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 30,202,229.0000 1,693,841.27 07/31/2012 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 909,447.12 07/31/2012 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 24,059.74 07/31/2012 12X4208 1208845 09/30/2046 01992 6.729998400 216,000.0000 12,114.00 07/31/2012 12X4208 1208845 09/30/2028 01993 6.590001600 23,632,048.0000 1,297,793.62 07/31/2012 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 374,806.34 07/31/2012 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 29,270.59 07/31/2012 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 909,475.14 07/31/2012 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 11,422.67 07/31/2012 ------------------------ ---------------------- 94,822,277.0000 5,262,230.49 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 42,592,604.0000 2,466,822.22 07/31/2012 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 33,881.26 07/31/2012 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 1,152,889.43 07/31/2012 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 431,479.27 07/31/2012 12X4208 1208840 09/30/2028 01993 6.990001200 33,403,130.0000 1,945,732.66 07/31/2012 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 35,998.51 07/31/2012 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 4,048,375.70 07/31/2012 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 1,379,010.74 07/31/2012 ------------------------ ---------------------- 197,728,734.0000 11,494,189.79 850 SUB-COHORT 12X4208 1208850 09/30/2046 01992 6.950001600 17,219,000.0000 997,267.31 07/31/2012 12X4208 1208850 09/30/2046 01993 7.040001600 19,772,000.0000 1,159,957.60 07/31/2012 12X4208 1208850 09/30/2029 01994 7.040001600 26,540,908.0000 1,557,066.96 07/31/2012 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 3,109.33 07/31/2012 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 49,866.68 07/31/2012 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 37,370.68 07/31/2012 12X4208 1208850 09/30/2046 01994 7.040001600 4,930,000.0000 289,226.73 07/31/2012 12X4208 1208850 09/30/2030 01995 6.680001600 23,515,312.0000 1,309,019.35 07/31/2012 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,449.33 07/31/2012 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 50,434.01 07/31/2012 12X4208 1208850 09/30/2046 01995 6.680001600 3,410,000.0000 189,823.38 07/31/2012 12X4208 1208850 09/30/2031 01996 6.450001200 27,272,244.0000 1,465,883.39 07/31/2012 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,935.00 07/31/2012 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 13,437.50 07/31/2012 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 28,165.01 07/31/2012 12X4208 1208850 09/30/2046 01996 6.450001200 4,386,000.0000 235,747.54 07/31/2012 12X4208 1208850 09/30/2032 01997 5.979999600 37,197,205.0000 1,853,660.59 07/31/2012 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 209.30 07/31/2012 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 17,441.67 07/31/2012 12X4208 1208850 09/30/2046 01997 5.979999600 1,949,000.0000 97,125.16 07/31/2012 12X4208 1208850 09/30/2033 01998 6.000001200 59,883,648.3100 2,994,183.01 07/31/2012 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 125,350.03 07/31/2012 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 12,500.00 07/31/2012 12X4208 1208850 09/30/2046 01998 6.000001200 4,256,000.0000 212,800.04 07/31/2012 12X4208 1208850 09/30/2034 01999 5.919998400 22,836,745.9100 1,126,612.49 07/31/2012 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 32,066.66 07/31/2012 12X4208 1208850 09/30/2046 01999 5.919998400 2,600,000.0000 128,266.63 07/31/2012 12X4208 1208850 09/30/2035 02000 5.730001200 74,293,577.0000 3,547,519.04 07/31/2012 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 955.00 07/31/2012 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 21,487.50 07/31/2012 12X4208 1208850 09/30/2046 02000 5.730001200 2,278,000.0000 108,774.52 07/31/2012 12X4208 1208850 09/30/2036 02001 5.000000400 77,258,791.0000 3,219,116.55 07/31/2012 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 133,333.34 07/31/2012 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 83,333.34 07/31/2012 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 7,125.00 07/31/2012 12X4208 1208850 09/30/2037 02002 4.790001600 25,795,453.0000 1,029,668.84 07/31/2012 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 187,648.31 07/31/2012 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 31,933.34 07/31/2012 12X4208 1208850 09/30/2038 02003 4.709998800 79,412,817.0000 3,116,952.27 07/31/2012 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 571,165.85 07/31/2012 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 131,291.22 07/31/2012 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 4,278.25 07/31/2012 12X4208 1208850 09/30/2039 02004 4.690000800 155,575,272.0000 6,080,401.25 07/31/2012 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,120,636.61 07/31/2012 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 474,979.83 07/31/2012 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 104,508.85 07/31/2012 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 17,822.00 07/31/2012 12X4208 1208850 09/30/2040 02005 4.569998400 18,983,303.0000 722,947.20 07/31/2012 