 1215203 09/30/2042 02005 3.879999720 220,000.0000 2,845.33 01/31/2016 12X4215 1215203 09/30/2048 02005 3.879999720 5,000.0000 64.67 01/31/2016 12X4215 1215203 09/30/2039 02006 4.839999840 43,583.0000 703.14 01/31/2016 12X4215 1215203 09/30/2042 02006 4.839999840 55,000.0000 887.33 01/31/2016 12X4215 1215203 09/30/2044 02006 4.839999840 5,000.0000 80.67 01/31/2016 12X4215 1215203 09/30/2045 02006 4.839999840 10,000.0000 161.33 01/31/2016 12X4215 1215203 09/30/2046 02006 4.839999840 1,000.0000 16.13 01/31/2016 12X4215 1215203 09/30/2047 02006 4.839999840 23,000.0000 371.07 01/31/2016 12X4215 1215203 09/30/2042 02007 4.879999800 33,000.0000 536.80 01/31/2016 12X4215 1215203 09/30/2043 02007 4.879999800 9,200.0000 149.65 01/31/2016 12X4215 1215203 09/30/2048 02007 4.879999800 14,000.0000 227.73 01/31/2016 12X4215 1215203 09/30/2041 02008 3.489999840 103,355.0000 1,202.36 01/31/2016 12X4215 1215203 09/30/2042 02008 3.489999840 42,000.0000 488.60 01/31/2016 12X4215 1215203 09/30/2048 02008 3.489999840 5,000.0000 58.17 01/31/2016 12X4215 1215203 09/30/2042 02009 3.089999880 106,456.0000 1,096.50 01/31/2016 12X4215 1215203 09/30/2043 02009 3.089999880 127,600.0000 1,314.28 01/31/2016 12X4215 1215203 09/30/2044 02009 3.089999880 116,600.0000 1,200.98 01/31/2016 12X4215 1215203 09/30/2046 02009 3.089999880 23,000.0000 236.90 01/31/2016 12X4215 1215203 09/30/2047 02009 3.089999880 125,000.0000 1,287.50 01/31/2016 12X4215 1215203 09/30/2043 02010 3.609999720 667,421.0000 8,031.30 01/31/2016 12X4215 1215203 09/30/2044 02011 3.299999760 588,000.0000 6,468.00 01/31/2016 12X4215 1215203 09/30/2045 02012 2.149999920 575,000.0000 4,120.83 01/31/2016 12X4215 1215203 09/30/2046 02013 1.569999960 537,000.0000 2,810.30 01/31/2016 12X4215 1215203 09/30/2048 02013 1.569999960 17,000.0000 88.97 01/31/2016 12X4215 1215203 09/30/2047 02014 2.759999760 1,010,000.0000 9,292.00 01/31/2016 12X4215 1215203 09/30/2047 02015 2.759999760 1,133,000.0000 10,423.60 01/31/2016 12X4215 1215203 09/30/2048 02015 2.759999760 788,000.0000 7,249.60 01/31/2016 12X4215 1215203 09/30/2049 02016 2.759999760 231,000.0000 2,125.20 01/31/2016 ------------------------ ---------------------- 81,497,078.0000 1,772,662.02 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999920 1,400,000.0000 32,293.33 01/31/2016 12X4215 1215206 09/30/2035 01992 6.919999920 1,600,000.0000 36,906.67 01/31/2016 12X4215 1215206 09/30/2037 01992 6.919999920 39,000.0000 899.60 01/31/2016 12X4215 1215206 09/30/2038 01992 6.919999920 360,000.0000 8,304.00 01/31/2016 12X4215 1215206 09/30/2042 01992 6.919999920 781,000.0000 18,015.07 01/31/2016 12X4215 1215206 09/30/2044 01992 6.919999920 51,000.0000 1,176.40 01/31/2016 12X4215 1215206 09/30/2045 01992 6.919999920 2,000.0000 46.13 01/31/2016 12X4215 1215206 09/30/2046 01992 6.919999920 1,000.0000 23.07 01/31/2016 12X4215 1215206 09/30/2047 01992 6.919999920 41,000.0000 945.73 01/31/2016 12X4215 1215206 09/30/2029 01993 7.049999880 86,889.0000 2,041.89 01/31/2016 12X4215 1215206 09/30/2030 01993 7.049999880 1,300,000.0000 30,550.00 01/31/2016 12X4215 1215206 09/30/2038 01993 7.049999880 488,000.0000 11,468.00 01/31/2016 12X4215 1215206 09/30/2042 01993 7.049999880 1,300,000.0000 30,550.00 01/31/2016 12X4215 1215206 09/30/2044 01993 7.049999880 21,000.0000 493.50 01/31/2016 12X4215 1215206 09/30/2045 01993 7.049999880 1,939,000.0000 45,566.50 01/31/2016 12X4215 1215206 09/30/2046 01993 7.049999880 19,000.0000 446.50 01/31/2016 12X4215 1215206 09/30/2047 01993 7.049999880 4,000.0000 94.00 01/31/2016 12X4215 1215206 09/30/2043 01994 6.989999760 4,427,680.0000 103,164.94 01/31/2016 12X4215 1215206 09/30/2044 01994 6.989999760 71,000.0000 1,654.30 01/31/2016 12X4215 1215206 09/30/2045 01994 6.989999760 45,000.0000 1,048.50 01/31/2016 12X4215 1215206 09/30/2047 01994 6.989999760 83,000.0000 1,933.90 01/31/2016 12X4215 1215206 09/30/2048 01994 6.989999760 525,000.0000 12,232.50 01/31/2016 12X4215 1215206 09/30/2030 01995 6.949999800 1,442,459.0000 33,416.97 01/31/2016 12X4215 1215206 09/30/2033 01995 6.949999800 1,200,000.0000 27,800.00 01/31/2016 12X4215 1215206 09/30/2035 01995 6.949999800 310,000.0000 7,181.67 01/31/2016 12X4215 1215206 09/30/2038 01995 6.949999800 195,000.0000 4,517.50 01/31/2016 12X4215 1215206 09/30/2042 01995 6.949999800 1,600,000.0000 37,066.67 01/31/2016 12X4215 1215206 09/30/2045 01995 6.949999800 54,000.0000 1,251.00 01/31/2016 12X4215 1215206 09/30/2046 01995 6.949999800 2,000.0000 46.33 01/31/2016 12X4215 1215206 09/30/2047 01995 6.949999800 74,000.0000 1,714.33 01/31/2016 12X4215 1215206 09/30/2032 01996 6.419999880 843,401.0000 18,048.78 01/31/2016 12X4215 1215206 09/30/2034 01996 6.419999880 50,000.0000 1,070.00 01/31/2016 12X4215 1215206 09/30/2035 01996 6.419999880 400,000.0000 8,560.00 01/31/2016 12X4215 1215206 09/30/2038 01996 6.419999880 437,000.0000 9,351.80 01/31/2016 12X4215 1215206 09/30/2042 01996 6.419999880 2,550,000.0000 54,570.00 01/31/2016 12X4215 1215206 09/30/2045 01996 6.419999880 510,000.0000 10,914.00 01/31/2016 12X4215 1215206 09/30/2046 01996 6.419999880 39,000.0000 834.60 01/31/2016 12X4215 1215206 09/30/2047 01996 6.419999880 10,000.0000 214.00 01/31/2016 12X4215 1215206 09/30/2031 01997 6.039999720 834,201.0000 16,795.25 01/31/2016 12X4215 1215206 09/30/2032 