Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 49,547,000.0000 927,767.77 12/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 533,662.61 12/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 249,042.55 12/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 252,787.55 12/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 161,278.46 12/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 87,576.84 12/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 513,065.11 12/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 683,462.65 12/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,126,346.44 12/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 2,530,358.18 12/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 162,229.43 12/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 500,250.06 12/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 420,210.05 12/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,014,540.47 12/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 1,281,151.73 12/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 4,178,676.77 12/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 188,924.97 12/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 187,207.47 12/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 772,874.87 12/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 179,478.72 12/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 36,496.87 12/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 3,294,862.31 12/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 78,999.07 12/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 91.62 12/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 494,774.97 12/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 85,211.25 12/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 373,646.73 12/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 2,222,570.57 12/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 1,697,499.90 12/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 69,597.50 12/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 244,859.27 12/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 482,089.97 12/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 33,950.00 12/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 27,058.15 12/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 165,096.41 12/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 2,301,030.00 12/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 91,575.00 12/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 69,930.00 12/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 106,010.55 12/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 337,995.00 12/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 849.15 12/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 202,297.50 12/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 18,664.65 12/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 993,029.90 12/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 2,555,685.00 12/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 106,920.00 12/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 304,425.00 12/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 144,371.70 12/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 406,890.00 12/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 596,970.00 12/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 23,967.90 12/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 641,488.92 12/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 2,960,125.40 12/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 133,875.02 12/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 359,975.05 12/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 155,942.08 12/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 413,525.06 12/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 637,393.84 12/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 30,062.38 12/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 1,259,187.73 12/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 3,673,215.00 12/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 232,875.00 12/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 46,575.00 12/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 136,627.76 12/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 554,242.50 12/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,180,676.25 12/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 35,754.08 12/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 1,930,963.15 12/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 3,121,099.06 12/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 132,249.96 12/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 174,569.95 12/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 114,872.32 12/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 499,904.85 12/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 732,664.78 12/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 34,146.94 12/31/2011 12X4215 1215201 09/30/2035 02002 4.849999200 172,122,600.0000 2,086,986.18 12/31/2011 12X4215 1215201 09/30/2036 02002 4.849999200 233,000,000.0000 2,825,124.53 12/31/2011 12X4215 1215201 09/30/2037 02002 4.849999200 52,000,000.0000 630,499.90 12/31/2011 12X4215 1215201 09/30/2038 02002 4.849999200 46,350,100.0000 561,994.87 12/31/2011 12X4215 1215201 09/30/2039 02002 4.849999200 4,000.0000 48.50 12/31/2011 12X4215 1215201 09/30/2040 02002 4.849999200 36,200,000.0000 438,924.93 12/31/2011 12X4215 1215201 09/30/2042 02002 4.849999200 30,370,000.0000 368,236.19 12/31/2011 12X4215 1215201 09/30/2043 02002 4.849999200 10,234,000.0000 124,087.23 12/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 72.90 12/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 2,128,681.13 12/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 3,048,750.00 12/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,300,016.25 12/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 120,093.75 