Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.739999920 15,916,000.0000 357,579.47 01/31/2016 12X4208 1208845 09/30/2045 01992 6.739999920 429,000.0000 9,638.20 01/31/2016 12X4208 1208845 09/30/2046 01992 6.739999920 367,000.0000 8,245.27 01/31/2016 12X4208 1208845 09/30/2047 01992 6.739999920 274,000.0000 6,155.87 01/31/2016 12X4208 1208845 09/30/2048 01992 6.739999920 17,368,000.0000 390,201.07 01/31/2016 12X4208 1208845 09/30/2044 01993 6.529999680 693,000.0000 15,084.30 01/31/2016 12X4208 1208845 09/30/2045 01993 6.529999680 208,000.0000 4,527.47 01/31/2016 12X4208 1208845 09/30/2047 01993 6.529999680 1,581,000.0000 34,413.10 01/31/2016 12X4208 1208845 09/30/2048 01993 6.529999680 13,218,000.0000 287,711.80 01/31/2016 ------------------------ ---------------------- 50,054,000.0000 1,113,556.55 840 SUB-COHORT 12X4208 1208840 09/30/2045 01992 6.949999800 4,450,000.0000 103,091.67 01/31/2016 12X4208 1208840 09/30/2046 01992 6.949999800 18,330,000.0000 424,645.00 01/31/2016 12X4208 1208840 09/30/2047 01992 6.949999800 2,396,000.0000 55,507.33 01/31/2016 12X4208 1208840 09/30/2048 01992 6.949999800 2,178,000.0000 50,457.00 01/31/2016 12X4208 1208840 09/30/2046 01993 7.009999920 14,957,000.0000 349,495.23 01/31/2016 12X4208 1208840 09/30/2047 01993 7.009999920 10,074,000.0000 235,395.80 01/31/2016 12X4208 1208840 09/30/2048 01993 7.009999920 1,708,000.0000 39,910.27 01/31/2016 ------------------------ ---------------------- 54,093,000.0000 1,258,502.30 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.039999800 698,908.0000 16,401.04 01/31/2016 12X4208 1208850 09/30/2047 01994 7.039999800 1,037,000.0000 24,334.93 01/31/2016 12X4208 1208850 09/30/2048 01994 7.039999800 8,000.0000 187.73 01/31/2016 12X4208 1208850 09/30/2046 01995 6.679999800 367,312.0000 8,178.81 01/31/2016 12X4208 1208850 09/30/2047 01995 6.679999800 295,000.0000 6,568.67 01/31/2016 12X4208 1208850 09/30/2031 01996 6.449999760 4,246,244.0000 91,294.25 01/31/2016 12X4208 1208850 09/30/2042 01996 6.449999760 36,000.0000 774.00 01/31/2016 12X4208 1208850 09/30/2043 01996 6.449999760 250,000.0000 5,375.00 01/31/2016 12X4208 1208850 09/30/2045 01996 6.449999760 524,000.0000 11,266.00 01/31/2016 12X4208 1208850 09/30/2046 01996 6.449999760 4,441,000.0000 95,481.50 01/31/2016 12X4208 1208850 09/30/2047 01996 6.449999760 240,000.0000 5,160.00 01/31/2016 12X4208 1208850 09/30/2047 01997 5.979999960 773,405.0000 15,416.54 01/31/2016 12X4208 1208850 09/30/2042 01998 5.999999760 2,260,000.0000 45,200.00 01/31/2016 12X4208 1208850 09/30/2043 01998 5.999999760 250,000.0000 5,000.00 01/31/2016 12X4208 1208850 09/30/2046 01998 5.999999760 4,280,000.0000 85,600.00 01/31/2016 12X4208 1208850 09/30/2047 01998 5.999999760 1,596,000.0000 31,920.00 01/31/2016 12X4208 1208850 09/30/2046 01999 5.919999840 752,745.9100 14,854.19 01/31/2016 12X4208 1208850 09/30/2047 01999 5.919999840 402,000.0000 7,932.80 01/31/2016 12X4208 1208850 09/30/2047 02000 5.729999760 213,000.0000 4,068.30 01/31/2016 12X4208 1208850 09/30/2048 02000 5.729999760 366,000.0000 6,990.60 01/31/2016 12X4208 1208850 09/30/2044 02001 4.999999680 1,850,000.0000 30,833.33 01/31/2016 12X4208 1208850 09/30/2046 02001 4.999999680 171,000.0000 2,850.00 01/31/2016 12X4208 1208850 09/30/2037 02002 4.789999800 839,453.0000 13,403.27 01/31/2016 12X4208 1208850 09/30/2042 02002 4.789999800 4,701,000.0000 75,059.30 01/31/2016 12X4208 1208850 09/30/2043 02002 4.789999800 800,000.0000 12,773.33 01/31/2016 12X4208 1208850 09/30/2043 02003 4.709999880 845,000.0000 13,266.50 01/31/2016 12X4208 1208850 09/30/2045 02003 4.709999880 109,000.0000 1,711.30 01/31/2016 12X4208 1208850 09/30/2047 02003 4.709999880 2,000.0000 31.40 01/31/2016 12X4208 1208850 09/30/2048 02003 4.709999880 17,000.0000 266.90 01/31/2016 12X4208 1208850 09/30/2043 02004 4.689999720 6,653,000.0000 104,008.57 01/31/2016 12X4208 1208850 09/30/2044 02004 4.689999720 2,674,000.0000 41,803.53 01/31/2016 12X4208 1208850 09/30/2045 02004 4.689999720 456,000.0000 7,128.80 01/31/2016 12X4208 1208850 09/30/2047 02004 4.689999720 1,000.0000 15.63 01/31/2016 12X4208 1208850 09/30/2044 02005 4.569999840 624,303.0000 9,510.22 01/31/2016 12X4208 1208850 09/30/2045 02005 4.569999840 2,051,000.0000 31,243.57 01/31/2016 12X4208 1208850 09/30/2049 02006 4.410000000 57,000.0000 837.90 01/31/2016 12X4208 1208850 09/30/2046 02007 3.449999880 10,039,000.0000 115,448.50 01/31/2016 12X4208 1208850 09/30/2047 02007 3.449999880 3,601,000.0000 41,411.50 01/31/2016 12X4208 1208850 09/30/2049 02007 3.449999880 52,000.0000 598.00 01/31/2016 12X4208 1208850 09/30/2046 02008 1.829999880 9,026,142.0000 55,059.47 01/31/2016 12X4208 1208850 09/30/2047 02008 1.829999880 18,880,000.0000 115,168.00 01/31/2016 12X4208 1208850 09/30/2048 02008 1.829999880 13,794,000.0000 84,143.40 01/31/2016 12X4208 1208850 09/30/2047 02009 4.619999880 5,531,000.0000 85,177.40 01/31/2016 12X4208 1208850 09/30/2048 02009 4.619999880 13,109,000.0000 201,878.60 01/31/2016 12X4208 1208850 09/30/2049 02009 4.619999880 2,186,000.0000 33,664.40 01/31/2016 12X4208 1208850 09/30/2046 02010 2.970000000 230,048.0000 2,277.48 01/31/2016 12X4208 1208850 09/30/2047 02010 2.970000000 4,747,000.0000 46,995.30 01/31/2016 12X4208 1208850 09/30/2048 02010 2.970000000 15,000.0000 148.50 01/31/2016 12X4208 1208850 09/30/2049 02010 2.970000000 85,434,300.0000 845,799.57 01/31/2016 12X4208 1208850 09/30/2047 02011 4.320000000 1,097,000.0000 15,796.80 01/31/2016 12X4208 1208850 09/30/2048 02011 4.320000000 6,473,000.0000 93,211.20 01/31/2016 12X4208 1208850 09/30/2049 02011 4.320000000 3,424,000.0000 49,305.60 01/31/2016 12X4208 1208850 09/30/2050 02011 4.320000000 430,000.0000 6,192.00 01/31/2016 ------------------------ ---------------------- 222,955,860.9100 2,619,023.63 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909999840 110,841,475.0000 2,553,048.64 01/31/2016 12X4208 1208810 09/30/2042 01994 6.909999840 13,700,000.0000 315,556.67 01/31/2016 12X4208 1208810 09/30/2046 01994 6.909999840 1,498,000.0000 34,503.93 01/31/2016 12X4208 1208810 09/30/2047 01994 6.909999840 800,000.0000 18,426.67 01/31/2016 12X4208 1208810 09/30/2048 01994 6.909999840 1,593,000.0000 36,692.10 01/31/2016 12X4208 