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 1,237,023.70 01/31/2012 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 711,550.15 01/31/2012 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 332,056.74 01/31/2012 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 337,050.07 01/31/2012 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 215,037.95 01/31/2012 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 116,769.12 01/31/2012 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 684,086.81 01/31/2012 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 911,283.53 01/31/2012 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,501,795.25 01/31/2012 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 3,373,810.91 01/31/2012 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 216,305.90 01/31/2012 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 667,000.08 01/31/2012 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 560,280.07 01/31/2012 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,352,720.63 01/31/2012 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 1,708,202.30 01/31/2012 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 5,571,569.03 01/31/2012 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 251,899.96 01/31/2012 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 249,609.96 01/31/2012 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,030,499.82 01/31/2012 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 239,304.96 01/31/2012 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 48,662.49 01/31/2012 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 4,393,149.74 01/31/2012 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 105,332.09 01/31/2012 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 122.17 01/31/2012 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 659,699.96 01/31/2012 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 113,614.99 01/31/2012 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 498,195.64 01/31/2012 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 2,963,427.43 01/31/2012 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 2,263,333.20 01/31/2012 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 92,796.66 01/31/2012 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 326,479.02 01/31/2012 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 642,786.63 01/31/2012 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 45,266.66 01/31/2012 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 36,077.53 01/31/2012 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 220,128.54 01/31/2012 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 3,068,040.00 01/31/2012 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 122,100.00 01/31/2012 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 93,240.00 01/31/2012 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 141,347.40 01/31/2012 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 450,660.00 01/31/2012 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,132.20 01/31/2012 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 269,730.00 01/31/2012 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 24,886.20 01/31/2012 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 1,324,039.86 01/31/2012 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 3,407,580.00 01/31/2012 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 142,560.00 01/31/2012 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 405,900.00 01/31/2012 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 192,495.60 01/31/2012 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 542,520.00 01/31/2012 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 795,960.00 01/31/2012 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 31,957.20 01/31/2012 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 855,318.57 01/31/2012 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 3,946,833.86 01/31/2012 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 178,500.02 01/31/2012 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 479,966.73 01/31/2012 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 207,922.78 01/31/2012 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 551,366.74 01/31/2012 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 849,858.45 01/31/2012 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 40,083.17 01/31/2012 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 1,678,916.97 01/31/2012 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 4,897,620.00 01/31/2012 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 310,500.00 01/31/2012 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 62,100.00 01/31/2012 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 182,170.35 01/31/2012 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 738,990.00 01/31/2012 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,574,235.00 01/31/2012 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 47,672.10 01/31/2012 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 2,574,617.53 01/31/2012 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 4,161,465.41 01/31/2012 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 176,333.28 01/31/2012 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 232,759.93 01/31/2012 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 153,163.09 01/31/2012 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 666,539.80 01/31/2012 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 976,886.37 01/31/2012 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 45,529.25 01/31/2012 12X4215 1215201 09/30/2035 02002 4.849999200 172,122,600.0000 2,782,648.24 01/31/2012 12X4215 1215201 09/30/2036 02002 4.849999200 