01997 6.039999720 1,000,000.0000 20,133.33 01/31/2016 12X4215 1215206 09/30/2033 01997 6.039999720 700,000.0000 14,093.33 01/31/2016 12X4215 1215206 09/30/2035 01997 6.039999720 400,000.0000 8,053.33 01/31/2016 12X4215 1215206 09/30/2038 01997 6.039999720 317,000.0000 6,382.27 01/31/2016 12X4215 1215206 09/30/2042 01997 6.039999720 2,100,000.0000 42,280.00 01/31/2016 12X4215 1215206 09/30/2045 01997 6.039999720 498,000.0000 10,026.40 01/31/2016 12X4215 1215206 09/30/2047 01997 6.039999720 49,000.0000 986.53 01/31/2016 12X4215 1215206 09/30/2032 01998 5.979999960 443,600.0000 8,842.43 01/31/2016 12X4215 1215206 09/30/2033 01998 5.979999960 800,000.0000 15,946.67 01/31/2016 12X4215 1215206 09/30/2035 01998 5.979999960 1,000,000.0000 19,933.33 01/31/2016 12X4215 1215206 09/30/2038 01998 5.979999960 257,000.0000 5,122.87 01/31/2016 12X4215 1215206 09/30/2040 01998 5.979999960 827,000.0000 16,484.87 01/31/2016 12X4215 1215206 09/30/2042 01998 5.979999960 706,000.0000 14,072.93 01/31/2016 12X4215 1215206 09/30/2043 01998 5.979999960 782,000.0000 15,587.87 01/31/2016 12X4215 1215206 09/30/2044 01998 5.979999960 797,000.0000 15,886.87 01/31/2016 12X4215 1215206 09/30/2045 01998 5.979999960 4,369.0000 87.09 01/31/2016 12X4215 1215206 09/30/2046 01998 5.979999960 3,000.0000 59.80 01/31/2016 12X4215 1215206 09/30/2047 01998 5.979999960 36,000.0000 717.60 01/31/2016 12X4215 1215206 09/30/2035 01999 5.689999800 1,018,635.0000 19,320.11 01/31/2016 12X4215 1215206 09/30/2036 01999 5.689999800 1,000,000.0000 18,966.67 01/31/2016 12X4215 1215206 09/30/2037 01999 5.689999800 3,400,000.0000 64,486.67 01/31/2016 12X4215 1215206 09/30/2038 01999 5.689999800 755,000.0000 14,319.83 01/31/2016 12X4215 1215206 09/30/2040 01999 5.689999800 400,000.0000 7,586.67 01/31/2016 12X4215 1215206 09/30/2042 01999 5.689999800 1,250,000.0000 23,708.33 01/31/2016 12X4215 1215206 09/30/2045 01999 5.689999800 51,000.0000 967.30 01/31/2016 12X4215 1215206 09/30/2047 01999 5.689999800 65,000.0000 1,232.83 01/31/2016 12X4215 1215206 09/30/2035 02000 5.349999960 1,193,176.0000 21,278.31 01/31/2016 12X4215 1215206 09/30/2036 02000 5.349999960 3,700,000.0000 65,983.33 01/31/2016 12X4215 1215206 09/30/2037 02000 5.349999960 2,616,000.0000 46,652.00 01/31/2016 12X4215 1215206 09/30/2038 02000 5.349999960 628,000.0000 11,199.33 01/31/2016 12X4215 1215206 09/30/2039 02000 5.349999960 2,071,000.0000 36,932.83 01/31/2016 12X4215 1215206 09/30/2042 02000 5.349999960 2,450,000.0000 43,691.67 01/31/2016 12X4215 1215206 09/30/2045 02000 5.349999960 4,000.0000 71.33 01/31/2016 12X4215 1215206 09/30/2047 02000 5.349999960 29,000.0000 517.17 01/31/2016 12X4215 1215206 09/30/2037 02001 4.939999920 3,851,610.0000 63,423.18 01/31/2016 12X4215 1215206 09/30/2038 02001 4.939999920 2,748,000.0000 45,250.40 01/31/2016 12X4215 1215206 09/30/2039 02001 4.939999920 1,593,000.0000 26,231.40 01/31/2016 12X4215 1215206 09/30/2040 02001 4.939999920 388,000.0000 6,389.07 01/31/2016 12X4215 1215206 09/30/2041 02001 4.939999920 148,000.0000 2,437.07 01/31/2016 12X4215 1215206 09/30/2042 02001 4.939999920 3,287,000.0000 54,125.93 01/31/2016 12X4215 1215206 09/30/2043 02001 4.939999920 1,370,000.0000 22,559.33 01/31/2016 12X4215 1215206 09/30/2044 02001 4.939999920 748,000.0000 12,317.07 01/31/2016 12X4215 1215206 09/30/2045 02001 4.939999920 78,000.0000 1,284.40 01/31/2016 12X4215 1215206 09/30/2046 02001 4.939999920 905,000.0000 14,902.33 01/31/2016 12X4215 1215206 09/30/2047 02001 4.939999920 63,000.0000 1,037.40 01/31/2016 12X4215 1215206 09/30/2038 02002 4.649999760 6,800,000.0000 105,400.00 01/31/2016 12X4215 1215206 09/30/2039 02002 4.649999760 1,572,000.0000 24,366.00 01/31/2016 12X4215 1215206 09/30/2040 02002 4.649999760 1,812,000.0000 28,086.00 01/31/2016 12X4215 1215206 09/30/2041 02002 4.649999760 105,000.0000 1,627.50 01/31/2016 12X4215 1215206 09/30/2042 02002 4.649999760 2,950,000.0000 45,725.00 01/31/2016 12X4215 1215206 09/30/2043 02002 4.649999760 942,000.0000 14,601.00 01/31/2016 12X4215 1215206 09/30/2044 02002 4.649999760 1,497,000.0000 23,203.50 01/31/2016 12X4215 1215206 09/30/2045 02002 4.649999760 1,466,000.0000 22,723.00 01/31/2016 12X4215 1215206 09/30/2046 02002 4.649999760 871,000.0000 13,500.50 01/31/2016 12X4215 1215206 09/30/2047 02002 4.649999760 42,000.0000 651.00 01/31/2016 12X4215 1215206 09/30/2039 02003 4.410000000 2,648,241.0000 38,929.14 01/31/2016 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 15,949.50 01/31/2016 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 82,173.00 01/31/2016 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 108,856.44 01/31/2016 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 15,229.20 01/31/2016 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 40,572.00 01/31/2016 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 14,479.50 01/31/2016 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 37,779.00 01/31/2016 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 2,866.50 01/31/2016 12X4215 1215206 09/30/2040 02004 4.549999680 6,334,000.0000 96,065.67 01/31/2016 12X4215 1215206 09/30/2041 02004 4.549999680 1,165,000.0000 17,669.17 01/31/2016 12X4215 1215206 09/30/2042 02004 4.549999680 5,043,000.0000 76,485.50 01/31/2016 12X4215 1215206 09/30/2043 02004 4.549999680 