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 936,126.09 07/31/2012 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 563,290.39 07/31/2012 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 606,857.70 07/31/2012 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 78,108.89 07/31/2012 12X4208 1208850 09/30/2042 02006 4.439998800 13,858,652.0000 512,769.99 07/31/2012 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 750,211.80 07/31/2012 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 178,413.95 07/31/2012 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 40,662.99 07/31/2012 12X4208 1208850 09/30/2042 02007 4.470001200 46,270,057.0000 1,723,560.09 07/31/2012 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 737,624.70 07/31/2012 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 453,928.62 07/31/2012 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 251,214.07 07/31/2012 12X4208 1208850 09/30/2046 02007 4.470001200 10,239,000.0000 381,402.85 07/31/2012 12X4208 1208850 09/30/2043 02008 4.169998800 29,531,142.0000 1,026,206.89 07/31/2012 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 708,448.05 07/31/2012 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 556,764.34 07/31/2012 12X4208 1208850 09/30/2046 02008 4.169998800 16,764,000.0000 582,548.83 07/31/2012 12X4208 1208850 09/30/2044 02009 4.619998800 7,840,517.0000 301,859.83 07/31/2012 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 629,628.84 07/31/2012 12X4208 1208850 09/30/2046 02009 4.619998800 9,141,000.0000 351,928.41 07/31/2012 12X4208 1208850 09/30/2045 02010 2.970000000 5,051,048.0000 125,013.44 07/31/2012 12X4208 1208850 09/30/2046 02010 2.970000000 4,454,000.0000 110,236.50 07/31/2012 12X4208 1208850 09/30/2045 02011 4.320000000 430.0000 15.48 07/31/2012 12X4208 1208850 09/30/2046 02011 4.320000000 1,273,000.0000 45,828.00 07/31/2012 ------------------------ ---------------------- 1,089,203,322.2200 46,359,504.23 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 165,223,475.0000 9,514,116.23 07/31/2012 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 788,891.48 07/31/2012 12X4208 1208810 09/30/2046 01994 6.909998400 893,000.0000 51,421.90 07/31/2012 12X4208 1208810 09/30/2030 01995 6.559999200 237,592,728.0000 12,988,400.88 07/31/2012 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 836,399.90 07/31/2012 12X4208 1208810 09/30/2046 01995 6.559999200 208,000.0000 11,370.67 07/31/2012 12X4208 1208810 09/30/2031 01996 6.320001600 299,748,192.0000 15,786,742.11 07/31/2012 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 474,000.12 07/31/2012 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 352,866.76 07/31/2012 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 97,433.36 07/31/2012 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 69,098.68 07/31/2012 12X4208 1208810 09/30/2032 01997 6.140001600 274,658,806.0000 14,053,379.24 07/31/2012 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 552,600.14 07/31/2012 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 225,133.39 07/31/2012 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 76,801.19 07/31/2012 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 22,666.84 07/31/2012 12X4208 1208810 09/30/2033 01998 5.919998400 321,308,273.0000 15,851,203.85 07/31/2012 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 365,066.57 07/31/2012 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 416,866.55 07/31/2012 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 65,415.98 07/31/2012 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 12,037.33 07/31/2012 12X4208 1208810 09/30/2034 01999 5.889999600 193,711,006.0000 9,507,981.23 07/31/2012 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 117,799.99 07/31/2012 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 304,316.65 07/31/2012 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 122,610.16 07/31/2012 12X4208 1208810 09/30/2035 02000 5.879998800 190,691,131.0000 9,343,863.51 07/31/2012 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 347,899.93 07/31/2012 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 286,649.94 07/31/2012 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 111,376.98 07/31/2012 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 91,188.98 07/31/2012 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 43,217.99 07/31/2012 12X4208 1208810 09/30/2036 02001 5.150001600 194,883,036.0000 8,363,732.89 07/31/2012 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 111,583.37 07/31/2012 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 296,125.09 07/31/2012 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 93,343.78 07/31/2012 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 30,942.93 07/31/2012 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 23,475.42 07/31/2012 12X4208 1208810 09/30/2037 02002 4.680000000 389,941,171.0000 15,207,705.67 07/31/2012 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 218,439.00 07/31/2012 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 72,462.00 07/31/2012 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 22,971.00 07/31/2012 12X4208 1208810 09/30/2038 02003 4.719999600 60,447,507.0000 2,377,601.74 07/31/2012 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 324,145.97 