233,000,000.0000 3,766,832.71 01/31/2012 12X4215 1215201 09/30/2037 02002 4.849999200 52,000,000.0000 840,666.53 01/31/2012 12X4215 1215201 09/30/2038 02002 4.849999200 46,350,100.0000 749,326.49 01/31/2012 12X4215 1215201 09/30/2039 02002 4.849999200 4,000.0000 64.67 01/31/2012 12X4215 1215201 09/30/2040 02002 4.849999200 36,200,000.0000 585,233.24 01/31/2012 12X4215 1215201 09/30/2042 02002 4.849999200 30,370,000.0000 490,981.59 01/31/2012 12X4215 1215201 09/30/2043 02002 4.849999200 10,234,000.0000 165,449.64 01/31/2012 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 97.20 01/31/2012 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 2,838,241.50 01/31/2012 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 4,065,000.00 01/31/2012 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,733,355.00 01/31/2012 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 160,125.00 01/31/2012 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 387,465.00 01/31/2012 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 90,000.00 01/31/2012 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 298,500.00 01/31/2012 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 52,725.00 01/31/2012 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 5,902,804.27 01/31/2012 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 5,141,824.79 01/31/2012 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 271,062.32 01/31/2012 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 778,473.30 01/31/2012 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 58,421.69 01/31/2012 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,786,274.69 01/31/2012 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 68,991.45 01/31/2012 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 7,567,825.11 01/31/2012 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 4,240,147.52 01/31/2012 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 868,801.83 01/31/2012 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 57,790.42 01/31/2012 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 123,804.03 01/31/2012 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 59,204.02 01/31/2012 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 10,943,102.83 01/31/2012 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 3,728,505.08 01/31/2012 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 213,793.04 01/31/2012 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 773,598.00 01/31/2012 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 67,011.21 01/31/2012 12X4215 1215201 09/30/2040 02007 4.790001600 815,894,000.0000 13,027,111.88 01/31/2012 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 2,654,315.52 01/31/2012 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 753,914.32 01/31/2012 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 73,127.36 01/31/2012 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 430.20 01/31/2012 12X4215 1215201 09/30/2045 02007 4.790001600 6,000.0000 95.80 01/31/2012 12X4215 1215201 09/30/2041 02008 4.219999200 811,939,000.0000 11,421,273.10 01/31/2012 12X4215 1215201 09/30/2042 02008 4.219999200 201,621,197.0000 2,836,137.63 01/31/2012 12X4215 1215201 09/30/2043 02008 4.219999200 19,995,000.0000 281,262.95 01/31/2012 12X4215 1215201 09/30/2044 02008 4.219999200 286,000.0000 4,023.07 01/31/2012 12X4215 1215201 09/30/2045 02008 4.219999200 10,000.0000 140.67 01/31/2012 12X4215 1215201 09/30/2042 02009 3.629998800 1,068,066,818.0000 12,923,604.23 01/31/2012 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 3,319,404.00 01/31/2012 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 286,370.61 01/31/2012 12X4215 1215201 09/30/2045 02009 3.629998800 104,000.0000 1,258.40 01/31/2012 12X4215 1215201 09/30/2043 02010 3.819999600 1,694,508,000.0000 21,576,732.94 01/31/2012 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 4,095,879.97 01/31/2012 12X4215 1215201 09/30/2045 02010 3.819999600 4,413,000.0000 56,192.19 01/31/2012 12X4215 1215201 09/30/2044 02011 3.800001600 858,897,000.0000 10,879,366.58 01/31/2012 12X4215 1215201 09/30/2045 02011 3.800001600 127,614,000.0000 1,616,444.68 01/31/2012 12X4215 1215201 09/30/2045 02012 3.800001600 183,685,000.0000 2,326,677.65 01/31/2012 ------------------------ ---------------------- 13,870,011,115.0000 220,072,338.71 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 142.96 01/31/2012 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 499.33 01/31/2012 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 1,914.94 01/31/2012 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 74.90 01/31/2012 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 930.18 01/31/2012 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 2,442.00 01/31/2012 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 22,983.39 01/31/2012 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 27,820.50 01/31/2012 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 5,847.87 01/31/2012 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 49,919.33 01/31/2012 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 6,501.03 01/31/2012 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 54,471.67 01/31/2012 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 1,962.77 01/31/2012 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 41,256.96 01/31/2012 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 26,234.99 01/31/2012 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 213.77 01/31/2012 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 829.90 01/31/2012 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,158.00 01/31/2012 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 43,868.89 01/31/2012 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 135.10 01/31/2012 