Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2027 01992 7.490001600 8,281,792.0000 568,614.16 08/31/2015 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 913,156.03 08/31/2015 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 926,887.70 08/31/2015 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 591,354.35 08/31/2015 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 321,115.09 08/31/2015 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,881,238.74 08/31/2015 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,506,029.70 08/31/2015 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 4,129,936.95 08/31/2015 12X4215 1215201 09/30/2045 01992 7.490001600 4,756,000.0000 326,539.10 08/31/2015 12X4215 1215201 09/30/2046 01992 7.490001600 1,666,000.0000 114,384.81 08/31/2015 12X4215 1215201 09/30/2047 01992 7.490001600 1,588,000.0000 109,029.46 08/31/2015 12X4215 1215201 09/30/2027 01993 6.670000800 71,742,074.0000 4,386,430.50 08/31/2015 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 594,841.23 08/31/2015 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,834,250.22 08/31/2015 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,540,770.18 08/31/2015 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,719,981.73 08/31/2015 12X4215 1215201 09/30/2045 01993 6.670000800 5,052,000.0000 308,887.74 08/31/2015 12X4215 1215201 09/30/2046 01993 6.670000800 1,764,000.0000 107,853.91 08/31/2015 12X4215 1215201 09/30/2047 01993 6.670000800 1,652,000.0000 101,006.05 08/31/2015 12X4215 1215201 09/30/2028 01994 6.869998800 211,765,301.0000 13,335,917.50 08/31/2015 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 692,724.88 08/31/2015 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 686,427.38 08/31/2015 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,833,874.51 08/31/2015 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 658,088.64 08/31/2015 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 133,821.85 08/31/2015 12X4215 1215201 09/30/2045 01994 6.869998800 2,369,000.0000 149,187.75 08/31/2015 12X4215 1215201 09/30/2046 01994 6.869998800 2,136,000.0000 134,514.58 08/31/2015 12X4215 1215201 09/30/2047 01994 6.869998800 2,152,000.0000 135,522.18 08/31/2015 12X4215 1215201 09/30/2028 01995 7.329999600 120,114,697.0000 8,070,706.24 08/31/2015 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 289,663.26 08/31/2015 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 335.96 08/31/2015 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,814,174.90 08/31/2015 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 312,441.23 08/31/2015 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,370,038.01 08/31/2015 12X4215 1215201 09/30/2045 01995 7.329999600 1,344,000.0000 90,305.60 08/31/2015 12X4215 1215201 09/30/2046 01995 7.329999600 1,458,000.0000 97,965.44 08/31/2015 12X4215 1215201 09/30/2047 01995 7.329999600 1,467,000.0000 98,570.17 08/31/2015 12X4215 1215201 09/30/2029 01996 6.800000400 58,514,587.0000 3,647,409.47 08/31/2015 12X4215 1215201 09/30/2030 01996 6.800000400 100,000,000.0000 6,233,333.70 08/31/2015 12X4215 1215201 09/30/2037 01996 6.800000400 4,100,000.0000 255,566.68 08/31/2015 12X4215 1215201 09/30/2038 01996 6.800000400 14,424,700.0000 899,139.69 08/31/2015 12X4215 1215201 09/30/2040 01996 6.800000400 28,400,000.0000 1,770,266.77 08/31/2015 12X4215 1215201 09/30/2042 01996 6.800000400 2,000,000.0000 124,666.67 08/31/2015 12X4215 1215201 09/30/2043 01996 6.800000400 1,594,000.0000 99,359.34 08/31/2015 12X4215 1215201 09/30/2045 01996 6.800000400 1,554,000.0000 96,866.01 08/31/2015 12X4215 1215201 09/30/2046 01996 6.800000400 3,361,000.0000 209,502.35 08/31/2015 12X4215 1215201 09/30/2047 01996 6.800000400 1,626,000.0000 101,354.01 08/31/2015 12X4215 1215201 09/30/2031 01997 6.670000800 99,268,410.0000 6,069,436.76 08/31/2015 12X4215 1215201 09/30/2032 01997 6.670000800 5,500,000.0000 336,279.21 08/31/2015 12X4215 1215201 09/30/2037 01997 6.670000800 4,200,000.0000 256,795.03 08/31/2015 12X4215 1215201 09/30/2038 01997 6.670000800 6,367,000.0000 389,289.04 08/31/2015 12X4215 1215201 09/30/2040 01997 6.670000800 20,300,000.0000 1,241,175.98 08/31/2015 12X4215 1215201 09/30/2041 01997 6.670000800 51,000.0000 3,118.23 08/31/2015 12X4215 1215201 09/30/2042 01997 6.670000800 12,150,000.0000 742,871.34 08/31/2015 12X4215 1215201 09/30/2043 01997 6.670000800 1,121,000.0000 68,539.82 08/31/2015 12X4215 1215201 09/30/2045 01997 6.670000800 1,027,000.0000 62,792.50 08/31/2015 12X4215 1215201 09/30/2046 01997 6.670000800 2,155,000.0000 131,760.31 08/31/2015 12X4215 1215201 09/30/2047 01997 6.670000800 1,075,000.0000 65,727.30 08/31/2015 12X4215 1215201 09/30/2032 01998 5.929999200 151,721,097.0000 8,247,304.85 08/31/2015 12X4215 1215201 09/30/2033 01998 5.929999200 7,200,000.0000 391,379.95 08/31/2015 12X4215 1215201 09/30/2037 01998 5.929999200 20,500,000.0000 1,114,345.68 08/31/2015 12X4215 1215201 09/30/2038 01998 5.929999200 9,722,000.0000 528,471.65 08/31/2015 12X4215 1215201 09/30/2040 01998 5.929999200 27,400,000.0000 1,489,418.13 08/31/2015 12X4215 1215201 09/30/2042 01998 5.929999200 40,200,000.0000 2,185,204.71 08/31/2015 12X4215 1215201 09/30/2043 01998 5.929999200 1,614,000.0000 87,734.34 08/31/2015 12X4215 1215201 09/30/2045 01998 5.929999200 1,669,000.0000 90,724.05 08/31/2015 12X4215 1215201 09/30/2046 01998 5.929999200 1,926,000.0000 104,694.14 08/31/2015 12X4215 1215201 09/30/2047 01998 5.929999200 2,044,000.0000 111,108.42 08/31/2015 12X4215 1215201 09/30/2033 01999 5.950000800 153,110,123.0000 8,350,882.41 08/31/2015 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 490,875.07 08/31/2015 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,319,908.51 08/31/2015 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 571,787.64 08/31/2015 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,516,258.54 08/31/2015 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,337,110.73 08/31/2015 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 110,228.72 08/31/2015 12X4215 1215201 09/30/2045 01999 5.950000800 2,256,000.0000 123,046.02 08/31/2015 12X4215 1215201 09/30/2046 01999 5.950000800 2,191,000.0000 119,500.81 08/31/2015 12X4215 1215201 09/30/2047 01999 5.950000800 2,437,000.0000 132,918.06 08/31/2015 12X4215 1215201 09/30/2034 02000 6.220000800 201,461,374.0000 11,486,657.48 08/31/2015 12X4215 1215201 09/30/2035 02000 6.220000800 15,000,000.0000 855,250.11 08/31/2015 12X4215 1215201 09/30/2037 02000 6.220000800 3,000,000.0000 171,050.02 08/31/2015 12X4215 1215201 09/30/2038 02000 6.220000800 8,800,500.0000 501,775.24 08/31/2015 12X4215 1215201 09/30/2040 02000 6.220000800 35,700,000.0000 2,035,495.26 08/31/2015 12X4215 1215201 09/30/2042 02000 6.220000800 76,050,000.0000 4,336,118.06 08/31/2015 12X4215 1215201 09/30/2043 02000 6.220000800 2,303,000.0000 131,309.40 08/31/2015 12X4215 1215201 09/30/2045 02000 6.220000800 2,741,000.0000 156,282.70 08/31/2015 12X4215 1215201 09/30/2046 02000 6.220000800 4,085,000.0000 232,913.11 08/31/2015 12X4215 1215201 09/30/2047 02000 6.220000800 2,886,000.0000 164,550.12 08/31/2015 12X4215 1215201 09/30/2034 02001 5.289998400 14,596,024.0000 707,785.32 08/31/2015 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 11,444,029.87 08/31/2015 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 484,916.52 08/31/2015 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 640,089.81 08/31/2015 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 421,198.49 08/31/2015 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,832,984.45 08/31/2015 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,686,437.52 08/31/2015 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 125,205.45 08/31/2015 12X4215 1215201 09/30/2045 02001 5.289998400 2,948,000.0000 142,953.39 08/31/2015 12X4215 1215201 09/30/2046 02001 5.289998400 3,275,000.0000 158,810.16 08/31/2015 12X4215 1215201 09/30/2047 02001 5.289998400 3,341,000.0000 162,010.61 08/31/2015 12X4215 1215201 09/30/2035 02002 4.870000800 30,348,273.0000 1,354,797.71 08/31/2015 12X4215 1215201 09/30/2036 02002 4.870000800 233,000,000.0000 10,401,510.04 08/31/2015 12X4215 1215201 09/30/2037 02002 4.870000800 52,000,000.0000 2,321,367.05 08/31/2015 12X4215 1215201 09/30/2038 02002 4.870000800 46,350,100.0000 2,069,146.05 08/31/2015 12X4215 1215201 09/30/2039 02002 4.870000800 4,000.0000 178.57 08/31/2015 12X4215 1215201 09/30/2040 02002 4.870000800 36,200,000.0000 1,616,028.60 08/31/2015 12X4215 1215201 09/30/2042 02002 4.870000800 30,370,000.0000 1,355,767.64 08/31/2015 12X4215 1215201 09/30/2043 02002 4.870000800 10,234,000.0000 456,862.89 08/31/2015 12X4215 1215201 09/30/2044 02002 4.870000800 6,000.0000 267.85 08/31/2015 12X4215 1215201 09/30/2045 02002 4.870000800 3,129,000.0000 139,683.80 08/31/2015 12X4215 1215201 09/30/2046 02002 4.870000800 5,063,000.0000 226,020.80 08/31/2015 12X4215 1215201 09/30/2047 02002 4.870000800 3,562,000.0000 159,013.64 08/31/2015 12X4215 1215201 09/30/2036 02003 4.500000000 30,171,736.0000 1,244,584.11 08/31/2015 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 11,178,750.00 08/31/2015 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 4,766,726.25 08/31/2015 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 440,343.75 08/31/2015 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 1,065,528.75 