Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.739999200 14,507,229.0000 407,411.30 02/28/2015 12X4208 1208845 09/30/2044 01992 6.739999200 16,216,000.0000 455,399.28 02/28/2015 12X4208 1208845 09/30/2045 01992 6.739999200 429,000.0000 12,047.75 02/28/2015 12X4208 1208845 09/30/2046 01992 6.739999200 367,000.0000 10,306.58 02/28/2015 12X4208 1208845 09/30/2047 01992 6.739999200 274,000.0000 7,694.83 02/28/2015 12X4208 1208845 09/30/2048 01992 6.739999200 17,368,000.0000 487,751.28 02/28/2015 12X4208 1208845 09/30/2044 01993 6.530000400 15,826,048.0000 430,600.42 02/28/2015 12X4208 1208845 09/30/2045 01993 6.530000400 208,000.0000 5,659.33 02/28/2015 12X4208 1208845 09/30/2047 01993 6.530000400 1,581,000.0000 43,016.38 02/28/2015 12X4208 1208845 09/30/2048 01993 6.530000400 13,218,000.0000 359,639.77 02/28/2015 ------------------------ ---------------------- 79,994,277.0000 2,219,526.92 840 SUB-COHORT 12X4208 1208840 09/30/2044 01992 6.950001600 155,604.0000 4,506.03 02/28/2015 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 215,739.63 02/28/2015 12X4208 1208840 09/30/2046 01992 6.950001600 18,330,000.0000 530,806.37 02/28/2015 12X4208 1208840 09/30/2047 01992 6.950001600 2,396,000.0000 69,384.18 02/28/2015 12X4208 1208840 09/30/2048 01992 6.950001600 2,178,000.0000 63,071.26 02/28/2015 12X4208 1208840 09/30/2045 01993 7.009999200 239,130.0000 6,984.59 02/28/2015 12X4208 1208840 09/30/2046 01993 7.009999200 20,257,000.0000 591,673.14 02/28/2015 12X4208 1208840 09/30/2047 01993 7.009999200 10,074,000.0000 294,244.72 02/28/2015 12X4208 1208840 09/30/2048 01993 7.009999200 1,708,000.0000 49,887.83 02/28/2015 ------------------------ ---------------------- 62,787,734.0000 1,826,297.75 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040001600 978,908.0000 28,714.64 02/28/2015 12X4208 1208850 09/30/2047 01994 7.040001600 1,037,000.0000 30,418.67 02/28/2015 12X4208 1208850 09/30/2048 01994 7.040001600 8,000.0000 234.67 02/28/2015 12X4208 1208850 09/30/2046 01995 6.680001600 667,312.0000 18,573.52 02/28/2015 12X4208 1208850 09/30/2047 01995 6.680001600 295,000.0000 8,210.84 02/28/2015 12X4208 1208850 09/30/2031 01996 6.450001200 4,696,244.0000 126,211.58 02/28/2015 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 967.50 02/28/2015 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 6,718.75 02/28/2015 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 14,082.50 02/28/2015 12X4208 1208850 09/30/2046 01996 6.450001200 4,441,000.0000 119,351.90 02/28/2015 12X4208 1208850 09/30/2047 01996 6.450001200 240,000.0000 6,450.00 02/28/2015 12X4208 1208850 09/30/2047 01997 5.979999600 1,073,405.0000 26,745.67 02/28/2015 12X4208 1208850 09/30/2033 01998 6.000001200 4,140,648.3100 103,516.23 02/28/2015 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 62,675.01 02/28/2015 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 6,250.00 02/28/2015 12X4208 1208850 09/30/2046 01998 6.000001200 4,280,000.0000 107,000.02 02/28/2015 12X4208 1208850 09/30/2047 01998 6.000001200 1,596,000.0000 39,900.01 02/28/2015 12X4208 1208850 09/30/2046 01999 5.919998400 982,745.9100 24,241.06 02/28/2015 12X4208 1208850 09/30/2047 01999 5.919998400 402,000.0000 9,916.00 02/28/2015 12X4208 1208850 09/30/2035 02000 5.730001200 11,464,577.0000 273,716.83 02/28/2015 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 477.50 02/28/2015 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 10,743.75 02/28/2015 12X4208 1208850 09/30/2046 02000 5.730001200 2,290,000.0000 54,673.76 02/28/2015 12X4208 1208850 09/30/2047 02000 5.730001200 1,913,000.0000 45,672.88 02/28/2015 12X4208 1208850 09/30/2048 02000 5.730001200 366,000.0000 8,738.25 02/28/2015 12X4208 1208850 09/30/2043 02001 5.000000400 1,554,791.0000 32,391.48 02/28/2015 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 41,666.67 02/28/2015 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 3,562.50 02/28/2015 12X4208 1208850 09/30/2037 02002 4.790001600 1,839,453.0000 36,712.43 02/28/2015 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 93,824.16 02/28/2015 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 15,966.67 02/28/2015 12X4208 1208850 09/30/2038 02003 4.709998800 841,817.0000 16,520.65 02/28/2015 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 285,582.93 02/28/2015 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 65,645.61 02/28/2015 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 2,139.12 02/28/2015 12X4208 1208850 09/30/2047 02003 4.709998800 2,000.0000 39.25 02/28/2015 12X4208 1208850 09/30/2048 02003 4.709998800 17,000.0000 333.62 02/28/2015 12X4208 1208850 09/30/2042 02004 4.690000800 4,357,272.0000 85,148.37 02/28/2015 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 237,489.92 02/28/2015 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 52,254.43 02/28/2015 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 8,911.00 02/28/2015 12X4208 1208850 09/30/2047 02004 4.690000800 1,000.0000 19.54 02/28/2015 12X4208 1208850 09/30/2044 02005 4.569998400 2,024,303.0000 38,546.09 02/28/2015 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 39,054.44 02/28/2015 12X4208 1208850 09/30/2045 02006 4.410000000 621,652.0000 11,422.86 02/28/2015 12X4208 1208850 09/30/2048 02006 4.410000000 7,000.0000 128.63 02/28/2015 12X4208 1208850 09/30/2045 02007 3.449998800 1,322,057.0000 19,004.56 02/28/2015 12X4208 1208850 09/30/2046 02007 3.449998800 14,739,000.0000 211,873.05 02/28/2015 12X4208 1208850 09/30/2047 02007 3.449998800 3,601,000.0000 51,764.36 02/28/2015 12X4208 1208850 09/30/2046 02008 1.829998800 17,826,142.0000 135,924.24 02/28/2015 12X4208 1208850 09/30/2047 02008 1.829998800 18,880,000.0000 143,959.91 02/28/2015 12X4208 1208850 09/30/2048 02008 1.829998800 13,794,000.0000 105,179.18 02/28/2015 12X4208 1208850 09/30/2046 02009 4.619998800 5,602,517.0000 107,848.42 02/28/2015 12X4208 1208850 09/30/2047 02009 4.619998800 6,831,000.0000 