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 26,054.99 01/31/2012 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 2,412.80 01/31/2012 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 61,859.19 01/31/2012 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 6,240.00 01/31/2012 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 29,119.99 01/31/2012 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 38,581.98 01/31/2012 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 15,854.67 01/31/2012 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 368.79 01/31/2012 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 27,228.66 01/31/2012 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 6,893.33 01/31/2012 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 28,435.00 01/31/2012 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 33,819.30 01/31/2012 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 29,605.80 01/31/2012 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 93.81 01/31/2012 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 26,988.66 01/31/2012 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 7,950.00 01/31/2012 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 38,160.00 01/31/2012 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 80,391.62 01/31/2012 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 9,179.00 01/31/2012 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 9,631.10 01/31/2012 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 6,850.00 01/31/2012 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 32,880.01 01/31/2012 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 55,096.16 01/31/2012 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 51,145.32 01/31/2012 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 14,452.86 01/31/2012 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 7,183.33 01/31/2012 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 46,691.66 01/31/2012 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 99,776.21 01/31/2012 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 57,805.51 01/31/2012 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 11,156.97 01/31/2012 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 216.50 01/31/2012 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 51,238.34 01/31/2012 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 116,666.50 01/31/2012 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 49,822.74 01/31/2012 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 100,818.34 01/31/2012 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 102,099.70 01/31/2012 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 16,888.67 01/31/2012 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 179,211.06 01/31/2012 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 313.33 01/31/2012 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 123,636.28 01/31/2012 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 78,391.64 01/31/2012 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 29,067.49 01/31/2012 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 6,121.50 01/31/2012 12X4215 1215202 09/30/2029 02009 3.120001200 12,792,000.0000 133,036.85 01/31/2012 12X4215 1215202 09/30/2030 02009 3.120001200 3,996,000.0000 41,558.42 01/31/2012 12X4215 1215202 09/30/2031 02009 3.120001200 1,351,000.0000 14,050.41 01/31/2012 12X4215 1215202 09/30/2032 02009 3.120001200 6,000.0000 62.40 01/31/2012 12X4215 1215202 09/30/2030 02010 3.200000400 18,161,800.0000 193,725.89 01/31/2012 12X4215 1215202 09/30/2031 02010 3.200000400 3,096,000.0000 33,024.00 01/31/2012 12X4215 1215202 09/30/2032 02010 3.200000400 30,000.0000 320.00 01/31/2012 12X4215 1215202 09/30/2031 02011 3.200000400 14,752,000.0000 157,354.69 01/31/2012 12X4215 1215202 09/30/2032 02011 3.200000400 1,875,000.0000 20,000.00 01/31/2012 12X4215 1215202 09/30/2032 02012 3.200000400 1,064,000.0000 11,349.33 01/31/2012 ------------------------ ---------------------- 184,025,568.0000 2,610,089.28 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 633,836.17 01/31/2012 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 49,533.04 01/31/2012 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 576,334.20 01/31/2012 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 4,884.00 01/31/2012 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 46,153.80 01/31/2012 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 534,395.60 01/31/2012 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 4,481.40 01/31/2012 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 407.40 01/31/2012 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 83,916.00 01/31/2012 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 4,173.60 01/31/2012 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 3,667.73 01/31/2012 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 19,195.80 01/31/2012 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 53.82 01/31/2012 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 80,729.99 01/31/2012 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 119.60 01/31/2012 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 2,531.53 01/31/2012 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 76,924.41 01/31/2012 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 13,053.13 01/31/2012 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 658.47 01/31/2012 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 34,353.50 01/31/2012 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 13,271.50 01/31/2012 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 2,497.67 01/31/2012 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 1,037.17 01/31/2012 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 