1,126,000.0000 17,077.67 01/31/2016 12X4215 1215206 09/30/2046 02004 4.549999680 263,000.0000 3,988.83 01/31/2016 12X4215 1215206 09/30/2040 02005 4.559999760 2,656,819.0000 40,383.65 01/31/2016 12X4215 1215206 09/30/2041 02005 4.559999760 4,534,000.0000 68,916.80 01/31/2016 12X4215 1215206 09/30/2042 02005 4.559999760 3,033,000.0000 46,101.60 01/31/2016 12X4215 1215206 09/30/2043 02005 4.559999760 1,950,000.0000 29,640.00 01/31/2016 12X4215 1215206 09/30/2044 02005 4.559999760 610,000.0000 9,272.00 01/31/2016 12X4215 1215206 09/30/2045 02005 4.559999760 441,000.0000 6,703.20 01/31/2016 12X4215 1215206 09/30/2047 02005 4.559999760 7,000.0000 106.40 01/31/2016 12X4215 1215206 09/30/2041 02006 4.659999840 140,189.0000 2,177.60 01/31/2016 12X4215 1215206 09/30/2042 02006 4.659999840 1,482,000.0000 23,020.40 01/31/2016 12X4215 1215206 09/30/2043 02006 4.659999840 2,763,000.0000 42,918.60 01/31/2016 12X4215 1215206 09/30/2044 02006 4.659999840 780,000.0000 12,116.00 01/31/2016 12X4215 1215206 09/30/2045 02006 4.659999840 758,000.0000 11,774.27 01/31/2016 12X4215 1215206 09/30/2046 02006 4.659999840 2,103,000.0000 32,666.60 01/31/2016 12X4215 1215206 09/30/2047 02006 4.659999840 157,000.0000 2,438.73 01/31/2016 12X4215 1215206 09/30/2049 02006 4.659999840 24,000.0000 372.80 01/31/2016 12X4215 1215206 09/30/2043 02007 4.699999800 6,766,000.0000 106,000.67 01/31/2016 12X4215 1215206 09/30/2044 02007 4.699999800 4,346,700.0000 68,098.30 01/31/2016 12X4215 1215206 09/30/2045 02007 4.699999800 1,397,000.0000 21,886.33 01/31/2016 12X4215 1215206 09/30/2046 02007 4.699999800 1,535,000.0000 24,048.33 01/31/2016 12X4215 1215206 09/30/2047 02007 4.699999800 1,674,000.0000 26,226.00 01/31/2016 12X4215 1215206 09/30/2048 02007 4.699999800 159,000.0000 2,491.00 01/31/2016 12X4215 1215206 09/30/2049 02007 4.699999800 331,000.0000 5,185.67 01/31/2016 12X4215 1215206 09/30/2044 02008 3.319999920 5,961,825.0000 65,977.53 01/31/2016 12X4215 1215206 09/30/2045 02008 3.319999920 5,964,000.0000 66,001.60 01/31/2016 12X4215 1215206 09/30/2046 02008 3.319999920 2,569,000.0000 28,430.27 01/31/2016 12X4215 1215206 09/30/2047 02008 3.319999920 3,820,000.0000 42,274.67 01/31/2016 12X4215 1215206 09/30/2045 02009 3.169999800 2,748,617.0000 29,043.72 01/31/2016 12X4215 1215206 09/30/2046 02009 3.169999800 12,789,000.0000 135,137.10 01/31/2016 12X4215 1215206 09/30/2047 02009 3.169999800 4,504,000.0000 47,592.27 01/31/2016 12X4215 1215206 09/30/2043 02010 3.119999760 806,030.0000 8,382.71 01/31/2016 12X4215 1215206 09/30/2044 02010 3.119999760 621,000.0000 6,458.40 01/31/2016 12X4215 1215206 09/30/2045 02010 3.119999760 4,255,000.0000 44,252.00 01/31/2016 12X4215 1215206 09/30/2046 02010 3.119999760 397,000.0000 4,128.80 01/31/2016 12X4215 1215206 09/30/2047 02010 3.119999760 385,000.0000 4,004.00 01/31/2016 12X4215 1215206 09/30/2048 02010 3.119999760 2,346,000.0000 24,398.40 01/31/2016 12X4215 1215206 09/30/2046 02011 4.429999800 5,857,715.0000 86,498.92 01/31/2016 12X4215 1215206 09/30/2047 02011 4.429999800 2,361,000.0000 34,864.10 01/31/2016 12X4215 1215206 09/30/2048 02011 4.429999800 11,026,000.0000 162,817.27 01/31/2016 12X4215 1215206 09/30/2049 02011 4.429999800 322,000.0000 4,754.87 01/31/2016 12X4215 1215206 09/30/2045 02012 3.909999960 414,000.0000 5,395.80 01/31/2016 12X4215 1215206 09/30/2046 02012 3.909999960 610,000.0000 7,950.33 01/31/2016 12X4215 1215206 09/30/2047 02012 3.909999960 19,000.0000 247.63 01/31/2016 12X4215 1215206 09/30/2048 02012 3.909999960 772,700.0000 10,070.86 01/31/2016 12X4215 1215206 09/30/2049 02012 3.909999960 191,000.0000 2,489.37 01/31/2016 12X4215 1215206 09/30/2046 02013 3.829999680 554,000.0000 7,072.73 01/31/2016 12X4215 1215206 09/30/2047 02013 3.829999680 562,000.0000 7,174.87 01/31/2016 12X4215 1215206 09/30/2048 02013 3.829999680 8,146,200.0000 103,999.82 01/31/2016 12X4215 1215206 09/30/2049 02013 3.829999680 212,000.0000 2,706.53 01/31/2016 12X4215 1215206 09/30/2047 02014 2.829999960 125,000.0000 1,179.17 01/31/2016 12X4215 1215206 09/30/2048 02014 2.829999960 333,300.0000 3,144.13 01/31/2016 12X4215 1215206 09/30/2049 02014 2.829999960 150,000.0000 1,415.00 01/31/2016 12X4215 1215206 09/30/2048 02015 2.829999960 124,600.0000 1,175.39 01/31/2016 12X4215 1215206 09/30/2049 02015 2.829999960 101,000.0000 952.77 01/31/2016 ------------------------ ---------------------- 244,624,156.0000 3,795,317.51 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.619999680 4,400,000.0000 97,093.33 01/31/2016 12X4215 1215207 09/30/2044 01992 6.619999680 69,500,000.0000 1,533,633.33 01/31/2016 12X4215 1215207 09/30/2045 01992 6.619999680 3,000,000.0000 66,200.00 01/31/2016 12X4215 1215207 09/30/2052 01992 6.619999680 31,000,000.0000 684,066.67 01/31/2016 12X4215 1215207 09/30/2056 01992 6.619999680 12,945,000.0000 285,653.00 01/31/2016 12X4215 1215207 09/30/2057 01992 6.619999680 10,000,000.0000 220,666.67 01/31/2016 12X4215 1215207 09/30/2058 01992 6.619999680 122,000.0000 2,692.13 01/31/2016 12X4215 1215207 09/30/2059 01992 6.619999680 1,250,000.0000 27,583.33 01/31/2016 12X4215 1215207 09/30/2060 01992 6.619999680 9,700,000.0000 214,046.67 01/31/2016 12X4215 1215207 09/30/2061 01992 6.619999680 2,628,000.0000 57,991.20 01/31/2016 12X4215 1215207 09/30/2062 01992 6.619999680 