07/31/2012 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 475,225.29 07/31/2012 12X4208 1208810 09/30/2039 02004 4.579999200 357,767,181.0000 13,654,778.36 07/31/2012 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 3,177,794.28 07/31/2012 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,946,389.82 07/31/2012 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 592,232.06 07/31/2012 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 97,897.48 07/31/2012 12X4208 1208810 09/30/2040 02005 4.500000000 37,794,149.0000 1,417,280.59 07/31/2012 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 805,200.00 07/31/2012 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 583,950.00 07/31/2012 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 328,875.00 07/31/2012 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 102,262.50 07/31/2012 12X4208 1208810 09/30/2041 02006 4.430001600 33,657,391.0000 1,242,519.13 07/31/2012 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 750,036.19 07/31/2012 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 479,252.34 07/31/2012 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 712,418.09 07/31/2012 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 49,320.68 07/31/2012 12X4208 1208810 09/30/2046 02006 4.430001600 1,365,000.0000 50,391.27 07/31/2012 12X4208 1208810 09/30/2042 02007 4.230000000 34,018,245.0000 1,199,143.14 07/31/2012 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 952,384.50 07/31/2012 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 290,883.00 07/31/2012 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 501,396.00 07/31/2012 12X4208 1208810 09/30/2046 02007 4.230000000 4,585,000.0000 161,621.25 07/31/2012 ------------------------ ---------------------- 3,281,806,291.0000 150,602,598.36 855 SUB-COHORT 12X4208 1208855 09/30/2046 01992 6.729998400 79,000.0000 4,430.58 07/31/2012 12X4208 1208855 09/30/2029 01994 6.369998400 10,490,798.0000 556,886.39 07/31/2012 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 107,652.97 07/31/2012 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 7,750.16 07/31/2012 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 10,775.91 07/31/2012 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 4,405.92 07/31/2012 12X4208 1208855 09/30/2030 01995 6.009998400 12,753,369.0000 638,731.06 07/31/2012 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 4,006.67 07/31/2012 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 58,497.32 07/31/2012 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 6,110.17 07/31/2012 12X4208 1208855 09/30/2031 01996 5.969998800 16,385,128.0000 815,159.95 07/31/2012 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 137,459.22 07/31/2012 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 17,362.75 07/31/2012 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 9,601.75 07/31/2012 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 2,388.00 07/31/2012 12X4208 1208855 09/30/2046 01996 5.969998800 116,000.0000 5,771.00 07/31/2012 12X4208 1208855 09/30/2032 01997 5.670000000 21,137,822.5100 998,762.11 07/31/2012 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 53,770.50 07/31/2012 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 3,591.00 07/31/2012 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 4,299.75 07/31/2012 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,937.25 07/31/2012 12X4208 1208855 09/30/2033 01998 5.739998400 19,232,884.0000 919,972.69 07/31/2012 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 167,847.12 07/31/2012 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 3,778.83 07/31/2012 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 1,482.83 07/31/2012 12X4208 1208855 09/30/2034 01999 5.429998800 21,430,014.0000 969,707.92 07/31/2012 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 94,753.48 07/31/2012 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 94,255.73 07/31/2012 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 11,493.50 07/31/2012 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 16,833.00 07/31/2012 12X4208 1208855 09/30/2046 01999 5.429998800 18,000.0000 814.50 07/31/2012 12X4208 1208855 09/30/2035 02000 4.960000800 20,872,962.0000 862,749.24 07/31/2012 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 454.67 07/31/2012 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 1,198.67 07/31/2012 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 310,289.38 07/31/2012 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 16,202.67 07/31/2012 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 5,993.33 07/31/2012 12X4208 1208855 09/30/2036 02001 5.220000000 20,322,384.0000 884,023.70 07/31/2012 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 65,380.50 07/31/2012 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 73,950.00 07/31/2012 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 21,793.50 07/31/2012 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 5,176.50 07/31/2012 12X4208 1208855 09/30/2037 02002 4.259998800 11,501,477.0000 408,302.32 07/31/2012 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 354,893.40 07/31/2012 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 201,071.94 07/31/2012 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 