Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.729998400 31,826,000.0000 356,981.55 11/30/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 181,889.42 11/30/2011 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 4,811.95 11/30/2011 12X4208 1208845 09/30/2028 01993 6.590001600 24,589,000.0000 270,069.25 11/30/2011 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 74,961.27 11/30/2011 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 5,854.12 11/30/2011 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 181,895.03 11/30/2011 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 2,284.53 11/30/2011 ------------------------ ---------------------- 97,187,000.0000 1,078,747.12 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 567,386.55 11/30/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 6,776.25 11/30/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 230,577.89 11/30/2011 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 86,295.85 11/30/2011 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 527,084.54 11/30/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 7,199.70 11/30/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 809,675.14 11/30/2011 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 275,802.15 11/30/2011 ------------------------ ---------------------- 215,959,300.0000 2,510,798.07 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 337,867.28 11/30/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 621.87 11/30/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 9,973.34 11/30/2011 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 7,474.14 11/30/2011 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 277,286.87 11/30/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 489.87 11/30/2011 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 10,086.80 11/30/2011 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 309,956.96 11/30/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 387.00 11/30/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 2,687.50 11/30/2011 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 5,633.00 11/30/2011 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 382,731.93 11/30/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 41.86 11/30/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 3,488.33 11/30/2011 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 622,907.69 11/30/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 25,070.01 11/30/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 2,500.00 11/30/2011 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 244,653.12 11/30/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 6,413.33 11/30/2011 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 728,105.52 11/30/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 191.00 11/30/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 4,297.50 11/30/2011 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 687,683.39 11/30/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 26,666.67 11/30/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 16,666.67 11/30/2011 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 613,643.11 11/30/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 37,529.66 11/30/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 6,386.67 11/30/2011 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 641,823.69 11/30/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 114,233.17 11/30/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 26,258.24 11/30/2011 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 855.65 11/30/2011 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 1,246,563.13 11/30/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 224,127.32 11/30/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 94,995.97 11/30/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 20,901.77 11/30/2011 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 3,564.40 11/30/2011 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 413,757.75 11/30/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 187,225.22 11/30/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 112,658.08 11/30/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 121,371.54 11/30/2011 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 15,621.78 11/30/2011 12X4208 1208850 09/30/2041 02006 4.439998800 17,082,000.0000 126,406.77 11/30/2011 12X4208 1208850 09/30/2042 02006 4.439998800 18,447,000.0000 136,507.76 11/30/2011 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 150,042.36 11/30/2011 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 35,682.79 11/30/2011 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 8,132.60 11/30/2011 12X4208 1208850 09/30/2042 02007 4.470001200 47,075,000.0000 350,708.84 11/30/2011 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 147,524.94 11/30/2011 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 90,785.72 11/30/2011 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 50,242.81 11/30/2011 12X4208 1208850 09/30/2046 02007 4.470001200 686,000.0000 5,110.70 11/30/2011 12X4208 1208850 09/30/2043 02008 4.169998800 35,371,000.0000 245,828.38 11/30/2011 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 141,689.61 11/30/2011 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 111,352.87 11/30/2011 12X4208 1208850 09/30/2044 02009 4.619998800 11,845,000.0000 91,206.48 11/30/2011 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 125,925.77 11/30/2011 12X4208 1208850 09/30/2046 02009 4.619998800 308,000.0000 2,371.60 11/30/2011 12X4208 1208850 09/30/2045 02010 2.970000000 7,636,000.0000 37,798.20 11/30/2011 12X4208 1208850 09/30/2046 02010 2.970000000 1,900,000.0000 9,405.00 11/30/2011 12X4208 1208850 09/30/2045 02011 4.320000000 100,000.0000 720.00 11/30/2011 ------------------------ ---------------------- 1,134,904,387.2200 9,462,842.00 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 1,917,685.79 11/30/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 157,778.30 