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 713,963.10 01/31/2012 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 363,778.85 01/31/2012 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 9,623.90 01/31/2012 12X4208 1208845 09/30/2028 01993 6.590001600 24,589,000.0000 540,138.50 01/31/2012 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 149,922.54 01/31/2012 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 11,708.24 01/31/2012 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 363,790.05 01/31/2012 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 4,569.07 01/31/2012 ------------------------ ---------------------- 97,187,000.0000 2,157,494.25 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 1,134,773.09 01/31/2012 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 13,552.50 01/31/2012 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 461,155.77 01/31/2012 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 172,591.71 01/31/2012 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 1,054,169.07 01/31/2012 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 14,399.40 01/31/2012 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 1,619,350.28 01/31/2012 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 551,604.29 01/31/2012 ------------------------ ---------------------- 215,959,300.0000 5,021,596.11 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 675,734.55 01/31/2012 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,243.73 01/31/2012 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 19,946.67 01/31/2012 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 14,948.27 01/31/2012 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 554,573.73 01/31/2012 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 979.73 01/31/2012 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 20,173.60 01/31/2012 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 619,913.92 01/31/2012 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 774.00 01/31/2012 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 5,375.00 01/31/2012 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 11,266.00 01/31/2012 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 765,463.87 01/31/2012 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 83.72 01/31/2012 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 6,976.67 01/31/2012 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 1,245,815.38 01/31/2012 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 50,140.01 01/31/2012 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 5,000.00 01/31/2012 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 489,306.24 01/31/2012 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 12,826.66 01/31/2012 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 1,456,211.04 01/31/2012 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 382.00 01/31/2012 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 8,595.00 01/31/2012 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 1,375,366.78 01/31/2012 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 53,333.34 01/31/2012 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 33,333.34 01/31/2012 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 1,227,286.23 01/31/2012 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 75,059.33 01/31/2012 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 12,773.34 01/31/2012 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 1,283,647.37 01/31/2012 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 228,466.34 01/31/2012 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 52,516.49 01/31/2012 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 1,711.30 01/31/2012 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 2,493,126.26 01/31/2012 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 448,254.64 01/31/2012 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 189,991.93 01/31/2012 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 41,803.54 01/31/2012 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 7,128.80 01/31/2012 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 827,515.51 01/31/2012 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 374,450.44 01/31/2012 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 225,316.15 01/31/2012 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 242,743.08 01/31/2012 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 31,243.56 01/31/2012 12X4208 1208850 09/30/2041 02006 4.439998800 17,082,000.0000 252,813.53 01/31/2012 12X4208 1208850 09/30/2042 02006 4.439998800 18,447,000.0000 273,015.53 01/31/2012 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 300,084.72 01/31/2012 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 71,365.58 01/31/2012 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 16,265.20 01/31/2012 12X4208 1208850 09/30/2042 02007 4.470001200 47,075,000.0000 701,417.69 01/31/2012 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 295,049.88 01/31/2012 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 181,571.45 01/31/2012 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 100,485.63 01/31/2012 12X4208 1208850 09/30/2046 02007 4.470001200 1,679,000.0000 25,017.11 01/31/2012 12X4208 1208850 09/30/2043 02008 4.169998800 35,371,000.0000 491,656.76 01/31/2012 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 283,379.22 01/31/2012 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 222,705.74 01/31/2012 12X4208 1208850 09/30/2046 02008 4.169998800 1,549,000.0000 21,531.09 01/31/2012 12X4208 1208850 09/30/2044 02009 4.619998800 11,845,000.0000 182,412.95 01/31/2012 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 251,851.53 01/31/2012 12X4208 1208850 09/30/2046 02009 4.619998800 1,246,000.0000 19,188.40 01/31/2012 12X4208 1208850 09/30/2045 02010 2.970000000 7,636,000.0000 75,596.40 01/31/2012 12X4208 1208850 09/30/2046 02010 2.970000000 1,900,000.0000 18,810.00 01/31/2012 12X4208 1208850 09/30/2045 02011 4.320000000 100,000.0000 1,440.00 01/31/2012 ------------------------ ---------------------- 1,138,384,387.2200 18,976,455.97 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 3,835,371.58 01/31/2012 