08/31/2015 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 247,500.00 08/31/2015 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 820,875.00 08/31/2015 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 144,993.75 08/31/2015 12X4215 1215201 09/30/2045 02003 4.500000000 3,175,000.0000 130,968.75 08/31/2015 12X4215 1215201 09/30/2046 02003 4.500000000 3,264,000.0000 134,640.00 08/31/2015 12X4215 1215201 09/30/2047 02003 4.500000000 3,486,000.0000 143,797.50 08/31/2015 12X4215 1215201 09/30/2037 02004 4.669999200 176,871,874.0000 7,571,588.84 08/31/2015 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 14,140,018.16 08/31/2015 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 745,421.38 08/31/2015 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 2,140,801.57 08/31/2015 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 160,659.65 08/31/2015 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,912,255.41 08/31/2015 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 189,726.50 08/31/2015 12X4215 1215201 09/30/2045 02004 4.669999200 4,399,000.0000 188,313.83 08/31/2015 12X4215 1215201 09/30/2046 02004 4.669999200 4,442,000.0000 190,154.58 08/31/2015 12X4215 1215201 09/30/2047 02004 4.669999200 4,508,000.0000 192,979.93 08/31/2015 12X4215 1215201 09/30/2048 02004 4.669999200 7,000.0000 299.66 08/31/2015 12X4215 1215201 09/30/2038 02005 4.560001200 317,095,241.0000 13,254,584.56 08/31/2015 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 11,660,405.67 08/31/2015 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 2,389,205.03 08/31/2015 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 158,923.64 08/31/2015 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 340,461.09 08/31/2015 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 162,811.04 08/31/2015 12X4215 1215201 09/30/2045 02005 4.560001200 4,204,000.0000 175,727.25 08/31/2015 12X4215 1215201 09/30/2046 02005 4.560001200 4,849,000.0000 202,688.25 08/31/2015 12X4215 1215201 09/30/2047 02005 4.560001200 4,020,000.0000 168,036.04 08/31/2015 12X4215 1215201 09/30/2039 02006 4.870000800 474,073,395.0000 21,163,429.95 08/31/2015 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 10,253,388.97 08/31/2015 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 587,930.85 08/31/2015 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 2,127,394.51 08/31/2015 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 184,280.83 08/31/2015 12X4215 1215201 09/30/2045 02006 4.870000800 5,124,000.0000 228,743.94 08/31/2015 12X4215 1215201 09/30/2046 02006 4.870000800 4,998,000.0000 223,119.09 08/31/2015 12X4215 1215201 09/30/2047 02006 4.870000800 5,284,000.0000 235,886.61 08/31/2015 12X4215 1215201 09/30/2040 02007 4.790001600 614,652,953.0000 26,988,395.76 08/31/2015 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 7,299,367.68 08/31/2015 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 2,073,264.38 08/31/2015 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 201,100.23 08/31/2015 12X4215 1215201 09/30/2044 02007 4.790001600 27,000.0000 1,185.53 08/31/2015 12X4215 1215201 09/30/2045 02007 4.790001600 5,251,000.0000 230,562.74 08/31/2015 12X4215 1215201 09/30/2046 02007 4.790001600 5,748,000.0000 252,385.18 08/31/2015 12X4215 1215201 09/30/2047 02007 4.790001600 5,713,000.0000 250,848.39 08/31/2015 12X4215 1215201 09/30/2048 02007 4.790001600 7,000.0000 307.36 08/31/2015 12X4215 1215201 09/30/2041 02008 4.230000000 643,352,716.0000 24,946,001.56 08/31/2015 12X4215 1215201 09/30/2042 02008 4.230000000 201,621,197.0000 7,817,861.91 08/31/2015 12X4215 1215201 09/30/2043 02008 4.230000000 19,995,000.0000 775,306.13 08/31/2015 12X4215 1215201 09/30/2044 02008 4.230000000 286,000.0000 11,089.65 08/31/2015 12X4215 1215201 09/30/2045 02008 4.230000000 4,542,000.0000 176,116.05 08/31/2015 12X4215 1215201 09/30/2046 02008 4.230000000 4,728,000.0000 183,328.20 08/31/2015 12X4215 1215201 09/30/2047 02008 4.230000000 4,515,000.0000 175,069.13 08/31/2015 12X4215 1215201 09/30/2042 02009 3.629998800 889,817,337.0000 29,608,662.10 08/31/2015 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 9,128,361.01 08/31/2015 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 787,519.16 08/31/2015 12X4215 1215201 09/30/2045 02009 3.629998800 3,287,000.0000 109,374.89 08/31/2015 12X4215 1215201 09/30/2046 02009 3.629998800 3,667,000.0000 122,019.38 08/31/2015 12X4215 1215201 09/30/2047 02009 3.629998800 4,172,000.0000 138,823.25 08/31/2015 12X4215 1215201 09/30/2043 02010 3.819999600 1,424,667,183.0000 49,887,090.63 08/31/2015 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 11,263,669.92 08/31/2015 12X4215 1215201 09/30/2045 02010 3.819999600 10,049,000.0000 351,882.45 08/31/2015 12X4215 1215201 09/30/2046 02010 3.819999600 4,571,000.0000 160,061.17 08/31/2015 12X4215 1215201 09/30/2047 02010 3.819999600 5,269,000.0000 184,502.80 08/31/2015 12X4215 1215201 09/30/2044 02011 3.470000400 758,323,844.0000 24,121,020.39 08/31/2015 12X4215 1215201 09/30/2045 02011 3.470000400 170,387,077.0000 5,419,729.57 08/31/2015 12X4215 1215201 09/30/2046 02011 3.470000400 21,394,000.0000 680,507.56 08/31/2015 12X4215 1215201 09/30/2047 02011 3.470000400 2,301,000.0000 73,190.98 08/31/2015 12X4215 1215201 09/30/2048 02011 3.470000400 84,000.0000 2,671.90 08/31/2015 12X4215 1215201 09/30/2045 02012 2.430000000 676,626,000.0000 15,071,844.15 08/31/2015 12X4215 1215201 09/30/2046 02012 2.430000000 112,987,000.0000 2,516,785.43 08/31/2015 12X4215 1215201 09/30/2047 02012 2.430000000 26,811,000.0000 597,215.03 08/31/2015 12X4215 1215201 09/30/2048 02012 2.430000000 524,000.0000 11,672.10 08/31/2015 12X4215 1215201 09/30/2046 02013 2.750000400 525,726,000.0000 13,252,678.18 08/31/2015 12X4215 1215201 09/30/2047 02013 2.750000400 182,748,000.0000 4,606,773.17 08/31/2015 12X4215 1215201 09/30/2048 02013 2.750000400 9,001,000.0000 226,900.24 08/31/2015 12X4215 1215201 09/30/2047 02014 3.009999600 499,778,000.0000 13,789,706.15 08/31/2015 12X4215 1215201 09/30/2048 02014 3.009999600 219,238,000.0000 6,049,141.01 08/31/2015 12X4215 1215201 09/30/2049 02014 3.009999600 8,328,000.0000 229,783.37 08/31/2015 12X4215 1215201 09/30/2048 02015 3.009999600 357,468,000.0000 9,863,136.59 08/31/2015 12X4215 1215201 09/30/2049 02015 3.009999600 248,329,000.0000 6,851,810.08 08/31/2015 ------------------------ ---------------------- 14,147,710,905.0000 557,849,875.33 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.490001600 10,000.0000 686.58 08/31/2015 12X4215 1215202 09/30/2035 01993 7.490001600 25,000.0000 1,716.46 08/31/2015 12X4215 1215202 09/30/2029 01994 6.819998400 61,101.0000 3,819.83 08/31/2015 12X4215 1215202 09/30/2030 01995 7.189999200 239,000.0000 15,752.09 08/31/2015 12X4215 1215202 09/30/2029 01996 6.649999200 668,342.0000 40,741.01 08/31/2015 12X4215 1215202 09/30/2029 01997 6.670000800 1,143,400.0000 69,909.39 08/31/2015 12X4215 1215202 09/30/2026 01998 5.829998400 327,913.0000 17,524.21 08/31/2015 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 72,146.23 08/31/2015 12X4215 1215202 09/30/2026 01999 5.789998800 512,617.0000 27,207.14 08/31/2015 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 71,651.24 08/31/2015 12X4215 1215202 09/30/2026 02000 6.239998800 1,233,383.0000 70,549.49 08/31/2015 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 80,079.98 08/31/2015 12X4215 1215202 09/30/2024 02001 5.169999600 334,000.0000 15,828.82 08/31/2015 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 74,878.83 08/31/2015 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 18,956.67 08/31/2015 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 78,196.24 08/31/2015 12X4215 1215202 09/30/2032 02001 5.169999600 33,000.0000 1,563.92 08/31/2015 12X4215 1215202 09/30/2033 02001 5.169999600 20,000.0000 947.83 08/31/2015 12X4215 1215202 09/30/2034 02001 5.169999600 64,000.0000 3,033.07 08/31/2015 12X4215 1215202 09/30/2024 02002 4.770000000 537,579.0000 23,505.64 08/31/2015 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 74,218.82 08/31/2015 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 21,862.50 08/31/2015 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 104,940.00 08/31/2015 12X4215 1215202 09/30/2032 02002 4.770000000 19,000.0000 830.78 08/31/2015 12X4215 1215202 09/30/2033 02002 4.770000000 9,000.0000 393.53 08/31/2015 12X4215 1215202 09/30/2034 02002 4.770000000 16,000.0000 699.60 08/31/2015 12X4215 1215202 09/30/2024 02003 4.110001200 2,188,968.0000 82,469.39 08/31/2015 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 25,242.26 08/31/2015 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 26,485.53 08/31/2015 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 18,837.51 08/31/2015 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 90,420.03 08/31/2015 12X4215 1215202 09/30/2032 02003 4.110001200 19,000.0000 715.83 08/31/2015 12X4215 1215202 09/30/2033 02003 4.110001200 12,000.0000 452.10 08/31/2015 12X4215 1215202 09/30/2034 02003 4.110001200 33,000.0000 1,243.28 08/31/2015 12X4215 1215202 09/30/2025 02004 4.309999200 3,032,000.0000 119,789.24 08/31/2015 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 39,745.38 08/31/2015 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 19,754.16 08/31/2015 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 128,402.06 08/31/2015 12X4215 1215202 