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 1,546,279.62 02/29/2012 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 889,437.69 02/29/2012 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 415,070.92 02/29/2012 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 421,312.59 02/29/2012 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 268,797.43 02/29/2012 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 145,961.41 02/29/2012 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 855,108.52 02/29/2012 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,139,104.41 02/29/2012 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,877,244.07 02/29/2012 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 4,217,263.64 02/29/2012 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 270,382.38 02/29/2012 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 833,750.10 02/29/2012 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 700,350.08 02/29/2012 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,690,900.79 02/29/2012 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 2,135,252.88 02/29/2012 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 6,964,461.28 02/29/2012 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 314,874.95 02/29/2012 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 312,012.45 02/29/2012 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,288,124.78 02/29/2012 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 299,131.20 02/29/2012 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 60,828.11 02/29/2012 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 5,491,437.18 02/29/2012 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 131,665.12 02/29/2012 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 152.71 02/29/2012 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 824,624.96 02/29/2012 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 142,018.74 02/29/2012 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 622,744.55 02/29/2012 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 3,704,284.28 02/29/2012 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 2,829,166.50 02/29/2012 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 115,995.83 02/29/2012 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 408,098.78 02/29/2012 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 803,483.29 02/29/2012 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 56,583.33 02/29/2012 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 45,096.91 02/29/2012 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 275,160.68 02/29/2012 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 3,835,050.00 02/29/2012 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 152,625.00 02/29/2012 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 116,550.00 02/29/2012 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 176,684.25 02/29/2012 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 563,325.00 02/29/2012 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,415.25 02/29/2012 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 337,162.50 02/29/2012 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 31,107.75 02/29/2012 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 1,655,049.83 02/29/2012 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 4,259,475.00 02/29/2012 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 178,200.00 02/29/2012 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 507,375.00 02/29/2012 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 240,619.50 02/29/2012 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 678,150.00 02/29/2012 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 994,950.00 02/29/2012 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 39,946.50 02/29/2012 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 1,069,148.21 02/29/2012 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 4,933,542.33 02/29/2012 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 223,125.03 02/29/2012 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 599,958.41 02/29/2012 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 259,903.47 02/29/2012 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 689,208.43 02/29/2012 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,062,323.06 02/29/2012 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 50,103.97 02/29/2012 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 2,098,646.21 02/29/2012 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 6,122,025.00 02/29/2012 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 388,125.00 02/29/2012 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 77,625.00 02/29/2012 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 227,712.94 02/29/2012 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 923,737.50 02/29/2012 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,967,793.75 02/29/2012 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 59,590.13 02/29/2012 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 3,218,271.92 02/29/2012 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 5,201,831.76 02/29/2012 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 220,416.60 02/29/2012 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 290,949.91 02/29/2012 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 191,453.86 02/29/2012 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 833,174.75 02/29/2012 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,221,107.96 02/29/2012 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 56,911.57 02/29/2012 12X4215 1215201 09/30/2035 02002 4.849999200 172,122,600.0000 3,478,310.30 02/29/2012 12X4215 1215201 09/30/2036 02002 4.849999200 233,000,000.0000 