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 315,556.59 01/31/2012 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 5,225,804.70 01/31/2012 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 334,559.96 01/31/2012 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 6,354,298.14 01/31/2012 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 189,600.05 01/31/2012 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 141,146.70 01/31/2012 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 38,973.34 01/31/2012 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 5,650,704.87 01/31/2012 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 221,040.06 01/31/2012 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 90,053.36 01/31/2012 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 30,720.47 01/31/2012 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 6,372,444.14 01/31/2012 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 146,026.63 01/31/2012 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 166,746.62 01/31/2012 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 26,166.39 01/31/2012 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 4,814.93 01/31/2012 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 3,822,943.51 01/31/2012 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 47,120.00 01/31/2012 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 121,726.66 01/31/2012 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 49,044.06 01/31/2012 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 3,759,318.43 01/31/2012 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 139,159.97 01/31/2012 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 114,659.98 01/31/2012 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 44,550.79 01/31/2012 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 36,475.59 01/31/2012 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 3,362,796.54 01/31/2012 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 44,633.35 01/31/2012 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 118,450.04 01/31/2012 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 37,337.51 01/31/2012 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 12,377.17 01/31/2012 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 6,106,401.60 01/31/2012 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 87,375.60 01/31/2012 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 28,984.80 01/31/2012 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 9,188.40 01/31/2012 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 957,908.19 01/31/2012 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 129,658.39 01/31/2012 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 190,090.12 01/31/2012 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 5,486,457.38 01/31/2012 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,271,117.71 01/31/2012 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,178,555.93 01/31/2012 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 236,892.83 01/31/2012 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 39,158.99 01/31/2012 12X4208 1208810 09/30/2040 02005 4.500000000 38,554,800.0000 578,322.00 01/31/2012 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 322,080.00 01/31/2012 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 233,580.00 01/31/2012 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 131,550.00 01/31/2012 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 40,905.00 01/31/2012 12X4208 1208810 09/30/2041 02006 4.430001600 34,907,000.0000 515,460.22 01/31/2012 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 300,014.48 01/31/2012 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 191,700.94 01/31/2012 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 284,967.24 01/31/2012 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 19,728.27 01/31/2012 12X4208 1208810 09/30/2042 02007 4.230000000 37,814,800.0000 533,188.68 01/31/2012 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 380,953.80 01/31/2012 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 116,353.20 01/31/2012 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 200,558.40 01/31/2012 12X4208 1208810 09/30/2046 02007 4.230000000 591,000.0000 8,333.10 01/31/2012 ------------------------ ---------------------- 3,292,249,600.0000 60,434,107.40 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.369998400 11,012,200.0000 233,825.65 01/31/2012 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 43,061.19 01/31/2012 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 3,100.07 01/31/2012 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 4,310.37 01/31/2012 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 1,762.37 01/31/2012 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 264,540.10 01/31/2012 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,602.67 01/31/2012 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 23,398.93 01/31/2012 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 2,444.07 01/31/2012 12X4208 1208855 09/30/2031 01996 5.969998800 16,877,000.0000 335,852.23 01/31/2012 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 54,983.69 01/31/2012 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 6,945.10 01/31/2012 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 3,840.70 01/31/2012 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 955.20 01/31/2012 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 407,709.79 01/31/2012 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 21,508.20 01/31/2012 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,436.40 01/31/2012 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,719.90 01/31/2012 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 376,371.70 01/31/2012 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 67,138.85 01/31/2012 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,511.53 01/31/2012 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 593.13 01/31/2012 12X4208 1208855 09/30/2034 01999 5.429998800 22,040,000.0000 398,923.91 01/31/2012 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 37,901.39 01/31/2012 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 