1208810 09/30/2030 01995 6.579999720 157,826,728.0000 3,461,666.23 01/31/2016 12X4208 1208810 09/30/2042 01995 6.579999720 15,300,000.0000 335,580.00 01/31/2016 12X4208 1208810 09/30/2046 01995 6.579999720 208,000.0000 4,562.13 01/31/2016 12X4208 1208810 09/30/2047 01995 6.579999720 3,802,000.0000 83,390.53 01/31/2016 12X4208 1208810 09/30/2048 01995 6.579999720 930,000.0000 20,398.00 01/31/2016 12X4208 1208810 09/30/2031 01996 6.319999800 225,472,192.0000 4,749,947.51 01/31/2016 12X4208 1208810 09/30/2042 01996 6.319999800 9,000,000.0000 189,600.00 01/31/2016 12X4208 1208810 09/30/2043 01996 6.319999800 6,700,000.0000 141,146.67 01/31/2016 12X4208 1208810 09/30/2044 01996 6.319999800 1,850,000.0000 38,973.33 01/31/2016 12X4208 1208810 09/30/2046 01996 6.319999800 1,312,000.0000 27,639.47 01/31/2016 12X4208 1208810 09/30/2047 01996 6.319999800 2,681,000.0000 56,479.73 01/31/2016 12X4208 1208810 09/30/2048 01996 6.319999800 6,223,000.0000 131,097.87 01/31/2016 12X4208 1208810 09/30/2032 01997 6.139999800 206,451,806.0000 4,225,380.30 01/31/2016 12X4208 1208810 09/30/2042 01997 6.139999800 10,800,000.0000 221,040.00 01/31/2016 12X4208 1208810 09/30/2043 01997 6.139999800 4,400,000.0000 90,053.33 01/31/2016 12X4208 1208810 09/30/2044 01997 6.139999800 1,501,000.0000 30,720.47 01/31/2016 12X4208 1208810 09/30/2046 01997 6.139999800 443,000.0000 9,066.73 01/31/2016 12X4208 1208810 09/30/2047 01997 6.139999800 2,934,000.0000 60,049.20 01/31/2016 12X4208 1208810 09/30/2048 01997 6.139999800 8,162,000.0000 167,048.93 01/31/2016 12X4208 1208810 09/30/2033 01998 5.919999840 226,297,000.0000 4,465,594.13 01/31/2016 12X4208 1208810 09/30/2042 01998 5.919999840 7,400,000.0000 146,026.67 01/31/2016 12X4208 1208810 09/30/2043 01998 5.919999840 8,450,000.0000 166,746.67 01/31/2016 12X4208 1208810 09/30/2044 01998 5.919999840 1,326,000.0000 26,166.40 01/31/2016 12X4208 1208810 09/30/2045 01998 5.919999840 244,000.0000 4,814.93 01/31/2016 12X4208 1208810 09/30/2046 01998 5.919999840 2,000.0000 39.47 01/31/2016 12X4208 1208810 09/30/2047 01998 5.919999840 5,120,000.0000 101,034.67 01/31/2016 12X4208 1208810 09/30/2048 01998 5.919999840 7,550,000.0000 148,986.67 01/31/2016 12X4208 1208810 09/30/2034 01999 5.889999960 142,439,006.0000 2,796,552.48 01/31/2016 12X4208 1208810 09/30/2042 01999 5.889999960 2,400,000.0000 47,120.00 01/31/2016 12X4208 1208810 09/30/2043 01999 5.889999960 6,200,000.0000 121,726.67 01/31/2016 12X4208 1208810 09/30/2045 01999 5.889999960 2,498,000.0000 49,044.07 01/31/2016 12X4208 1208810 09/30/2046 01999 5.889999960 4,000.0000 78.53 01/31/2016 12X4208 1208810 09/30/2047 01999 5.889999960 1,862,000.0000 36,557.27 01/31/2016 12X4208 1208810 09/30/2048 01999 5.889999960 6,010,000.0000 117,996.33 01/31/2016 12X4208 1208810 09/30/2035 02000 5.879999880 168,657,000.0000 3,305,677.20 01/31/2016 12X4208 1208810 09/30/2042 02000 5.879999880 7,100,000.0000 139,160.00 01/31/2016 12X4208 1208810 09/30/2043 02000 5.879999880 5,850,000.0000 114,660.00 01/31/2016 12X4208 1208810 09/30/2044 02000 5.879999880 2,273,000.0000 44,550.80 01/31/2016 12X4208 1208810 09/30/2045 02000 5.879999880 1,861,000.0000 36,475.60 01/31/2016 12X4208 1208810 09/30/2046 02000 5.879999880 882,000.0000 17,287.20 01/31/2016 12X4208 1208810 09/30/2047 02000 5.879999880 1,595,000.0000 31,262.00 01/31/2016 12X4208 1208810 09/30/2048 02000 5.879999880 6,511,000.0000 127,615.60 01/31/2016 12X4208 1208810 09/30/2036 02001 5.149999800 150,998,036.0000 2,592,132.95 01/31/2016 12X4208 1208810 09/30/2042 02001 5.149999800 2,600,000.0000 44,633.33 01/31/2016 12X4208 1208810 09/30/2043 02001 5.149999800 6,900,000.0000 118,450.00 01/31/2016 12X4208 1208810 09/30/2044 02001 5.149999800 2,175,000.0000 37,337.50 01/31/2016 12X4208 1208810 09/30/2045 02001 5.149999800 721,000.0000 12,377.17 01/31/2016 12X4208 1208810 09/30/2046 02001 5.149999800 547,000.0000 9,390.17 01/31/2016 12X4208 1208810 09/30/2047 02001 5.149999800 1,134,000.0000 19,467.00 01/31/2016 12X4208 1208810 09/30/2048 02001 5.149999800 10,268,000.0000 176,267.33 01/31/2016 12X4208 1208810 09/30/2037 02002 4.680000000 328,714,171.0000 5,127,941.07 01/31/2016 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 87,375.60 01/31/2016 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 28,984.80 01/31/2016 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 9,188.40 01/31/2016 12X4208 1208810 09/30/2046 02002 4.680000000 435,000.0000 6,786.00 01/31/2016 12X4208 1208810 09/30/2047 02002 4.680000000 1,013,000.0000 15,802.80 01/31/2016 12X4208 1208810 09/30/2048 02002 4.680000000 5,867,000.0000 91,525.20 01/31/2016 12X4208 1208810 09/30/2038 02003 4.719999960 39,130,507.0000 615,653.31 01/31/2016 12X4208 1208810 09/30/2042 02003 4.719999960 8,241,000.0000 129,658.40 01/31/2016 12X4208 1208810 09/30/2043 02003 4.719999960 12,082,000.0000 190,090.13 01/31/2016 12X4208 1208810 09/30/2047 02003 4.719999960 63,000.0000 991.20 01/31/2016 12X4208 1208810 09/30/2048 02003 4.719999960 3,340,000.0000 52,549.33 01/31/2016 12X4208 1208810 09/30/2039 02004 4.579999920 256,991,181.0000 3,923,398.70 01/31/2016 12X4208 1208810 09/30/2042 02004 4.579999920 83,261,000.0000 1,271,117.93 01/31/2016 12X4208 1208810 09/30/2043 02004 4.579999920 77,198,000.0000 1,178,556.13 01/31/2016 12X4208 1208810 09/30/2044 02004 4.579999920 15,517,000.0000 236,892.87 01/31/2016 12X4208 1208810 09/30/2045 02004 4.579999920 2,565,000.0000 39,159.00 01/31/2016 12X4208 1208810 09/30/2047 02004 4.579999920 1,612,000.0000 24,609.87 01/31/2016 12X4208 1208810 09/30/2048 02004 4.579999920 8,805,000.0000 134,423.00 01/31/2016 12X4208 1208810 09/30/2040 02005 4.500000000 10,206,149.0000 153,092.24 01/31/2016 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 322,080.00 01/31/2016 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 233,580.00 01/31/2016 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 131,550.00 01/31/2016 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 40,905.00 01/31/2016 12X4208 1208810 09/30/2047 02005 4.500000000 374,000.0000 5,610.00 01/31/2016 12X4208 1208810 09/30/2048 02005 4.500000000 2,454,000.0000 36,810.00 01/31/2016 12X4208 1208810 09/30/2041 02006 4.429999800 28,543,391.0000 421,490.74 