154,069.96 07/31/2012 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 7,561.50 07/31/2012 12X4208 1208855 09/30/2046 02002 4.259998800 184,000.0000 6,532.00 07/31/2012 12X4208 1208855 09/30/2038 02003 4.209998400 19,664,856.0000 689,908.44 07/31/2012 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 329,256.96 07/31/2012 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 158,436.27 07/31/2012 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 78,621.72 07/31/2012 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 6,139.58 07/31/2012 12X4208 1208855 09/30/2046 02003 4.209998400 687,000.0000 24,102.24 07/31/2012 12X4208 1208855 09/30/2039 02004 4.280000400 34,846,600.0000 1,242,862.18 07/31/2012 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 241,356.36 07/31/2012 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 26,821.34 07/31/2012 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 229,443.69 07/31/2012 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 96,442.68 07/31/2012 12X4208 1208855 09/30/2046 02004 4.280000400 546,000.0000 19,474.00 07/31/2012 12X4208 1208855 09/30/2040 02005 4.399999200 37,100,512.0000 1,360,351.86 07/31/2012 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 1,017,316.48 07/31/2012 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 333,299.94 07/31/2012 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 279,399.95 07/31/2012 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 139,809.97 07/31/2012 12X4208 1208855 09/30/2046 02005 4.399999200 7,869,000.0000 288,529.95 07/31/2012 12X4208 1208855 09/30/2041 02006 4.050000000 3,651,288.0000 123,230.97 07/31/2012 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 1,219,522.50 07/31/2012 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 434,733.75 07/31/2012 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 645,266.25 07/31/2012 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 652,725.00 07/31/2012 12X4208 1208855 09/30/2046 02006 4.050000000 10,696,000.0000 360,990.00 07/31/2012 12X4208 1208855 09/30/2042 02007 4.129999200 11,013,815.0000 379,058.73 07/31/2012 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 512,877.07 07/31/2012 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 456,089.58 07/31/2012 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 229,352.62 07/31/2012 12X4208 1208855 09/30/2046 02007 4.129999200 3,001,000.0000 103,284.40 07/31/2012 12X4208 1208855 09/30/2043 02008 4.600000800 6,968,570.0000 267,128.56 07/31/2012 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 565,723.43 07/31/2012 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 763,101.80 07/31/2012 12X4208 1208855 09/30/2046 02008 4.600000800 19,035,000.0000 729,675.13 07/31/2012 12X4208 1208855 09/30/2043 02009 4.500000000 21,061,570.0000 789,808.88 07/31/2012 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 237,375.00 07/31/2012 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 384,787.50 07/31/2012 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 107,625.00 07/31/2012 12X4208 1208855 09/30/2044 02010 2.720001600 13,964,476.0000 316,528.31 07/31/2012 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 373,410.89 07/31/2012 12X4208 1208855 09/30/2046 02010 2.720001600 10,200,000.0000 231,200.14 07/31/2012 12X4208 1208855 09/30/2046 02011 2.720001600 512,000.0000 11,605.34 07/31/2012 ------------------------ ---------------------- 678,546,525.5100 25,566,607.77 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 18,446,288.0000 1,031,455.00 07/31/2012 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 27,958.34 07/31/2012 12X4208 1208815 09/30/2036 01994 6.710000400 25,000.0000 1,397.92 07/31/2012 12X4208 1208815 09/30/2030 01995 5.910001200 25,147,660.0000 1,238,522.51 07/31/2012 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 98,007.52 07/31/2012 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 17,237.50 07/31/2012 12X4208 1208815 09/30/2031 01996 6.090001200 15,206,123.0000 771,710.89 07/31/2012 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 110,888.77 07/31/2012 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 50,750.01 07/31/2012 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 22,888.25 07/31/2012 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 1,218.00 07/31/2012 12X4208 1208815 09/30/2036 01996 6.090001200 1,810,000.0000 91,857.52 07/31/2012 12X4208 1208815 09/30/2032 01997 5.580000000 30,624,378.0000 1,424,033.58 07/31/2012 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 80,119.50 07/31/2012 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 226,278.30 07/31/2012 12X4208 1208815 09/30/2033 01998 5.479999200 56,987,715.0000 2,602,438.61 07/31/2012 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 156,134.31 07/31/2012 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 87,634.32 07/31/2012 12X4208 1208815 09/30/2036 01998 5.479999200 1,347,000.0000 61,512.99 07/31/2012 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 222,629.48 07/31/2012 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 103,928.83 07/31/2012 12X4208 1208815 09/30/2034 01999 5.259999600 65,353,203.0000 2,864,648.51 07/31/2012 12X4208 1208815 09/30/2036 01999 5.259999600 340,000.0000 14,903.33 07/31/2012 