09/30/2032 02004 4.309999200 5,000.0000 197.54 08/31/2015 12X4215 1215202 09/30/2033 02004 4.309999200 17,000.0000 671.64 08/31/2015 12X4215 1215202 09/30/2034 02004 4.309999200 21,000.0000 829.67 08/31/2015 12X4215 1215202 09/30/2025 02005 4.330000800 1,558,589.0000 61,863.01 08/31/2015 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 158,965.15 08/31/2015 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 30,681.66 08/31/2015 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 595.38 08/31/2015 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 140,905.44 08/31/2015 12X4215 1215202 09/30/2032 02005 4.330000800 26,000.0000 1,031.98 08/31/2015 12X4215 1215202 09/30/2033 02005 4.330000800 16,000.0000 635.07 08/31/2015 12X4215 1215202 09/30/2034 02005 4.330000800 30,000.0000 1,190.75 08/31/2015 12X4215 1215202 09/30/2026 02006 4.820000400 1,990,509.0000 87,947.33 08/31/2015 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 137,012.53 08/31/2015 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 277,250.44 08/31/2015 12X4215 1215202 09/30/2032 02006 4.820000400 15,000.0000 662.75 08/31/2015 12X4215 1215202 09/30/2033 02006 4.820000400 22,000.0000 972.03 08/31/2015 12X4215 1215202 09/30/2034 02006 4.820000400 29,000.0000 1,281.32 08/31/2015 12X4215 1215202 09/30/2027 02007 4.700001600 845,703.0000 36,435.72 08/31/2015 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 46,443.85 08/31/2015 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 492,830.42 08/31/2015 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 861.67 08/31/2015 12X4215 1215202 09/30/2032 02007 4.700001600 17,000.0000 732.42 08/31/2015 12X4215 1215202 09/30/2033 02007 4.700001600 20,000.0000 861.67 08/31/2015 12X4215 1215202 09/30/2034 02007 4.700001600 23,000.0000 990.92 08/31/2015 12X4215 1215202 09/30/2028 02008 3.849998400 4,396,199.0000 155,149.13 08/31/2015 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 215,577.01 08/31/2015 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 79,935.59 08/31/2015 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 16,834.12 08/31/2015 12X4215 1215202 09/30/2032 02008 3.849998400 20,000.0000 705.83 08/31/2015 12X4215 1215202 09/30/2033 02008 3.849998400 17,000.0000 599.96 08/31/2015 12X4215 1215202 09/30/2034 02008 3.849998400 12,000.0000 423.50 08/31/2015 12X4215 1215202 09/30/2029 02009 3.110000400 7,757,859.0000 221,163.66 08/31/2015 12X4215 1215202 09/30/2030 02009 3.110000400 3,996,000.0000 113,919.31 08/31/2015 12X4215 1215202 09/30/2031 02009 3.110000400 1,351,000.0000 38,514.76 08/31/2015 12X4215 1215202 09/30/2032 02009 3.110000400 710,000.0000 20,240.92 08/31/2015 12X4215 1215202 09/30/2033 02009 3.110000400 13,000.0000 370.61 08/31/2015 12X4215 1215202 09/30/2034 02009 3.110000400 16,000.0000 456.13 08/31/2015 12X4215 1215202 09/30/2030 02010 3.269998800 11,724,401.0000 351,438.79 08/31/2015 12X4215 1215202 09/30/2031 02010 3.269998800 3,096,000.0000 92,802.57 08/31/2015 12X4215 1215202 09/30/2032 02010 3.269998800 95,000.0000 2,847.62 08/31/2015 12X4215 1215202 09/30/2033 02010 3.269998800 30,000.0000 899.25 08/31/2015 12X4215 1215202 09/30/2031 02011 2.840000400 9,979,000.0000 259,786.67 08/31/2015 12X4215 1215202 09/30/2032 02011 2.840000400 3,846,458.0000 100,136.14 08/31/2015 12X4215 1215202 09/30/2033 02011 2.840000400 303,000.0000 7,888.10 08/31/2015 12X4215 1215202 09/30/2034 02011 2.840000400 23,000.0000 598.77 08/31/2015 12X4215 1215202 09/30/2032 02012 1.850000400 5,850,000.0000 99,206.27 08/31/2015 12X4215 1215202 09/30/2033 02012 1.850000400 438,000.0000 7,427.75 08/31/2015 12X4215 1215202 09/30/2034 02012 1.850000400 1,368,000.0000 23,199.01 08/31/2015 12X4215 1215202 09/30/2033 02013 2.990001600 8,150,000.0000 223,378.04 08/31/2015 12X4215 1215202 09/30/2034 02013 2.990001600 2,541,000.0000 69,644.61 08/31/2015 12X4215 1215202 09/30/2035 02013 2.990001600 884,000.0000 24,228.98 08/31/2015 12X4215 1215202 09/30/2034 02014 2.990001600 9,500,000.0000 260,379.31 08/31/2015 12X4215 1215202 09/30/2035 02014 2.990001600 2,515,000.0000 68,932.00 08/31/2015 12X4215 1215202 09/30/2035 02015 2.990001600 12,202,000.0000 334,436.66 08/31/2015 ------------------------ ---------------------- 166,470,863.0000 5,718,168.10 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 16,917,082.0000 1,173,904.64 08/31/2015 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 136,215.86 08/31/2015 12X4215 1215203 09/30/2045 01992 7.570000800 2,514,000.0000 174,450.67 08/31/2015 12X4215 1215203 09/30/2042 01993 6.660000000 19,233,130.0000 1,174,182.59 08/31/2015 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 126,922.95 08/31/2015 12X4215 1215203 09/30/2042 01994 6.789999600 18,626,797.0000 1,159,362.82 08/31/2015 12X4215 1215203 09/30/2043 01997 6.660000000 3,429,565.0000 209,374.94 08/31/2015 12X4215 1215203 09/30/2042 01998 5.979999600 4,046,000.0000 221,788.22 08/31/2015 12X4215 1215203 09/30/2046 01998 5.979999600 40,000.0000 2,192.67 08/31/2015 12X4215 1215203 09/30/2047 01998 5.979999600 45,000.0000 2,466.75 08/31/2015 12X4215 1215203 09/30/2042 01999 5.810000400 2,730,933.0000 145,444.95 08/31/2015 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 35,896.12 08/31/2015 12X4215 1215203 09/30/2033 02000 6.350000400 979,263.0000 57,001.27 08/31/2015 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 36,496.63 08/31/2015 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 6,868.58 08/31/2015 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,852.21 08/31/2015 12X4215 1215203 09/30/2045 02000 6.350000400 17,000.0000 989.54 08/31/2015 12X4215 1215203 09/30/2046 02000 6.350000400 7,000.0000 407.46 08/31/2015 12X4215 1215203 09/30/2047 02000 6.350000400 14,000.0000 814.92 08/31/2015 12X4215 1215203 09/30/2048 02000 6.350000400 8,000.0000 465.67 08/31/2015 12X4215 1215203 09/30/2048 02001 6.350000400 355,000.0000 20,663.96 08/31/2015 12X4215 1215203 09/30/2042 02002 4.939999200 170,992.0000 7,743.09 08/31/2015 12X4215 1215203 09/30/2036 02003 4.100000400 37,822.0000 1,421.48 08/31/2015 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,946.25 08/31/2015 12X4215 1215203 09/30/2037 02004 3.949999200 93,279.0000 3,377.48 08/31/2015 12X4215 1215203 09/30/2048 02004 3.949999200 3,000.0000 108.62 08/31/2015 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 7,824.67 08/31/2015 12X4215 1215203 09/30/2048 02005 3.880000800 5,000.0000 177.83 08/31/2015 12X4215 1215203 09/30/2039 02006 4.839998400 43,583.0000 1,933.63 08/31/2015 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,440.17 08/31/2015 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 221.83 08/31/2015 12X4215 1215203 09/30/2045 02006 4.839998400 10,000.0000 443.67 08/31/2015 12X4215 1215203 09/30/2046 02006 4.839998400 1,000.0000 44.37 08/31/2015 12X4215 1215203 09/30/2047 02006 4.839998400 23,000.0000 1,020.43 08/31/2015 12X4215 1215203 09/30/2042 02007 4.880001600 33,000.0000 1,476.20 08/31/2015 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 411.55 08/31/2015 12X4215 1215203 09/30/2048 02007 4.880001600 14,000.0000 626.27 08/31/2015 12X4215 1215203 09/30/2041 02008 3.489998400 103,355.0000 3,306.50 08/31/2015 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,343.65 08/31/2015 12X4215 1215203 09/30/2048 02008 3.489998400 5,000.0000 159.96 08/31/2015 12X4215 1215203 09/30/2042 02009 3.089998800 106,456.0000 3,015.37 08/31/2015 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 3,614.27 08/31/2015 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 3,302.69 08/31/2015 12X4215 1215203 09/30/2046 02009 3.089998800 23,000.0000 651.47 08/31/2015 12X4215 1215203 09/30/2047 02009 3.089998800 125,000.0000 3,540.62 08/31/2015 12X4215 1215203 09/30/2043 02010 3.610000800 667,421.0000 22,086.08 08/31/2015 12X4215 1215203 09/30/2044 02011 3.300001200 588,000.0000 17,787.01 08/31/2015 12X4215 1215203 09/30/2045 02012 2.149999200 575,000.0000 11,332.29 08/31/2015 12X4215 1215203 09/30/2046 02013 1.569999600 537,000.0000 7,728.32 08/31/2015 12X4215 1215203 09/30/2048 02013 1.569999600 17,000.0000 244.66 08/31/2015 12X4215 1215203 09/30/2047 02014 1.569999600 1,010,000.0000 14,535.58 08/31/2015 12X4215 1215203 09/30/2047 02015 1.569999600 1,133,000.0000 16,305.75 08/31/2015 12X4215 1215203 09/30/2048 02015 1.569999600 788,000.0000 11,340.63 08/31/2015 ------------------------ ---------------------- 81,266,078.0000 4,842,275.81 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.919999200 1,400,000.0000 88,806.66 08/31/2015 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 101,493.32 08/31/2015 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,473.90 08/31/2015 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 22,836.00 08/31/2015 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 49,541.43 08/31/2015 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 3,235.10 08/31/2015 12X4215 1215206 09/30/2045 01992 6.919999200 2,000.0000 126.87 08/31/2015 12X4215 1215206 09/30/2046 01992 6.919999200 1,000.0000 63.43 08/31/2015 12X4215 1215206 09/30/2047 01992 6.919999200 41,000.0000 2,600.77 08/31/2015 12X4215 1215206 09/30/2029 01993 7.049998800 86,889.0000 5,615.20 08/31/2015 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2015 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 31,536.99 08/31/2015 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2015 