12/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 290,598.75 12/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 67,500.00 12/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 223,875.00 12/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 39,543.75 12/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 4,427,103.20 12/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 3,856,368.59 12/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 203,296.74 12/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 583,854.97 12/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 43,816.27 12/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,339,706.02 12/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 51,743.59 12/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 5,675,868.83 12/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 3,180,110.64 12/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 651,601.37 12/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 43,342.81 12/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 92,853.02 12/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 44,403.01 12/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 8,207,327.12 12/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 2,796,378.81 12/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 160,344.78 12/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 580,198.50 12/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 50,258.41 12/31/2011 12X4215 1215201 09/30/2040 02007 4.790001600 815,894,000.0000 9,770,333.91 12/31/2011 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 1,990,736.64 12/31/2011 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 565,435.74 12/31/2011 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 54,845.52 12/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 322.65 12/31/2011 12X4215 1215201 09/30/2041 02008 4.219999200 811,939,000.0000 8,565,954.83 12/31/2011 12X4215 1215201 09/30/2042 02008 4.219999200 201,621,197.0000 2,127,103.23 12/31/2011 12X4215 1215201 09/30/2043 02008 4.219999200 19,995,000.0000 210,947.21 12/31/2011 12X4215 1215201 09/30/2044 02008 4.219999200 286,000.0000 3,017.30 12/31/2011 12X4215 1215201 09/30/2045 02008 4.219999200 10,000.0000 105.50 12/31/2011 12X4215 1215201 09/30/2042 02009 3.629998800 1,068,066,818.0000 9,692,703.17 12/31/2011 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 2,489,553.00 12/31/2011 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 214,777.95 12/31/2011 12X4215 1215201 09/30/2045 02009 3.629998800 104,000.0000 943.80 12/31/2011 12X4215 1215201 09/30/2043 02010 3.819999600 1,694,508,000.0000 16,182,549.71 12/31/2011 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 3,071,909.98 12/31/2011 12X4215 1215201 09/30/2045 02010 3.819999600 4,117,000.0000 39,317.35 12/31/2011 12X4215 1215201 09/30/2044 02011 3.800001600 858,897,000.0000 8,159,524.94 12/31/2011 12X4215 1215201 09/30/2045 02011 3.800001600 113,372,000.0000 1,077,034.45 12/31/2011 12X4215 1215201 09/30/2045 02012 3.800001600 118,931,000.0000 1,129,844.98 12/31/2011 ------------------------ ---------------------- 13,790,713,115.0000 164,300,893.12 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 107.22 12/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 374.50 12/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 1,436.21 12/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 56.18 12/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 697.64 12/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 1,831.50 12/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 17,237.55 12/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 20,865.38 12/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 4,385.90 12/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 37,439.50 12/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 4,875.77 12/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 40,853.75 12/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 1,472.07 12/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 30,942.72 12/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 19,676.24 12/31/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 160.32 12/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 622.42 12/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 868.50 12/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 32,901.67 12/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 101.32 12/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 19,541.25 12/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 1,809.60 12/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 46,394.39 12/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 4,680.00 12/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 21,840.00 12/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 28,936.49 12/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 11,891.00 12/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 276.59 12/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 20,421.50 12/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 5,170.00 12/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 21,326.25 12/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 25,364.48 12/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 22,204.35 12/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 70.36 12/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 20,241.50 12/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 5,962.50 12/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 28,620.00 12/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 60,293.72 12/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 6,884.25 12/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 7,223.33 12/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 5,137.50 12/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 24,660.01 12/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 41,322.12 12/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 38,358.99 12/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 