131,496.72 02/28/2015 12X4208 1208850 09/30/2048 02009 4.619998800 13,109,000.0000 252,348.18 02/28/2015 12X4208 1208850 09/30/2049 02009 4.619998800 2,186,000.0000 42,080.49 02/28/2015 12X4208 1208850 09/30/2046 02010 2.970000000 2,030,048.0000 25,121.84 02/28/2015 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 58,744.13 02/28/2015 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 185.63 02/28/2015 12X4208 1208850 09/30/2049 02010 2.970000000 34,615,000.0000 428,360.63 02/28/2015 12X4208 1208850 09/30/2046 02011 4.320000000 995,430.0000 17,917.74 02/28/2015 12X4208 1208850 09/30/2047 02011 4.320000000 2,697,000.0000 48,546.00 02/28/2015 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 116,514.00 02/28/2015 ------------------------ ---------------------- 248,650,322.2200 4,098,430.99 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 123,241,475.0000 3,548,326.65 02/28/2015 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 394,445.74 02/28/2015 12X4208 1208810 09/30/2046 01994 6.909998400 1,498,000.0000 43,129.91 02/28/2015 12X4208 1208810 09/30/2047 01994 6.909998400 800,000.0000 23,033.33 02/28/2015 12X4208 1208810 09/30/2048 01994 6.909998400 1,593,000.0000 45,865.11 02/28/2015 12X4208 1208810 09/30/2030 01995 6.580000800 169,626,728.0000 4,650,600.02 02/28/2015 12X4208 1208810 09/30/2042 01995 6.580000800 15,300,000.0000 419,475.05 02/28/2015 12X4208 1208810 09/30/2046 01995 6.580000800 208,000.0000 5,702.67 02/28/2015 12X4208 1208810 09/30/2047 01995 6.580000800 3,802,000.0000 104,238.18 02/28/2015 12X4208 1208810 09/30/2048 01995 6.580000800 930,000.0000 25,497.50 02/28/2015 12X4208 1208810 09/30/2031 01996 6.320001600 244,272,192.0000 6,432,502.68 02/28/2015 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 237,000.06 02/28/2015 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 176,433.38 02/28/2015 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 48,716.68 02/28/2015 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 34,549.34 02/28/2015 12X4208 1208810 09/30/2047 01996 6.320001600 2,681,000.0000 70,599.68 02/28/2015 12X4208 1208810 09/30/2048 01996 6.320001600 6,223,000.0000 163,872.37 02/28/2015 12X4208 1208810 09/30/2032 01997 6.140001600 222,251,806.0000 5,685,943.52 02/28/2015 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 276,300.07 02/28/2015 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 112,566.70 02/28/2015 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 38,400.59 02/28/2015 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 11,333.42 02/28/2015 12X4208 1208810 09/30/2047 01997 6.140001600 2,934,000.0000 75,061.52 02/28/2015 12X4208 1208810 09/30/2048 01997 6.140001600 8,162,000.0000 208,811.22 02/28/2015 12X4208 1208810 09/30/2033 01998 5.919998400 246,262,273.0000 6,074,467.76 02/28/2015 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 182,533.28 02/28/2015 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 208,433.28 02/28/2015 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 32,707.99 02/28/2015 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 6,018.67 02/28/2015 12X4208 1208810 09/30/2046 01998 5.919998400 2,000.0000 49.33 02/28/2015 12X4208 1208810 09/30/2047 01998 5.919998400 5,120,000.0000 126,293.30 02/28/2015 12X4208 1208810 09/30/2048 01998 5.919998400 7,550,000.0000 186,233.28 02/28/2015 12X4208 1208810 09/30/2034 01999 5.889999600 153,039,006.0000 3,755,832.02 02/28/2015 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 58,900.00 02/28/2015 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 152,158.32 02/28/2015 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 61,305.08 02/28/2015 12X4208 1208810 09/30/2046 01999 5.889999600 4,000.0000 98.17 02/28/2015 12X4208 1208810 09/30/2047 01999 5.889999600 1,862,000.0000 45,696.58 02/28/2015 12X4208 1208810 09/30/2048 01999 5.889999600 6,010,000.0000 147,495.41 02/28/2015 12X4208 1208810 09/30/2035 02000 5.879998800 172,778,131.0000 4,233,063.35 02/28/2015 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 173,949.96 02/28/2015 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 143,324.97 02/28/2015 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 55,688.49 02/28/2015 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 45,594.49 02/28/2015 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 21,609.00 02/28/2015 12X4208 1208810 09/30/2047 02000 5.879998800 1,595,000.0000 39,077.49 02/28/2015 12X4208 1208810 09/30/2048 02000 5.879998800 6,511,000.0000 159,519.47 02/28/2015 12X4208 1208810 09/30/2036 02001 5.150001600 159,698,036.0000 3,426,854.75 02/28/2015 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 55,791.68 02/28/2015 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 148,062.55 02/28/2015 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 46,671.89 02/28/2015 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 15,471.46 02/28/2015 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 11,737.71 02/28/2015 12X4208 1208810 09/30/2047 02001 5.150001600 1,134,000.0000 24,333.76 02/28/2015 12X4208 1208810 09/30/2048 02001 5.150001600 10,268,000.0000 220,334.24 02/28/2015 12X4208 1208810 09/30/2037 02002 4.680000000 340,714,171.0000 6,643,926.33 02/28/2015 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 109,219.50 02/28/2015 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 36,231.00 02/28/2015 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 11,485.50 02/28/2015 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 8,482.50 02/28/2015 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 19,753.50 02/28/2015 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 114,406.50 02/28/2015 12X4208 1208810 09/30/2038 02003 4.719999600 40,430,507.0000 795,133.24 02/28/2015 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 162,072.99 02/28/2015 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 237,612.65 