37,702.29 01/31/2012 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 4,597.40 01/31/2012 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 6,733.20 01/31/2012 12X4208 1208855 09/30/2035 02000 4.960000800 21,623,000.0000 357,500.32 01/31/2012 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 181.87 01/31/2012 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 479.47 01/31/2012 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 124,115.75 01/31/2012 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 6,481.07 01/31/2012 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 2,397.33 01/31/2012 12X4208 1208855 09/30/2036 02001 5.220000000 20,754,000.0000 361,119.60 01/31/2012 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 26,152.20 01/31/2012 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 29,580.00 01/31/2012 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 8,717.40 01/31/2012 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,070.60 01/31/2012 12X4208 1208855 09/30/2037 02002 4.259998800 12,140,000.0000 172,387.95 01/31/2012 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 141,957.36 01/31/2012 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 80,428.78 01/31/2012 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 61,627.98 01/31/2012 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 3,024.60 01/31/2012 12X4208 1208855 09/30/2038 02003 4.209998400 20,498,300.0000 287,659.37 01/31/2012 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 131,702.78 01/31/2012 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 63,374.51 01/31/2012 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 31,448.69 01/31/2012 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 2,455.83 01/31/2012 12X4208 1208855 09/30/2039 02004 4.280000400 36,031,000.0000 514,042.31 01/31/2012 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 96,542.54 01/31/2012 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 10,728.53 01/31/2012 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 91,777.48 01/31/2012 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 38,577.07 01/31/2012 12X4208 1208855 09/30/2040 02005 4.399999200 38,904,000.0000 570,591.90 01/31/2012 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 406,926.59 01/31/2012 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 133,319.98 01/31/2012 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 111,759.98 01/31/2012 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 55,923.99 01/31/2012 12X4208 1208855 09/30/2046 02005 4.399999200 3,784,000.0000 55,498.66 01/31/2012 12X4208 1208855 09/30/2041 02006 4.050000000 7,784,000.0000 105,084.00 01/31/2012 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 487,809.00 01/31/2012 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 173,893.50 01/31/2012 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 258,106.50 01/31/2012 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 261,090.00 01/31/2012 12X4208 1208855 09/30/2046 02006 4.050000000 7,300,000.0000 98,550.00 01/31/2012 12X4208 1208855 09/30/2042 02007 4.129999200 14,259,100.0000 196,300.24 01/31/2012 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 205,150.83 01/31/2012 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 182,435.83 01/31/2012 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 91,741.05 01/31/2012 12X4208 1208855 09/30/2046 02007 4.129999200 1,628,000.0000 22,412.13 01/31/2012 12X4208 1208855 09/30/2043 02008 4.600000800 8,105,400.0000 124,282.82 01/31/2012 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 226,289.37 01/31/2012 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 305,240.72 01/31/2012 12X4208 1208855 09/30/2046 02008 4.600000800 4,962,000.0000 76,084.01 01/31/2012 12X4208 1208855 09/30/2043 02009 4.500000000 21,799,900.0000 326,998.50 01/31/2012 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 94,950.00 01/31/2012 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 153,915.00 01/31/2012 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 43,050.00 01/31/2012 12X4208 1208855 09/30/2044 02010 2.720001600 14,352,000.0000 130,124.88 01/31/2012 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 149,364.35 01/31/2012 12X4208 1208855 09/30/2046 02010 2.720001600 5,118,000.0000 46,403.23 01/31/2012 ------------------------ ---------------------- 666,583,846.5100 10,084,298.48 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 427,053.50 01/31/2012 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 11,183.33 01/31/2012 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 507,777.45 01/31/2012 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 39,203.01 01/31/2012 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 6,895.00 01/31/2012 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 321,937.76 01/31/2012 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 44,355.51 01/31/2012 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 20,300.00 01/31/2012 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 9,155.30 01/31/2012 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 487.20 01/31/2012 12X4208 1208815 09/30/2036 01996 6.090001200 943,000.0000 19,142.90 01/31/2012 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 584,002.80 01/31/2012 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 32,047.80 01/31/2012 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 90,511.32 01/31/2012 12X4208 1208815 09/30/2033 01998 5.479999200 57,720,000.0000 1,054,351.85 01/31/2012 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 62,453.72 01/31/2012 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 35,053.73 01/31/2012 12X4208 1208815 09/30/2036 01998 5.479999200 1,347,000.0000 24,605.20 01/31/2012 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 89,051.79 01/31/2012 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 41,571.53 01/31/2012 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 1,155,972.58 01/31/2012 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 419,027.20 01/31/2012 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 81,164.19 01/31/2012 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 85,626.65 01/31/2012 12X4208 1208815 09/30/2035 02000 