4,708,540.89 02/29/2012 12X4215 1215201 09/30/2037 02002 4.849999200 52,000,000.0000 1,050,833.16 02/29/2012 12X4215 1215201 09/30/2038 02002 4.849999200 46,350,100.0000 936,658.12 02/29/2012 12X4215 1215201 09/30/2039 02002 4.849999200 4,000.0000 80.83 02/29/2012 12X4215 1215201 09/30/2040 02002 4.849999200 36,200,000.0000 731,541.55 02/29/2012 12X4215 1215201 09/30/2042 02002 4.849999200 30,370,000.0000 613,726.98 02/29/2012 12X4215 1215201 09/30/2043 02002 4.849999200 10,234,000.0000 206,812.05 02/29/2012 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 121.50 02/29/2012 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 3,547,801.88 02/29/2012 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 5,081,250.00 02/29/2012 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 2,166,693.75 02/29/2012 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 200,156.25 02/29/2012 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 484,331.25 02/29/2012 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 112,500.00 02/29/2012 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 373,125.00 02/29/2012 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 65,906.25 02/29/2012 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 7,378,505.34 02/29/2012 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 6,427,280.98 02/29/2012 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 338,827.90 02/29/2012 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 973,091.62 02/29/2012 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 73,027.11 02/29/2012 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 2,232,843.37 02/29/2012 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 86,239.32 02/29/2012 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 9,459,781.39 02/29/2012 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 5,300,184.39 02/29/2012 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,086,002.29 02/29/2012 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 72,238.02 02/29/2012 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 154,755.04 02/29/2012 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 74,005.02 02/29/2012 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 13,678,878.54 02/29/2012 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 4,660,631.35 02/29/2012 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 267,241.29 02/29/2012 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 966,997.50 02/29/2012 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 83,764.01 02/29/2012 12X4215 1215201 09/30/2040 02007 4.790001600 815,894,000.0000 16,283,889.86 02/29/2012 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 3,317,894.40 02/29/2012 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 942,392.90 02/29/2012 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 91,409.20 02/29/2012 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 537.75 02/29/2012 12X4215 1215201 09/30/2045 02007 4.790001600 6,000.0000 119.75 02/29/2012 12X4215 1215201 09/30/2041 02008 4.219999200 811,939,000.0000 14,276,591.38 02/29/2012 12X4215 1215201 09/30/2042 02008 4.219999200 201,621,197.0000 3,545,172.04 02/29/2012 12X4215 1215201 09/30/2043 02008 4.219999200 19,995,000.0000 351,578.68 02/29/2012 12X4215 1215201 09/30/2044 02008 4.219999200 286,000.0000 5,028.83 02/29/2012 12X4215 1215201 09/30/2045 02008 4.219999200 10,000.0000 175.83 02/29/2012 12X4215 1215201 09/30/2042 02009 3.629998800 1,068,066,818.0000 16,154,505.28 02/29/2012 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 4,149,255.00 02/29/2012 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 357,963.26 02/29/2012 12X4215 1215201 09/30/2045 02009 3.629998800 157,000.0000 2,374.62 02/29/2012 12X4215 1215201 09/30/2043 02010 3.819999600 1,694,508,000.0000 26,970,916.18 02/29/2012 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 5,119,849.96 02/29/2012 12X4215 1215201 09/30/2045 02010 3.819999600 5,054,000.0000 80,442.82 02/29/2012 12X4215 1215201 09/30/2044 02011 3.800001600 858,897,000.0000 13,599,208.23 02/29/2012 12X4215 1215201 09/30/2045 02011 3.800001600 137,331,000.0000 2,174,408.42 02/29/2012 12X4215 1215201 09/30/2045 02012 3.800001600 255,926,000.0000 4,052,163.37 02/29/2012 ------------------------ ---------------------- 13,952,663,115.0000 276,399,096.51 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 178.70 02/29/2012 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 624.17 02/29/2012 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 2,393.68 02/29/2012 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 93.63 02/29/2012 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 1,162.73 02/29/2012 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 3,052.50 02/29/2012 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 28,729.24 02/29/2012 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 34,775.63 02/29/2012 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 7,309.83 02/29/2012 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 62,399.16 02/29/2012 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 8,126.28 02/29/2012 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 68,089.59 02/29/2012 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 2,453.46 02/29/2012 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 51,571.19 02/29/2012 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 32,793.74 02/29/2012 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 267.21 02/29/2012 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 1,037.37 02/29/2012 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,447.50 02/29/2012 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 54,836.11 02/29/2012 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 168.87 02/29/2012 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 