02/28/2015 12X4208 1208810 09/30/2047 02003 4.719999600 63,000.0000 1,239.00 02/28/2015 12X4208 1208810 09/30/2048 02003 4.719999600 3,340,000.0000 65,686.66 02/28/2015 12X4208 1208810 09/30/2039 02004 4.579999200 267,991,181.0000 5,114,164.14 02/28/2015 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,588,897.14 02/28/2015 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,473,194.91 02/28/2015 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 296,116.03 02/28/2015 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 48,948.74 02/28/2015 12X4208 1208810 09/30/2047 02004 4.579999200 1,612,000.0000 30,762.33 02/28/2015 12X4208 1208810 09/30/2048 02004 4.579999200 8,805,000.0000 168,028.72 02/28/2015 12X4208 1208810 09/30/2040 02005 4.500000000 11,006,149.0000 206,365.29 02/28/2015 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 402,600.00 02/28/2015 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 291,975.00 02/28/2015 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 164,437.50 02/28/2015 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 51,131.25 02/28/2015 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 7,012.50 02/28/2015 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 46,012.50 02/28/2015 12X4208 1208810 09/30/2041 02006 4.430001600 30,243,391.0000 558,242.79 02/28/2015 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 375,018.09 02/28/2015 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 239,626.17 02/28/2015 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 356,209.05 02/28/2015 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 24,660.34 02/28/2015 12X4208 1208810 09/30/2046 02006 4.430001600 1,489,000.0000 27,484.47 02/28/2015 12X4208 1208810 09/30/2047 02006 4.430001600 398,000.0000 7,346.42 02/28/2015 12X4208 1208810 09/30/2048 02006 4.430001600 1,415,000.0000 26,118.55 02/28/2015 12X4208 1208810 09/30/2042 02007 4.160001600 18,967,245.0000 328,765.71 02/28/2015 12X4208 1208810 09/30/2043 02007 4.160001600 27,018,000.0000 468,312.18 02/28/2015 12X4208 1208810 09/30/2044 02007 4.160001600 8,252,000.0000 143,034.72 02/28/2015 12X4208 1208810 09/30/2045 02007 4.160001600 14,224,000.0000 246,549.43 02/28/2015 12X4208 1208810 09/30/2046 02007 4.160001600 5,585,000.0000 96,806.70 02/28/2015 12X4208 1208810 09/30/2047 02007 4.160001600 4,848,000.0000 84,032.03 02/28/2015 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 28,530.68 02/28/2015 ------------------------ ---------------------- 2,792,066,291.0000 63,797,345.87 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.480000000 2,152,798.0000 58,125.55 02/28/2015 12X4208 1208855 09/30/2042 01994 6.480000000 2,028,000.0000 54,756.00 02/28/2015 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 3,942.00 02/28/2015 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 5,481.00 02/28/2015 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 5,805.00 02/28/2015 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 22,869.00 02/28/2015 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 51,921.00 02/28/2015 12X4208 1208855 09/30/2030 01995 6.009998400 8,701,369.0000 217,896.72 02/28/2015 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,003.33 02/28/2015 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 29,248.66 02/28/2015 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 3,055.08 02/28/2015 12X4208 1208855 09/30/2047 01995 6.009998400 36,000.0000 901.50 02/28/2015 12X4208 1208855 09/30/2031 01996 6.050001600 7,912,128.0000 199,451.61 02/28/2015 12X4208 1208855 09/30/2042 01996 6.050001600 2,763,000.0000 69,650.64 02/28/2015 12X4208 1208855 09/30/2043 01996 6.050001600 349,000.0000 8,797.71 02/28/2015 12X4208 1208855 09/30/2044 01996 6.050001600 193,000.0000 4,865.21 02/28/2015 12X4208 1208855 09/30/2045 01996 6.050001600 48,000.0000 1,210.00 02/28/2015 12X4208 1208855 09/30/2046 01996 6.050001600 293,000.0000 7,386.04 02/28/2015 12X4208 1208855 09/30/2047 01996 6.050001600 562,000.0000 14,167.09 02/28/2015 12X4208 1208855 09/30/2048 01996 6.050001600 52,000.0000 1,310.83 02/28/2015 12X4208 1208855 09/30/2032 01997 5.670000000 14,993,822.5100 354,229.06 02/28/2015 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 26,885.25 02/28/2015 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,795.50 02/28/2015 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 2,149.88 02/28/2015 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 968.63 02/28/2015 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 472.50 02/28/2015 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 307.13 02/28/2015 12X4208 1208855 09/30/2033 01998 5.739998400 11,294,884.0000 270,135.90 02/28/2015 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 83,923.56 02/28/2015 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,889.42 02/28/2015 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 741.42 02/28/2015 12X4208 1208855 09/30/2047 01998 5.739998400 10,000.0000 239.17 02/28/2015 12X4208 1208855 09/30/2034 01999 5.420001600 14,065,014.0000 317,634.99 02/28/2015 12X4208 1208855 09/30/2042 01999 5.420001600 2,094,000.0000 47,289.51 02/28/2015 12X4208 1208855 09/30/2043 01999 5.420001600 2,083,000.0000 47,041.10 02/28/2015 12X4208 1208855 09/30/2044 01999 5.420001600 254,000.0000 5,736.17 02/28/2015 12X4208 1208855 09/30/2045 01999 5.420001600 372,000.0000 8,401.00 02/28/2015 12X4208 1208855 09/30/2046 01999 5.420001600 36,000.0000 813.00 02/28/2015 12X4208 1208855 09/30/2047 01999 5.420001600 13,000.0000 293.58 02/28/2015 12X4208 1208855 09/30/2048 01999 5.420001600 5,000.0000 112.92 02/28/2015 12X4208 1208855 09/30/2035 02000 4.970001600 11,983,962.0000 248,167.96 02/28/2015 12X4208 1208855 09/30/2042 02000 4.970001600 11,000.0000 227.79 02/28/2015 12X4208 1208855 09/30/2043 02000 4.970001600 29,000.0000 600.54 02/28/2015 12X4208 1208855 09/30/2044 02000 4.970001600 7,507,000.0000 155,457.51 02/28/2015 