4,146.63 01/31/2012 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 4,083.73 01/31/2012 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 658.67 01/31/2012 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 1,298.33 01/31/2012 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,435.00 01/31/2012 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 2,725.50 01/31/2012 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 948.00 01/31/2012 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 362.13 01/31/2012 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,845.33 01/31/2012 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 3,129.87 01/31/2012 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 887.33 01/31/2012 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 80.67 01/31/2012 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 2,017.07 01/31/2012 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 601.87 01/31/2012 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 149.65 01/31/2012 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 1,523.97 01/31/2012 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 488.60 01/31/2012 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 4,458.87 01/31/2012 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,314.28 01/31/2012 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 1,200.98 01/31/2012 12X4215 1215203 09/30/2043 02010 3.610000800 1,153,800.0000 13,884.06 01/31/2012 12X4215 1215203 09/30/2044 02011 3.610000800 790,500.0000 9,512.35 01/31/2012 12X4215 1215203 09/30/2044 02012 3.610000800 242,000.0000 2,912.07 01/31/2012 ------------------------ ---------------------- 100,305,300.0000 2,246,874.49 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 6,574.00 01/31/2012 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 41,520.00 01/31/2012 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 36,906.66 01/31/2012 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 899.60 01/31/2012 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 8,304.00 01/31/2012 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 18,015.06 01/31/2012 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 1,176.40 01/31/2012 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 14,264.50 01/31/2012 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 46,835.49 01/31/2012 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2012 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 11,468.00 01/31/2012 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2012 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 493.50 01/31/2012 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 123,284.98 01/31/2012 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 1,654.30 01/31/2012 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 3,984.67 01/31/2012 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 46,333.34 01/31/2012 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 27,800.01 01/31/2012 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 7,181.67 01/31/2012 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 4,517.50 01/31/2012 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 37,066.68 01/31/2012 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 128.40 01/31/2012 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 42,799.99 01/31/2012 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,070.00 01/31/2012 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 8,560.00 01/31/2012 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 9,351.80 01/31/2012 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 54,569.99 01/31/2012 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 30,276.51 01/31/2012 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2012 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 14,093.34 01/31/2012 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 8,053.33 01/31/2012 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 6,382.27 01/31/2012 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 42,280.01 01/31/2012 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 37,068.02 01/31/2012 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 15,946.67 01/31/2012 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 19,933.33 01/31/2012 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 5,122.87 01/31/2012 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 16,484.87 01/31/2012 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 14,072.93 01/31/2012 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 15,587.87 01/31/2012 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 15,886.87 01/31/2012 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 33,248.58 01/31/2012 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 18,966.67 01/31/2012 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 64,486.68 01/31/2012 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 14,319.84 01/31/2012 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 7,586.67 01/31/2012 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 23,708.34 01/31/2012 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 36,308.66 01/31/2012 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 65,983.33 01/31/2012 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 46,652.00 01/31/2012 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 11,199.33 01/31/2012 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 36,932.83 01/31/2012 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 43,691.66 01/31/2012 12X4215 1215206 09/30/2037 02001 4.989999600 5,038,000.0000 83,798.73 01/31/2012 12X4215 1215206 09/30/2038 02001 4.989999600 2,748,000.0000 45,708.40 01/31/2012 12X4215 1215206 09/30/2039 02001 4.989999600 