32,568.74 02/29/2012 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 3,016.00 02/29/2012 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 77,323.99 02/29/2012 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 7,800.00 02/29/2012 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 36,399.99 02/29/2012 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 48,227.48 02/29/2012 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 19,818.33 02/29/2012 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 460.99 02/29/2012 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 34,035.83 02/29/2012 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 8,616.67 02/29/2012 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 35,543.75 02/29/2012 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 42,274.13 02/29/2012 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 37,007.25 02/29/2012 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 117.26 02/29/2012 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 33,735.83 02/29/2012 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 9,937.50 02/29/2012 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 47,700.00 02/29/2012 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 100,489.53 02/29/2012 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 11,473.75 02/29/2012 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 12,038.88 02/29/2012 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 8,562.50 02/29/2012 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 41,100.01 02/29/2012 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 68,870.20 02/29/2012 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 63,931.65 02/29/2012 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 18,066.08 02/29/2012 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 8,979.17 02/29/2012 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 58,364.57 02/29/2012 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 124,720.26 02/29/2012 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 72,256.89 02/29/2012 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 13,946.21 02/29/2012 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 270.63 02/29/2012 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 64,047.93 02/29/2012 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 145,833.13 02/29/2012 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 62,278.42 02/29/2012 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 126,022.93 02/29/2012 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 127,624.63 02/29/2012 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 21,110.84 02/29/2012 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 224,013.83 02/29/2012 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 391.67 02/29/2012 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 154,545.35 02/29/2012 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 97,989.55 02/29/2012 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 36,334.36 02/29/2012 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 7,651.87 02/29/2012 12X4215 1215202 09/30/2029 02009 3.120001200 12,792,000.0000 166,296.06 02/29/2012 12X4215 1215202 09/30/2030 02009 3.120001200 3,996,000.0000 51,948.02 02/29/2012 12X4215 1215202 09/30/2031 02009 3.120001200 1,351,000.0000 17,563.01 02/29/2012 12X4215 1215202 09/30/2032 02009 3.120001200 6,000.0000 78.00 02/29/2012 12X4215 1215202 09/30/2030 02010 3.200000400 18,161,800.0000 242,157.36 02/29/2012 12X4215 1215202 09/30/2031 02010 3.200000400 3,096,000.0000 41,280.01 02/29/2012 12X4215 1215202 09/30/2032 02010 3.200000400 30,000.0000 400.00 02/29/2012 12X4215 1215202 09/30/2031 02011 3.200000400 14,752,000.0000 196,693.36 02/29/2012 12X4215 1215202 09/30/2032 02011 3.200000400 1,973,000.0000 26,306.67 02/29/2012 12X4215 1215202 09/30/2032 02012 3.200000400 2,021,000.0000 26,946.67 02/29/2012 ------------------------ ---------------------- 185,080,568.0000 3,276,678.33 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 792,295.21 02/29/2012 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 61,916.30 02/29/2012 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 720,417.75 02/29/2012 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 6,105.00 02/29/2012 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 57,692.25 02/29/2012 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 667,994.50 02/29/2012 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 5,601.75 02/29/2012 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 509.25 02/29/2012 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 104,895.00 02/29/2012 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 5,217.00 02/29/2012 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 4,584.67 02/29/2012 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 23,994.75 02/29/2012 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 67.27 02/29/2012 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 100,912.49 02/29/2012 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 149.50 02/29/2012 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 3,164.42 02/29/2012 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 96,155.51 02/29/2012 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 16,316.42 02/29/2012 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 823.08 02/29/2012 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 42,941.88 02/29/2012 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 16,589.38 02/29/2012 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 3,122.08 02/29/2012 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 1,296.46 02/29/2012 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 5,183.29 02/29/2012 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 