11/30/2011 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 2,612,902.35 11/30/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 167,279.98 11/30/2011 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 3,177,149.07 11/30/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 94,800.02 11/30/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 70,573.35 11/30/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 19,486.67 11/30/2011 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 2,825,352.44 11/30/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 110,520.03 11/30/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 45,026.68 11/30/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 15,360.24 11/30/2011 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 3,186,222.07 11/30/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 73,013.31 11/30/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 83,373.31 11/30/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 13,083.20 11/30/2011 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 2,407.47 11/30/2011 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 1,911,471.75 11/30/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 23,560.00 11/30/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 60,863.33 11/30/2011 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 24,522.03 11/30/2011 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 1,879,659.22 11/30/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 69,579.99 11/30/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 57,329.99 11/30/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 22,275.40 11/30/2011 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 18,237.80 11/30/2011 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 1,681,398.27 11/30/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 22,316.67 11/30/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 59,225.02 11/30/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 18,668.76 11/30/2011 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 6,188.59 11/30/2011 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 3,053,200.80 11/30/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 43,687.80 11/30/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 14,492.40 11/30/2011 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 4,594.20 11/30/2011 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 478,954.09 11/30/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 64,829.19 11/30/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 95,045.06 11/30/2011 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 2,743,228.69 11/30/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 635,558.86 11/30/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 589,277.96 11/30/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 118,446.41 11/30/2011 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 19,579.50 11/30/2011 12X4208 1208810 09/30/2040 02005 4.500000000 38,554,800.0000 289,161.00 11/30/2011 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 161,040.00 11/30/2011 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 116,790.00 11/30/2011 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 65,775.00 11/30/2011 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 20,452.50 11/30/2011 12X4208 1208810 09/30/2041 02006 4.430001600 34,907,000.0000 257,730.11 11/30/2011 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 150,007.24 11/30/2011 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 95,850.47 11/30/2011 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 142,483.62 11/30/2011 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 9,864.14 11/30/2011 12X4208 1208810 09/30/2042 02007 4.230000000 37,814,800.0000 266,594.34 11/30/2011 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 190,476.90 11/30/2011 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 58,176.60 11/30/2011 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 100,279.20 11/30/2011 12X4208 1208810 09/30/2046 02007 4.230000000 591,000.0000 4,166.55 11/30/2011 ------------------------ ---------------------- 3,292,249,600.0000 30,217,053.73 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.369998400 11,012,200.0000 116,912.83 11/30/2011 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 21,530.59 11/30/2011 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 1,550.03 11/30/2011 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 2,155.18 11/30/2011 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 881.18 11/30/2011 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 132,270.05 11/30/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 801.33 11/30/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 11,699.46 11/30/2011 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 1,222.03 11/30/2011 12X4208 1208855 09/30/2031 01996 5.969998800 16,877,000.0000 167,926.12 11/30/2011 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 27,491.84 11/30/2011 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 3,472.55 11/30/2011 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 1,920.35 11/30/2011 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 477.60 11/30/2011 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 203,854.89 11/30/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 10,754.10 11/30/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 718.20 11/30/2011 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 859.95 11/30/2011 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 188,185.85 11/30/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 33,569.42 11/30/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 755.77 11/30/2011 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 296.57 11/30/2011 12X4208 1208855 09/30/2034 01999 5.429998800 22,040,000.0000 199,461.96 11/30/2011 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 18,950.70 11/30/2011 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 18,851.15 11/30/2011 