1,593,000.0000 26,496.90 01/31/2012 12X4215 1215206 09/30/2040 02001 4.989999600 388,000.0000 6,453.73 01/31/2012 12X4215 1215206 09/30/2041 02001 4.989999600 148,000.0000 2,461.73 01/31/2012 12X4215 1215206 09/30/2042 02001 4.989999600 3,287,000.0000 54,673.76 01/31/2012 12X4215 1215206 09/30/2043 02001 4.989999600 1,370,000.0000 22,787.66 01/31/2012 12X4215 1215206 09/30/2044 02001 4.989999600 748,000.0000 12,441.73 01/31/2012 12X4215 1215206 09/30/2037 02002 4.799998800 2,583,000.0000 41,327.99 01/31/2012 12X4215 1215206 09/30/2038 02002 4.799998800 7,200,000.0000 115,199.97 01/31/2012 12X4215 1215206 09/30/2039 02002 4.799998800 1,572,000.0000 25,151.99 01/31/2012 12X4215 1215206 09/30/2040 02002 4.799998800 1,812,000.0000 28,991.99 01/31/2012 12X4215 1215206 09/30/2041 02002 4.799998800 105,000.0000 1,680.00 01/31/2012 12X4215 1215206 09/30/2042 02002 4.799998800 2,950,000.0000 47,199.99 01/31/2012 12X4215 1215206 09/30/2043 02002 4.799998800 942,000.0000 15,072.00 01/31/2012 12X4215 1215206 09/30/2044 02002 4.799998800 1,497,000.0000 23,951.99 01/31/2012 12X4215 1215206 09/30/2045 02002 4.799998800 1,054,000.0000 16,864.00 01/31/2012 12X4215 1215206 09/30/2038 02003 4.770000000 938,000.0000 14,914.20 01/31/2012 12X4215 1215206 09/30/2039 02003 4.770000000 4,394,000.0000 69,864.60 01/31/2012 12X4215 1215206 09/30/2040 02003 4.770000000 1,085,000.0000 17,251.50 01/31/2012 12X4215 1215206 09/30/2041 02003 4.770000000 5,590,000.0000 88,881.00 01/31/2012 12X4215 1215206 09/30/2042 02003 4.770000000 7,405,200.0000 117,742.68 01/31/2012 12X4215 1215206 09/30/2043 02003 4.770000000 1,036,000.0000 16,472.40 01/31/2012 12X4215 1215206 09/30/2044 02003 4.770000000 2,760,000.0000 43,884.00 01/31/2012 12X4215 1215206 09/30/2045 02003 4.770000000 111,000.0000 1,764.90 01/31/2012 12X4215 1215206 09/30/2039 02004 4.529998800 1,323,000.0000 19,977.29 01/31/2012 12X4215 1215206 09/30/2040 02004 4.529998800 6,584,000.0000 99,418.37 01/31/2012 12X4215 1215206 09/30/2041 02004 4.529998800 1,165,000.0000 17,591.50 01/31/2012 12X4215 1215206 09/30/2042 02004 4.529998800 5,043,000.0000 76,149.28 01/31/2012 12X4215 1215206 09/30/2043 02004 4.529998800 1,126,000.0000 17,002.60 01/31/2012 12X4215 1215206 09/30/2040 02005 4.600000800 3,448,300.0000 52,873.94 01/31/2012 12X4215 1215206 09/30/2041 02005 4.600000800 4,534,000.0000 69,521.35 01/31/2012 12X4215 1215206 09/30/2042 02005 4.600000800 3,033,000.0000 46,506.01 01/31/2012 12X4215 1215206 09/30/2043 02005 4.600000800 1,950,000.0000 29,900.01 01/31/2012 12X4215 1215206 09/30/2044 02005 4.600000800 610,000.0000 9,353.33 01/31/2012 12X4215 1215206 09/30/2045 02005 4.600000800 135,000.0000 2,070.00 01/31/2012 12X4215 1215206 09/30/2040 02006 4.680000000 414,700.0000 6,469.32 01/31/2012 12X4215 1215206 09/30/2041 02006 4.680000000 2,027,000.0000 31,621.20 01/31/2012 12X4215 1215206 09/30/2042 02006 4.680000000 1,482,000.0000 23,119.20 01/31/2012 12X4215 1215206 09/30/2043 02006 4.680000000 2,763,000.0000 43,102.80 01/31/2012 12X4215 1215206 09/30/2044 02006 4.680000000 780,000.0000 12,168.00 01/31/2012 12X4215 1215206 09/30/2042 02007 4.759999200 846,300.0000 13,427.96 01/31/2012 12X4215 1215206 09/30/2043 02007 4.759999200 7,216,000.0000 114,493.85 01/31/2012 12X4215 1215206 09/30/2044 02007 4.759999200 4,346,700.0000 68,967.63 01/31/2012 12X4215 1215206 09/30/2045 02007 4.759999200 9,000.0000 142.80 01/31/2012 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 6,437.90 01/31/2012 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 4,326.50 01/31/2012 12X4215 1215206 09/30/2044 02008 5.100001200 6,807,500.0000 115,727.53 01/31/2012 12X4215 1215206 09/30/2045 02008 5.100001200 2,023,000.0000 34,391.01 01/31/2012 12X4215 1215206 09/30/2042 02009 4.790001600 468,000.0000 7,472.40 01/31/2012 12X4215 1215206 09/30/2043 02009 4.790001600 2,314,000.0000 36,946.88 01/31/2012 12X4215 1215206 09/30/2044 02009 4.790001600 3,703,100.0000 59,126.18 01/31/2012 12X4215 1215206 09/30/2045 02009 4.790001600 1,961,000.0000 31,310.64 01/31/2012 12X4215 1215206 09/30/2043 02010 2.980000800 1,279,900.0000 12,713.68 01/31/2012 12X4215 1215206 09/30/2044 02010 2.980000800 621,000.0000 6,168.60 01/31/2012 12X4215 1215206 09/30/2045 02010 2.980000800 481,000.0000 4,777.93 01/31/2012 12X4215 1215206 09/30/2044 02011 2.980000800 646,000.0000 6,416.94 01/31/2012 12X4215 1215206 09/30/2045 02011 2.980000800 377,000.0000 3,744.87 01/31/2012 12X4215 1215206 09/30/2045 02012 2.980000800 218,000.0000 2,165.47 01/31/2012 ------------------------ ---------------------- 190,738,500.0000 3,306,908.15 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 1,054,735.49 01/31/2012 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 1,775,472.92 01/31/2012 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 68,199.98 01/31/2012 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 704,733.17 01/31/2012 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 294,282.93 01/31/2012 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 227,333.28 01/31/2012 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 2,773.47 01/31/2012 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 28,416.66 01/31/2012 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 220,513.28 01/31/2012 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 59,743.19 01/31/2012 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 1,538,445.22 01/31/2012 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,240,200.07 01/31/2012 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 780,866.71 01/31/2012 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 287,381.92 01/31/2012 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 211,293.35 01/31/2012 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 237,590.18 01/31/2012 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 