5,104.67 02/29/2012 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 823.33 02/29/2012 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 1,622.92 02/29/2012 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,793.75 02/29/2012 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 3,406.87 02/29/2012 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,185.00 02/29/2012 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 452.67 02/29/2012 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 3,556.67 02/29/2012 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 3,912.33 02/29/2012 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,109.17 02/29/2012 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 100.83 02/29/2012 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 2,521.33 02/29/2012 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 752.33 02/29/2012 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 187.07 02/29/2012 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 1,904.96 02/29/2012 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 610.75 02/29/2012 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 5,573.59 02/29/2012 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,642.85 02/29/2012 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 1,501.22 02/29/2012 12X4215 1215203 09/30/2043 02010 3.610000800 1,153,800.0000 17,355.08 02/29/2012 12X4215 1215203 09/30/2044 02011 3.610000800 790,500.0000 11,890.44 02/29/2012 12X4215 1215203 09/30/2044 02012 3.610000800 270,000.0000 4,061.25 02/29/2012 ------------------------ ---------------------- 100,333,300.0000 2,809,014.29 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 8,217.50 02/29/2012 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 51,899.99 02/29/2012 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 46,133.33 02/29/2012 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,124.50 02/29/2012 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 10,380.00 02/29/2012 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 22,518.83 02/29/2012 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 1,470.50 02/29/2012 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 17,830.62 02/29/2012 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 58,544.37 02/29/2012 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 38,187.49 02/29/2012 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 14,335.00 02/29/2012 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 38,187.49 02/29/2012 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 616.87 02/29/2012 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 154,106.23 02/29/2012 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 2,067.88 02/29/2012 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 4,980.83 02/29/2012 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 57,916.68 02/29/2012 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 34,750.01 02/29/2012 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 8,977.09 02/29/2012 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 5,646.88 02/29/2012 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 46,333.34 02/29/2012 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 160.50 02/29/2012 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 53,499.99 02/29/2012 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,337.50 02/29/2012 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 10,700.00 02/29/2012 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 11,689.75 02/29/2012 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 68,212.49 02/29/2012 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 37,845.64 02/29/2012 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 25,166.67 02/29/2012 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 17,616.67 02/29/2012 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 10,066.67 02/29/2012 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 7,977.83 02/29/2012 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 52,850.01 02/29/2012 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 46,335.03 02/29/2012 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 19,933.33 02/29/2012 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 24,916.67 02/29/2012 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 6,403.58 02/29/2012 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 20,606.08 02/29/2012 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 17,591.17 02/29/2012 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 19,484.83 02/29/2012 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 19,858.58 02/29/2012 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 41,560.72 02/29/2012 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 23,708.34 02/29/2012 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 80,608.36 02/29/2012 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 17,899.80 02/29/2012 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 9,483.34 02/29/2012 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 29,635.43 02/29/2012 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 45,385.83 02/29/2012 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 82,479.16 02/29/2012 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 58,315.00 02/29/2012 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 13,999.17 02/29/2012 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 46,166.04 02/29/2012 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 54,614.58 02/29/2012 12X4215 1215206 09/30/2037 02001 4.989999600 5,038,000.0000 104,748.41 02/29/2012 12X4215 1215206 09/30/2038 02001 4.989999600 2,748,000.0000 57,135.50 02/29/2012 12X4215 1215206 09/30/2039 02001 4.989999600 1,593,000.0000 33,121.12 