01/31/2016 12X4208 1208810 09/30/2042 02006 4.429999800 20,317,000.0000 300,014.37 01/31/2016 12X4208 1208810 09/30/2043 02006 4.429999800 12,982,000.0000 191,700.87 01/31/2016 12X4208 1208810 09/30/2044 02006 4.429999800 19,298,000.0000 284,967.13 01/31/2016 12X4208 1208810 09/30/2045 02006 4.429999800 1,336,000.0000 19,728.27 01/31/2016 12X4208 1208810 09/30/2046 02006 4.429999800 1,489,000.0000 21,987.57 01/31/2016 12X4208 1208810 09/30/2047 02006 4.429999800 398,000.0000 5,877.13 01/31/2016 12X4208 1208810 09/30/2048 02006 4.429999800 1,415,000.0000 20,894.83 01/31/2016 12X4208 1208810 09/30/2042 02007 4.159999800 17,667,245.0000 244,985.80 01/31/2016 12X4208 1208810 09/30/2043 02007 4.159999800 27,018,000.0000 374,649.60 01/31/2016 12X4208 1208810 09/30/2044 02007 4.159999800 8,252,000.0000 114,427.73 01/31/2016 12X4208 1208810 09/30/2045 02007 4.159999800 14,224,000.0000 197,239.47 01/31/2016 12X4208 1208810 09/30/2046 02007 4.159999800 5,585,000.0000 77,445.33 01/31/2016 12X4208 1208810 09/30/2047 02007 4.159999800 4,848,000.0000 67,225.60 01/31/2016 12X4208 1208810 09/30/2048 02007 4.160001600 1,646,000.0000 22,824.54 01/31/2016 ------------------------ ---------------------- 2,661,779,887.0000 48,511,087.21 855 SUB-COHORT 12X4208 1208855 09/30/2042 01994 6.480000000 628,000.0000 13,564.80 01/31/2016 12X4208 1208855 09/30/2044 01994 6.480000000 146,000.0000 3,153.60 01/31/2016 12X4208 1208855 09/30/2045 01994 6.480000000 203,000.0000 4,384.80 01/31/2016 12X4208 1208855 09/30/2046 01994 6.480000000 215,000.0000 4,644.00 01/31/2016 12X4208 1208855 09/30/2047 01994 6.480000000 847,000.0000 18,295.20 01/31/2016 12X4208 1208855 09/30/2048 01994 6.480000000 1,923,000.0000 41,536.80 01/31/2016 12X4208 1208855 09/30/2030 01995 6.009999840 6,513,000.0000 130,477.10 01/31/2016 12X4208 1208855 09/30/2042 01995 6.009999840 80,000.0000 1,602.67 01/31/2016 12X4208 1208855 09/30/2044 01995 6.009999840 1,168,000.0000 23,398.93 01/31/2016 12X4208 1208855 09/30/2045 01995 6.009999840 122,000.0000 2,444.07 01/31/2016 12X4208 1208855 09/30/2047 01995 6.009999840 36,000.0000 721.20 01/31/2016 12X4208 1208855 09/30/2031 01996 6.049999800 5,412,128.0000 109,144.58 01/31/2016 12X4208 1208855 09/30/2042 01996 6.049999800 2,763,000.0000 55,720.50 01/31/2016 12X4208 1208855 09/30/2043 01996 6.049999800 349,000.0000 7,038.17 01/31/2016 12X4208 1208855 09/30/2044 01996 6.049999800 193,000.0000 3,892.17 01/31/2016 12X4208 1208855 09/30/2045 01996 6.049999800 48,000.0000 968.00 01/31/2016 12X4208 1208855 09/30/2046 01996 6.049999800 293,000.0000 5,908.83 01/31/2016 12X4208 1208855 09/30/2047 01996 6.049999800 562,000.0000 11,333.67 01/31/2016 12X4208 1208855 09/30/2048 01996 6.049999800 52,000.0000 1,048.67 01/31/2016 12X4208 1208855 09/30/2032 01997 5.670000000 11,659,000.0000 220,355.10 01/31/2016 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 21,508.20 01/31/2016 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,436.40 01/31/2016 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,719.90 01/31/2016 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 774.90 01/31/2016 12X4208 1208855 09/30/2047 01997 5.670000000 20,000.0000 378.00 01/31/2016 12X4208 1208855 09/30/2048 01997 5.670000000 13,000.0000 245.70 01/31/2016 12X4208 1208855 09/30/2033 01998 5.739999840 7,321,000.0000 140,075.13 01/31/2016 12X4208 1208855 09/30/2042 01998 5.739999840 3,509,000.0000 67,138.87 01/31/2016 12X4208 1208855 09/30/2044 01998 5.739999840 79,000.0000 1,511.53 01/31/2016 12X4208 1208855 09/30/2045 01998 5.739999840 31,000.0000 593.13 01/31/2016 12X4208 1208855 09/30/2047 01998 5.739999840 10,000.0000 191.33 01/31/2016 12X4208 1208855 09/30/2034 01999 5.419999800 10,434,000.0000 188,507.60 01/31/2016 12X4208 1208855 09/30/2042 01999 5.419999800 2,094,000.0000 37,831.60 01/31/2016 12X4208 1208855 09/30/2043 01999 5.419999800 2,083,000.0000 37,632.87 01/31/2016 12X4208 1208855 09/30/2044 01999 5.419999800 254,000.0000 4,588.93 01/31/2016 12X4208 1208855 09/30/2045 01999 5.419999800 372,000.0000 6,720.80 01/31/2016 12X4208 1208855 09/30/2046 01999 5.419999800 36,000.0000 650.40 01/31/2016 12X4208 1208855 09/30/2047 01999 5.419999800 13,000.0000 234.87 01/31/2016 12X4208 1208855 09/30/2048 01999 5.419999800 5,000.0000 90.33 01/31/2016 12X4208 1208855 09/30/2035 02000 4.969999800 7,552,000.0000 125,111.47 01/31/2016 12X4208 1208855 09/30/2042 02000 4.969999800 11,000.0000 182.23 01/31/2016 12X4208 1208855 09/30/2043 02000 4.969999800 29,000.0000 480.43 01/31/2016 12X4208 1208855 09/30/2044 02000 4.969999800 7,507,000.0000 124,365.97 01/31/2016 12X4208 1208855 09/30/2045 02000 4.969999800 392,000.0000 6,494.13 01/31/2016 12X4208 1208855 09/30/2046 02000 4.969999800 181,000.0000 2,998.57 01/31/2016 12X4208 1208855 09/30/2047 02000 4.969999800 41,000.0000 679.23 01/31/2016 12X4208 1208855 09/30/2036 02001 5.220000000 11,657,384.0000 202,838.48 01/31/2016 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 26,152.20 01/31/2016 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 29,580.00 01/31/2016 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 8,717.40 01/31/2016 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,070.60 01/31/2016 12X4208 1208855 09/30/2048 02001 5.220000000 90,000.0000 1,566.00 01/31/2016 12X4208 1208855 09/30/2042 02002 4.259999880 6,815,477.0000 96,779.77 01/31/2016 12X4208 1208855 09/30/2043 02002 4.259999880 5,664,000.0000 80,428.80 01/31/2016 12X4208 1208855 09/30/2044 02002 4.259999880 4,340,000.0000 61,628.00 01/31/2016 12X4208 1208855 09/30/2045 02002 4.259999880 213,000.0000 3,024.60 01/31/2016 12X4208 1208855 09/30/2046 02002 4.259999880 278,000.0000 3,947.60 01/31/2016 12X4208 1208855 09/30/2048 02002 4.259999880 2,000.0000 28.40 01/31/2016 12X4208 1208855 09/30/2038 02003 4.230000000 9,130,000.0000 128,733.00 01/31/2016 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 132,328.50 01/31/2016 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 63,675.60 01/31/2016 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 31,598.10 01/31/2016 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 2,467.50 01/31/2016 12X4208 1208855 09/30/2046 02003 4.230000000 918,000.0000 12,943.80 