109,091.67 01/31/2012 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 79,510.60 01/31/2012 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 26,641.33 01/31/2012 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 449,600.43 01/31/2012 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,512,532.99 01/31/2012 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 685,366.51 01/31/2012 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 390,186.25 01/31/2012 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 226,170.95 01/31/2012 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 288,326.60 01/31/2012 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 298,985.23 01/31/2012 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 179,613.29 01/31/2012 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 61,186.69 01/31/2012 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 17,843.16 01/31/2012 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 822,847.35 01/31/2012 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 44,733.34 01/31/2012 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 22,366.67 01/31/2012 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 313,133.35 01/31/2012 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 23,909.97 01/31/2012 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 149,744.84 01/31/2012 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 49,206.67 01/31/2012 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,409.10 01/31/2012 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 20,152.37 01/31/2012 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 73,765.27 01/31/2012 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 11,384.63 01/31/2012 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 70,349.38 01/31/2012 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 624,466.51 01/31/2012 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 193,799.95 01/31/2012 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 14,375.65 01/31/2012 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 110,293.71 01/31/2012 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 79,673.31 01/31/2012 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 409.13 01/31/2012 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,313.53 01/31/2012 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 125,991.50 01/31/2012 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 3,488.40 01/31/2012 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 321,042.21 01/31/2012 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 337,166.71 01/31/2012 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2012 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2012 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 277,666.70 01/31/2012 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 30,890.42 01/31/2012 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 103,430.85 01/31/2012 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 71,400.01 01/31/2012 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 12,911.50 01/31/2012 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 12,019.00 01/31/2012 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 6,902.00 01/31/2012 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 461,088.63 01/31/2012 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 371,766.77 01/31/2012 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 58,700.02 01/31/2012 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 117,400.03 01/31/2012 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 254,366.74 01/31/2012 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 45,825.15 01/31/2012 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 11,563.90 01/31/2012 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 88,050.02 01/31/2012 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 14,381.50 01/31/2012 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 24,458.34 01/31/2012 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 115,893.40 01/31/2012 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 18,568.77 01/31/2012 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 443,080.74 01/31/2012 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 253,066.63 01/31/2012 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 155,733.31 01/31/2012 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 81,759.99 01/31/2012 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 56,418.29 01/31/2012 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 28,324.00 01/31/2012 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 78,314.39 01/31/2012 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 30,095.46 01/31/2012 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 41,931.19 01/31/2012 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 27,817.86 01/31/2012 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 17,928.80 01/31/2012 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 259,562.37 01/31/2012 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 447,200.06 01/31/2012 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 167,700.02 01/31/2012 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 26,459.34 01/31/2012 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 51,316.21 01/31/2012 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 64,229.11 01/31/2012 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 19,620.90 01/31/2012 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 92,235.01 01/31/2012 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 19,024.64 01/31/2012 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 21,875.54 01/31/2012 12X4215 1215207 09/30/2052 02001 5.330001600 