02/29/2012 12X4215 1215206 09/30/2040 02001 4.989999600 388,000.0000 8,067.17 02/29/2012 12X4215 1215206 09/30/2041 02001 4.989999600 148,000.0000 3,077.17 02/29/2012 12X4215 1215206 09/30/2042 02001 4.989999600 3,287,000.0000 68,342.20 02/29/2012 12X4215 1215206 09/30/2043 02001 4.989999600 1,370,000.0000 28,484.58 02/29/2012 12X4215 1215206 09/30/2044 02001 4.989999600 748,000.0000 15,552.17 02/29/2012 12X4215 1215206 09/30/2037 02002 4.799998800 2,583,000.0000 51,659.99 02/29/2012 12X4215 1215206 09/30/2038 02002 4.799998800 7,200,000.0000 143,999.96 02/29/2012 12X4215 1215206 09/30/2039 02002 4.799998800 1,572,000.0000 31,439.99 02/29/2012 12X4215 1215206 09/30/2040 02002 4.799998800 1,812,000.0000 36,239.99 02/29/2012 12X4215 1215206 09/30/2041 02002 4.799998800 105,000.0000 2,100.00 02/29/2012 12X4215 1215206 09/30/2042 02002 4.799998800 2,950,000.0000 58,999.99 02/29/2012 12X4215 1215206 09/30/2043 02002 4.799998800 942,000.0000 18,840.00 02/29/2012 12X4215 1215206 09/30/2044 02002 4.799998800 1,497,000.0000 29,939.99 02/29/2012 12X4215 1215206 09/30/2045 02002 4.799998800 1,054,000.0000 21,079.99 02/29/2012 12X4215 1215206 09/30/2038 02003 4.770000000 938,000.0000 18,642.75 02/29/2012 12X4215 1215206 09/30/2039 02003 4.770000000 4,394,000.0000 87,330.75 02/29/2012 12X4215 1215206 09/30/2040 02003 4.770000000 1,085,000.0000 21,564.38 02/29/2012 12X4215 1215206 09/30/2041 02003 4.770000000 5,590,000.0000 111,101.25 02/29/2012 12X4215 1215206 09/30/2042 02003 4.770000000 7,405,200.0000 147,178.35 02/29/2012 12X4215 1215206 09/30/2043 02003 4.770000000 1,036,000.0000 20,590.50 02/29/2012 12X4215 1215206 09/30/2044 02003 4.770000000 2,760,000.0000 54,855.00 02/29/2012 12X4215 1215206 09/30/2045 02003 4.770000000 111,000.0000 2,206.13 02/29/2012 12X4215 1215206 09/30/2039 02004 4.529998800 1,323,000.0000 24,971.62 02/29/2012 12X4215 1215206 09/30/2040 02004 4.529998800 6,584,000.0000 124,272.97 02/29/2012 12X4215 1215206 09/30/2041 02004 4.529998800 1,165,000.0000 21,989.37 02/29/2012 12X4215 1215206 09/30/2042 02004 4.529998800 5,043,000.0000 95,186.60 02/29/2012 12X4215 1215206 09/30/2043 02004 4.529998800 1,126,000.0000 21,253.24 02/29/2012 12X4215 1215206 09/30/2040 02005 4.600000800 3,448,300.0000 66,092.43 02/29/2012 12X4215 1215206 09/30/2041 02005 4.600000800 4,534,000.0000 86,901.68 02/29/2012 12X4215 1215206 09/30/2042 02005 4.600000800 3,033,000.0000 58,132.51 02/29/2012 12X4215 1215206 09/30/2043 02005 4.600000800 1,950,000.0000 37,375.01 02/29/2012 12X4215 1215206 09/30/2044 02005 4.600000800 610,000.0000 11,691.67 02/29/2012 12X4215 1215206 09/30/2045 02005 4.600000800 301,000.0000 5,769.17 02/29/2012 12X4215 1215206 09/30/2040 02006 4.680000000 414,700.0000 8,086.65 02/29/2012 12X4215 1215206 09/30/2041 02006 4.680000000 2,027,000.0000 39,526.50 02/29/2012 12X4215 1215206 09/30/2042 02006 4.680000000 1,482,000.0000 28,899.00 02/29/2012 12X4215 1215206 09/30/2043 02006 4.680000000 2,763,000.0000 53,878.50 02/29/2012 12X4215 1215206 09/30/2044 02006 4.680000000 780,000.0000 15,210.00 02/29/2012 12X4215 1215206 09/30/2042 02007 4.759999200 846,300.0000 16,784.95 02/29/2012 12X4215 1215206 09/30/2043 02007 4.759999200 7,216,000.0000 143,117.31 02/29/2012 12X4215 1215206 09/30/2044 02007 4.759999200 4,346,700.0000 86,209.54 02/29/2012 12X4215 1215206 09/30/2045 02007 4.759999200 9,000.0000 178.50 02/29/2012 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 8,047.38 02/29/2012 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 5,408.13 02/29/2012 12X4215 1215206 09/30/2044 02008 5.100001200 6,807,500.0000 144,659.41 02/29/2012 12X4215 1215206 09/30/2045 02008 5.100001200 2,023,000.0000 42,988.76 02/29/2012 12X4215 1215206 09/30/2042 02009 4.790001600 468,000.0000 9,340.50 02/29/2012 12X4215 1215206 09/30/2043 02009 4.790001600 2,314,000.0000 46,183.60 02/29/2012 12X4215 1215206 09/30/2044 02009 4.790001600 3,703,100.0000 73,907.73 02/29/2012 12X4215 1215206 09/30/2045 02009 4.790001600 2,240,000.0000 44,706.68 02/29/2012 12X4215 1215206 09/30/2043 02010 2.980000800 1,279,900.0000 15,892.10 02/29/2012 12X4215 1215206 09/30/2044 02010 2.980000800 621,000.0000 7,710.75 02/29/2012 12X4215 1215206 09/30/2045 02010 2.980000800 481,000.0000 5,972.42 02/29/2012 12X4215 1215206 09/30/2044 02011 2.980000800 646,000.0000 8,021.17 02/29/2012 12X4215 1215206 09/30/2045 02011 2.980000800 377,000.0000 4,681.08 02/29/2012 12X4215 1215206 09/30/2045 02012 2.980000800 218,000.0000 2,706.83 02/29/2012 ------------------------ ---------------------- 191,183,500.0000 4,142,385.28 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 1,318,419.36 02/29/2012 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 2,219,341.15 02/29/2012 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 85,249.98 02/29/2012 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 880,916.46 02/29/2012 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 367,853.66 02/29/2012 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 284,166.60 02/29/2012 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 3,466.83 02/29/2012 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 35,520.83 02/29/2012 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 275,641.60 02/29/2012 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 74,678.98 02/29/2012 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 1,923,056.53 02/29/2012 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,550,250.09 02/29/2012 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 976,083.39 02/29/2012 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 359,227.40 02/29/2012 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 264,116.68 02/29/2012 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 296,987.73 02/29/2012 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 136,364.59 02/29/2012 