01/31/2016 12X4208 1208855 09/30/2047 02003 4.230000000 48,000.0000 676.80 01/31/2016 12X4208 1208855 09/30/2048 02003 4.230000000 36,000.0000 507.60 01/31/2016 12X4208 1208855 09/30/2039 02004 4.279999680 24,434,600.0000 348,600.29 01/31/2016 12X4208 1208855 09/30/2042 02004 4.279999680 6,767,000.0000 96,542.53 01/31/2016 12X4208 1208855 09/30/2043 02004 4.279999680 752,000.0000 10,728.53 01/31/2016 12X4208 1208855 09/30/2044 02004 4.279999680 6,433,000.0000 91,777.47 01/31/2016 12X4208 1208855 09/30/2045 02004 4.279999680 2,704,000.0000 38,577.07 01/31/2016 12X4208 1208855 09/30/2046 02004 4.279999680 763,000.0000 10,885.47 01/31/2016 12X4208 1208855 09/30/2047 02004 4.279999680 63,000.0000 898.80 01/31/2016 12X4208 1208855 09/30/2048 02004 4.279999680 28,000.0000 399.47 01/31/2016 12X4208 1208855 09/30/2040 02005 4.339999800 15,130,512.0000 218,888.07 01/31/2016 12X4208 1208855 09/30/2042 02005 4.339999800 27,745,000.0000 401,377.67 01/31/2016 12X4208 1208855 09/30/2043 02005 4.339999800 9,090,000.0000 131,502.00 01/31/2016 12X4208 1208855 09/30/2044 02005 4.339999800 7,620,000.0000 110,236.00 01/31/2016 12X4208 1208855 09/30/2045 02005 4.339999800 3,813,000.0000 55,161.40 01/31/2016 12X4208 1208855 09/30/2046 02005 4.339999800 10,498,000.0000 151,871.07 01/31/2016 12X4208 1208855 09/30/2047 02005 4.339999800 1,318,000.0000 19,067.07 01/31/2016 12X4208 1208855 09/30/2048 02005 4.339999800 413,000.0000 5,974.73 01/31/2016 12X4208 1208855 09/30/2042 02006 3.499999920 17,369,288.0000 202,641.69 01/31/2016 12X4208 1208855 09/30/2043 02006 3.499999920 12,881,000.0000 150,278.33 01/31/2016 12X4208 1208855 09/30/2044 02006 3.499999920 19,119,000.0000 223,055.00 01/31/2016 12X4208 1208855 09/30/2045 02006 3.499999920 19,340,000.0000 225,633.33 01/31/2016 12X4208 1208855 09/30/2046 02006 3.499999920 13,796,000.0000 160,953.33 01/31/2016 12X4208 1208855 09/30/2047 02006 3.499999920 2,003,000.0000 23,368.33 01/31/2016 12X4208 1208855 09/30/2048 02006 3.499999920 7,507,000.0000 87,581.67 01/31/2016 12X4208 1208855 09/30/2049 02006 3.499999920 548,000.0000 6,393.33 01/31/2016 12X4208 1208855 09/30/2043 02007 3.319999920 14,102,000.0000 156,062.13 01/31/2016 12X4208 1208855 09/30/2044 02007 3.319999920 13,252,000.0000 146,655.47 01/31/2016 12X4208 1208855 09/30/2045 02007 3.319999920 6,664,000.0000 73,748.27 01/31/2016 12X4208 1208855 09/30/2046 02007 3.319999920 3,884,000.0000 42,982.93 01/31/2016 12X4208 1208855 09/30/2047 02007 3.319999920 5,880,000.0000 65,072.00 01/31/2016 12X4208 1208855 09/30/2048 02007 3.319999920 7,000.0000 77.47 01/31/2016 12X4208 1208855 09/30/2049 02007 3.319999920 245,000.0000 2,711.33 01/31/2016 12X4208 1208855 09/30/2043 02008 4.599999720 2,363,570.0000 36,241.41 01/31/2016 12X4208 1208855 09/30/2044 02008 4.599999720 14,758,000.0000 226,289.33 01/31/2016 12X4208 1208855 09/30/2045 02008 4.599999720 19,907,000.0000 305,240.67 01/31/2016 12X4208 1208855 09/30/2046 02008 4.599999720 24,935,000.0000 382,336.67 01/31/2016 12X4208 1208855 09/30/2047 02008 4.599999720 9,524,000.0000 146,034.67 01/31/2016 12X4208 1208855 09/30/2048 02008 4.599999720 5,060,000.0000 77,586.67 01/31/2016 12X4208 1208855 09/30/2049 02008 4.599999720 4,710,000.0000 72,220.00 01/31/2016 12X4208 1208855 09/30/2043 02009 4.500000000 19,877,570.0000 298,163.55 01/31/2016 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 94,950.00 01/31/2016 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 153,915.00 01/31/2016 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 43,050.00 01/31/2016 12X4208 1208855 09/30/2047 02009 4.500000000 9,706,000.0000 145,590.00 01/31/2016 12X4208 1208855 09/30/2048 02009 4.500000000 5,074,000.0000 76,110.00 01/31/2016 12X4208 1208855 09/30/2049 02009 4.500000000 18,815,000.0000 282,225.00 01/31/2016 12X4208 1208855 09/30/2044 02010 2.719999800 8,154,476.0000 73,933.92 01/31/2016 12X4208 1208855 09/30/2045 02010 2.719999800 16,474,000.0000 149,364.27 01/31/2016 12X4208 1208855 09/30/2046 02010 2.719999800 14,359,000.0000 130,188.27 01/31/2016 12X4208 1208855 09/30/2047 02010 2.719999800 7,864,000.0000 71,300.27 01/31/2016 12X4208 1208855 09/30/2048 02010 2.719999800 12,460,000.0000 112,970.67 01/31/2016 12X4208 1208855 09/30/2049 02010 2.719999800 8,934,000.0000 81,001.60 01/31/2016 12X4208 1208855 09/30/2050 02010 2.719999800 225,000.0000 2,040.00 01/31/2016 12X4208 1208855 09/30/2046 02011 4.079999880 3,383,000.0000 46,008.80 01/31/2016 12X4208 1208855 09/30/2047 02011 4.079999880 2,166,000.0000 29,457.60 01/31/2016 12X4208 1208855 09/30/2048 02011 4.079999880 2,717,000.0000 36,951.20 01/31/2016 12X4208 1208855 09/30/2049 02011 4.079999880 6,817,000.0000 92,711.20 01/31/2016 12X4208 1208855 09/30/2050 02011 4.079999880 3,528,000.0000 47,980.80 01/31/2016 ------------------------ ---------------------- 631,319,005.0000 8,795,031.95 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.769999800 3,700,000.0000 83,496.67 01/31/2016 12X4208 1208815 09/30/2032 01994 6.769999800 500,000.0000 11,283.33 01/31/2016 12X4208 1208815 09/30/2036 01994 6.769999800 25,000.0000 564.17 01/31/2016 12X4208 1208815 09/30/2038 01994 6.769999800 1,175,000.0000 26,515.83 01/31/2016 12X4208 1208815 09/30/2030 01995 5.999999760 7,500,000.0000 150,000.00 01/31/2016 12X4208 1208815 09/30/2032 01995 5.999999760 1,990,000.0000 39,800.00 01/31/2016 12X4208 1208815 09/30/2033 01995 5.999999760 350,000.0000 7,000.00 01/31/2016 12X4208 1208815 09/30/2037 01995 5.999999760 1,912,000.0000 38,240.00 01/31/2016 12X4208 1208815 09/30/2032 01996 5.819999760 785,000.0000 15,229.00 01/31/2016 12X4208 1208815 09/30/2033 01996 5.819999760 1,000,000.0000 19,400.00 01/31/2016 12X4208 1208815 09/30/2034 01996 5.819999760 451,000.0000 8,749.40 01/31/2016 12X4208 1208815 09/30/2035 01996 5.819999760 24,000.0000 465.60 01/31/2016 12X4208 1208815 09/30/2036 01996 5.819999760 2,124,000.0000 41,205.60 01/31/2016 12X4208 1208815 09/30/2037 01996 5.819999760 3,444,000.0000 66,813.60 01/31/2016 12X4208 1208815 09/30/2038 01996 5.819999760 136,000.0000 2,638.40 01/31/2016 12X4208 1208815 09/30/2032 01997 5.559999840 15,186,378.0000 281,454.21 01/31/2016 12X4208 1208815 09/30/2033 01997 5.559999840 1,523,000.0000 28,226.27 01/31/2016 