12X4208 1208855 09/30/2045 02000 4.970001600 392,000.0000 8,117.67 02/28/2015 12X4208 1208855 09/30/2046 02000 4.970001600 181,000.0000 3,748.21 02/28/2015 12X4208 1208855 09/30/2047 02000 4.970001600 41,000.0000 849.04 02/28/2015 12X4208 1208855 09/30/2036 02001 5.220000000 14,357,384.0000 312,273.10 02/28/2015 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 32,690.25 02/28/2015 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 36,975.00 02/28/2015 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 10,896.75 02/28/2015 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,588.25 02/28/2015 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 1,957.50 02/28/2015 12X4208 1208855 09/30/2042 02002 4.259998800 9,715,477.0000 172,449.67 02/28/2015 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 100,535.97 02/28/2015 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 77,034.98 02/28/2015 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 3,780.75 02/28/2015 12X4208 1208855 09/30/2046 02002 4.259998800 278,000.0000 4,934.50 02/28/2015 12X4208 1208855 09/30/2048 02002 4.259998800 2,000.0000 35.50 02/28/2015 12X4208 1208855 09/30/2038 02003 4.230000000 12,564,856.0000 221,455.59 02/28/2015 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 165,410.63 02/28/2015 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 79,594.50 02/28/2015 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 39,497.63 02/28/2015 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 3,084.38 02/28/2015 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 16,179.75 02/28/2015 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 846.00 02/28/2015 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 634.50 02/28/2015 12X4208 1208855 09/30/2039 02004 4.280000400 27,934,600.0000 498,167.08 02/28/2015 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 120,678.18 02/28/2015 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 13,410.67 02/28/2015 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 114,721.84 02/28/2015 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 48,221.34 02/28/2015 12X4208 1208855 09/30/2046 02004 4.280000400 763,000.0000 13,606.83 02/28/2015 12X4208 1208855 09/30/2047 02004 4.280000400 63,000.0000 1,123.50 02/28/2015 12X4208 1208855 09/30/2048 02004 4.280000400 28,000.0000 499.33 02/28/2015 12X4208 1208855 09/30/2040 02005 4.340001600 21,930,512.0000 396,576.90 02/28/2015 12X4208 1208855 09/30/2042 02005 4.340001600 27,745,000.0000 501,722.27 02/28/2015 12X4208 1208855 09/30/2043 02005 4.340001600 9,090,000.0000 164,377.56 02/28/2015 12X4208 1208855 09/30/2044 02005 4.340001600 7,620,000.0000 137,795.05 02/28/2015 12X4208 1208855 09/30/2045 02005 4.340001600 3,813,000.0000 68,951.78 02/28/2015 12X4208 1208855 09/30/2046 02005 4.340001600 10,498,000.0000 189,838.90 02/28/2015 12X4208 1208855 09/30/2047 02005 4.340001600 1,318,000.0000 23,833.84 02/28/2015 12X4208 1208855 09/30/2048 02005 4.340001600 413,000.0000 7,468.42 02/28/2015 12X4208 1208855 09/30/2042 02006 4.050000000 24,869,288.0000 419,669.24 02/28/2015 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 217,366.88 02/28/2015 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 322,633.13 02/28/2015 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 326,362.50 02/28/2015 12X4208 1208855 09/30/2046 02006 4.050000000 13,796,000.0000 232,807.50 02/28/2015 12X4208 1208855 09/30/2047 02006 4.050000000 2,003,000.0000 33,800.63 02/28/2015 12X4208 1208855 09/30/2048 02006 4.050000000 7,507,000.0000 126,680.63 02/28/2015 12X4208 1208855 09/30/2042 02007 4.129999200 3,444,815.0000 59,279.51 02/28/2015 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 256,438.53 02/28/2015 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 228,044.79 02/28/2015 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 114,676.31 02/28/2015 12X4208 1208855 09/30/2046 02007 4.129999200 3,884,000.0000 66,837.15 02/28/2015 12X4208 1208855 09/30/2047 02007 4.129999200 5,880,000.0000 101,184.98 02/28/2015 12X4208 1208855 09/30/2048 02007 4.129999200 7,000.0000 120.46 02/28/2015 12X4208 1208855 09/30/2043 02008 4.600000800 3,163,570.0000 60,635.10 02/28/2015 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 282,861.72 02/28/2015 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 381,550.90 02/28/2015 12X4208 1208855 09/30/2046 02008 4.600000800 24,935,000.0000 477,920.92 02/28/2015 12X4208 1208855 09/30/2047 02008 4.600000800 9,524,000.0000 182,543.37 02/28/2015 12X4208 1208855 09/30/2048 02008 4.600000800 5,060,000.0000 96,983.35 02/28/2015 12X4208 1208855 09/30/2049 02008 4.600000800 2,335,000.0000 44,754.17 02/28/2015 12X4208 1208855 09/30/2043 02009 4.500000000 20,277,570.0000 380,204.44 02/28/2015 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 118,687.50 02/28/2015 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 192,393.75 02/28/2015 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 53,812.50 02/28/2015 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 181,987.50 02/28/2015 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 95,137.50 02/28/2015 12X4208 1208855 09/30/2049 02009 4.500000000 1,784,000.0000 33,450.00 02/28/2015 12X4208 1208855 09/30/2044 02010 2.720001600 10,154,476.0000 115,084.13 02/28/2015 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 186,705.44 02/28/2015 12X4208 1208855 09/30/2046 02010 2.720001600 14,359,000.0000 162,735.43 02/28/2015 12X4208 1208855 09/30/2047 02010 2.720001600 7,864,000.0000 89,125.39 02/28/2015 12X4208 1208855 09/30/2048 02010 2.720001600 12,460,000.0000 141,213.42 02/28/2015 12X4208 1208855 09/30/2046 02011 4.079998800 3,383,000.0000 57,510.98 02/28/2015 12X4208 1208855 09/30/2047 02011 4.079998800 2,166,000.0000 36,821.99 02/28/2015 12X4208 1208855 09/30/2048 02011 4.079998800 2,717,000.0000 46,188.99 02/28/2015 12X4208 1208855 09/30/2049 02011 4.079998800 1,342,000.0000 