16,224,000.0000 288,246.49 01/31/2012 12X4215 1215207 09/30/2053 02001 5.330001600 27,300,000.0000 485,030.15 01/31/2012 12X4215 1215207 09/30/2055 02001 5.330001600 5,969,000.0000 106,049.27 01/31/2012 12X4215 1215207 09/30/2056 02001 5.330001600 2,953,000.0000 52,464.98 01/31/2012 12X4215 1215207 09/30/2057 02001 5.330001600 2,629,500.0000 46,717.46 01/31/2012 12X4215 1215207 09/30/2058 02001 5.330001600 6,917,000.0000 122,892.07 01/31/2012 12X4215 1215207 09/30/2059 02001 5.330001600 1,781,000.0000 31,642.44 01/31/2012 12X4215 1215207 09/30/2060 02001 5.330001600 2,187,000.0000 38,855.71 01/31/2012 12X4215 1215207 09/30/2061 02001 5.330001600 1,770,000.0000 31,447.01 01/31/2012 12X4215 1215207 09/30/2062 02001 5.330001600 414,000.0000 7,355.40 01/31/2012 12X4215 1215207 09/30/2053 02002 5.050000800 33,561,000.0000 564,943.59 01/31/2012 12X4215 1215207 09/30/2055 02002 5.050000800 12,000,000.0000 202,000.03 01/31/2012 12X4215 1215207 09/30/2056 02002 5.050000800 4,665,000.0000 78,527.51 01/31/2012 12X4215 1215207 09/30/2057 02002 5.050000800 6,254,000.0000 105,275.68 01/31/2012 12X4215 1215207 09/30/2058 02002 5.050000800 4,791,000.0000 80,648.51 01/31/2012 12X4215 1215207 09/30/2059 02002 5.050000800 890,000.0000 14,981.67 01/31/2012 12X4215 1215207 09/30/2060 02002 5.050000800 5,139,000.0000 86,506.51 01/31/2012 12X4215 1215207 09/30/2061 02002 5.050000800 2,095,000.0000 35,265.84 01/31/2012 12X4215 1215207 09/30/2062 02002 5.050000800 61,000.0000 1,026.83 01/31/2012 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 276,437.38 01/31/2012 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 294,293.38 01/31/2012 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 157,033.63 01/31/2012 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 59,949.88 01/31/2012 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 53,369.61 01/31/2012 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 128,232.55 01/31/2012 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 117,518.95 01/31/2012 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 15,045.34 01/31/2012 12X4215 1215207 09/30/2062 02003 4.960000800 554,000.0000 9,159.47 01/31/2012 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 248,556.60 01/31/2012 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 275,319.00 01/31/2012 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 247,811.40 01/31/2012 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 61,462.80 01/31/2012 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 107,424.00 01/31/2012 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 44,712.00 01/31/2012 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 25,369.20 01/31/2012 12X4215 1215207 09/30/2062 02004 4.860000000 936,000.0000 15,163.20 01/31/2012 12X4215 1215207 09/30/2056 02005 4.849999200 11,838,000.0000 191,380.97 01/31/2012 12X4215 1215207 09/30/2057 02005 4.849999200 14,206,000.0000 229,663.63 01/31/2012 12X4215 1215207 09/30/2058 02005 4.849999200 13,856,000.0000 224,005.30 01/31/2012 12X4215 1215207 09/30/2059 02005 4.849999200 6,914,000.0000 111,776.31 01/31/2012 12X4215 1215207 09/30/2060 02005 4.849999200 3,158,000.0000 51,054.32 01/31/2012 12X4215 1215207 09/30/2061 02005 4.849999200 1,067,000.0000 17,249.83 01/31/2012 12X4215 1215207 09/30/2062 02005 4.849999200 260,000.0000 4,203.33 01/31/2012 12X4215 1215207 09/30/2057 02006 4.610001600 7,953,400.0000 122,217.29 01/31/2012 12X4215 1215207 09/30/2058 02006 4.610001600 13,388,000.0000 205,729.00 01/31/2012 12X4215 1215207 09/30/2059 02006 4.610001600 13,287,681.0000 204,187.44 01/31/2012 12X4215 1215207 09/30/2060 02006 4.610001600 8,638,000.0000 132,737.31 01/31/2012 12X4215 1215207 09/30/2061 02006 4.610001600 11,126,000.0000 170,969.59 01/31/2012 12X4215 1215207 09/30/2062 02006 4.610001600 223,000.0000 3,426.77 01/31/2012 12X4215 1215207 09/30/2057 02007 4.460000400 1,833,000.0000 27,250.60 01/31/2012 12X4215 1215207 09/30/2058 02007 4.460000400 11,643,000.0000 173,092.62 01/31/2012 12X4215 1215207 09/30/2059 02007 4.460000400 21,033,000.0000 312,690.63 01/31/2012 12X4215 1215207 09/30/2060 02007 4.460000400 10,666,000.0000 158,567.88 01/31/2012 12X4215 1215207 09/30/2061 02007 4.460000400 7,603,000.0000 113,031.28 01/31/2012 12X4215 1215207 09/30/2062 02007 4.460000400 659,000.0000 9,797.13 01/31/2012 12X4215 1215207 09/30/2058 02008 4.420000800 463,600.0000 6,830.37 01/31/2012 12X4215 1215207 09/30/2059 02008 4.420000800 12,259,000.0000 180,615.97 01/31/2012 12X4215 1215207 09/30/2060 02008 4.420000800 13,486,000.0000 198,693.77 01/31/2012 12X4215 1215207 09/30/2061 02008 4.420000800 7,145,000.0000 105,269.69 01/31/2012 12X4215 1215207 09/30/2062 02008 4.420000800 2,553,000.0000 37,614.21 01/31/2012 12X4215 1215207 09/30/2060 02009 4.569998400 12,301,200.0000 187,388.21 01/31/2012 12X4215 1215207 09/30/2061 02009 4.569998400 13,088,000.0000 199,373.80 01/31/2012 12X4215 1215207 09/30/2062 02009 4.569998400 2,532,000.0000 38,570.79 01/31/2012 12X4215 1215207 09/30/2060 02010 3.309998400 4,607,500.0000 50,836.06 01/31/2012 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 134,275.05 01/31/2012 12X4215 1215207 09/30/2062 02010 3.309998400 5,272,000.0000 58,167.71 01/31/2012 12X4215 1215207 09/30/2061 02011 4.590000000 4,917,000.0000 75,230.10 01/31/2012 12X4215 1215207 09/30/2062 02011 4.590000000 3,707,000.0000 56,717.10 01/31/2012 12X4215 1215207 09/30/2062 02012 4.590000000 10,000.0000 153.00 01/31/2012 ------------------------ ---------------------- 1,479,971,242.0000 29,302,207.96 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 1,122.00 01/31/2012 12X4215 1215208 09/30/2012 02006 3.629998800 336,000.0000 4,065.60 01/31/2012 12X4215 1215208 09/30/2013 02006 3.629998800 25,000.0000 302.50 01/31/2012 12X4215 1215208 09/30/2013 02007 3.549999600 303,000.0000 