27,608,000.0000 609,216.53 01/31/2016 12X4215 1215207 09/30/2063 01992 6.619999680 8,654,000.0000 190,964.93 01/31/2016 12X4215 1215207 09/30/2064 01992 6.619999680 6,160,000.0000 135,930.67 01/31/2016 12X4215 1215207 09/30/2065 01992 6.619999680 28,255,000.0000 623,493.67 01/31/2016 12X4215 1215207 09/30/2044 01993 6.889999680 27,065,745.0000 621,609.94 01/31/2016 12X4215 1215207 09/30/2045 01993 6.889999680 54,000,000.0000 1,240,200.00 01/31/2016 12X4215 1215207 09/30/2052 01993 6.889999680 34,000,000.0000 780,866.67 01/31/2016 12X4215 1215207 09/30/2056 01993 6.889999680 12,513,000.0000 287,381.90 01/31/2016 12X4215 1215207 09/30/2057 01993 6.889999680 9,200,000.0000 211,293.33 01/31/2016 12X4215 1215207 09/30/2058 01993 6.889999680 10,345,000.0000 237,590.17 01/31/2016 12X4215 1215207 09/30/2059 01993 6.889999680 4,750,000.0000 109,091.67 01/31/2016 12X4215 1215207 09/30/2060 01993 6.889999680 3,462,000.0000 79,510.60 01/31/2016 12X4215 1215207 09/30/2061 01993 6.889999680 1,160,000.0000 26,641.33 01/31/2016 12X4215 1215207 09/30/2062 01993 6.889999680 7,846,000.0000 180,196.47 01/31/2016 12X4215 1215207 09/30/2063 01993 6.889999680 19,774,000.0000 454,142.87 01/31/2016 12X4215 1215207 09/30/2064 01993 6.889999680 4,554,000.0000 104,590.20 01/31/2016 12X4215 1215207 09/30/2065 01993 6.889999680 31,782,000.0000 729,926.60 01/31/2016 12X4215 1215207 09/30/2045 01994 7.089999840 2,500,000.0000 59,083.33 01/31/2016 12X4215 1215207 09/30/2046 01994 7.089999840 40,995,590.0000 968,862.44 01/31/2016 12X4215 1215207 09/30/2052 01994 7.089999840 29,000,000.0000 685,366.67 01/31/2016 12X4215 1215207 09/30/2055 01994 7.089999840 16,510,000.0000 390,186.33 01/31/2016 12X4215 1215207 09/30/2056 01994 7.089999840 9,570,000.0000 226,171.00 01/31/2016 12X4215 1215207 09/30/2057 01994 7.089999840 12,200,000.0000 288,326.67 01/31/2016 12X4215 1215207 09/30/2058 01994 7.089999840 12,651,000.0000 298,985.30 01/31/2016 12X4215 1215207 09/30/2059 01994 7.089999840 7,600,000.0000 179,613.33 01/31/2016 12X4215 1215207 09/30/2060 01994 7.089999840 2,589,000.0000 61,186.70 01/31/2016 12X4215 1215207 09/30/2061 01994 7.089999840 755,000.0000 17,843.17 01/31/2016 12X4215 1215207 09/30/2062 01994 7.089999840 12,813,000.0000 302,813.90 01/31/2016 12X4215 1215207 09/30/2063 01994 7.089999840 17,250,000.0000 407,675.00 01/31/2016 12X4215 1215207 09/30/2064 01994 7.089999840 1,845,000.0000 43,603.50 01/31/2016 12X4215 1215207 09/30/2065 01994 7.089999840 7,754,000.0000 183,252.87 01/31/2016 12X4215 1215207 09/30/2046 01995 6.709999680 29,033,362.0000 649,379.53 01/31/2016 12X4215 1215207 09/30/2048 01995 6.709999680 2,000,000.0000 44,733.33 01/31/2016 12X4215 1215207 09/30/2050 01995 6.709999680 1,000,000.0000 22,366.67 01/31/2016 12X4215 1215207 09/30/2052 01995 6.709999680 14,000,000.0000 313,133.33 01/31/2016 12X4215 1215207 09/30/2055 01995 6.709999680 1,069,000.0000 23,909.97 01/31/2016 12X4215 1215207 09/30/2056 01995 6.709999680 6,695,000.0000 149,744.83 01/31/2016 12X4215 1215207 09/30/2057 01995 6.709999680 2,200,000.0000 49,206.67 01/31/2016 12X4215 1215207 09/30/2058 01995 6.709999680 63,000.0000 1,409.10 01/31/2016 12X4215 1215207 09/30/2059 01995 6.709999680 901,000.0000 20,152.37 01/31/2016 12X4215 1215207 09/30/2060 01995 6.709999680 3,298,000.0000 73,765.27 01/31/2016 12X4215 1215207 09/30/2061 01995 6.709999680 509,000.0000 11,384.63 01/31/2016 12X4215 1215207 09/30/2062 01995 6.709999680 1,876,000.0000 41,959.87 01/31/2016 12X4215 1215207 09/30/2063 01995 6.709999680 744,000.0000 16,640.80 01/31/2016 12X4215 1215207 09/30/2064 01995 6.709999680 2,080,000.0000 46,522.67 01/31/2016 12X4215 1215207 09/30/2065 01995 6.709999680 4,143,000.0000 92,665.10 01/31/2016 12X4215 1215207 09/30/2048 01996 6.459999840 25,800,000.0000 555,560.00 01/31/2016 12X4215 1215207 09/30/2052 01996 6.459999840 9,000,000.0000 193,800.00 01/31/2016 12X4215 1215207 09/30/2055 01996 6.459999840 667,600.0000 14,375.65 01/31/2016 12X4215 1215207 09/30/2056 01996 6.459999840 5,122,000.0000 110,293.73 01/31/2016 12X4215 1215207 09/30/2057 01996 6.459999840 3,700,000.0000 79,673.33 01/31/2016 12X4215 1215207 09/30/2058 01996 6.459999840 19,000.0000 409.13 01/31/2016 12X4215 1215207 09/30/2059 01996 6.459999840 61,000.0000 1,313.53 01/31/2016 12X4215 1215207 09/30/2060 01996 6.459999840 5,851,000.0000 125,991.53 01/31/2016 12X4215 1215207 09/30/2061 01996 6.459999840 162,000.0000 3,488.40 01/31/2016 12X4215 1215207 09/30/2062 01996 6.459999840 343,000.0000 7,385.93 01/31/2016 12X4215 1215207 09/30/2063 01996 6.459999840 183,000.0000 3,940.60 01/31/2016 12X4215 1215207 09/30/2064 01996 6.459999840 2,577,000.0000 55,491.40 01/31/2016 12X4215 1215207 09/30/2065 01996 6.459999840 8,328,000.0000 179,329.60 01/31/2016 12X4215 1215207 09/30/2048 01997 5.949999720 9,102,717.0000 180,537.22 01/31/2016 12X4215 1215207 09/30/2049 01997 5.949999720 17,000,000.0000 337,166.67 01/31/2016 12X4215 1215207 09/30/2050 01997 5.949999720 1,000,000.0000 19,833.33 01/31/2016 12X4215 1215207 09/30/2051 01997 5.949999720 1,000,000.0000 19,833.33 01/31/2016 12X4215 1215207 09/30/2052 01997 5.949999720 14,000,000.0000 277,666.67 01/31/2016 12X4215 1215207 09/30/2055 01997 5.949999720 1,557,500.0000 30,890.42 01/31/2016 12X4215 1215207 09/30/2056 01997 5.949999720 