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 99,388.26 02/29/2012 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 33,301.67 02/29/2012 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 562,000.54 02/29/2012 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,890,666.24 02/29/2012 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 856,708.14 02/29/2012 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 487,732.81 02/29/2012 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 282,713.69 02/29/2012 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 360,408.25 02/29/2012 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 373,731.54 02/29/2012 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 224,516.62 02/29/2012 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 76,483.36 02/29/2012 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 22,303.95 02/29/2012 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 1,028,559.19 02/29/2012 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 55,916.67 02/29/2012 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 27,958.34 02/29/2012 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 391,416.69 02/29/2012 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 29,887.46 02/29/2012 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 187,181.05 02/29/2012 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 61,508.34 02/29/2012 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,761.38 02/29/2012 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 25,190.46 02/29/2012 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 92,206.59 02/29/2012 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 14,230.79 02/29/2012 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 87,936.73 02/29/2012 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 780,583.14 02/29/2012 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 242,249.94 02/29/2012 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 17,969.56 02/29/2012 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 137,867.13 02/29/2012 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 99,591.64 02/29/2012 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 511.42 02/29/2012 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,641.92 02/29/2012 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 157,489.38 02/29/2012 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 4,360.50 02/29/2012 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 401,302.76 02/29/2012 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 421,458.39 02/29/2012 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 24,791.67 02/29/2012 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 24,791.67 02/29/2012 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 347,083.38 02/29/2012 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 38,613.03 02/29/2012 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 129,288.56 02/29/2012 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 89,250.01 02/29/2012 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 16,139.38 02/29/2012 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 15,023.75 02/29/2012 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 8,627.50 02/29/2012 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 576,360.78 02/29/2012 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 464,708.46 02/29/2012 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 73,375.02 02/29/2012 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 146,750.04 02/29/2012 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 317,958.42 02/29/2012 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 57,281.43 02/29/2012 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 14,454.88 02/29/2012 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 110,062.53 02/29/2012 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 17,976.88 02/29/2012 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 30,572.93 02/29/2012 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 144,866.75 02/29/2012 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 23,210.96 02/29/2012 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 553,850.92 02/29/2012 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 316,333.29 02/29/2012 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 194,666.64 02/29/2012 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 102,199.99 02/29/2012 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 70,522.86 02/29/2012 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 35,405.00 02/29/2012 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 97,892.99 02/29/2012 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 37,619.33 02/29/2012 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 52,413.99 02/29/2012 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 34,772.33 02/29/2012 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 22,411.00 02/29/2012 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 324,452.96 02/29/2012 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 559,000.08 02/29/2012 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 209,625.03 02/29/2012 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 33,074.17 02/29/2012 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 64,145.26 02/29/2012 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 80,286.39 02/29/2012 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 24,526.13 02/29/2012 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 115,293.77 02/29/2012 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 23,780.80 02/29/2012 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 27,344.42 02/29/2012 12X4215 1215207 09/30/2052 02001 5.330001600 16,224,000.0000 360,308.11 02/29/2012 