10,839.65 12/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 5,387.50 12/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 35,018.74 12/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 74,832.16 12/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 43,354.13 12/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 8,367.73 12/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 162.38 12/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 38,428.76 12/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 87,499.88 12/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 37,367.05 12/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 75,613.76 12/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 76,574.78 12/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 12,666.50 12/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 134,408.30 12/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 235.00 12/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 92,727.21 12/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 58,793.73 12/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 21,800.62 12/31/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 4,591.12 12/31/2011 12X4215 1215202 09/30/2029 02009 3.120001200 12,792,000.0000 99,777.64 12/31/2011 12X4215 1215202 09/30/2030 02009 3.120001200 3,996,000.0000 31,168.81 12/31/2011 12X4215 1215202 09/30/2031 02009 3.120001200 1,351,000.0000 10,537.80 12/31/2011 12X4215 1215202 09/30/2032 02009 3.120001200 6,000.0000 46.80 12/31/2011 12X4215 1215202 09/30/2030 02010 3.200000400 18,161,800.0000 145,294.42 12/31/2011 12X4215 1215202 09/30/2031 02010 3.200000400 3,096,000.0000 24,768.00 12/31/2011 12X4215 1215202 09/30/2032 02010 3.200000400 30,000.0000 240.00 12/31/2011 12X4215 1215202 09/30/2031 02011 3.200000400 14,752,000.0000 118,016.01 12/31/2011 12X4215 1215202 09/30/2032 02011 3.200000400 1,821,000.0000 14,568.00 12/31/2011 12X4215 1215202 09/30/2032 02012 3.200000400 238,000.0000 1,904.00 12/31/2011 ------------------------ ---------------------- 183,145,568.0000 1,950,527.02 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 475,377.13 12/31/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 37,149.78 12/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 432,250.65 12/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 3,663.00 12/31/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 34,615.35 12/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 400,796.70 12/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 3,361.05 12/31/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 305.55 12/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 62,937.00 12/31/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 3,130.20 12/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 2,750.80 12/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 14,396.85 12/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 40.36 12/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 60,547.50 12/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 89.70 12/31/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 1,898.65 12/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 57,693.30 12/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 9,789.85 12/31/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 493.85 12/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 25,765.13 12/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 9,953.63 12/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 1,873.25 12/31/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 777.88 12/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 3,109.98 12/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 3,062.80 12/31/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 494.00 12/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 973.75 12/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,076.25 12/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 2,044.12 12/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 711.00 12/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 271.60 12/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,134.00 12/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 2,347.40 12/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 665.50 12/31/2011 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 60.50 12/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 1,512.80 12/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 451.40 12/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 112.24 12/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 1,142.97 12/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 366.45 12/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 3,344.15 12/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 985.71 12/31/2011 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 900.73 12/31/2011 12X4215 1215203 09/30/2043 02010 3.610000800 1,153,800.0000 10,413.05 12/31/2011 12X4215 1215203 09/30/2044 02011 3.610000800 790,500.0000 7,134.26 12/31/2011 12X4215 1215203 09/30/2044 02012 3.610000800 60,000.0000 541.50 12/31/2011 ------------------------ ---------------------- 100,123,300.0000 1,683,513.32 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 4,930.50 12/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 31,140.00 12/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 27,680.00 12/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 674.70 12/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 6,228.00 12/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 13,511.30 12/31/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 882.30 12/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 10,698.37 12/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 35,126.62 12/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 8,601.00 12/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 370.12 12/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 92,463.74 12/31/2011 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 