12X4208 1208815 09/30/2038 01997 5.559999840 718,000.0000 13,306.93 01/31/2016 12X4208 1208815 09/30/2032 01998 5.529999960 4,955,000.0000 91,337.17 01/31/2016 12X4208 1208815 09/30/2033 01998 5.529999960 21,784,000.0000 401,551.73 01/31/2016 12X4208 1208815 09/30/2034 01998 5.529999960 3,419,000.0000 63,023.57 01/31/2016 12X4208 1208815 09/30/2035 01998 5.529999960 1,919,000.0000 35,373.57 01/31/2016 12X4208 1208815 09/30/2036 01998 5.529999960 1,795,000.0000 33,087.83 01/31/2016 12X4208 1208815 09/30/2037 01998 5.529999960 912,000.0000 16,811.20 01/31/2016 12X4208 1208815 09/30/2038 01998 5.529999960 57,000.0000 1,050.70 01/31/2016 12X4208 1208815 09/30/2032 01999 5.319999720 5,079,000.0000 90,067.60 01/31/2016 12X4208 1208815 09/30/2033 01999 5.319999720 2,371,000.0000 42,045.73 01/31/2016 12X4208 1208815 09/30/2034 01999 5.319999720 41,925,000.0000 743,470.00 01/31/2016 12X4208 1208815 09/30/2036 01999 5.319999720 340,000.0000 6,029.33 01/31/2016 12X4208 1208815 09/30/2037 01999 5.319999720 754,000.0000 13,370.93 01/31/2016 12X4208 1208815 09/30/2038 01999 5.319999720 445,000.0000 7,891.33 01/31/2016 12X4208 1208815 09/30/2032 02000 4.939999920 25,447,000.0000 419,027.27 01/31/2016 12X4208 1208815 09/30/2033 02000 4.939999920 4,929,000.0000 81,164.20 01/31/2016 12X4208 1208815 09/30/2034 02000 4.939999920 5,200,000.0000 85,626.67 01/31/2016 12X4208 1208815 09/30/2035 02000 4.939999920 39,257,351.0000 646,437.71 01/31/2016 12X4208 1208815 09/30/2037 02000 4.939999920 385,000.0000 6,339.67 01/31/2016 12X4208 1208815 09/30/2038 02000 4.939999920 577,000.0000 9,501.27 01/31/2016 12X4208 1208815 09/30/2032 02001 3.819999960 23,543,000.0000 299,780.87 01/31/2016 12X4208 1208815 09/30/2033 02001 3.819999960 21,368,700.0000 272,094.78 01/31/2016 12X4208 1208815 09/30/2034 02001 3.819999960 16,929,000.0000 215,562.60 01/31/2016 12X4208 1208815 09/30/2035 02001 3.819999960 176,000.0000 2,241.07 01/31/2016 12X4208 1208815 09/30/2036 02001 3.819999960 4,032,000.0000 51,340.80 01/31/2016 12X4208 1208815 09/30/2037 02001 3.819999960 13,431,000.0000 171,021.40 01/31/2016 12X4208 1208815 09/30/2038 02001 3.819999960 419,000.0000 5,335.27 01/31/2016 12X4208 1208815 09/30/2039 02001 3.819999960 153,000.0000 1,948.20 01/31/2016 12X4208 1208815 09/30/2040 02001 3.819999960 193,000.0000 2,457.53 01/31/2016 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 425,520.00 01/31/2016 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 233,251.20 01/31/2016 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 228,844.80 01/31/2016 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 102,830.40 01/31/2016 12X4208 1208815 09/30/2036 02002 4.320000000 1,020,000.0000 14,688.00 01/31/2016 12X4208 1208815 09/30/2037 02002 4.320000000 9,470,000.0000 136,368.00 01/31/2016 12X4208 1208815 09/30/2038 02002 4.320000000 782,000.0000 11,260.80 01/31/2016 12X4208 1208815 09/30/2032 02003 4.179999960 21,833,000.0000 304,206.47 01/31/2016 12X4208 1208815 09/30/2033 02003 4.179999960 14,299,000.0000 199,232.73 01/31/2016 12X4208 1208815 09/30/2034 02003 4.179999960 8,895,000.0000 123,937.00 01/31/2016 12X4208 1208815 09/30/2035 02003 4.179999960 4,045,000.0000 56,360.33 01/31/2016 12X4208 1208815 09/30/2036 02003 4.179999960 216,000.0000 3,009.60 01/31/2016 12X4208 1208815 09/30/2038 02003 4.179999960 11,971,582.0000 166,804.04 01/31/2016 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 18,823.20 01/31/2016 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 7,299.60 01/31/2016 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 8,434.80 01/31/2016 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 3,590.40 01/31/2016 12X4208 1208815 09/30/2036 02004 3.960000000 76,000.0000 1,003.20 01/31/2016 12X4208 1208815 09/30/2037 02004 3.960000000 24,000.0000 316.80 01/31/2016 12X4208 1208815 09/30/2038 02004 3.960000000 64,000.0000 844.80 01/31/2016 12X4208 1208815 09/30/2039 02004 3.960000000 400,000.0000 5,280.00 01/31/2016 12X4208 1208815 09/30/2032 02005 4.529999880 39,012,000.0000 589,081.20 01/31/2016 12X4208 1208815 09/30/2033 02005 4.529999880 18,132,000.0000 273,793.20 01/31/2016 12X4208 1208815 09/30/2034 02005 4.529999880 2,741,000.0000 41,389.10 01/31/2016 12X4208 1208815 09/30/2036 02005 4.529999880 154,000.0000 2,325.40 01/31/2016 12X4208 1208815 09/30/2037 02005 4.529999880 1,137,000.0000 17,168.70 01/31/2016 12X4208 1208815 09/30/2038 02005 4.529999880 40,000.0000 604.00 01/31/2016 12X4208 1208815 09/30/2040 02005 4.529999880 30,040,000.0000 453,604.00 01/31/2016 12X4208 1208815 09/30/2032 02006 4.140000000 62,254,000.0000 859,105.20 01/31/2016 12X4208 1208815 09/30/2033 02006 4.140000000 33,139,000.0000 457,318.20 01/31/2016 12X4208 1208815 09/30/2034 02006 4.140000000 21,772,000.0000 300,453.60 01/31/2016 12X4208 1208815 09/30/2035 02006 4.140000000 10,521,000.0000 145,189.80 01/31/2016 12X4208 1208815 09/30/2036 02006 4.140000000 13,492,000.0000 186,189.60 01/31/2016 12X4208 1208815 09/30/2037 02006 4.140000000 8,569,000.0000 118,252.20 01/31/2016 12X4208 1208815 09/30/2038 02006 4.140000000 2,805,000.0000 38,709.00 01/31/2016 12X4208 1208815 09/30/2041 02006 4.140000000 34,976,090.0000 482,670.04 01/31/2016 12X4208 1208815 09/30/2033 02007 2.790000000 17,716,865.0000 164,766.84 01/31/2016 12X4208 1208815 09/30/2034 02007 2.790000000 36,973,000.0000 343,848.90 01/31/2016 12X4208 1208815 09/30/2035 02007 2.790000000 17,712,000.0000 164,721.60 01/31/2016 12X4208 1208815 09/30/2036 02007 2.790000000 32,136,000.0000 298,864.80 01/31/2016 12X4208 1208815 09/30/2037 02007 2.790000000 17,323,000.0000 161,103.90 01/31/2016 12X4208 1208815 09/30/2038 02007 2.790000000 16,097,000.0000 149,702.10 01/31/2016 12X4208 1208815 09/30/2033 02008 3.809999880 17,888,145.0000 227,179.44 01/31/2016 12X4208 1208815 09/30/2034 02008 3.809999880 88,301,000.0000 1,121,422.70 01/31/2016 12X4208 1208815 09/30/2035 02008 3.809999880 55,444,000.0000 704,138.80 01/31/2016 12X4208 1208815 09/30/2036 02008 3.809999880 28,709,000.0000 364,604.30 01/31/2016 12X4208 1208815 09/30/2037 02008 3.809999880 17,455,000.0000 221,678.50 01/31/2016 12X4208 1208815 09/30/2038 02008 3.809999880 11,384,000.0000 144,576.80 01/31/2016 12X4208 1208815 