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,357.12 08/31/2015 12X4215 1215206 09/30/2045 01993 7.049998800 1,939,000.0000 125,307.85 08/31/2015 12X4215 1215206 09/30/2046 01993 7.049998800 19,000.0000 1,227.87 08/31/2015 12X4215 1215206 09/30/2047 01993 7.049998800 4,000.0000 258.50 08/31/2015 12X4215 1215206 09/30/2043 01994 6.990001200 4,427,680.0000 283,703.64 08/31/2015 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 4,549.33 08/31/2015 12X4215 1215206 09/30/2045 01994 6.990001200 45,000.0000 2,883.38 08/31/2015 12X4215 1215206 09/30/2047 01994 6.990001200 83,000.0000 5,318.23 08/31/2015 12X4215 1215206 09/30/2048 01994 6.990001200 525,000.0000 33,639.38 08/31/2015 12X4215 1215206 09/30/2030 01995 6.950001600 1,442,459.0000 91,896.68 08/31/2015 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 76,450.02 08/31/2015 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 19,749.59 08/31/2015 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 12,423.13 08/31/2015 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 101,933.36 08/31/2015 12X4215 1215206 09/30/2045 01995 6.950001600 54,000.0000 3,440.25 08/31/2015 12X4215 1215206 09/30/2046 01995 6.950001600 2,000.0000 127.42 08/31/2015 12X4215 1215206 09/30/2047 01995 6.950001600 74,000.0000 4,714.42 08/31/2015 12X4215 1215206 09/30/2032 01996 6.419998800 843,401.0000 49,634.14 08/31/2015 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,942.50 08/31/2015 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 23,540.00 08/31/2015 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 25,717.45 08/31/2015 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 150,067.47 08/31/2015 12X4215 1215206 09/30/2045 01996 6.419998800 510,000.0000 30,013.49 08/31/2015 12X4215 1215206 09/30/2046 01996 6.419998800 39,000.0000 2,295.15 08/31/2015 12X4215 1215206 09/30/2047 01996 6.419998800 10,000.0000 588.50 08/31/2015 12X4215 1215206 09/30/2031 01997 6.040000800 834,201.0000 46,186.93 08/31/2015 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2015 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 38,756.67 08/31/2015 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 22,146.67 08/31/2015 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 17,551.24 08/31/2015 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 116,270.02 08/31/2015 12X4215 1215206 09/30/2045 01997 6.040000800 498,000.0000 27,572.60 08/31/2015 12X4215 1215206 09/30/2047 01997 6.040000800 49,000.0000 2,712.97 08/31/2015 12X4215 1215206 09/30/2032 01998 5.979999600 443,600.0000 24,316.67 08/31/2015 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 43,853.33 08/31/2015 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 54,816.66 08/31/2015 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 14,087.88 08/31/2015 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 45,333.38 08/31/2015 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 38,700.56 08/31/2015 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 42,866.63 08/31/2015 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 43,688.88 08/31/2015 12X4215 1215206 09/30/2045 01998 5.979999600 4,369.0000 239.49 08/31/2015 12X4215 1215206 09/30/2046 01998 5.979999600 3,000.0000 164.45 08/31/2015 12X4215 1215206 09/30/2047 01998 5.979999600 36,000.0000 1,973.40 08/31/2015 12X4215 1215206 09/30/2035 01999 5.690001600 1,018,635.0000 53,130.32 08/31/2015 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 52,158.35 08/31/2015 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 177,338.38 08/31/2015 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 39,379.55 08/31/2015 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 20,863.34 08/31/2015 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 65,197.94 08/31/2015 12X4215 1215206 09/30/2045 01999 5.690001600 51,000.0000 2,660.08 08/31/2015 12X4215 1215206 09/30/2047 01999 5.690001600 65,000.0000 3,390.29 08/31/2015 12X4215 1215206 09/30/2035 02000 5.349999600 1,193,176.0000 58,515.34 08/31/2015 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 181,454.15 08/31/2015 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 128,292.99 08/31/2015 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 30,798.16 08/31/2015 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 101,565.28 08/31/2015 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 120,152.07 08/31/2015 12X4215 1215206 09/30/2045 02000 5.349999600 4,000.0000 196.17 08/31/2015 12X4215 1215206 09/30/2047 02000 5.349999600 29,000.0000 1,422.21 08/31/2015 12X4215 1215206 09/30/2037 02001 4.939999200 3,851,610.0000 174,413.71 08/31/2015 12X4215 1215206 09/30/2038 02001 4.939999200 2,748,000.0000 124,438.58 08/31/2015 12X4215 1215206 09/30/2039 02001 4.939999200 1,593,000.0000 72,136.34 08/31/2015 12X4215 1215206 09/30/2040 02001 4.939999200 388,000.0000 17,569.93 08/31/2015 12X4215 1215206 09/30/2041 02001 4.939999200 148,000.0000 6,701.93 08/31/2015 12X4215 1215206 09/30/2042 02001 4.939999200 3,287,000.0000 148,846.29 08/31/2015 12X4215 1215206 09/30/2043 02001 4.939999200 1,370,000.0000 62,038.16 08/31/2015 12X4215 1215206 09/30/2044 02001 4.939999200 748,000.0000 33,871.93 08/31/2015 12X4215 1215206 09/30/2045 02001 4.939999200 78,000.0000 3,532.10 08/31/2015 12X4215 1215206 09/30/2046 02001 4.939999200 905,000.0000 40,981.41 08/31/2015 12X4215 1215206 09/30/2047 02001 4.939999200 63,000.0000 2,852.85 08/31/2015 12X4215 1215206 09/30/2038 02002 4.650001200 6,800,000.0000 289,850.07 08/31/2015 12X4215 1215206 09/30/2039 02002 4.650001200 1,572,000.0000 67,006.52 08/31/2015 12X4215 1215206 09/30/2040 02002 4.650001200 1,812,000.0000 77,236.52 08/31/2015 12X4215 1215206 09/30/2041 02002 4.650001200 105,000.0000 4,475.63 08/31/2015 12X4215 1215206 09/30/2042 02002 4.650001200 2,950,000.0000 125,743.78 08/31/2015 12X4215 1215206 09/30/2043 02002 4.650001200 942,000.0000 40,152.76 08/31/2015 12X4215 1215206 09/30/2044 02002 4.650001200 1,497,000.0000 63,809.64 08/31/2015 12X4215 1215206 09/30/2045 02002 4.650001200 1,466,000.0000 62,488.27 08/31/2015 12X4215 1215206 09/30/2046 02002 4.650001200 871,000.0000 37,126.38 08/31/2015 12X4215 1215206 09/30/2047 02002 4.650001200 42,000.0000 1,790.25 08/31/2015 12X4215 1215206 09/30/2039 02003 4.410000000 2,648,241.0000 107,055.14 08/31/2015 12X4215 1215206 09/30/2040 02003 4.410000000 1,085,000.0000 43,861.13 08/31/2015 12X4215 1215206 09/30/2041 02003 4.410000000 5,590,000.0000 225,975.75 08/31/2015 12X4215 1215206 09/30/2042 02003 4.410000000 7,405,200.0000 299,355.21 08/31/2015 12X4215 1215206 09/30/2043 02003 4.410000000 1,036,000.0000 41,880.30 08/31/2015 12X4215 1215206 09/30/2044 02003 4.410000000 2,760,000.0000 111,573.00 08/31/2015 12X4215 1215206 09/30/2045 02003 4.410000000 985,000.0000 39,818.63 08/31/2015 12X4215 1215206 09/30/2046 02003 4.410000000 2,570,000.0000 103,892.25 08/31/2015 12X4215 1215206 09/30/2047 02003 4.410000000 195,000.0000 7,882.88 08/31/2015 12X4215 1215206 09/30/2040 02004 4.550000400 6,334,000.0000 264,180.61 08/31/2015 12X4215 1215206 09/30/2041 02004 4.550000400 1,165,000.0000 48,590.21 08/31/2015 12X4215 1215206 09/30/2042 02004 4.550000400 5,043,000.0000 210,335.14 08/31/2015 12X4215 1215206 09/30/2043 02004 4.550000400 1,126,000.0000 46,963.59 08/31/2015 12X4215 1215206 09/30/2046 02004 4.550000400 263,000.0000 10,969.29 08/31/2015 12X4215 1215206 09/30/2040 02005 4.560001200 2,656,819.0000 111,055.06 08/31/2015 12X4215 1215206 09/30/2041 02005 4.560001200 4,534,000.0000 189,521.25 08/31/2015 12X4215 1215206 09/30/2042 02005 4.560001200 3,033,000.0000 126,779.43 08/31/2015 12X4215 1215206 09/30/2043 02005 4.560001200 1,950,000.0000 81,510.02 08/31/2015 12X4215 1215206 09/30/2044 02005 4.560001200 610,000.0000 25,498.01 08/31/2015 12X4215 1215206 09/30/2045 02005 4.560001200 441,000.0000 18,433.80 08/31/2015 12X4215 1215206 09/30/2047 02005 4.560001200 7,000.0000 292.60 08/31/2015 12X4215 1215206 09/30/2041 02006 4.659998400 140,189.0000 5,988.40 08/31/2015 12X4215 1215206 09/30/2042 02006 4.659998400 1,482,000.0000 63,306.08 08/31/2015 12X4215 1215206 09/30/2043 02006 4.659998400 2,763,000.0000 118,026.11 08/31/2015 12X4215 1215206 09/30/2044 02006 4.659998400 780,000.0000 33,318.99 08/31/2015 12X4215 1215206 09/30/2045 02006 4.659998400 758,000.0000 32,379.22 08/31/2015 12X4215 1215206 09/30/2046 02006 4.659998400 2,103,000.0000 89,833.12 08/31/2015 12X4215 1215206 09/30/2047 02006 4.659998400 157,000.0000 6,706.51 08/31/2015 12X4215 1215206 09/30/2043 02007 4.700001600 6,766,000.0000 291,501.93 08/31/2015 12X4215 1215206 09/30/2044 02007 4.700001600 4,346,700.0000 187,270.39 08/31/2015 12X4215 1215206 09/30/2045 02007 4.700001600 1,397,000.0000 60,187.44 08/31/2015 12X4215 1215206 09/30/2046 02007 4.700001600 1,535,000.0000 66,132.94 08/31/2015 12X4215 1215206 09/30/2047 02007 4.700001600 1,674,000.0000 72,121.52 08/31/2015 12X4215 1215206 09/30/2048 02007 4.700001600 159,000.0000 6,850.25 08/31/2015 12X4215 1215206 09/30/2044 02008 3.319999200 5,961,825.0000 181,438.16 08/31/2015 12X4215 1215206 09/30/2045 02008 3.319999200 5,964,000.0000 181,504.36 08/31/2015 12X4215 1215206 09/30/2046 02008 3.319999200 2,569,000.0000 78,183.21 08/31/2015 12X4215 1215206 09/30/2047 02008 3.319999200 3,820,000.0000 116,255.31 08/31/2015 12X4215 1215206 09/30/2045 02009 3.170001600 2,748,617.0000 79,870.27 