1,240.73 12/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 2,988.50 12/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 34,750.01 12/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 20,850.00 12/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 5,386.25 12/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 3,388.13 12/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 27,800.01 12/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 96.30 12/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 32,099.99 12/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 802.50 12/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 6,420.00 12/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 7,013.85 12/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 40,927.49 12/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 22,707.38 12/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 15,100.00 12/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 10,570.00 12/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 6,040.00 12/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 4,786.70 12/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 31,710.00 12/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 27,801.02 12/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 11,960.00 12/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 14,950.00 12/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 3,842.15 12/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 12,363.65 12/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 10,554.70 12/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 11,690.90 12/31/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 11,915.15 12/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 24,936.43 12/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 14,225.00 12/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 48,365.01 12/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 10,739.88 12/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 5,690.00 12/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 17,781.26 12/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 27,231.50 12/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 49,487.50 12/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 34,989.00 12/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 8,399.50 12/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 27,699.62 12/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 32,768.75 12/31/2011 12X4215 1215206 09/30/2037 02001 4.989999600 5,038,000.0000 62,849.04 12/31/2011 12X4215 1215206 09/30/2038 02001 4.989999600 2,748,000.0000 34,281.30 12/31/2011 12X4215 1215206 09/30/2039 02001 4.989999600 1,593,000.0000 19,872.67 12/31/2011 12X4215 1215206 09/30/2040 02001 4.989999600 388,000.0000 4,840.30 12/31/2011 12X4215 1215206 09/30/2041 02001 4.989999600 148,000.0000 1,846.30 12/31/2011 12X4215 1215206 09/30/2042 02001 4.989999600 3,287,000.0000 41,005.32 12/31/2011 12X4215 1215206 09/30/2043 02001 4.989999600 1,370,000.0000 17,090.75 12/31/2011 12X4215 1215206 09/30/2044 02001 4.989999600 748,000.0000 9,331.30 12/31/2011 12X4215 1215206 09/30/2037 02002 4.799998800 2,583,000.0000 30,995.99 12/31/2011 12X4215 1215206 09/30/2038 02002 4.799998800 7,200,000.0000 86,399.98 12/31/2011 12X4215 1215206 09/30/2039 02002 4.799998800 1,572,000.0000 18,864.00 12/31/2011 12X4215 1215206 09/30/2040 02002 4.799998800 1,812,000.0000 21,743.99 12/31/2011 12X4215 1215206 09/30/2041 02002 4.799998800 105,000.0000 1,260.00 12/31/2011 12X4215 1215206 09/30/2042 02002 4.799998800 2,950,000.0000 35,399.99 12/31/2011 12X4215 1215206 09/30/2043 02002 4.799998800 942,000.0000 11,304.00 12/31/2011 12X4215 1215206 09/30/2044 02002 4.799998800 1,497,000.0000 17,964.00 12/31/2011 12X4215 1215206 09/30/2045 02002 4.799998800 1,054,000.0000 12,648.00 12/31/2011 12X4215 1215206 09/30/2038 02003 4.770000000 938,000.0000 11,185.65 12/31/2011 12X4215 1215206 09/30/2039 02003 4.770000000 4,394,000.0000 52,398.45 12/31/2011 12X4215 1215206 09/30/2040 02003 4.770000000 1,085,000.0000 12,938.63 12/31/2011 12X4215 1215206 09/30/2041 02003 4.770000000 5,590,000.0000 66,660.75 12/31/2011 12X4215 1215206 09/30/2042 02003 4.770000000 7,405,200.0000 88,307.01 12/31/2011 12X4215 1215206 09/30/2043 02003 4.770000000 1,036,000.0000 12,354.30 12/31/2011 12X4215 1215206 09/30/2044 02003 4.770000000 2,760,000.0000 32,913.00 12/31/2011 12X4215 1215206 09/30/2045 02003 4.770000000 111,000.0000 1,323.68 12/31/2011 12X4215 1215206 09/30/2039 02004 4.529998800 1,323,000.0000 14,982.97 12/31/2011 12X4215 1215206 09/30/2040 02004 4.529998800 6,584,000.0000 74,563.78 12/31/2011 12X4215 1215206 09/30/2041 02004 4.529998800 1,165,000.0000 13,193.62 12/31/2011 12X4215 1215206 09/30/2042 02004 4.529998800 5,043,000.0000 57,111.96 12/31/2011 12X4215 1215206 09/30/2043 02004 4.529998800 1,126,000.0000 12,751.95 12/31/2011 12X4215 1215206 09/30/2040 02005 4.600000800 3,448,300.0000 39,655.46 12/31/2011 12X4215 1215206 09/30/2041 02005 4.600000800 4,534,000.0000 52,141.01 12/31/2011 12X4215 1215206 09/30/2042 02005 4.600000800 3,033,000.0000 34,879.51 12/31/2011 12X4215 1215206 09/30/2043 02005 4.600000800 1,950,000.0000 22,425.00 12/31/2011 12X4215 1215206 09/30/2044 02005 4.600000800 610,000.0000 7,015.00 12/31/2011 12X4215 1215206 09/30/2045 02005 4.600000800 52,000.0000 598.00 12/31/2011 12X4215 1215206 09/30/2040 02006 4.680000000 414,700.0000 4,851.99 12/31/2011 12X4215 1215206 09/30/2041 02006 4.680000000 2,027,000.0000 23,715.90 12/31/2011 12X4215 1215206 09/30/2042 02006 4.680000000 1,482,000.0000 17,339.40 12/31/2011 12X4215 1215206 09/30/2043 02006 4.680000000 2,763,000.0000 32,327.10 12/31/2011 12X4215 1215206 09/30/2044 02006 4.680000000 780,000.0000 9,126.00 12/31/2011 12X4215 1215206 09/30/2042 02007 4.759999200 846,300.0000 10,070.97 12/31/2011 12X4215 1215206 09/30/2043 02007 4.759999200 7,216,000.0000 85,870.39 12/31/2011 12X4215 1215206 09/30/2044 02007 4.759999200 4,346,700.0000 51,725.72 12/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 