12X4215 1215207 09/30/2053 02001 5.330001600 27,300,000.0000 606,287.68 02/29/2012 12X4215 1215207 09/30/2055 02001 5.330001600 5,969,000.0000 132,561.58 02/29/2012 12X4215 1215207 09/30/2056 02001 5.330001600 2,953,000.0000 65,581.23 02/29/2012 12X4215 1215207 09/30/2057 02001 5.330001600 2,629,500.0000 58,396.83 02/29/2012 12X4215 1215207 09/30/2058 02001 5.330001600 6,917,000.0000 153,615.09 02/29/2012 12X4215 1215207 09/30/2059 02001 5.330001600 1,781,000.0000 39,553.05 02/29/2012 12X4215 1215207 09/30/2060 02001 5.330001600 2,187,000.0000 48,569.64 02/29/2012 12X4215 1215207 09/30/2061 02001 5.330001600 1,770,000.0000 39,308.76 02/29/2012 12X4215 1215207 09/30/2062 02001 5.330001600 414,000.0000 9,194.25 02/29/2012 12X4215 1215207 09/30/2053 02002 5.050000800 33,561,000.0000 706,179.49 02/29/2012 12X4215 1215207 09/30/2055 02002 5.050000800 12,000,000.0000 252,500.04 02/29/2012 12X4215 1215207 09/30/2056 02002 5.050000800 4,665,000.0000 98,159.39 02/29/2012 12X4215 1215207 09/30/2057 02002 5.050000800 6,254,000.0000 131,594.60 02/29/2012 12X4215 1215207 09/30/2058 02002 5.050000800 4,791,000.0000 100,810.64 02/29/2012 12X4215 1215207 09/30/2059 02002 5.050000800 890,000.0000 18,727.09 02/29/2012 12X4215 1215207 09/30/2060 02002 5.050000800 5,139,000.0000 108,133.14 02/29/2012 12X4215 1215207 09/30/2061 02002 5.050000800 2,095,000.0000 44,082.30 02/29/2012 12X4215 1215207 09/30/2062 02002 5.050000800 61,000.0000 1,283.54 02/29/2012 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 345,546.72 02/29/2012 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 367,866.73 02/29/2012 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 196,292.03 02/29/2012 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 74,937.35 02/29/2012 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 66,712.01 02/29/2012 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 160,290.69 02/29/2012 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 146,898.69 02/29/2012 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 18,806.67 02/29/2012 12X4215 1215207 09/30/2062 02003 4.960000800 554,000.0000 11,449.34 02/29/2012 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 310,695.75 02/29/2012 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 344,148.75 02/29/2012 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 309,764.25 02/29/2012 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 76,828.50 02/29/2012 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 134,280.00 02/29/2012 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 55,890.00 02/29/2012 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 31,711.50 02/29/2012 12X4215 1215207 09/30/2062 02004 4.860000000 936,000.0000 18,954.00 02/29/2012 12X4215 1215207 09/30/2056 02005 4.849999200 11,838,000.0000 239,226.21 02/29/2012 12X4215 1215207 09/30/2057 02005 4.849999200 14,206,000.0000 287,079.54 02/29/2012 12X4215 1215207 09/30/2058 02005 4.849999200 13,856,000.0000 280,006.62 02/29/2012 12X4215 1215207 09/30/2059 02005 4.849999200 6,914,000.0000 139,720.39 02/29/2012 12X4215 1215207 09/30/2060 02005 4.849999200 3,158,000.0000 63,817.91 02/29/2012 12X4215 1215207 09/30/2061 02005 4.849999200 1,067,000.0000 21,562.29 02/29/2012 12X4215 1215207 09/30/2062 02005 4.849999200 260,000.0000 5,254.17 02/29/2012 12X4215 1215207 09/30/2057 02006 4.610001600 7,953,400.0000 152,771.61 02/29/2012 12X4215 1215207 09/30/2058 02006 4.610001600 13,388,000.0000 257,161.26 02/29/2012 12X4215 1215207 09/30/2059 02006 4.610001600 13,287,681.0000 255,234.29 02/29/2012 12X4215 1215207 09/30/2060 02006 4.610001600 8,638,000.0000 165,921.64 02/29/2012 12X4215 1215207 09/30/2061 02006 4.610001600 11,126,000.0000 213,711.99 02/29/2012 12X4215 1215207 09/30/2062 02006 4.610001600 223,000.0000 4,283.46 02/29/2012 12X4215 1215207 09/30/2057 02007 4.460000400 1,833,000.0000 34,063.25 02/29/2012 12X4215 1215207 09/30/2058 02007 4.460000400 11,643,000.0000 216,365.77 02/29/2012 12X4215 1215207 09/30/2059 02007 4.460000400 21,033,000.0000 390,863.29 02/29/2012 12X4215 1215207 09/30/2060 02007 4.460000400 10,666,000.0000 198,209.85 02/29/2012 12X4215 1215207 09/30/2061 02007 4.460000400 7,603,000.0000 141,289.10 02/29/2012 12X4215 1215207 09/30/2062 02007 4.460000400 659,000.0000 12,246.42 02/29/2012 12X4215 1215207 09/30/2058 02008 4.420000800 463,600.0000 8,537.97 02/29/2012 12X4215 1215207 09/30/2059 02008 4.420000800 12,259,000.0000 225,769.96 02/29/2012 12X4215 1215207 09/30/2060 02008 4.420000800 13,486,000.0000 248,367.21 02/29/2012 12X4215 1215207 09/30/2061 02008 4.420000800 7,145,000.0000 131,587.11 02/29/2012 12X4215 1215207 09/30/2062 02008 4.420000800 2,867,000.0000 52,800.59 02/29/2012 12X4215 1215207 09/30/2060 02009 4.569998400 12,301,200.0000 234,235.27 02/29/2012 12X4215 1215207 09/30/2061 02009 4.569998400 13,088,000.0000 249,217.25 02/29/2012 12X4215 1215207 09/30/2062 02009 4.569998400 2,647,000.0000 50,403.27 02/29/2012 12X4215 1215207 09/30/2060 02010 3.309998400 4,607,500.0000 63,545.07 02/29/2012 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 167,843.81 02/29/2012 12X4215 1215207 09/30/2062 02010 3.309998400 6,245,000.0000 86,128.92 02/29/2012 12X4215 1215207 09/30/2061 02011 4.590000000 4,917,000.0000 94,037.63 02/29/2012 12X4215 1215207 09/30/2062 02011 4.590000000 6,313,000.0000 120,736.13 02/29/2012 12X4215 1215207 09/30/2062 02012 4.590000000 10,000.0000 191.25 02/29/2012 ------------------------ ---------------------- 1,483,979,242.0000 36,698,991.71 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 1,402.50 02/29/2012 12X4215 1215208 09/30/2012 02006 3.629998800 336,000.0000 5,082.00 02/29/2012 12X4215 1215208 09/30/2013 02006 3.629998800 25,000.0000 378.12 02/29/2012 12X4215 1215208 09/30/2013 02007 3.549999600 303,000.0000 4,481.87 02/29/2012 12X4215 1215208 09/30/2014 02007 3.549999600 