22,813.99 02/28/2015 ------------------------ ---------------------- 650,850,525.5100 11,881,945.79 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770001600 7,872,288.0000 222,064.18 02/28/2015 12X4208 1208815 09/30/2032 01994 6.770001600 500,000.0000 14,104.17 02/28/2015 12X4208 1208815 09/30/2036 01994 6.770001600 25,000.0000 705.21 02/28/2015 12X4208 1208815 09/30/2038 01994 6.770001600 1,175,000.0000 33,144.80 02/28/2015 12X4208 1208815 09/30/2030 01995 6.000001200 11,396,660.0000 284,916.56 02/28/2015 12X4208 1208815 09/30/2032 01995 6.000001200 1,990,000.0000 49,750.01 02/28/2015 12X4208 1208815 09/30/2033 01995 6.000001200 350,000.0000 8,750.00 02/28/2015 12X4208 1208815 09/30/2037 01995 6.000001200 1,912,000.0000 47,800.01 02/28/2015 12X4208 1208815 09/30/2031 01996 5.820001200 1,394,123.0000 33,807.49 02/28/2015 12X4208 1208815 09/30/2032 01996 5.820001200 2,185,000.0000 52,986.26 02/28/2015 12X4208 1208815 09/30/2033 01996 5.820001200 1,000,000.0000 24,250.01 02/28/2015 12X4208 1208815 09/30/2034 01996 5.820001200 451,000.0000 10,936.75 02/28/2015 12X4208 1208815 09/30/2035 01996 5.820001200 24,000.0000 582.00 02/28/2015 12X4208 1208815 09/30/2036 01996 5.820001200 2,124,000.0000 51,507.01 02/28/2015 12X4208 1208815 09/30/2037 01996 5.820001200 3,444,000.0000 83,517.02 02/28/2015 12X4208 1208815 09/30/2038 01996 5.820001200 136,000.0000 3,298.00 02/28/2015 12X4208 1208815 09/30/2032 01997 5.559998400 19,086,378.0000 442,167.63 02/28/2015 12X4208 1208815 09/30/2033 01997 5.559998400 1,523,000.0000 35,282.82 02/28/2015 12X4208 1208815 09/30/2038 01997 5.559998400 718,000.0000 16,633.66 02/28/2015 12X4208 1208815 09/30/2032 01998 5.529999600 4,955,000.0000 114,171.45 02/28/2015 12X4208 1208815 09/30/2033 01998 5.529999600 32,208,715.0000 742,142.42 02/28/2015 12X4208 1208815 09/30/2034 01998 5.529999600 3,419,000.0000 78,779.45 02/28/2015 12X4208 1208815 09/30/2035 01998 5.529999600 1,919,000.0000 44,216.96 02/28/2015 12X4208 1208815 09/30/2036 01998 5.529999600 1,795,000.0000 41,359.79 02/28/2015 12X4208 1208815 09/30/2037 01998 5.529999600 912,000.0000 21,014.00 02/28/2015 12X4208 1208815 09/30/2038 01998 5.529999600 57,000.0000 1,313.37 02/28/2015 12X4208 1208815 09/30/2032 01999 5.320000800 5,079,000.0000 112,584.52 02/28/2015 12X4208 1208815 09/30/2033 01999 5.320000800 2,371,000.0000 52,557.17 02/28/2015 12X4208 1208815 09/30/2034 01999 5.320000800 49,132,203.0000 1,089,097.33 02/28/2015 12X4208 1208815 09/30/2036 01999 5.320000800 340,000.0000 7,536.67 02/28/2015 12X4208 1208815 09/30/2037 01999 5.320000800 754,000.0000 16,713.67 02/28/2015 12X4208 1208815 09/30/2038 01999 5.320000800 445,000.0000 9,864.17 02/28/2015 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 523,784.00 02/28/2015 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 101,455.23 02/28/2015 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 107,033.32 02/28/2015 12X4208 1208815 09/30/2035 02000 4.939999200 45,557,351.0000 937,721.99 02/28/2015 12X4208 1208815 09/30/2037 02000 4.939999200 385,000.0000 7,924.58 02/28/2015 12X4208 1208815 09/30/2038 02000 4.939999200 577,000.0000 11,876.58 02/28/2015 12X4208 1208815 09/30/2032 02001 3.819999600 23,543,000.0000 374,726.04 02/28/2015 12X4208 1208815 09/30/2033 02001 3.819999600 21,368,700.0000 340,118.44 02/28/2015 12X4208 1208815 09/30/2034 02001 3.819999600 16,929,000.0000 269,453.22 02/28/2015 12X4208 1208815 09/30/2035 02001 3.819999600 176,000.0000 2,801.33 02/28/2015 12X4208 1208815 09/30/2036 02001 3.819999600 21,194,991.0000 337,353.57 02/28/2015 12X4208 1208815 09/30/2037 02001 3.819999600 13,431,000.0000 213,776.73 02/28/2015 12X4208 1208815 09/30/2038 02001 3.819999600 419,000.0000 6,669.08 02/28/2015 12X4208 1208815 09/30/2039 02001 3.819999600 153,000.0000 2,435.25 02/28/2015 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 531,900.00 02/28/2015 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 291,564.00 02/28/2015 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 286,056.00 02/28/2015 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 128,538.00 02/28/2015 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 18,360.00 02/28/2015 12X4208 1208815 09/30/2037 02002 4.320000000 21,883,439.0000 393,901.90 02/28/2015 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 14,076.00 02/28/2015 12X4208 1208815 09/30/2032 02003 4.179999600 21,833,000.0000 380,258.05 02/28/2015 12X4208 1208815 09/30/2033 02003 4.179999600 14,299,000.0000 249,040.89 02/28/2015 12X4208 1208815 09/30/2034 02003 4.179999600 8,895,000.0000 154,921.24 02/28/2015 12X4208 1208815 09/30/2035 02003 4.179999600 4,045,000.0000 70,450.41 02/28/2015 12X4208 1208815 09/30/2036 02003 4.179999600 216,000.0000 3,762.00 02/28/2015 12X4208 1208815 09/30/2038 02003 4.179999600 21,671,582.0000 377,446.68 02/28/2015 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 23,529.00 02/28/2015 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 9,124.50 02/28/2015 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 10,543.50 02/28/2015 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 4,488.00 02/28/2015 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,254.00 02/28/2015 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 396.00 02/28/2015 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 1,056.00 02/28/2015 12X4208 1208815 09/30/2039 02004 3.960000000 2,584,939.0000 42,651.49 02/28/2015 12X4208 1208815 09/30/2032 02005 4.529998800 39,012,000.0000 736,351.30 02/28/2015 12X4208 1208815 09/30/2033 02005 4.529998800 18,132,000.0000 342,241.41 02/28/2015 12X4208 1208815 09/30/2034 02005 4.529998800 2,741,000.0000 51,736.36 02/28/2015 12X4208 1208815 09/30/2036 02005 4.529998800 154,000.0000 2,906.75 02/28/2015 12X4208 1208815 09/30/2037 02005 4.529998800 1,137,000.0000 21,460.87 02/28/2015 12X4208 1208815 09/30/2038 02005 4.529998800 40,000.0000 755.00 02/28/2015 12X4208 1208815 