4,828.43 12/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 3,244.88 12/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 6,807,500.0000 86,795.65 12/31/2011 12X4215 1215206 09/30/2045 02008 5.100001200 321,000.0000 4,092.75 12/31/2011 12X4215 1215206 09/30/2042 02009 4.790001600 468,000.0000 5,604.30 12/31/2011 12X4215 1215206 09/30/2043 02009 4.790001600 2,314,000.0000 27,710.16 12/31/2011 12X4215 1215206 09/30/2044 02009 4.790001600 3,703,100.0000 44,344.64 12/31/2011 12X4215 1215206 09/30/2045 02009 4.790001600 658,000.0000 7,879.55 12/31/2011 12X4215 1215206 09/30/2043 02010 2.980000800 1,279,900.0000 9,535.26 12/31/2011 12X4215 1215206 09/30/2044 02010 2.980000800 621,000.0000 4,626.45 12/31/2011 12X4215 1215206 09/30/2045 02010 2.980000800 481,000.0000 3,583.45 12/31/2011 12X4215 1215206 09/30/2044 02011 2.980000800 646,000.0000 4,812.70 12/31/2011 12X4215 1215206 09/30/2045 02012 2.980000800 138,000.0000 1,028.10 12/31/2011 ------------------------ ---------------------- 187,184,500.0000 2,438,410.96 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 791,051.61 12/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 1,331,604.69 12/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 51,149.99 12/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 528,549.88 12/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 220,712.20 12/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 170,499.96 12/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 2,080.10 12/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 21,312.50 12/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 165,384.96 12/31/2011 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 44,807.39 12/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 1,153,833.92 12/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 930,150.05 12/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 585,650.03 12/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 215,536.44 12/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 158,470.01 12/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 178,192.64 12/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 81,818.75 12/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 59,632.95 12/31/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 19,981.00 12/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 337,200.32 12/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,134,399.74 12/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 514,024.88 12/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 292,639.68 12/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 169,628.21 12/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 216,244.95 12/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 224,238.92 12/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 134,709.97 12/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 45,890.01 12/31/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 13,382.37 12/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 617,135.51 12/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 33,550.00 12/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 16,775.00 12/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 234,850.01 12/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 17,932.48 12/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 112,308.63 12/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 36,905.00 12/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,056.83 12/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 15,114.28 12/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 55,323.95 12/31/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 8,538.48 12/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 52,762.04 12/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 468,349.88 12/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 145,349.96 12/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 10,781.74 12/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 82,720.28 12/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 59,754.99 12/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 306.85 12/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 985.15 12/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 94,493.63 12/31/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 2,616.30 12/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 240,781.66 12/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 252,875.03 12/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 208,250.03 12/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 23,167.82 12/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 77,573.14 12/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 53,550.01 12/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 9,683.63 12/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 9,014.25 12/31/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 5,176.50 12/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 345,816.47 12/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 278,825.08 12/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 44,025.01 12/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 88,050.02 12/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 190,775.05 12/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 34,368.86 12/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 8,672.93 12/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 66,037.52 12/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 10,786.13 12/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 18,343.76 12/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 86,920.05 12/31/2011 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 13,926.58 12/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 332,310.55 12/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 189,799.97 12/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 116,799.98 12/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 61,319.99 