08/31/2015 12X4215 1215206 09/30/2046 02009 3.170001600 12,789,000.0000 371,627.21 08/31/2015 12X4215 1215206 09/30/2047 02009 3.170001600 4,504,000.0000 130,878.80 08/31/2015 12X4215 1215206 09/30/2043 02010 3.120001200 806,030.0000 23,052.47 08/31/2015 12X4215 1215206 09/30/2044 02010 3.120001200 621,000.0000 17,760.61 08/31/2015 12X4215 1215206 09/30/2045 02010 3.120001200 4,255,000.0000 121,693.05 08/31/2015 12X4215 1215206 09/30/2046 02010 3.120001200 397,000.0000 11,354.20 08/31/2015 12X4215 1215206 09/30/2047 02010 3.120001200 385,000.0000 11,011.00 08/31/2015 12X4215 1215206 09/30/2048 02010 3.120001200 2,346,000.0000 67,095.63 08/31/2015 12X4215 1215206 09/30/2046 02011 4.430001600 5,857,715.0000 237,872.13 08/31/2015 12X4215 1215206 09/30/2047 02011 4.430001600 2,361,000.0000 95,876.31 08/31/2015 12X4215 1215206 09/30/2048 02011 4.430001600 10,579,000.0000 429,595.71 08/31/2015 12X4215 1215206 09/30/2045 02012 3.909999600 414,000.0000 14,838.45 08/31/2015 12X4215 1215206 09/30/2046 02012 3.909999600 610,000.0000 21,863.41 08/31/2015 12X4215 1215206 09/30/2047 02012 3.909999600 19,000.0000 680.99 08/31/2015 12X4215 1215206 09/30/2046 02013 3.830000400 554,000.0000 19,450.02 08/31/2015 12X4215 1215206 09/30/2047 02013 3.830000400 562,000.0000 19,730.89 08/31/2015 12X4215 1215206 09/30/2048 02013 3.830000400 6,435,000.0000 225,922.15 08/31/2015 12X4215 1215206 09/30/2047 02014 3.830000400 125,000.0000 4,388.54 08/31/2015 12X4215 1215206 09/30/2048 02014 3.830000400 313,000.0000 10,988.91 08/31/2015 12X4215 1215206 09/30/2048 02015 3.830000400 57,000.0000 2,001.18 08/31/2015 ------------------------ ---------------------- 240,274,356.0000 10,284,295.46 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000400 4,400,000.0000 267,006.68 08/31/2015 12X4215 1215207 09/30/2044 01992 6.620000400 69,500,000.0000 4,217,491.92 08/31/2015 12X4215 1215207 09/30/2045 01992 6.620000400 3,000,000.0000 182,050.01 08/31/2015 12X4215 1215207 09/30/2052 01992 6.620000400 31,000,000.0000 1,881,183.45 08/31/2015 12X4215 1215207 09/30/2056 01992 6.620000400 12,945,000.0000 785,545.80 08/31/2015 12X4215 1215207 09/30/2057 01992 6.620000400 10,000,000.0000 606,833.37 08/31/2015 12X4215 1215207 09/30/2058 01992 6.620000400 122,000.0000 7,403.37 08/31/2015 12X4215 1215207 09/30/2059 01992 6.620000400 1,250,000.0000 75,854.17 08/31/2015 12X4215 1215207 09/30/2060 01992 6.620000400 9,700,000.0000 588,628.37 08/31/2015 12X4215 1215207 09/30/2061 01992 6.620000400 2,628,000.0000 159,475.81 08/31/2015 12X4215 1215207 09/30/2062 01992 6.620000400 27,608,000.0000 1,675,345.57 08/31/2015 12X4215 1215207 09/30/2063 01992 6.620000400 8,654,000.0000 525,153.60 08/31/2015 12X4215 1215207 09/30/2064 01992 6.620000400 6,160,000.0000 373,809.36 08/31/2015 12X4215 1215207 09/30/2065 01992 6.620000400 28,255,000.0000 1,714,607.69 08/31/2015 12X4215 1215207 09/30/2044 01993 6.890000400 27,065,745.0000 1,709,427.44 08/31/2015 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,410,550.20 08/31/2015 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 2,147,383.46 08/31/2015 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 790,300.27 08/31/2015 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 581,056.70 08/31/2015 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 653,373.00 08/31/2015 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 300,002.10 08/31/2015 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 218,654.16 08/31/2015 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 73,263.67 08/31/2015 12X4215 1215207 09/30/2062 01993 6.890000400 7,846,000.0000 495,540.31 08/31/2015 12X4215 1215207 09/30/2063 01993 6.890000400 19,774,000.0000 1,248,892.96 08/31/2015 12X4215 1215207 09/30/2064 01993 6.890000400 4,554,000.0000 287,623.07 08/31/2015 12X4215 1215207 09/30/2065 01993 6.890000400 31,782,000.0000 2,007,298.27 08/31/2015 12X4215 1215207 09/30/2045 01994 7.089998400 2,500,000.0000 162,479.13 08/31/2015 12X4215 1215207 09/30/2046 01994 7.089998400 40,995,590.0000 2,664,371.12 08/31/2015 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,884,757.91 08/31/2015 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 1,073,012.17 08/31/2015 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 621,970.11 08/31/2015 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 792,898.15 08/31/2015 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 822,209.39 08/31/2015 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 493,936.56 08/31/2015 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 168,263.39 08/31/2015 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 49,068.70 08/31/2015 12X4215 1215207 09/30/2062 01994 7.089998400 12,813,000.0000 832,738.04 08/31/2015 12X4215 1215207 09/30/2063 01994 7.089998400 17,250,000.0000 1,121,106.00 08/31/2015 12X4215 1215207 09/30/2064 01994 7.089998400 1,845,000.0000 119,909.60 08/31/2015 12X4215 1215207 09/30/2065 01994 7.089998400 7,754,000.0000 503,945.27 08/31/2015 12X4215 1215207 09/30/2046 01995 6.710000400 29,033,362.0000 1,785,793.81 08/31/2015 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 123,016.67 08/31/2015 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 61,508.34 08/31/2015 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 861,116.72 08/31/2015 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 65,752.41 08/31/2015 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 411,798.32 08/31/2015 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 135,318.34 08/31/2015 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,875.03 08/31/2015 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 55,419.01 08/31/2015 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 202,854.50 08/31/2015 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 31,307.74 08/31/2015 12X4215 1215207 09/30/2062 01995 6.710000400 1,876,000.0000 115,389.64 08/31/2015 12X4215 1215207 09/30/2063 01995 6.710000400 744,000.0000 45,762.20 08/31/2015 12X4215 1215207 09/30/2064 01995 6.710000400 2,080,000.0000 127,937.34 08/31/2015 12X4215 1215207 09/30/2065 01995 6.710000400 4,143,000.0000 254,829.04 08/31/2015 12X4215 1215207 09/30/2048 01996 6.459998400 25,800,000.0000 1,527,789.62 08/31/2015 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 532,949.87 08/31/2015 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 39,533.04 08/31/2015 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 303,307.69 08/31/2015 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 219,101.61 08/31/2015 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,125.12 08/31/2015 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,612.22 08/31/2015 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 346,476.63 08/31/2015 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 9,593.10 08/31/2015 12X4215 1215207 09/30/2062 01996 6.459998400 343,000.0000 20,311.31 08/31/2015 12X4215 1215207 09/30/2063 01996 6.459998400 183,000.0000 10,836.65 08/31/2015 12X4215 1215207 09/30/2064 01996 6.459998400 2,577,000.0000 152,601.31 08/31/2015 12X4215 1215207 09/30/2065 01996 6.459998400 8,328,000.0000 493,156.28 08/31/2015 12X4215 1215207 09/30/2048 01997 5.950000800 9,102,717.0000 496,477.42 08/31/2015 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 927,208.46 08/31/2015 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 54,541.67 08/31/2015 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 54,541.67 08/31/2015 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 763,583.44 08/31/2015 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 84,948.66 08/31/2015 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 284,434.83 08/31/2015 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 196,350.03 08/31/2015 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 35,506.63 08/31/2015 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 33,052.25 08/31/2015 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 18,980.50 08/31/2015 12X4215 1215207 09/30/2062 01997 5.950000800 963,000.0000 52,523.63 08/31/2015 12X4215 1215207 09/30/2063 01997 5.950000800 1,311,000.0000 71,504.13 08/31/2015 12X4215 1215207 09/30/2064 01997 5.950000800 2,136,000.0000 116,501.02 08/31/2015 12X4215 1215207 09/30/2065 01997 5.950000800 4,112,000.0000 224,275.36 08/31/2015 12X4215 1215207 09/30/2049 01998 5.950000800 21,675,555.0000 1,182,221.05 08/31/2015 12X4215 1215207 09/30/2050 01998 5.950000800 19,000,000.0000 1,036,291.81 08/31/2015 12X4215 1215207 09/30/2051 01998 5.950000800 3,000,000.0000 163,625.02 08/31/2015 12X4215 1215207 09/30/2052 01998 5.950000800 6,000,000.0000 327,250.04 08/31/2015 12X4215 1215207 09/30/2053 01998 5.950000800 13,000,000.0000 709,041.76 08/31/2015 12X4215 1215207 09/30/2055 01998 5.950000800 2,342,000.0000 127,736.60 08/31/2015 12X4215 1215207 09/30/2056 01998 5.950000800 591,000.0000 32,234.13 08/31/2015 12X4215 1215207 09/30/2057 01998 5.950000800 4,500,000.0000 245,437.53 08/31/2015 12X4215 1215207 09/30/2058 01998 5.950000800 735,000.0000 40,088.13 08/31/2015 12X4215 1215207 09/30/2059 01998 5.950000800 1,250,000.0000 68,177.09 08/31/2015 12X4215 1215207 09/30/2060 01998 5.950000800 5,923,000.0000 323,050.34 08/31/2015 12X4215 1215207 09/30/2061 01998 5.950000800 949,000.0000 51,760.05 08/31/2015 12X4215 1215207 09/30/2062 01998 5.950000800 2,352,000.0000 128,282.02 