4.939999200 67,788,000.0000 1,116,242.22 01/31/2012 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 354,714.66 01/31/2012 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 321,955.19 01/31/2012 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 255,063.69 01/31/2012 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 2,651.73 01/31/2012 12X4208 1208815 09/30/2036 02001 4.520001600 60,492,000.0000 911,413.12 01/31/2012 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 425,520.00 01/31/2012 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 233,251.20 01/31/2012 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 228,844.80 01/31/2012 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 102,830.40 01/31/2012 12X4208 1208815 09/30/2037 02002 4.320000000 49,129,000.0000 707,457.60 01/31/2012 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 307,845.30 01/31/2012 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 201,615.90 01/31/2012 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 125,419.50 01/31/2012 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 57,034.50 01/31/2012 12X4208 1208815 09/30/2038 02003 4.230000000 56,552,000.0000 797,383.20 01/31/2012 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 18,823.20 01/31/2012 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 7,299.60 01/31/2012 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 8,434.80 01/31/2012 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 3,590.40 01/31/2012 12X4208 1208815 09/30/2039 02004 3.960000000 15,710,000.0000 207,372.00 01/31/2012 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 573,476.40 01/31/2012 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 266,540.40 01/31/2012 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 40,292.70 01/31/2012 12X4208 1208815 09/30/2040 02005 4.410000000 83,731,000.0000 1,230,845.70 01/31/2012 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 908,908.65 01/31/2012 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 483,829.53 01/31/2012 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 317,871.29 01/31/2012 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 153,606.64 01/31/2012 12X4208 1208815 09/30/2036 02006 4.380001200 4,989,000.0000 72,839.42 01/31/2012 12X4208 1208815 09/30/2041 02006 4.380001200 93,549,000.0000 1,365,815.77 01/31/2012 12X4208 1208815 09/30/2032 02007 4.309999200 18,373,000.0000 263,958.72 01/31/2012 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 511,007.87 01/31/2012 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 531,178.67 01/31/2012 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 254,462.35 01/31/2012 12X4208 1208815 09/30/2036 02007 4.309999200 12,204,000.0000 175,330.77 01/31/2012 12X4208 1208815 09/30/2033 02008 3.809998800 68,919,500.0000 875,277.37 01/31/2012 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 1,121,422.35 01/31/2012 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 704,138.58 01/31/2012 12X4208 1208815 09/30/2036 02008 3.809998800 11,688,000.0000 148,437.55 01/31/2012 12X4208 1208815 09/30/2033 02009 4.119998400 5,838,300.0000 80,179.29 01/31/2012 12X4208 1208815 09/30/2034 02009 4.119998400 47,180,000.0000 647,938.42 01/31/2012 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 690,731.47 01/31/2012 12X4208 1208815 09/30/2036 02009 4.119998400 11,229,000.0000 154,211.54 01/31/2012 12X4208 1208815 09/30/2034 02010 2.990001600 3,913,500.0000 39,004.57 01/31/2012 12X4208 1208815 09/30/2035 02010 2.990001600 60,907,000.0000 607,040.09 01/31/2012 12X4208 1208815 09/30/2036 02010 2.990001600 14,346,000.0000 142,981.88 01/31/2012 12X4208 1208815 09/30/2035 02011 4.070001600 3,848,000.0000 52,204.55 01/31/2012 12X4208 1208815 09/30/2036 02011 4.070001600 22,935,000.0000 311,151.62 01/31/2012 ------------------------ ---------------------- 1,647,554,800.0000 24,282,378.49 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 7,274,712.96 01/31/2012 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 52,973.65 01/31/2012 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 5,791.33 01/31/2012 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 10,322,469.41 01/31/2012 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 56,490.09 01/31/2012 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 37,681.35 01/31/2012 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 29,586.24 01/31/2012 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 13,711,656.26 01/31/2012 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,787,294.64 01/31/2012 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 125,786.48 01/31/2012 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 23,650.00 01/31/2012 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 10,771,277.37 01/31/2012 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 4,084,755.41 01/31/2012 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,616,610.66 01/31/2012 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 217,718.01 01/31/2012 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 162,065.42 01/31/2012 12X4208 1208870 09/30/2040 02005 4.539999600 706,201,200.0000 10,687,177.22 01/31/2012 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 2,482,744.18 01/31/2012 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 689,868.07 01/31/2012 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 280,708.18 01/31/2012 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 3,671,523.81 01/31/2012 12X4208 1208870 09/30/2041 02006 4.439998800 547,793,000.0000 8,107,334.21 01/31/2012 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 1,304,501.25 01/31/2012 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 802,722.18 01/31/2012 12X4208 1208870 09/30/2044 02006 4.439998800 750,000.0000 11,100.00 01/31/2012 12X4208 1208870 09/30/2040 02007 4.200001200 288,949,000.0000 4,045,287.16 01/31/2012 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 5,872,777.68 01/31/2012 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 1,639,862.47 01/31/2012 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 1,126,062.32 01/31/2012 12X4208 1208870 09/30/2044 02007 4.200001200 3,124,000.0000 43,736.01 01/31/2012 ------------------------ ---------------------- 