12/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 42,313.71 12/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 21,243.00 12/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 58,735.79 12/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 22,571.60 12/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 31,448.40 12/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 20,863.40 12/31/2011 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 13,446.60 12/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 194,671.78 12/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 335,400.05 12/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 125,775.02 12/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 19,844.50 12/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 38,487.16 12/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 48,171.83 12/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 14,715.68 12/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 69,176.26 12/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 14,268.48 12/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 16,406.65 12/31/2011 12X4215 1215207 09/30/2052 02001 5.330001600 16,224,000.0000 216,184.86 12/31/2011 12X4215 1215207 09/30/2053 02001 5.330001600 27,300,000.0000 363,772.61 12/31/2011 12X4215 1215207 09/30/2055 02001 5.330001600 5,969,000.0000 79,536.95 12/31/2011 12X4215 1215207 09/30/2056 02001 5.330001600 2,953,000.0000 39,348.74 12/31/2011 12X4215 1215207 09/30/2057 02001 5.330001600 2,629,500.0000 35,038.10 12/31/2011 12X4215 1215207 09/30/2058 02001 5.330001600 6,917,000.0000 92,169.05 12/31/2011 12X4215 1215207 09/30/2059 02001 5.330001600 1,781,000.0000 23,731.83 12/31/2011 12X4215 1215207 09/30/2060 02001 5.330001600 2,187,000.0000 29,141.78 12/31/2011 12X4215 1215207 09/30/2061 02001 5.330001600 1,770,000.0000 23,585.26 12/31/2011 12X4215 1215207 09/30/2062 02001 5.330001600 356,000.0000 4,743.70 12/31/2011 12X4215 1215207 09/30/2053 02002 5.050000800 33,561,000.0000 423,707.69 12/31/2011 12X4215 1215207 09/30/2055 02002 5.050000800 12,000,000.0000 151,500.02 12/31/2011 12X4215 1215207 09/30/2056 02002 5.050000800 4,665,000.0000 58,895.63 12/31/2011 12X4215 1215207 09/30/2057 02002 5.050000800 6,254,000.0000 78,956.76 12/31/2011 12X4215 1215207 09/30/2058 02002 5.050000800 4,791,000.0000 60,486.38 12/31/2011 12X4215 1215207 09/30/2059 02002 5.050000800 890,000.0000 11,236.25 12/31/2011 12X4215 1215207 09/30/2060 02002 5.050000800 5,139,000.0000 64,879.89 12/31/2011 12X4215 1215207 09/30/2061 02002 5.050000800 2,095,000.0000 26,449.38 12/31/2011 12X4215 1215207 09/30/2062 02002 5.050000800 61,000.0000 770.13 12/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 207,328.03 12/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 220,720.04 12/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 117,775.22 12/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 44,962.41 12/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 40,027.21 12/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 96,174.42 12/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 88,139.21 12/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 11,284.00 12/31/2011 12X4215 1215207 09/30/2062 02003 4.960000800 554,000.0000 6,869.60 12/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 186,417.45 12/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 206,489.25 12/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 185,858.55 12/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 46,097.10 12/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 80,568.00 12/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 33,534.00 12/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 19,026.90 12/31/2011 12X4215 1215207 09/30/2062 02004 4.860000000 902,000.0000 10,959.30 12/31/2011 12X4215 1215207 09/30/2056 02005 4.849999200 11,838,000.0000 143,535.73 12/31/2011 12X4215 1215207 09/30/2057 02005 4.849999200 14,206,000.0000 172,247.72 12/31/2011 12X4215 1215207 09/30/2058 02005 4.849999200 13,856,000.0000 168,003.97 12/31/2011 12X4215 1215207 09/30/2059 02005 4.849999200 6,914,000.0000 83,832.24 12/31/2011 12X4215 1215207 09/30/2060 02005 4.849999200 3,158,000.0000 38,290.74 12/31/2011 12X4215 1215207 09/30/2061 02005 4.849999200 1,067,000.0000 12,937.37 12/31/2011 12X4215 1215207 09/30/2062 02005 4.849999200 260,000.0000 3,152.50 12/31/2011 12X4215 1215207 09/30/2057 02006 4.610001600 7,953,400.0000 91,662.97 12/31/2011 12X4215 1215207 09/30/2058 02006 4.610001600 13,388,000.0000 154,296.75 12/31/2011 12X4215 1215207 09/30/2059 02006 4.610001600 13,287,681.0000 153,140.58 12/31/2011 12X4215 1215207 09/30/2060 02006 4.610001600 8,638,000.0000 99,552.98 12/31/2011 12X4215 1215207 09/30/2061 02006 4.610001600 11,126,000.0000 128,227.19 12/31/2011 12X4215 1215207 09/30/2062 02006 4.610001600 187,000.0000 2,155.18 12/31/2011 12X4215 1215207 09/30/2057 02007 4.460000400 1,833,000.0000 20,437.95 12/31/2011 12X4215 1215207 09/30/2058 02007 4.460000400 11,643,000.0000 129,819.46 12/31/2011 12X4215 1215207 09/30/2059 02007 4.460000400 21,033,000.0000 234,517.97 12/31/2011 12X4215 1215207 09/30/2060 02007 4.460000400 10,666,000.0000 118,925.91 12/31/2011 12X4215 1215207 09/30/2061 02007 4.460000400 7,603,000.0000 84,773.46 12/31/2011 12X4215 1215207 09/30/2062 02007 4.460000400 659,000.0000 7,347.85 12/31/2011 12X4215 1215207 09/30/2058 02008 4.420000800 463,600.0000 5,122.78 12/31/2011 12X4215 1215207 09/30/2059 02008 4.420000800 12,259,000.0000 135,461.97 12/31/2011 12X4215 1215207 09/30/2060 02008 4.420000800 13,486,000.0000 149,020.33 12/31/2011 12X4215 1215207 09/30/2061 02008 4.420000800 7,145,000.0000 78,952.26 12/31/2011 12X4215 1215207 09/30/2062 02008 4.420000800 2,553,000.0000 28,210.66 12/31/2011 12X4215 1215207 09/30/2060 02009 4.569998400 12,301,200.0000 140,541.16 12/31/2011 12X4215 1215207 09/30/2061 02009 4.569998400 13,088,000.0000 149,530.35 12/31/2011 12X4215 1215207 09/30/2062 02009 4.569998400 1,883,000.0000 21,513.27 12/31/2011 12X4215 1215207 09/30/2060 02010 3.309998400 4,607,500.0000 38,127.04 12/31/2011 