08/31/2015 12X4215 1215207 09/30/2063 01998 5.950000800 1,527,000.0000 83,285.14 08/31/2015 12X4215 1215207 09/30/2064 01998 5.950000800 100,000.0000 5,454.17 08/31/2015 12X4215 1215207 09/30/2065 01998 5.950000800 4,795,000.0000 261,527.33 08/31/2015 12X4215 1215207 09/30/2050 01999 5.839999200 21,309,952.0000 1,140,792.61 08/31/2015 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 695,933.24 08/31/2015 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 428,266.61 08/31/2015 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 224,839.97 08/31/2015 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 155,150.29 08/31/2015 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 77,890.99 08/31/2015 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 215,364.57 08/31/2015 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 82,762.52 08/31/2015 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 115,310.78 08/31/2015 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 76,499.12 08/31/2015 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 49,304.19 08/31/2015 12X4215 1215207 09/30/2062 01999 5.839999200 1,274,000.0000 68,201.46 08/31/2015 12X4215 1215207 09/30/2063 01999 5.839999200 645,000.0000 34,529.00 08/31/2015 12X4215 1215207 09/30/2064 01999 5.839999200 25,000.0000 1,338.33 08/31/2015 12X4215 1215207 09/30/2065 01999 5.839999200 1,508,000.0000 80,728.26 08/31/2015 12X4215 1215207 09/30/2051 02000 5.649998400 10,674,508.0000 552,850.40 08/31/2015 12X4215 1215207 09/30/2052 02000 5.649998400 24,000,000.0000 1,242,999.65 08/31/2015 12X4215 1215207 09/30/2053 02000 5.649998400 9,000,000.0000 466,124.87 08/31/2015 12X4215 1215207 09/30/2055 02000 5.649998400 1,420,000.0000 73,544.15 08/31/2015 12X4215 1215207 09/30/2056 02000 5.649998400 2,754,000.0000 142,634.21 08/31/2015 12X4215 1215207 09/30/2057 02000 5.649998400 3,447,000.0000 178,525.82 08/31/2015 12X4215 1215207 09/30/2058 02000 5.649998400 1,053,000.0000 54,536.61 08/31/2015 12X4215 1215207 09/30/2059 02000 5.649998400 4,950,000.0000 256,368.68 08/31/2015 12X4215 1215207 09/30/2060 02000 5.649998400 1,021,000.0000 52,879.28 08/31/2015 12X4215 1215207 09/30/2061 02000 5.649998400 1,174,000.0000 60,803.40 08/31/2015 12X4215 1215207 09/30/2062 02000 5.649998400 1,953,000.0000 101,149.10 08/31/2015 12X4215 1215207 09/30/2063 02000 5.649998400 1,559,000.0000 80,743.19 08/31/2015 12X4215 1215207 09/30/2064 02000 5.649998400 12,000.0000 621.50 08/31/2015 12X4215 1215207 09/30/2065 02000 5.649998400 3,276,000.0000 169,669.45 08/31/2015 12X4215 1215207 09/30/2052 02001 5.349999600 12,806,746.0000 628,064.12 08/31/2015 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,338,837.40 08/31/2015 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 292,729.69 08/31/2015 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 144,820.03 08/31/2015 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 128,955.05 08/31/2015 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 339,221.18 08/31/2015 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 87,343.20 08/31/2015 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 107,254.12 08/31/2015 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 86,803.74 08/31/2015 12X4215 1215207 09/30/2062 02001 5.349999600 854,000.0000 41,881.58 08/31/2015 12X4215 1215207 09/30/2063 02001 5.349999600 1,776,000.0000 87,097.99 08/31/2015 12X4215 1215207 09/30/2064 02001 5.349999600 34,000.0000 1,667.42 08/31/2015 12X4215 1215207 09/30/2065 02001 5.349999600 1,913,000.0000 93,816.70 08/31/2015 12X4215 1215207 09/30/2053 02002 5.060001600 29,328,986.0000 1,360,376.56 08/31/2015 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 556,600.18 08/31/2015 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 216,378.32 08/31/2015 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 290,081.46 08/31/2015 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 222,222.62 08/31/2015 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 41,281.18 08/31/2015 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 238,364.03 08/31/2015 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 97,173.11 08/31/2015 12X4215 1215207 09/30/2062 02002 5.060001600 1,438,000.0000 66,699.25 08/31/2015 12X4215 1215207 09/30/2063 02002 5.060001600 397,000.0000 18,414.19 08/31/2015 12X4215 1215207 09/30/2064 02002 5.060001600 3,890,000.0000 180,431.22 08/31/2015 12X4215 1215207 09/30/2065 02002 5.060001600 3,531,000.0000 163,779.60 08/31/2015 12X4215 1215207 09/30/2053 02003 4.910000400 13,859,624.0000 623,798.63 08/31/2015 12X4215 1215207 09/30/2055 02003 4.910000400 17,800,000.0000 801,148.40 08/31/2015 12X4215 1215207 09/30/2056 02003 4.910000400 9,498,000.0000 427,489.18 08/31/2015 12X4215 1215207 09/30/2057 02003 4.910000400 3,626,000.0000 163,200.23 08/31/2015 12X4215 1215207 09/30/2058 02003 4.910000400 3,228,000.0000 145,286.91 08/31/2015 12X4215 1215207 09/30/2059 02003 4.910000400 7,756,000.0000 349,084.66 08/31/2015 12X4215 1215207 09/30/2060 02003 4.910000400 7,108,000.0000 319,919.26 08/31/2015 12X4215 1215207 09/30/2061 02003 4.910000400 910,000.0000 40,957.59 08/31/2015 12X4215 1215207 09/30/2062 02003 4.910000400 1,327,000.0000 59,726.06 08/31/2015 12X4215 1215207 09/30/2063 02003 4.910000400 1,704,000.0000 76,694.21 08/31/2015 12X4215 1215207 09/30/2065 02003 4.910000400 1,768,000.0000 79,574.74 08/31/2015 12X4215 1215207 09/30/2055 02004 4.830001200 6,941,304.0000 307,326.31 08/31/2015 12X4215 1215207 09/30/2056 02004 4.830001200 16,995,000.0000 752,453.81 08/31/2015 12X4215 1215207 09/30/2057 02004 4.830001200 15,297,000.0000 677,274.84 08/31/2015 12X4215 1215207 09/30/2058 02004 4.830001200 3,794,000.0000 167,979.39 08/31/2015 12X4215 1215207 09/30/2059 02004 4.830001200 6,631,111.0000 293,592.51 08/31/2015 12X4215 1215207 09/30/2060 02004 4.830001200 2,760,000.0000 122,199.03 08/31/2015 12X4215 1215207 09/30/2061 02004 4.830001200 1,566,000.0000 69,334.67 08/31/2015 12X4215 1215207 09/30/2062 02004 4.830001200 5,652,000.0000 250,242.36 08/31/2015 12X4215 1215207 09/30/2063 02004 4.830001200 4,041,000.0000 178,915.32 08/31/2015 12X4215 1215207 09/30/2064 02004 4.830001200 3,489,000.0000 154,475.51 08/31/2015 12X4215 1215207 09/30/2065 02004 4.830001200 1,605,000.0000 71,061.39 08/31/2015 12X4215 1215207 09/30/2056 02005 4.719999600 8,358,780.0000 361,656.52 08/31/2015 12X4215 1215207 09/30/2057 02005 4.719999600 14,206,000.0000 614,646.21 08/31/2015 12X4215 1215207 09/30/2058 02005 4.719999600 13,856,000.0000 599,502.88 08/31/2015 12X4215 1215207 09/30/2059 02005 4.719999600 6,914,000.0000 299,145.71 08/31/2015 12X4215 1215207 09/30/2060 02005 4.719999600 3,158,000.0000 136,636.12 08/31/2015 12X4215 1215207 09/30/2061 02005 4.719999600 1,067,000.0000 46,165.53 08/31/2015 12X4215 1215207 09/30/2062 02005 4.719999600 3,160,000.0000 136,722.66 08/31/2015 12X4215 1215207 09/30/2063 02005 4.719999600 4,118,000.0000 178,172.12 08/31/2015 12X4215 1215207 09/30/2064 02005 4.719999600 721,000.0000 31,195.26 08/31/2015 12X4215 1215207 09/30/2065 02005 4.719999600 1,585,000.0000 68,577.66 08/31/2015 12X4215 1215207 09/30/2057 02006 4.479998400 4,461,227.0000 183,207.66 08/31/2015 12X4215 1215207 09/30/2058 02006 4.479998400 13,388,000.0000 549,800.34 08/31/2015 12X4215 1215207 09/30/2059 02006 4.479998400 13,287,681.0000 545,680.57 08/31/2015 12X4215 1215207 09/30/2060 02006 4.479998400 8,638,000.0000 354,733.74 08/31/2015 12X4215 1215207 09/30/2061 02006 4.479998400 11,126,000.0000 456,907.57 08/31/2015 12X4215 1215207 09/30/2062 02006 4.479998400 2,736,000.0000 112,358.36 08/31/2015 12X4215 1215207 09/30/2063 02006 4.479998400 2,994,000.0000 122,953.56 08/31/2015 12X4215 1215207 09/30/2064 02006 4.479998400 1,535,000.0000 63,037.31 08/31/2015 12X4215 1215207 09/30/2065 02006 4.479998400 1,225,000.0000 50,306.65 08/31/2015 12X4215 1215207 09/30/2058 02007 4.209998400 10,027,110.0000 386,962.74 08/31/2015 12X4215 1215207 09/30/2059 02007 4.209998400 21,033,000.0000 811,698.22 08/31/2015 12X4215 1215207 09/30/2060 02007 4.209998400 10,666,000.0000 411,618.56 08/31/2015 12X4215 1215207 09/30/2061 02007 4.209998400 7,603,000.0000 293,412.33 08/31/2015 12X4215 1215207 09/30/2062 02007 4.209998400 3,225,000.0000 124,458.08 08/31/2015 12X4215 1215207 09/30/2063 02007 4.209998400 5,627,000.0000 217,155.23 08/31/2015 12X4215 1215207 09/30/2064 02007 4.209998400 701,000.0000 27,052.75 08/31/2015 12X4215 1215207 09/30/2065 02007 4.209998400 1,281,000.0000 49,435.91 08/31/2015 12X4215 1215207 09/30/2059 02008 3.980001600 9,024,972.0000 329,261.19 08/31/2015 12X4215 1215207 09/30/2060 02008 3.980001600 13,486,000.0000 492,014.43 08/31/2015 12X4215 1215207 09/30/2061 02008 3.980001600 7,145,000.0000 260,673.52 08/31/2015 12X4215 1215207 09/30/2062 02008 3.980001600 5,991,000.0000 218,571.74 08/31/2015 12X4215 1215207 09/30/2063 02008 3.980001600 5,269,000.0000 192,230.76 08/31/2015 12X4215 1215207 09/30/2064 02008 3.980001600 1,774,000.0000 64,721.46 08/31/2015 12X4215 1215207 09/30/2065 02008 3.980001600 2,638,000.0000 96,243.07 08/31/2015 12X4215 1215207 09/30/2061 02009 3.780000000 8,891,027.0000 308,074.09 08/31/2015 12X4215 1215207 09/30/2062 02009 3.780000000 6,846,000.0000 237,213.90 08/31/2015 12X4215 1215207 09/30/2063 02009 3.780000000 20,937,000.0000 725,467.05 08/31/2015 12X4215 1215207 09/30/2064 02009 3.780000000 