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 1,047,568.00 07/31/2012 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 202,910.47 07/31/2012 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 214,066.63 07/31/2012 12X4208 1208815 09/30/2035 02000 4.939999200 62,540,351.0000 2,574,577.37 07/31/2012 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 886,786.65 07/31/2012 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 804,887.98 07/31/2012 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 637,659.23 07/31/2012 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 6,629.34 07/31/2012 12X4208 1208815 09/30/2036 02001 4.520001600 62,804,991.0000 2,365,655.50 07/31/2012 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 1,063,800.00 07/31/2012 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 583,128.00 07/31/2012 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 572,112.00 07/31/2012 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 257,076.00 07/31/2012 12X4208 1208815 09/30/2036 02002 4.320000000 310,000.0000 11,160.00 07/31/2012 12X4208 1208815 09/30/2037 02002 4.320000000 46,732,439.0000 1,682,367.80 07/31/2012 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 769,613.25 07/31/2012 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 504,039.75 07/31/2012 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 313,548.75 07/31/2012 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 142,586.25 07/31/2012 12X4208 1208815 09/30/2036 02003 4.230000000 149,000.0000 5,252.25 07/31/2012 12X4208 1208815 09/30/2038 02003 4.230000000 55,874,582.0000 1,969,579.02 07/31/2012 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 47,058.00 07/31/2012 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 18,249.00 07/31/2012 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 21,087.00 07/31/2012 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 8,976.00 07/31/2012 12X4208 1208815 09/30/2036 02004 3.960000000 52,000.0000 1,716.00 07/31/2012 12X4208 1208815 09/30/2039 02004 3.960000000 15,262,939.0000 503,676.99 07/31/2012 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 1,433,691.00 07/31/2012 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 666,351.00 07/31/2012 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 100,731.75 07/31/2012 12X4208 1208815 09/30/2036 02005 4.410000000 154,000.0000 5,659.50 07/31/2012 12X4208 1208815 09/30/2040 02005 4.410000000 82,931,887.0000 3,047,746.85 07/31/2012 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 2,272,271.62 07/31/2012 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 1,209,573.83 07/31/2012 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 794,678.22 07/31/2012 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 384,016.61 07/31/2012 12X4208 1208815 09/30/2036 02006 4.380001200 8,562,000.0000 312,513.09 07/31/2012 12X4208 1208815 09/30/2041 02006 4.380001200 89,572,090.0000 3,269,382.18 07/31/2012 12X4208 1208815 09/30/2032 02007 4.309999200 12,920,865.0000 464,074.32 07/31/2012 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 1,277,519.68 07/31/2012 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 1,327,946.67 07/31/2012 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 636,155.88 07/31/2012 12X4208 1208815 09/30/2036 02007 4.309999200 28,852,000.0000 1,036,267.47 07/31/2012 12X4208 1208815 09/30/2033 02008 3.809998800 52,659,145.0000 1,671,927.33 07/31/2012 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 2,803,555.87 07/31/2012 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 1,760,346.45 07/31/2012 12X4208 1208815 09/30/2036 02008 3.809998800 20,762,000.0000 659,193.29 07/31/2012 12X4208 1208815 09/30/2034 02009 4.119998400 43,422,913.0000 1,490,852.77 07/31/2012 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 1,726,828.66 07/31/2012 12X4208 1208815 09/30/2036 02009 4.119998400 15,980,000.0000 548,646.45 07/31/2012 12X4208 1208815 09/30/2035 02010 2.990001600 55,388,263.0000 1,380,091.62 07/31/2012 12X4208 1208815 09/30/2036 02010 2.990001600 31,348,000.0000 781,088.08 07/31/2012 12X4208 1208815 09/30/2035 02011 4.070001600 3,027,067.0000 102,668.06 07/31/2012 12X4208 1208815 09/30/2036 02011 4.070001600 34,863,000.0000 1,182,437.21 07/31/2012 ------------------------ ---------------------- 1,655,624,599.0000 60,870,136.68 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 425,522,181.0000 18,120,147.20 07/31/2012 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 132,434.13 07/31/2012 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 14,478.33 07/31/2012 12X4208 1208870 09/30/2044 02001 5.109998400 215,000.0000 9,155.41 07/31/2012 12X4208 1208870 09/30/2037 02002 4.790001600 644,198,767.0000 25,714,276.04 07/31/2012 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 141,225.21 07/31/2012 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 94,203.36 07/31/2012 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 73,965.61 07/31/2012 12X4208 1208870 09/30/2044 02002 4.790001600 242,000.0000 9,659.84 07/31/2012 12X4208 1208870 09/30/2038 02003 4.730000400 865,917,488.0000 34,131,583.87 07/31/2012 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,968,236.59 07/31/2012 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 314,466.19 07/31/2012 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 