09/30/2039 02008 3.809999880 3,628,000.0000 46,075.60 01/31/2016 12X4208 1208815 09/30/2040 02008 3.809999880 1,401,000.0000 17,792.70 01/31/2016 12X4208 1208815 09/30/2034 02009 4.119999840 24,094,913.0000 330,903.47 01/31/2016 12X4208 1208815 09/30/2035 02009 4.119999840 50,296,000.0000 690,731.73 01/31/2016 12X4208 1208815 09/30/2036 02009 4.119999840 32,229,000.0000 442,611.60 01/31/2016 12X4208 1208815 09/30/2037 02009 4.119999840 19,890,000.0000 273,156.00 01/31/2016 12X4208 1208815 09/30/2038 02009 4.119999840 24,815,000.0000 340,792.67 01/31/2016 12X4208 1208815 09/30/2039 02009 4.119999840 8,651,000.0000 118,807.07 01/31/2016 12X4208 1208815 09/30/2035 02010 2.989999800 45,856,263.0000 457,034.09 01/31/2016 12X4208 1208815 09/30/2036 02010 2.989999800 39,929,000.0000 397,959.03 01/31/2016 12X4208 1208815 09/30/2037 02010 2.989999800 36,929,000.0000 368,059.03 01/31/2016 12X4208 1208815 09/30/2038 02010 2.989999800 30,838,000.0000 307,352.07 01/31/2016 12X4208 1208815 09/30/2039 02010 2.989999800 10,553,000.0000 105,178.23 01/31/2016 12X4208 1208815 09/30/2040 02010 2.989999800 7,458,000.0000 74,331.40 01/31/2016 12X4208 1208815 09/30/2036 02011 4.069999800 51,473,000.0000 698,317.03 01/31/2016 12X4208 1208815 09/30/2037 02011 4.069999800 73,222,000.0000 993,378.47 01/31/2016 12X4208 1208815 09/30/2038 02011 4.069999800 49,654,000.0000 673,639.27 01/31/2016 12X4208 1208815 09/30/2039 02011 4.069999800 38,133,000.0000 517,337.70 01/31/2016 12X4208 1208815 09/30/2040 02011 4.069999800 6,617,000.0000 89,770.63 01/31/2016 12X4208 1208815 09/30/2038 02012 3.069999720 7,700,000.0000 78,796.67 01/31/2016 12X4208 1208815 09/30/2039 02012 3.069999720 11,958,000.0000 122,370.20 01/31/2016 12X4208 1208815 09/30/2037 02013 2.939999760 5,185,000.0000 50,813.00 01/31/2016 12X4208 1208815 09/30/2038 02013 2.939999760 24,069,000.0000 235,876.20 01/31/2016 12X4208 1208815 09/30/2039 02013 2.939999760 87,631,000.0000 858,783.80 01/31/2016 12X4208 1208815 09/30/2040 02013 2.939999760 15,471,000.0000 151,615.79 01/31/2016 12X4208 1208815 09/30/2038 02014 2.089999800 27,000.0000 188.10 01/31/2016 12X4208 1208815 09/30/2039 02014 2.089999800 42,396,000.0000 295,358.80 01/31/2016 12X4208 1208815 09/30/2040 02014 2.089999800 22,912,000.0000 159,620.25 01/31/2016 12X4208 1208815 09/30/2039 02015 2.089999800 1,239,588.0000 8,635.80 01/31/2016 12X4208 1208815 09/30/2040 02015 2.089999800 15,484,000.0000 107,871.86 01/31/2016 12X4208 1208815 09/30/2040 02016 2.089999800 22,000.0000 153.27 01/31/2016 ------------------------ ---------------------- 1,854,789,875.0000 23,747,058.63 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109999840 349,957,000.0000 5,960,934.23 01/31/2016 12X4208 1208870 09/30/2040 02001 5.109999840 3,110,000.0000 52,973.67 01/31/2016 12X4208 1208870 09/30/2043 02001 5.109999840 340,000.0000 5,791.33 01/31/2016 12X4208 1208870 09/30/2044 02001 5.109999840 552,000.0000 9,402.40 01/31/2016 12X4208 1208870 09/30/2045 02001 5.109999840 5,000.0000 85.17 01/31/2016 12X4208 1208870 09/30/2046 02001 5.109999840 380,000.0000 6,472.67 01/31/2016 12X4208 1208870 09/30/2037 02002 4.789999800 578,646,767.0000 9,239,060.05 01/31/2016 12X4208 1208870 09/30/2040 02002 4.789999800 3,538,000.0000 56,490.07 01/31/2016 12X4208 1208870 09/30/2042 02002 4.789999800 2,360,000.0000 37,681.33 01/31/2016 12X4208 1208870 09/30/2043 02002 4.789999800 1,853,000.0000 29,586.23 01/31/2016 12X4208 1208870 09/30/2044 02002 4.789999800 1,507,000.0000 24,061.77 01/31/2016 12X4208 1208870 09/30/2046 02002 4.789999800 3,000.0000 47.90 01/31/2016 12X4208 1208870 09/30/2038 02003 4.729999680 703,383,488.0000 11,090,012.99 01/31/2016 12X4208 1208870 09/30/2040 02003 4.729999680 176,784,000.0000 2,787,294.40 01/31/2016 12X4208 1208870 09/30/2041 02003 4.729999680 7,978,000.0000 125,786.47 01/31/2016 12X4208 1208870 09/30/2043 02003 4.729999680 1,500,000.0000 23,650.00 01/31/2016 12X4208 1208870 09/30/2044 02003 4.729999680 903,000.0000 14,237.30 01/31/2016 12X4208 1208870 09/30/2045 02003 4.729999680 1,000.0000 15.77 01/31/2016 12X4208 1208870 09/30/2046 02003 4.729999680 7,000.0000 110.37 01/31/2016 12X4208 1208870 09/30/2039 02004 4.629999960 523,447,000.0000 8,078,532.03 01/31/2016 12X4208 1208870 09/30/2040 02004 4.629999960 264,671,000.0000 4,084,755.77 01/31/2016 12X4208 1208870 09/30/2041 02004 4.629999960 104,748,000.0000 1,616,610.80 01/31/2016 12X4208 1208870 09/30/2042 02004 4.629999960 14,107,000.0000 217,718.03 01/31/2016 12X4208 1208870 09/30/2043 02004 4.629999960 10,501,000.0000 162,065.43 01/31/2016 12X4208 1208870 09/30/2045 02004 4.629999960 1,000.0000 15.43 01/31/2016 12X4208 1208870 09/30/2040 02005 4.579999920 602,765,167.0000 9,202,214.88 01/31/2016 12X4208 1208870 09/30/2041 02005 4.579999920 164,058,000.0000 2,504,618.80 01/31/2016 12X4208 1208870 09/30/2042 02005 4.579999920 45,586,000.0000 695,946.27 01/31/2016 12X4208 1208870 09/30/2043 02005 4.579999920 18,549,000.0000 283,181.40 01/31/2016 12X4208 1208870 09/30/2044 02005 4.579999920 4,561,000.0000 69,631.27 01/31/2016 12X4208 1208870 09/30/2045 02005 4.579999920 1,760,000.0000 26,869.33 01/31/2016 12X4208 1208870 09/30/2046 02005 4.579999920 1,000.0000 15.27 01/31/2016 12X4208 1208870 09/30/2040 02006 4.439999880 248,076,000.0000 3,671,524.80 01/31/2016 12X4208 1208870 09/30/2041 02006 4.439999880 427,552,454.0000 6,327,776.32 01/31/2016 12X4208 1208870 09/30/2042 02006 4.439999880 88,142,000.0000 1,304,501.60 01/31/2016 12X4208 1208870 09/30/2043 02006 4.439999880 54,238,000.0000 802,722.40 01/31/2016 12X4208 1208870 09/30/2044 02006 4.439999880 5,050,000.0000 74,740.00 01/31/2016 12X4208 1208870 09/30/2045 02006 4.439999880 750,000.0000 11,100.00 01/31/2016 12X4208 1208870 09/30/2046 02006 4.439999880 1,439,000.0000 21,297.20 01/31/2016 12X4208 1208870 09/30/2040 02007 4.149999720 189,626,611.0000 2,623,168.12 01/31/2016 12X4208 1208870 09/30/2041 02007 4.149999720 419,484,000.0000 5,802,862.00 01/31/2016 12X4208 1208870 09/30/2042 02007 4.149999720 117,133,000.0000 1,620,339.83 01/31/2016 12X4208 1208870 09/30/2043 02007 4.149999720 80,433,000.0000 1,112,656.50 01/31/2016 12X4208 1208870 09/30/2044 02007 4.149999720 18,586,000.0000 257,106.33 01/31/2016 