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 100,706.29 12/31/2011 12X4215 1215207 09/30/2062 02010 3.309998400 4,508,000.0000 37,303.68 12/31/2011 12X4215 1215207 09/30/2061 02011 4.590000000 4,917,000.0000 56,422.58 12/31/2011 12X4215 1215207 09/30/2062 02011 4.590000000 3,623,000.0000 41,573.93 12/31/2011 ------------------------ ---------------------- 1,478,336,242.0000 21,960,239.56 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 841.50 12/31/2011 12X4215 1215208 09/30/2012 02006 3.629998800 336,000.0000 3,049.20 12/31/2011 12X4215 1215208 09/30/2013 02006 3.629998800 25,000.0000 226.87 12/31/2011 12X4215 1215208 09/30/2013 02007 3.549999600 303,000.0000 2,689.12 12/31/2011 12X4215 1215208 09/30/2014 02007 3.549999600 726,000.0000 6,443.25 12/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 2,638.80 12/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 140.40 12/31/2011 12X4215 1215208 09/30/2012 02009 2.409998400 106,000.0000 638.65 12/31/2011 12X4215 1215208 09/30/2013 02009 2.409998400 259,000.0000 1,560.47 12/31/2011 12X4215 1215208 09/30/2014 02009 2.409998400 2,000.0000 12.05 12/31/2011 12X4215 1215208 09/30/2015 02009 2.409998400 25,000.0000 150.62 12/31/2011 12X4215 1215208 09/30/2015 02010 2.409998400 268,000.0000 1,614.70 12/31/2011 ------------------------ ---------------------- 2,921,000.0000 20,005.63 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 10,734.74 12/31/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 1,260.98 12/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 9,046.76 12/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 34,725.03 12/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 2,792.63 12/31/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 406.20 12/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 24,015.10 12/31/2011 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 1,705.28 12/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 5,002.27 12/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 1,656.46 12/31/2011 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 149.50 12/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 2,364.67 12/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 27,973.70 12/31/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 159.78 12/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 1,772.85 12/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 135.15 12/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 221.01 12/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 23.85 12/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 5,550.69 12/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 1,902.29 12/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 1,701.00 12/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 350.12 12/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 106.31 12/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 9,809.10 12/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 8,085.00 12/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 70.00 12/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 5,740.00 12/31/2011 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 126.00 12/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 9,243.85 12/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 612.50 12/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 4,312.00 12/31/2011 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 1,359.75 12/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 1,839.86 12/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 129.75 12/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,167.75 12/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 6,870.08 12/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 1,982.40 12/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 436.80 12/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 9,568.51 12/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,393.65 12/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 171.15 12/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 9,795.45 12/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 810.15 12/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 441.90 12/31/2011 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 61.38 12/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 9,626.53 12/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 408.53 12/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 209.50 12/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 8,889.60 12/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,008.00 12/31/2011 12X4215 1215209 09/30/2060 02010 4.389998400 694,000.0000 7,616.65 12/31/2011 12X4215 1215209 09/30/2061 02011 4.389998400 183,000.0000 2,008.42 12/31/2011 ------------------------ ---------------------- 16,989,600.0000 237,550.63 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 402.75 12/31/2011 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 1,745.25 12/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 52.90 12/31/2011 12X4215 1215212 09/30/2014 02002 5.289998400 251,000.0000 3,319.47 12/31/2011 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 1,344.06 12/31/2011 ------------------------ ---------------------- 541,500.0000 6,864.43 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 3.700000800 3.0000 0.03 12/31/2011 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 601.25 12/31/2011 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 0.87 12/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 2,443.50 12/31/2011 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 11,068.15 12/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 2,412.57 12/31/2011 12X4215 1215401 09/30/2014 02006 3.409999200 71,400.0000 608.68 12/31/2011 12X4215 1215401 09/30/2014 02007 2.459998800 9,000.0000 55.35 12/31/2011 ------------------------ ---------------------- 1,921,503.0000 17,190.40 ======================== ====================== 15,761,876,328.0000 192,615,195.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00