6,598,000.0000 228,620.70 08/31/2015 12X4215 1215207 09/30/2065 02009 3.780000000 1,074,000.0000 37,214.10 08/31/2015 12X4215 1215207 09/30/2061 02010 3.549999600 7,023,630.0000 228,560.60 08/31/2015 12X4215 1215207 09/30/2062 02010 3.549999600 12,376,000.0000 402,735.62 08/31/2015 12X4215 1215207 09/30/2063 02010 3.549999600 20,200,000.0000 657,341.59 08/31/2015 12X4215 1215207 09/30/2064 02010 3.549999600 4,227,000.0000 137,553.61 08/31/2015 12X4215 1215207 09/30/2065 02010 3.549999600 805,000.0000 26,196.04 08/31/2015 12X4215 1215207 09/30/2061 02011 4.590000000 993,460.0000 41,799.83 08/31/2015 12X4215 1215207 09/30/2062 02011 4.590000000 9,984,000.0000 420,076.80 08/31/2015 12X4215 1215207 09/30/2063 02011 4.590000000 9,296,000.0000 391,129.20 08/31/2015 12X4215 1215207 09/30/2064 02011 4.590000000 6,293,000.0000 264,777.98 08/31/2015 12X4215 1215207 09/30/2065 02011 4.590000000 10,878,000.0000 457,691.85 08/31/2015 12X4215 1215207 09/30/2063 02012 4.230000000 16,589,000.0000 643,238.48 08/31/2015 12X4215 1215207 09/30/2064 02012 4.230000000 9,440,000.0000 366,036.00 08/31/2015 12X4215 1215207 09/30/2065 02012 4.230000000 12,585,000.0000 487,983.38 08/31/2015 12X4215 1215207 09/30/2063 02013 4.179999600 2,762,000.0000 105,830.62 08/31/2015 12X4215 1215207 09/30/2064 02013 4.179999600 6,700,000.0000 256,721.64 08/31/2015 12X4215 1215207 09/30/2065 02013 4.179999600 9,003,000.0000 344,964.92 08/31/2015 12X4215 1215207 09/30/2064 02014 3.049999200 1,045,000.0000 29,216.45 08/31/2015 12X4215 1215207 09/30/2065 02014 3.049999200 9,849,000.0000 275,361.55 08/31/2015 ------------------------ ---------------------- 1,719,240,887.0000 90,239,499.41 208 SUB-COHORT 12X4215 1215208 09/30/2017 02001 3.399998400 35,000.0000 1,090.83 08/31/2015 12X4215 1215208 09/30/2018 02006 3.589999200 99,000.0000 3,257.92 08/31/2015 12X4215 1215208 09/30/2017 02007 1.000000800 733,000.0000 6,719.17 08/31/2015 12X4215 1215208 09/30/2016 02009 2.440000800 253,000.0000 5,658.77 08/31/2015 12X4215 1215208 09/30/2018 02009 2.440000800 141,000.0000 3,153.70 08/31/2015 12X4215 1215208 09/30/2016 02010 1.000000800 23,000.0000 210.83 08/31/2015 12X4215 1215208 09/30/2017 02010 1.000000800 12,000.0000 110.00 08/31/2015 12X4215 1215208 09/30/2018 02010 1.000000800 525,000.0000 4,812.50 08/31/2015 ------------------------ ---------------------- 1,821,000.0000 25,013.72 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 550,175.0000 36,866.32 08/31/2015 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 4,623.58 08/31/2015 12X4215 1215209 09/30/2063 01992 7.310001600 4,000.0000 268.03 08/31/2015 12X4215 1215209 09/30/2064 01992 7.310001600 3,000.0000 201.03 08/31/2015 12X4215 1215209 09/30/2057 01993 6.710000400 472,148.0000 29,041.04 08/31/2015 12X4215 1215209 09/30/2064 01993 6.710000400 1,000.0000 61.51 08/31/2015 12X4215 1215209 09/30/2057 01994 6.770001600 1,957,576.0000 121,483.93 08/31/2015 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 10,239.63 08/31/2015 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,489.40 08/31/2015 12X4215 1215209 09/30/2063 01994 6.770001600 1,000.0000 62.06 08/31/2015 12X4215 1215209 09/30/2060 01997 6.890000400 1,309,929.0000 82,732.94 08/31/2015 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 6,252.68 08/31/2015 12X4215 1215209 09/30/2062 01997 6.890000400 44,000.0000 2,778.97 08/31/2015 12X4215 1215209 09/30/2063 01997 6.890000400 2,000.0000 126.32 08/31/2015 12X4215 1215209 09/30/2064 01997 6.890000400 1,000.0000 63.16 08/31/2015 12X4215 1215209 09/30/2059 01998 5.979999600 302,015.0000 16,555.45 08/31/2015 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 6,073.69 08/31/2015 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 548.17 08/31/2015 12X4215 1215209 09/30/2062 01998 5.979999600 26,000.0000 1,425.23 08/31/2015 12X4215 1215209 09/30/2059 01999 5.810000400 121,952.0000 6,494.96 08/31/2015 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 102,570.23 08/31/2015 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 585.84 08/31/2015 12X4215 1215209 09/30/2063 01999 5.810000400 1,000.0000 53.26 08/31/2015 12X4215 1215209 09/30/2050 02000 6.360001200 101,722.0000 5,930.39 08/31/2015 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 495.55 08/31/2015 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 810.37 08/31/2015 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 87.45 08/31/2015 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 20,352.53 08/31/2015 12X4215 1215209 09/30/2051 02001 5.670000000 121,145.0000 6,296.51 08/31/2015 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 6,237.00 08/31/2015 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,283.78 08/31/2015 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 389.81 08/31/2015 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 35,966.70 08/31/2015 12X4215 1215209 09/30/2063 02001 5.670000000 1,000.0000 51.98 08/31/2015 12X4215 1215209 09/30/2064 02001 5.670000000 2,000.0000 103.95 08/31/2015 12X4215 1215209 09/30/2052 02002 5.600001600 567,161.0000 29,114.27 08/31/2015 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 256.67 08/31/2015 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 21,046.67 08/31/2015 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 462.00 08/31/2015 12X4215 1215209 09/30/2063 02002 5.600001600 1,000.0000 51.33 08/31/2015 12X4215 1215209 09/30/2064 02002 5.600001600 2,000.0000 102.67 08/31/2015 12X4215 1215209 09/30/2065 02002 5.600001600 1,000.0000 51.33 08/31/2015 12X4215 1215209 09/30/2054 02003 4.899999600 659,469.0000 29,621.15 08/31/2015 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,245.83 08/31/2015 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 15,810.67 08/31/2015 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 4,985.75 08/31/2015 12X4215 1215209 09/30/2063 02003 4.899999600 11,000.0000 494.08 08/31/2015 12X4215 1215209 09/30/2064 02003 4.899999600 1,000.0000 44.92 08/31/2015 12X4215 1215209 09/30/2054 02004 5.190001200 136,790.0000 6,507.79 08/31/2015 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 475.75 08/31/2015 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 4,281.75 08/31/2015 12X4215 1215209 09/30/2055 02005 4.479998400 574,332.0000 23,585.89 08/31/2015 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 7,268.80 08/31/2015 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,601.60 08/31/2015 12X4215 1215209 09/30/2057 02006 4.889998800 580,123.0000 26,004.01 08/31/2015 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 5,110.05 08/31/2015 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 627.55 08/31/2015 12X4215 1215209 09/30/2062 02006 4.889998800 30,000.0000 1,344.75 08/31/2015 12X4215 1215209 09/30/2064 02006 4.889998800 2,000.0000 89.65 08/31/2015 12X4215 1215209 09/30/2057 02007 4.910000400 794,603.0000 35,763.76 08/31/2015 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,970.55 08/31/2015 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,620.30 08/31/2015 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 225.04 08/31/2015 12X4215 1215209 09/30/2063 02007 4.910000400 1,000.0000 45.01 08/31/2015 12X4215 1215209 09/30/2064 02007 4.910000400 1,000.0000 45.01 08/31/2015 12X4215 1215209 09/30/2058 02008 4.190000400 892,548.0000 34,281.28 08/31/2015 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,497.93 08/31/2015 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 768.17 08/31/2015 12X4215 1215209 09/30/2063 02008 4.190000400 1,000.0000 38.41 08/31/2015 12X4215 1215209 09/30/2059 02009 3.840001200 884,668.0000 31,140.32 08/31/2015 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,696.00 08/31/2015 12X4215 1215209 09/30/2064 02009 3.840001200 1,000.0000 35.20 08/31/2015 12X4215 1215209 09/30/2060 02010 4.389998400 687,957.0000 27,684.53 08/31/2015 12X4215 1215209 09/30/2061 02011 4.230000000 108,457.0000 4,205.42 08/31/2015 12X4215 1215209 09/30/2062 02011 4.230000000 3,000.0000 116.33 08/31/2015 12X4215 1215209 09/30/2063 02011 4.230000000 3,000.0000 116.33 08/31/2015 ------------------------ ---------------------- 16,250,670.0000 834,037.97 212 SUB-COHORT 12X4215 1215212 09/30/2016 02001 5.370001200 1,000.0000 49.23 08/31/2015 12X4215 1215212 09/30/2017 02001 5.370001200 116,000.0000 5,710.10 08/31/2015 12X4215 1215212 09/30/2018 02001 5.370001200 33,800.0000 1,663.81 08/31/2015 12X4215 1215212 09/30/2016 02002 5.289998400 2,000.0000 96.98 08/31/2015 12X4215 1215212 09/30/2017 02002 5.289998400 181,000.0000 8,776.99 08/31/2015 12X4215 1215212 09/30/2018 02002 5.289998400 15,000.0000 727.37 08/31/2015 12X4215 1215212 09/30/2016 02003 4.250001600 1,000.0000 38.96 08/31/2015 12X4215 1215212 09/30/2017 02003 4.250001600 95,000.0000 3,701.04 08/31/2015 12X4215 1215212 09/30/2018 02003 4.250001600 4,000.0000 155.83 08/31/2015 ------------------------ ---------------------- 448,800.0000 20,920.31 401 SUB-COHORT 12X4215 1215401 09/30/2018 02005 3.620001600 108,000.0000 3,583.80 08/31/2015 12X4215 1215401 09/30/2016 02006 3.409999200 1,000.0000 31.26 08/31/2015 12X4215 1215401 09/30/2018 02007 2.170000800 100.0000 1.99 08/31/2015 ------------------------ ---------------------- 109,100.0000 3,617.05 ======================== ====================== 16,373,592,659.0000 669,817,703.16 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2027 01992 06/26/2015 