12X4208 1208870 09/30/2045 02007 4.149999720 17,061,000.0000 236,010.50 01/31/2016 12X4208 1208870 09/30/2046 02007 4.149999720 82,000.0000 1,134.33 01/31/2016 ------------------------ ---------------------- 5,255,216,487.0000 80,272,808.76 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.399999800 2,810,000.0000 69,313.33 01/31/2016 12X4208 1208820 09/30/2048 01993 6.649999920 2,672,000.0000 59,229.33 01/31/2016 12X4208 1208820 09/30/2048 01994 5.899999680 1,903,000.0000 37,425.67 01/31/2016 12X4208 1208820 09/30/2048 01995 5.989999680 2,686,000.0000 53,630.47 01/31/2016 12X4208 1208820 09/30/2048 01996 5.949999720 1,946,000.0000 38,595.67 01/31/2016 12X4208 1208820 09/30/2048 01997 5.749999920 3,283,000.0000 62,924.17 01/31/2016 12X4208 1208820 09/30/2049 01997 5.749999920 1,492,000.0000 28,596.67 01/31/2016 12X4208 1208820 09/30/2048 01998 5.799999960 4,658,000.0000 90,054.67 01/31/2016 12X4208 1208820 09/30/2048 01999 5.779999800 13,754,000.0000 264,993.73 01/31/2016 12X4208 1208820 09/30/2049 01999 5.779999800 742,000.0000 14,295.87 01/31/2016 12X4208 1208820 09/30/2048 02000 5.490000000 19,579,000.0000 358,295.70 01/31/2016 12X4208 1208820 09/30/2048 02001 4.889999880 8,806,000.0000 143,537.80 01/31/2016 12X4208 1208820 09/30/2049 02001 4.889999880 8,680,000.0000 141,484.00 01/31/2016 12X4208 1208820 09/30/2048 02002 4.609999800 25,980,000.0000 399,226.00 01/31/2016 12X4208 1208820 09/30/2049 02002 4.609999800 21,170,000.0000 325,312.33 01/31/2016 12X4208 1208820 09/30/2048 02003 4.699999800 27,627,000.0000 432,823.00 01/31/2016 12X4208 1208820 09/30/2049 02003 4.699999800 28,475,000.0000 446,108.33 01/31/2016 12X4208 1208820 09/30/2048 02004 4.609999800 16,368,000.0000 251,521.60 01/31/2016 12X4208 1208820 09/30/2049 02004 4.609999800 19,790,000.0000 304,106.33 01/31/2016 12X4208 1208820 09/30/2047 02005 4.579999920 8,873,000.0000 135,461.13 01/31/2016 12X4208 1208820 09/30/2048 02005 4.579999920 20,244,000.0000 309,058.40 01/31/2016 12X4208 1208820 09/30/2049 02005 4.579999920 12,051,000.0000 183,978.60 01/31/2016 12X4208 1208820 09/30/2047 02006 4.169999880 91,000.0000 1,264.90 01/31/2016 12X4208 1208820 09/30/2048 02006 4.169999880 35,236,000.0000 489,780.40 01/31/2016 12X4208 1208820 09/30/2047 02007 3.699999720 1,238,000.0000 15,268.67 01/31/2016 12X4208 1208820 09/30/2048 02007 3.699999720 32,579,000.0000 401,807.67 01/31/2016 12X4208 1208820 09/30/2047 02008 3.539999880 1,745,000.0000 20,591.00 01/31/2016 12X4208 1208820 09/30/2048 02008 3.539999880 82,211,000.0000 970,089.80 01/31/2016 12X4208 1208820 09/30/2049 02008 3.539999880 191,000.0000 2,253.80 01/31/2016 12X4208 1208820 09/30/2047 02009 3.319999920 11,258,000.0000 124,588.53 01/31/2016 12X4208 1208820 09/30/2048 02009 3.319999920 74,957,000.0000 829,524.13 01/31/2016 12X4208 1208820 09/30/2049 02009 3.319999920 4,756,000.0000 52,633.07 01/31/2016 12X4208 1208820 09/30/2050 02009 3.319999920 1,940,000.0000 21,469.33 01/31/2016 12X4208 1208820 09/30/2046 02010 3.039999840 121,351,000.0000 1,229,690.13 01/31/2016 12X4208 1208820 09/30/2047 02010 3.039999840 3,179,000.0000 32,213.87 01/31/2016 12X4208 1208820 09/30/2048 02010 3.039999840 2,166,000.0000 21,948.80 01/31/2016 12X4208 1208820 09/30/2049 02010 3.039999840 1,530,000.0000 15,504.00 01/31/2016 12X4208 1208820 09/30/2050 02010 3.039999840 1,089,000.0000 11,035.20 01/31/2016 12X4208 1208820 09/30/2046 02011 3.029999760 48,600,000.0000 490,860.00 01/31/2016 12X4208 1208820 09/30/2047 02011 3.029999760 33,757,000.0000 340,945.70 01/31/2016 12X4208 1208820 09/30/2048 02011 3.029999760 28,796,000.0000 290,839.60 01/31/2016 12X4208 1208820 09/30/2049 02011 3.029999760 14,908,000.0000 150,570.80 01/31/2016 12X4208 1208820 09/30/2050 02011 3.029999760 2,395,000.0000 24,189.50 01/31/2016 12X4208 1208820 09/30/2046 02012 3.150000000 1,400,000.0000 14,700.00 01/31/2016 12X4208 1208820 09/30/2047 02012 3.150000000 48,534,000.0000 509,607.00 01/31/2016 12X4208 1208820 09/30/2048 02012 3.150000000 35,734,000.0000 375,207.00 01/31/2016 12X4208 1208820 09/30/2049 02012 3.150000000 21,501,000.0000 225,760.50 01/31/2016 12X4208 1208820 09/30/2050 02012 3.150000000 5,643,000.0000 59,251.50 01/31/2016 12X4208 1208820 09/30/2047 02013 3.249999720 9,066,000.0000 98,215.00 01/31/2016 12X4208 1208820 09/30/2048 02013 3.249999720 40,599,000.0000 439,822.50 01/31/2016 12X4208 1208820 09/30/2049 02013 3.249999720 42,902,000.0000 464,771.67 01/31/2016 12X4208 1208820 09/30/2050 02013 3.249999720 13,083,000.0000 141,732.49 01/31/2016 12X4208 1208820 09/30/2048 02014 2.739999960 24,018,000.0000 219,364.40 01/31/2016 12X4208 1208820 09/30/2049 02014 2.739999960 10,777,000.0000 98,429.93 01/31/2016 12X4208 1208820 09/30/2050 02014 2.739999960 4,111,000.0000 37,547.13 01/31/2016 12X4208 1208820 09/30/2049 02015 3.510000000 2,314,000.0000 27,073.80 01/31/2016 12X4208 1208820 09/30/2050 02015 3.510000000 11,637,000.0000 136,152.90 01/31/2016 ------------------------ ---------------------- 1,028,881,000.0000 12,534,677.52 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.949999800 224,000.0000 5,189.33 01/31/2016 12X4208 1208825 09/30/2048 01992 6.949999800 1,414,000.0000 32,757.67 01/31/2016 12X4208 1208825 09/30/2047 01993 6.809999760 31,000.0000 703.70 01/31/2016 12X4208 1208825 09/30/2048 01993 6.809999760 109,000.0000 2,474.30 01/31/2016 12X4208 1208825 09/30/2047 01994 5.959999800 753,000.0000 14,959.60 01/31/2016 12X4208 1208825 09/30/2048 01994 5.959999800 657,000.0000 13,052.40 01/31/2016 12X4208 1208825 09/30/2046 01995 6.210000000 42,000.0000 869.40 01/31/2016 12X4208 1208825 09/30/2047 01995 6.210000000 605,000.0000 12,523.50 01/31/2016 12X4208 1208825 09/30/2045 01996 6.049999800 423,000.0000 8,530.50 01/31/2016 12X4208 1208825 09/30/2047 01996 6.049999800 464,000.0000 9,357.33 01/31/2016 12X4208 1208825 09/30/2048 01996 6.049999800 679,000.0000 13,693.17 01/31/2016 12X4208 1208825 09/30/2047 01997 4.819999680 619,000.0000 9,945.27 01/31/2016 12X4208 1208825 09/30/2048 01997 4.819999680 507,000.0000 8,145.80 01/31/2016 12X4208 1208825 09/30/2047 01998 5.179999680 195,000.0000 3,367.00 01/31/2016 12X4208 1208825 09/30/2048 01998 5.179999680 148,000.0000 2,555.47 01/31/2016 12X4208 