5,215,000.0000 103,430.83 01/31/2016 12X4215 1215207 09/30/2057 01997 5.949999720 3,600,000.0000 71,400.00 01/31/2016 12X4215 1215207 09/30/2058 01997 5.949999720 651,000.0000 12,911.50 01/31/2016 12X4215 1215207 09/30/2059 01997 5.949999720 606,000.0000 12,019.00 01/31/2016 12X4215 1215207 09/30/2061 01997 5.949999720 348,000.0000 6,902.00 01/31/2016 12X4215 1215207 09/30/2062 01997 5.949999720 963,000.0000 19,099.50 01/31/2016 12X4215 1215207 09/30/2063 01997 5.949999720 1,311,000.0000 26,001.50 01/31/2016 12X4215 1215207 09/30/2064 01997 5.949999720 2,136,000.0000 42,364.00 01/31/2016 12X4215 1215207 09/30/2065 01997 5.949999720 4,112,000.0000 81,554.67 01/31/2016 12X4215 1215207 09/30/2049 01998 5.949999720 21,675,555.0000 429,898.51 01/31/2016 12X4215 1215207 09/30/2050 01998 5.949999720 19,000,000.0000 376,833.33 01/31/2016 12X4215 1215207 09/30/2051 01998 5.949999720 3,000,000.0000 59,500.00 01/31/2016 12X4215 1215207 09/30/2052 01998 5.949999720 6,000,000.0000 119,000.00 01/31/2016 12X4215 1215207 09/30/2053 01998 5.949999720 13,000,000.0000 257,833.33 01/31/2016 12X4215 1215207 09/30/2055 01998 5.949999720 2,342,000.0000 46,449.67 01/31/2016 12X4215 1215207 09/30/2056 01998 5.949999720 591,000.0000 11,721.50 01/31/2016 12X4215 1215207 09/30/2057 01998 5.949999720 4,500,000.0000 89,250.00 01/31/2016 12X4215 1215207 09/30/2058 01998 5.949999720 735,000.0000 14,577.50 01/31/2016 12X4215 1215207 09/30/2059 01998 5.949999720 1,250,000.0000 24,791.67 01/31/2016 12X4215 1215207 09/30/2060 01998 5.949999720 5,923,000.0000 117,472.83 01/31/2016 12X4215 1215207 09/30/2061 01998 5.949999720 949,000.0000 18,821.83 01/31/2016 12X4215 1215207 09/30/2062 01998 5.949999720 2,352,000.0000 46,648.00 01/31/2016 12X4215 1215207 09/30/2063 01998 5.949999720 1,527,000.0000 30,285.50 01/31/2016 12X4215 1215207 09/30/2064 01998 5.949999720 100,000.0000 1,983.33 01/31/2016 12X4215 1215207 09/30/2065 01998 5.949999720 4,795,000.0000 95,100.83 01/31/2016 12X4215 1215207 09/30/2050 01999 5.839999920 21,309,952.0000 414,833.73 01/31/2016 12X4215 1215207 09/30/2051 01999 5.839999920 13,000,000.0000 253,066.67 01/31/2016 12X4215 1215207 09/30/2052 01999 5.839999920 8,000,000.0000 155,733.33 01/31/2016 12X4215 1215207 09/30/2053 01999 5.839999920 4,200,000.0000 81,760.00 01/31/2016 12X4215 1215207 09/30/2055 01999 5.839999920 2,898,200.0000 56,418.29 01/31/2016 12X4215 1215207 09/30/2056 01999 5.839999920 1,455,000.0000 28,324.00 01/31/2016 12X4215 1215207 09/30/2057 01999 5.839999920 4,023,000.0000 78,314.40 01/31/2016 12X4215 1215207 09/30/2058 01999 5.839999920 1,546,000.0000 30,095.47 01/31/2016 12X4215 1215207 09/30/2059 01999 5.839999920 2,154,000.0000 41,931.20 01/31/2016 12X4215 1215207 09/30/2060 01999 5.839999920 1,429,000.0000 27,817.87 01/31/2016 12X4215 1215207 09/30/2061 01999 5.839999920 921,000.0000 17,928.80 01/31/2016 12X4215 1215207 09/30/2062 01999 5.839999920 1,274,000.0000 24,800.53 01/31/2016 12X4215 1215207 09/30/2063 01999 5.839999920 645,000.0000 12,556.00 01/31/2016 12X4215 1215207 09/30/2064 01999 5.839999920 25,000.0000 486.67 01/31/2016 12X4215 1215207 09/30/2065 01999 5.839999920 1,508,000.0000 29,355.73 01/31/2016 12X4215 1215207 09/30/2051 02000 5.649999840 10,674,508.0000 201,036.57 01/31/2016 12X4215 1215207 09/30/2052 02000 5.649999840 24,000,000.0000 452,000.00 01/31/2016 12X4215 1215207 09/30/2053 02000 5.649999840 9,000,000.0000 169,500.00 01/31/2016 12X4215 1215207 09/30/2055 02000 5.649999840 1,420,000.0000 26,743.33 01/31/2016 12X4215 1215207 09/30/2056 02000 5.649999840 2,754,000.0000 51,867.00 01/31/2016 12X4215 1215207 09/30/2057 02000 5.649999840 3,447,000.0000 64,918.50 01/31/2016 12X4215 1215207 09/30/2058 02000 5.649999840 1,053,000.0000 19,831.50 01/31/2016 12X4215 1215207 09/30/2059 02000 5.649999840 4,950,000.0000 93,225.00 01/31/2016 12X4215 1215207 09/30/2060 02000 5.649999840 1,021,000.0000 19,228.83 01/31/2016 12X4215 1215207 09/30/2061 02000 5.649999840 1,174,000.0000 22,110.33 01/31/2016 12X4215 1215207 09/30/2062 02000 5.649999840 1,953,000.0000 36,781.50 01/31/2016 12X4215 1215207 09/30/2063 02000 5.649999840 1,559,000.0000 29,361.17 01/31/2016 12X4215 1215207 09/30/2064 02000 5.649999840 12,000.0000 226.00 01/31/2016 12X4215 1215207 09/30/2065 02000 5.649999840 3,276,000.0000 61,698.00 01/31/2016 12X4215 1215207 09/30/2052 02001 5.349999960 12,806,746.0000 228,386.97 01/31/2016 12X4215 1215207 09/30/2053 02001 5.349999960 27,300,000.0000 486,850.00 01/31/2016 12X4215 1215207 09/30/2055 02001 5.349999960 5,969,000.0000 106,447.17 01/31/2016 12X4215 1215207 09/30/2056 02001 5.349999960 2,953,000.0000 52,661.83 01/31/2016 12X4215 1215207 09/30/2057 02001 5.349999960 2,629,500.0000 46,892.75 01/31/2016 12X4215 1215207 09/30/2058 02001 5.349999960 6,917,000.0000 123,353.17 01/31/2016 12X4215 1215207 09/30/2059 02001 5.349999960 1,781,000.0000 31,761.17 01/31/2016 12X4215 1215207 09/30/2060 02001 5.349999960 2,187,000.0000 39,001.50 01/31/2016 12X4215 1215207 09/30/2061 02001 5.349999960 1,770,000.0000 31,565.00 01/31/2016 12X4215 1215207 09/30/2062 02001 5.349999960 854,000.0000 15,229.67 01/31/2016 12X4215 1215207 09/30/2063 02001 5.349999960 1,776,000.0000 31,672.00 01/31/2016 12X4215 1215207 09/30/2064 02001 5.349999960 34,000.0000 606.33 01/31/2016 