59,125.01 07/31/2012 12X4208 1208870 09/30/2039 02004 4.629999600 695,718,375.0000 26,843,131.65 07/31/2012 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 10,211,888.53 07/31/2012 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 4,041,526.65 07/31/2012 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 544,295.04 07/31/2012 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 405,163.55 07/31/2012 12X4208 1208870 09/30/2040 02005 4.539999600 700,858,167.0000 26,515,798.32 07/31/2012 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 6,206,860.45 07/31/2012 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 1,724,670.18 07/31/2012 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 701,770.44 07/31/2012 12X4208 1208870 09/30/2044 02005 4.539999600 2,119,000.0000 80,168.83 07/31/2012 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 9,178,809.52 07/31/2012 12X4208 1208870 09/30/2041 02006 4.439998800 534,761,454.0000 19,786,168.45 07/31/2012 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 3,261,253.12 07/31/2012 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 2,006,805.46 07/31/2012 12X4208 1208870 09/30/2044 02006 4.439998800 3,858,000.0000 142,745.96 07/31/2012 12X4208 1208870 09/30/2040 02007 4.200001200 280,333,611.0000 9,811,679.19 07/31/2012 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 14,681,944.19 07/31/2012 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 4,099,656.17 07/31/2012 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 2,815,155.80 07/31/2012 12X4208 1208870 09/30/2044 02007 4.200001200 12,138,000.0000 424,830.12 07/31/2012 ------------------------ ---------------------- 5,993,071,043.0000 229,267,278.41 820 SUB-COHORT 12X4208 1208820 09/30/2046 01992 7.400001600 3,902,000.0000 240,623.39 07/31/2012 12X4208 1208820 09/30/2046 01993 6.649999200 1,601,000.0000 88,722.07 07/31/2012 12X4208 1208820 09/30/2046 01994 5.900000400 462,000.0000 22,715.00 07/31/2012 12X4208 1208820 09/30/2046 01995 5.990000400 376,000.0000 18,768.67 07/31/2012 12X4208 1208820 09/30/2046 01996 5.749999200 199,000.0000 9,535.42 07/31/2012 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 6,947.92 07/31/2012 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 24,677.08 07/31/2012 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 8,050.00 07/31/2012 12X4208 1208820 09/30/2046 01997 5.749999200 862,000.0000 41,304.16 07/31/2012 12X4208 1208820 09/30/2046 01998 5.749999200 517,000.0000 24,772.91 07/31/2012 12X4208 1208820 09/30/2046 01999 5.780001600 15,210,000.0000 732,615.20 07/31/2012 12X4208 1208820 09/30/2046 02000 4.889998800 4,670,000.0000 190,302.45 07/31/2012 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 851,674.79 07/31/2012 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 91,605.98 07/31/2012 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 1,428,743.22 07/31/2012 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 2,189.75 07/31/2012 12X4208 1208820 09/30/2046 02002 4.610001600 1,057,000.0000 40,606.43 07/31/2012 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 43,592.51 07/31/2012 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 51,034.18 07/31/2012 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,755,176.43 07/31/2012 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 29,727.51 07/31/2012 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 32,038.34 07/31/2012 12X4208 1208820 09/30/2046 02003 4.700001600 875,000.0000 34,270.85 07/31/2012 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 1,017,120.02 07/31/2012 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 440,869.82 07/31/2012 12X4208 1208820 09/30/2046 02004 4.610001600 300,000.0000 11,525.00 07/31/2012 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 132,669.51 07/31/2012 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 856,406.23 07/31/2012 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 997,842.26 07/31/2012 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 334,856.09 07/31/2012 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 760.00 07/31/2012 12X4208 1208820 09/30/2046 02006 4.560001200 20,899,000.0000 794,162.21 07/31/2012 12X4208 1208820 09/30/2046 02007 4.320000000 42,445,000.0000 1,528,020.00 07/31/2012 12X4208 1208820 09/30/2046 02008 4.240000800 62,253,000.0000 2,199,606.42 07/31/2012 12X4208 1208820 09/30/2046 02009 3.179998800 43,124,000.0000 1,142,785.57 07/31/2012 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 68,899.97 07/31/2012 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 215,948.42 07/31/2012 12X4208 1208820 09/30/2046 02010 3.179998800 161,283,000.0000 4,273,997.89 07/31/2012 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 612,579.53 07/31/2012 12X4208 1208820 09/30/2046 02011 4.449999600 16,760,000.0000 621,516.61 07/31/2012 ------------------------ ---------------------- 613,164,002.0000 21,019,259.81 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 39,157.51 07/31/2012 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 31,382.76 07/31/2012 12X4208 1208825 09/30/2046 01994 6.810001200 180,000.0000 10,215.00 07/31/2012 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 6,424.08 07/31/2012 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 65,758.33 