09/30/2040 02005 4.529998800 41,328,887.0000 780,082.54 02/28/2015 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 1,073,881.50 02/28/2015 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 571,647.75 02/28/2015 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 375,567.00 02/28/2015 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 181,487.25 02/28/2015 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 232,737.00 02/28/2015 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 147,815.25 02/28/2015 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 48,386.25 02/28/2015 12X4208 1208815 09/30/2041 02006 4.140000000 53,176,090.0000 917,287.55 02/28/2015 12X4208 1208815 09/30/2033 02007 4.309999200 31,716,865.0000 569,581.93 02/28/2015 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 663,973.34 02/28/2015 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 318,077.94 02/28/2015 12X4208 1208815 09/30/2036 02007 4.309999200 32,136,000.0000 577,108.89 02/28/2015 12X4208 1208815 09/30/2037 02007 4.309999200 17,323,000.0000 311,092.15 02/28/2015 12X4208 1208815 09/30/2038 02007 4.309999200 16,097,000.0000 289,075.24 02/28/2015 12X4208 1208815 09/30/2033 02008 3.809998800 31,788,145.0000 504,636.64 02/28/2015 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 1,401,777.93 02/28/2015 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 880,173.22 02/28/2015 12X4208 1208815 09/30/2036 02008 3.809998800 28,709,000.0000 455,755.23 02/28/2015 12X4208 1208815 09/30/2037 02008 3.809998800 17,455,000.0000 277,098.04 02/28/2015 12X4208 1208815 09/30/2038 02008 3.809998800 11,384,000.0000 180,720.94 02/28/2015 12X4208 1208815 09/30/2039 02008 3.809998800 3,082,000.0000 48,926.73 02/28/2015 12X4208 1208815 09/30/2034 02009 4.119998400 37,094,913.0000 636,795.76 02/28/2015 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 863,414.33 02/28/2015 12X4208 1208815 09/30/2036 02009 4.119998400 32,229,000.0000 553,264.29 02/28/2015 12X4208 1208815 09/30/2037 02009 4.119998400 19,890,000.0000 341,444.87 02/28/2015 12X4208 1208815 09/30/2038 02009 4.119998400 24,815,000.0000 425,990.67 02/28/2015 12X4208 1208815 09/30/2039 02009 4.119998400 8,332,000.0000 143,032.61 02/28/2015 12X4208 1208815 09/30/2035 02010 2.990001600 53,256,263.0000 663,484.63 02/28/2015 12X4208 1208815 09/30/2036 02010 2.990001600 39,929,000.0000 497,449.06 02/28/2015 12X4208 1208815 09/30/2037 02010 2.990001600 36,929,000.0000 460,074.04 02/28/2015 12X4208 1208815 09/30/2038 02010 2.990001600 30,838,000.0000 384,190.29 02/28/2015 12X4208 1208815 09/30/2039 02010 2.990001600 7,505,000.0000 93,499.84 02/28/2015 12X4208 1208815 09/30/2035 02011 4.070001600 2,423,067.0000 41,091.19 02/28/2015 12X4208 1208815 09/30/2036 02011 4.070001600 63,673,000.0000 1,079,788.38 02/28/2015 12X4208 1208815 09/30/2037 02011 4.070001600 73,222,000.0000 1,241,723.57 02/28/2015 12X4208 1208815 09/30/2038 02011 4.070001600 49,654,000.0000 842,049.41 02/28/2015 12X4208 1208815 09/30/2039 02011 4.070001600 12,984,000.0000 220,187.09 02/28/2015 12X4208 1208815 09/30/2037 02012 3.070000800 1,700,000.0000 21,745.84 02/28/2015 12X4208 1208815 09/30/2038 02012 3.070000800 8,004,000.0000 102,384.53 02/28/2015 12X4208 1208815 09/30/2039 02012 3.070000800 3,488,000.0000 44,617.34 02/28/2015 12X4208 1208815 09/30/2037 02013 2.940001200 5,185,000.0000 63,516.28 02/28/2015 12X4208 1208815 09/30/2038 02013 2.940001200 24,069,000.0000 294,845.37 02/28/2015 12X4208 1208815 09/30/2039 02013 2.940001200 25,415,000.0000 311,333.88 02/28/2015 12X4208 1208815 09/30/2038 02014 2.940001200 27,000.0000 330.75 02/28/2015 12X4208 1208815 09/30/2039 02014 2.940001200 5,272,000.0000 64,582.03 02/28/2015 ------------------------ ---------------------- 1,821,692,599.0000 31,331,179.63 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 376,083,181.0000 8,007,435.22 02/28/2015 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 66,217.06 02/28/2015 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 7,239.16 02/28/2015 12X4208 1208870 09/30/2044 02001 5.109998400 552,000.0000 11,753.00 02/28/2015 12X4208 1208870 09/30/2045 02001 5.109998400 5,000.0000 106.46 02/28/2015 12X4208 1208870 09/30/2046 02001 5.109998400 380,000.0000 8,090.83 02/28/2015 12X4208 1208870 09/30/2037 02002 4.790001600 611,446,767.0000 12,203,462.47 02/28/2015 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 70,612.61 02/28/2015 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 47,101.68 02/28/2015 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 36,982.80 02/28/2015 12X4208 1208870 09/30/2044 02002 4.790001600 1,507,000.0000 30,077.22 02/28/2015 12X4208 1208870 09/30/2046 02002 4.790001600 3,000.0000 59.88 02/28/2015 12X4208 1208870 09/30/2038 02003 4.730000400 772,883,488.0000 15,232,246.70 02/28/2015 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 3,484,118.29 02/28/2015 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 157,233.10 02/28/2015 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 29,562.50 02/28/2015 12X4208 1208870 09/30/2044 02003 4.730000400 903,000.0000 17,796.63 02/28/2015 12X4208 1208870 09/30/2045 02003 4.730000400 1,000.0000 19.71 02/28/2015 12X4208 1208870 09/30/2046 02003 4.730000400 7,000.0000 137.96 02/28/2015 12X4208 1208870 09/30/2039 02004 4.629999600 616,532,375.0000 11,893,936.04 02/28/2015 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 5,105,944.27 02/28/2015 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,020,763.33 02/28/2015 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 272,147.52 02/28/2015 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 202,581.77 02/28/2015 12X4208 1208870 09/30/2045 02004 4.629999600 1,000.0000 19.29 02/28/2015 12X4208 1208870 09/30/2040 02005 4.579999200 633,865,167.0000 12,096,258.16 02/28/2015 12X4208 1208870 09/30/2041 02005 4.579999200 164,058,000.0000 3,130,772.95 02/28/2015 12X4208 1208870 09/30/2042 