12X4215 1215207 09/30/2065 02001 5.349999960 1,913,000.0000 34,115.17 01/31/2016 12X4215 1215207 09/30/2053 02002 5.059999800 29,328,986.0000 494,682.23 01/31/2016 12X4215 1215207 09/30/2055 02002 5.059999800 12,000,000.0000 202,400.00 01/31/2016 12X4215 1215207 09/30/2056 02002 5.059999800 4,665,000.0000 78,683.00 01/31/2016 12X4215 1215207 09/30/2057 02002 5.059999800 6,254,000.0000 105,484.13 01/31/2016 12X4215 1215207 09/30/2058 02002 5.059999800 4,791,000.0000 80,808.20 01/31/2016 12X4215 1215207 09/30/2059 02002 5.059999800 890,000.0000 15,011.33 01/31/2016 12X4215 1215207 09/30/2060 02002 5.059999800 5,139,000.0000 86,677.80 01/31/2016 12X4215 1215207 09/30/2061 02002 5.059999800 2,095,000.0000 35,335.67 01/31/2016 12X4215 1215207 09/30/2062 02002 5.059999800 1,438,000.0000 24,254.27 01/31/2016 12X4215 1215207 09/30/2063 02002 5.059999800 397,000.0000 6,696.07 01/31/2016 12X4215 1215207 09/30/2064 02002 5.059999800 3,890,000.0000 65,611.33 01/31/2016 12X4215 1215207 09/30/2065 02002 5.059999800 3,531,000.0000 59,556.20 01/31/2016 12X4215 1215207 09/30/2053 02003 4.909999680 13,859,624.0000 226,835.85 01/31/2016 12X4215 1215207 09/30/2055 02003 4.909999680 17,800,000.0000 291,326.67 01/31/2016 12X4215 1215207 09/30/2056 02003 4.909999680 9,498,000.0000 155,450.60 01/31/2016 12X4215 1215207 09/30/2057 02003 4.909999680 3,626,000.0000 59,345.53 01/31/2016 12X4215 1215207 09/30/2058 02003 4.909999680 3,228,000.0000 52,831.60 01/31/2016 12X4215 1215207 09/30/2059 02003 4.909999680 7,756,000.0000 126,939.87 01/31/2016 12X4215 1215207 09/30/2060 02003 4.909999680 7,108,000.0000 116,334.27 01/31/2016 12X4215 1215207 09/30/2061 02003 4.909999680 910,000.0000 14,893.67 01/31/2016 12X4215 1215207 09/30/2062 02003 4.909999680 1,327,000.0000 21,718.57 01/31/2016 12X4215 1215207 09/30/2063 02003 4.909999680 1,704,000.0000 27,888.80 01/31/2016 12X4215 1215207 09/30/2065 02003 4.909999680 1,768,000.0000 28,936.27 01/31/2016 12X4215 1215207 09/30/2055 02004 4.829999760 6,941,304.0000 111,754.99 01/31/2016 12X4215 1215207 09/30/2056 02004 4.829999760 16,995,000.0000 273,619.50 01/31/2016 12X4215 1215207 09/30/2057 02004 4.829999760 15,297,000.0000 246,281.70 01/31/2016 12X4215 1215207 09/30/2058 02004 4.829999760 3,794,000.0000 61,083.40 01/31/2016 12X4215 1215207 09/30/2059 02004 4.829999760 6,631,111.0000 106,760.89 01/31/2016 12X4215 1215207 09/30/2060 02004 4.829999760 2,760,000.0000 44,436.00 01/31/2016 12X4215 1215207 09/30/2061 02004 4.829999760 1,566,000.0000 25,212.60 01/31/2016 12X4215 1215207 09/30/2062 02004 4.829999760 5,652,000.0000 90,997.20 01/31/2016 12X4215 1215207 09/30/2063 02004 4.829999760 4,041,000.0000 65,060.10 01/31/2016 12X4215 1215207 09/30/2064 02004 4.829999760 3,489,000.0000 56,172.90 01/31/2016 12X4215 1215207 09/30/2065 02004 4.829999760 1,605,000.0000 25,840.50 01/31/2016 12X4215 1215207 09/30/2056 02005 4.719999960 8,358,780.0000 131,511.47 01/31/2016 12X4215 1215207 09/30/2057 02005 4.719999960 14,206,000.0000 223,507.73 01/31/2016 12X4215 1215207 09/30/2058 02005 4.719999960 13,856,000.0000 218,001.07 01/31/2016 12X4215 1215207 09/30/2059 02005 4.719999960 6,914,000.0000 108,780.27 01/31/2016 12X4215 1215207 09/30/2060 02005 4.719999960 3,158,000.0000 49,685.87 01/31/2016 12X4215 1215207 09/30/2061 02005 4.719999960 1,067,000.0000 16,787.47 01/31/2016 12X4215 1215207 09/30/2062 02005 4.719999960 3,160,000.0000 49,717.33 01/31/2016 12X4215 1215207 09/30/2063 02005 4.719999960 4,118,000.0000 64,789.87 01/31/2016 12X4215 1215207 09/30/2064 02005 4.719999960 721,000.0000 11,343.73 01/31/2016 12X4215 1215207 09/30/2065 02005 4.719999960 1,585,000.0000 24,937.33 01/31/2016 12X4215 1215207 09/30/2057 02006 4.479999840 4,461,227.0000 66,620.99 01/31/2016 12X4215 1215207 09/30/2058 02006 4.479999840 13,388,000.0000 199,927.47 01/31/2016 12X4215 1215207 09/30/2059 02006 4.479999840 13,287,681.0000 198,429.37 01/31/2016 12X4215 1215207 09/30/2060 02006 4.479999840 8,638,000.0000 128,994.13 01/31/2016 12X4215 1215207 09/30/2061 02006 4.479999840 11,126,000.0000 166,148.27 01/31/2016 12X4215 1215207 09/30/2062 02006 4.479999840 2,736,000.0000 40,857.60 01/31/2016 12X4215 1215207 09/30/2063 02006 4.479999840 2,994,000.0000 44,710.40 01/31/2016 12X4215 1215207 09/30/2064 02006 4.479999840 1,535,000.0000 22,922.67 01/31/2016 12X4215 1215207 09/30/2065 02006 4.479999840 1,225,000.0000 18,293.33 01/31/2016 12X4215 1215207 09/30/2058 02007 4.209999840 10,027,110.0000 140,713.78 01/31/2016 12X4215 1215207 09/30/2059 02007 4.209999840 21,033,000.0000 295,163.10 01/31/2016 12X4215 1215207 09/30/2060 02007 4.209999840 10,666,000.0000 149,679.53 01/31/2016 12X4215 1215207 09/30/2061 02007 4.209999840 7,603,000.0000 106,695.43 01/31/2016 12X4215 1215207 09/30/2062 02007 4.209999840 3,225,000.0000 45,257.50 01/31/2016 12X4215 1215207 09/30/2063 02007 4.209999840 5,627,000.0000 78,965.57 01/31/2016 12X4215 1215207 09/30/2064 02007 4.209999840 701,000.0000 9,837.37 01/31/2016 12X4215 1215207 09/30/2065 02007 4.209999840 1,281,000.0000 17,976.70 01/31/2016 12X4215 1215207 09/30/2059 02008 3.979999800 9,024,972.0000 119,731.30 01/31/2016 12X4215 1215207 09/30/2060 02008 3.979999800 13,486,000.0000 178,914.27 01/31/2016 12X4215 1215207 09/30/2061 02008 3.979999800 7,145,000.0000 94,790.33 