6,015,178,200.0000 92,045,924.02 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 2,779.17 01/31/2012 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 9,870.83 01/31/2012 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 3,220.00 01/31/2012 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 340,669.92 01/31/2012 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 36,642.39 01/31/2012 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 571,497.29 01/31/2012 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 875.90 01/31/2012 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 17,437.01 01/31/2012 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 20,413.67 01/31/2012 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 702,070.57 01/31/2012 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 11,891.00 01/31/2012 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 12,815.34 01/31/2012 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 406,848.01 01/31/2012 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 176,347.93 01/31/2012 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 53,067.80 01/31/2012 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 342,562.49 01/31/2012 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 399,136.91 01/31/2012 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 133,942.44 01/31/2012 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 304.00 01/31/2012 12X4208 1208820 09/30/2046 02006 4.560001200 591,000.0000 8,983.20 01/31/2012 12X4208 1208820 09/30/2046 02007 4.320000000 1,280,000.0000 18,432.00 01/31/2012 12X4208 1208820 09/30/2046 02008 4.240000800 1,772,000.0000 25,044.27 01/31/2012 12X4208 1208820 09/30/2046 02009 3.179998800 10,953,000.0000 116,101.76 01/31/2012 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 27,559.99 01/31/2012 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 86,379.37 01/31/2012 12X4208 1208820 09/30/2046 02010 3.179998800 3,240,000.0000 34,343.99 01/31/2012 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 245,031.81 01/31/2012 12X4208 1208820 09/30/2046 02011 4.449999600 3,830,000.0000 56,811.66 01/31/2012 ------------------------ ---------------------- 258,035,002.0000 3,861,080.72 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 15,663.00 01/31/2012 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 12,553.10 01/31/2012 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 2,569.63 01/31/2012 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 26,303.33 01/31/2012 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 10,083.34 01/31/2012 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 9,337.17 01/31/2012 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 3,902.27 01/31/2012 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 387.93 01/31/2012 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 6,257.54 01/31/2012 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 21,609.83 01/31/2012 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 10,234.00 01/31/2012 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 10,317.34 01/31/2012 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 560.33 01/31/2012 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 1,380.33 01/31/2012 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 24,108.00 01/31/2012 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 3,121.20 01/31/2012 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 707.20 01/31/2012 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 28,396.79 01/31/2012 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 408.00 01/31/2012 12X4208 1208825 09/30/2045 02005 4.079998800 820,000.0000 11,152.00 01/31/2012 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 9,152.80 01/31/2012 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 2,135.20 01/31/2012 12X4208 1208825 09/30/2045 02006 4.079998800 1,633,000.0000 22,208.79 01/31/2012 12X4208 1208825 09/30/2045 02009 3.960000000 188,000.0000 2,481.60 01/31/2012 12X4208 1208825 09/30/2046 02009 2.930000400 48,000.0000 468.80 01/31/2012 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 1,071.40 01/31/2012 12X4208 1208825 09/30/2045 02010 2.930000400 1,305,500.0000 12,750.39 01/31/2012 12X4208 1208825 09/30/2046 02010 2.930000400 36,000.0000 351.60 01/31/2012 12X4208 1208825 09/30/2045 02011 4.060000800 1,480,000.0000 20,029.34 01/31/2012 12X4208 1208825 09/30/2046 02011 4.060000800 314,000.0000 4,249.47 01/31/2012 ------------------------ ---------------------- 18,081,700.0000 273,951.72 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 568,357.52 01/31/2012 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 16,266.67 01/31/2012 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 225,457.53 01/31/2012 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 292,500.00 01/31/2012 ------------------------ ---------------------- 80,209,874.7300 1,102,581.72 881-OGLETHORPE SUB-COHORT 12X4208 1208881O 09/30/2042 02007 4.880001600 17,984,579.7900 292,549.26 01/31/2012 ------------------------ ---------------------- 17,984,579.7900 292,549.26 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880001600 41,441,126.7000 674,109.22 01/31/2012 ------------------------ ---------------------- 41,441,126.7000 674,109.22 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 205,552.63 01/31/2012 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 448,039.63 01/31/2012 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 59,733.31 01/31/2012 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 80,386.10 01/31/2012 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 55,845.92 01/31/2012 ------------------------ ---------------------- 54,845,900.0000 849,557.59 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 284,254.17 01/31/2012 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 16,279.83 01/31/2012 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 4,041.67 01/31/2012 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 12,125.00 01/31/2012 ------------------------ ---------------------- 19,589,735.0000 316,700.67 ======================== ====================== 13,563,285,051.9500 220,372,785.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00