INT + 0.0000 693,312.00 494974 1215201 09/30/2027 01993 06/26/2015 INT + 0.0000 940,270.01 494976 1215201 09/30/2027 01994 06/26/2015 INT + 0.0000 181,859.21 494978 1215201 09/30/2028 01994 06/26/2015 INT + 0.0000 1,083,216.72 494980 1215201 09/30/2028 01995 06/26/2015 INT + 0.0000 760,450.81 494982 1215201 09/30/2029 01996 06/26/2015 INT + 0.0000 762,144.04 494984 1215201 09/30/2031 01997 06/26/2015 INT + 0.0000 490,445.16 494986 1215201 09/30/2031 01998 06/26/2015 INT + 0.0000 102,295.36 494988 1215201 09/30/2032 01998 06/26/2015 INT + 0.0000 604,234.39 494990 1215201 09/30/2033 01999 06/26/2015 INT + 0.0000 808,545.61 494992 1215201 09/30/2034 02000 06/26/2015 INT + 0.0000 1,018,089.73 494944 1215201 09/30/2034 02001 06/26/2015 INT + 0.0000 979,892.85 494946 1215201 09/30/2035 02002 06/26/2015 INT + 0.0000 983,886.26 494948 1215201 09/30/2036 02003 06/26/2015 INT + 0.0000 1,014,232.50 494950 1215201 09/30/2037 02004 06/26/2015 INT + 0.0000 1,362,659.07 494952 1215201 09/30/2038 02005 06/26/2015 INT + 0.0000 1,162,595.11 494954 1215201 09/30/2039 02006 06/26/2015 INT + 0.0000 1,367,910.17 494956 1215201 09/30/2040 02007 06/26/2015 INT + 0.0000 1,505,042.45 494958 1215201 09/30/2041 02008 06/26/2015 INT + 0.0000 1,088,315.55 494960 1215201 09/30/2042 02009 06/26/2015 INT + 0.0000 1,171,273.56 494962 1215201 09/30/2043 02010 06/26/2015 INT + 0.0000 1,480,307.14 494964 1215201 09/30/2044 02011 06/26/2015 INT + 0.0000 606,157.02 494966 1215201 09/30/2045 02012 06/26/2015 INT + 0.0000 348,984.45 494968 1215201 09/30/2046 02013 06/26/2015 INT + 0.0000 274,848.79 494970 1215201 09/30/2047 02014 06/26/2015 INT + 0.0000 1,038,750.86 494972 1215202 09/30/2022 02001 06/26/2015 INT + 0.0000 3,488.10 495164 1215202 09/30/2024 02001 06/26/2015 INT + 0.0000 15,148.10 495166 1215202 09/30/2024 02002 06/26/2015 INT + 0.0000 24,708.60 495170 1215202 09/30/2024 02003 06/26/2015 INT + 0.0000 21,474.76 495174 1215202 09/30/2024 02004 06/26/2015 INT + 0.0000 15,501.15 495176 1215202 09/30/2025 02001 06/26/2015 INT + 0.0000 553.19 495168 1215202 09/30/2025 02002 06/26/2015 INT + 0.0000 140.72 495172 1215202 09/30/2025 02004 06/26/2015 INT + 0.0000 11,378.40 495178 1215202 09/30/2025 02005 06/26/2015 INT + 0.0000 32,258.51 495180 1215202 09/30/2026 01998 06/26/2015 INT + 0.0000 13,671.35 495246 1215202 09/30/2026 01999 06/26/2015 INT + 0.0000 14,156.55 495256 1215202 09/30/2026 02000 06/26/2015 INT + 0.0000 9,266.40 495154 1215202 09/30/2026 02006 06/26/2015 INT + 0.0000 36,632.00 495182 1215202 09/30/2027 01999 06/26/2015 INT + 0.0000 202.65 495258 1215202 09/30/2027 02000 06/26/2015 INT + 0.0000 9,360.00 495156 1215202 09/30/2027 02007 06/26/2015 INT + 0.0000 37,905.51 495184 1215202 09/30/2028 02008 06/26/2015 INT + 0.0000 34,072.49 495186 1215202 09/30/2029 01993 06/26/2015 INT + 0.0000 1,809.16 495204 1215202 09/30/2029 01994 06/26/2015 INT + 0.0000 11,935.00 495212 1215202 09/30/2029 01995 06/26/2015 INT + 0.0000 25,149.29 495220 1215202 09/30/2029 01996 06/26/2015 INT + 0.0000 15,627.50 495230 1215202 09/30/2029 01997 06/26/2015 INT + 0.0000 13,940.30 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INT + 0.0000 233.10 495208 1215202 09/30/2033 01994 06/26/2015 INT + 0.0000 34.10 495216 1215202 09/30/2033 01995 06/26/2015 INT + 0.0000 503.30 495226 1215202 09/30/2033 01996 06/26/2015 INT + 0.0000 232.75 495234 1215202 09/30/2033 01997 06/26/2015 INT + 0.0000 166.75 495242 1215202 09/30/2033 01998 06/26/2015 INT + 0.0000 145.75 495252 1215202 09/30/2033 01999 06/26/2015 INT + 0.0000 550.05 495262 1215202 09/30/2033 02000 06/26/2015 INT + 0.0000 686.40 495160 1215202 09/30/2033 02013 06/26/2015 INT + 0.0000 19,210.76 495196 1215202 09/30/2034 01992 06/26/2015 INT + 0.0000 749.00 495200 1215202 09/30/2034 01992 06/26/2015 INT + 0.0000 74.90 495202 1215202 09/30/2034 01993 06/26/2015 INT + 0.0000 99.90 495210 1215202 09/30/2034 01994 06/26/2015 INT + 0.0000 34.10 495218 1215202 09/30/2034 01995 06/26/2015 INT + 0.0000 71.90 495228 1215202 09/30/2034 01996 06/26/2015 INT + 0.0000 166.25 495236 1215202 09/30/2034 01997 06/26/2015 INT + 0.0000 466.90 495244 1215202 09/30/2034 01998 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495126 1215203 09/30/2042 01999 06/26/2015 INT + 0.0000 7,785.40 495134 1215203 09/30/2042 02001 06/26/2015 INT + 0.0000 4,074.87 494996 1215203 09/30/2042 02002 06/26/2015 INT + 0.0000 370.50 495002 1215203 09/30/2042 02004 06/26/2015 INT + 0.0000 1,422.00 495022 1215203 09/30/2042 02007 06/26/2015 INT + 0.0000 97.60 495034 1215203 09/30/2042 02009 06/26/2015 INT + 0.0000 3,151.80 495042 1215203 09/30/2043 01993 06/26/2015 INT + 0.0000 7,326.00 495092 1215203 09/30/2043 01994 06/26/2015 INT + 0.0000 6,722.10 495102 1215203 09/30/2043 01997 06/26/2015 INT + 0.0000 6,759.90 495112 1215203 09/30/2043 01998 06/26/2015 INT + 0.0000 179.40 495128 1215203 09/30/2043 02010 06/26/2015 INT + 0.0000 7,057.55 495050 1215203 09/30/2043 02010 06/26/2015 INT + 0.0000 592.04 495052 1215203 09/30/2044 01994 06/26/2015 INT + 0.0000 611.10 495104 1215203 09/30/2044 01997 06/26/2015 INT + 0.0000 6,260.40 495114 1215203 09/30/2044 01998 06/26/2015 INT + 0.0000 3,797.30 495130 1215203 09/30/2044 01999 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09/30/2045 02012 06/26/2015 INT + 0.0000 5,504.00 495070 1215203 09/30/2045 02012 06/26/2015 INT + 0.0000 344.00 495072 1215203 09/30/2046 01992 06/26/2015 INT + 0.0000 8,667.65 495086 1215203 09/30/2046 01993 06/26/2015 INT + 0.0000 6,893.10 495096 1215203 09/30/2046 01994 06/26/2015 INT + 0.0000 8,283.80 495108 1215203 09/30/2046 01997 06/26/2015 INT + 0.0000 1,165.50 495118 1215203 09/30/2046 01999 06/26/2015 INT + 0.0000 435.75 495140 1215203 09/30/2046 02001 06/26/2015 INT + 0.0000 23.65 494998 1215203 09/30/2046 02002 06/26/2015 INT + 0.0000 494.00 495008 1215203 09/30/2046 02003 06/26/2015 INT + 0.0000 102.50 495016 1215203 09/30/2046 02004 06/26/2015 INT + 0.0000 19.75 495026 1215203 09/30/2046 02005 06/26/2015 INT + 0.0000 97.00 495038 1215203 09/30/2046 02010 06/26/2015 INT + 0.0000 18.05 495056 1215203 09/30/2046 02011 06/26/2015 INT + 0.0000 627.00 495066 1215203 09/30/2046 02012 06/26/2015 INT + 0.0000 279.50 495074 1215203 09/30/2046 02013 06/26/2015 INT + 0.0000 2,033.15 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0.0000 47.10 495082 1215206 09/30/2028 01992 04/13/2015 INT + 0.0000 1,890.82 494844 1215206 09/30/2029 01992 04/13/2015 INT + 0.0000 13,840.00 494846 1215206 09/30/2029 01993 04/13/2015 INT + 0.0000 21,150.00 494848 1215206 09/30/2030 01995 04/13/2015 INT + 0.0000 17,375.00 494852 1215206 09/30/2031 01997 04/13/2015 INT + 0.0000 12,080.00 494856 1215206 09/30/2032 01996 04/13/2015 INT + 0.0000 30,494.99 494854 1215206 09/30/2032 01998 04/13/2015 INT + 0.0000 5,232.50 494858 1215206 09/30/2035 01999 04/13/2015 INT + 0.0000 15,647.50 494860 1215206 09/30/2035 02000 04/13/2015 INT + 0.0000 13,375.00 494812 1215206 09/30/2037 02001 04/13/2015 INT + 0.0000 19,760.00 494814 1215206 09/30/2037 02002 04/13/2015 INT + 0.0000 11,199.30 494816 1215206 09/30/2038 02002 04/13/2015 INT + 0.0000 9,300.00 494818 1215206 09/30/2039 02003 04/13/2015 INT + 0.0000 9,922.50 494820 1215206 09/30/2039 02004 04/13/2015 INT + 0.0000 6,092.36 494822 1215206 09/30/2040 02004 04/13/2015 INT + 0.0000 5,687.50 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1215207 09/30/2047 01996 04/13/2015 INT + 0.0000 4,521.00 494898 1215207 09/30/2048 01996 04/13/2015 INT + 0.0000 103,359.97 494900 1215207 09/30/2048 01997 04/13/2015 INT + 0.0000 107,100.01 494902 1215207 09/30/2049 01998 04/13/2015 INT + 0.0000 14,875.00 494904 1215207 09/30/2050 01999 04/13/2015 INT + 0.0000 29,200.00 494906 1215207 09/30/2051 02000 04/13/2015 INT + 0.0000 33,899.99 494862 1215207 09/30/2052 02001 04/13/2015 INT + 0.0000 34,775.00 494864 1215207 09/30/2053 02002 04/13/2015 INT + 0.0000 103,730.03 494866 1215207 09/30/2053 02003 04/13/2015 INT + 0.0000 19,640.00 494868 1215207 09/30/2055 02004 04/13/2015 INT + 0.0000 94,185.02 494870 1215207 09/30/2056 02005 04/13/2015 INT + 0.0000 30,680.00 494872 1215207 09/30/2057 02006 04/13/2015 INT + 0.0000 38,079.99 494874 1215207 09/30/2058 02007 04/13/2015 INT + 0.0000 31,574.99 494876 1215207 09/30/2059 02008 04/13/2015 INT + 0.0000 13,930.01 494878 1215207 09/30/2061 02009 04/13/2015 INT + 0.0000 13,230.00 494880 1215207 09/30/2061 02010 04/13/2015 INT + 0.0000 14,200.00 494882 1215207 09/30/2063 02012 04/13/2015 INT + 0.0000 78,255.00 494884 1215207 09/30/2064 02014 04/13/2015 INT + 0.0000 9,150.00 494886 1215208 09/30/2015 02006 04/13/2015 INT + 0.0000 6,146.60 494804 1215208 09/30/2015 02009 04/13/2015 INT + 0.0000 1,720.20 494808 1215208 09/30/2015 02010 04/13/2015 INT + 0.0000 3,325.00 494810 1215208 09/30/2016 02006 04/13/2015 INT + 0.0000 19.00 494806 1215208 09/30/2017 02001 04/13/2015 INT + 0.0000 510.00 494802 1215212 09/30/2015 02001 06/26/2015 INT + 0.0000 1,140.53 495146 1215212 09/30/2015 02002 06/26/2015 INT + 0.0000 79.35 495148 1215212 09/30/2015 02003 06/26/2015 INT + 0.0000 85.00 495150 1215212 09/30/2016 02003 06/26/2015 INT + 0.0000 42.50 495152 1215401 09/30/2015 02007 04/13/2015 INT + 0.0000 37.44 494910 1215401 09/30/2016 02006 04/13/2015 INT + 0.0000 4,194.30 494908 ------------------------ ---------------------- 0.0000 24,748,713.48 ======================== ====================== 0.0000 24,748,713.48