01/31/2016 12X4215 1215207 09/30/2062 02008 3.979999800 5,991,000.0000 79,480.60 01/31/2016 12X4215 1215207 09/30/2063 02008 3.979999800 5,269,000.0000 69,902.07 01/31/2016 12X4215 1215207 09/30/2064 02008 3.979999800 1,774,000.0000 23,535.07 01/31/2016 12X4215 1215207 09/30/2065 02008 3.979999800 2,638,000.0000 34,997.47 01/31/2016 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 112,026.94 01/31/2016 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 86,259.60 01/31/2016 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 263,806.20 01/31/2016 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 83,134.80 01/31/2016 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 13,532.40 01/31/2016 12X4215 1215207 09/30/2061 02010 3.549999960 7,023,630.0000 83,112.95 01/31/2016 12X4215 1215207 09/30/2062 02010 3.549999960 12,376,000.0000 146,449.33 01/31/2016 12X4215 1215207 09/30/2063 02010 3.549999960 20,200,000.0000 239,033.33 01/31/2016 12X4215 1215207 09/30/2064 02010 3.549999960 4,227,000.0000 50,019.50 01/31/2016 12X4215 1215207 09/30/2065 02010 3.549999960 805,000.0000 9,525.83 01/31/2016 12X4215 1215207 09/30/2066 02010 3.549999960 883,000.0000 10,448.83 01/31/2016 12X4215 1215207 09/30/2061 02011 3.150000000 993,460.0000 10,431.33 01/31/2016 12X4215 1215207 09/30/2062 02011 3.150000000 9,984,000.0000 104,832.00 01/31/2016 12X4215 1215207 09/30/2063 02011 3.150000000 9,296,000.0000 97,608.00 01/31/2016 12X4215 1215207 09/30/2064 02011 3.150000000 6,293,000.0000 66,076.50 01/31/2016 12X4215 1215207 09/30/2065 02011 3.150000000 10,878,000.0000 114,219.00 01/31/2016 12X4215 1215207 09/30/2066 02011 3.150000000 628,000.0000 6,594.00 01/31/2016 12X4215 1215207 09/30/2063 02012 3.089999880 16,589,000.0000 170,866.70 01/31/2016 12X4215 1215207 09/30/2064 02012 3.089999880 9,440,000.0000 97,232.00 01/31/2016 12X4215 1215207 09/30/2065 02012 3.089999880 12,585,000.0000 129,625.50 01/31/2016 12X4215 1215207 09/30/2066 02012 3.089999880 1,186,000.0000 12,215.80 01/31/2016 12X4215 1215207 09/30/2063 02013 4.179999960 2,762,000.0000 38,483.87 01/31/2016 12X4215 1215207 09/30/2064 02013 4.179999960 6,700,000.0000 93,353.33 01/31/2016 12X4215 1215207 09/30/2065 02013 4.179999960 9,003,000.0000 125,441.80 01/31/2016 12X4215 1215207 09/30/2066 02013 4.179999960 159,000.0000 2,215.40 01/31/2016 12X4215 1215207 09/30/2064 02014 3.049999920 1,045,000.0000 10,624.17 01/31/2016 12X4215 1215207 09/30/2065 02014 3.049999920 11,988,000.0000 121,878.00 01/31/2016 12X4215 1215207 09/30/2066 02014 3.049999920 4,942,000.0000 50,243.67 01/31/2016 12X4215 1215207 09/30/2065 02015 3.049999920 478,000.0000 4,859.67 01/31/2016 12X4215 1215207 09/30/2066 02015 3.049999920 4,728,000.0000 48,068.00 01/31/2016 ------------------------ ---------------------- 1,734,383,887.0000 32,644,289.30 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399999840 35,000.0000 396.67 01/31/2016 12X4215 1215208 09/30/2018 02006 3.589999920 99,000.0000 1,184.70 01/31/2016 12X4215 1215208 09/30/2017 02007 0.999999720 733,000.0000 2,443.33 01/31/2016 12X4215 1215208 09/30/2016 02009 2.439999720 253,000.0000 2,057.73 01/31/2016 12X4215 1215208 09/30/2018 02009 2.439999720 141,000.0000 1,146.80 01/31/2016 12X4215 1215208 09/30/2016 02010 0.999999720 23,000.0000 76.67 01/31/2016 12X4215 1215208 09/30/2017 02010 0.999999720 12,000.0000 40.00 01/31/2016 12X4215 1215208 09/30/2018 02010 0.999999720 525,000.0000 1,750.00 01/31/2016 ------------------------ ---------------------- 1,821,000.0000 9,095.90 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.309999800 550,175.0000 13,405.93 01/31/2016 12X4215 1215209 09/30/2061 01992 7.309999800 69,000.0000 1,681.30 01/31/2016 12X4215 1215209 09/30/2063 01992 7.309999800 4,000.0000 97.47 01/31/2016 12X4215 1215209 09/30/2064 01992 7.309999800 3,000.0000 73.10 01/31/2016 12X4215 1215209 09/30/2057 01993 6.709999680 472,148.0000 10,560.38 01/31/2016 12X4215 1215209 09/30/2064 01993 6.709999680 1,000.0000 22.37 01/31/2016 12X4215 1215209 09/30/2057 01994 6.769999800 1,957,576.0000 44,175.97 01/31/2016 12X4215 1215209 09/30/2060 01994 6.769999800 165,000.0000 3,723.50 01/31/2016 12X4215 1215209 09/30/2061 01994 6.769999800 24,000.0000 541.60 01/31/2016 12X4215 1215209 09/30/2063 01994 6.769999800 1,000.0000 22.57 01/31/2016 12X4215 1215209 09/30/2060 01997 6.889999680 1,309,929.0000 30,084.70 01/31/2016 12X4215 1215209 09/30/2061 01997 6.889999680 99,000.0000 2,273.70 01/31/2016 12X4215 1215209 09/30/2062 01997 6.889999680 44,000.0000 1,010.53 01/31/2016 12X4215 1215209 09/30/2063 01997 6.889999680 2,000.0000 45.93 01/31/2016 12X4215 1215209 09/30/2064 01997 6.889999680 1,000.0000 22.97 01/31/2016 12X4215 1215209 09/30/2059 01998 5.979999960 302,015.0000 6,020.17 01/31/2016 12X4215 1215209 09/30/2060 01998 5.979999960 110,800.0000 2,208.61 01/31/2016 12X4215 1215209 09/30/2061 01998 5.979999960 10,000.0000 199.33 01/31/2016 12X4215 1215209 09/30/2062 01998 5.979999960 26,000.0000 518.27 01/31/2016 12X4215 1215209 09/30/2059 01999 5.809999680 121,952.0000 2,361.80 01/31/2016 12X4215 1215209 09/30/2060 01999 5.809999680 1,925,900.0000 37,298.26 01/31/2016 12X4215 1215209 09/30/2061 01999 5.809999680 11,000.0000 213.03 01/31/2016 12X4215 1215209 09/30/2063 01999 5.809999680 1,000.0000 19.37 