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 2,298.70 11/30/2011 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 3,366.60 11/30/2011 12X4208 1208855 09/30/2035 02000 4.960000800 21,623,000.0000 178,750.16 11/30/2011 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 90.93 11/30/2011 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 239.73 11/30/2011 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 62,057.88 11/30/2011 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 3,240.53 11/30/2011 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 1,198.67 11/30/2011 12X4208 1208855 09/30/2036 02001 5.220000000 20,754,000.0000 180,559.80 11/30/2011 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 13,076.10 11/30/2011 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 14,790.00 11/30/2011 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 4,358.70 11/30/2011 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,035.30 11/30/2011 12X4208 1208855 09/30/2037 02002 4.259998800 12,140,000.0000 86,193.98 11/30/2011 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 70,978.68 11/30/2011 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 40,214.39 11/30/2011 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 30,813.99 11/30/2011 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 1,512.30 11/30/2011 12X4208 1208855 09/30/2038 02003 4.209998400 20,498,300.0000 143,829.68 11/30/2011 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 65,851.39 11/30/2011 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 31,687.25 11/30/2011 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 15,724.34 11/30/2011 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 1,227.92 11/30/2011 12X4208 1208855 09/30/2039 02004 4.280000400 36,031,000.0000 257,021.16 11/30/2011 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 48,271.27 11/30/2011 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 5,364.27 11/30/2011 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 45,888.74 11/30/2011 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 19,288.54 11/30/2011 12X4208 1208855 09/30/2040 02005 4.399999200 38,904,000.0000 285,295.95 11/30/2011 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 203,463.30 11/30/2011 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 66,659.99 11/30/2011 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 55,879.99 11/30/2011 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 27,961.99 11/30/2011 12X4208 1208855 09/30/2046 02005 4.399999200 2,917,000.0000 21,391.33 11/30/2011 12X4208 1208855 09/30/2041 02006 4.050000000 7,784,000.0000 52,542.00 11/30/2011 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 243,904.50 11/30/2011 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 86,946.75 11/30/2011 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 129,053.25 11/30/2011 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 130,545.00 11/30/2011 12X4208 1208855 09/30/2046 02006 4.050000000 7,047,000.0000 47,567.25 11/30/2011 12X4208 1208855 09/30/2042 02007 4.129999200 14,259,100.0000 98,150.12 11/30/2011 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 102,575.41 11/30/2011 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 91,217.92 11/30/2011 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 45,870.52 11/30/2011 12X4208 1208855 09/30/2046 02007 4.129999200 546,000.0000 3,758.30 11/30/2011 12X4208 1208855 09/30/2043 02008 4.600000800 8,105,400.0000 62,141.41 11/30/2011 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 113,144.69 11/30/2011 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 152,620.36 11/30/2011 12X4208 1208855 09/30/2046 02008 4.600000800 1,137,000.0000 8,717.00 11/30/2011 12X4208 1208855 09/30/2043 02009 4.500000000 21,799,900.0000 163,499.25 11/30/2011 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 47,475.00 11/30/2011 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 76,957.50 11/30/2011 12X4208 1208855 09/30/2046 02009 4.500000000 1,593,000.0000 11,947.50 11/30/2011 12X4208 1208855 09/30/2044 02010 2.720001600 14,352,000.0000 65,062.44 11/30/2011 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 74,682.18 11/30/2011 12X4208 1208855 09/30/2046 02010 2.720001600 163,000.0000 738.93 11/30/2011 ------------------------ ---------------------- 654,324,846.5100 4,965,270.53 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 213,526.75 11/30/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 5,591.67 11/30/2011 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 253,888.73 11/30/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 19,601.50 11/30/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 3,447.50 11/30/2011 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 160,968.88 11/30/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 22,177.75 11/30/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 10,150.00 11/30/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 4,577.65 11/30/2011 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 243.60 11/30/2011 12X4208 1208815 09/30/2036 01996 6.090001200 943,000.0000 9,571.45 11/30/2011 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 292,001.40 11/30/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 16,023.90 11/30/2011 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 45,255.66 11/30/2011 12X4208 1208815 09/30/2033 01998 5.479999200 57,720,000.0000 527,175.92 11/30/2011 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 31,226.86 11/30/2011 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 17,526.86 11/30/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 44,525.90 11/30/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 20,785.77 11/30/2011 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 577,986.29 11/30/2011 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 209,513.60 11/30/2011 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 40,582.09 11/30/2011 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 42,813.33 11/30/2011 12X4208 1208815 09/30/2035 