07/31/2012 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 25,208.34 07/31/2012 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 23,342.92 07/31/2012 12X4208 1208825 09/30/2046 01997 6.050001600 512,000.0000 25,813.34 07/31/2012 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 9,755.67 07/31/2012 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 969.83 07/31/2012 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 15,643.84 07/31/2012 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 54,024.57 07/31/2012 12X4208 1208825 09/30/2046 02000 4.929998400 118,000.0000 4,847.83 07/31/2012 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 25,584.99 07/31/2012 12X4208 1208825 09/30/2046 02001 4.299998400 175,000.0000 6,270.83 07/31/2012 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 25,793.34 07/31/2012 12X4208 1208825 09/30/2046 02002 4.240000800 390,000.0000 13,780.00 07/31/2012 12X4208 1208825 09/30/2046 02003 4.240000800 3,429,000.0000 121,158.02 07/31/2012 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 1,400.83 07/31/2012 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 3,450.83 07/31/2012 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 60,270.01 07/31/2012 12X4208 1208825 09/30/2046 02004 4.100000400 1,452,000.0000 49,610.00 07/31/2012 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 7,803.00 07/31/2012 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 1,768.00 07/31/2012 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 70,991.98 07/31/2012 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 1,020.00 07/31/2012 12X4208 1208825 09/30/2045 02005 4.079998800 820,000.0000 27,879.99 07/31/2012 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 22,881.99 07/31/2012 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 5,338.00 07/31/2012 12X4208 1208825 09/30/2045 02006 4.079998800 1,646,000.0000 55,963.98 07/31/2012 12X4208 1208825 09/30/2046 02006 4.079998800 56,000.0000 1,904.00 07/31/2012 12X4208 1208825 09/30/2045 02007 3.989998800 77,000.0000 2,560.25 07/31/2012 12X4208 1208825 09/30/2046 02007 3.989998800 213,000.0000 7,082.25 07/31/2012 12X4208 1208825 09/30/2046 02008 3.989998800 811,000.0000 26,965.74 07/31/2012 12X4208 1208825 09/30/2045 02009 3.960000000 188,000.0000 6,204.00 07/31/2012 12X4208 1208825 09/30/2046 02009 2.930000400 2,228,000.0000 54,400.34 07/31/2012 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 2,678.51 07/31/2012 12X4208 1208825 09/30/2045 02010 2.930000400 1,305,500.0000 31,875.96 07/31/2012 12X4208 1208825 09/30/2046 02010 2.930000400 89,000.0000 2,173.08 07/31/2012 12X4208 1208825 09/30/2045 02011 4.060000800 1,480,000.0000 50,073.34 07/31/2012 12X4208 1208825 09/30/2046 02011 4.060000800 1,034,000.0000 34,983.67 07/31/2012 ------------------------ ---------------------- 28,460,700.0000 1,034,410.95 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 1,420,893.80 07/31/2012 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 40,666.68 07/31/2012 12X4208 1208881 09/30/2047 02007 4.880001600 954,000.0000 38,796.01 07/31/2012 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 563,643.84 07/31/2012 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 731,250.00 07/31/2012 12X4208 1208881 09/30/2047 02009 3.510000000 167,000.0000 4,884.75 07/31/2012 ------------------------ ---------------------- 81,330,874.7300 2,800,135.08 881-OGLETHORPE SUB-COHORT 12X4208 1208881O 09/30/2042 02007 4.880001600 17,984,579.7900 731,373.15 07/31/2012 ------------------------ ---------------------- 17,984,579.7900 731,373.15 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880001600 41,441,126.7000 1,685,273.04 07/31/2012 ------------------------ ---------------------- 41,441,126.7000 1,685,273.04 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 513,881.58 07/31/2012 12X4208 1208871 09/30/2046 02005 4.759999200 17,103,000.0000 678,418.89 07/31/2012 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 1,120,099.08 07/31/2012 12X4208 1208871 09/30/2046 02006 4.899999600 24,086,000.0000 983,511.59 07/31/2012 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 149,333.28 07/31/2012 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 200,965.26 07/31/2012 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 139,614.80 07/31/2012 12X4208 1208871 09/30/2046 02010 3.300001200 25,974,000.0000 714,285.26 07/31/2012 12X4208 1208871 09/30/2046 02011 3.300001200 268,624,000.0000 7,387,162.69 07/31/2012 ------------------------ ---------------------- 390,632,900.0000 11,887,272.43 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,164,826.0000 693,744.94 07/31/2012 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 40,699.58 07/31/2012 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 10,104.17 07/31/2012 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 30,312.50 07/31/2012 ------------------------ ---------------------- 19,171,826.0000 774,861.19 ======================== ====================== 14,182,988,800.9500 569,355,131.