01/31/2016 12X4215 1215209 09/30/2050 02000 6.359999760 101,722.0000 2,156.51 01/31/2016 12X4215 1215209 09/30/2054 02000 6.359999760 8,500.0000 180.20 01/31/2016 12X4215 1215209 09/30/2055 02000 6.359999760 13,900.0000 294.68 01/31/2016 12X4215 1215209 09/30/2056 02000 6.359999760 1,500.0000 31.80 01/31/2016 12X4215 1215209 09/30/2060 02000 6.359999760 349,100.0000 7,400.92 01/31/2016 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 2,289.64 01/31/2016 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,268.00 01/31/2016 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 466.83 01/31/2016 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 141.75 01/31/2016 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 13,078.80 01/31/2016 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 18.90 01/31/2016 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 37.80 01/31/2016 12X4215 1215209 09/30/2052 02002 5.599999800 567,161.0000 10,587.01 01/31/2016 12X4215 1215209 09/30/2056 02002 5.599999800 5,000.0000 93.33 01/31/2016 12X4215 1215209 09/30/2060 02002 5.599999800 410,000.0000 7,653.33 01/31/2016 12X4215 1215209 09/30/2061 02002 5.599999800 9,000.0000 168.00 01/31/2016 12X4215 1215209 09/30/2063 02002 5.599999800 1,000.0000 18.67 01/31/2016 12X4215 1215209 09/30/2064 02002 5.599999800 2,000.0000 37.33 01/31/2016 12X4215 1215209 09/30/2065 02002 5.599999800 2,000.0000 37.33 01/31/2016 12X4215 1215209 09/30/2054 02003 4.899999960 659,469.0000 10,771.33 01/31/2016 12X4215 1215209 09/30/2058 02003 4.899999960 50,000.0000 816.67 01/31/2016 12X4215 1215209 09/30/2060 02003 4.899999960 352,000.0000 5,749.33 01/31/2016 12X4215 1215209 09/30/2061 02003 4.899999960 111,000.0000 1,813.00 01/31/2016 12X4215 1215209 09/30/2063 02003 4.899999960 11,000.0000 179.67 01/31/2016 12X4215 1215209 09/30/2064 02003 4.899999960 1,000.0000 16.33 01/31/2016 12X4215 1215209 09/30/2054 02004 5.189999760 136,790.0000 2,366.47 01/31/2016 12X4215 1215209 09/30/2056 02004 5.189999760 10,000.0000 173.00 01/31/2016 12X4215 1215209 09/30/2060 02004 5.189999760 90,000.0000 1,557.00 01/31/2016 12X4215 1215209 09/30/2055 02005 4.479999840 574,332.0000 8,576.69 01/31/2016 12X4215 1215209 09/30/2056 02005 4.479999840 177,000.0000 2,643.20 01/31/2016 12X4215 1215209 09/30/2060 02005 4.479999840 39,000.0000 582.40 01/31/2016 12X4215 1215209 09/30/2057 02006 4.889999880 580,123.0000 9,456.00 01/31/2016 12X4215 1215209 09/30/2059 02006 4.889999880 114,000.0000 1,858.20 01/31/2016 12X4215 1215209 09/30/2060 02006 4.889999880 14,000.0000 228.20 01/31/2016 12X4215 1215209 09/30/2062 02006 4.889999880 30,000.0000 489.00 01/31/2016 12X4215 1215209 09/30/2064 02006 4.889999880 2,000.0000 32.60 01/31/2016 12X4215 1215209 09/30/2057 02007 4.909999680 794,603.0000 13,005.00 01/31/2016 12X4215 1215209 09/30/2059 02007 4.909999680 66,000.0000 1,080.20 01/31/2016 12X4215 1215209 09/30/2060 02007 4.909999680 36,000.0000 589.20 01/31/2016 12X4215 1215209 09/30/2061 02007 4.909999680 5,000.0000 81.83 01/31/2016 12X4215 1215209 09/30/2063 02007 4.909999680 1,000.0000 16.37 01/31/2016 12X4215 1215209 09/30/2064 02007 4.909999680 1,000.0000 16.37 01/31/2016 12X4215 1215209 09/30/2058 02008 4.189999680 892,548.0000 12,465.92 01/31/2016 12X4215 1215209 09/30/2059 02008 4.189999680 39,000.0000 544.70 01/31/2016 12X4215 1215209 09/30/2060 02008 4.189999680 20,000.0000 279.33 01/31/2016 12X4215 1215209 09/30/2063 02008 4.189999680 1,000.0000 13.97 01/31/2016 12X4215 1215209 09/30/2059 02009 3.839999760 884,668.0000 11,323.75 01/31/2016 12X4215 1215209 09/30/2060 02009 3.839999760 105,000.0000 1,344.00 01/31/2016 12X4215 1215209 09/30/2064 02009 3.839999760 1,000.0000 12.80 01/31/2016 12X4215 1215209 09/30/2060 02010 4.389999840 687,957.0000 10,067.10 01/31/2016 12X4215 1215209 09/30/2061 02011 4.140000000 108,457.0000 1,496.71 01/31/2016 12X4215 1215209 09/30/2062 02011 4.140000000 3,000.0000 41.40 01/31/2016 12X4215 1215209 09/30/2063 02011 4.140000000 3,000.0000 41.40 01/31/2016 ------------------------ ---------------------- 16,251,670.0000 303,270.83 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.369999760 1,000.0000 17.90 01/31/2016 12X4215 1215212 09/30/2017 02001 5.369999760 116,000.0000 2,076.40 01/31/2016 12X4215 1215212 09/30/2018 02001 5.369999760 33,800.0000 605.02 01/31/2016 12X4215 1215212 09/30/2016 02002 5.289999840 2,000.0000 35.27 01/31/2016 12X4215 1215212 09/30/2017 02002 5.289999840 181,000.0000 3,191.63 01/31/2016 12X4215 1215212 09/30/2018 02002 5.289999840 15,000.0000 264.50 01/31/2016 12X4215 1215212 09/30/2016 02003 4.249999800 1,000.0000 14.17 01/31/2016 12X4215 1215212 09/30/2017 02003 4.249999800 95,000.0000 1,345.83 01/31/2016 12X4215 1215212 09/30/2018 02003 4.249999800 4,000.0000 56.67 01/31/2016 ------------------------ ---------------------- 448,800.0000 7,607.39 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.619999800 108,000.0000 1,303.20 01/31/2016 12X4215 1215401 09/30/2016 02006 3.409999920 1,000.0000 11.37 01/31/2016 12X4215 1215401 09/30/2018 02007 2.169999720 100.0000 0.72 01/31/2016 ------------------------ ---------------------- 109,100.0000 1,315.29 ======================== ====================== 16,679,812,459.0000 244,697,432.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00