726,000.0000 10,738.75 02/29/2012 12X4215 1215208 09/30/2015 02007 3.549999600 138,000.0000 2,041.25 02/29/2012 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 4,398.00 02/29/2012 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 234.00 02/29/2012 12X4215 1215208 09/30/2012 02009 2.409998400 106,000.0000 1,064.42 02/29/2012 12X4215 1215208 09/30/2013 02009 2.409998400 259,000.0000 2,600.79 02/29/2012 12X4215 1215208 09/30/2014 02009 2.409998400 2,000.0000 20.08 02/29/2012 12X4215 1215208 09/30/2015 02009 2.409998400 25,000.0000 251.04 02/29/2012 12X4215 1215208 09/30/2015 02010 2.409998400 485,000.0000 4,870.21 02/29/2012 ------------------------ ---------------------- 3,276,000.0000 37,563.03 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 17,891.23 02/29/2012 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 2,101.63 02/29/2012 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 15,077.93 02/29/2012 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 57,875.05 02/29/2012 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 4,654.38 02/29/2012 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 677.00 02/29/2012 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 40,025.16 02/29/2012 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 2,842.13 02/29/2012 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 8,337.12 02/29/2012 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 2,760.77 02/29/2012 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 249.17 02/29/2012 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 3,941.12 02/29/2012 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 46,622.83 02/29/2012 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 266.29 02/29/2012 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 2,954.75 02/29/2012 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 225.25 02/29/2012 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 368.35 02/29/2012 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 39.75 02/29/2012 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 9,251.15 02/29/2012 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 3,170.48 02/29/2012 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,835.00 02/29/2012 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 583.54 02/29/2012 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 177.19 02/29/2012 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 16,348.50 02/29/2012 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 13,475.00 02/29/2012 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 116.67 02/29/2012 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 9,566.67 02/29/2012 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 210.00 02/29/2012 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 15,406.42 02/29/2012 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,020.83 02/29/2012 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 7,186.67 02/29/2012 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 2,266.25 02/29/2012 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 3,066.43 02/29/2012 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 216.25 02/29/2012 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,946.25 02/29/2012 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 11,450.13 02/29/2012 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 3,304.00 02/29/2012 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 728.00 02/29/2012 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 15,947.51 02/29/2012 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 2,322.75 02/29/2012 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 285.25 02/29/2012 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 16,325.75 02/29/2012 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,350.25 02/29/2012 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 736.50 02/29/2012 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 102.29 02/29/2012 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 16,044.21 02/29/2012 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 680.88 02/29/2012 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 349.17 02/29/2012 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 14,816.00 02/29/2012 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,680.00 02/29/2012 12X4215 1215209 09/30/2060 02010 4.389998400 694,000.0000 12,694.41 02/29/2012 12X4215 1215209 09/30/2061 02011 4.389998400 183,000.0000 3,347.37 02/29/2012 ------------------------ ---------------------- 16,989,600.0000 395,917.68 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 671.25 02/29/2012 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 2,908.75 02/29/2012 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 88.17 02/29/2012 12X4215 1215212 09/30/2014 02002 5.289998400 251,000.0000 5,532.46 02/29/2012 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 2,240.11 02/29/2012 ------------------------ ---------------------- 541,500.0000 11,440.74 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 3.700000800 3.0000 0.05 02/29/2012 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 1,002.08 02/29/2012 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 1.45 02/29/2012 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 4,072.50 02/29/2012 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 18,446.92 02/29/2012 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 4,020.96 02/29/2012 12X4215 1215401 09/30/2014 02006 3.409999200 71,400.0000 1,014.47 02/29/2012 12X4215 1215401 09/30/2014 02007 2.459998800 9,000.0000 92.25 02/29/2012 ------------------------ ---------------------- 1,921,503.0000 28,650.68 ======================== ====================== 15,935,968,328.0000 323,799,738.25 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00