02000 4.939999200 67,788,000.0000 558,121.11 11/30/2011 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 177,357.33 11/30/2011 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 160,977.60 11/30/2011 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 127,531.85 11/30/2011 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 1,325.87 11/30/2011 12X4208 1208815 09/30/2036 02001 4.520001600 60,269,000.0000 454,026.63 11/30/2011 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 212,760.00 11/30/2011 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 116,625.60 11/30/2011 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 114,422.40 11/30/2011 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 51,415.20 11/30/2011 12X4208 1208815 09/30/2037 02002 4.320000000 49,129,000.0000 353,728.80 11/30/2011 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 153,922.65 11/30/2011 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 100,807.95 11/30/2011 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 62,709.75 11/30/2011 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 28,517.25 11/30/2011 12X4208 1208815 09/30/2038 02003 4.230000000 56,552,000.0000 398,691.60 11/30/2011 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 9,411.60 11/30/2011 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 3,649.80 11/30/2011 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 4,217.40 11/30/2011 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 1,795.20 11/30/2011 12X4208 1208815 09/30/2039 02004 3.960000000 15,710,000.0000 103,686.00 11/30/2011 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 286,738.20 11/30/2011 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 133,270.20 11/30/2011 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 20,146.35 11/30/2011 12X4208 1208815 09/30/2040 02005 4.410000000 83,731,000.0000 615,422.85 11/30/2011 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 454,454.32 11/30/2011 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 241,914.77 11/30/2011 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 158,935.64 11/30/2011 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 76,803.32 11/30/2011 12X4208 1208815 09/30/2036 02006 4.380001200 1,233,000.0000 9,000.90 11/30/2011 12X4208 1208815 09/30/2041 02006 4.380001200 93,549,000.0000 682,907.89 11/30/2011 12X4208 1208815 09/30/2032 02007 4.309999200 18,373,000.0000 131,979.36 11/30/2011 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 255,503.94 11/30/2011 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 265,589.33 11/30/2011 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 127,231.18 11/30/2011 12X4208 1208815 09/30/2036 02007 4.309999200 5,864,000.0000 42,123.06 11/30/2011 12X4208 1208815 09/30/2033 02008 3.809998800 68,919,500.0000 437,638.69 11/30/2011 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 560,711.17 11/30/2011 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 352,069.29 11/30/2011 12X4208 1208815 09/30/2036 02008 3.809998800 6,107,000.0000 38,779.44 11/30/2011 12X4208 1208815 09/30/2033 02009 4.119998400 5,838,300.0000 40,089.64 11/30/2011 12X4208 1208815 09/30/2034 02009 4.119998400 47,180,000.0000 323,969.21 11/30/2011 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 345,365.73 11/30/2011 12X4208 1208815 09/30/2036 02009 4.119998400 3,039,000.0000 20,867.79 11/30/2011 12X4208 1208815 09/30/2034 02010 2.990001600 3,913,500.0000 19,502.29 11/30/2011 12X4208 1208815 09/30/2035 02010 2.990001600 60,907,000.0000 303,520.05 11/30/2011 12X4208 1208815 09/30/2036 02010 2.990001600 7,172,000.0000 35,740.49 11/30/2011 12X4208 1208815 09/30/2035 02011 4.070001600 3,848,000.0000 26,102.28 11/30/2011 12X4208 1208815 09/30/2036 02011 4.070001600 3,304,000.0000 22,412.14 11/30/2011 ------------------------ ---------------------- 1,595,312,800.0000 11,793,654.17 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 3,637,356.48 11/30/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 26,486.83 11/30/2011 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 2,895.67 11/30/2011 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 5,161,234.71 11/30/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 28,245.04 11/30/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 18,840.67 11/30/2011 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 14,793.12 11/30/2011 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 6,855,828.13 11/30/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 1,393,647.32 11/30/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 62,893.24 11/30/2011 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 11,825.00 11/30/2011 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 5,385,638.68 11/30/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 2,042,377.71 11/30/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 808,305.33 11/30/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 108,859.01 11/30/2011 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 81,032.71 11/30/2011 12X4208 1208870 09/30/2040 02005 4.539999600 706,201,200.0000 5,343,588.61 11/30/2011 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 1,241,372.09 11/30/2011 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 344,934.04 11/30/2011 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 140,354.09 11/30/2011 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 1,835,761.90 11/30/2011 12X4208 1208870 09/30/2041 02006 4.439998800 547,793,000.0000 4,053,667.10 11/30/2011 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 652,250.62 11/30/2011 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 401,361.09 11/30/2011 12X4208 1208870 09/30/2044 02006 4.439998800 750,000.0000 5,550.00 11/30/2011 12X4208 1208870 09/30/2040 02007 4.200001200 288,949,000.0000 2,022,643.58 11/30/2011 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 2,936,388.84 11/30/2011 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 819,931.23 11/30/2011 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 563,031.16 11/30/2011 