02005 4.579999200 45,586,000.0000 869,932.68 02/28/2015 12X4208 1208870 09/30/2043 02005 4.579999200 18,549,000.0000 353,976.69 02/28/2015 12X4208 1208870 09/30/2044 02005 4.579999200 4,561,000.0000 87,039.07 02/28/2015 12X4208 1208870 09/30/2045 02005 4.579999200 1,760,000.0000 33,586.66 02/28/2015 12X4208 1208870 09/30/2046 02005 4.579999200 1,000.0000 19.08 02/28/2015 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 4,589,404.76 02/28/2015 12X4208 1208870 09/30/2041 02006 4.439998800 480,552,454.0000 8,890,218.00 02/28/2015 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 1,630,626.56 02/28/2015 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 1,003,402.73 02/28/2015 12X4208 1208870 09/30/2044 02006 4.439998800 5,050,000.0000 93,424.97 02/28/2015 12X4208 1208870 09/30/2045 02006 4.439998800 750,000.0000 13,875.00 02/28/2015 12X4208 1208870 09/30/2046 02006 4.439998800 1,439,000.0000 26,621.49 02/28/2015 12X4208 1208870 09/30/2040 02007 4.150000800 223,626,611.0000 3,866,877.56 02/28/2015 12X4208 1208870 09/30/2041 02007 4.150000800 419,484,000.0000 7,253,578.90 02/28/2015 12X4208 1208870 09/30/2042 02007 4.150000800 117,133,000.0000 2,025,425.18 02/28/2015 12X4208 1208870 09/30/2043 02007 4.150000800 80,433,000.0000 1,390,820.89 02/28/2015 12X4208 1208870 09/30/2044 02007 4.150000800 18,586,000.0000 321,382.98 02/28/2015 12X4208 1208870 09/30/2045 02007 4.150000800 17,061,000.0000 295,013.18 02/28/2015 12X4208 1208870 09/30/2046 02007 4.150000800 82,000.0000 1,417.92 02/28/2015 ------------------------ ---------------------- 5,594,828,043.0000 106,879,320.91 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.400001600 2,810,000.0000 86,641.69 02/28/2015 12X4208 1208820 09/30/2048 01993 6.649999200 2,672,000.0000 74,036.66 02/28/2015 12X4208 1208820 09/30/2048 01994 5.900000400 1,903,000.0000 46,782.09 02/28/2015 12X4208 1208820 09/30/2048 01995 5.990000400 2,686,000.0000 67,038.09 02/28/2015 12X4208 1208820 09/30/2048 01996 5.950000800 1,946,000.0000 48,244.59 02/28/2015 12X4208 1208820 09/30/2048 01997 5.749999200 3,283,000.0000 78,655.20 02/28/2015 12X4208 1208820 09/30/2048 01998 5.799999600 4,658,000.0000 112,568.33 02/28/2015 12X4208 1208820 09/30/2048 01999 5.780001600 13,754,000.0000 331,242.26 02/28/2015 12X4208 1208820 09/30/2049 01999 5.780001600 742,000.0000 17,869.84 02/28/2015 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 447,869.63 02/28/2015 12X4208 1208820 09/30/2048 02001 4.889998800 8,806,000.0000 179,422.21 02/28/2015 12X4208 1208820 09/30/2048 02002 4.610001600 25,980,000.0000 499,032.67 02/28/2015 12X4208 1208820 09/30/2048 02003 4.700001600 27,627,000.0000 541,028.93 02/28/2015 12X4208 1208820 09/30/2048 02004 4.610001600 16,368,000.0000 314,402.11 02/28/2015 12X4208 1208820 09/30/2047 02005 4.579999200 8,873,000.0000 169,326.39 02/28/2015 12X4208 1208820 09/30/2048 02005 4.579999200 20,244,000.0000 386,322.93 02/28/2015 12X4208 1208820 09/30/2047 02006 4.169998800 91,000.0000 1,581.12 02/28/2015 12X4208 1208820 09/30/2048 02006 4.169998800 35,236,000.0000 612,225.32 02/28/2015 12X4208 1208820 09/30/2047 02007 3.700000800 1,238,000.0000 19,085.84 02/28/2015 12X4208 1208820 09/30/2048 02007 3.700000800 32,579,000.0000 502,259.69 02/28/2015 12X4208 1208820 09/30/2047 02008 3.539998800 1,745,000.0000 25,738.74 02/28/2015 12X4208 1208820 09/30/2048 02008 3.539998800 82,211,000.0000 1,212,611.84 02/28/2015 12X4208 1208820 09/30/2049 02008 3.539998800 80,000.0000 1,180.00 02/28/2015 12X4208 1208820 09/30/2047 02009 3.520000800 11,258,000.0000 165,117.37 02/28/2015 12X4208 1208820 09/30/2048 02009 3.520000800 74,957,000.0000 1,099,369.58 02/28/2015 12X4208 1208820 09/30/2049 02009 3.520000800 4,327,000.0000 63,462.68 02/28/2015 12X4208 1208820 09/30/2046 02010 3.070000800 121,351,000.0000 1,552,281.95 02/28/2015 12X4208 1208820 09/30/2047 02010 3.070000800 3,179,000.0000 40,664.72 02/28/2015 12X4208 1208820 09/30/2048 02010 3.070000800 2,166,000.0000 27,706.76 02/28/2015 12X4208 1208820 09/30/2049 02010 3.070000800 1,180,000.0000 15,094.17 02/28/2015 12X4208 1208820 09/30/2046 02011 3.279999600 48,600,000.0000 664,199.92 02/28/2015 12X4208 1208820 09/30/2047 02011 3.279999600 33,757,000.0000 461,345.61 02/28/2015 12X4208 1208820 09/30/2048 02011 3.279999600 28,796,000.0000 393,545.29 02/28/2015 12X4208 1208820 09/30/2049 02011 3.279999600 11,318,000.0000 154,679.31 02/28/2015 12X4208 1208820 09/30/2046 02012 3.420000000 1,400,000.0000 19,950.00 02/28/2015 12X4208 1208820 09/30/2047 02012 3.420000000 48,534,000.0000 691,609.50 02/28/2015 12X4208 1208820 09/30/2048 02012 3.420000000 35,734,000.0000 509,209.50 02/28/2015 12X4208 1208820 09/30/2049 02012 3.420000000 8,785,000.0000 125,186.25 02/28/2015 12X4208 1208820 09/30/2047 02013 3.620001600 9,066,000.0000 136,745.56 02/28/2015 12X4208 1208820 09/30/2048 02013 3.620001600 40,599,000.0000 612,368.52 02/28/2015 12X4208 1208820 09/30/2049 02013 3.620001600 22,903,000.0000 345,453.74 02/28/2015 12X4208 1208820 09/30/2048 02014 2.739999600 24,018,000.0000 274,205.46 02/28/2015 12X4208 1208820 09/30/2049 02014 2.739999600 5,242,000.0000 59,846.16 02/28/2015 ------------------------ ---------------------- 852,281,000.0000 13,187,208.22 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950001600 224,000.0000 6,486.67 02/28/2015 12X4208 1208825 09/30/2048 01992 6.950001600 1,414,000.0000 40,947.09 02/28/2015 12X4208 1208825 09/30/2047 01993 6.810001200 31,000.0000 879.63 02/28/2015 12X4208 1208825 09/30/2048 01993 6.810001200 109,000.0000 3,092.88 02/28/2015 12X4208 1208825 09/30/2047 01994 5.960001600 753,000.0000 18,699.51 02/28/2015 12X4208 1208825 09/30/2048 01994 5.960001600 657,000.0000 16,315.50 02/28/2015 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 1,086.75 02/28/2015 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 15,654.38 02/28/2015 12X4208 1208825 09/30/2045 01996 6.050001600 423,000.0000 10,663.13 