3,585.50 01/31/2012 12X4215 1215208 09/30/2014 02007 3.549999600 726,000.0000 8,591.00 01/31/2012 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 3,518.40 01/31/2012 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 187.20 01/31/2012 12X4215 1215208 09/30/2012 02009 2.409998400 106,000.0000 851.53 01/31/2012 12X4215 1215208 09/30/2013 02009 2.409998400 259,000.0000 2,080.63 01/31/2012 12X4215 1215208 09/30/2014 02009 2.409998400 2,000.0000 16.07 01/31/2012 12X4215 1215208 09/30/2015 02009 2.409998400 25,000.0000 200.83 01/31/2012 12X4215 1215208 09/30/2015 02010 2.409998400 268,000.0000 2,152.93 01/31/2012 ------------------------ ---------------------- 2,921,000.0000 26,674.19 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 14,312.98 01/31/2012 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 1,681.30 01/31/2012 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 12,062.34 01/31/2012 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 46,300.04 01/31/2012 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 3,723.50 01/31/2012 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 541.60 01/31/2012 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 32,020.13 01/31/2012 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 2,273.70 01/31/2012 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 6,669.69 01/31/2012 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 2,208.61 01/31/2012 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 199.33 01/31/2012 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 3,152.89 01/31/2012 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 37,298.27 01/31/2012 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 213.03 01/31/2012 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 2,363.80 01/31/2012 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 180.20 01/31/2012 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 294.68 01/31/2012 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 31.80 01/31/2012 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 7,400.92 01/31/2012 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 2,536.38 01/31/2012 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,268.00 01/31/2012 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 466.83 01/31/2012 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 141.75 01/31/2012 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 13,078.80 01/31/2012 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 10,780.00 01/31/2012 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 93.33 01/31/2012 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 7,653.34 01/31/2012 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 168.00 01/31/2012 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 12,325.13 01/31/2012 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 816.67 01/31/2012 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 5,749.33 01/31/2012 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 1,813.00 01/31/2012 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 2,453.14 01/31/2012 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 173.00 01/31/2012 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,557.00 01/31/2012 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 9,160.10 01/31/2012 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 2,643.20 01/31/2012 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 582.40 01/31/2012 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 12,758.01 01/31/2012 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,858.20 01/31/2012 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 228.20 01/31/2012 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 13,060.60 01/31/2012 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,080.20 01/31/2012 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 589.20 01/31/2012 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 81.83 01/31/2012 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 12,835.37 01/31/2012 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 544.70 01/31/2012 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 279.33 01/31/2012 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 11,852.80 01/31/2012 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,344.00 01/31/2012 12X4215 1215209 09/30/2060 02010 4.389998400 694,000.0000 10,155.53 01/31/2012 12X4215 1215209 09/30/2061 02011 4.389998400 183,000.0000 2,677.90 01/31/2012 ------------------------ ---------------------- 16,989,600.0000 316,734.08 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 537.00 01/31/2012 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 2,327.00 01/31/2012 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 70.53 01/31/2012 12X4215 1215212 09/30/2014 02002 5.289998400 251,000.0000 4,425.97 01/31/2012 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 1,792.08 01/31/2012 ------------------------ ---------------------- 541,500.0000 9,152.58 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 3.700000800 3.0000 0.04 01/31/2012 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 801.67 01/31/2012 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 1.16 01/31/2012 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 3,258.00 01/31/2012 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 14,757.54 01/31/2012 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 3,216.77 01/31/2012 12X4215 1215401 09/30/2014 02006 3.409999200 71,400.0000 811.58 01/31/2012 12X4215 1215401 09/30/2014 02007 2.459998800 9,000.0000 73.80 01/31/2012 ------------------------ ---------------------- 1,921,503.0000 22,920.56 ======================== ====================== 15,847,425,328.0000 257,913,900.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00