12X4208 1208870 09/30/2044 02007 4.200001200 1,234,000.0000 8,638.00 11/30/2011 ------------------------ ---------------------- 6,013,288,200.0000 46,009,732.00 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 1,389.58 11/30/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 4,935.42 11/30/2011 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 1,610.00 11/30/2011 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 170,334.96 11/30/2011 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 18,321.20 11/30/2011 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 285,748.64 11/30/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 437.95 11/30/2011 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 8,718.50 11/30/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 10,206.84 11/30/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 351,035.29 11/30/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 5,945.50 11/30/2011 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 6,407.67 11/30/2011 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 203,424.00 11/30/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 88,173.96 11/30/2011 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 26,533.90 11/30/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 171,281.25 11/30/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 199,568.45 11/30/2011 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 66,971.22 11/30/2011 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 152.00 11/30/2011 12X4208 1208820 09/30/2046 02006 4.560001200 385,000.0000 2,926.00 11/30/2011 12X4208 1208820 09/30/2046 02007 4.320000000 1,161,000.0000 8,359.20 11/30/2011 12X4208 1208820 09/30/2046 02008 4.240000800 1,213,000.0000 8,571.87 11/30/2011 12X4208 1208820 09/30/2046 02009 3.179998800 5,935,000.0000 31,455.49 11/30/2011 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 13,779.99 11/30/2011 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 43,189.68 11/30/2011 12X4208 1208820 09/30/2046 02010 3.179998800 1,099,000.0000 5,824.70 11/30/2011 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 122,515.91 11/30/2011 12X4208 1208820 09/30/2046 02011 4.449999600 494,000.0000 3,663.83 11/30/2011 ------------------------ ---------------------- 246,656,002.0000 1,861,483.00 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 7,831.50 11/30/2011 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 6,276.55 11/30/2011 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 1,284.82 11/30/2011 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 13,151.67 11/30/2011 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 5,041.67 11/30/2011 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 4,668.58 11/30/2011 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 1,951.13 11/30/2011 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 193.97 11/30/2011 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 3,128.77 11/30/2011 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 10,804.91 11/30/2011 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 5,117.00 11/30/2011 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 5,158.67 11/30/2011 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 280.17 11/30/2011 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 690.17 11/30/2011 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 12,054.00 11/30/2011 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 1,560.60 11/30/2011 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 353.60 11/30/2011 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 14,198.40 11/30/2011 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 204.00 11/30/2011 12X4208 1208825 09/30/2045 02005 4.079998800 756,000.0000 5,140.80 11/30/2011 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 4,576.40 11/30/2011 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 1,067.60 11/30/2011 12X4208 1208825 09/30/2045 02006 4.079998800 1,597,000.0000 10,859.60 11/30/2011 12X4208 1208825 09/30/2045 02009 3.960000000 30,000.0000 198.00 11/30/2011 12X4208 1208825 09/30/2046 02009 2.930000400 48,000.0000 234.40 11/30/2011 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 535.70 11/30/2011 12X4208 1208825 09/30/2045 02010 2.930000400 1,243,500.0000 6,072.43 11/30/2011 12X4208 1208825 09/30/2046 02010 2.930000400 36,000.0000 175.80 11/30/2011 12X4208 1208825 09/30/2045 02011 4.060000800 1,420,000.0000 9,608.67 11/30/2011 12X4208 1208825 09/30/2046 02011 4.060000800 314,000.0000 2,124.73 11/30/2011 ------------------------ ---------------------- 17,701,700.0000 134,544.31 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 284,178.76 11/30/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 8,133.34 11/30/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 146,274.63 11/30/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 337,054.61 11/30/2011 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 112,728.77 11/30/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 146,250.00 11/30/2011 ------------------------ ---------------------- 139,635,581.2200 1,034,620.11 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 102,776.32 11/30/2011 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 224,019.82 11/30/2011 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 29,866.66 11/30/2011 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 40,193.05 11/30/2011 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 27,922.96 11/30/2011 ------------------------ ---------------------- 54,845,900.0000 424,778.81 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 142,127.08 11/30/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 8,139.92 11/30/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 2,020.83 11/30/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 6,062.50 11/30/2011 ------------------------ ---------------------- 19,589,735.0000 158,350.33 ======================== ====================== 13,481,655,051.9500 109,651,874.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00