1208825 09/30/2047 01999 5.059999800 181,000.0000 3,052.87 01/31/2016 12X4208 1208825 09/30/2048 01999 5.059999800 278,000.0000 4,688.93 01/31/2016 12X4208 1208825 09/30/2047 02000 4.959999720 855,000.0000 14,136.00 01/31/2016 12X4208 1208825 09/30/2048 02000 4.959999720 1,012,000.0000 16,731.73 01/31/2016 12X4208 1208825 09/30/2047 02001 4.059999720 501,000.0000 6,780.20 01/31/2016 12X4208 1208825 09/30/2048 02001 4.059999720 1,000.0000 13.53 01/31/2016 12X4208 1208825 09/30/2049 02001 4.059999720 95,000.0000 1,285.67 01/31/2016 12X4208 1208825 09/30/2047 02002 4.239999720 683,000.0000 9,653.07 01/31/2016 12X4208 1208825 09/30/2048 02002 4.239999720 566,000.0000 7,999.47 01/31/2016 12X4208 1208825 09/30/2047 02003 4.009999680 1,287,000.0000 17,202.90 01/31/2016 12X4208 1208825 09/30/2048 02003 4.009999680 558,000.0000 7,458.60 01/31/2016 12X4208 1208825 09/30/2047 02004 4.149999720 797,000.0000 11,025.17 01/31/2016 12X4208 1208825 09/30/2048 02004 4.149999720 2,088,000.0000 28,884.00 01/31/2016 12X4208 1208825 09/30/2047 02005 4.050000000 146,000.0000 1,971.00 01/31/2016 12X4208 1208825 09/30/2048 02005 4.050000000 392,000.0000 5,292.00 01/31/2016 12X4208 1208825 09/30/2047 02006 3.690000000 638,000.0000 7,847.40 01/31/2016 12X4208 1208825 09/30/2048 02006 3.690000000 1,304,000.0000 16,039.20 01/31/2016 12X4208 1208825 09/30/2049 02006 3.690000000 640,000.0000 7,872.00 01/31/2016 12X4208 1208825 09/30/2047 02007 3.989999880 380,000.0000 5,054.00 01/31/2016 12X4208 1208825 09/30/2048 02007 3.989999880 650,000.0000 8,645.00 01/31/2016 12X4208 1208825 09/30/2047 02008 4.069999800 1,050,000.0000 14,245.00 01/31/2016 12X4208 1208825 09/30/2048 02008 4.069999800 1,843,000.0000 25,003.37 01/31/2016 12X4208 1208825 09/30/2047 02009 3.960000000 4,157,000.0000 54,872.40 01/31/2016 12X4208 1208825 09/30/2048 02009 3.960000000 5,593,000.0000 73,827.60 01/31/2016 12X4208 1208825 09/30/2049 02009 3.960000000 23,000.0000 303.60 01/31/2016 12X4208 1208825 09/30/2046 02010 2.929999680 488,000.0000 4,766.13 01/31/2016 12X4208 1208825 09/30/2047 02010 2.929999680 3,669,000.0000 35,833.90 01/31/2016 12X4208 1208825 09/30/2048 02010 2.929999680 215,000.0000 2,099.83 01/31/2016 12X4208 1208825 09/30/2049 02010 2.929999680 65,000.0000 634.83 01/31/2016 12X4208 1208825 09/30/2050 02010 2.929999680 74,000.0000 722.73 01/31/2016 12X4208 1208825 09/30/2045 02011 4.059999720 101,000.0000 1,366.87 01/31/2016 12X4208 1208825 09/30/2046 02011 4.059999720 1,614,000.0000 21,842.80 01/31/2016 12X4208 1208825 09/30/2047 02011 4.059999720 1,694,000.0000 22,925.47 01/31/2016 12X4208 1208825 09/30/2048 02011 4.059999720 1,015,000.0000 13,736.33 01/31/2016 12X4208 1208825 09/30/2049 02011 4.059999720 1,623,000.0000 21,964.60 01/31/2016 12X4208 1208825 09/30/2050 02011 4.059999720 383,000.0000 5,183.27 01/31/2016 12X4208 1208825 09/30/2046 02012 3.109999680 153,000.0000 1,586.10 01/31/2016 12X4208 1208825 09/30/2047 02012 3.109999680 1,029,000.0000 10,667.30 01/31/2016 12X4208 1208825 09/30/2048 02012 3.109999680 699,000.0000 7,246.30 01/31/2016 12X4208 1208825 09/30/2049 02012 3.109999680 333,000.0000 3,452.10 01/31/2016 12X4208 1208825 09/30/2050 02012 3.109999680 25,000.0000 259.17 01/31/2016 12X4208 1208825 09/30/2049 02014 3.109999680 434,000.0000 4,499.13 01/31/2016 12X4208 1208825 09/30/2050 02014 3.109999680 199,000.0000 2,062.97 01/31/2016 12X4208 1208825 09/30/2049 02015 3.109999680 210,000.0000 2,177.00 01/31/2016 12X4208 1208825 09/30/2050 02015 3.109999680 576,000.0000 5,971.20 01/31/2016 ------------------------ ---------------------- 47,187,000.0000 657,007.18 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.879999800 34,940,000.0000 568,357.33 01/31/2016 12X4208 1208881 09/30/2045 02007 4.879999800 1,000,000.0000 16,266.67 01/31/2016 12X4208 1208881 09/30/2047 02007 4.879999800 1,211,000.0000 19,698.93 01/31/2016 12X4208 1208881 09/30/2049 02007 4.879999800 8,846,000.0000 143,894.93 01/31/2016 12X4208 1208881 09/30/2050 02007 4.879999800 36,495,000.0000 593,652.00 01/31/2016 12X4208 1208881N 09/30/2042 02007 4.880001600 13,255,706.4900 215,626.23 01/31/2016 12X4208 1208881 09/30/2044 02009 3.510000000 11,889,874.7300 139,111.53 01/31/2016 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 292,500.00 01/31/2016 12X4208 1208881 09/30/2047 02009 3.510000000 185,000.0000 2,164.50 01/31/2016 12X4208 1208881 09/30/2049 02009 3.510000000 84,000.0000 982.80 01/31/2016 12X4208 1208881 09/30/2049 02014 2.979999720 2,704,000.0000 26,859.73 01/31/2016 12X4208 1208881 09/30/2050 02014 2.979999720 3,150,000.0000 31,290.00 01/31/2016 ------------------------ ---------------------- 138,760,581.2200 2,050,404.65 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.759999920 13,500,000.0000 214,200.00 01/31/2016 12X4208 1208871 09/30/2048 02005 4.759999920 23,731,000.0000 376,531.87 01/31/2016 12X4208 1208871 09/30/2047 02006 4.899999960 9,305,000.0000 151,981.67 01/31/2016 12X4208 1208871 09/30/2048 02006 4.899999960 16,767,000.0000 273,861.00 01/31/2016 12X4208 1208871 09/30/2047 02008 4.479999840 10,820,000.0000 161,578.67 01/31/2016 12X4208 1208871 09/30/2048 02008 4.479999840 14,475,000.0000 216,160.00 01/31/2016 12X4208 1208871 09/30/2045 02010 3.309999840 1,236,900.0000 13,647.13 01/31/2016 12X4208 1208871 09/30/2046 02010 3.309999840 26,664,000.0000 294,192.80 01/31/2016 12X4208 1208871 09/30/2047 02010 3.309999840 20,435,000.0000 225,466.17 01/31/2016 12X4208 1208871 09/30/2048 02010 3.309999840 1,000.0000 11.03 01/31/2016 12X4208 1208871 09/30/2046 02011 2.809999800 8,624,000.0000 80,778.13 01/31/2016 12X4208 1208871 09/30/2047 02011 2.809999800 4,295,000.0000 40,229.83 01/31/2016 12X4208 1208871 09/30/2048 02011 2.809999800 49,881,000.0000 467,218.70 01/31/2016 12X4208 1208871 09/30/2048 02012 3.159999720 32,806,000.0000 345,556.53 01/31/2016 12X4208 1208871 09/30/2048 02013 3.159999720 20,000,000.0000 210,666.67 01/31/2016 12X4208 1208871 09/30/2048 02014 3.159999720 8,856,000.0000 93,283.20 01/31/2016 ------------------------ ---------------------- 261,396,900.0000 3,165,363.40 ======================== ====================== 12,206,433,596.1300 184,724,521.78 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00