02/28/2015 12X4208 1208825 09/30/2047 01996 6.050001600 464,000.0000 11,696.67 02/28/2015 12X4208 1208825 09/30/2048 01996 6.050001600 679,000.0000 17,116.46 02/28/2015 12X4208 1208825 09/30/2047 01997 4.820000400 619,000.0000 12,431.58 02/28/2015 12X4208 1208825 09/30/2048 01997 4.820000400 507,000.0000 10,182.25 02/28/2015 12X4208 1208825 09/30/2047 01998 5.180000400 195,000.0000 4,208.75 02/28/2015 12X4208 1208825 09/30/2048 01998 5.180000400 148,000.0000 3,194.33 02/28/2015 12X4208 1208825 09/30/2047 01999 5.060001600 181,000.0000 3,816.08 02/28/2015 12X4208 1208825 09/30/2048 01999 5.060001600 278,000.0000 5,861.17 02/28/2015 12X4208 1208825 09/30/2047 02000 4.960000800 855,000.0000 17,670.00 02/28/2015 12X4208 1208825 09/30/2048 02000 4.960000800 1,012,000.0000 20,914.67 02/28/2015 12X4208 1208825 09/30/2047 02001 4.060000800 501,000.0000 8,475.25 02/28/2015 12X4208 1208825 09/30/2048 02001 4.060000800 1,000.0000 16.92 02/28/2015 12X4208 1208825 09/30/2047 02002 4.240000800 683,000.0000 12,066.34 02/28/2015 12X4208 1208825 09/30/2048 02002 4.240000800 566,000.0000 9,999.34 02/28/2015 12X4208 1208825 09/30/2047 02003 4.010000400 1,287,000.0000 21,503.63 02/28/2015 12X4208 1208825 09/30/2048 02003 4.010000400 558,000.0000 9,323.25 02/28/2015 12X4208 1208825 09/30/2047 02004 4.150000800 797,000.0000 13,781.46 02/28/2015 12X4208 1208825 09/30/2048 02004 4.150000800 2,088,000.0000 36,105.01 02/28/2015 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 2,463.75 02/28/2015 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 6,615.00 02/28/2015 12X4208 1208825 09/30/2047 02006 4.079998800 638,000.0000 10,846.00 02/28/2015 12X4208 1208825 09/30/2048 02006 4.079998800 1,304,000.0000 22,167.99 02/28/2015 12X4208 1208825 09/30/2047 02007 3.989998800 380,000.0000 6,317.50 02/28/2015 12X4208 1208825 09/30/2048 02007 3.989998800 650,000.0000 10,806.25 02/28/2015 12X4208 1208825 09/30/2047 02008 4.070001600 1,050,000.0000 17,806.26 02/28/2015 12X4208 1208825 09/30/2048 02008 4.070001600 1,843,000.0000 31,254.22 02/28/2015 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 68,590.50 02/28/2015 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 92,284.50 02/28/2015 12X4208 1208825 09/30/2046 02010 2.930000400 488,000.0000 5,957.67 02/28/2015 12X4208 1208825 09/30/2047 02010 2.930000400 3,669,000.0000 44,792.38 02/28/2015 12X4208 1208825 09/30/2048 02010 2.930000400 215,000.0000 2,624.79 02/28/2015 12X4208 1208825 09/30/2049 02010 2.930000400 45,000.0000 549.38 02/28/2015 12X4208 1208825 09/30/2045 02011 4.060000800 101,000.0000 1,708.58 02/28/2015 12X4208 1208825 09/30/2046 02011 4.060000800 1,614,000.0000 27,303.51 02/28/2015 12X4208 1208825 09/30/2047 02011 4.060000800 1,694,000.0000 28,656.84 02/28/2015 12X4208 1208825 09/30/2048 02011 4.060000800 1,015,000.0000 17,170.42 02/28/2015 12X4208 1208825 09/30/2049 02011 4.060000800 750,000.0000 12,687.50 02/28/2015 12X4208 1208825 09/30/2046 02012 3.110000400 153,000.0000 1,982.63 02/28/2015 12X4208 1208825 09/30/2047 02012 3.110000400 1,029,000.0000 13,334.13 02/28/2015 12X4208 1208825 09/30/2048 02012 3.110000400 699,000.0000 9,057.88 02/28/2015 12X4208 1208825 09/30/2049 02012 3.110000400 193,000.0000 2,500.96 02/28/2015 ------------------------ ---------------------- 43,495,000.0000 769,667.34 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 710,446.90 02/28/2015 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 20,333.34 02/28/2015 12X4208 1208881 09/30/2047 02007 4.880001600 1,211,000.0000 24,623.67 02/28/2015 12X4208 1208881 09/30/2049 02007 4.880001600 8,846,000.0000 179,868.73 02/28/2015 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 269,532.79 02/28/2015 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 173,889.42 02/28/2015 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 365,625.00 02/28/2015 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 2,705.63 02/28/2015 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 1,228.50 02/28/2015 12X4208 1208881 09/30/2049 02014 2.980000800 2,704,000.0000 33,574.68 02/28/2015 ------------------------ ---------------------- 99,115,581.2200 1,781,828.66 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999200 13,500,000.0000 267,749.96 02/28/2015 12X4208 1208871 09/30/2048 02005 4.759999200 23,731,000.0000 470,664.75 02/28/2015 12X4208 1208871 09/30/2047 02006 4.899999600 9,305,000.0000 189,977.07 02/28/2015 12X4208 1208871 09/30/2048 02006 4.899999600 16,767,000.0000 342,326.22 02/28/2015 12X4208 1208871 09/30/2047 02008 4.479998400 10,820,000.0000 201,973.26 02/28/2015 12X4208 1208871 09/30/2048 02008 4.479998400 14,475,000.0000 270,199.90 02/28/2015 12X4208 1208871 09/30/2045 02010 3.309998400 1,236,900.0000 17,058.90 02/28/2015 12X4208 1208871 09/30/2046 02010 3.309998400 26,664,000.0000 367,740.82 02/28/2015 12X4208 1208871 09/30/2047 02010 3.309998400 20,435,000.0000 281,832.57 02/28/2015 12X4208 1208871 09/30/2048 02010 3.309998400 1,000.0000 13.79 02/28/2015 12X4208 1208871 09/30/2046 02011 2.810001600 8,624,000.0000 100,972.72 02/28/2015 12X4208 1208871 09/30/2047 02011 2.810001600 4,295,000.0000 50,287.32 02/28/2015 12X4208 1208871 09/30/2048 02011 2.810001600 49,881,000.0000 584,023.71 02/28/2015 12X4208 1208871 09/30/2048 02012 2.810001600 32,806,000.0000 384,103.80 02/28/2015 12X4208 1208871 09/30/2048 02014 2.810001600 2,808,000.0000 32,877.02 02/28/2015 ------------------------ ---------------------- 235,348,900.0000 3,561,801.81 880 SUB-COHORT 12X4208 1208880 09/30/2042 02006 4.849999200 532,826.0000 10,767.52 02/28/2015 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 5,052.08 02/28/2015 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 15,156.25 02/28/2015 ------------------------ ---------------------- 1,532,826.0000 30,975.85 ======================== ====================== 12,482,643,098.9500 241,365,529.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00