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2029 01994 03/28/2012 INT + 0.0000 44,587.62 487879 1208810 09/30/2030 01995 03/28/2012 INT + 0.0000 45,666.51 487881 1208810 09/30/2031 01996 03/28/2012 INT + 0.0000 59,401.94 487883 1208810 09/30/2032 01997 03/28/2012 INT + 0.0000 44,029.76 487885 1208810 09/30/2033 01998 03/28/2012 INT + 0.0000 47,943.90 487887 1208810 09/30/2034 01999 03/28/2012 INT + 0.0000 29,626.52 487889 1208810 09/30/2035 02000 03/28/2012 INT + 0.0000 32,659.54 487891 1208810 09/30/2036 02001 03/28/2012 INT + 0.0000 25,955.08 487893 1208810 09/30/2037 02002 03/28/2012 INT + 0.0000 34,978.99 487895 1208810 09/30/2038 02003 03/28/2012 INT + 0.0000 10,301.23 487897 1208810 09/30/2039 02004 03/28/2012 INT + 0.0000 36,819.04 487899 1208810 09/30/2040 02005 03/28/2012 INT + 0.0000 17,114.64 487901 1208810 09/30/2041 02006 03/28/2012 INT + 0.0000 27,678.84 487903 1208810 09/30/2042 02007 03/28/2012 INT + 0.0000 80,297.13 487905 1208815 09/30/2029 01994 03/28/2012 INT + 0.0000 21,707.25 487839 1208815 09/30/2030 01995 03/28/2012 INT + 0.0000 18,552.67 487841 1208815 09/30/2031 01996 03/28/2012 INT + 0.0000 19,880.10 487843 1208815 09/30/2032 01997 03/28/2012 INT + 0.0000 21,584.05 487845 1208815 09/30/2032 02007 03/28/2012 INT + 0.0000 117,493.48 487865 1208815 09/30/2033 01998 03/28/2012 INT + 0.0000 20,064.60 487847 1208815 09/30/2033 02008 03/28/2012 INT + 0.0000 309,759.66 487867 1208815 09/30/2033 02009 03/28/2012 INT + 0.0000 120,268.93 487869 1208815 09/30/2034 01999 03/28/2012 INT + 0.0000 15,169.75 487849 1208815 09/30/2034 02009 03/28/2012 INT + 0.0000 77,395.96 487871 1208815 09/30/2034 02010 03/28/2012 INT + 0.0000 58,506.85 487873 1208815 09/30/2035 02000 03/28/2012 INT + 0.0000 129,616.90 487851 1208815 09/30/2035 02010 03/28/2012 INT + 0.0000 82,505.16 487875 1208815 09/30/2035 02011 03/28/2012 INT + 0.0000 16,705.99 487877 1208815 09/30/2036 02001 03/28/2012 INT + 0.0000 13,289.00 487853 1208815 09/30/2037 02002 03/28/2012 INT + 0.0000 51,765.71 487855 1208815 09/30/2038 02003 03/28/2012 INT + 0.0000 14,327.39 487857 1208815 09/30/2039 02004 03/28/2012 INT + 0.0000 8,851.80 487859 1208815 09/30/2040 02005 03/28/2012 INT + 0.0000 17,620.44 487861 1208815 09/30/2041 02006 03/28/2012 INT + 0.0000 87,094.35 487863 1208840 09/30/2027 01992 03/28/2012 INT + 0.0000 222,066.31 487797 1208840 09/30/2028 01993 03/28/2012 INT + 0.0000 413,814.01 487799 1208845 09/30/2027 01992 03/28/2012 INT + 0.0000 54,639.88 487759 1208845 09/30/2028 01993 03/28/2012 INT + 0.0000 31,531.57 487761 1208850 09/30/2029 01994 03/28/2012 INT + 0.0000 79,361.65 487801 1208850 09/30/2030 01995 03/28/2012 INT + 0.0000 46,448.99 487803 1208850 09/30/2031 01996 03/28/2012 INT + 0.0000 50,340.84 487805 1208850 09/30/2032 01997 03/28/2012 INT + 0.0000 35,999.44 487807 1208850 09/30/2033 01998 03/28/2012 INT + 0.0000 72,213.25 487809 1208850 09/30/2034 01999 03/28/2012 INT + 0.0000 57,991.86 487811 1208850 09/30/2035 02000 03/28/2012 INT + 0.0000 55,805.14 487813 1208850 09/30/2036 02001 03/28/2012 INT + 0.0000 131,580.23 487815 1208850 09/30/2037 02002 03/28/2012 INT + 0.0000 1,223,128.03 487817 1208850 09/30/2038 02003 03/28/2012 INT + 0.0000 55,299.69 487819 1208850 09/30/2039 02004 03/28/2012 INT + 0.0000 91,448.63 487821 1208850 09/30/2040 02005 03/28/2012 INT + 0.0000 807,504.93 487823 1208850 09/30/2041 02006 03/28/2012 INT + 0.0000 379,220.29 487825 1208850 09/30/2042 02006 03/28/2012 INT + 0.0000 101,861.29 487827 1208850 09/30/2042 02007 03/28/2012 INT + 0.0000 17,990.48 487829 1208850 09/30/2043 02008 03/28/2012 INT + 0.0000 121,761.00 487831 1208850 09/30/2044 02009 03/28/2012 INT + 0.0000 92,503.53 487833 1208850 09/30/2045 02010 03/28/2012 INT + 0.0000 38,386.53 487835 1208850 09/30/2045 02011 03/28/2012 INT + 0.0000 2,150.71 487837 1208855 09/30/2029 01994 03/28/2012 INT + 0.0000 16,606.64 487763 1208855 09/30/2030 01995 03/28/2012 INT + 0.0000 13,571.50 487765 1208855 09/30/2031 01996 03/28/2012 INT + 0.0000 14,682.37 487767 1208855 09/30/2032 01997 03/28/2012 INT + 0.0000 12,307.41 487769 1208855 09/30/2033 01998 03/28/2012 INT + 0.0000 12,573.92 487771 1208855 09/30/2034 01999 03/28/2012 INT + 0.0000 16,561.11 487773 1208855 09/30/2035 02000 03/28/2012 INT + 0.0000 18,600.94 487775 1208855 09/30/2036 02001 03/28/2012 INT + 0.0000 11,265.17 487777 1208855 09/30/2037 02002 03/28/2012 INT + 0.0000 13,600.53 487779 1208855 09/30/2038 02003 03/28/2012 INT + 0.0000 17,543.98 487781 1208855 09/30/2039 02004 03/28/2012 INT + 0.0000 25,346.16 487783 1208855 09/30/2040 02005 03/28/2012 INT + 0.0000 39,676.72 487785 1208855 09/30/2041 02006 03/28/2012 INT + 0.0000 83,687.41 487787 1208855 09/30/2042 02007 03/28/2012 INT + 0.0000 67,015.12 487789 1208855 09/30/2043 02008 03/28/2012 INT + 0.0000 26,147.09 487791 1208855 09/30/2043 02009 03/28/2012 INT + 0.0000 16,612.42 487793 1208855 09/30/2044 02010 03/28/2012 INT + 0.0000 5,270.32 487795 1208870 09/30/2036 02001 03/27/2012 INT + 0.0000 39,981.11 487744 1208870 09/30/2037 02002 03/27/2012 INT + 0.0000 55,138.49 487746 1208870 09/30/2038 02003 03/27/2012 INT + 0.0000 88,534.06 487748 1208870 09/30/2039 02004 03/27/2012 INT + 0.0000 51,037.06 487750 1208870 09/30/2040 02005 03/27/2012 INT + 0.0000 121,286.83 487752 1208870 09/30/2040 02007 03/27/2012 INT + 0.0000 180,923.22 487756 1208870 09/30/2041 02006 03/27/2012 INT + 0.0000 289,300.24 487754 1208880 09/30/2041 02006 03/27/2012 INT + 0.0000 10,134.29 487742 ------------------------ ---------------------- 0.0000 7,189,673.17 ======================== ====================== 0.0000 7,189,673.17